@article {Bauman80, author = {Jeff Bauman and John Coleman and Rob Powell}, title = {Using Eurodollar Futures to Create Inexpensive, Synthetic Swaps That Qualify for Hedge-Accounting Treatment}, volume = {2001}, number = {1}, pages = {80--85}, year = {2001}, publisher = {Institutional Investor Journals Umbrella}, abstract = {Over-the-counter swaps are basically a retail market. The dealer community prices and hedges its LIBOR-based swaps off the eurodollar futures curve. A corporate treasurer can cut out the middleman and save money by using Eurodollar futures to replicate interest-rate swaps. This article provides 1) a primer on Eurodollar futures and 2) guidelines for hedging with Eurodollar futures in a manner that is compliant with FAS 133.}, URL = {https://guides.pm-research.com/content/2001/1/80}, eprint = {https://guides.pm-research.com/content/2001/1/80.full.pdf}, journal = {Special Issues} }