Option expiries for today’s NY cut: USD/JPY; EUR/USD; GBP/USD; AUD/USD; USD/CHF; EUR/CHF

USD/JPY 97.50 97.75 98.00 98.10 98.25 98.75 99.00 99.05 99.35 (USD500m) 99.50 100.00

EUR/USD 1.3350 1.3550

GBP/USD 1.6000 1.6090

USD/CHF 0.9005 0.9100

AUD/USD 0.9400 (AUD250m) 0.9475 0.9500 0.9520 0.9575

EUR/CHF 1.2300

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