Eurodollar futures

Eurodollar futures

A futures contract written on a Eurodollar deposit. The contract locks in an interest rate in the future and is cash settled.
References in periodicals archive ?
The money will go to proposed classes consisting of anyone who traded in Eurodollar futures on exchanges, including but not limited to the Chicago Mercantile Exchange, between 1 January, 2003 and 31 May, 2011.
Grew Eurodollar futures and options ADV 21 percent to 4 million contracts, including Eurodollar options ADV of 1.
Eurodollar futures are financial market contracts that pay off based on the value of the LIBOR at a given point in the future.
The Eurodollar futures market in Chicago tells me that two Fed rate hikes in 2016 is all too possible.
Options on Eurodollar futures contracts show a 47 per cent probability the Fed's benchmark rate will be 0.
Investors also bid up Eurodollar futures on expectations that a drawn-out government shutdown and brinkmanship over the debt ceiling would keep the Fed from tapering its asset buying anytime soon.
Dollar LIBOR is the basis for the settlement of the three-month Eurodollar futures contract traded on the Chicago Mercantile Exchange (CME), which had a traded volume in 2011 with a notional value exceeding $564 trillion.
Eurodollar futures are forward rate agreements that allow market participants to speculate on or hedge against movements in short-term interest rates.
TED is an acronym for T-Bills (Treasury bills) and ED, which is the ticker symbol for the Eurodollar futures contract.
45 percent by year-end as priced in by the December eurodollar futures.
To gain a sense of the impact of new information on interest rates, I'll analyze data from the eurodollar futures market.
Applications for some of the models are given for regular bonds, Treasury futures and Eurodollar futures, bond options and callable bonds, forward rate agreement, interest rate options, swaps, swaptions, mortgage securities, and default- prone corporate bonds.