Larger option pipeline EUR/USD: Jul22.......>

OPTIONS: Larger option pipeline

EUR/USD: Jul22 $1.1100(E1.13bln), $1.1320-30(E1.22bln); Jul24 $1.1200(E1.93bln),

$1.1215-25(E1.81bln), $1.1240-50(E1.47bln), $1.1275-85(E1.18bln),

$1.1400(E1.0bln); Aug1 $1.1200-05(E1.57bln)

USD/JPY: Jul22 Y107.00-10($1.29bln), Y107.35-40($1.69bln); Jul23

Y105.00($1.16bln), Y107.00($929mln), Y107.95-02($1.01bln); Jul24

Y108.00($3.35bln); Jul25 Y107.70-80($1.32bln); Jul26 Y107.45-50($1.29bln); Jul29

Y106.50($1.06bln), Y107.50($1.63bln),

Y108.95-05($1.04bln); Jul30 Y107.45-50($1.14bln); Aug1 Y107.00($1.31bln),

Y109.00-10($1.57bln)

GBP/USD: Jul26 $1.2500(Gbp1.34bln)

AUD/USD: Jul25 $0.7050-55(A$2.46bln); Aug1 $0.6975-82(A$1.1bln)

USD/CAD: Aug1 C$1.2895-1.2900($1.03bln)

USD/CNY: Jul22 Cny6.7950($1.5bln), Cny6.9450($1.5bln); Jul25 Cny6.75($1.01bln),

Cny6.95($1.14bln), Cny7.00($1.17bln), Cny7.02($2.1bln)