For the 10 am New York cut:
- EUR/USD: $1.0800(E1.7b), $1.0845-50(E760m), $1.0900(E1.9b),
$1.0915(E500mn), $1.1000(1.9b) - USD/JPY: Y123.00 ($1.08b), Y123.90-124.00 ($360m), Y125.00 ($1.11b)
- GBP/USD: $1.5525 (Gbp404m)
- AUD/USD: $0.7200 (A$1.61b), $0.7350(A$460m)
- NZD/USD: $0.6600(NZ$420m)
There are options in EUR/JPY at 138.70/73 as well.