Innovation in Treasury Futures: Examining Volatility Patterns Before and After the Shift From Open-Outcry to Electronic Trading

Authors

Lucjan T. Orlowski, Sacred Heart UniversityFollow
Bluford Putnam, Sacred Heart University

Document Type

Presentation

Publication Date

5-18-2012

Abstract

Key objectives: Identify major stages of transformation of U.S.10Y Treasury futures trading from open-outcry to Globex electronic. Examine major features of institutional changes at each stage of this transformation.

Comments

Presentation at a conference held in Luxembourg in May 2012 titled Market Risk and the Impact of Financial Volatility and sponsored by the Sacred Heart University Department of Economics and Finance in collaboration with the SHU MBA Luxembourg Program.

Recommended Citation

Orlowski, Lucjan T. and Bluford Putnam. "Innovation in Treasury Futures: Examining Volatility Patterns Before and After the Shift From Open-Outcry to Electronic Trading." Market Risk and the Impact of Financial Volatility Luxembourg May 2012.