Eurodolar GE Yield curve

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

  1. 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

  2. drm7


    Current curve is on the cme site.

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

    or this

    but for the eurodollars

  4. I don't know of any public sources of this info.