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OPTIONS
  • EUR/USD: Dec16 $1.1195-00(E1.3bln), $1.1345-50(E1.4bln), $1.1390-00(E2.2bln); Dec17 $1.1300(E2.2bln), $1.1350(E1.1bln), $1.1380-00(E4.4bln), $1.1450(E2.1bln); Dec20 $1.1400(E1.3bln)
  • USD/JPY: Dec16 Y114.10-30($3.8bln), Y114.45-55($1.3bln); Dec17 Y113.00($1.8bln), Y113.50-75($2.7bln), Y114.00-05($1.0bln), Y114.50($1.3bln)
  • GBP/USD: Dec17 $1.3250(Gbp1.4bln), $1.3300-20(Gbp1.1bln)
  • EUR/GBP Dec17 Gbp0.8400(E2.0bln)
  • AUD/USD: Dec20 $0.7200-05(A$1.5bln)
  • USD/CNY: Dec17 Cny6.4000($1.4bln)

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