*** 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: 1,110,675 (754,851 calls, 355,824 puts);

-- Jan 1yr midcurve (Red) OI: 791,555 (412,822 calls, 378,733 puts);

-- Jan 2yr midcurve (Green) OI: 313,247 (158,391 calls, 154,856 puts);

-- Jan 3yr midcurve (Blue) OI: 149,576 (99,472 calls, 50,104 puts);

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

A scant total of 2,365,086 options (1,254,411 midcurves) coming off the sheets

compared to prior December quarterly expiration where a whopping total of

17,188,942 options expired.