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Hedge interest rate exposure with Eurodollar futures contract (FRM T3-29)
Автор: Bionic Turtle
Загружено: 2018-09-12
Просмотров: 13594
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[my xls is here https://trtl.bz/2p2X0pJ] If we plan to borrow in the future, our exposure (risk) is to higher rates and the trade is a SHORT position in the Eurodollar (ED) futures contract (because higher LIBOR corresponds to lower Quote). If we plan to lend (aka, invest) in the future, our risk is lower rates and the trade is a LONG position in ED futures contract (because lower LIBOR corresponds to higher Quote). Discuss this video in our FRM forum here: https://trtl.bz/2W2Rky3.
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