Eurodolar GE Yield curve

Discussion in 'Financial Futures' started by greg25, Sep 13, 2011.

  1. greg25

    greg25

    I am vondering is someone knows a site were one can display and compare (in time) the eurdolollar yield curve.

    I find sites for all the USA fix income products but not for the eurodollar.

    thanks a lot

    greg
     
    #1     Sep 13, 2011
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  2. drm7

    drm7

    Current curve is on the cme site.

    http://www.cmegroup.com/trading/interest-rates/

    I'm not sure how to get the historical curve in a cost-effective way. You can chart the individual calendar spreads on barchart.com. Type "GEZ11-GEZ12" into the chart window and you will get a close-only chart of that spread.
     
    #2     Sep 13, 2011
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  3. greg25

    greg25

    Thanks Drm7 but i don not mean charting the actual curve, i have it in excel and also in my platform

    I am searching something like this


    http://www.yieldcurve.com/marketyieldcurve.asp

    or this

    http://www.treasury.gov/resource-ce.../Pages/Historic-Yield-Data-Visualization.aspx

    but for the eurodollars

    greg
     
    #3     Sep 13, 2011
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  4. Martinghoul

    Martinghoul

    I don't know of any public sources of this info.
     
    #4     Sep 13, 2011
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