Eurodollar Spread

Fifty points

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Isn't it about that same now?
GESpreadWiz said:
Does anyone think the GE Sept. 05 - Sept. 06 spread is a bit tight? Only about 50 basis points.
What do you think it should be?
 

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Actually there are prefectly good reasons this spread cannot go lower, since it came off the board two years ago...
 
Euro$ spreads

I did not know that there were ever any reasons that a spread could not go lower.
Actually there are perfectly good reasons this spread cannot go lower.
But, the recent seasonal Euro$ trade has fallen, a little late, to the suspected seasonal support.
 

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