The interest rate futures originates in the United States in the 1970s.
利率期货产生于二十世纪七十年代后期的美国。
Consequently, this paper is going to explore the pricing of interest rate futures.
本文就是在这样的背景下研究了利率期货的定价问题。
Traders can trade away the underlying interest rate risks by hedging in the interest rate futures market.
债券交易商可以在利率期货市场上(interest rate futures market)通过对冲(hedging)规避利率风险。
Then, the pricing formula of interest rate futures will be deduced by analyzing both cost of carry models and interest rate term structure models.
然后分别用持有成本模型和利率期限结构模型推导出了利率期货的定价公式。
Together with correlation between interest rate futures and exchange rate, it is very likely to produce hedge positions for hedge commodities such as futures.
加上利率期货之间和汇率的相关性，这是非常有可能产生诸如商品期货套期保值对冲头寸。
With the rapid progress of China marketization of interest rate, the interest rate risks emerge gradually, and the promotion of interest rate futures is going with the tide.
随着中国利率市场化的推进，利率风险日益显现，推出利率期货是大势所趋。
NYSE Liffe, a new futures exchange owned by NYSE Euronext, has said that it will launch interest-rate futures contracts in the third quarter.
纽约泛欧交易所集团(NYSEEuronext)旗下的新期货交易所nyse Liffe已宣布将于第三季度推出利率期货合约。
The futures market is pricing in another interest rate increase in March to 11.75%, and is betting on a further increase to 13% by the end of this year.
而期货市场上则普遍认为，在3月，银行利率将会涨到11.75%，并且在年末达到13%。
For example, there's relation between interest rate and Eurodollar futures.
例如，有利率与欧洲美元期货的关系。
May also use futures to hedge out interest rate risk.
也可以利用期货进行套期保值了利率风险。
Futures contracts can also be referred to as a contract for differences. These can be futures on the London 100 index or any other index, as well as currency and interest rate swaps.
价差合约可以以任何期货产品为基础，例如伦敦金融时报100指数或任何其他指数，也只是货币和利率调差。
Futures contracts can also be referred to as a contract for differences. These can be futures on the London 100 index or any other index, as well as currency and interest rate swaps.
价差合约可以以任何期货产品为基础，例如伦敦金融时报100指数或任何其他指数，也只是货币和利率调差。
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