网络利率期货市场上 网络释义 1. 利率期货市场上 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。前面的表格是一个债券投资回 … edu.sina.com.cn|基于 1 个网页 例句
Summary This chapter considers the futures markets, which standardize the concept of forward products in order to enable more investors to participate and increase trading volume. Trading a forward instrument entails buying or selling the underlying asset at a fixed date in the future at an ...
interest rate futures 利率期货相关短语 last trading day (期货市场用语) 最后交割通知日 nearbys (指距交收月份最近的期货合约) 近期货 organized market (指证券股票商品期货金银等交易所) 组织化市场 pay down (分期付款购货) 先支付部分贷款 standard (外汇或货币市场报价的标准到期日) 标准期 be put in st...
也可以这样看,根据合同buyer会收到3-month interest rate of 5.42%,但是在settlement那天interest rate下降了只有5%,所以seller要以现金的形式补偿给buyer对于下降的0.42% interest rate。 或者又比如我们可以看看如何用Eurodollar Futures来对冲风险:比如说market participant认为未来六个月的borrowing cost会升高。他想要...
Profit on the futures market: (0.9606 – 0.9478) × D500,000 × 3 /12 × 90 144,000 Net receipt 515,250 Effective annual interest rate 515,250/27,000,000 × 12/5 4.58% Comment The two calculations should give the same effective annual interest rate. A...
This seems to reject the hypothesis that interest rate futures market is efficient. However, after careful analysis, it is deemed that the EMH cannot be rejected based on the empirical results obtained from the price data which are at least a few hours after the announcements. It is also ...
百度试题 题目Interest rate risk is most commonly associated with: A. futures market. B. fixed income instruments. C. equity market. D. commodity market.相关知识点: 试题来源: 解析 B 略 反馈 收藏
The price of T-bill futures contracts is calculated differently from Treasury bonds: the annualized futures rate is subtracted from 100, which is the interest rate for the Treasury bills. So a futures price of 98 means that the Treasury bills are trading in the futures market at a 2% ...
第五章利率期货(InterestRateFutures)Thetrader’slament:Buyandyou’llbesorryHoldandyouwillworrySellandyou’llberegretDonothingandyou’llfret.第一节利率工具（一）货币市场工具在货币市场上交易的金融产品多是短期证券，在货币市场上交易的金融产品多是短期证券，一般期限在一年以内。般期限在一年以内。超过一年的产品...
5.InterestRatesFutures ▪Summary ➢AssetPricesDependontheInterestRates➢SpotRatesandForwardRates➢HowtoDeterminethePriceoftheInterest RateFutures➢HowtoHedgeInterestRateRisk SpotRates ▪Interestratesonzero-couponbonds▪Then-yearspotrateistheinterestrateon ann-yearinvestmentofthezero-couponbond▪No...