$1,999

IM3 - Commodity Futures & Exchange-Traded Instruments

Course
141 Lessons

Master exchange-traded commodity instruments: futures and calendar spreads, strips, packs and bundles, clearing and margin mechanics, expiry, delivery and cash settlement, EFP, EFS and EFRP, block trades, TAS and TAM, position limits, and the exchange lifecycle as an ETRM problem.

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Module 00 - Futures Instrument Foundations (Chapters 01–10)

1. What a Commodity Futures Contract Actually Is.m4a

2. Futures vs Forwards.m4a

3. Exchange, Clearing House and Clearing Member.m4a

4. Futures Contract Specifications.m4a

5. Futures Symbol, Contract Month and Instrument Identity.m4a

6. Long and Short Futures Positions.m4a

7. Contract Multipliers, Lots and Commodity Units.m4a

8. Trading Day, Settlement Day and Contract Lifecycle Dates.m4a

9. Futures Lifecycle from Order to Final Settlement.m4a

10. NorthStar Multi-Commodity Futures Estate.m4a

Module 00 - Futures Instrument Foundations.chapters.txt

Module 00 - Futures Instrument Foundations.png

Module 00 - Futures Instrument Foundations.mp4

Module 01 - Exchange Market Structure & Execution (Chapters 11–20)

11. Central Limit Order Book Mechanics.m4a

12. Bid, Offer, Mid and Executable Price.m4a

13. Tick Size and Tick Value.m4a

14. Market, Limit, Stop and Related Order Types.m4a

15. Block Trades.m4a

16. Exchange for Physical - EFP.m4a

17. Exchange for Swap - EFS.m4a

18. EFRP and Related Exchange-for-Related-Position Structures.m4a

19. TAS, TAM and Settlement-Linked Execution.m4a

20. Execution Venue, Broker and Clearing Account Mapping.m4a

Module 01 - Exchange Market Structure & Execution.mp4

Module 01 - Exchange Market Structure & Execution.chapters.txt

Module 01 - Exchange Market Structure & Execution.png

Module 02 - Futures Structures & Listed Strategies (Chapters 21–30)

21. Outright Futures Contracts.m4a

22. Calendar Spreads.m4a

23. Inter-Commodity Futures Spreads.m4a

24. Location and Basis Futures Spreads.m4a

25. Crack Spread Futures Structures.m4a

26. Spark and Dark Spread Futures Structures.m4a

27. Futures Strips.m4a

28. Packs, Bundles and Standardized Multi-Period Structures.m4a

29. Intra-Commodity Quality and Grade Spreads.m4a

30. Futures Strategy Decomposition.m4a

Module 02 - Futures Structures & Listed Strategies.mp4

Module 02 - Futures Structures & Listed Strategies.chapters.txt

Module 02 - Futures Structures & Listed Strategies.png

Module 03 - Commodity Futures Markets (Chapters 31–40)

31. Crude Oil Futures.m4a

32. Refined Product Futures.m4a

33. Natural Gas Futures.m4a

34. Power Futures.m4a

35. LNG Futures and Listed LNG Derivatives.m4a

36. Emissions and Environmental Futures.m4a

37. Metals Futures.m4a

38. Agricultural Futures.m4a

39. Soft Commodity Futures.m4a

40. Freight and Specialty Listed Futures.m4a

Module 03 - Commodity Futures Markets.mp4

Module 03 - Commodity Futures Markets.chapters.txt

Module 03 - Commodity Futures Markets.png

Module 04 - Daily Settlement, Margin & Clearing (Chapters 41–50)

41. Daily Settlement Price.m4a

42. Mark-to-Market Through Daily Settlement.m4a

43. Variation Margin.m4a

44. Initial Margin.m4a

45. Maintenance Margin and Margin Calls.m4a

46. Spread Margin and Portfolio Offsets.m4a

47. Clearing Member Margin vs Client Margin.m4a

48. Margin Collateral and Eligible Assets.m4a

49. Margin Liquidity Risk.m4a

50. Clearing and Margin Reconciliation Lab.m4a

Module 04 - Daily Settlement, Margin & Clearing.mp4

Module 04 - Daily Settlement, Margin & Clearing.chapters.txt

Module 04 - Daily Settlement, Margin & Clearing.png

Module 05 - Futures Pricing, Position & P&L (Chapters 51–60)

