Larger option pipeline EUR/USD: Jul15.......>

OPTIONS: Larger option pipeline

EUR/USD: Jul15 $1.1100-05(E1.3bln), $1.1400(E1.4bln); Jul16 $1.1350(E2.0bln);

Jul17 $1.1290-1.1300(E1.2bln); Jul20 $1.1350(E1.3bln, EUR calls),

$1.1400(E1.5bln); Jul22 $1.1450(E1.2bln); Jul23 $1.1400(E1.3bln); Jul24

$1.1165(E1.44bln)

USD/JPY: Jul15 Y104.90-105.00($1.2bln), Y105.40-60($1.1bln),

Y107.25-30($1.1bln); Jul16 Y105.00-10($1.8bln), Y107.25-35($1.3bln); Jul17

Y105.85-00($1.4bln); Jul20 Y109.50($1.1bln); Jul21 Y105.00-05($1.83bln),

Y106.35-45($1.2bln), Y107.30-50($1.36bln)

EUR/JPY: Jul21 Y120.00-10(E1.2bln)

EUR/GBP: Jul23 Gbp0.8700(E1.1bln)

AUD/USD: Jul22 $0.6915(A$1.9bln)

AUD/JPY: Jul21 Y72.00(A$1.64bln), Y73.00-05(A$1.16bln)

USD/CNY: Jul15 Cny7.20($920mln); Jul16 Cny7.20($1.1bln); Jul20 Cny7.05($1.1bln)