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Re: Real trading problem



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Mario:

Actually, if you are position trading, you should be looking
at least one contract past the front month in Eurodollars.
Then roll to the next contract when the 'current' front
month is replaced. So always stay at least one contract
ahead of the current front month Eurodollar contract.

And by the way...December Euros have their own trading
behavior, because they are 'year end' contracts, they get
effected by strains and surpluses that normal contract
months do not. And this December will probably be more
strange than 'normal' December Euro contracts.

Best,

Tim Morge
Blackthorne Capital, Inc.

gmtac wrote:
> 
> Trading  a portfolio with a simple channel brk out I am in trouble with
> eurodollar.
> December 1999 contract is  flat while march 2000 is long...what to do?
> Can anybody you help me please?
> 
> Thank you
> Mario