Course Description

Calypso Learning Services Team together with the Research and Development Team has conducted a series of 5 learning sessions on the Calypso – Commodity Derivatives module. The series will introduce you to all the key aspects of the Commodity Derivative.

Agenda:

Session 1:Commodity Derivatives(CMD) Basic Setup

   - CMD Product

   - Reset Curve

   - Forward Curve

   - LME Metals - Swap, Option, Swaption

Session 2:Energy: WTI and Natgas

   - Outright Futures

   - cl bz Spread Futures

   - WTI Crack Spread

   - Natgas Outright Futures

   - Natgas Location basis

   - Sensitivity Analysis & Basis Risk

Session 3:Electricity (Dutch TTF) PJM Western hub with DST daylight saving and Swaps

- Freight Derivatives

Session 4: Carbon Emissions

   - CMD Forward

   - Agri Storage-based Certificates

   - Certificate example

Session 5: Precious Metals

Course curriculum

  • 1

    Calypso Commodity Derivative Learning Series - Session 1

    • Calypso Commodity Derivative - Session 1 (Product Definition, Reset, LME Aluminium & Commodity Swap)

    • Session 1 recording
  • 2

    Calypso Commodity Derivative Learning Series - Session 2

    • Calypso Commodity Derivative - Session 2 (Energy)

    • Session 2 recording
  • 3

    Calypso Commodity Derivative Learning Series - Session 3

    • Calypso Commodity Derivative - Session 3 (NG Energy Electricity and Freight)

    • Session 3 recording
  • 4

    Calypso Commodity Derivatives Learning Series - Session 4

    • Commodities Training - Session 4 ( Carbon - Storage based cmd)

    • Session 4 recording
  • 5

    Calypso Commodity Derivatives Learning Series - Session 5

    • Commodities Training - Session 5 (Precious Metals)

    • Session 5 recording