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

US TSY OPTIONS
US TSY OPTIONS: *** Sep options expire Friday, open interest below as of Thu's
settle below. Options 0.5 tic ITM (0.25 tic for 5-, 2-yr opt's) are
auto-exercised. 
*            Calls      Puts      Total  Nearest-the-Money Strike Totals
*Sep 30yr   365,019   313,666    678,685  144.50 w/ 15,632 (9,798c, 5,834p)
*                                         145.00 w/ 33,191 (23,748c, 9,443p)
*                                         145.50 w/ 15,042 (12,368c, 2,674P)
*Sep 10yr 1,094,278 1,127,707  2,221,985  120.00 w/ 185,910 (117,904c, 68,006p)
*                                         120.50 w/ 108,941 (79,141c, 29,800p)
*                                         121.00 w/ 122,900 (116,386c, 6,514p)
*Sep 5yr    355,340   782,679  1,138,019  113.50 w/ 80,509 (51,412c, 29,097p)
*                                         113.75 w/ 30,154 (19,483c, 10,671p)
*                                         114.00 w/ 50,267 (47,145c, 3,113p)
*Sep 2yr    169,100   101,901    271,001  105.88 w/ 25,910 (17,505c, 8,405p)
*                                         106.00 w/ 45,944 (43,005c, 2,939p)

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