eurodollar futures

AC3 · Sep 10, 2008

I also trade the Euro's but for the most part just straight no spreads. I'm active in ED3 out to ED9.

Rtrader2525 · Sep 10, 2008

what we thing about yen/franc cross, it bounced pretty solid. Im in still with a little profit. I might add, I will wait to add dec 08/dec 09 euro. 40 could be met. Check out long pound short aussie

PohPoh · Sep 10, 2008

Added to long SF at 8815
average long at 8851
also trying to short, on a 7/5 basis, SFV8 9000 calls

increasenow · Sep 10, 2008

Quote from PohPoh:

I rarely trade more than 100 at a time, so electronic is fine all around for me....

Sometimes I call them in, but MOSTLY, its all elec...I don't like talking to people if I don't have to...

thanks for your time and answer...what months do you trade electronic eurodollar options on?...front month, sept08, dec08, sept 09, dec 09???...on the electronic eurodollar options have you found that the bid/ask spread is too wide and the liquidity is not there?

PohPoh · Sep 10, 2008

Quote from increasenow:

thanks for your time and answer...what months do you trade electronic eurodollar options on?...front month, sept08, dec08, sept 09, dec 09???...on the electronic eurodollar options have you found that the bid/ask spread is too wide and the liquidity is not there?

b/a is fine...usually only 0.5-1 tick wide..I trade all those months..
liquidity is fine...sometimes get only partial fills and have to wait it out, but for the most part its no problem

increasenow · Sep 10, 2008

Quote from PohPoh:

b/a is fine...usually only 0.5-1 tick wide..I trade all those months..
liquidity is fine...sometimes get only partial fills and have to wait it out, but for the most part its no problem

thanks Man..isn't it true that the more high-low range volatility and movement in the eurodollar happens in the further out months?...meaning less movement in the front months and more like further out...correct?for both the options and straight out futures?

increasenow · Sep 10, 2008

THANKS FOR THE ANSWER ON THIS....SO I WOULD IMAGINE IT IS THE SAME IF THE PRICES ARE LISTED IN THE (-)NEGATIVE...PLEASE READ AND CONFIRM:

ASK -11.00
bid 11.50

last price: -11.50

okay...say I am on the "buy/sell" side...meaning BUYDec. 08 and SELLDec. 09....I got into the trade at -15.50...now it is trading at the price of -11.50...am I up 4 ticks X $25.00 or????

I THINK THIS IS CORRECT, CORRECT????

PohPoh · Sep 10, 2008

damn the torpedos..
out of SF at 8812
Buck too strong...
i'll take my 3 grip loss and move on...
Swissy might move down to low 86ish before I try and get back in..

PohPoh · Sep 10, 2008

Quote from increasenow:

thanks Man..isn't it true that the more high-low range volatility and movement in the eurodollar happens in the further out months?...meaning less movement in the front months and more like further out...correct?for both the options and straight out futures?

Yeah, if you look at the strip, the front months don't move as much as the back months.
Back month options are less traded but usually have a decent b/a size..

PohPoh · Sep 10, 2008

Quote from increasenow:

THANKS FOR THE ANSWER ON THIS....SO I WOULD IMAGINE IT IS THE SAME IF THE PRICES ARE LISTED IN THE (-)NEGATIVE...PLEASE READ AND CONFIRM:

ASK -11.00
bid 11.50

last price: -11.50

okay...say I am on the "buy/sell" side...meaning BUYDec. 08 and SELLDec. 09....I got into the trade at -15.50...now it is trading at the price of -11.50...am I up 4 ticks X $25.00 or????

I THINK THIS IS CORRECT, CORRECT????

Yup..looks correct..