Search: CFTC

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RBA Glossary definition for CFTC

CFTC – Commodity Futures Trading Commission

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The Model

22 Nov 2016 RDP 2016-07
James Hansen and Angus Moore
Nonetheless, the proportion of OTC derivatives covered by existing mandates is substantial in some markets – up to 80 per cent of new trades in the United States (CFTC 2016). ... In the United States – which has mandatory central clearing
https://www.rba.gov.au/publications/rdp/2016/2016-07/model.html
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References

6 Jun 2017 RDP 2017-03
Jonathan Hambur and Nick Stenner
Available at <http://www.cftc.gov/idc/groups/public/@swaps/documents/file/plstudy_05_cftcsec.pdf>. CFTC (Commodity Futures Trading Commission) (2008), ‘Staff Report on Commodity Swap Dealers & Index Traders with ... Available at <http://www.cftc.gov/idc
https://www.rba.gov.au/publications/rdp/2017/2017-03/references.html
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Description of the Data

31 Dec 2004 RDP 2004-07
Jonathan Kearns and Phil Manners
The CFTC aggregates individual trader positions into long and short positions of speculators (non-commercial traders) and hedgers (commercial traders). ... The CFTC data only report the total positions of large speculators and hedgers.
https://www.rba.gov.au/publications/rdp/2004/2004-07/description-of-the-data.html

Financialisation and the Term Structure of Commodity Risk Premiums

24 May 2017 RDP PDF 1495KB
Trading Commission (CFTC) data on commercial positions, which are used frequently in the. ... futures exchanges. The CFTC defines a ‘commercial’ position as one belonging to a participant that.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-03.pdf

Developments in the Financial System Architecture

10 Mar 2014 FSR – March 2014
In December 2013, the CFTC published comparability assessments for several jurisdictions, including Australia. ... The lack of international standards for risk management of non-centrally cleared trades contributed to the CFTC's decision not to grant
https://www.rba.gov.au/publications/fsr/2014/mar/dev-fin-sys-arch.html

The Profitability of Speculators in Currency Futures Markets

2 Dec 2009 RDP PDF 142KB
Tuesday. The CFTC aggregates individual trader positionsinto long and short positions of speculators (non-commercial traders) and hedgers(commercial traders). ... The CFTC uses this conditionand the reported information on speculator and hedger positions
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-07.pdf

Developments in the Financial System Architecture

26 Mar 2014 FSR March 2014 PDF 363KB
https://www.rba.gov.au/publications/fsr/2014/mar/pdf/dev-fin-sys-arch.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

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