This Microsoft Excel® spreadsheet presents Eurodollar market data. The data includes ten years of quarterly contracts for outrights and exchange-traded three-month and six-month calendar spreads.
Quarterly contracts are color-... more
This Microsoft Excel® dashboard scans the options on the Eurodollar futures market for volume and ranks the traded volume for each expiry out to three years. The scan covers options traded ten strikes above and below the at-the money option. Then... more
This Microsoft Excel® dashboard displays market data for Eurodollar calendar spreads traded on the CME Globex platform. This monitor uses a matrix-style format. The outrights are displayed along the top row and at the start of each row. The best... more
This Microsoft Excel® dashboard displays all of the Globex-traded Eurodollar three-month calendar contracts. The volume column includes a red highlight if today's traded volume exceeds the previous session's traded volume. The volume column... more