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

US TSY OPTIONS
US TSY OPTIONS: *** Sep options expire Friday, latest open interest as of Wed'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   369,385   317,811    687,196  144.50 w/ 15,747 (10,323c, 5,424p)
*                                         145.00 w/ 32,896 (23,072c, 9,824p)
*                                         145.50 w/ 15,899 (13,497c, 2,402P)
*Sep 10yr 1,120,477 1,118,843  2,239,320  120.00 w/ 186,901 (118,519c, 68,382p)
*                                         120.50 w/ 113,074 (87,604c, 25,470p)
*                                         121.00 w/ 135,391 (128,872c, 6,519p)
*Sep 5yr    362,281   782,933  1,145,214  113.50 w/ 80,386 (51,267c, 29,119p)
*                                         113.75 w/ 34,238 (22,877c, 11,361p)
*                                         114.00 w/ 53,731 (50,618c, 3,113p)
*Sep 2yr    169,261   101,651    270,912  105.88 w/ 26,117 (17,662c, 8,455p)
*                                         106.00 w/ 45,944 (43,005c, 2,939p)

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