Eurodollar
Eurodollar contract suite comprises of the following:

  • Eurodollar Futures Contract
  • Option on the Eurodollar Futures Contract
  • One year Mid Curve Option on the Eurodollar Futures Contract
The Eurodollar Futures Contract is a three month interest rate futures contract on the cost for three month US dollar denominated money. The underlying reference rate being the BBA LIBOR for three month US$ deposits held in London