Good bye Eurodollar

Discussion in 'Fixed Income' started by DarkTemplar, Jun 15, 2023.

  1. longandshort likes this.
  2. Repoguy

    Repoguy

    I say good riddance ! I was always on the wrong side. Lol

    But I will say SOFR is much more in my wheelhouse.
     
    longandshort likes this.
  3. I wish 1m were active :(
     
  4. 2rosy

    2rosy

    is SOFR that much different from Eurodollar? I know several people who were large eurodollar traders but didn't transition to sofr and now do something unrelated
     
  5. Well, fundamentally it is. Eurodollar was a Libor based (unsecured) and SOFR is a SOFR based (secured) for example. Depend on your trading stile: hedging, speculative,... or in which part of the curve you trade, the different could be unsolvable.

    In my personal case that I trade micro-structures of the yield curve, there is no different. I do exactly the same.