Eurodollar

Gold arching

By Rod David | October 15, 2015

A daily summary of high-profile members of several complexes...

Eurodollar finds a way to go higher

By Martin McGuire | October 14, 2015

In front of the September Retail Sales report, Treasury and Eurodollar future prices are slightly higher with the Eurodollar futures yield curve having flattened by 3 basis points between EDZ5-EDZ7 since yesterday’s close while the Treasury 5-30 is relatively unchanged at 153.5 basis points and near recent wide of 157.

Bear reversal call for Eurodollar?

By Martin McGuire | October 1, 2015

Red December 2016 Eurodollar (EDZ6) trades flat on the day following the jobless claims data. Price action was muted yesterday, which is consistent with pre-employment report trade. Open interest rose modestly across the Eurodollar curve (+18K) but was slightly lower for EDZ6 (-2k). The yield curve flattened with the first three years falling 1.5 bps and the last three years rising 1 bp.

Fallout

By Rod David | September 18, 2015

A daily summary of high-profile members of several complexes.

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