Interest Rate Futures (FRM Part 1 2023 – Book 3 – Chapter 9)

What I do not like about interest rate futures is that there is a dependant connection between the CTD and the IRF price. To determine the CTD I have to know the IRF price, to determine the IRF price I have to know the CTD. I cannot just estimate the whole thing with market parameters I have (like with option pricing for instance)

Any derivation of convexity adjustment for Eurodollar futures?

Sir why it is 91 days I think it should be 31+30+31 = 92 days
Pls guide

In the first eg we have taken 91/184 whys is it 184 ?? Does it mean 6 months from March 1st to september 1st ??

Thanks, the concepts got clear before exams