Larger option pipeline EUR/USD: Mar11.......>

OPTIONS: Larger option pipeline

EUR/USD: Mar11 $1.1150-70(E2.43bln), $1.1200-20(E1.5bln); Mar13

$1.1290-00(E1.2bln); Mar19 $1.1200-10(E1.6bln)

USD/JPY: Mar10 Y105.00($1.4bln), Y106.50($1bln), Y109.05($1.6bln); Mar11

Y110.50($1.9bln); Mar13 Y106.90-05($1.1bln); Mar16 Y106.00-05($1bln),

Y109.50-60($2.49bln); Mar17 Y106.65-70($1.1bln), Y109.62-70($1.5bln); Mar18

Y106.00-05($1.0bln), Y107.80-85($1.15bln), Y108.00($2.14bln),

Y108.60-65($1.2bln), Y109.00($1.29bln), Y109.50-60($1.83bln),

Y110.95-111.05($1.68bln)

EUR/JPY: Mar18 Y117.80(E1.3bln)

EUR/GBP: Mar19 Gbp0.8395-0.8400(E1.44bln)

USD/CHF: Mar10 Chf0.9900($1.4bln, USD calls)

NZD/USD: Mar18 $0.6390-0.6400(N$2.2bln)

USD/CNY: Mar12 Cny6.90(1.3bln), Cny7.00($1.1bln)