Major FX expiry options for today's NY cut

EUR/USD: 1.2185 (461M), 1.2200-10 (1.6BLN), 1.2215-25 (1BLN), 1.2250-60 (913M), 1.2265-75 (1BLN)

EUR/CHF: 1.0800 (420M), 1.1000 (760M), 1.1040-50 (328M)

EUR/GBP: 0.8625 (427M)

GBP/USD: 1.4150 (268M), 1.4200 (464M)

AUD/USD: 0.7750 (575M), 0.7800 (287M)

USD/CAD: 1.2000 (640M), 1.2050 (420M), 1.2100 (1.5BLN), 1.2150 (612M)

USD/JPY: 108.50-60 (915M), 110.00 (2BLN), 110.50 (1BLN)

EUR/JPY: 132.80-85 (480M), 133.00 (210M)