Foundational Principles Webinar Series

CME Institute presents three new interactive webinars covering the foundational principles of Equity Index futures, Short Term Interest Rate (STIRs) futures, and Foreign Exchange (FX) futures. Join David Gibbs, Director of Education at CME Group, as he leads these virtual discussions.

In part one of the series, David will discuss:

• What is equity indexing and why are equity index benchmarks important?
• The pricing mechanics of equity index futures
• A brief review of the Capital Asset Pricing Model (CAPM)
• A case study on simple beta replication using equity index futures

In part two of the series, you will learn about:

• The foundational elements of STIRs futures at CME Group
• STIRs pricing conventions
• The definition and explanation of underlying products and/or markets
• The Fed Funds, UST Repo, LIBOR, and SONIA
• Final settlement valuation

In part three of the series, David will discuss:

• Pricing and financial carry
• Basis, contract specifications, and quotation conventions
• Exchange rate pricing theories
• The differences and similarities of ETDs

Register for one or more webinars by completing the form. Further instructions on how to join will be provided upon registration.