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RBA Glossary definition for CFTC
CFTC – Commodity Futures Trading Commission
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References
6 Jun 2017
RDP
2017-03
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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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
The Model
22 Nov 2016
RDP
2016-07
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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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
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 Term Structure of Commodity Risk Premiums and the Role of Hedging
16 Mar 2016
Bulletin
March Quarter 2016
PDF
368KB
https://www.rba.gov.au/publications/bulletin/2016/mar/pdf/bu-0316-7.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
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
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
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