*** Reminder, lead March.........>

US EURODLR OPTIONS: *** 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). Note

massive amount of puts over calls Whites through Greens; positions more even,

taper off sharply in Blues to Golds. Final OI coming into session according to

CME Group Data below: 

* Mar qrtrly OI: 5,517,389 (2,165,627 calls, 3,351,762 puts), 3,963,830 last yr;

* Mar 1yr mids (Red): 4,340,044 (919,359 calls, 3,420,685 puts), 2,744,224 last

yr;

* Mar 2yr mids (Green): 1,837,725 (550,560 calls, 1,287,165 puts), 2,268,305

last yr;

* Mar 3yr mids (Blue): 784,481 (347,241 calls, 437,240 puts), 1,265,867 last yr;

* Mar 4yr mids (Gold): 5,649 (3,149 calls, 2,500 puts), 241,989 last yr;

Total of 12,485,288 options (5,517,389 in front Mar, 6,967,899 total midcurves)

coming off the sheets.