IIM Lucknow
Commodity
Futures Trading & Market Operations
Program Director: Prof. K. G.
Sahadevan
April 23-25, 2008
At IIM Lucknow
Fees: Rs. 25,000/- per participant (residential)
Objectives:
To sensitize participants to the
world of commodity futures markets and to provide conceptual base for
understanding risk management in commodity markets
To expose them to the futures
trading systems and practices in on-line national multi-commodity exchanges in
India
To provide a systematic framework
for analyzing futures prices and its linkages for the purpose of efficient
management of individual and institutional portfolios
To provide conceptual
underpinnings for improving the analytical skills of market players, policy
makers and portfolio managers
For:
The programme is suitable for funds managers and
investment analysts (middle / senior level) from merchant banks, mutual funds,
commodity broking and investment consultancy firms, market players from
commodity boards and agri commodity marketing federations, and policy makers
from commodity market regulators and commodity exchanges.
Contents:
Risk in commodity markets
Alternative commodity marketing
systems
Risk management and global
commodity derivatives markets
Contract specifications and
Mechanics of futures trading
Margining: VaR methodology
Pricing of futures and hedging
with futures
Market behavior: contango and
backwardation
Contract settlement and delivery
Market surveillance and risk
control
Price discovery and market
efficiency
Warehousing and collateral
management
Futures on non-deliverables and
options on futures
Regulatory issues and strategies
For further details, please
contact: -
Program Manager,
Indian Institute of Management, Lucknow,
Prabandh Nagar, Off Sitapur Road,
Lucknow - 226013.
Phone: (0522) 2736282, 2736284 and 2736285
Fax: (0522) 2734025/26
E-mail: [email protected] / [email protected] / [email protected]
Website: www.iiml.ac.in