2020 Event Dates Coming Soon

CME Institute LIVE

Did you miss our workshop? Access presentations from the 2019 event through the form below.

Financial futures and the institutional trader’s toolbox

Today’s European money managers must be on the lookout for new ways to generate alpha in low-return environments, while nimbly navigating hairpin market turns from a 24-hour world news cycle. Uncleared Margin Rules have many institutions looking for ways to negate higher costs, such as switching to listed FX options. Portfolio managers must manage a slew of risks and new technologies while seeking greater cost efficiencies in ever-more-regulated, capital-constrained markets. To be successful requires a deep and comprehensive toolbox of the right tools, innovative strategies and a forward-thinking mind ready to learn.

This workshop provides a deep dive into how you can achieve just that using CME Group’s benchmark interest rate, equity index and FX derivatives products. Discover new ways to reduce existing and new margin requirements from Uncleared Margin Rules while freeing up credit lines, increasing cost efficiencies and maximizing your risk/return.

Who should attend?

Investment and research professionals at asset managers, pensions, insurance firms, and banks.

What you’ll learn

The CME Institute Live event will provide you with practical applications of exchange-traded derivatives (ETD) as effective trading and risk management tools. You also will learn how to analyze the price of futures versus cash markets, and how to evaluate ETDs as an effective tool for your portfolio.

Interest Rate Workshop

  • Deconstructing pricing between US Treasury futures and Treasury cash securities
  • Determining proper hedge ratios for individual securities and portfolios using UST futures
  • Constructing inter-commodity spreads (ICS) in UST futures to manage/trade yield curve risk
  • Analyzing Eurodollar futures convexity bias to the Interest Rate swaps market
  • Evaluating and selecting shorter maturity ICS to trade or manage credit exposure

Equity Index Workshop

  • Comparing Equity Index futures vs equivalent ETFs and swaps in total cost analysis and relative value terms
  • Measuring the capital needed for futures vs other equity index beta replication products
  • Executing cash equitization, portable alpha, and sector rotation strategies with futures

FX Futures Workshop

  • Calculating the fair value of an FX futures contract
  • Applying FX futures as an overlay for exchange rate risk
  • Analyzing FX futures correlation to other asset classes
  • How capital usage differs for ETD and OTC under Uncleared Margin Rules (UMR)

Course credit

This program has been approved by GARP and qualifies for 12 GARP CPD credit hours. If you are a Certified FRM or ERP, please record this activity in your credit tracker at http://www.garp.org/cpd.

Access presentations from CME Institute Live

To download presentations from the 2019 event, fill out the form below.