Treasury Futures as a Risk Management Tool
Treasury Futures as a Risk Management Tool

Tuesday, June 23, 2009
11:00am - 12:00pm EST

Sponsored by MF Global

The U.S. Treasury Department has significantly increased the size and frequency of debt auctions as a result of the unprecedented increase in U.S. government debt. Join us for a discussion of the effects of this supply increase on the landscape of the Treasury bond market and the increased use of futures as a liquid risk-shifting mechanism.

 

The presenter is Mark Rzepczynski, the managing partner of Lakewood Partners, a Boston-based macro hedge fund. He also publishes a blog on macro-economic investment issues. Mark previously was the president and chief investment officer of John W. Henry & Co., a commodity trading advisor, and before that the head of credit and quantitative research in the taxable fixed income division of Fidelity Management & Research.

 Click here to download the PDF
Click here to view the recorded webinar