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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

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

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

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

Appendix 1: Some Basic Facts About Hedge Funds | Hedge Funds, Financial Stability and Market Integrity – March 1999 | Financial Sector |…

1 Mar 1999 Submissions

Sponsors of hedge funds that trade on organised futures exchanges and have US investors are usually required to register with the Commodity Futures Trading Commission (CFTC) as Commodity Pool Operators, and

https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/appendix-1.html

The Impact of Hedge Funds on Financial Markets – June 1999 | Financial Sector | Submissions

1 Jun 1999 Submissions

Sponsors of hedge funds that trade on organised futures exchanges and have US investors are usually required to register with the Commodity Futures Trading Commission (CFTC) as Commodity Pool Operators, and

https://www.rba.gov.au/publications/submissions/financial-sector/inquiry-international-financial-markets-effects-on-govt-policy/impact-hedge-funds-on-financial-markets-1999.html