In this video from the FRM Part 1 curriculum, we explore how SOFR Futures work and how they can be put to use as a hedging instrument. For more videos regarding FRM Part 1 preparation, please head over to the course page: https://www.finRGB.com/courses/frm-pa....
Chapters:
00:00 Introduction and Example Case
05:02 Contract Specifications for 3-Month SOFR Futures
07:39 Similarities and Differences wrt Eurodollar Futures
10:19 Hedging using SOFR Futures
12:30 Impact of Hedge
Watch video SOFR Futures Explained | FRM Part 1 online without registration, duration hours minute second in high quality. This video was added by user finRGB 16 February 2022, don't forget to share it with your friends and acquaintances, it has been viewed on our site 19,522 once and liked it 366 people.