Larger option pipeline EUR/USD: Sep3........>

OPTIONS: Larger option pipeline

EUR/USD: Sep3 $1.0945-50(E1.16bln), $1.1000-05(E1.26bln), $1.1025(E1.28bln),

$1.1060-80(E4.88bln), $1.1100(E1.05bln), $1.1105-20(E1.77bln),

$1.1170-85(E1.54bln), $1.1340-50(E1.2bln); Sep4 $1.1140-50(E1.67bln); Sep5

$1.1050(E1.09bln), $1.1200-04(E1.0bln); Sep6 $1.1145-50(E1.34bln),

$1.1160-67(E1.01bln); Sep9 $1.1221(E1.36bln); Sep10 $1.1100(E1.68bln); Sep12

$1.1299-05(E1.23bln)

USD/JPY: Sep3 Y106.15-20($1.17bln), Y107.95-05($1.1bln); Sep4

Y106.50-60($1.67bln), Y106.73-85($2.06bln); Sep5 Y104.00($1.62bln),

Y105.70-80($2.82bln); Sep6 Y107.00-05($1.64bln); Sep12 Y104.75($1.67bln),

Y105.20-30($1.3bln), Y107.45-50($1.05bln)

AUD/USD: Sep4 $0.6850-65(A$2.25bln); Sep5 $0.6795-0.6805(A$1.39bln)

AUD/JPY: Sep3 Y72.75(A$992mln); Sep10 Y71.75(A$1.12bln); Sep12

Y72.00-06(A$1.29bln)

USD/CNY: Sep5 Cny7.10($1.4bln), Cny7.20($2.46bln), Cny7.30($1.32bln)