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

roche

USD/JPY: 104.00 (USD 390m), 104.50 (USD 230m), 105.50 (USD 2400m), 105.60 (USD 110m), 106.85 (USD 150m), 107.00 (USD 2300m), 107.10 (USD 250m), 107.38 (USD 160m), 108.25 (USD 120m), 108.40 (USD 100m)
EUR/USD: 1.2100 (EUR 685.95m), 1.2175 (EUR 667m), 1.2200 (EUR 977m), 1.2210 (EUR 204.75m), 1.2220 (EUR 204.58m), 1.2250 (EUR 696m), 1.2260 (EUR 203.92m), 1.2300 (EUR 1800m), 1.2350 (EUR 153.85m), 1.2500 (EUR 208m), 1.2650 (EUR 205.54m)
GBP/USD: 1.4000 (GBP 253m)
AUD/USD: 0.7560 (AUD 330.69m), 0.7750 (AUD 100.65m), 0.7795 (AUD 320.72m), 0.7800 (AUD 754m), 0.7860 (AUD 100.51m), 0.7900 (AUD 100m), 0.8000 (AUD 100m)
NZD/USD: 0.7200 (NZD 300m)
USD/CAD: 1.2750 (USD 330m), 1.2850 (USD 200m), 1.3000 (USD 140m), 1.3600 (USD 100m)