MNI: *** Reminder, lead March Eurodollar futures.....>

MNI: *** Reminder, lead March Eurodollar futures and options expire Friday

(technically, futures and front Mar options expire Mon morning at 6:00 am ET

while Red through Purple midcurves expire at 5:00 pm ET Fri). Massive front

March open interest (OI) coming into the session. Final OI coming into session

according to CME Group Data below: 

-- Mar quarterly OI: 3,958,696 (2,507,941 calls, 1,450,755 puts);

-- Mar 1yr midcurve (Red) OI: 2,818,275 (1,663,361 calls, 1,154,914 puts);

-- Mar 2yr midcurve (Green) OI: 2,298,110 (1,228,833 calls, 1,069,277 puts);

-- Mar 3yr midcurve (Blue) OI: 1,258,199 (728,096 calls, 530,103 puts);

-- Mar 4yr midcurve (Gold) OI: 241,989 (157,933 calls, 84,056 puts);

That's a total of 10,575,269 options (4,098,902 in front Mar, 6,616,573 total

midcurves) coming off the sheets.