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non-synthetic futures and option strategies

challenge to greek credit lifts eurodollar prices

3:24 et

greece's troubles are again the fuel for a rally in eurodollar futures as traders position for inter-bank lending rates to hold lower amid a continued climate of tight credit in europe. front-month june contract settles 0.5 basis point higher at 99.72 and december eurodollars rise 1.5 to 99.59. the latter sees 3-month dollar libor rising to 0.41% by year-end, a slower rise from current 0.26575% than previously seen. central banks have worked to keep the rate low amid credit-market turmoil to ensure that lending continues to go on.

dj market talk: futures see some libor stress on greece speculation

(12:56 et)--- short-dated eurodollar futures reveal some concern among traders that a greece pullout from the euro zone might disrupt interbank lending, in the form of a higher libor. nearby june eurodollar futures recently down 1.5 basis points at 99.715. it sees 3-month dollar libor reaching 0.285% at june 13's contract expiration, up from 0.27% at thursday's settlement.

dj market talk: eurodollar futures sees boost in short-term rates

(8:50 et)----- eurodollar futures fall in reaction to the healthy payroll number as the market prices in higher short-term rates. quarterly 2012 contracts recently down as much as 6.5 basis points; the post-data low was 8.5. the nearest 1-year calendar spread expands, meaning traders see yields rising at a faster pace. the june 2012 contract recently priced in a rate 59.5 bp higher than june 2011's, up from 56.5 just before the data and 55.5 at thursday's settlement.

dj market talk:'under-invested' players cover in eurodollar futures

(12:54 et)---eurodollar futures prices rebound to reach the day's highs as 'under-invested' participants try to cut their losses, says veteran floor broker art nolan of the rosenthal collins group. players sold treasurys in the days and weeks leading up to today's jobs data believing that growth and ramped up inflation pressures would force the fed to tighten. that scenario now seems unlikely, especially after commodity prices tanked thursday. quarterly 2012 eurodollar contracts recently up as much as 6 bp, having been down as much as 8.5 bp at this morning's post-jobs data lows.

dj market talk: eurodollar futures shed gains after knee-jerk move

(9:14 et) eurodollar futures pull back from price peaks as the market seems less concerned as more details come out about the reasons for the surprise jump in us weekly jobless claims. december 2012 contract had been up as much as 7.5 basis points, but was recently up 2 at 98.565.

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