July 30: Market Risk - A New Way to Hedge Interest Rate Spreads and Fed Policy Further Out the Yield Curve
Location: Chicago
Author:
Date: Wednesday, July 30, 2008
In a further expansion of its short-term interest rate product offerings, CME Group yesterday announced plans to offer 3-month Overnight Index Swaps (OIS) futures and options on futures. Because the OIS futures contract will cover the same time period as a Eurodollar future, the contract will provide market participants with a direct and efficient way to trade the spread between 3-month LIBOR and 3-month overnight financing costs.
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