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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 Wed's close below. ATM slightly in
decline, but massive outstanding open interest across the curve remains. 
            Calls       Puts      Total   Nearest-the-Money Strike Totals
Dec 30yr   330,408    422,632    753,040   159.5 w/ 8,537 (5,353c, 3,184P)
                                           160 w/ 22,831 (11,571c, 11,260P)
Dec 10yr 1,379,921  1,367,422  2,747,343   129 w/ 105,720 (36,043c, 69,677p)
                                           129.5 w/ 108,747 (62,088c, 46,659p)
                                           130 w/ 147,750 (95,770c, 51,980p)    
Dec 5yr    638,192  1,058,333  1,696,525   118.50 w/ 38,519 (15,115c, 23,404p)
                                           118.75 w/ 53,893 (19,179c, 34,714p)
                                           119.00 w/ 72,118 (43,199c, 28,919p)
Dec 2yr    132,631    152,410    285,041   107.62 w/ 7,321 (4,759c, 2,562p)
                                           107.75 w/ 12,054 (6,024c, 6,030p)

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