Larger option pipeline EUR/USD: Jul31.......>

OPTIONS: Larger option pipeline

EUR/USD: Jul31 $1.1050-70(E1.08bln), $1.1100-05(E1.1bln), $1.1145-55(E1.65bln),

$1.1245-50(E1.41bln); Aug1 $1.1100(E928mln), $1.1200-05(E2.28bln),

$1.1310-35(E2.14bln); Aug2 $1.1100(E1.21bln), $1.1200(E1.94bln),

$1.1225-35(E1.2bln); Aug8 $1.1040-50(E1.53bln), $1.1125(E1.57bln),

$1.1240(E1.28bln)

USD/JPY: Jul31 Y108.00-11($1.66bln); Aug1 Y107.00-10($2.11bln),

Y107.90-00($1.28bln), Y109.00-10($1.69bln); Aug5 Y107.75($1.08bln); Aug6

Y109.95-00($1.25bln); Aug7 Y107.00($1.55bln); Aug8 Y107.47-50($2.2bln),

Y107.90-108.00($2.26bln)

EUR/JPY: Aug9 Y122.25(E1.25bln)

AUD/USD: Aug1 $0.6975-82(A$1.33bln), $0.6990-00(A$1.28bln)

USD/CAD: Aug1 C$1.2895-1.2900($1.04bln); Aug2 C$1.3095-10($1.24bln),

C$1.3140-50($1.07bln)

USD/CNY: Jul31 Cny6.85($1.0bln); Aug1 Cny7.00($1.60bln); Aug5

Cny6.9316($1.01bln); Aug8 Cny6.85($1.0bln)