Webinar – Topics in Treasury futures and options

Coming soon: Webinar – Topics in Treasury futures and options

Pre- and post-election results have created volatility in the marketplace. Interest rates, especially Treasuries, have had a remarkable shift. The 10-year note has moved from 60 bps to over 90 bps and rates on 30-year bonds have increased significantly too ‒ creating a steepening of the Treasury yield curve. Join Dave Lerman, Director of Education at CME Group, for a 30- to 40-minute webinar discussing:

  • Some of the nuances of Treasury futures and options, such as contract size and tick values
  • Implied volatility studies of the Treasury options
  • Options and liquidity using QuikStrike and CME Direct
  • Strategies for rising and falling rates
  • Strategies for shifts in the yield curve          

Webinar Details

Time Available:
12 a.m. CT
(6 a.m. GMT / 2 p.m. SGT)

Date Available:
December 17, 2020