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February serial options expire.......>

US TSY OPTIONS
US TSY OPTIONS: February serial options expire today, final numbers as of Thu's
settle show OI in decline, via CME Group. Not much pin risk in a wide swath of
strikes.
*            Calls     Puts      Total    Nearest-the-Money Strike Totals
* Feb 30yr  200,788  261,541    462,329   148.00 w/ 13,865 (773c, 13,092P)
*                                         148.50 w/ 12,227 (2,434c, 9,793P)
*                                         149.00 w/ 22,401 (3,762c, 18,639P)
* Feb 10yr  813,680  596,686  1,410,366   121.75 w/ 21,503 (452c, 21,051p)
*                                         122.00 w/ 43,029 (4,412c, 38,617p)
*                                         122.25 w/ 27,240 (9,222c, 18,018p)
* Feb 5yr   339,690  198,752    538,712   114.75 w/ 4,031 (213c, 3,818p)
*                                         115.00 w/ 22,174 (6,915c, 15,259p)
*                                         115.25 w/ 23,831 (10,957c, 12,874p)
* Feb 2yr    39,487   60,265    100,112   106.50 w/ 6 (0c, 6p)
*                                         106.62 w/ 10 (0c, 10p)
*                                         106.75 w/ 3,038 (1,536c, 1,502p)

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