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STIR Futures: Trading Euribor and Eurodollar futures by Stephen Aikin

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Appendices

The Appendices contain the following data:

  • A list of STIR futures contracts listed around the world
  • Contract specifications for Eurodollar, Euribor, Short Sterling and Euroswiss STIR futures
  • Links to the main futures exchanges
  • Links to selected clearing members
  • A list and links directive of independent software vendors (ISV)
  • Links to trading arcades
  • Graphs of policy rate changes (EUR, USD).

Data for the above can be also found at www.stirfutures.co.uk.

STIR Futures Contracts

A list of futures on short-term interest rates.

Table A.1 – Futures on short-term interest rates

Contract Specifications for ...

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