Search: CFTC

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RBA Glossary definition for CFTC

CFTC – Commodity Futures Trading Commission

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Activity in Global Foreign Exchange Markets

10 Dec 2010 Bulletin – December 2010
Samual Nightingale, Crystal Ossolinski and Andrew Zurawski
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

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

The Term Structure of Commodity Risk Premiums and the Role of Hedging

17 Mar 2016 Bulletin – March 2016
Jonathan Hambur and Nick Stenner
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

Global Commodity Markets

10 Jun 2011 Bulletin – June 2011
Alexandra Dwyer, George Gardner and Thomas Williams
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

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

24 Jun 2013 Bulletin – June 2013
Ivailo Arsov, Greg Moran, Ben Shanahan and Karl Stacey
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

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

Bulletin June Quarter 2011

28 Feb 2012 Bulletin PDF 1569KB
Bulletin June quarter 2011. Contents. articles. Trends in Labour Supply 1. Destinations and Uses of East Asian Merchandise Exports 9. Economic Development and Agriculture in India 15. Banking Fees in Australia 23. Developments in the Structure of
https://www.rba.gov.au/publications/bulletin/2011/jun/pdf/bu-0611.pdf

Bulletin December Quarter 2010

15 Dec 2010 Bulletin PDF 2029KB
Bulletin DECEMBER quaRtER 2010. Contents. articles. Trends in Farm Sector Output and Exports 1. Developments in Utilities Prices 9. China’s Steel Industry 19. The Repo Market in Australia 27. Domestic Market Operations and Liquidity Forecasting
https://www.rba.gov.au/publications/bulletin/2010/dec/pdf/bu-1210.pdf