Interest rate futures contract

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Interest rate futures contract

A futures contract based on an interbank deposit rate or an underlying debt security. The value of the contract rises and falls inversely to changes in interest rates.

Interest Rate Futures Contract

An agreement to buy and sell a debt obligation at a certain date at a certain price. For example, Investor A may make a contract with Creditor B in which A agrees to buy a certain number of B's bonds at a certain date for a certain amount. The value of an interest rate futures contract varies according to changes in the interest rates. For example, if interest rates rise, the value of the futures contract falls because a potential buyer will be able to buy another interest rate futures contract with a better interest rate. See also: Plain vanilla swap.
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Euro$ interest rate futures dipped lower with the September 2018 contract off a couple ticks near 97.
Short-term interest rate futures showed traders adding slightly to bets the Fed would raise rates three times in 2018, starting at its next meeting in March.
Exchange traded interest rate futures remain constrained with daily volumes of around only Rs 1,800 crore on the NSE and BSE combined.
Currently the interest rate futures markets are pricing in a 33 per cent increase in interest rates before the end of the year.
DE), responsible for the development of client-facing interest rate research products in treasuries, inflation-linked and interest rate futures, including strategy publications and quantitative models.
Interest rate futures are now pricing in about 65 percent chance of a rate hike by December, compared to less than 50 percent late last month.
Intercontinental Exchange, a leading operator of global exchanges and clearing houses and provider of data and listings services, announced that ICE Eris Euribor and GBP LIBOR interest rate futures reached a record monthly volume of 8,185 contracts for the month of July.
New figures released by market researchers CME Group and gauging prices for interest rate futures suggest that investors are also betting on just one rate this year instead of two.
The QED service also distributes select Frankfurt-sourced equity index and interest rate futures in Madrid and Marseille at the lowest commercially available latency.
CurveGlobal said it plans to initially offer trading in short term interest rate futures in Euribor and short Sterling and long term interest rate futures in Bund, Bobl, Schatz and Gilts.
Top stock exchange NSE will launch a new interest rate futures (IRF) contract offering 7.
Interest rate futures, which had been pointing to a likely rate hike in June of next year, rose to suggest less of a chance.