MNI BRIEF: BOC Sees Milder Reaction To Tariffs Than To Covid

BOC SAYS ITS RESPONSE TO A TARIFF WAR WON'T BE LIKE IN COVID

BOC: TRADE THREATS ALREADY BLURRING DOMESTIC ECONOMIC REBOUND

MNI INTERVIEW2 -Banxico Optimistic On Non-Core Inflation-Heath

MNI China Daily Summary: Friday, February 21

MNI BOK WATCH: Board To Ease Base Rate To 2.75%

MNI: BAKER HUGHES US RIG COUNT 592; OIL RIGS 488; GAS RIGS 99

BAKER HUGHES CANADA RIG COUNT 244; OIL RIGS 174; GAS RIGS 70

MNI: US NAR: JAN EXISTING HOME SALES 4.08M SAAR

GERMANY: Economy Ministry Lowers 2025 Growth Forecast As Expected

MNI EXCLUSIVE: EU-Mercosur Deal Close, But Likely Short-Lived - Officials

GERMANY: Kukies Considers Potential Non-Implementation Of 2024 Suppl' Budget

© 1982-2025 MNI. All rights reserved.
Terms | Privacy
Log Out
Free Trial

US TSY OPTIONS: March'25 Options Expiration Details: 10Y Pin-Risk

US TSY OPTIONS
USBulletMarketsFixed Income BulletsNorth America

March'25 Treasury options expire today, latest open interest as of Thursday's close below. Large open interest in 10s with decent pin risk in the TYH5 109 and 109.25 strikes. Options that are 0.5 tic in-the-money (0.25 tic for 5-, 2-yr opt's) are auto-exercised. Underlying futures are mildly firmer this morning, near middle of the overnight range on heavy volumes tied to Mar/Jun quarterly roll. Focus on this morning's S&P flash PMI and University of Michigan sentiment data.

ExpiryTotal CallsTotal PutsTotalNearest ATM Strike (Total C/P)
Mar 30Y228,834102,487331,321114.50 (5,048C / 7,502P; 12,550 total)
    115.00 (10,136C / 9,544P; 19,680 total)
    115.50 (6,902C / 4,054P; 10,956 total)
Mar 10Y1,307,660618,7251,926,385108.75 (27,247C / 45,142P; 72,389 total)
    109.0 (95,826C / 82,038P; 177,864 total)
    109.25 (47,600C / 28,921P; 76,521 total)
Mar 5Y408,063319,357727,420106.25 (22,743C / 26,460P; 49,203 total)
    106.50 (38,356C / 28,399P; 66,755 total)
    106.75 (21,225C / 5,244P; 26,469 total)
Mar 2Y89,80281,149170,951102.62 (3,094C / 10,157P; 13,251 total)
    102.75 (10,342C / 8,065P; 18,407 total)
    102.87 (13,119C, 2,951P; 16,070 total)
154 words

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.

March'25 Treasury options expire today, latest open interest as of Thursday's close below. Large open interest in 10s with decent pin risk in the TYH5 109 and 109.25 strikes. Options that are 0.5 tic in-the-money (0.25 tic for 5-, 2-yr opt's) are auto-exercised. Underlying futures are mildly firmer this morning, near middle of the overnight range on heavy volumes tied to Mar/Jun quarterly roll. Focus on this morning's S&P flash PMI and University of Michigan sentiment data.

ExpiryTotal CallsTotal PutsTotalNearest ATM Strike (Total C/P)
Mar 30Y228,834102,487331,321114.50 (5,048C / 7,502P; 12,550 total)
    115.00 (10,136C / 9,544P; 19,680 total)
    115.50 (6,902C / 4,054P; 10,956 total)
Mar 10Y1,307,660618,7251,926,385108.75 (27,247C / 45,142P; 72,389 total)
    109.0 (95,826C / 82,038P; 177,864 total)
    109.25 (47,600C / 28,921P; 76,521 total)
Mar 5Y408,063319,357727,420106.25 (22,743C / 26,460P; 49,203 total)
    106.50 (38,356C / 28,399P; 66,755 total)
    106.75 (21,225C / 5,244P; 26,469 total)
Mar 2Y89,80281,149170,951102.62 (3,094C / 10,157P; 13,251 total)
    102.75 (10,342C / 8,065P; 18,407 total)
    102.87 (13,119C, 2,951P; 16,070 total)