51. Futures Price vs Forward Price.m4a

52. Futures Curve Construction.m4a

53. Futures Position Construction.m4a

54. Gross vs Net Futures Position.m4a

55. Daily Futures P&L.m4a

56. Intraday Trading P&L.m4a

57. Calendar-Spread P&L Explain.m4a

58. Roll P&L.m4a

59. Fees, Brokerage and Exchange Charges.m4a

60. Complete Futures P&L Explain.m4a

Module 05 - Futures Pricing, Position & P&L.mp4

Module 05 - Futures Pricing, Position & P&L.chapters.txt

Module 05 - Futures Pricing, Position & P&L.png

Module 06 - Market Risk, Hedging & Liquidity (Chapters 61–70)

61. Futures Delta and Contract Equivalents.m4a

62. Curve Bucket Risk.m4a

63. Futures Basis Risk.m4a

64. Futures Hedge Ratios.m4a

65. Futures VaR.m4a

66. Futures Stress Testing.m4a

67. Liquidity and Market Depth Risk.m4a

68. Limit-Up, Limit-Down and Trading Halts.m4a

69. Expiry Concentration Risk.m4a

70. Futures Risk Dashboard.m4a

Module 06 - Market Risk, Hedging & Liquidity.mp4

Module 06 - Market Risk, Hedging & Liquidity.chapters.txt

Module 06 - Market Risk, Hedging & Liquidity.png

Module 07 - Delivery, Expiry & Physical Convergence (Chapters 71–80)

71. Why Futures Converge Toward Spot.m4a

72. Cash-Settled vs Physically Delivered Futures.m4a

73. First Notice Day and Last Trading Day.m4a

74. Delivery Notice Process.m4a

75. Deliverable Grades and Quality Options.m4a

76. Delivery Locations and Location Optionality.m4a

77. Warehouse and Warrant Delivery.m4a

78. Pipeline and Energy Futures Delivery.m4a

79. Final Settlement and Contract Expiry.m4a

80. Futures Delivery Case Study.m4a

Module 07 - Delivery, Expiry & Physical Convergence.mp4

Module 07 - Delivery, Expiry & Physical Convergence.chapters.txt

Module 07 - Delivery, Expiry & Physical Convergence.png

Module 08 - Controls, Accounting, Regulation & Market Integrity (Chapters 81–90)

81. Futures Confirmation and Clearing Evidence.m4a

82. Futures Trade Reconciliation.m4a

83. Futures Position Reconciliation.m4a

84. Margin and Cash Reconciliation.m4a

85. Futures Accounting Fundamentals.m4a

86. Position Limits and Accountability Levels.m4a

87. Large-Trader and Position Reporting.m4a

88. Market Conduct in Futures Trading.m4a

89. Exchange Rule Change Governance.m4a

90. Month-End Futures Control Process.m4a

Module 08 - Controls, Accounting, Regulation & Market Integrity.mp4

Module 08 - Controls, Accounting, Regulation & Market Integrity.chapters.txt

Module 08 - Controls, Accounting, Regulation & Market Integrity.png

Module 09 - CTRM_ETRM Engineering & Capstone (Chapters 91–100)

91. Canonical Exchange Contract Master.m4a

92. Futures Trade Data Model.m4a

93. Market Data Architecture for Futures.m4a

94. Clearing and Margin Data Model.m4a

95. Futures Position Engine.m4a

96. Futures P&L and Margin Engine.m4a

97. Futures Risk and Hedge Integration.m4a

98. Multi-Exchange Futures Architecture.m4a

99. Tier-1 Futures Implementation Lab.m4a

100. NorthStar Commodity Futures Capstone.m4a

Module 09 - CTRM_ETRM Engineering & Capstone.mp4

Module 09 - CTRM_ETRM Engineering & Capstone.png

Module 09 - CTRM_ETRM Engineering & Capstone.chapters.txt

Module PDFs and Labs

IM3_M0_Futures_Instrument_Foundations_DurgaAnalytics.pdf

IM3_M2_Futures_Structures_Listed_Strategies_DurgaAnalytics.pdf

IM3_M4_Daily_Settlement_Margin_Clearing_DurgaAnalytics.pdf

IM3_M1_Exchange_Market_Structure_Execution_DurgaAnalytics.pdf

IM3_M8_Controls_Accounting_Regulation_Market_Integrity_DurgaAnalytics.pdf

IM3_M7_Delivery_Expiry_Physical_Convergence_DurgaAnalytics.pdf

IM3_M5_Futures_Pricing_Position_P_L_DurgaAnalytics.pdf

IM3_M3_Commodity_Futures_Markets_DurgaAnalytics.pdf

IM3_M6_Market_Risk_Hedging_Liquidity_DurgaAnalytics.pdf

IM3_M9_CTRM_ETRM_Engineering_Capstone_DurgaAnalytics.pdf

IM3_Commodity_Futures_Lab_Pack.zip