Larger option pipeline EUR/USD: Feb12.......>

OPTIONS: Larger option pipeline

EUR/USD: Feb12 $1.0900-10(E1.2bln); Feb14 $1.1165-85(E2.0bln); Feb18

$1.1100(E1.31bln); Feb19 $1.0990-1.1000(E1.56bln); Feb20

$1.1089-1.1100(E1.83bln), $1.1125-35(E1.83bln)

USD/JPY: Feb12 Y108.45-50($1.03bln), Y108.95-00($1.1bln), Y110.00-05($1.17bln);

Feb14 Y107.00($1.1bln), Y109.00-15($2.0bln), Y109.35-50($1.27bln),

Y109.70-80($1.48bln); Feb19 Y107.50($1.58bln), Y109.95-00($1.38bln); Feb20

Y107.00-10($2.1bln), Y109.00($1.27bln), Y110.00($1.88bln)

EUR/JPY: Feb19 Y121.50(E1.24bln)

GBP/USD: Feb12 $1.3000-20(Gbp1.07bln); Feb14 $1.3355-75(Gbp1.36bln)

USD/CHF: Feb12 Chf0.9700-10($1.15bln)

AUD/USD: Feb12 $0.6700(A$1.89bln); Feb14 $0.6900-05(A$1.06bln),

$0.6935(A$1.1bln); Feb20 $0.6700(A$1.1bln), $0.6855-60(A$1.01bln)

AUD/JPY: Feb12 Y70.20-25(A$1.05bln); Feb14 Y70.00(A$1.65bln)

USD/CAD: Feb14 C$1.3045-65($1.38bln)

USD/CNY: Feb14 Cny6.90($1.16bln); Feb18 Cny6.88($1.09bln)