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Feb '22 Serial Expiration Friday

US TSY OPTIONS

Reminder, Feb serial ops expire Friday. Decent amount of options coming off the sheets for a serial expiry -- though accts have been active unwinding/rolling to avoid pin risk. Options 0.5 tic ITM (0.25 tic for 5-, 2-yr opt's) auto-exercised.

EXPIRYCALLSPUTSTOTALNEAREST ATM STRIKE TOTALS
Feb 30Y172,157120,469292,626154.00 w/ 8,708 (1,249c, 7,459P)
154.50 w/ 3,742 (1,290c, 2,452P)
155.00 w/ 11,373 (3,210c, 8,163P)
Feb 10Y515,063505,3431,020,406127.50 w/ 29,024 (2,332c, 26,692p)
127.75 w/ 12,018 (2,976c, 9,042p)
128.00 w/ 54,836 (13,650c, 41,186P)
Feb 5Y394,405253,321647,726119.00 w/ 16,881 (3,957c, 12,924p)
119.25 w/ 49,327 (9,593c, 39,734p)
119.50 w/ 31,543 (16,331c, 15,212p)
Feb 2Y1,1473,6104,757110.50 w/ 160 (160c, 0p)
110.62 w/ 2 (2c, 0p)

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