Eurodollar Spreads

Discussion in 'Financial Futures' started by J-Law, Jan 27, 2007.

  1. J-Law


    Anyone trading the spreads in Eurodollar as of late ?

    It looks as if the wind is changing direction in favor of long the near end and short the defered.
  2. E R

    E R

    I've traded ED spreads for a couple of years now.

    Yep, I agree and was just noticing that this morning. I had a short EDu7-EDu8 trade and rode it down for a couple of months now. Decided to close it out at the beginning of January and watch to see if it continues. Looks like volatility is picking up and there's a potential up leg starting. Want to see it break near term res first (-.175 for that particular spread).

    Which one are you looking at?

  3. J-Law


    I'm in EDM7/EDZ7 and watching for an entry on M7/M9.
  4. fandyur


    I bought the June and sold the June recently.
    I felt that the upturn in the spreads that started on 12/12/2006 was just a major correction and it should be over.
    I'm a new member trading eurodollar spreads and would like to communicate with others trading the same.
  5. It depends on the spread your looking at and your feel on rates. I'm short the front of the curve and long deferred. That spread took some heat on Friday, (short GEM7 / long GEM8) but I"ll ride it out as a position trade.
  6. fandyur


    Yes it did take some heat friday.
    I bought the june 2008/sold june 2007, 3 days ago.
  7. fandyur


    I trade eurodollar spreads exclusively (technical analysis).
    If any other traders trade this, lets start a dialogue.
    We could share ideas and all learn from it.
  8. garbo


    Anybody know a free source of Eurodollar spread charts (including historical)?

    I just dumped my Tradestation account. IB's charts look a little funky.
  9. Hi Fandyur,

    I just added Eurodollars to my repertoire. I opened an +M8-M9 two days ago. I technically liked the chart pattern. I'm also liking the idea of "one more fed raise and done" which should benefit this spread.

    The TUT spread (long twos) is pretty interesting at this point too. I've also thought hard about the FYT spread, long fives.

    What are you looking at and why?

  10. im currently short june/june thinking the view was a little pessimistic. plus no raise in rates. still waiting for a correction downwards. anyone agree or disagree?
    #10     Feb 23, 2007