Larger option pipeline EUR/USD: Jul11.......>

OPTIONS: Larger option pipeline

EUR/USD: Jul11 $1.1285-00(E1.3bln); Jul12 $1.1200-15(E2.15bln),

$1.1400(E2.09bln), $1.1440-50(E1.07bln); Jul15 $1.1200-15(E1.12bln); Jul16

$1.1180-93(E1.52bln), $1.1380-00($1.01bln); Jul17 $1.1350(E1.46bln); Jul18

$1.1090-00(E1.01bln), $1.1225-50(E2.59bln); Jul22 $1.1100(E1.13bln)

USD/JPY: Jul11 Y106.50-65($1.85bln), Y106.90-00($1.78bln), Y107.65-80($2.26bln),

Y108.40-50($1.76bln), Y109.00($838mln), Y109.10-20($1.91bln); Jul12

Y107.50($1.37bln), Y109.00($1.24bln); Jul16 Y107.75-90($1.02bln); Jul17

Y111.15($1.18bln); Jul22 Y107.35-40($1.07bln)

EUR/JPY: Jul11 Y122.74-75(E1.12bln)

AUD/USD: Jul11 $0.7075(A$1.07bln); Jul15 $0.6900(A$1.31bln)

USD/CAD: Jul11 C$1.3200($1.18bln); Jul12 C$1.3100($2.05bln),

C$1.3195-1.3205($1.01bln)

USD/CNY: Jul11 Cny6.99($1.0bln), Cny7.00($1.24bln); Jul12 Cny7.00($1.65bln);

Jul18 Cny6.80($3.5bln), Cny6.85($3.6bln), Cny6.90($1.4bln), Cny7.00($1.11bln),

Cny7.05($2.23bln)