• FX option strikes expire at 10-am New York/3-pm London on Wednesday April 2

• EUR/USD: 1.0700 (1.4BLN), 1.0750 (644M), 1.0770-80 (490M), 1.0785 (278M)

• 1.0790-1.0800 (5BLN), 1.0825 (418M), 1.0850 (903M), 1.0885-95 (1BLN)

• 1.0900-10 (677M), 1.0920-25 (1.5BLN)

• EUR/GBP: 0.8345-55 (328M), 0.8500 (301M)

• GBP/USD: 1.2875 (247M), 1.3050 (200M), 1.3160 (395M)

• AUD/USD: 0.6220-30 (563M), 0.6250 (521M). NZD/USD: 0.5775 (376M)

• USD/CAD: 1.4210 (555M), 1.4400-10 (700M)

• USD/JPY: 149.00 (510M), 149.80 (308M), 149.95-150.05 (545M)

• 150.20-30 (653M). EUR/JPY: 161.20 (821M)

• FX Options wrap (Richard Pace is a Reuters market analyst. The views expressed are his own)