Larger option pipeline EUR/USD: Jul09.......>

OPTIONS: Larger option pipeline

EUR/USD: Jul09 $1.1275(E906mln), $1.1300(E1.01bln), $1.1360-80(E2.0bln); Jul10

$1.1200-10(E1.12bln); Jul14 $1.1300-10(E1.7bln); Jul15 $1.1100-05(E1.3bln),

$1.1400(E1.3bln); Jul16 $1.1350(E1.6bln); Jul17 $1.1290-1.1300(E1.07bln)

USD/JPY: Jul09 Y105.80-00($1.4bln), Y107.50-55($1.2bln); Jul13

Y106.75-90($1.2bln); Jul15 Y104.90-105.00($1.18bln), Y107.25-30($1.1bln); Jul16

Y105.00-10($1.8bln), Y107.25-35($1.16bln); Jul20 Y109.50($1.14bln); Jul21

Y105.00-05($1.83bln), Y106.35-45($1.1bln)

EUR/JPY: Jul14 Y118.50(E1.32bln)

AUD/JPY: Jul14 Y72.05-15(A$2.49bln); Jul21 Y72.00(A$1.64bln), Y73.05(A$1.04bln)

NZD/USD: Jul13 $0.6425(A$1.8bln), $0.6655(N$1.9bln)

USD/CAD: Jul09 C$1.3800($1.25bln)

USD/CNY: Jul15 Cny7.20($920mln); Jul16 Cny7.20($1.07bln)