Search: CFTC

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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
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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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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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