• FX option strikes expire at 10-am New York/15.00 GMT on Tuesday April 1

• EUR/USD: 1.0800-05 (1.6BLN), 1.0825-30 (396M), 1.0840 (1BLN), 1.0860 (411M),

• 1.0875-85 (580M), 1.0900 (620M), 1.0930 (937M), 1.0950 (1BLN)

• USD/CHF: 0.8900 (200M). EUR/GBP: 0.8395-0.8400 (380M), 0.8500 (524M)

• GBP/USD: 1.2765 (554M), 1.2850 (902M), 1.2880 (200M), 1.3005 (320M)

• AUD/USD: 0.6220-30 (447M), 0.6250-60 (400M), 0.6265 (410M)

• NZD/USD: 0.5700 (460M), 0.5950 (598M)

• USD/JPY: 150.00-05 (2.3BLN)

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