Reminder, Apr serial ops expire......>

US TSY OPTIONS: Reminder, Apr serial ops expire Friday. Ops 0.5 tic ITM (0.25

tic for 5-, 2-yr opt's) auto-exercised. Traders usually have until 1900ET to

notify clearing intention to abandon option that would normally be exercised,

some dealers require earlier notice. According to CME Group data:

*             Calls     Puts      Total   Nearest-the-Money Strike Totals

* Apr 30yr   192,115  156,797    348,912  145.50 w/ 12,914 (6,351c, 6,563P)

*                                         146.00 w/ 30,905 (20,220c, 10,685P)

*                                         146.50 w/ 20,834 (18,773c, 2,061P)

* Apr 10yr   699,100  781,229  1,480,329  122.75 w/ 40,824 (28,099c, 12,725p)

*                                         123.00 w/ 101,980 (89,878c, 12,102p)

*                                         123.25 w/ 37,274 (35,692c, 1,582P)

* Apr 5yr    213,848  330,836    544,684  114.75 w/ 77,556 (26,880c, 50,676p)

*                                         115.00 w/ 49,201 (32,422c, 16,779p)

*                                         115.25 w/ 23,860 (31,880c, 980p)

* Apr 2yr     23,821    5,617     52,399  106.12 w/ 10,861 (5,383c, 5,478p)

*                                         106.25 w/ 9,816 (4,263c, 1,354p)