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David - I have never been able to get a good definition of that either.
Actually, Sep has been called front month for more than a month now. The
bottom line is that futures tend to have pretty good liquidity going out
a few months due to a lot of strip trading. And, since the nearest month
often has little volatility, since expected Fed moves are typically
limited, folks trade out a series or two all the time. Dec will probably
be considered front month some time during May.
Steve
David Cicia wrote:
>
> At 07:24 AM 3/24/99 -0500, swp wrote:
> > Easier to play that belief with ED9U which has just as much
> >volume if not more(it is considered front month).
>
> Steve,
>
> Do you know how the front month in eurodollars is determined? I can see
> that volume dried up on ed9m a few days ago, but do you know when they
> switch before the fact?
>
> David Cicia
--
Steven W. Poser, President
Poser Global Market Strategies Inc.
http://www.poserglobal.com
Tel: 201-995-0845
Fax: 201-995-0846
Email: swp@xxxxxxxxxxxxxxx
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