Many institutions are considering the merits of using weighted Eurodollar futures strips to create the near-equivalent of IRS risk exposures. With this in mind, CME Group now offers a "Eurodollar Futures E-quivalents Tool" on our website, which may be used to facilitate construction of a weighted Eurodollar futures strip that may nearly parallel the risk exposure of IRS instruments.
Disclaimer: This information was obtained from sources believed to be reliable, but we do not guarantee its accuracy. Neither the information nor any opinion expressed therein constitutes a solicitation of the purchase or sale of any futures or options contracts.
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