CME Eurodollar chart addition

sheridan · Oct 19, 2006

I would appreciate some input from traders that trade the CME Eurodollar futures. My website is www.chart-ex.com and I want to add the Eurodollar contract.
My questions is what month/months would be the best to add? How does the lead month rotate? Our present default is to pick up the lead month is according to highest open interest. I noticed the OI in the Eurodollar contracts is about equal for the Dec06, Mar07, Sep07 and Dec07 presently.
Thanks for your time and input.

Stacked · Oct 19, 2006

I would think you would want at least the whites and reds. This would be the first 8 contracts wich make up a 2 year bundle.

z6 h7 m7 u7 z7 h8 m8 u8

rosy2 · Oct 19, 2006

do the first 5 years and a matrix of spreads

sheridan · Oct 20, 2006

Thanks for the input. Would the volume at price be better in a comparable format or single time frame format.

mcurto · Oct 20, 2006

Add the 5yr Treasury futures (at this point much more important than the 30yr futures) as well if you are going to do Eurodollars. And according to the CME the lead month is determined "to be the contract with the highest daily volume, currently based on a 12-day moving average, calculated on every business day, beginning five weeks after the previous contract expiration." Big fan of your website.

dunleggin · Oct 20, 2006

Yes, kudos for a good site, sheridan.

I'd agree with the prior posters' suggestions, and (abusing your generosity) I'd love to see ED pack spreads charts - I'm not aware of anyone offering those outside of the premium subscription services

sheridan · Oct 21, 2006

Quote from mcurto:

Add the 5yr Treasury futures (at this point much more important than the 30yr futures) as well if you are going to do Eurodollars. And according to the CME the lead month is determined "to be the contract with the highest daily volume, currently based on a 12-day moving average, calculated on every business day, beginning five weeks after the previous contract expiration." Big fan of your website.

Thank you for your kind words and great suggestion. Adding the five year can be done and will done. Improving my website to what traders are looking for is my goal.

Pa(b)st Prime · Oct 21, 2006

Quote from mcurto:

Add the 5yr Treasury futures (at this point much more important than the 30yr futures) as well if you are going to do Eurodollars. And according to the CME the lead month is determined "to be the contract with the highest daily volume, currently based on a 12-day moving average, calculated on every business day, beginning five weeks after the previous contract expiration." Big fan of your website.

That's exactly correct. Sheridan needs to add the 2 year as well. Then he should add ED 1 year out (the first "red") and then the front month ED.

rosy2 · Oct 21, 2006

adding the euroswiss,euroyen,euribor,and short sterling (along with spreads) would be nice.

and FRAs, swaps, and a forward curve of the above contracts.

sheridan · Oct 21, 2006

Quote from dunleggin:

Yes, kudos for a good site, sheridan.

I'd agree with the prior posters' suggestions, and (abusing your generosity) I'd love to see ED pack spreads charts - I'm not aware of anyone offering those outside of the premium subscription services

Thank you. It is great to hear from traders that my charts help in making your trading decisions.
The ED addition is going to be a bigger undertaking than I first thought. but I strongly feel that it will be a great addition.
Your input is valuable to me in forming the chart display and functionality. Could you give me an URL for one of the services that you think offer good ED spread charts?