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: [ Ссылка ].
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
