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05-06-2008, 10:14 PM
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Join Date: Aug 2007
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Eurodollar (GE) Packs and Bundles
Eurodollar futures (GE) trade packs and bundles which are multiple adjacent delivery months (in the March delivery cycle) traded as a single entity. For example the 1 year bundle is currently M8, U8, Z8, and H9; the Sep 1 year bundle is U8, Z8, H9, and M9; the Red pack is the second year, or M9, U9, Z9, and H0; the 5 Year bundle is the first 20 contracts, etc. These are fairly common trading vehicles and would be a useful additon to NT.
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