U.S. Treasury Futures: Risk Management Webinar

We look forward to you joining us for a CME Institute webinar on how to manage risk using U.S. Treasury Futures.

Led by David Gibbs, Director of Education at CME Group, this interactive webinar will review how to use CME Group analytics tools to roughly calculate the change in a U.S. Treasury futures contract based on a change in yield of the underlying U.S. Treasury on-the-run (OTR) security. David will also show how to use QuikStrike tools to arrive at an equivalent options strike price for possible use in a trading strategy or overlay based on the new UST futures price. He will then discuss options strategies during an adverse price move.

Tools used in the demonstration will include Treasury Analytics, Open Interest Heat Map, and the Options Calculator ‒ all powered by QuikStrike. As this workshop requires a knowledge of Treasury futures pricing, participants are encouraged to review parts two and three of the U.S. Treasuries Webinar Series.

Register for the webinar by completing the form. Further instructions on how to join will be provided upon registration.

If you have any questions, please email events@cmegroup.com.