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

OPTIONS: Larger option pipeline (1/2)

EUR/USD: Dec16 $1.1025-35(E3.18bln), $1.1055-63(E1.57bln), $1.1085-00(E1.57bln);

Dec17 $1.1030-40(E1.04bln), $1.1090-1.1100(E1.95bln); Dec18

$1.1000-20(E1.67bln), $1.1045-50(E1.17bln), $1.1075-85(E1.28bln),

$1.1200(E1.7bln), $1.1300(E1.82bln); Dec19 $1.0995-1.1005(E1.22bln),

$1.1200-10(E1.23bln); Dec20 $1.1020-25(E1.27bln), $1.1140-50(E2.26bln); Dec23

$1.1065-80(E1.12bln)

USD/JPY: Dec16 Y106.94-107.00($1.08bln), Y108.15-25($1.78bln); Dec17

Y107.00-20($1.39bln), Y107.40-50($1.0bln); Dec18 Y108.50-70($1.37bln); Dec19

Y108.00-10($1.18bln), Y108.35-40($1.29bln), Y108.50-60($1.95bln); Dec20

Y107.00($1.42bln), Y109.50($2.13bln), Y110.00($1.27bln), Y110.50($1.01bln);

Dec24 Y108.25-30($1.25bln)

GBP/USD: Dec19 $1.2900(Gbp1.09bln), $1.3200-20(Gbp1.07bln); Dec20

$1.3150(Gbp1.43bln), $1.3200(Gbp1.44bln), $1.3250(Gbp1.45bln),

$1.3500(Gbp1.0bln), $1.3600(Gbp1.03bln)