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*** June options expire on Fri's.....>

US TSY OPTIONS
US TSY OPTIONS: *** June 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
* Jun 30yr   318,749    320,174    638,923  140.50 w/ 11,030 (3,531c, 7,499p)
*                                           141.00 w/ 25,329 (5,781c, 19,548p)
*                                           141.50 w/ 7,865 (2,874c, 4,991P)
* Jun 10yr 1,247,875  1,272,854  2,520,729  118.75 w/ 61,571 (21,027c, 40,544p)
*                                           119.00 w/ 134,389 (40,073c, 94,316p)
*                                           119.25 w/ 71,235 (38,539c, 32,696p)
* Jun 5yr    385,095    779,178  1,164,273  112.75 w/ 28,585 (840c, 27,745p)
*                                           113.00 w/ 44,506 (7,207c, 37,299p)
*                                           113.25 w/ 59,659 (21,781c, 37,878p)
* Jun 2yr    189,887    118,819    308,706  105.88 w/ 15,615 (1,633c, 13,982p)
*                                           106.00 w/ 9,796 (6,542c, 3,254p)

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