F FrankCFA New member Joined Jun 18, 2026 Messages 0 Reaction score 0 Jun 1, 2014 #1 If interest rate goes up (vs. contract price), 1) long FRA - win 2) long Eurodollar futures - lose. Not sure my understanding is correct or not…
If interest rate goes up (vs. contract price), 1) long FRA - win 2) long Eurodollar futures - lose. Not sure my understanding is correct or not…
S spaghettios New member Joined Jun 18, 2026 Messages 0 Reaction score 0 Jun 1, 2014 #2 correct. short term interest rate futures are priced 100-rate