Larger option pipeline EUR/USD: Sep16.......>

OPTIONS: Larger option pipeline

EUR/USD: Sep16 $1.0990-10(E2.18bln-E2.05bln are EUR puts); Sep17

$1.0885-1.0900(E1.1bln), $1.1120-30(E1.04bln); Sep18 $1.1000(E1.06bln); Sep19

$1.0950(E1.69bln), $1.1045-50(E1.1bln), $1.1100-10(E1.84bln),

$1.1125-30(E1.43bln); Sep20 $1.0950(E940mln), $1.1000(E1.15bln); Sep23

$1.1405-10(E1.04bln); Sep26 $1.1000(E4.27bln-E4.25bln are EUR puts)

USD/JPY: Sep17 Y106.00($1.53bln); Sep18 Y108.60-75($1.2bln); Sep19

Y106.00($1.67bln), Y107.00($1.41bln), Y107.15-35($1.95bln); Sep23

Y106.00-11($1.19bln); Sep24 Y106.00-20($1.09bln)

EUR/JPY: Sep26 Y119.00($1.16bln)

GBP/USD: Sep19 $1.2300(Gbp1.16bln); Sep26 $1.2500(Gbp1.47bln)

AUD/USD: Sep18 $0.6890-0.6900(A$2.58bln)

AUD/JPY: Sep17 Y69.00(A$2.4bln), Y73.00(A$1.78bln)

USD/CAD: Sep20 C$1.3395-00($1.01bln)

USD/CNY: Sep17 Cny7.20($1.28bln); Sep18 Cny7.35($1.23bln); Sep20

Cny7.00($1.31bln); Sep24 Cny7.10($1.22bln)