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Reminder, March opts expire today,...>

US TSY OPTIONS
US TSY OPTIONS: Reminder, March opts expire today, 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
* Mar 30yr   347,763   329,980    677,743  145.50 w/ 12,707 (5,899c, 6,808P)
*                                          146.00 w/ 35,375 (21,995c, 13,380P)
*                                          146.50 w/ 12,483 (8,049c, 4,434P)
* Mar 10yr 1,106,455 1,063,339  2,169,794  121.75 w/ 49,666 (12,348c, 37,318p)
*                                          122.00 w/ 97,092 (54,343c, 42,749p)
*                                          122.25 w/ 55,166 (40,814c, 14,352p)
* Mar 5yr    345,923 1,136,167  1,482,090  114.25 w/ 73,159 (24,593c, 48,566p)
*                                          114.50 w/ 40,087 (22,269c, 17,818p)
*                                          114.75 w/ 38,507 (29,094c, 9,413p)
* Mar 2yr     53,261    91,304    144,565  105.88 w/ 7,526 (2,768c, 4,758p)
*                                          106.00 w/ 10,665 (5,012c, 5,653p)

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