FX: Option expiries for today’s NY cut (10:00 NY, 15:00 London)

The most notable one is JPY at 107.50, with $3 billion worth of options expiring at that level today.

AUD/USD: 0.8750 (884M), 0.8840-50 (300M)
USD/CAD: 1.1010 (374M), 1.1025 (216M), 1.1100 (247M)
EUR/USD: 1.2700 (1BLN), 1.2715-25 (1.6BLN)
GBP/USD: 1.6300 (301M). EUR/GBP: 0.7750 (170M)
USD/JPY: 107.50 (3BLN), 107.75-85 (730M), 108.00 (343M), 108.60 (833M)
EUR/JPY: 137.35-40 (300M)

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