This note will expound on the settlement calculation of outright futures, applicable to both €STR and RFR futures, through using €STR for examples.
European Overnight Index futures homepage
Return to the European Overnight Index futures homepage for more information regarding contract specs, educational resources, and more.
All examples in this report are hypothetical interpretations of situations and are used for explanation purposes only. The views in this report reflect solely those of the author and not necessarily those of CME Group or its affiliated institutions. This report and the information herein should not be considered investment advice or the results of actual market experience.