intra-market margins for the eurodollar spread

[0008]

anyone know?

 

[Martinghoul]

Does this help (keep scrolling down)?

http://www.cmegroup.com/wrappedpage...IntraCommodityRates&h=2&reporttype=marginrate

 

[0008]

it helps, thanks

but I don't understand what it means

just like this one

Eurodollar (ED) - Tier 3 vs. Tier 11 [mth 09-12 vs. mth 41-44 ]


what is the tier ?
and what is the mth 09,12,44 etc?

 

[Martinghoul]

Quote from 0008:

it helps, thanks

but I don't understand what it means

just like this one

Eurodollar (ED) - Tier 3 vs. Tier 11 [mth 09-12 vs. mth 41-44 ]


what is the tier ?
and what is the mth 09,12,44 etc?

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

 

[nazzdack]

Quote from 0008:
anyone know?

You registered in November-2002? What have you been doing all of that time? The margin is "very low".

 

[MTE]

Quote from 0008:

it helps, thanks

but I don't understand what it means

just like this one

Eurodollar (ED) - Tier 3 vs. Tier 11 [mth 09-12 vs. mth 41-44 ]


what is the tier ?
and what is the mth 09,12,44 etc?

If you can't figure out this one then maybe you shouldn't be trading it.

 

[John47]

last time I had a spread overnight it was a 100 to 120 lot fly (can't really remember it was awhile ago) ....so thats 400 to 480 open cars..i think they held 10,500 maybe.