LONDON, Oct 4 (IFR) - The closest to market EUR/USD expiry for today's

10.00am New York cut (14GMT) is a very good size 1.3200 strike,
with around EUR 500mln due to roll off. There are also large 1.3250's, but
offers ahead look to cap any rally toward this point, leaving the 1.3200 the
most likely attaction as the session progresses. Nothing in any significance in
Cable aside from 1.55's (currently out of court), while any recovery in
AUD/USD will bring 0.9470 and 0.9500 strikes back in to contention. The
largest USD/JPY strikes are outside the current daily range - lying at 77.00
and 76.45. For regular additions to our maturity calendars (More).
Richard.Pace@thomsonreuters.com
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