• FX options expire at 10-am New York/15.00 GMT on Monday February 24

• EUR/USD: 1.0430 (542M), 1.0450 (1.4BLN), 1.0460-70 (5.4BLN)

• 1.0475-80 (1.2BLN), 1.0500 (1.4BLN), 1.0525 (1.1BLN), 1.0550 (740M)

• USD/CHF: 0.8840 (300M), 0.9200 (290M)

• GBP/USD: 1.2650 (220M), 1.2735 (200M)

• EUR/GBP: 0.8350 (356M)

• AUD/USD: 0.6335 (480M), 0.6360 (465M), 0.6440 (316M)

• AUD/NZD: 1.1075-85 (450M), 1.1120 (490M)

• USD/JPY: 148.30 (700M), 150.00 (523M)(Richard Pace is a Reuters market analyst. The views expressed are his own)