Search: CFTC
RBA Glossary definition for CFTC
CFTC – Commodity Futures Trading Commission
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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
OTC Derivatives Reforms and the Australian Cross-currency Swap Market
24 Jun 2013
Bulletin
– June 2013
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
Global Commodity Markets
10 Jun 2011
Bulletin
– June 2011
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
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