ACI

3I0-012 · Question #108

A Eurodollar futures price of 99.685 implies:

The correct answer is B. A forward-forward rate of 0.315%. See the full explanation below for the reasoning.

Question

A Eurodollar futures price of 99.685 implies:

Options

AA forward-forward rate of 0.685%
BA forward-forward rate of 0.315%
CCurrent 3-month LIBOR of 0.6850%
DCurrent 3-month LIBOR of 0.3150%

How the community answered

(47 responses)

A
15% (7)
B
74% (35)
C
9% (4)
D
2% (1)

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