CME Eurodollar chart addition

Discussion in 'Financial Futures' started by sheridan, Oct 19, 2006.

  1. sheridan

    sheridan

    I would appreciate some input from traders that trade the CME Eurodollar futures. My website is www.chart-ex.com and I want to add the Eurodollar contract.
    My questions is what month/months would be the best to add? How does the lead month rotate? Our present default is to pick up the lead month is according to highest open interest. I noticed the OI in the Eurodollar contracts is about equal for the Dec06, Mar07, Sep07 and Dec07 presently.
    Thanks for your time and input.
     
  2. Stacked

    Stacked

    I would think you would want at least the whites and reds. This would be the first 8 contracts wich make up a 2 year bundle.

    z6 h7 m7 u7 z7 h8 m8 u8
     
  3. rosy2

    rosy2

    do the first 5 years and a matrix of spreads
     
  4. sheridan

    sheridan

    Thanks for the input. Would the volume at price be better in a comparable format or single time frame format.
     
  5. mcurto

    mcurto

    Add the 5yr Treasury futures (at this point much more important than the 30yr futures) as well if you are going to do Eurodollars. And according to the CME the lead month is determined "to be the contract with the highest daily volume, currently based on a 12-day moving average, calculated on every business day, beginning five weeks after the previous contract expiration." Big fan of your website.
     
  6. Yes, kudos for a good site, sheridan.

    I'd agree with the prior posters' suggestions, and (abusing your generosity) I'd love to see ED pack spreads charts - I'm not aware of anyone offering those outside of the premium subscription services
     
  7. sheridan

    sheridan

    Thank you for your kind words and great suggestion. Adding the five year can be done and will done. Improving my website to what traders are looking for is my goal.
     
  8. That's exactly correct. Sheridan needs to add the 2 year as well. Then he should add ED 1 year out (the first "red") and then the front month ED.
     
  9. rosy2

    rosy2

    adding the euroswiss,euroyen,euribor,and short sterling (along with spreads) would be nice.

    and FRAs, swaps, and a forward curve of the above contracts.
     
  10. sheridan

    sheridan

    Thank you. It is great to hear from traders that my charts help in making your trading decisions.
    The ED addition is going to be a bigger undertaking than I first thought. but I strongly feel that it will be a great addition.
    Your input is valuable to me in forming the chart display and functionality. Could you give me an URL for one of the services that you think offer good ED spread charts?
     
    #10     Oct 21, 2006