Record $410 million settlement demonstrates zero-tolerance approach towards exploitation of market design flaws
Growth in WCS derivatives volumes highlights continuous evolution of the energy derivatives market
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
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Physical trading by banks said to inflate commodity prices, increase systemic risk and threaten shortage of beer cans
European energy traders say worries about the impact of Mifid II are chilling activity in longer-dated power and gas
Ferc penalties against Barclays and other banks expected to bolster compliance with market manipulation rules
Oil and gas firms still face compliance challenge from anti-bribery laws, despite court judgement against Dodd-Frank disclosure rules
Trading in derivatives linked to Western Canadian Select (WCS) heavy crude oil has jumped in the past few years, giving the country's producers improved opportunities to hedge. But the lack of a uni...
A critical July 3 vote in the European Parliament has brought the world's largest carbon market back from the brink of collapse. But participants say structural reform remains necessary to secure it...
Australia's electricity derivatives market had been picking up since the global financial crisis, but volumes have declined in recent years. Firms blame the slowdown on a combination of slim trading...
Supervisors must decide whether to include electricity in derivatives reform despite high prices and industry opposition
The stalled coking coal swaps market may benefit from increasing spot coking coal trade, with more players reportedly belatedly switching over to shorter-term pricing contracts
Power hedging activity could increase with rising prices and greater regional variation across the US
Price reporting agencies (PRAs) are facing intense scrutiny from regulators, amid renewed allegations that their widely used price indexes are being manipulated by unscrupulous energy traders. Will ...
Netting and optimal execution effects may help other CCPs reduce margin requirements, says NYU maths professor Marco Avellaneda
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.