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Reminder, November serial opts.......>

US TSY OPTIONS
US TSY OPTIONS: Reminder, November serial opts expire Friday, decent number of
10yr options coming off the sheets. 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
Nov 30yr  250,293  256,122   506,415  138.50 w/ 18,574 (11,675c, 6,899p)
                                      139.00 w/ 18,924 (9,636c, 9,288P)
                                      139.50 w/ 17,515 (13,433c, 4,082P)
Nov 10yr  927,220  842,814 1,770,034  118.25 w/ 62,533 (40,420c, 22,113p)
                                      118.50 w/ 163,877 (80,765c, 83,112p)
                                      118.75 w/ 59,698 (42,791c, 16,907P)
Nov 5yr   243,981  194,894   438,785  112.25 w/ 37,046 (18,424c, 18,622p)
                                      112.50 w/ 53,327 (29,863c, 23,464p)
                                      112.75 w/ 56,029 (35,718c, 20,311p)
Nov 2yr    91,496   38,963   130,459  105.25 w/ 7,966 (2,323c, 5,643p)
                                      105.38 w/ 13,874 (12,537c, 1,337p)

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