Larger option pipeline EUR/USD: Jul25.......>

OPTIONS: Larger option pipeline

EUR/USD: Jul25 $1.1210-30(E2.42bln); Jul26 $1.1170(E1.14bln),

$1.1200-05(E1.23bln), $1.1250-55(E1.14bln); Aug1 $1.1200-05(E1.86bln),

$1.1310-25(E1.48bln); Aug2 $1.1200(E1.12bln)

USD/JPY: Y107.70-80($1.63bln), Y107.90-00($1.11bln); Jul26 Y107.50($1.47bln);

Jul29 Y106.50($1.06bln), Y107.50($1.63bln), Y108.95-05($1.04bln); Jul30

Y107.45-50($1.14bln); Aug1 Y107.00-10($2.01bln), Y109.00-10($1.58bln); Aug5

Y107.70-75($1.03bln)

GBP/USD: Jul26 $1.2500(Gbp1.47bln)

AUD/USD: Jul25 $0.7050-55(A$2.53bln); Aug1 $0.6975-82(A$1.1bln)

USD/CAD: Aug1 C$1.2895-1.2900($1.03bln); Aug2 C$1.3095-10($1.05bln)

USD/CNY: Jul25 Cny6.75($1.01bln), Cny6.95($1.16bln), Cny7.00($1.17bln),

Cny7.02($2.1bln); Jul26 Cny7.05($1.23bln); Aug1 Cny7.00($1.60bln)