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 ?
Until then, corporate use of interest-rate futures is likely to be limited.
Since starting operations in 2010, Eris Exchange has executed and cleared through the CME a notional $35 billion of its standard interest-rate futures contract and a "flex" version that allows users to choose their transaction-entry date and coupon to a tenth of a basis point.
"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.
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.