A swap spread which measures the yield of a specific treasury security against the par swap rate of a swap...

It stands for Eurodollar futures; a futures contract on a Eurodollar interest rate such as the 3-month (90-day) Eurodollar interest...

A futures contract on a Eurodollar interest rate such as the 3-month (90-day) Eurodollar interest rate. In the US markets,...