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January Serial Options Expire Friday

US EURODLR OPTIONS

Reminder, January Eurodollar serial options expire Friday -- lead serial options expire Tue (Monday holiday) 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: 217,222 (96,146 calls, 121,076 puts);
  • Jan 1yr midcurve (Red) OI: 775,804 (260,251 calls, 515,553 puts);
  • Jan 2yr midcurve (Green) OI: 571,496 (225,799 calls, 345,697 puts);
  • Jan 3yr midcurve (Blue) OI: 154,078 (48,485 calls, 105,593 puts);
  • Jan 4yr midcurve (Gold) OI: 6,170 (5,402 calls, 768 puts);

Large amount of options (for serials) coming off the sheets: 1,724,770 options, 87% of which are midcurves with put ratio over calls across the strip.

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