返回列表 发帖
Eurodollar futures are meant to look like bond futures. That is, the long profits when interest rates go down.

T-Bill futures are decidedly different because there is a deliverable (a T-Bill). A Eurodollar future is not deliverable but is cash settled. Among other things, this gives the T-Bill contract convexity but there is no convexity in the ED futures.

TOP

返回列表