• FX option strikes expire at 10am New York/15:00 GMT on Monday June 29

• EUR/USD: 1.1350 (293M), 1.1385 (874M), 1.1400 (1.7BLN), 1.1450 (1.3BLN)

• USD/CHF: 0.8020-30 (448M), 0.8100 (190M), 0.8120 (405M).

EUR/CHF: 0.9250 (201M)

• EUR/GBP: 0.8650-60 (300M). GBP/USD: 1.3220 (235M), 1.3285-1.3300 (275M)

• AUD/USD: 0.6845-50 (388M). NZD/USD: 0.5610-15 (333M).

AUD/NZD: 1.2250 (551M)

• USD/CAD: 1.4055 (508M), 1.4210 (295M), 1.4300 (401M)

• USD/JPY: 161.00 (624M), 161.50 (2.4BLN), 161.75 (660M), 162.00 (1BLN), 163.00 (1.8BLN)

• FX options wrap - Calm before the NFP storm (Richard Pace is a Reuters market analyst. The views expressed are his own)