RG did another impromptu event today answering recent interest rate curve/spread questions on the forum. An introduction to the often mysterious Eurodollar Futures (a.k.a 3-Month/90-Day LIBOR Futures) was given, including info on quoting conventions, matching maturities to cash and forward US Treasuries markets, TED spreads as a measure of perceived risk in global markets, STRIPS (a.k.a Packs & Bundles), and potential overlay uses for index traders.
As always thanks to Fatfish for providing the audio/video recordings.
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