Eurodollar Contracts Are Quoted Using

question 88

Multiple Choice

Eurodollar contracts are quoted using:

• A)an index price which is 100 minus the yield on a bank discount basis.
• B)an index price which is 100 minus the yield on a ten-year U.S.treasuries.
• C)interest rate derived from one-month federal funds futures.
• D)interest rate derived from three-month U.S.T-bill futures.
• E)interest rate derived from one-year U.S.T-bond futures.