Money market futures

Article, Book OPEN
Anatoli Kuprianov;
(1992)
  • Publisher: Federal Reserve Bank of Richmond
  • Subject: Futures ; Money market

Virtually all financial innovation in the U.S. money market during the past 20 years has centered on interest rate derivatives, including futures and swaps. Furthermore, money market futures--especially futures contracts on Eurodollar time deposits--have been at the van... View more
  • References (22)
    22 references, page 1 of 3

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    The practice of marking futures contracts to market requires all buyers and sellers to realize any gains or losses in the value of their futures positions at the Three-month Eurodollar futures are traded actively on three exchanges at present. The IMM was first Brewer, Elijah. “Bank Gap Management and the Use of Financial Futures,” Federal Reserve Bank of. Chicago Economic Perspectiwes, vol. 9 (March/April 1985), pp. 12-21.

    Burghardt, Belton, Lane, Lute, and McVey. &rvdo&rr Futures and Options. Chicago: Probus Publishing Company, 1991.

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