Eurodollar futures and options

Discussion in 'Index Futures' started by J-Law, Dec 11, 2002.

  1. J-Law

    J-Law

    Does anyone currently trade the CME eurodollar products ??

    Was wondering what the spreads (B/A) were like in the options.

    J-Law
     
  2. josbarr

    josbarr

    At or near the money spreads are half to 1 pt.
     
  3. J-Law

    J-Law

    Do you know what that translates into dollar terms on a 1 lot??

    The reason I ask is that I'm looking for options on an interest rate futures product that trades with reasonable liquidity and spreads.

    Is that considered tight or a drag across the coals ????


    Best,

    J-Law