• FX option strikes expire at 10-am New York/14.00 GMT on Tuesday March 11

• EUR/USD: 1.0750 (971M), 1.0800 (488M), 1.0815 (336M), 1.0875-85 (2.1BLN)

• USD/CHF: 0.8860 (370M)

• GBP/USD: 1.2750 (427M), 1.2850 (250M), 1.2895 (204M)

• EUR/GBP: 0.8425-30 (653M)

• AUD/USD: 0.6275 (932M), 0.6300 (842M), 0.6385 (2.7BLN)

• NZD/USD: 0.5645 (651M)

• USD/CAD: 1.4390-1.4400 (1BLN), 1.4415 (410M), 1.4470 (697M), 1.4500 (488M)

• USD/JPY: 146.00 (505M), 146.50-65 (1.2BLN), 147.00 (372M), 148.00 (430M)

• EUR/JPY: 159.55 (460M)

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