Sentences with phrase «interest rate futures contracts»

An example of a popular relative strategy involves buying and / or selling the BAX contract while simultaneously selling and / or buying its U.S. proxy, the Eurodollar contract (both short term interest rate future contracts), which in turn is underlying the 3 - month U.S. dollar London Interbank Offered Rate (LIBOR).

Volume in this contract rose 17.1 % to 354.4 million contracts, making it the third most actively traded interest rate futures contract in the world.

Prices for interest rate future contracts show investors see roughly 50/50 odds of an increase at the Fed's last meeting of the year in December.

Sandor was responsible for creating the first interest rate futures contract (Ginnie Mae) as well the enormously successful 30 - year bond contract.

Providing a key function in Canadian money markets, the BAX ranked 6th last year by volume among the world's short - term interest rate futures contracts.

The option of the seller in an interest rate futures contract to take when negotiating the settlement of an obligation.

To hedge or offset this expected increase, you can sell an interest rate futures contract.

For many equity index and Interest rate future contracts (as well as for most equity options), this happens on the third Friday of certain trading months.