SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends : John Pitera's Market Laboratory -- Ignore unavailable to you. Want to Upgrade?


To: Mark Adams who wrote (6208)5/29/2002 10:35:32 AM
From: Jon Koplik  Read Replies (2) | Respond to 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.