Rising Rates and Treasury Futures Webinar

Rising Rates and Treasury Futures Webinar

June 24, 2022
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54 mins 18 secs

Video Info

CME Group’s Bluford Putnam, David Gibbs and Erik Norland lead a lively discussion on the Fed’s latest statement, modifications to the U.S. Treasury debt issuance, and the pricing of physically settled U.S. Treasury futures, comparisons to the Cheapest to Deliver (CTD) securities, and how recent increases in the U.S. Treasury yields have affected modified duration and CTDs.