Strong volumes on the first day of trading tailed off over the week although players deem it early days for determining the contract's success
Although the market is excited about the new contract’s possibilities, uncertainties remain over physical delivery capabilities and liquidity levels
Expected payoff maximisation is a commonly assumed strategy in valuation. S Hossein Hosseini, Qiaoyan Bian, Jay Chen and John Jiang suggest that execution strategies may vary due to complex option structures...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Commodity derivatives articles
Liquidity and political risk considerations hinder Thai rice producers' attempts to hedge out looming downside risk
The US Commodity Futures Trading Commission (CFTC) tried to regulate exchange of futures for swaps (EFS) transactions in 2004 and again in 2008. Then it tried to ban contingent EFS in 2010. All these attempts failed. Now the CFTC is investigating EFS...
Palm oil hedging has continued to grow healthily in the face of wild price swings over the past 18 months. But there is still no viable Indonesian contract, leaving the industry exposed to basis risk from the world’s biggest producer
Commodity businesses must have broad client base to absorb increased regulatory costs, says JP Morgan commodities head
Facing pressure from domestic producers and chronic pollution, China's authorities are considering clamps on low grade coal imports – potentially increasing swap activity
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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