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Free White Paper:
Interest Rate Future

Free White Paper: Interest Rate Future

ipad_template_ID15468_Interest Rate Futures White Paper_FY20

An interest rate future is a future contract with an underlying instrument that pays interest; a contract between the buyer and seller agreeing to the future delivery of any interest-bearing asset. The interest rate future allows the buyer and seller to lock in the price of the interest-bearing asset for a future date. To differentiate from other fixed-income futures such as a bond future, the underlying assets for an interest rate future must be a particular interest rate. An interest rate future is actively used to hedge against future interest rate movement, i.e., so-called interest rate market risk.

Due to the varying features of the underlying interest rates, the way to calculate the price and quote the interest rate future varies.

Download Interest Rate Future for a deep dive into the products that are covered by FactSet such as iBOR linked futures, Cash Rate futures, Fed Fund futures, Brazilian futures, and more.

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