Interest rate future

From Wikipedia, the free encyclopedia

An Interest Rate Future is a futures contract with an interest-bearing instrument as the underlying asset.

Examples include Treasury-bill futures, Treasury-bond futures and Eurodollar futures.

The global market for exchange-traded interest rate futures is notionally valued by the Bank for International Settlements at $5,794,200 million in 2005.

[edit] See also

• Forward contract
• Derivative (finance)