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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   314,778    307,766    622,544  143.50 w/ 9,544 (7,553c, 1,991p)
*                                           144.00 w/ 19,560 (11,353c, 8,207p)
*                                           144.50 w/ 7,413 (7,201c, 212P)
* Jun 10yr 1,201,867  1,241,931  2,443,798  119.75 w/ 49,850 (36,869c, 12,981p)
*                                           120.00 w/ 169,317 (107,406c,
61,911p)
*                                           120.25 w/ 52,593 (49,381c, 3,212p)
* Jun 5yr    375,082    744,873  1,119,955  113.50 w/ 58,615 (35,819c, 22,796p)
*                                           113.75 w/ 32,117 (16,181c, 15,936p)
*                                           114.00 w/ 69,938 (36,865c, 33,073p)
* Jun 2yr    189,536    117,931    307,467  106.00 w/ 9,097 (6,542c, 2,555p)
*                                           106.12 w/ 36,884 (6,874c, 30,010p)

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