Recent content by eric3

More ... Well now I don't know if this whole idea is way off or if I just have my head in a knot but I am looking at the prices of the different contracts and not sure how this would work. Rough prices March 2009 99.04 March 2010 98.60 selling 4 March 2011 97.66 selling 4 March 2012 97.27...

I am a Forex guy wondering if you money market guys can help me figure out how to hedge the adjustable rate mortgage on my house (I assume with Eurodollar futures or maybe options) Mortgage Balance $1,000,000 Current Rate 5% Rate will adjust in April 2010 to 1 year Libor +2.75%. Currently 1...