This is for those of you who have been trading Eurodollars for a long time. I am currently long a spread dec 06/march 07. I bought for -0.10 and it is currently at -0.30. Historically what is the biggest inversion ever seen with eurodollar futures? How large did the inversion get during the last cycle? I guess what I am really asking is if I want to take a bigger position what should I consider to be the worst case scenario? Is it reasonable to think that I need enough liquidity to hold in through -1.00. Also on the topic of Eurodollars are there any stats as to what percentage of trades are executed as spreads?