New !! CME Fed Funds-Eurodollars Exchange Spread

Discussion in 'Financial Futures' started by bone, Nov 16, 2017.

  1. AlexxS


    I've been thinking about the CME's rational to introduce this contract. Two things come to mind:

    1) They want to attract liquidity to the Eurodollar
    2) They want to show that they can handle different roll dates, possibly in preparation for a SOFR vs. Eurodollar ICS to transition the period until LIBOR phases out.

    I don't know, but I'm kind of excited about this new contract. If there is enough liquidity, I will definitely trade it.
    #51     Jan 1, 2018
  2. maxinger


    well. not all new thing is going to attract lots of traders.

    Just look at the recently launched Copper financial futures. volume traded is very low.
    #52     Jan 1, 2018
  3. i960


    It's one of the most liquid contracts in the world. Funky new products aren't going to add liquidity - monetary policy change will. The exchanges of course have no control over this.
    #53     Jan 1, 2018