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

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   318,975    318,960    637,935  140.50 w/ 9,923 (3,531c, 6,392p)

*                                           141.00 w/ 25,477 (6,005c, 19,472p)

*                                           141.50 w/ 7,120 (2,947c, 4,173P)

* Jun 10yr 1,245,973  1,269,341  2,515,314  118.75 w/ 55,756 (20,394c, 35,363p)

*                                           119.00 w/ 140,743 (45,077c, 95,666p)

*                                           119.25 w/ 60,405 (27,851c, 32,554p)

* Jun 5yr    389,181    776,151  1,165,332  112.75 w/ 27,874 (840c, 27,034p)

*                                           113.00 w/ 43,859 (7,715c, 36,144p)

*                                           113.25 w/ 62,890 (25,263c, 37,627p)

* Jun 2yr    189,887    118,337    308,224  105.88 w/ 15,530 (1,633c, 13,897p)

*                                           106.00 w/ 9,400 (6,542c, 2,858p)