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*** September options expire Fri,....>

US TSY OPTIONS
US TSY OPTIONS: *** September options expire Fri, latest open interest as of
Thursday's close 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  257,212    330,538    587,750  156.00 w/ 17,933 (12,997c, 4,936p)
*                                          156.50 w/ 10,285 (5,164c, 5,121P)
* Sep 10yr  961,247  1,150,584  2,111,831  126.50 w/ 112,246 (67,161c, 45,085p)
*                                          126.75 w/ 35,789 (21,964c, 13,825p)
*                                          127.00 w/ 119,484 (107,591c, 11,893p)
* Sep 5yr   198,721    741,983    940,704  118.25 w/ 56,138 (35,962c, 20,176p)
*                                          118.50 w/ 44,117 (22,265c, 21,852p)
*                                          118.75 w/ 25,861 (23,422c, 2,439p)
* Sep 2yr    26,333     12,798     39,131  108.12 w/ 6,745 (1,303c, 5,442p)
*                                          108.25 w/ 4,520 (2,513c, 2,007p)

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