Option expiries of note for today’s 10.00am NY cut (1500GMT)

USD/JPY: 105.50 (USD 1700m), 106.70 (USD 100m), 107.00 (USD 3800m), 107.06 (USD 150m), 107.40 (USD 486m), 107.59 (USD 160m), 108.20 (USD 240m)

EUR/USD: 1.2150 (EUR 353.91m), 1.2205 (EUR 327.74m), 1.2285 (EUR 276.76m), 1.2300 (EUR 1500m), 1.2400 (EUR 644m), 1.2455 (EUR 321.16m), 1.2500 (EUR 104m), 1.2535 (EUR 103.71m), 1.2650 (EUR 102.77m)

EUR/GBP: 0.8700 (EUR 200m), 0.8850 (EUR 362m)

GBP/USD: 1.3785 (GBP 255m), 1.3820 (GBP 267m), 1.3830 (GBP 289m), 1.3875 (GBP 290m), 1.3880 (GBP 392m), 1.3900 (GBP 322m), 1.3950 (GBP 356m), 1.4110 (GBP 283.48m)

AUD/USD: 0.7750 (AUD 100.65m), 0.7765 (AUD 557m), 0.7850 (AUD 201.28m), 0.8000 (AUD 250m)

AUD/NZD: 1.0600 (AUD 120m), 1.0800 (AUD 120m)

NZD/USD: 0.7000 (NZD 342.86m), 0.7300 (NZD 760m)

(Newswires)