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*** Reminder, December quarterly.....>

US TSY OPTIONS
US TSY OPTIONS: *** Reminder, December quarterly options expires Friday. Prelim
CME Group open interest and ATM data as of Tue's close below. Massive
outstanding open interest across the curve -- expect to see decent roll or
outright position squaring in Dec 5- and 10Y options next couple sessions. 
            Calls       Puts      Total   Nearest-the-Money Strike Totals
Dec 30yr   340,521    424,465    764,986   160 w/ 27,247 (15,101c, 12,146P)
                                           160.5 w/ 9,889 (5,506c, 4,383P)
Dec 10yr 1,401,075  1,362,954  2,764,029   129 w/ 104,772 (37,031c, 67,741p)
                                           129.5 w/ 108,507 (67,469c, 41,038p)
                                           130 w/ 150,219 (95,382c, 54,837p)    
Dec 5yr    670,288  1,063,515  1,733,803   118.50 w/ 37,003 (15,122c, 21,881p)
                                           118.75 w/ 57,825 (18,574c, 39,251p)
                                           119.00 w/ 86,285 (56,774c, 29,511p)
Dec 2yr    132,497    160,054    292,551   107.62 w/ 7,758 (4,984c, 2,774p)
                                           107.75 w/ 19,326 (5,864c, 13,462p)

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