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Eurodollar Futures (ED) Seasonal Chart

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The above chart represents the seasonality for Eurodollar Futures (ED) Continuous Contract for the past 20 years.

  • Date range: January 1, 1990 to December 31, 2009
  • Type: Interest Futures – US
  • Symbol: ED
Eurodollar Futures Continuous Contract Seasonality

Analysis has revealed that with a buy date of November 15 and a sell date of November 10, investors have benefited from a total return of 10.59% over the last 10 years. This scenario has shown positive results in 7 of those periods.

Conversely, the best return over the maximum number of positive periods reveals a buy date of June 28 and a sell date of September 14, producing a total return over the same 10-year range of 2.94% with positive results in 10 of those periods.

The buy and hold return for the past 10 years was 10.15%.

**Results shown are compounded

 

 

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