Interest Rate Futures stories:
RATE FUTURES REPORT: Bernanke Inspires Rally Across The Curve
Nov 16th, 2009 - Wall Street Journal
CHICAGO (Dow Jones)--Prices climbed Monday for short- and long-term U.S. interest rate futures as comments from the nation's top central banker convinced traders that the Federal Reserve intends to keep rates low for a long time.
RATE FUTURES REPORT: Market Follows Fed Lead On Low Rates
Nov 10th, 2009 - Wall Street Journal
CHICAGO (Dow Jones)--A trio of Federal Reserve policy makers provided in public comments Tuesday sufficient cause for traders of U.S. interest rate futures to continue pricing in low short-term rates next year.
RATE FUTURES REPORT: Hedging Bets If Fed Signals Big Change
Nov 3rd, 2009 - Wall Street Journal
CHICAGO (Dow Jones)--Short-term U.S. interest rate futures markets reflect expectations that the Federal Reserve won't dramatically alter its near-zero interest-rate policy on Wednesday. However...
RATE FUTURES REPORT: Signals From Fed Triggers Sell-Off
Sep 29th, 2009 - Wall Street Journal
CHICAGO (Dow Jones)--Prices for short-term U.S. interest rate futures fell Tuesday as a second member of the Federal Reserve indicated that increases in the federal-funds rate might come before the need is obvious...
RATE FUTURES REPORT: Market Gears Up For FOMC, Tracks Stocks
Sep 21st, 2009 - Wall Street Journal
CHICAGO (Dow Jones)--U.S. interest rate futures tracked the movements of an indecisive stock market on Monday, with long-term Treasury futures prices settling a little lower.
Interest Rate Futures videos from YouTube:
7:1461. Why Markets Move Ahead of Interest Rate Announcements
www.informedtrades.com A lesson on how markets and traders anticipate interest rate changes for stock, futures and forex traders. Link to FOMC Rate Announcement: www.federalreserve.gov In ...
2:52NSE starts interest rate futures trading on a positive note
The National Stock Exchange on Monday added another first to the Indian markets with the launch of interest rate futures (IRF) - a tool that will allow players to manage their interest rate risk.
7:11Why a futures price differs from a forward price
Why would the prices differ? The key difference is the daily settlement of the futures contract. The investor in a futures contract must maintain a margin account. The key issue is the correlation between the spot price and the interest rate ...
8:21Interest rate parity (IRP)
Interest rate parity gives us a theoretical link between the spot currency exchange rate and the forward currency exchange rate (it is a flavor of the cost of carry model).
