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Strategies & Market Trends : John Pitera's Market Laboratory
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To: Mark Adams who wrote (6208)5/29/2002 10:35:32 AM
From: Jon Koplik  Read Replies (2) of 33421
 
Chicago Merc. Eurodollar futures math :

The Chicago Merc. created their price system to make things simple.

Take a Eurodollar futures price and subtract it from 100 to get the yield for a 91-day Eurodollar CD.

So ... 95.86 means 4.14% yield

96.00 means 4.00% yield.

Jon.
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