interest-rate futures

Related to interest-rate futures: Interest rate futures contract, Eurodollar futures

interest-rate futures

pl n
(Stock Exchange) financial futures based on projected movements of interest rates
References in periodicals archive ?
Furthermore, high-yield CDS indices are now modelled on the clearing practices in the interest-rate futures markets, enabling strategies that use CDS indices such as Union Bancaire Privee's Global High Yield strategy to benefit from a zero counterparty risk.
Financial markets also pushed out expectations of a first Fed rate hike by about six weeks, to July 2015, trading in interest-rate futures showed, while the MSCI Emerging Market index rose 0.
interest-rate futures boosted bets that the Federal Reserve will wait until 2015 before raising short-term borrowing costs.
Until then, corporate use of interest-rate futures is likely to be limited.
We're extremely pleased to be the first exchange to offer standardised clearing of Swedish interest-rate futures," says Erik Thedeen, President of NASDAQ OMX Stockholm.
The chances of a January interest rate cut from the Fed, as implied by prices on interest-rate futures contracts, moved down to 76pc from 84pc before the results were announced.
rate hike before the release of the jobs data, dealers said, based on the current trading level of interest-rate futures.
Dealers responded to the remarks by immediately marking down the price of interest-rate futures as they bet the Monetary Policy Committee would hold off from cutting rates again.
Scott, 1993, "Pricing Interest-Rate Futures Options with Futures-Style Margining", Journal of Futures Markets, 13:15-22
But government stock and short sterling interest-rate futures barely moved.
Gilt and interest-rate futures rose during the day, partly on a hunch that if the economy shows little sign of picking up in the next month or two interest rates might be cut again.