Swaps as Eurodollar Futures Positions
{"Image DocumentName": "Swaps as Eurodollar Futures Positions", "Image ImageDescription": "With the index at 94.5, the contract price on one Eurodollar futures contract is  972,500: The next slide shows the cash flows at the expiration dates from closing the 10 short Eurodollar contracts at the same assumed LIBOR used in the previous swap example, with the Eurodollar settlement index being 100 \u2212 LIBOR.", "Image XResolution": "37", "Image YResolution": "37", "Image ResolutionUnit": "Pixels/Centimeter", "Image Software": "SlidePlayer", "Image YCbCrPositioning": "Centered"}