Interest Rate Futures

This Issue in United States

Concept of Interest Rate Futures in Futures Trading

In this context of financial law, the following is a definition of Interest Rate Futures: Futures contracts traded on fixed income securities such as U.S. Treasury issues, or based on the levels of specified interest rates such as LIBOR (London Interbank Offered Rate). Currency is excluded from this category, even though interest rates are a factor in currency values.

Interest Rate Futures

Concept of Interest Rate Futures in the context of derivatives contract, by the International Swaps and Derivatives Association (ISDA): A futures contract for securities and deposits whose prices are determined by interest rates.

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See Also

• Derivatives Contract