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*** Sep options expire Friday,.......>

US TSY OPTIONS
US TSY OPTIONS: *** Sep options expire Friday, latest open interest as of Mon's
settle below. Options 0.5 tic ITM (0.25 tic for 5-, 2-yr opt's) are
auto-exercised. Large 10Y call open interest may be problematic for longs,
watching for roll-outs. 
*            Calls      Puts      Total  Nearest-the-Money Strike Totals
*Sep 30yr   388,638   325,157    713,795  144.50 w/ 15,454 (11,747c, 3,707p)
*                                         145.00 w/ 37,431 (27,547c, 9,884p)
*                                         145.50 w/ 24,244 (22,201c, 2,043P)
*Sep 10yr 1,154,814 1,106,618  2,261,432  120.00 w/ 193,095 (123,094c, 70,001p)
*                                         120.50 w/ 126,220 (106,079c, 20,141p)
*                                         121.00 w/ 146,399 (139,815c, 6,584p)
*Sep 5yr    377,478   804,773  1,182,251  113.50 w/ 87,392 (53,019c, 34,373p)
*                                         113.75 w/ 45,944 (27,870c, 18,074p)
*                                         114.00 w/ 53,352 (50,186c, 3,166p)
*Sep 2yr    203,112   100,866    303,978  105.88 w/ 29,413 (20,947c, 8,466p)
*                                         106.00 w/ 52,545 (49,605c, 2,940p)

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