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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 30Y....330,408....417,769....748,177...159.5 w/ 7,846 (4,620c, 3,226P)
...........................................160 w/ 22,518 (12,143c, 10,375P)
...........................................160.5 w/ 9,455 (5,281c, 4,174P)
Dec 10Y..1,357,277..1,353,615..2,710,892...129 w/ 101,009 (35,185c, 65,824p)
...........................................129.5 w/ 139,412 (53,470c, 39,289p)
...........................................130 w/ 147,750 (88,596c, 50,816p)    
Dec 5Y.....637,477..1,053,777..1,691,254...118.50 w/ 37,728 (14,430c, 23,298p)
...........................................118.75 w/ 49,214 (19,581c, 29,633p)
...........................................119.00 w/ 71,051 (42,460c, 28,591p)
Dec 2Y.....132,501....151,274....283,775...107.62 w/ 6,686 (4,653c, 2,033p)
...........................................107.75 w/ 11,749 (5,993c, 5,756p)

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