A stack hedge that uses Eurodollar futures. The hedger stacks a number of these futures for subsequent periods in one…
A position in successive Eurodollar (ED) futures contracts. For example, a Eurostrip may be constructed by taking a long position…
An exchange-traded futures contract on the 3-month LIBOR rate. Each contract controls a notional amount of USD 100,000. Interest on…
A interest rate swap (typically, a fixed-floating swap) the expiration or termination dates of which follow the cycle of international...
It stands for Eurodollar futures; a futures contract on a Eurodollar interest rate such as the 3-month (90-day) Eurodollar interest...
It stands for Eurodollar option; a money market futures option which is based on Eurodollar futures. It is among most...
A money market futures option which is based on Eurodollar futures. It is among most actively traded, exchange-listed interest rate...
A futures contract on a Eurodollar interest rate such as the 3-month (90-day) Eurodollar interest rate. In the US markets,...
The difference between a hypothetical note's yield and the Treasury note's actual yield. The hypothetical note's yield is the full price...
