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*** December options expire on.......>

US TSY OPTIONS
US TSY OPTIONS: *** December options expire on Fri's shortened post-holiday
session, latest open interest as of last Fri's close below. Options 0.5 tic ITM
(0.25 tic for 5-, 2-yr opt's) are auto-exercised.
*             Calls       Puts      Total  Nearest-the-Money Strike Totals
* Dec 30yr   269,123    264,379    533,502  153.50 w/ 7,572 (3,087c, 4,485p)
*                                           154.00 w/ 23,236 (14,309c, 8,927p)
*                                           154.50 w/ 4,861 (3,626c, 1,235P)
* Dec 10yr 1,208,795  1,199,299  2,408,094  124.75 w/ 44,630 (13,427c, 31,203p)
*                                           125.00 w/ 127,835 (50,967c, 76,868p)
*                                           125.25 w/ 43,696 (29,720c, 13,976p)
* Dec 5yr    366,482    787,409  1,153,891  116.75 w/ 31,823 (1,968c, 29,855p)
*                                           117.00 w/ 79,392 (38,547c, 40,845p)
*                                           117.25 w/ 55,538 (35,656c, 19,882p)
* Dec 2yr     93,078    198,672    291,750  107.38 w/ 1,853 (0c, 1,853p)
*                                           107.50 w/ 6,994 (477c, 6,517p)

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