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The quoted Eurodollar futures price for Dec 2020 is at 99.25. If you were long 39contracts and suppose the actual Libor rate at expiry in
The quoted Eurodollar futures price for Dec 2020 is at 99.25. If you were long 39contracts and suppose the actual Libor rate at expiry in Dec 2020 was 1.5%, a)How much money could you win or lose?
b) Was this strategy bullish or bearish? Was your view on interest rates bullish or bearish?
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