Free Trial

Jan Serial Expiration Details

US TSY OPTIONS

Reminder, January serial ops expire Thursday, earlier than usual due to Christmas holiday early close Thursday, full close Friday. Decent amount of options coming off the sheets for a serial expiry though accts have been unwinding near strikes. Options 0.5 tic ITM (0.25 tic for 5-, 2-yr opt's) auto-exercised.

EXPIRYCALLSPUTSTOTALNEAREST ATM STRIKE TOTALS
Jan 30Y249,783192,504442,287172.00 w/ 19,801 (5,403c, 14,398P)
172.50 w/ 27,509 (20,208c, 7,301P)
173.00 w/ 31,784 (17,464c, 14,320P)
Jan 10Y535,713628,2941,164,007137.75 w/ 39,401 (20,509c, 18,892p)
138.00 w/ 67,654 (38,423c, 29,231p)
138.25 w/ 24,846 (20,716c, 4,130P)
Jan 5Y329,494163,907493,401125.75 w/ 29,095 (14,117c, 14,978p)
126.00 w/ 43,945 (32,398c, 11,547p)
126.25 w/ 84,326 (83,684c, 642p)
Jan 2Y2,92310,03712,960110.38 w/ 9,504 (1,475c, 8,029p)
110.50 w/ 1,436 (1,426c, 10p)

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.