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*** 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).
Preliminary OI coming into session according to CME Group Data below:
-- Sep quarterly OI: 3,865,739 (1,530,403 calls, 2,335,336 puts);
-- Sep 1yr midcurve (Red) OI: 2,671,019 (1,327,656 calls, 1,343,363 puts);
-- Sep 2yr midcurve (Green) OI: 1,969,657 (881,876 calls, 1,087,781 puts);
-- Sep 3yr midcurve (Blue) OI: 692,194 (372,484 calls, 319,710 puts);
-- Sep 4yr midcurve (Gold) OI: 53,241 (37,555 calls, 15,686 puts);
That's a total of 9,251,850 options (3,865,739 in fronts, 5,386,111 total
midcurves) coming off the sheets.

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