CFA论坛 » 【CFA学习交流讨论】 » Eurodollar futures contract vs T-bill futures contract?

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发表于 2011-7-13 15:13 | 只看该作者

Eurodollar futures contract vs T-bill futures contract?

difference, contract, between

What is the difference between a Eurodollar futures contract and a T-bill futures contract?

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发表于 2011-7-13 15:13 | 只看该作者

And why does a long Eurodollar futures contract increase in value if interest rates fall?

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发表于 2011-7-13 15:13 | 只看该作者

Different benchmarks...

interest rates fall = bond price rises... therefore a futures contract on a bond will increase in price

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