Traders' Roundtable

Thanks Sluggo for your comment. You are probably right but it just seems a bit strange and interesting that 1 month Libor which per se is a relevant instrument would have such a low daily volume.

Hi, I'm using Interactive Brokers as my market data feeder. I get 1 month Libor (EM) data from GLOBEX but I'm wondering why there is almost no activity during the day. Eurodollar 3 months (GE) for example is trading actively the whole day but there is no volume and no trades showing for EM. I wonder...