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

Financialisation and the Term Structure of Commodity Risk Premiums

1 May 2017 RDP 2017-03
Jonathan Hambur and Nick Stenner
This avoided issues associated with the Commodities Futures Trading Commission (CFTC) data on commercial positions, which are used frequently in the literature. ... Sources: Authors' calculations; Pinnacle Data. Our NHP is constructed using CFTC data on
https://www.rba.gov.au/publications/rdp/2017/2017-03/full.html

Data and Measurement of Commodity Risk Premiums

6 Jun 2017 RDP 2017-03
Jonathan Hambur and Nick Stenner
Sources: Authors' calculations; Pinnacle Data. Our NHP is constructed using CFTC data on commercial positions in futures contracts traded on futures exchanges. ... The CFTC defines a ‘commercial’ position as one belonging to a participant that uses
https://www.rba.gov.au/publications/rdp/2017/2017-03/data-and-measurement-of-commodity-risk-premiums.html

Related Literature and Theory

6 Jun 2017 RDP 2017-03
Jonathan Hambur and Nick Stenner
This avoided issues associated with the Commodities Futures Trading Commission (CFTC) data on commercial positions, which are used frequently in the literature.
https://www.rba.gov.au/publications/rdp/2017/2017-03/related-literature-and-theory.html