Euribor Butterfly

Discussion in 'Financial Futures' started by bone, Feb 20, 2015.

  1. bone

    bone

    Euribor Butterfly taken as a sell:

    [​IMG]
     
  2. Trader13

    Trader13

    Bone, I noticed your symbol expression is for two exchange-traded (implied) calendars which add up to the fly. Isn't there a symbol available for the exchange-traded fly itself, or do you always have to construct it this way?
     
  3. Trader13

    Trader13

    I confirmed with eSignal Support that the calendars are the building blocks for exchange-traded spreads and can be used to construct exchange-traded structures like flys. You could create a shortcut symbol in eSignal's Composite Symbol Manager as a convenience if you used this same spread in multiple charts. Symbology is generally vendor/product specific so another quote/charting platform may handle this differently.