Larger option pipeline: EUR/USD: Mar1.......>

OPTIONS: Larger option pipeline:

EUR/USD: Mar1 $1.1350(E1.56bln), $1.1425(E2.0bn), $1.1450(E1.57bln); Mar5

$1.1415-25(E1.15bln); Mar7 $1.1240-50(E1.2bln), $1.1370-80(E1.05bln),

$1.1500-05(E1.33bn); Mar8 $1.1250(E1.21bn), $1.1354-60(E1.27bln),

$1.1425(E1.1bn)

USD/JPY: Mar1 Y110.00-10($1.17bln), Y111.40-55($1.3bln); Mar5

Y110.50-55($2.06bn), Y111.90-112.00($1.7bn); Mar7 Y109.00($2.39bn),

Y112.00-05($1.06bln)

EUR/GBP: Mar5 Gbp0.8350(E1.07bln)

AUD/USD: Mar1 $0.7150(A$1.4bn), $0.7160-65(A$1.44bln), $0.7175-85(A$2.14bn),

$0.7250(A$1.15bn); Mar5 $0.7050(A$1.11bn), $0.7150(A$3.24bn); Mar7

$0.7200(A$2.26bn); Mar8 $0.7000(A$997mln), $0.7200-10(A$1.22bn)

AUD/NZD: Mar7 N$1.0600(A$2.28bn)

USD/CAD: Mar5 C$1.3120-30($1.31bn)

USD/CNY: Mar1 Cny6.70($1.25bln); Mar4 Cny6.75($1.15bln), Cny6.80($1.26bln)