英[ˈintrist reit ˈfju:tʃəz] 美[ˈɪntrɪst ret ˈfjutʃɚz] 释义 利率期货 实用场景例句 全部 The narrower term interest - rate futures refer to specific contracts for interest - sensitive financial instrument. 利率期货的狭义定义指对于利率敏感的金融工具的期货合约. ...
treasury bills futures contract/ Eurodollar futures contract/ federal funds futures contract: 一般来说这些期货的underlying interest rate都是short-term tresury bond futures, treasury notes futures, municipal note index:这些期货的underlying interest rate是long-term 而这些期货合同分别可以用来作对冲(hedge), ...
三、利率期货 (Interest Rate Futures) 利率期货是ㄧ种以债票利率为标的物之标准化衍生性金融商品契约,可以规避利率波动引起的债票价格变动风险。 投资人可以透过交易所撮合以一定的价格(利率),于未来特定时点,买卖一定数量的利率期货契约。 全球市场交易最热络之利率期货为,以3个月期银行同业拆借利率为标的物之短期...
interest rate futures利率期货 call option on interest rate swap futures利率交换期货买权 指买方可在契约到期前,执行收取固定利息及支付浮动利息的利率交换期货,而卖方有执行收取浮动利息且支付固定利息的利率交换期货的义务。 参见:put option on interest ...
futures是交易所的产品,类似买卖股票那种,低买高卖,所以没有3个节点。 FRAs(远期利率协议)和利率期货(interest rate futures)是衍生金融工具,用于管理利率风险和进行利率套利。虽然它们在某些方面有相似之处,但也存在一些重要区别。 FRAs和利率期货的区别主要在于以下几个方面: 合约类型:FRAs是远期协议,由交易双方约定...
所谓利率期货(interest rate futures)是指以债券类证券为标的物的期货合约, 它可以回避银行利率波动所引起的证券价格变动的风险。利率期货的种类繁多,分类方法也有多种。通常,按照合约标的的期限, 利率期货可分为短期利率期货和长期利率期货两大类。利率期货交割一般有实物交割和现金交割两种方式。
Interest rate derivatives-利率衍生品 Interest rate futures are similar in effect to FRAs, except that the terms, amounts and periods are standardised. The futures’ price fluctuating comply with the following logic: • A rise in interest rates reduces futures prices. ...
Interest rate futures are a financial derivative contract where the underlying asset is an interest-bearing instrument, typically a government bond. When volatility strikes the bond markets, traders turn to interest rate futures to hedge risks or speculate on where interest rates will head. An inte...
百度试题 题目18.利率期货( interest rate futures 相关知识点: 试题来源: 解析反馈 收藏
This chapter examines how interest rate futures can be used for either hedging the value of fixed income assets, or to 'lock in' future borrowing or lending rates. It shows how interest rate futures contracts allow investors to hedge spot positions in cash market assets, such as T‐bills, ...