Interest Rate Trading Update.

As noted yesterday, there was a pick up in activity in Jan and Mar. options. The illustration below shows the exchange volume and open interest figures with a broad view of the range and strike prices in the Mar. futures.

In order to expand the image and see all the data just click on it. Click page back to return to text.

December option open interest data is listed below, sorry no dial on that one.

Lastly below is an updated list of 10yr. players from Wednesdays session.

006	Bot	1000	Z14+/15+/16+p Fly	13	11808+-09+
092	Bot	1000	H12c	519-20	11731-11801
287	Bot	2000	Z16+/18p	28	11808+-09
287	Bot	600	Z18 Stdl	149
355	Bot	500	Z15/16p	9	11730-30+
374	Bot	1000	H+12/14p vs Z-13/15p	22	11803-04
374	Bot	1000	Z14+/15+/16+p Fly	5	11800-00+
374	Bot	1000	Z16p	15	11808-08+
374	Bot	500	H21/23c	19	11801+-02
415	Bot	1000	Z19c	26	11729+-30
444	Bot	500/1000	Z+16/-14p 1x2	8	11800-00+
560	Bot	2000	F12/20 Strgl	32	11809-10
560	Bot	500	Z19c	32	^Z11809+
560	Bot	4000	H-10+/+20+ Combo	7	^Z11621-11621+
560	Bot	500	Z+17p/20c Combo	11	^Z11811
560	Bot	500	Z19c	33	11809-09+
684	Bot	500	Z18+/19+c	23	11801+-02
684	Bot	1000	Z18+c	41	11800+-01
685	Bot	500	H+12+p/-20+c Combo	14-15	^H11616
685	Bot	1500	H+13p/-21c Combo	15	^Z11700
690	Bot	1000	Z16p	19	11729+-30+
714	Bot	1000	Z16/16+/17p Fly	2	11810-10+
714	Bot	1500	Z14+/16/17p Fly	3	11809-09+
732	Bot	5000	H18/21c	61	11803+-04+
737	Bot	5000	H18/21c	63	11808-08+
825	Bot	5000	H110p	25	11808-09
830	Bot	500	F17c	111	^Z11617
092	Sold	1000	H12c	519-20	11731-11801
287	Sold	1000	Z18c	55	11731+-11800
374	Sold	500	Z15+/16+p	10	11804-05
560	Sold	1000	H18/21c	62	11808-08+
560	Sold	3000	H18/21c	62	^Z11808+
560	Sold	1000	H18/21c	62	^Z11808+
660	Sold	5000	F12/20 Strgl	32	11805-09
660	Sold	2000	F12p/20c Stgl	31	11810-10+
690	Sold	1000	Z-16+p/+20+c Combo	11	^Z11809
830	Sold	500	H17 Stdl	406