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FX option expiries for today's New York cut

FX option expiries for today's New York cut at 10:00ET can be found below.

- EUR/USD: 1.1095 (E384M), 1.1280 (E200M), 1.1400 (E372M)

- AUD/USD: 0.7570 (A$752M), 0.7600 (A$230M)

- USD/CAD: 1.2600 ($215M), 1.2800 ($310M)

- AUD/NZD: 1.1180 (347M), 1.1210 (A$200M)

- USD/JPY: 110.00 ($991M), 111.15 ($890M), 111.25-35 ($535M), 112.65-75 ($500M)

- NZD/USD: 0.6890 (N$269M).

GPIF president embraces currency hedging

The Nikkei carries an article today, in which it reveals that Japan's Government Pension Investment Fund (GPIF) is set to embrace currency hedging, according to GPIF president Norihiro Takahashi.
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USD/CNY fix model: Projection at 6.4962 - Nomura

Nomura's model projects the fix to be lower by 158 pips from the previous fix (6.4962 from 6.5120) and lower by 7 pips from the previous spot USD/CNY official close 6.4969. omura adds that the basket implied change is lower by 13 pips from the previous spot USD/CNY official close (6.4956 from 6.4969).
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