Removes strikes further from current spot price

• FX option strikes expire at 10-am New York/3-pm London - Friday November 29

• EUR/USD: 1.0525 (972M), 1.0550 (351M), 1.0575 (397M), 1.0590 (403M)

• 1.0600 (2.6BLN),1.0605 (415M)

• USD/CHF: 0.8850 (300M). EUR/CHF: 0.9310 (200M). EUR/SEK: 11.5100 (496M)

• AUD/USD: 0.6505 (372M), 0.6570 (393M)

• AUD/NZD: 1.1050 (525M)

• USD/CAD: 1.3900-05 (856M), 1.4000 (380M)

• USD/JPY: 149.70 (450M), 150.00 (484M), 150.70-75 (410M)

For more click on FXBUZ