00:01:54
Unaccredited
Rising Rates and Treasury Futures Webinar
- 54 mins 18 secs
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.
Channel:
CME Group
People:
Blu Putnam, David Gibbs, Erik Norland
Companies: CME Group
Topics: Federal Reserve, U.S. Treasury, Yields,
Companies: CME Group
Topics: Federal Reserve, U.S. Treasury, Yields,
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