Topic 6 STIR futures
What I have decided to do for this topic is concentrate on US Eurodollar futures:
• overview/history
• ICE Libor mechanism
• types of trader
• cash settlement/delivery process
• basis point value + P+L calcs
• Eurodollar spread trades/yield curve trades
• strips/packs and bundles
Plus, some overview of fundamentals and movement of IR
Links for reading/watching:
https://www.global-rates.com/en/interest-rates/libor/american-dollar/usd-libor-interest-rate-3-months.aspx
https://www.cmegroup.com/education/courses/introduction-to-eurodollars/what-is-libor-what-is-eurodollar.html