Option expiries 10am NY cut today 23 Feb
USDJPY: 111.00 (USD 250m), 114.50 (500m), 115.00 (570m)
EURUSD: 1.0700 (EUR 163m), 1.0750 (150m), 1.1000 (794m), 1.1140 (436m), 1.1160 (178m)
GBPUSD: 1.4200-05 (GBP 168m)
USDCHF: 0.9920 (USD 200m)
EURGBP: 0.7825 (EUR 180m), 0.7870 (225m)
AUDUSD: 0.7150 (AUD 241m), 0.7200 (255m)
USDCAD: 1.3840 (USD 310m)
USDCNY: 6.4000 (USD 1.55bln), 6.5000 (1.33bln), 6.5725 (1.1bln)