Search: CFTC
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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Description of the Data
31 Dec 2004
RDP
2004-07
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
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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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
Activity in Global Foreign Exchange Markets
10 Dec 2010
Bulletin
– December 2010
This is a much lower share than in equity markets, where it is estimated that high-frequency trades account for more than one-half of turnover (CFTC and SEC 2010, p ... the Staffs of the CFTC and SEC to the Joint Advisory Committee on Emerging Regulatory
https://www.rba.gov.au/publications/bulletin/2010/dec/6.html
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
Regulatory Developments in Financial Market Infrastructures
12 Sep 2014
PSB Annual Report
– 2014
The CFTC did not grant substituted compliance for transaction-level requirements, such as mandatory clearing. ... The CFTC has indicated that it is considering an exemption regime that will place reliance on a CCP's home regulatory regime.
https://www.rba.gov.au/publications/annual-reports/psb/2014/reg-dev-fin-mrkt-infra.html
Activity in Global Foreign Exchange Markets
14 Dec 2010
Bulletin
PDF
157KB
Reserve Bank of Australia Bulletin December Quarter 2010
https://www.rba.gov.au/publications/bulletin/2010/dec/pdf/bu-1210-6.pdf