*** Reminder, lead September.....>

US EURODLR OPTIONS: *** Reminder, lead September Eurodollar futures and options

expire Friday (technically, futures and front Sep options expire Mon morning at

6:00 am ET while Red through Purple midcurves expire at 5:00 pm ET Fri). Despite

significant position unwind effort to avoid pin risk last couple weeks, large

amount of open interest remains. Final OI coming into session according to CME

Group Data below:

-- Sep quarterly OI: 3,879,235 (1,543,760 calls, 2,335,475 puts);

-- Sep 1yr midcurve (Red) OI: 2,718,495 (1,353,455 calls, 1,365,040 puts);

-- Sep 2yr midcurve (Green) OI: 2,140,308 (908,108 calls, 1,232,200 puts);

-- Sep 3yr midcurve (Blue) OI: 707,568 (378,871 calls, 328,697 puts);

-- Sep 4yr midcurve (Gold) OI: 53,241 (37,555 calls, 15,686 puts);

That's a total of 9,498,847 options (3,879,235 in fronts, 5,619,612 total

midcurves) coming off the sheets.