Webinar: U.S. Treasury Futures - Foundations

8 Jan 2018
By CME Group
Topics: Interest Rates

Go inside today’s most liquid Interest Rate futures markets with our five-part webinar series.

Part one focuses on the foundations of trading U.S. Treasury futures in various maturities along the U.S. Treasury yield curve.

What you will learn:

Delivery process – why it is important
Defining the terms – basis, net basis, carry, cheapest to deliver (CTD)
Measuring risk
Simple hedge ratios

View Slides

About CME Group

As the world's leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. Comprised of four exchanges - CME, CBOT, NYMEX and COMEX - we offer the widest range of global benchmark products across all major asset classes, helping businesses everywhere mitigate the myriad of risks they face in today's uncertain global economy.

CME Group on Twitter

CME Group on Facebook

CME Group on LinkedIn

Send Us Feedback

Who We Are

CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.