Archive: Short Term Interest Rate (STIR) Futures Webinar Series

  • 4 Nov 2021
  • By CME Group

Webinar Part 1 – Foundational aspects

Part one focuses on the foundational aspects of STIR products, including Fed Funds, Eurodollars, SOFR, and SONIA contracts. David will also explore the basis point value and how it is important in STIR contract specifications.

Webinar Part 2 – Applications

Part two will cover Eurodollar futures applications and will discuss in depth hedging rate exposure, synthetic investments, price versus interest rate swaps, and LIBOR fallback procedures.

Webinar Part 3 – Spreads and Analytics

In the final part of the webinar series, David will discuss the intra- and inter-commodity spreads and will explore STIR analytics.

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