I am currently short the Sep 2008/ Sep 2007 and the Jun 2008/ Jun 2007 spreads.
According to my analysis the September spread should go down to at least -68.5.
I am trying to develop a trading system to trade Eurodollars.
One of the things I'm looking at is the Net large traders position on the COT report. It seems that when that diverges with the Eurodollar atrend change happens. Unfortunately, sometimes they diverge and a trend change doesn't happen.
Anyone looking/using this?
Eurodollar Spreads/ Eurodollar
Eurodollar Spreads/ Eurodollar
My take from your reply, the report does not help much.