Larger option pipeline: EUR/USD: Jan29......>

OPTIONS: Larger option pipeline:

EUR/USD: Jan29 $1.1410-15(E1.2bn); Jan31 $1.1300(E1.16bn), $1.1325(E1.34bn),

$1.1390-1.1405(E2.57bn); Feb1 $1.1700(E1.44bn); Feb4 $1.1465(E1.07bn),

$1.1650(E1.38bn)

USD/JPY: Jan30 Y111.40($1bln); Jan31 Y107.00($1.48bln), Y110.00($1.35bln); Feb1

Y110.00($1.1bln); Feb4 Y110.00($1.24bln); Feb5 Y107.00($2.02bn),

Y107.75-86($1.39bln), Y109.00($1.31bn); Feb6 Y107.45-55($1.07bln)

GBP/USD: Feb1 $1.2100(Gbp1.1bln), $1.2550(Gbp1.37bn)

EUR/GBP: Jan31 Gbp0.8400(E1.51bln), Gbp0.8600(E2.06bn), Gbp0.8800(E954mn)

AUD/USD: Feb5 $0.7350(A$1.16bln); Feb6 $0.7150(A$1.13bln); Feb7 $0.7250

(A$1.76bln), $0.7400(A$1.61bln)

NZD/USD: Feb6 $0.6690-00(N$1.04bln)

USD/CNY: Jan29 Cny6.75($1.78bln); Jan31 Cny6.70($4.98bln), Cny6.75($2.23bln),

Cny6.80($4.49bln), Cny6.81($1.38bln), Cny6.85($1.37bn), Cny7.10($1.75bln); Feb1

Cny6.65($1.36bn), Cny6.75($1.43bln)