eurodollar futures

Discussion in 'Financial Futures' started by clarodina, Aug 31, 2008.

  1. AC3

    AC3

    I also trade the Euro's but for the most part just straight no spreads. I'm active in ED3 out to ED9.
     
    #101     Sep 10, 2008
  2. what we thing about yen/franc cross, it bounced pretty solid. Im in still with a little profit. I might add, I will wait to add dec 08/dec 09 euro. 40 could be met. Check out long pound short aussie
     
    #102     Sep 10, 2008
  3. Added to long SF at 8815
    average long at 8851
    also trying to short, on a 7/5 basis, SFV8 9000 calls
     
    #103     Sep 10, 2008
  4. thanks for your time and answer...what months do you trade electronic eurodollar options on?...front month, sept08, dec08, sept 09, dec 09???...on the electronic eurodollar options have you found that the bid/ask spread is too wide and the liquidity is not there?
     
    #104     Sep 10, 2008
  5. b/a is fine...usually only 0.5-1 tick wide..I trade all those months..
    liquidity is fine...sometimes get only partial fills and have to wait it out, but for the most part its no problem
     
    #105     Sep 10, 2008
  6. thanks Man..isn't it true that the more high-low range volatility and movement in the eurodollar happens in the further out months?...meaning less movement in the front months and more like further out...correct?for both the options and straight out futures?
     
    #106     Sep 10, 2008
  7. THANKS FOR THE ANSWER ON THIS....SO I WOULD IMAGINE IT IS THE SAME IF THE PRICES ARE LISTED IN THE (-)NEGATIVE...PLEASE READ AND CONFIRM:


    ASK -11.00
    bid 11.50

    last price: -11.50

    okay...say I am on the "buy/sell" side...meaning BUYDec. 08 and SELLDec. 09....I got into the trade at -15.50...now it is trading at the price of -11.50...am I up 4 ticks X $25.00 or????

    I THINK THIS IS CORRECT, CORRECT????
     
    #107     Sep 10, 2008
  8. damn the torpedos..
    out of SF at 8812
    Buck too strong...
    i'll take my 3 grip loss and move on...
    Swissy might move down to low 86ish before I try and get back in..
     
    #108     Sep 10, 2008
  9. Yeah, if you look at the strip, the front months don't move as much as the back months.
    Back month options are less traded but usually have a decent b/a size..
     
    #109     Sep 10, 2008
  10. Yup..looks correct..
     
    #110     Sep 10, 2008