Search: CFTC

Sort by: Relevance Date
1–10 of 17 search results for CFTC

RBA Glossary definition for CFTC

CFTC – Commodity Futures Trading Commission

Search Results

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

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

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

International and Foreign Exchange Markets

10 Nov 2010 SMP – November 2010
In early October, the Commodity Futures Trading Commission (CFTC) and Securities and Exchange Commission (SEC) released their findings regarding the sharp intraday stock market decline on 6 May (the ‘flash crash’). ... Following these events,
https://www.rba.gov.au/publications/smp/2010/nov/intl-fx-mkts.html

International and Foreign Exchange Markets

4 Nov 2010 SMP – November 2010 PDF 640KB
https://www.rba.gov.au/publications/smp/2010/nov/pdf/intl-fx-mkts.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

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

Statement on Monetary Policy – November 2010

5 Nov 2010 SMP – November 2010 PDF 1785KB
https://www.rba.gov.au/publications/smp/2010/nov/pdf/1110.pdf