Rashid, Muhammad Mustafa (2020): Eurodollar Futures, LIBOR and the SFOR.
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Abstract
The Chicago Mercantile Exchange is a global derivatives market place. The CME group is an order driven exchange that facilitates the trading of forward, futures and options contract on numerous products within key asset classes such as agriculture/ energy/metals, equities, interest rates, and exchange rates. Hence a very popular US interest rate futures contract is the three-month Eurodollar futures traded on the CME. The article historical in nature explores the Eurodollar, LIBOR, and the Secured Overnight Financing Rate which is to be the LIBOR replacement in 2021.
| Item Type: | MPRA Paper |
|---|---|
| Original Title: | Eurodollar Futures, LIBOR and the SFOR |
| English Title: | Eurodollar Futures and LIBOR. |
| Language: | English |
| Keywords: | Eurodollar, LIBOR, Interest Rates, Financial Crises, Secured Overnight Financing Rate (SOFR). |
| Subjects: | E - Macroeconomics and Monetary Economics > E4 - Money and Interest Rates E - Macroeconomics and Monetary Economics > E5 - Monetary Policy, Central Banking, and the Supply of Money and Credit G - Financial Economics > G2 - Financial Institutions and Services > G21 - Banks ; Depository Institutions ; Micro Finance Institutions ; Mortgages N - Economic History > N1 - Macroeconomics and Monetary Economics ; Industrial Structure ; Growth ; Fluctuations N - Economic History > N1 - Macroeconomics and Monetary Economics ; Industrial Structure ; Growth ; Fluctuations > N14 - Europe: 1913- N - Economic History > N2 - Financial Markets and Institutions |
| Item ID: | 101760 |
| Depositing User: | Muhammad Rashid |
| Date Deposited: | 20 Jul 2020 14:27 |
| Last Modified: | 20 Jul 2020 14:27 |
| References: | Brealey Myers Allen, Principles of Corporate Finance 9th Edition, John C Hull, Options, Futures and Other Derivatives, 5th Edition Peter S Rose Milton H Marquis Money and Capital Markets, 10th Edition Rashid, Muhammad Mustafa (2019): A Survey of US and International Financial Regulation Architecture Rashid, Muhammad Mustafa (2019): International Financial Credit Crises; Lessons from Canada. Robert J Gordan, Macroeconomics, 11th Edition Rosen & Gayer, Public Finance, 10th Edition R. Glenn Hubbard, Money the Financial System and the Economy, 6th Edition Secure Overnight Financing Rate https://apps.newyorkfed.org/markets/autorates/SOFR |
| URI: | https://mpra.ub.uni-muenchen.de/id/eprint/101760 |
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