Eurodollar spreading

Discussion in 'Financial Futures' started by cdcaveman, Nov 14, 2013.

  1. Your only throwing gas on the fire... I'm already wildly interested... A market where 1000 dollars enables you to lend a million in notional...

    I thought it was FF against t-bill for a sec and that made no sense to me.. My bad...
     
    #131     Dec 6, 2013
  2. This is yet another flavor and another curve that sits somewhere between the Eurodollars and Treasuries. So you have three curves to play with, rather than 2.

    Sweet, innit? :)
    I am not suggesting you should trade FedFunds instead of t-bills, necessarily, although, like Mav says, you certainly could do this. FedFunds aren't as liquid as Eurodollars and don't go as far out (only 3yrs or so), but they're yet another instrument at your disposal.

    And yes, like Mav says, it's a world with a whole lot of wrinkles and complexities. People do trade all these curves against each other (much less now than in the past, IMHO, but still) and play arnd the various minute kinks etc. Personally, I wouldn't suggest that anyone should be doing this or trading these things in a high-frequency fashion or anything of the sort.

    All I am saying here is that it's worth getting familiar with this world to be able to choose the right instrument for the job. I use these mkts to express longer term macro-like views. And when I do that, it's good to know what the right expression is. Just my Z$2c...
     
    #132     Dec 6, 2013

  3. Originally Mav brought up the idea as a trade to go long a credit freeze... Sort of a cheap long put on risk assets... What kinds of long term views are you talking...
     
    #133     Dec 6, 2013
  4. "Eurodollar Futures vs. 2-Year Treasury Futures (3:2) - 60% Spread Credit
    Outright rates:
    2-Year Note Futures: $500
    Eurodollar Futures (2nd Year Red): $550
    Spread credit: 60 percent

    Margin before spread credit: $550 x 3 + $500 x 2 = $2,650

    Margin after spread credit: $2,650 X 0.4 = $1,060 for a savings of $1,590
    Eurodollar Cross Margining Efficiencies

    Utilizing the CME Group proprietary SPAN margin system, cross margining
    allows gains accruing to futures or options positions within an asset class
    to be immediately available to meet the margin requirements of futures or
    options positions that have sustained losses. This reduces your capital
    requirements while freeing up more of your funds to pursue additional
    profit opportunities.

    To the right is an example of how cross margining with Eurodollars can
    reduce your capital requirements.
    "

    is this a quick and dirty eurodollar / 2 year treasury spread? i found this on the eurodollar futures cme group page.. 3:2
     
    #134     Dec 6, 2013
  5. Can you give me an example of the correct months to construct this in the fashion they are talking.. I get that reds are 2015's but the multipliers are different for this contract.. so a 3:2 doesn't normalize that.. so this isn't making sense to me
     
    #135     Dec 6, 2013
  6. Yes, being short Eurodollars vs one of the other two curves should work in a 2007-08 style blowup. You just need to be aware of the other factors that move these spreads.

    As to longer term views, lemme give you an example. One of the more interesting things happening in US rates right now is the "hockey stick" shape of the curve. This is driven by a combination of Yellen and reasonably good econ data. If you wanted to do a trade that "fades" the current expectations in the mkt, you could buy something like the ED M5-M6-M7 fly. That's the sort of trade I am referring to.
     
    #136     Dec 7, 2013
  7. Yeah, if you think about it, it's roughly in line with the example sizes I have given, i.e. 1570 or so Eurodollar contracts for 1000 2yr notes.
    The multiplier is just giving you the rough total, right? So, like in my example, they just suggest that you take, say, 300 ED contracts for 200 2yr notes. They also suggest that you do it the "quick and dirty" way and just use the red pack. Which would mean, in this case, 75 contracts of each of the reds, i.e. Z14, H15, M15 and U15. Since the current front contract is very close to maturing and the reds will be H15, M15, U15 and Z15 from next week onwards, you might wanna use those instead.
     
    #137     Dec 7, 2013
  8. How much risk are you taking that isn't the actual spread risk you want when you do it quick and dirty... Is that quantifiable.. Is it so small its irrelevant?
     
    #138     Dec 7, 2013
  9. #139     Dec 7, 2013
  10. What you'll have in the quick 'n dirty case is some bucket risk. Most of the time it's not that significant, but there could be circumstances where you could lose money or make less than you should. Again key is to be aware of the trade off and make an informed decision.

    If you wanna talk about the specifics, we could.
     
    #140     Dec 7, 2013