Larger option pipeline: EUR/USD: Feb22......>

OPTIONS: Larger option pipeline:

EUR/USD: Feb22 $1.1300(E1.49bn): Feb26 $1.1330-40(E1.95bln),

$1.1390-1.1400(E1.39bln), $1.1445-55(E2.15bn);

Feb28 $1.1200(E1.01bln); Mar1 $1.1350(E1.15bln), $1.1425(E1.18bn); Mar5

$1.1415-25(E1.07bln)

USD/JPY: Feb22 Y108.00($1.76bn), Y110.00($1.77bn); Feb26 Y109.00($1.41bln),

Y109.70-75($1.19bln); Feb28 Y109.95-110.00($1.63bn), Y111.50($967mn); Mar5

Y110.50($1.13bn), Y111.90-112.00($1.64bn)

EUR/JPY: Feb26 Y135.00(E1.52bln)

AUD/USD: Mar1 $0.7150(A$1.01bn), $0.7175(A$1.95bn), $0.7250(A$1.42bn); Mar5

$0.7150(A$1.56bn)

NZD/USD: Feb26 $0.6660(N$1.05bln), $0.6760(N$979mn), $0.6900(N$1.67bn)

USD/CAD: Feb28 C$1.2945($1.07bln); Mar5 C$1.3120-30($1.1bn)

USD/CNY: Feb26 Cny6.6000($1.25bln); Feb28 Cny6.72($1.24bn), Cny6.75($1.43bn),

Cny7.05($1.18bn); Mar4 Cny6.75($1.15bn), 

Cny6.80($1.06bn)