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I honestly have all sorts of confidence that you'll be able to figure out the answers to these questions yourself. This might help: http://www.cmegroup.com/trading/interest-rates/stir/eurodollar_product_calendar.html

Does this help (keep scrolling down)? http://www.cmegroup.com/wrappedpages/clearing/pbrates/performancebond.html?group=CME%20INTEREST%20RATE%20FUTURES&type=IntraCommodityRates&h=2&reporttype=marginrate

More, but not of the same... 40k Dec9 2600 puts bought at 120.6, ref 2715 Another 40k clip was bought yest, as well as 15k of the 2500 puts.

Why not indeed... I personally don't find anything offensive about the idea. Obv, everything would depend on the specific circumstances.

Mar10 expiry, 3000-3400 1x2 call spread; 10k bought at 54, ref 2720.

While I might agree with some of the author's points re wealth transfer to the banking system, most of this article is either intentionally or inadvertently missing the point... Firstly, re "Punish the Savers". I find it amazing that the author conveniently forgets that, where US consumers...

I am with Misthos here... To me these are the definitions: Atheist - certain there exists no deity(ies)/creator(s)/supreme being(s) Theist - certain there exists deity(ies)/creator(s)/supreme being(s) Agnostic - uncertain re the above I disagree with stu's definition of agnostic, which...

He writes some good stuff, Barry does...

http://www.ritholtz.com/blog/2009/07/fasb-discovers-own-cojones/

It's a combination of factors, actually... IMHO, these structured products gained in popularity in Europe for a whole variety of reasons. Some of the reasons are cultural (French people tend to think they're very sophisticated), while others relate more to accounting/tax treatment of...

Huh? 1 tick on 20k contracts is arnd $500k, no? Well, sure looks like it's the ratio is as you say... Whether those 16 bags on the offer are geniune or not, is another matter altogether although, I think, for Eurodollars it might very well be real. If you try to sell 20 bags in one go...

DUH! Good 'un! I never thought of that...

I've been observing it (sorta) all morning (first 12 contracts). Liquidity (and activity) has been there all along, so I am not entirely sure what you're seeing and where. Unless, as phu suggests, you're looking beyond the greens.

1 bag = 1000 contracts (I think there might be some cockney rhyming slang behind it, but I am not entirely sure).

I have absolutely no idea where you're looking. There's volume there pretty much 24hrs. All depends on what you mean by volume. I suppose if you have to do 20 bags, you might have an issue in the wee hours of the morning.

Huh? It's more like 24hrs... Might you be referring to the pit, specifically?

This is very rich subject matter... You can do all sorts of things, with varying degree of sophistication. But, to start off, let me respond with a question. If you have a time series (your tick data), can you a) identify your entry points; b) calculate max drawdown per lot, say?

It's certainly sound... What you could do is plot a time series of the gross basis for the current contract (as well as a few older ones), to get a sense of the dynamic of the basis (e.g. any particular periods when basis mis-behaves should stand out). Be careful to use the right OTR bond and...

How about this :)? For the record, I think Dudley is a good guy. Have nothing whatsoever against him.

Shouldn't it be: Sorry! ?