Webinar – Topics in Treasury futures and options

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.     

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In this webinar, Dave Lerman, Director of Education at CME Group, discusses:  

  • 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