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

US TSY OPTIONS
US TSY OPTIONS: *** Sep options expire Friday, latest open interest as of Tue'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   371,183   321,504    692,687  144.50 w/ 15,443 (10,387c, 5,056p)
*                                         145.00 w/ 34,044 (23,397c, 10,647p)
*                                         145.50 w/ 15,293 (13,114c, 2,179P)
*Sep 10yr 1,129,023 1,116,299  2,245,322  120.00 w/ 189,247 (120,160c, 69,087p)
*                                         120.50 w/ 119,395 (96,189c, 23,206p)
*                                         121.00 w/ 137,614 (131,183c, 6,431p)
*Sep 5yr    370,610   786,070  1,156,680  113.50 w/ 76,447 (51,319c, 25,128p)
*                                         113.75 w/ 40,303 (26,067c, 14,236p)
*                                         114.00 w/ 54,600 (51,482c, 3,118p)
*Sep 2yr    178,153   101,707    279,860  105.88 w/ 29,415 (20,904c, 8,511p)
*                                         106.00 w/ 51,944 (49,005c, 2,939p)

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