• FX Option strikes expire at 10-am New York/3-pm London - Wed November 27

• EUR/USD: 1.0400-10 (3.8BLN), 1.0450-60 (2BLN) 1.0475 (1.5BLN)

• 1.0485-90 (1.6BLN), 1.0500 (4.9BLN), 1.0525 (610M), 1.0550 (806M)

• USD/CHF: 0.8900 (420M)

• GBP/USD: 1.2500 (346M), 1.2600 (859M), 1.263.(300M), 1.2725 (278M)

• EUR/GBP: 0.8320 (300), 0.8405-10 (793M)

• EUR/NOK: 11.8300 (372M). EUR/SEK: 11.50 (513M)

• AUD/USD: 0.6490 (440M), 0.6505 (200M), 0.6525 (280M), 0.6570-80 (864M)

• NZD/USD:0.5835-40 (628M), 0.5865 (650M)

• AUD/NZD: 1.1000 (444M), 1.1050 (247M)

• AUD/JPY: 99.00 (225M). EUR/JPY: 15985 (296M)

• USD/CAD: 1.4020 (352M), 1.4050-55 (486M), 1.4075-80 (451M), 1.4100 (228M)

• USD/JPY: 151.00 (843M), 152.50 (1.1BLN), 153.00 (3BLN), 153.50-60 (757M)

• Related nL2N3MX0BG. FX Options wrap nL2N3MX0NW

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