Reminder, Feb serial ops expire......>

US TSY OPTIONS: Reminder, Feb serial ops expire Fri. Ops 0.5 tic ITM (0.25 tic

for 5-, 2-yr opt's) auto-exercised. If futures vary much post-set, traders have

until 1900ET to notify clearing intention to abandon option that would normally

be exercised, some dealers require earlier notice. According to CME Group data:

*             Calls     Puts      Total   Nearest-the-Money Strike Totals

* Feb 30yr   214,842  315,108    529,950  144.50 w/ 13,367 (1,841c, 11,526p)

*                                         145.00 w/ 14,287 (8,024c, 6,263P)

*                                         145.50 w/ 11,381 (6,236c, 5,145P)

* Feb 10yr 1,051,424 1,005,339 2,056,763  121.25 w/ 41,097 (10,354c, 30,743p)

*                                         121.50 w/ 214,271 (150,588c, 63,683p)

*                                         121.75 w/ 44,835 (24,576c, 20,259P)

* Feb 5yr    339,283  500,163    839,446  114.00 w/ 69,899 (34,844c, 35,055p)

*                                         114.25 w/ 44,754 (26,674c, 18,080p)

*                                         114.50 w/ 76,356 (39,651c, 36,705p)

* Feb 2yr     51,588   58,114    109,702  105.88 w/ 8,841 (2,247c, 6,594p)

*                                         106.00 w/ 9,580 (4,640c, 4,940p)