Option expiries 10am NY cut 24 Feb

  • USDJPY 117.50 (USD 675m) 118.00 (USD 428m) 118.50-60 (USD 290m) 119.55 (USD 300m) 119.75 (USD 517m)
  • EURUSD 1.1280-85 (EUR 1.3bln) 1.1300 (EUR 1.3bln) 1.1315 (EUR 543m
  • GBPUSD none
  • USDCAD 1.2330 (USD 280m) 1.2420 (USD 220m)
  • AUDUSD 0.7800-10 (AUD 325m)

Not a big list of notable contracts rolling off today but EURUSD may come into play.

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