I do all types of trades related to futures and options in Eurodollar and Fed Fund futures.  I will slowly add Euribor, Short Sterling and Canadian BA futures in 2017.

Below are my favorite CA trades from previous quarters:

Sell EDZ6 99.125 put vs Buy 0EZ7 98.875 put

[Trade F33, November 6 (pre-election)]  We had a noticeable flattening in Z6-Z7 spread over election worries.  I want to play this as a bimodal event – either we price in a skip in Dec, or [...]

Buy 1.5x FFV6 vs Sell 1x EDZ6

[Trade F28, July 10, 2016] I really like this very cheap look at a Dec hike (vs a Sept hike).  This also gives us ease protection before October, and libor-FF blowout protection. *** Buy 1.5x [...]

Buy EDU6-Z6 spread

[Trade F16, April 4, 2016.  Yes!  I do trades with only 2 legs as well!] The FOMC minutes tomorrow may not be as dovish as the statement was perceived. Some of the qualifiers (i.e. “many,” [...]

Buy EDU6-Z6 spread vs Sell 2x FFV6-X6

[Trade F15, March 29, 2016] I’ve been eying getting short for the Dec meeting for a while now, because that is my #1 candidate for a hike this year.  This should trade bearishly.  I think [...]

EDZ6-Z7-Z8 1yr fly vs 2x EDZ7-Z8-Z9 1yr fly

[Trade F1, January 6, 2016] When there is more uncertainty in the world but there is more specificity on the curve, I think you have to fade that. Sell EDZ6-Z7-Z8 1yr fly vs Buy 2x [...]