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Discover how Eurodollar and Euribor futures impact returns in portfolio management

EurodollarEuriborFuturesEurodollar 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.

Download this white paper to learn:

  • Basic terms and conventions of futures contracts
  • Futures cash relationships
  • How to calculate futures total returns
  • How to determine the performance and attribution of a portfolio that includes futures

Complete the form to download our white paper: Eurodollar and Euribor® Futures in Fixed Income Portfolio Analysis.

Patrick Biddiscombe, CEO


Download the Eurodollar and Eurobor Options White Paper