Eurodollar Options Volume Dashboard

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 the top five strikes by traded volume are presented on the main display. The options are sorted by volume, not strikes. The options volume data is heat-mapped with the highest volume levels in bright green.

In addition, the bottom section display the last quote, net change, and total contract volume for nine years of Eurodollar futures contracts. The volume data is heat-mapped using light blue for the highest volume.

There are three background versions available: black, a night view of Earth, and stars.

Requires the CQG RTD Toolkit, CQG Integrated Client or CQG QTrader, data enablements for all symbols used in the spreadsheet, and Excel 2010 or higher.

Downloads

Disclaimer

Trading and investment carry a high level of risk, and CQG, Inc. does not make any recommendations for buying or selling any financial instruments. We offer educational information on ways to use our sophisticated CQG trading tools, but it is up to our customers and other readers to make their own trading and investment decisions or to consult with a registered investment advisor. The opinions expressed here are solely those of the author and do not reflect the opinions of CQG, Inc. or its affiliates.