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Reminder, June opts expire Friday,...>

US TSY OPTIONS
US TSY OPTIONS: Reminder, June opts expire Friday, large number 10- and 5yr
options coming off. Options 0.5 tic ITM (0.25 tic for 5-, 2-yr opt's) are
auto-exercised. ATM/OI recap, FINAL levels coming into session according to CME
Group data:
*              Calls      Puts      Total  Nearest-the-Money Strike Totals
* Jun 30yr   255,454   419,966    675,420  178.00 w/ 28,115 (5,746c, 22,369P)
*                                          178.50 w/ 4,336 (2,036c, 2,300P)
*                                          179.00 w/ 13,173 (2,005c, 11,168P)
* Jun 10yr 1,136,254 1,659,148  2,795,402  138.75 w/ 18,156 (7,783c, 10,373p)
*                                          139.00 w/ 98,380 (56,817c, 41,563p)
*                                          139.25 w/ 27,266 (17,595c, 9,671p)
* Jun 5yr    680,785 1,278,851  1,959,636  125.25 w/ 41,485 (22,698c, 18,787p)
*                                          125.50 w/ 52,103 (34,608c, 17,495p)
*                                          125.75 w/ 27,099 (23,123c, 3,976p)
* Jun 2yr    229,794   318,034    547,828  110.12 w/ 67,495 (39,621c, 27,874p)
*                                          110.25 w/ 72,011 (65,649c, 6,542p)

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