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Reminder, August Tsy ops expire......>

US TSY OPTIONS
US TSY OPTIONS: Reminder, August Tsy ops expire today. August 10- an 30Y options
close to pinning, nearest strikes and open interest as of Thu settle below:
*             Calls      Puts      Total   Nearest-the-Money Strike Totals
* Aug 30yr   159,192   247,485    406,677  180.50 w/ 6,001 (2,376c, 3,625P)
*                                          181.00 w/ 20,869 (16,538c, 4,331P)
*                                          181.50 w/ 4,216 (4,160c, 56P)
* Aug 10yr   517,692   584,210  1,101,902  139.25 w/ 32,600 (10,826c, 21,774p)
*                                          139.50 w/ 93,644 (62,133c, 31,511p)
*                                          139.75 w/ 11,249 (10,734c, 515P)
* Aug 5yr    172,505   352,895    525,400  125.75 w/ 40,963 (31,024c, 9,939p)
*                                          126.00 w/ 12,100 (10,008c, 2,092p)
*                                          126.25 w/ 13,381 (13,366c, 15p)
* Aug 2yr      9,701    47,496     57,197  110.38 w/ 9,038 (1,937c, 7,101p)
*                                          110.50 w/ 2,268 (2,263c, 5p)
Options 0.5 tic ITM (0.25 tic for 5-, 2-yr opt's) auto-exercised.

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