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June Quarterly Options Expiration Details

US TSY OPTIONS
BulletMarketsFixed Income

June options expire today, latest open interest as of Thu's close below. In terms of pin risk - pretty modest open interest across the curve. Could present some risk if June 10Y futures hold around the 120.00 strike; 113.0 and 113.25 5Y strikes if 5Y futures hold or slip from current levels.

  • Options 0.5 tic ITM (0.25 tic for 5-, 2-yr opt's) are auto-exercised.
ExpiryCallsPutsTotalNearest ATM Strike (Totals)
June 30Y202,860182,728385,588141.0 (5,938C, 4,812P)
141.5 (2,456C, 947P)
142.0 (9,972C, 7,009P)
June 10Y1,313,018873,9602,186,978119.75 (11,928C, 8,983P)
120.00 (29,271C, 33,620P)
120.25 (7,994C, 4,480P)
June 5Y516,950479,469996,419113.0 (33,674C, 26,511P)
113.25 (23,133C, 21,563P)
113.5 (28,566C, 13,217P)
June 2Y4,75314,01718,770105.62 (266C, 6P)
105.75 (88C, 289P)
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June options expire today, latest open interest as of Thu's close below. In terms of pin risk - pretty modest open interest across the curve. Could present some risk if June 10Y futures hold around the 120.00 strike; 113.0 and 113.25 5Y strikes if 5Y futures hold or slip from current levels.

  • Options 0.5 tic ITM (0.25 tic for 5-, 2-yr opt's) are auto-exercised.
ExpiryCallsPutsTotalNearest ATM Strike (Totals)
June 30Y202,860182,728385,588141.0 (5,938C, 4,812P)
141.5 (2,456C, 947P)
142.0 (9,972C, 7,009P)
June 10Y1,313,018873,9602,186,978119.75 (11,928C, 8,983P)
120.00 (29,271C, 33,620P)
120.25 (7,994C, 4,480P)
June 5Y516,950479,469996,419113.0 (33,674C, 26,511P)
113.25 (23,133C, 21,563P)
113.5 (28,566C, 13,217P)
June 2Y4,75314,01718,770105.62 (266C, 6P)
105.75 (88C, 289P)