Free Trial

### More on the massive..........>

US EURODLR FUTURES
US EURODLR FUTURES: ### More on the massive Eurodollar futures Red pack block
* +27,500 Red packs (Dec'18-Sep'19) at +0.0075 (Red pack = 4 quarterly
futures/with following leg prices: EDZ8 at 98.045, EDH9 at 97.985, EDM9 at
97.925, EDU9 at 97.875). You may have noticed swap spds have not moved on the
massive flow. "Just moving risk from futures to swaps" one desk confirms, no
duration or spread impact...convexities only.

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.