Eurodollar

Debt Instruments and Markets Professor Carpenter Eurodollar Futures 3 Example Let’s consider a stylized example of a EDF based on the year riskless rate.

If you have issues, please download one of the browsers listed here. The Eurodollar market is by a wide margin the largest source of global finance.

Definition:

A cash settled future based on a Eurodollar Time Deposit having a principal value of USD $1,, with a three-month maturity.

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