Quiet in the Pit: EuroDollar Color

November 9th, 2009 11:07 am | by John Jansen |

Nothing is really trading in the Eurodollar market. The futures curve is slightly flatter which we haven’t seen in a while but I don’t see an order causing it. Vol is in a little bit, the December 2010 9850 straddle is probably 96/97.5 and the 9862.5 is 92/93.5. Not much else is going on.

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