欧洲美元期货

Eurodollar 是存放在美国境外银行的美元存款，其短端利率历史上与 LIBOR 接近。

Eurodollar futures 是以（通常为 3 个月）Eurodollar 利率为标的的利率期货合约，常用于对冲/交易短端利率风险。报价惯例常写作 $\text{Price}=100-\text{Rate}$（不同市场细节略有差异）。

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英文解析

A Eurodollar is a dollar deposit in a bank outside the United States. The Eurodollar rate is the interest rate earned on Eurodollars deposited by one bank with another bank (and is very close to LIBOR for short term maturities).

A Eurodollar futures contract is a futures contract on a Eurodollar rate, and deliveries are for up to ten years in the future.

For example, a three- month Eurodollar futures contract is a futures contract on the three month (90- day) Eurodollar rate. The start date is the third Wednesday of the delivery month (March, June, September, December).