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Reminder, July serial ops expire.....>

US TSY OPTIONS
US TSY OPTIONS: Reminder, July serial ops expire today. Some amount of pin-risk
across the curve in late trade. Options 0.5 tic ITM (0.25 tic for 5-, 2-yr
opt's) auto-exercised. According to CME Group data:
*             Calls      Puts      Total   Nearest-the-Money Strike Totals
* Jul 30yr   133,525   318,863    452,388  154.00 w/ 18,668 (11,775c, 6,893P)
*                                          154.50 w/ 10,361 (4,977c, 5,384P)
*                                          155.00 w/ 13,002 (7,942c, 5,060P)
* Jul 10yr   737,069 1,116,398  1,853,467  127.25 w/ 34,430 (15,633c, 18,797p)
*                                          127.50 w/ 50,097 (33,691c, 16,407p)
*                                          127.75 w/ 28,503 (12,094c, 16,409P)
* Jul 5yr    389,681   697,028  1,086,709  117.75 w/ 51,330 (37,591c, 13,739p)
*                                          118.00 w/ 44,104 (37,938c, 6,166p)
*                                          118.25 w/ 16,403 (14,976c, 1,427p)
* Jul 2yr     41,088   102,676    143,764  107.38 w/ 6,379 (2,545c, 3,834p)
*                                          107.50 w/ 7,711 (4,863c, 2,848p)

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