Assume the variation margin Goldman Sachs imposes on your Eurodollar contract is $1000. How much would...

Assume the variation margin Goldman Sachs imposes on your Eurodollar contract is $1000. How much would the implied Eurodollar rate (on an annual basis) need to change in basis points for you to receive a margin call if the call happens AT $1000? Round to the nearest basis point.

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Rahul Sunny answered 1 week ago

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