Eurodollar and Euribor® futures contracts are used extensively for asset and liability management and for speculation by traders, portfolio managers, and securities dealers.
This white paper, Eurodollar and Euribor® Futures in Fixed Income Portfolio Analysis, focuses on the use of Eurodollar futures and how FactSet accounts for such contracts in the analysis and attribution of portfolio total returns. FactSet’s analytics and fixed income attribution model are used to highlight how the futures impact portfolio characteristics and total returns in the context of portfolio management.
Complete the form to download our white paper: Eurodollar and Euribor® Futures in Fixed Income Portfolio Analysis.