On CME. I looked at Liffe for a while but it was just too illiquid. thought there may be arb between the 2 but that isn't the case either, already all done with autospreaders by the Liffe marketmakers.
Some good fills on CME when volume going through. Intraday I look to trade the 6 months spreads along the curve. I am not doing much size yet, just 20-30lot clip but appears to be working out OK, if slowly.