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Old 10-05-2005, 10:42   #9
mishak
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Question Re: liquidity in FOREX
GJ, just for info about this $300M. Was it overnight rollover ? and what kind of spread do you have on it ?
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Old 10-05-2005, 10:58   #10
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Re: liquidity in FOREX
Quote:
Originally Posted by mishak
GJ, just for info about this $300M. Was it overnight rollover ? and what kind of spread do you have on it ?

Yeah, I'm interested too. There are also retail firms who offers swaps, but spreads are insane...
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Old 10-05-2005, 11:20   #11
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Re: liquidity in FOREX
the average moneytec reader won't do any Swaps because he doesn't know anything about it.


to answer your question in the first place: you will find the most liquidity in the spot EUR/USD future.
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Old 11-05-2005, 08:29   #12
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Re: liquidity in FOREX
Quote:
Originally Posted by mishak
GJ, just for info about this $300M. Was it overnight rollover ? and what kind of spread do you have on it ?

Sorry mate - can't really tell you that I'm afraid. Wasn't an overnight rollover though - was a bit longer than that. Can't reveal spread I'm afraid

GJ
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Old 11-05-2005, 08:44   #13
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Re: liquidity in FOREX
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Originally Posted by Gamma_Jammer
Sorry mate - can't really tell you that I'm afraid. Wasn't an overnight rollover though - was a bit longer than that. Can't reveal spread I'm afraid

GJ


and if you stay vague? example: for more then one month a spread less than 2?

I love to see revealed bank's secrets...
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Old 11-05-2005, 13:18   #14
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Re: liquidity in FOREX
Sorry - think I've revealed quite enough ;-)

Suffice to say, it definitely proves my point about liquidity.

GJ
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