Discussion in 'Index Futures' started by ladidalimey, Nov 9, 2005.

  1. Hi,

    I'm watching the Eurodollar future and the price seems pretty constant, and then you get a trade that takes place way outside the bid/ask spread, but the B/A doesn't change. For example, the spread is currently 95.5000/95.5050 and yet we just had a trade at 95.4550. (11/09/2005 16:22GMT)

    Can someone explain why this happens?


  2. b/c a spread or something artificial is being traded, not something outright. e.g., red pack is bid 50 times +2; if it's hit, then all reds will trade +2 while for some of the reds that will usually be outside their bid/offer. and that's what youre seeing on screen.
  3. Hi,

    Thanks for the explanation. Could you de-jargon to for novices like me!