Larger option pipeline: EUR/USD: Mar27......>

OPTIONS: Larger option pipeline:

EUR/USD: Mar27 $1.1380-00(E1.73bn); Mar29 $1.1050(E1.5bn), $1.1200(E1.2bn),

$1.1300(E1.04bn), $1.1325(E997mn), $1.1535(E1.06bn); Apr2 $1.1400-15(E1.15bn);

Apr4 $1.1335-50(E1.69bn); Apr5 $1.1000(E1.4bn), $11250-55(E1.05bn)

USD/JPY: Mar27 Y110.70-75($1.4bn); Mar28 Y111.00-05($1.45bn),

Y111.40-53($1.23bn), Y112.00($1.16bn); Mar29 Y110.00($1.06bn); Apr1

Y108.00($1.35bn); Apr2 Y110.00($1.63bn), Y110.50-60($1.35bn); Apr3

Y112.00($1.84bn); Apr4 Y109.00($1.53bn),

Y110.00($1.29bn), Y110.50($1.23bn)

EUR/GBP: Apr2 Gbp0.8300(E1.6bn), Gbp0.8350(E1.0bn), Gbp0.8450(E1.56bn),

Gbp0.8500(E990mn); Apr4 Gbp0.8450(E980mn)

AUD/USD: Apr3 $0.6550(A$1.42bn); Apr5 $0.7000(A$1.01bn); Apr8 $0.7260(A$1.24bn)

USD/CAD: Mar28 C$1.3000($1.15bn)

USD/CNY: Mar27 Cny6.50($1.05bln), Cny6.70($1.45bn); Mar29 Cny6.65($1.64bn),

Cny6.69($1.96bln), Cny6.70($1.45bn); Apr1 Cny7.00($1.01bn)