Larger option pipeline EUR/USD: Jun24.......>

OPTIONS: Larger option pipeline

EUR/USD: Jun24 $1.1250-70(E1.65bln), $1.1390-00(E1.32bln); Jun26

$1.0950(E1.05bln), $1.1000(E1.25bln), $1.1095-1.1100(E1.24bln),

$1.1195-00(E1.31bln), $1.1210-20(E3.82bln), $1.1230-40(E1.37bln),

$1.1300(E1.78bln), $1.1375-80(E2.04bln); Jul1 $1.1165-70(E1.29bln),

$1.1250(E1.44bln), $1.1320-30(E1.11bln); Jul3 $1.1290-00(E2.36bln),

$1.1400-05(E2.12bln), $1.1500-05(E1.33bln)

USD/JPY: Jun24 Y107.50($1.17bln); Jun26 Y107.00($1.18bln), Y107.20-30($1.12bln),

Y107.45-50($1.04bln), Y108.00($1.55bln), Y108.50($1.37bln),

Y109.00-05($2.48bln), Y109.20-40($3.46bln), Y109.50($1.04bln),

Y109.60($2.06bln); Jun28 Y109.00($1.32bln); Jul2 Y109.00($1.05bln); Jul3

Y107.00($1.47bln), Y108.00($1.42bln), Y108.50-55($1.03bln)

GBP/USD: Jul2 $1.2800(Gbp1.08bln)

AUD/USD: Jun25 $0.6850(A$1.31bln); Jun26 $0.6910-11(A$1.15bln); Jul3

$0.6871(A$1.04bln)

AUD/JPY: Jun28 Y75.00-10(A$1.57bln)