Larger option pipeline EUR/USD: Feb28.......>

OPTIONS: Larger option pipeline

EUR/USD: Feb28 $1.0740-55(E1.32bln, EUR puts), $1.0845-55(E1.05bln),

$1.0900(E1.93bln, EUR calls), $1.0950(E1.45bln), $1.1050-60(E1.45bln),

$1.1100-05(E1.1bln); Mar02 $1.0785(E1.4bln, EUR puts), $1.1000(E2.46bln); Mar04

$1.0875-80(E1.3bln), $1.1060(E1.2bln); Mar09 $1.0930(E1.6bln),

$1.0980-00(E1.1bln)

USD/JPY: Feb28 Y110.65-75($1.13bln); Mar02 Y108.20-35($1.2bln); Mar05

Y107.90-00($1.2bln); Mar06 Y109.65-80($1.83bln); Mar09 Y110.60($1.5bln); Mar10

Y109.05($1.2bln); Mar11 Y110.50($1.93bln)

EUR/JPY: Feb28 Y119.95-120.05(E1.28bln)

USD/CHF: Mar10 Chf0.9900($1.4bln, USD calls)

EUR/NOK: Mar02 Nok9.80(E1.11bln, EUR puts)

AUD/JPY: Feb28 Y72.50(A$967mln, AUD puts); Mar09 Y70.50(A$1.0bln, AUD puts)

USD/CAD: Mar09 C$1.3310-20($1.4bln)

USD/CNY: Mar02 Cny7.0700-30($1.1bln); Mar06 Cny6.90($3.93bln), Cny7.14($1.7bln)