Before revision: The paper develops an asymptotic expansion method for forward-backward SDEs (FBSDEs)  driven by the random Poisson measures with sigma-finite compensators .
After revision: The paper develops an asymptotic expansion method for forward-backward SDEs (FBSDEs) with jumps. In particular, we construct an asymptotic expansion method for FBSDEs driven by the random Poisson measures with sigma-finite compensators .