Sách Strips: Arbitraging The Eurodollar Cash And Futures Markets

Thảo luận trong 'Sách Ngoại Ngữ' bắt đầu bởi Thúy Viết Bài, 5/12/13.

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    In December of 1981, the Chicago Mercantile Exchange (CME) introduced a futures contract based on 3-month Eurodollar interest rates. In the nearly twenty years since its inception, this contract has become one of the most versatile trading and hedging vehicles offered on the listed marke t s .The contract re p resents a $1,000,000, 3-month London Interbank Offered Rate (LIBOR) deposit. CME Eurodollar futures a re cash-settled, t h e re fo re, t h e re is no delive ry of a cash instrument upon expiration because cash Eurodollar time deposits are not transferable.