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The Eurodollar Futures and Options Handbook by Galen Burghardt

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CHAPTER 23Trading with Serial and Mid-curve Eurodollar Options

Galen Burghardt and Scott LydenResearch note originally released June 22, 1998

SYNOPSIS

Serial and mid-curve Eurodollar options have been available at the Chicago Mercantile Exchange (CME) for a number of years. These options, which expire anywhere from 1 month to 2 years before their underlying futures contracts expire, open up whole new realms of trading opportunities, which, until recently, went largely unexploited owing to a lack of liquidity. Lately, however, trading volume and liquidity have picked up noticeably, as more and more traders have recognized that these options enable them to achieve exposures never before attainable with exchange-listed options. The main distinguishing ...

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