Major FX Option expiries of note for today's 10am NY cut (1500BST);

EUR/USD: 1.1100 (469mln), 1.1150 (408mln), 1.1000 (1.3bln)

USD/JPY: 125.00 (707mln). EUR/JPY: 136.00 (175mln). USD/CAD: 1.3020 (300 mln)

GBP/USD: 1.5725 (101mln). AUD/USD: 0.7400 (612mln). AUD/JPY: 92.30 (121 mln)  

Overnight SHIBOR Interest rate fixes at 1.7010% vs. Prev. 1.6670% (+2.04%)

 1 Month Interest rate fixes at 2.6910% vs. Prev. 2.6710% (+0.75%)

- 3 Month Interest rate fixes at 3.0910% vs. Prev. 3.0970% (-0.19%)

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