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Reminder, March quarterly options....>

US TSY OPTIONS
US TSY OPTIONS: Reminder, March quarterly options expire today. Large amount of
5- and 10Y options going off the sheets. Little fanfare today with strikes
around underlying holding rather muted open interest. FINAL CME Group OI and ATM
figures (as of Wed's settle): 
*              Calls      Puts      Total  Nearest-the-Money Strike Totals
* Mar 30yr    12,872   292,367    305,239  143.50 w/ 9,403 (4,465c, 4,938P)
*                                          144.00 w/ 21,802 (11,880c, 9,922P)
*                                          144.50 w/ 17,415 (12,872c, 4,543P)
* Mar 10yr 1,444,935 1,264,753  2,709,688  120.25 w/ 31,991 (11,451c, 20,540p)
*                                          120.50 w/ 75,327 (29,719c, 45,608p)
*                                          120.75 w/ 63,945 (26,225c, 37,720p)
* Mar 5yr    518,076   731,893  1,249,969  114.00 w/ 49,225 (3,728c, 45,497p)
*                                          114.25 w/ 32,040 (7,116c, 24,924p)
*                                          114.50 w/ 41,152 (14,396c, 26,756p)
* Mar 2yr    220,627     9,734    230,361  106.50 w/ 6,728 (657c, 6,071p)
*                                          106.62 w/ 15,230 (3,195c, 12,035p)

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