non-synthetic futures and option strategies

eurodollar futures rise amid treasurys rally

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(11:29 et) june 2012 eurodollar futures price in a rate 43.7 basis points above that for june 2011, down from 45.2 friday as fixed-income instruments rise amid a flight-to-safety bid. the narrower 1-year calendar spread reflects the view that short-term rates will rise at a slower pace.