Larger option pipeline EUR/USD: Aug1........>

OPTIONS: Larger option pipeline

EUR/USD: Aug1 $1.1100(E928mln), $1.1200-05(E2.3bln), $1.1310-35(E2.37bln); Aug2

$1.1100(E1.24bln), $1.1200(E2.05bln), $1.1225-35(E1.5bln); Aug5

$1.1220-33(E1.08bln); Aug8 $1.1040-50(E1.57bln), $1.1125(E1.72bln),

$1.1240(E1.28bln)

USD/JPY: Aug1 Y107.00-10($2.11bln), Y107.90-00($1.52bln), Y109.00-10($1.91bln);

Aug5 Y107.75($1.29bln); Aug6 Y109.95-00($1.25bln); Aug7 Y107.00($1.55bln); Aug8

Y107.47-50($2.37bln), Y107.90-108.00($2.27bln); Aug12 Y107.00($1.02bln)

EUR/JPY: Aug9 Y122.25(E1.29bln)

AUD/USD: Aug1 $0.6975-82(A$1.33bln), $0.6990-00(A$1.28bln)

USD/CAD: Aug1 C$1.2895-1.2900($1.03bln); Aug2 C$1.3095-10($1.36bln),

C$1.3140-50($1.12bln)

USD/CNY: Aug1 Cny7.00($1.60bln); Aug5 Cny6.9316($1.01bln); Aug8

Cny6.85($1.0bln); Aug13 Cny6.90($1.07bln), Cny6.95($2.11bln)