Eurodollar Futures (GE)--anyone else trading these?

Euro$
Seasonal patterns suggest this spread this time of year.
OddTrader> What are the months you are currently focusing/ trading?
Are there any good reasons for why not trading other months?
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Quote from Steve_IB:

Back in 2004, the SGX could do 1m contracts per month, but the business was killed by Globex offering the contracts around the clock.
In March this year, SGX volume was 3,000 for the whole month, so this isn't going to be much use to anyone.
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Thanks Steve.

Do you think that, for intraday traders of Eurodollar futures who want to trade actively (with IB) 24 hours each day, Euribor would be a highly liquid market during the European hours at LIFFE?

How about during Asian hours ? TIA.
 
Quote from OddTrader:

Thanks Steve.

Do you think that, for intraday traders of Eurodollar futures who want to trade actively (with IB) 24 hours each day, Euribor would be a highly liquid market during the European hours at LIFFE?

How about during Asian hours ? TIA.
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Both Euribor and Eurodollar are very liquid during European hours. You could also check our Short Sterling, but that's not as liquid as Euribor.

On IB, during Asian hours, you have the Eurodollar and JGB's. The JGB's are not in the same league though. If you're looking at highly liquid products check out the Kospi near the money options - although these aren't available if you're in the US.
 
Quote from Steve_IB:

Both Euribor and Eurodollar are very liquid during European hours. You could also check our Short Sterling, but that's not as liquid as Euribor.

On IB, during Asian hours, you have the Eurodollar and JGB's. The JGB's are not in the same league though. If you're looking at highly liquid products check out the Kospi near the money options - although these aren't available if you're in the US.
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Dont forget SGXNK for good liquidity and HSI for boredom reduction (ride that horse if you dare :))


SGXNK is the Nikkei225 on Singapore exchange for half tokyo tick minimum moves and good institutional support. HSI looks very thin but if you consider that 5 tick ~ $US30 its not nearly as tricky as it looks - very tradable and more enjoyable than most.
 
Your exhumation of this fondly remembered thread sure makes me feel ancient. I suspect you'd have to exhume a few of the early posters, as well..

I've assumed that since 2008 QE put the kibosh on a lot of the relatively simple trading approaches we could use all those years ago and haven't looked closely. ET member Martinghoul is probably one of the most knowledgeable on here about this stuff, so check his recent posts.
 
Thanks mate, I will try and wake up them as I read along .
I thought the years since 2008 have been very bullish in the rates instruments?

Quote from dunleggin:

Your exhumation of this fondly remembered thread sure makes me feel ancient. I suspect you'd have to exhume a few of the early posters, as well..

I've assumed that since 2008 QE put the kibosh on a lot of the relatively simple trading approaches we could use all those years ago and haven't looked closely. ET member Martinghoul is probably one of the most knowledgeable on here about this stuff, so check his recent posts.
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:) :)
 
Does this mean the end of day is the best trading time?


Quote from trdinglife:

take a look at the post I made on page 32 of this thread...the comments come from sle who works at a big shop that trades ED...this probably explains end of day fluctuations...and as I said above, probably explains the end of day breakouts as some shops scramble to match positions before the liquidity vanishes completely before the close...
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