Screen strategies strengthen Liffe Eurodollar performance

Increased success in packs and bundles strategy trading this year has lead to respectable volume and open interest in Euronext Liffe's Eurodollar contract, though the moderate success of the year-old contract is still overshadowed by the huge trade in Chicago Mercantile Exchange (CME)'s equivalent product.

Liffe's contract was averaging volume of almost 50,000 a day in April, a 3-4%...