Eurodollars on Globex

Quote from Maverick74:


Liffe Eurodollars are climbing towards the 50,000 open interest level, with yesterday's figure at 44,772. Liffe Eurodollar volume was 13,554 yesterday.

Emini S&P's broke the 1 million contract mark again yesterday.

EURODOLLAR GLOBEX RTH VOLUME AS PERCENT OF TOTAL
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Who can help me: Which of the LIFFE (UK) futures products has the biggest volume/volatility?
 
the biggest turnaround for most of the spreads was the big jobs report (308,000). if you were short any of the reds against the fronts (or long the spreads) you made a lot of money. one of the best spreads to bet on back in march was the m4-h5, this one has moved about 100 ticks since then. also, does anyone that trades the euros on Globex use the STIR position monitor from TT? looks like a pretty cool feature, it keeps track of your overall position in terms of each contract and overall packs (whites, red, blues, etc.).

:cool:
 
the euribor trades pretty big volume, around half a million a day. it is basically the same type of contract as eurodollars but is based on european rates. the sterling trades decent volume also, between 200-400 thousand. in terms of volatility, they are just as volatile as euros at this point. if you want something fairly volatile i would trade the FTSE 100 which trades around 50,000 cars a day and usually has a decent range.

:cool:
 
a butterfly spread is accomplished through the purchase/sale of three different eurodollar contracts. for example, if you wanted to buy the dec butterfly you would buy the dec04 and dec06 while selling dec05. thus, buying a butterfly would be buying the wings and selling the body, and vice versa for selling the butterfly.
 
Quote from enkidu007:

Is this the method most successful trades in the euro do it?
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it is certainly one of the methods as it is a relatively stable spread...but does move enough to leg in and out.

another method is doing a double fly whereby you
buy one fly and sell the next fly so you would be left with for example...
+1M4 -3U4 +3Z4 -1H5

this is a very stable spread who's price tends to stay in a tight channel. the fed can always do something to muck that up though.

good traders also make money on packs and bundles on the floor. the buy or sell the pack/bundle...then leg out of it with whichever contracts seem cheap or expensive...then there left with long calendars from the bid or short from the offer. there's tons you can do. that's not an option yet for us off the floor guys.
 
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