Note and Bond Futures - OnlineThis course expands on the introductory information provided in Derivative Instruments to present a more in–depth look at forwards and futures. It explores the definitions, pricing and applications of the different types of contracts. This course replicates the content from lesson 4 of Forwards and Futures - Online This is an asynchronous eLearning course that can be accessed 24/7 from any internet enabled computer. Subscription period for this course is 90 days. |
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| Available Today | Online | USD$60.00 |  | | |
Instructional Method:
Self-Study
|  | | | Level: Intermediate |  | | | CPE Credits:
 1 |  |
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| Traders, sales professionals, back office professionals, financial analysts, cash/money managers, auditors, compliance professionals, financial and bank officers, accountants and regulators. |
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Students will be able to:- Identify the standard elements of note and bond futures.
- Define the function of the conversion factor.
- Describe how the cash and carry process determines bond futures pricing.
- Recognize the methods for identifying Cheapest To Deliver bonds.
- Identify the two measures of bond risk as they're related to hedging.
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| Derivative Instruments or equivalent level of knowledge |
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Note and Bond Futures- Contract specifications
- Conversion factors and cheapest to deliver
- Invoice amount and accrued interest
- Pricing: cash and carry
- Finding the cheapest to deliver
- Hedging with bond and note futures
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