Foreign firms may avoid Shanghai crude futures, some participants warn
Yale duo’s theories have little in common with experience of real investors
Costly new rules for futures brokers come under fire at CFTC meeting
More Commodity futures articles
Fee hikes are being used to drive out clients that hog capital
Dodd-Frank rules must balance stability and market liquidity, says global head of risk
Hedge fund puts algorithms to work in new liquid futures and OTC markets
Ice says move is “not an outcome we want to see” but Emir margin could drive users away
China will instead look to build futures trading onshore via the Shanghai free trade zone
ABSTRACT This paper reports a practical approach to constructing arbitrage-free volatility surfaces that are consistent with the observed options smiles and Samuelson effect in futures markets.A separate...
Applying kriging to extract smooth curves from energy futures prices
Indian regulators to allow overseas firms to access market but speculation ruled out
Sponsored feature: CME Group
New rule 538 squashes certain off-exchange contracts
Because of the erosive effects of inflation on real asset returns, inflation hedging is an important issue for medium- and long-term investors such as pension funds, insurance companies and mutual funds....
New equity options on two exchanges
Lynton Jones, the IPE’s former chief executive, tried hard to promote electronic trading in Brent futures. But those efforts met with strong resistance, he tells Mark Pengelly
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.