The interest rate futures originates in the United States in the 1970s.
利率期货产生于二十世纪七十年代后期的美国。
Consequently, this paper is going to explore the pricing of interest rate futures.
本文就是在这样的背景下研究了利率期货的定价问题。
Traders can trade away the underlying interest rate risks by hedging in the interest rate futures market.
债券交易商可以在利率期货市场上(interestrate futures market)通过对冲(hedging)规避利率风险。
NYSE Liffe, a new futures exchange owned by NYSE Euronext, has said that it will launch interest-rate futures contracts in the third quarter.
纽约泛欧交易所集团(NYSEEuronext)旗下的新期货交易所nyse Liffe已宣布将于第三季度推出利率期货合约。
Then, the pricing formula of interest rate futures will be deduced by analyzing both cost of carry models and interest rate term structure models.
然后分别用持有成本模型和利率期限结构模型推导出了利率期货的定价公式。
Together with correlation between interest rate futures and exchange rate, it is very likely to produce hedge positions for hedge commodities such as futures.
加上利率期货之间和汇率的相关性，这是非常有可能产生诸如商品期货套期保值对冲头寸。
With the rapid progress of China marketization of interest rate, the interest rate risks emerge gradually, and the promotion of interest rate futures is going with the tide.
随着中国利率市场化的推进，利率风险日益显现，推出利率期货是大势所趋。
Futures markets expect the central bank to raise its target federal-funds lending rate to 0.5% by its November meeting, if not sooner, from current near-zero levels.
期货市场预计美联储最晚将在11月会议之前把联邦基金目标贷款利率从当前近乎为零的水平提高至0.5%。
Futures traded on the CME Group Inc. exchange showed a 37.6 percent likelihood yesterday that the benchmark lending rate will be raised in April 2011.
芝加哥交易所集团期货交易昨天显示，(CME GroupInc .)基准贷款利率(the benchmark lendingrate)将在2011年4月提升得可能性为37.6%。
Futures markets are pricing in high odds of a federal-funds rate of 0.5% by November, up from near zero now.
期货市场以很高的概率预期，到今年11月份，联邦基金利率将从当前接近于零的水平提升到0.5%。
For example, there's relation between interest rate and Eurodollar futures.
例如，有利率与欧洲美元期货的关系。
The children of the wealthy and the upper middle class are prepared for their futures in private schools or first-rate public systems in wealthy suburbs.
富人和上层中产阶级的孩子在私立学校或是一流的富裕郊外的公共系统中筹备他们的未来。
When trading currency futures, traders have one margin rate for "day" trades and another for "overnight" positions.
在进行期货交易时，交易者有一不同的曰间交易保证金与隔夜交易保证金。
Despite all these measures, market opinion remained overwhelming that the long-awaited rate rise would at last arrive, with the Fed Funds futures market putting the chances at 76 per cent.
尽管有所有这些指标，但压倒性的市场观点依然是，期待已久的加息终将来临，联邦基金利率期货市场走势显示，美联储加息几率为76%。
The price of federal-funds futures suggests little chance of a rate cut from the federal Reserve this year.
联邦基金期货的价格则使联邦储蓄今年的利率下调变得几乎不可能。
The next meeting of the Federal Reserve's rate-setting committee falls on Halloween, and judging by the price of Fed futures, financial markets expect a treat.
美联储下一次调整利率的会议将在万圣节落下帷幕。会议也会商定国债期货的价格。金融市场期望能够得到好的消息。
Fed fund futures traders even began to bet on Fed rate hikes as soon as this autumn.
美联储基金期货交易者甚至开始打赌秋天美联储即会加息。
Global product suite with 41 futures and 31 options on 19 currencies, plus 19 cross-rate foreign exchange products that are non-U.
全球的产品组合，包括基于19种货币的41种期货和31种期权，另外还有19种非美元交叉外汇货币对。
Sixthly, volatility and return rate is positive correlation in our country's futures market, the greater risk, the higher return that investors demand.
我国期货市场的波动性与收益率显著正相关(即风险价值大于零)，风险越大，投资者所要求的收益率就越高。
International copper prices fluctuate greatly. In this context, the study of China's copper futures yield rate volatility has important practical significance.
在此背景下，研究我国铜期货收益率的波动性具有重要的现实意义。
Foreign Forward, foreign Swap and foreign Futures are the most popular financial instruments of managing foreign exchange rate risk.
目前国际上流行的汇率对冲工具有外汇远期合同、掉期和外汇期货。
Futures contracts can also be referred to as a contract for differences. These can be futures on the London 100 index or any other index, as well as currency and interest rate swaps.
价差合约可以以任何期货产品为基础，例如伦敦金融时报100指数或任何其他指数，也只是货币和利率调差。
Futures contracts can also be referred to as a contract for differences. These can be futures on the London 100 index or any other index, as well as currency and interest rate swaps.
价差合约可以以任何期货产品为基础，例如伦敦金融时报100指数或任何其他指数，也只是货币和利率调差。
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