利率期货

利率期货（IRF）是众多金融期货形式中的一种，套期保值是利率期货最基本的市场功能。

Interest rate futures is one kind of many financial futures forms .

短期利率期货的定价与价差分析

On Price and Basis of Short Term Interest Rate Futures

从利率期货价格看出，市场认定美联储（fed）在明年1月底前至少降息一次。

Interest rate futures markets are now pricing in as a certainty that the US Federal Reserve will make at least one cut in rates by January .

这是因为，liffe的欧洲同业拆借利率期货和期权、或是芝加哥商品交易所（chicagomercantileexchange）的欧洲美元期货等金融产品，是利润的来源。

This is because financial products such as Euribor futures and options on LIFFE or Eurodollar Futures at the Chicago Mercantile Exchange are where the money is .

迈克尔•雅各布（MichaelJacobs）是MetTraders的独立自营交易员，在短期利率期货市场每天的交易额动辄成百上千万欧元。他表示，上周四是今年最繁忙的日子之一。

Michael Jacobs , an independent proprietary trader who trades millions of euros a day in short-term interest rate futures for his company Met Traders , said Thursday was one of the busiest days of the year .

利率期货在商业银行经营管理中的应用研究

An Application Study of Interest Rate Futures in Commercial Bank Operation and Management

利率期货的狭义定义指对于利率敏感的金融工具的期货合约。

The narrower term interest-rate futures refer to specific contracts for interest-sensitive financial instrument .

无论是理论还是实践经验都表明，利率期货交易能够有效提高现货市场的价格发现效率。

The conclusion is that the interest rate futures can improve the price discovery efficiency .

高承载率车优先行驶控制利率期货的最主要承载体是国债期货。

High-Occupancy Vehicle Priority Contro To some extend , treasury bond futures is the interest rate futures .

首先，从金融学角度介绍了利率期货的发展历史、功能和作用等。

First of all , this dissertation introduces the history and functions of IRFs in view of finance .

在利率期货市场中是现金工具的收益差价。

In interest rate futures markets , it refers to the differential between the yield on a cash instrument .

台湾利率期货和现货价格收益率与溢出效应研究

The Study of Price Return and Spillover Effects between Interest Rate Futures Market and Spot Market in Taiwan of China

论我国国债期货市场的发展&从发达国家金融市场利率期货的发展经验谈起

The development of bonds futures in china based on the experience of Interest rate futures transaction in developed financial markets countries

我国在条件具备的情况下应逐步开展利率期货交易以满足企业规避利率风险的需要。

Our country should gradually develop interest rate futures trading in order to satisfy the needs of enterprise to circumvent interest rate risk .

负责监管利率期货和互换的美国商品期货交易委员会，则与20余家能源企业达成民事和解协议，和解金总额达3亿美元。

The CFTC , which regulates interest rate futures and swaps , reached civil settlements with more than 20 energy companies totalling $ 300m .

如果美国联邦基金利率期货市场值得信赖，那么过去一周，美联储在下周再次降息的几率无疑已经上升。

If the Fed funds futures market is to be believed , the chances of another cut in the Fed funds rate next week have increased decisively in the past week .

美国利率期货暗示，美联储在明年年中前加息25个基点的概率为58%，而在美联储公开市场委员会声明刚刚发布后，这一概率仅为48%。

US rate futures implied a 58 per cent chance that the Fed would raise its target by 25 basis points by the middle of next year compared with 48 per cent immediately after the FOMC statement .

期限结构理论是利率根据到期货期内如何有所差异的理论。

The theory of the term structure is the theory of how interest rates differ according to maturity or term .

引入一般均衡的思想得出的一般均衡定价模型认为股票指数波动和利率是影响期货价格的主要因素。

Thought of introducing of the theoty general equilibrium , we can obtain that stock index fluctuation and interest are main factors affecting futures prices .

并且在诸如股票、利率、股指期货等标的资产的交易市场中，人们往往希望知道标的资产未来价格的波动率，从而知道该资产的未来风险结构。

The volatility of the future prices of the underlying assets which can be stocks , interest , futures and so on , is a wonder . When one knows the volatility , risk structure of those assets is in hand .

基准短期利率和德国国债期货95%的交易，会在合并后的db/nyse进行。

Db / NYSE would , have ended up with 95 per cent of trading in benchmark short-term interest-rate and German government bond futures .

本文借助多变量DCC-（BV）GARCH模型，研究了国际汇率、利率变动对金属期货市场价格变动的影响。

This article chooses DCC - ( BV ) GARCH model to study the effect of the international exchange rates , interest rates on metals futures market price changes .

从事利率拆借和谷物期货交易。

Interest rate trading and Grain spreading .

在资产负债表外管理方面主要是使用金融衍生工具，运用的表外工具主要包括远期利率协议、利率期货、利率互换、利率期权等。

Manages the aspect outside the property debt table mainly is uses the financial derivation tool , outside the utilization table the tool mainly includes the forward interest rate agreement , the interest rate stock , the interest rate exchange , the interest rate option and so on .

发达国家的经验表明，利率市场化要求利率期货作为利率风险管理的机制予以配合，因此，在推进中国利率市场化的进程中应研究推出利率期货交易的问题。

The experience of the developed market indicates that interest rate liberalization must be accompanied by interest rate futures market . It is therefore necessary to study when and how should interest rate future market be developed in China .

结果表明我国房地产企业利率风险高，利用利率期货进行套期保值能有效规避房地产企业利率风险。

The result shows that the interest rate risk of Chinese real estate enterprises is high , and using interest rate futures for hedging can effectively avoid interest rate risk of real estate enterprises .

这篇论文对远期利率协议、利率互换、利率期货、利率期权等金融衍生工具在利率风险控制中的运用做了初步的探讨。

The other is that , to control interest rate risks , the essay details the use of financial derivatives , such as FRA , interest swaps , interest future and interest options .

利率市场注意到了上述情况：联邦基金利率期货市场当前的走势显示，年底前美国联邦基金利率上升至0.5%或更高水平的几率为40%。一个月前这个几率为30%。

Rates markets took note : Fed Funds futures now imply a 40 per cent chance that the Fed Funds rate is raised to 0.5 per cent or higher by the end of this year , compared with a 30 per cent chance a month ago .

随着中国利率市场化的推进，利率风险日益显现，推出利率期货是大势所趋。

With the rapid progress of China ' marketization of interest rate , the interest rate risks emerge gradually , and the promotion of interest rate futures is going with the tide .

用于管理利率风险的金融衍生工具主要有：远期利率协议、利率期货、利率互换与利率期权。

These financial derivatives are : Forward Rate Agreements , Interest Rate Futures , Interest Rate Swaps , and Interest Rate Options .