Interest rate futures
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Interest rate futures a comprehensive introduction by Robert W. Kolb

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Published by R.F. Dame in Richmond, Va .
Written in English


  • Interest rate futures.

Book details:

Edition Notes

Bibliography: p. 201-216.

StatementRobert W. Kolb.
LC ClassificationsHG6024.5 .K64 1982
The Physical Object
Pagination216 p. :
Number of Pages216
ID Numbers
Open LibraryOL3791908M
ISBN 100936328258
LC Control Number81071622

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Interest Rate Futures An Interest Rate Futures contract is "an agreement to buy or sell a debt instrument at a specified future date at a price that is fixed today." The underlying security for Interest Rate Futures is either Government Bond or T-Bill. Interest rate futures are based off an underlying security which is a debt obligation and moves in value as interest rates change. When interest rates move higher, the buyer of the futures contract will pay the seller in an amount equal to that of the benefit received by investing at a higher rate versus that of the rate specified in the futures contract. 11 Interest Rate Forwards and Futures CHAPTER OVERVIEW Interest rate forwards and futures are derivative contracts based on underlying money market interest rates. This chapter begins by discussing a - Selection from An Introduction to International Capital Markets: Products, Strategies, Participants, Second Edition [Book]. Government Bond Futures» Our flagship Long Gilt futures and options contract is the market benchmark for the 10 year segment of the UK sovereign yield curve. Eris and Swapnote ® Futures» Closely replicating the economics of interest rate swaps, our contracts enable efficient access to trading of the interest rate swaps curve.