I’ve posted the course syllabus, the rough course schedule, last night’s slides and a couple of handouts that discuss some of the things about the US Treasury Bond Futures market that we talked about last night. One is an overview of the entire Treasury futures market, the other is more technical – it describes how to calculate the conversion factor. The handouts are from the CME Group (a conglomerate of which the CBOT is a part).
Also, as promised, I’ve uploaded the two videos that we were talking about last night, having to do with the concepts of “Cheapest-to-Deliver” and the conversion factor below. Enjoy.