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And according to Starwood you can move your points into UA MP at the rate of 1000 points to 600 UA MP miles. If you're earning AMEX points at the rate of 1.5 points per $1 spent, that isn't too bad a price to pay in the absence of any direct one-to-one transfer schemes from the major credit card companies.
Actually I'd be interested in hearing from anyone who has done the AMEX-STARWOOD-UA MP transfer process to know if it was hassle free.