问题
单项选择题
An analyst does research about Eurodollar futures. Which of the following statements is NOT accurate（）
A. Prices are quotedas 100 minus the rate priced into the contract.
B. The official Eurodollar rate is compiled by the British Bankers Association.
C. Contracts are paid off based on Euribor on a given day.
答案
参考答案：C
解析：
欧洲美元期货基于90日伦敦银行同业拆借利率(London Interbank Offer Rate，简称LIBOR)，是在美国以外的国家制定的美元资产的短期借贷利率，该利率由英国银行家协会(British Bankers Association，简称BBA)制定，标价方式为100-LIBOR，即百分比年化利率。在题目中，欧洲美元期货合约是基于LIBOR，而不是欧洲银行间同业拆借利率(Euribor)。