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OPTIONS

EUR/USD: Dec04 $1.1890-1.1900(E1.1bln), $1.2000(E2.1bln, E1.78bln of EUR calls), $1.2250(E928mln-EUR calls); Dec08 $1.2000(E1.5bln), $1.2100(E1.2bln); Dec10 $1.1900-05(E1.0bln)

USD/JPY: Dec08 Y104.85-00($1.1bln); Dec14 Y106.00($2.1bln)

USD/CHF: Dec09 Chf0.8900($995mln-USD puts)

AUD/USD: Dec08 $0.7400-05(A$1.75bln mostly AUD calls); Dec10 $0.7270-80(A$1.2bln)

USD/CNY: Dec10 Cny6.60($1.4bln-USD puts)

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