Webinar: Treasury Futures Foundational Concepts
In this Treasury futures webinar, you will learn about the conversion factor invoicing system to determine relative value between the deliverable securities.
The webinar will also focus on:
- Basis: the price difference between cash and futures
- Carry: positive and negative, impact on pricing
- Repo – its part in cost of carry
- Calculations of CTD, as well as its importance
- Measuring risk