Return to Figure. Suppose the LIBOR rate when the first listed Eurodollar contract matures in January is
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Return to Figure. Suppose the LIBOR rate when the first listed Eurodollar contract matures in January is .40%. What will be the profit or loss to each side of the Eurodollarcontract?
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Contract Open Settle C interest Eurodollar(CME)-SI ,000,000, pts of 100% Jan 997350 99.7425 A 99.7350 99.7400 0025 123,985 March 99.6500 99.6600 99.6300 99.6550 0100 1,164,093 June 99.3100 99.3850 9.3000 99.3750 0550 849,109 Dec 98.4500 98.5900 98.4300 98.5800 1100 724,119
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