*** Reminder, January............>

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). Preliminary OI coming into session

according to CME Group Data below: 

-- Jan serial OI: 1,114,403 (757,344 calls, 357,059 puts);

-- Jan 1yr midcurve (Red) OI: 807,396 (422,327 calls, 385,069 puts);

-- Jan 2yr midcurve (Green) OI: 318,650 (162,937 calls, 155,713 puts);

-- Jan 3yr midcurve (Blue) OI: 141,392 (93,938 calls, 47,454 puts);

-- Jan 4yr midcurve (Gold) OI: 33 (33 calls, 0 puts);

A scant total of 2,381,874 options (1,267,471 midcurves) coming off the sheets

compared to prior December quarterly expiration where a whopping total of

17,188,942 options expired.