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

US EURODLR OPTIONS
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.

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