Fixed Income: Benchmark duration and breakeven points
Join David Gibbs, Director of Education at CME Group, as he discusses fixed income benchmarks and portfolio breakeven.
In this webinar, you will learn:
- How risk is typically measured in bond portfolios
- The impact historical low yield has on benchmark durations
- How US Treasury futures can be used as a duration modifying tool
The information herein has been complied by CME Group for general informational and education purposes only and does not constitute trading advice or the solicitation of purchases or sale of futures, options, swaps, any other financial instrument, or financial service. The views in this video reflect solely those of the author or speaker and not necessarily those of CME Group or its affiliated institutions. All examples discussed are hypothetical situations, used for explanation purposes only, and should not be considered investment advice of the results of actual market experience. Although every attempt has been made to ensure the accuracy of the information herein, CME Group and its affiliates assume no responsibility for any errors or omissions. All data is sourced by CME Group unless otherwise stated. All matters pertaining to rules and specification herein are made subject to and are superseded by applicable CME Group rules. Current rules should be consulted in all cases concerning contract specifications.
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