'London interbank' diaporamas de présentation

Interest Rates Futures

Interest Rates Futures. Fin 288 Futures Options and Swaps. Interest Rate Future Contracts. Traded on the CBOT 30 Year Treasury Bond &30 Yr Mini 10, 5, & 2 year Treasury note futures 30 Day Fed Funds 5 & 10 year Swap German Debt Traded on CME Eurodollar Futures.

1.25k views • 89 slides

Leadership Briefing November 18, 2008

1.11k views • 86 slides

Chapter 11

Chapter 11. Fundamentals of Interest Rate Futures. Outline. Interest rate futures Treasury bills, Eurodollars, and their futures contracts Speculating & Hedging with T-bill futures Hedging with Eurodollar Futures Treasury bonds and their futures contracts

717 views • 55 slides

Bonds (Debt) Characteristics and Valuation

Bonds (Debt) Characteristics and Valuation. What is debt? What are bond ratings? How are bond prices determined? How are bond yields determined? What is the relationship between bond prices and interest rates?. Debt Characteristics.

570 views • 32 slides

Swaps and Interest Rate Derivatives

Chris Dzera. Swaps and Interest Rate Derivatives. Swap. A swap is an agreement between two companies to exchange cash flows in the future, defining the date the cash flows will be paid and the way they will be calculated

1.1k views • 20 slides

Eurodollar futures & Interest rate risk

Eurodollar futures & Interest rate risk. ???? ?????? ???. Short-Term Interest Rate Futures. EURODOLLAR Futures (CME) ?????????? Underlying Instrument is the 3-month Eurodollar Time Deposit with a principal value of $1,000,000 and the interest rate of 3-moth LIBOR .

594 views • 19 slides

C. Passive Management

C. Passive Management. Believe bond market is fairly efficient Do not attempt to beat the market Two main passive strategies Bond index funds or ETFs Particularly as long-term investment Can be part of Markowitz portfolio selection Immunize bond portfolio from interest rate risk.

335 views • 17 slides