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Friday, December 22, 2006

FX OPTIONS: EUR/USD Raft of Expiries Next Wednesday

1.3000, 1.3100, 1.3125/35, 1.3300/10, 1.3350, 1.3400/10, 1.3450, and 1.3500 option strikes roll off next Wednesday (Dec 27). A E5mn payout 1.3500 exotic One Touch option is also due to expire next Wednesday.

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