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

US TSY OPTIONS
US TSY OPTIONS: Reminder, Apr serial ops expire Friday. Not much pin-risk as
futures blew through a few strikes this morning -- need to reevaluate if
underlying comes off. Ops 0.5 tic ITM (0.25 tic for 5-, 2-yr opt's)
auto-exercised. According to CME Group data:
*             Calls     Puts      Total   Nearest-the-Money Strike Totals
* Apr 30yr   173,318  173,312    346,630  147.50 w/ 12,226 (10,997c, 1,229P)
*                                         148.00 w/ 14,447 (11,866c, 581P)
*                                         148.50 w/ 2,403 (2,393c, 10P)
* Apr 10yr   648,025  781,229  1,429,254  123.75 w/ 29,061 (28,064c, 997p)
*                                         124.00 w/ 61,655 (61,402c, 253p)
*                                         124.25 w/ 11,605 (11,591c, 14P)
* Apr 5yr    206,044  348,644    374,688  115.25 w/ 53,353 (46,852c, 6,501p)
*                                         115.50 w/ 31,312 (28,065c, 3,247p)
*                                         115.75 w/ 15,461 (15,377c, 84p)
* Apr 2yr     21,617   30,941     52,558  106.12 w/ 11,999 (4,358c, 7,641p)
*                                         106.25 w/ 5,815 (4,261c, 1,554p)

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