• FX option strikes expire at 10am New York/14:00 GMT on Monday July 6

• EUR/USD: 1.1370-80 (540M), 1.1400-10 (2.6BLN), 1.1450 (1.4BLN), 1.1500 (2.5BLN)

• USD/CHF: 0.8000 (210M), 0.8100 (591M). EUR/CHF: 0.9225 (307M)

• GBP/USD: 1.3350 (427M). AUD/NZD: 1.2200 (201M)

• AUD/USD: 0.6885-90 (961M), 0.6900 (298M), 0.6940-50 (529M), 0.7000 (754M), 0.7025 (600M)

• USD/CAD: 1.4150 (200M), 1.4200-05 (310M).

• USD/JPY: 160.50 (2.6BLN), 161.00 (1.1BLN), 161.25 (550M), 161.50 (1BLN), 161.75 (3.2BLN), 162.00 (1.3BLN)

• EUR/JPY: 184.45-55 (459M). AUD/JPY: 115.00-05 (609M)(Richard Pace is a Reuters market analyst. The views expressed are his own)