【学习笔记】International Finance 国际金融论研究 学习笔记-45

Part II

International Financial Markets -8

Ch11 -8

InternationalMoney Market

Eurodollar Interest Rate Futures Contract

        1.    Widely used futurescontract for hedging short-term U.S. dollar interest rate risk.

        2.    The underlying asset is a $1,000,000 90-day Eurodollardeposit—the contract is cashsettled.

        3.    Traded on the CME and the Singapore InternationalMonetary Exchange.