Education

The Newedge Research group offers a series of industry courses including:

Treasury Bond and Note Futures

This course focuses on proper hedging techniques and key relationships between the cash and futures Treasury markets, basis trading, option-adjusted durations and DV01s, and trade construction are covered.

Crash Course on Eurodollar Futures Basics

This course covers Eurodollar futures basics, futures/cash deposit relationships, present values, and zero coupon curves. It is complimentary if registered for the Advanced Eurodollar Futures educational program.

Advanced Eurodollar Futures

This course is an advanced user’s guide to pricing, hedging, and trading with Eurodollar futures. Topics include: the convexity bias, pricing and hedging swaps, and measuring and trading term TED spreads.

Options

Exchange Traded Options. This course is a unique mixture of option theory and practical application. It covers concepts of volatility, risk measurement, synthetic options, and structuring options trades.

The courses are offered on a quarterly basis, with attendance limited to clients on a first-come, first-served basis:

Dates for 2008 (Chicago)

  • Monday, Sept 15th:  Treasury Bond and Note Futures School
  • Monday, Sept 15th (evening): Crash Course on Eurodollar Futures Basics
  • Tuesday, Sept 16th: Advanced Eurodollar Futures School
  • Wednesday . Sept 17th - Thursday, Sept 18th:  Options School

To register on-line click here or contact your Newedge account executive.