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September Options Expiration Friday

US TSY OPTIONS

September options expire Friday, latest open interest as of Mon's close below. Decent overall open interest in 5s and 10s with modest pin risk in TYU2 118 and FVU 111.5 strikes. Options 0.5 tic ITM (0.25 tic for 5-, 2-yr opt's) are auto-exercised.

ExpiryCallsPutsTotalNearest ATM Strike (Totals)
Sep 30Y188,091225,459413,550138.0 (7,998C, 10,251P)
138.5 (1,672C, 1,943P)
139.0 (7,771C, 7,403P)
Sep 10Y976,8981,026,7892,003,687117.7 (4,264C, 36,543P)
118.0 (18,718C, 55,147P)
118.2 (11,164C, 13,832P)
Sep 5Y382,752411,540794,292111.2 (7,375C, 13,230P)
111.5 (8,354C, 33,060P)
111.7 (13,297C, 27,884P)
Sep 2Y36,22640,12376,349104.5 (12C, 6,293P)
104.6 (672C, 7,252P)

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