Larger option pipeline (1/2) EUR/USD:.......>

OPTIONS: Larger option pipeline (1/2)

EUR/USD: Jun26 $1.0950(E1.05bln), $1.1000(E1.25bln), $1.1095-1.1100(E1.24bln),

$1.1195-00(E1.31bln), $1.1210-20(E3.82bln), $1.1230-40(E1.37bln),

$1.1300(E1.78bln), $1.1375-80(E2.2bln); Jun27 $1.1290-00(E1.01bln),

$1.1400(E1.28bln); Jul1 $1.1165-70(E1.29bln), $1.1250(E1.44bln),

$1.1320-30(E1.16bln); $1.1400(E1.01bln), Jul3 $1.1290-00(E2.60bln),

$1.1400-05(E2.17bln), $1.1500(E1.18bln); Jul4 $1.1265(E1.34bln),

$1.1290(E1.09bln)

USD/JPY: Jun25 Y108.00-10($1.02bln); Jun26 Y107.00($1.18bln),

Y107.20-30($1.12bln), Y107.45-50($1.04bln), Y108.00-10($2.26bln),

Y108.50($1.37bln), Y109.00-05($2.48bln), Y109.20-40($3.46bln),

Y109.50($1.04bln), Y109.60($2.06bln); Jun28 Y107.50($1.14bln),

Y109.00($1.32bln); Jul2 Y109.00($1.05bln); Jul3 Y107.00($1.67bln),

Y108.00($1.55bln), Y108.50-55($1.03bln)

GBP/USD: Jul2 $1.2800(Gbp1.18bln)