• FX option strikes expire at 10am New York/14:00 GMT on Thursday September 3

• EUR/USD: 1.1550-60 (677M), 1.1590-1.1600 (1.3BLN), 1.1610-15 (840M), 1.1625 (1.5BLN), 1.1650 (893M)

• USD/CHF: 0.8100 (374M), 0.8200 (502M). USD/CAD: 1.3835-40 (735M)

• GBP/USD: 1.3445-50 (270M), 1.3565 (424M). EUR/GBP: 0.8590 (238M)

• AUD/USD: 0.7100-15 (428M), 0.7155 (370M), 0.7185-0.7200 (566M)

• USD/JPY: 157.00-10 (643M), 157.50 (285M), 157.75-85 (758M), 158.00 (761M), 159.00 (1.6BLN)

• Wednesday's FX options wrap - USD calls gain traction as FX risks mount (Richard Pace is a Reuters market analyst. The views expressed are his own)