Option expiries 10am NY cut 25 Feb
USDJPY - 118.00 (USD 577m), 119.40 (USD 506m), 120.00 (USD 1.1bln)
EURUSD - 1.1200 (EUR 3.4bln), 1.1250 (EUR 5.4bln), 1.1300 (EUR 1.4bln), 1.1355 (EUR 995m), 1.1400 (1.59bln)
USDCAD - 1.2500 (USD 765m), 1.2550 (USD 267m), 1.2560 (USD 200m), 1.2750 (USD 240m), 1.2800 (USD474m)
AUDUSD - 0.7750 (AUD 435m), 0.7775 (AUD 496m), 0.7800 (AUD 690m), 0.7850 (AUD 449m)
NZDUSD - 0.7450 (NZD 531m)
EURJPY - 132.58 (EUR 760m), 133.85 (EUR 393m)
EURGBP - 0.7325 (EUR 330m)