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January Serial Options Expiring

US EURODLR OPTIONS

Reminder, January Eurodollar serial options expire Friday (lead serial options expire Mon morning at 6:00 am ET, while Red through Purple midcurves expire at 5:00 pm ET Fri). Final OI coming into session according to CME Group Data below:

  • Jan serial OI: 226,972 (96,147 calls, 135,825 puts);
  • Jan 1yr midcurve (Red) OI: 1,553,106 (257,179 calls, 570,179 puts);
  • Jan 2yr midcurve (Green) OI: 604,025 (209,961 calls, 394,064 puts);
  • Jan 3yr midcurve (Blue) OI: 161,121 (48,485 calls, 112,636 puts);
  • Jan 4yr midcurve (Gold) OI: 6,179 (5,402 calls, 777 puts);

Large amount of options (for serials) coming off the sheets: 2,551,403 options, 91% of which are midcurves with put ratio over calls across the strip.

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