If nominal Interest Rates go negative, how will STIR futures price work?

Discussion in 'Financial Futures' started by running_bare, Feb 27, 2013.

  1. ...given the futures price convention is 100 less implied interest rates?
  2. There was a new guy in the GE pit trading IFs above 100. We should ask him but I think he killed himself.
  3. figuratively? or literally?
  4. 1) Something like "that". :cool:
    2) The eurodollars and fed funds have listed strike prices above 100. :eek:
  5. benwm


    Look as Euroswiss - some contracts traded above 100.50 a few months ago...