Search: CFTC
RBA Glossary definition for CFTC
CFTC – Commodity Futures Trading Commission
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Global Commodity Markets
10 Jun 2011
Bulletin
– June 2011
Sources: ABARES; Bloomberg; CFTC; IEA; RBA; USDA. While the role of financial investment in commodities has clearly increased over the past decade, this does not necessarily imply that financial investors have
https://www.rba.gov.au/publications/bulletin/2011/jun/7.html
The Term Structure of Commodity Risk Premiums and the Role of Hedging
17 Mar 2016
Bulletin
– March 2016
A standard theory used to explain commodity futures prices decomposes the futures price into the expected spot price at maturity of the futures contract and a risk premium. This article investigates the term structure of commodity risk premiums. We
https://www.rba.gov.au/publications/bulletin/2016/mar/7.html
The Efficiency of Central Clearing: A Segmented Markets Approach
24 Oct 2016
RDP
PDF
2054KB
United States (CFTC 2016). In other markets, regulatory mandates are still being developed and.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf
Financial Stability Review March 2014
26 Mar 2014
FSR
March 2014
PDF
1956KB
https://www.rba.gov.au/publications/fsr/2014/mar/pdf/0314.pdf
Developments in the Financial System Architecture
24 Mar 2015
FSR
March 2015
PDF
79KB
https://www.rba.gov.au/publications/fsr/2015/mar/pdf/dev-fin-sys-arch.pdf
Developments in the Financial System Architecture
10 Mar 2015
FSR
– March 2015
In December, the US Commodity Futures Trading Commission (CFTC) invited ASX Clear (Futures) and other non US-based CCPs to apply for permanent exemption from the requirement to register with the ... To date, the CFTC has issued only time-limited relief
https://www.rba.gov.au/publications/fsr/2015/mar/dev-fin-sys-arch.html
Financial Stability Review March 2015
24 Mar 2015
FSR
March 2015
PDF
1257KB
https://www.rba.gov.au/publications/fsr/2015/mar/pdf/0315.pdf
Global Commodity Markets – Price Volatility and Financialisation
15 Jun 2011
Bulletin
PDF
558KB
Reserve Bank of Australia Bulletin June 2011
https://www.rba.gov.au/publications/bulletin/2011/jun/pdf/bu-0611-7.pdf
OTC Derivatives Reforms and the Australian Cross-currency Swap Market
19 Jun 2013
Bulletin
PDF
241KB
Reserve Bank of Australia Bulletin June 2013
https://www.rba.gov.au/publications/bulletin/2013/jun/pdf/bu-0613-7.pdf
OTC Derivatives Reforms and the Australian Cross-currency Swap Market
24 Jun 2013
Bulletin
– June 2013
Reforms to improve the management of counterparty credit risk in over-the-counter (OTC) derivatives markets are underway globally. A key pillar of the reforms is the migration of these markets to central counterparties (CCPs), while higher capital
https://www.rba.gov.au/publications/bulletin/2013/jun/7.html