*** January serial option's expire...>

US TSY OPTIONS: *** January serial option's expire on today's shortened session.

FINAL open interest/ATM data as of Thu'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 

Jan 30yr  139,222  122,680   261,902   150.50 w/ 4,671 (1,228c, 3,443p) 

                                       151.00 w/ 14,455 (4,212c, 10,243P) 

                                       151.50 w/ 15,994 (3,768c, 12,226p) 

Jan 10yr  710,070  562,292 1,272,362   123.25 w/ 10,863 (600c, 10,263p) 

                                       123.50 w/ 50,895 (4,157c, 46,738p) 

                                       123.75 w/ 40,438 (10,547c, 29,891p) 

Jan 5yr   225,708  117,092   342,800   115.75 w/ 15,836 (41c, 15,795p)

                                       116.00 w/ 22,851 (11,340c, 11,511p)

                                       116.25 w/ 34,333 (8,841c, 25,492p) 

Jan 2yr    24,155    9,177    33,332   107.00 w/ 2,236 (0c, 2,236p) 

                                       107.12 w/ 2,593 (992c, 1,601p)