Larger option pipeline EUR/USD: Feb04.......>

OPTIONS: Larger option pipeline

EUR/USD: Feb04 $1.1030-40(E1.02bln)

USD/JPY: Feb04 Y106.95-107.00($1.13bln), Y109.00-10($1.13bln);

Feb05 Y108.45-60($1.27bln), Y109.00-10($1.82bln); Feb06 Y108.15-25($1.37bln);

Feb10 Y108.00($1.09bln)

EUR/GBP: Feb04 Gbp0.8500-05(E1.05bln), Gbp0.8800(E1.13bln)

AUD/USD: Feb03 $0.6800(A$1.9bln), $0.6845-55(A$1.13bln), $0.6950(A$1.0bln);

Feb04 $0.6765(A$1.19bln), $0.6800(A$1.22bln), $0.6815-25(A$2.02bln);

Feb05 $0.6950-65(A$2.71bln); Feb06 $0.6750(A$1.18bln), $0.6860-70(A$1.34bln),

$0.6895-0.6900(A$1.15bln); Feb10 $0.6895-0.6900(A$1.17bln);

Feb11 $0.6825-35(A$1.06bln), $0.6950(A$1.11bln); Feb12 $0.6700(A$1.07bln)

AUD/JPY: Feb10 Y74.90(A$1.47bln), Y75.85-87(A$1.26bln);

Feb12 Y70.20-25(A$1.05bln)

NZD/USD: Feb03 $0.6564(N$1.19bln)

USD/CAD: Feb05 C$1.3160-80($1.55bln)

USD/CNY: Feb04 Cny6.90($1.14bln)