Product issuers look to derivatives to boost returns, but options are limited
The authors of this study investigate the distributions of returns on crude oil, heating oil and natural gas futures.
One year on, NFX faces uphill battle to draw commercial hedgers
The convenience yield implied in the European natural gas markets: the impact of storage and weather
This paper aims to determine the convenience yield implied in the European natural gas markets by investigating driving factors and according dynamics.
Foreign investors can now hedge CNY bonds but dealers expect limited uptake
Sales head Rick Beaman to take over upstart US futures exchange
Panellists at FIA conference say cleared OTC market is holding off futures challenge
Power exchange’s new clearing house boasts plenty of ‘skin in the game’
Oversight from clearing members is good for central counterparties, says LME Clear CEO
Regulators want to switch CEM for SA-CCR, conference told
This paper investigates a sector-rotation strategy in order to elucidate two congruent objectives.
Approximation of the price dynamics of heating degree day and cooling degree day temperature futures
This paper proposes an approximation that makes the price dynamics of HDD and CDD temperature futures linearly dependent on the underlying temperature.
Sefs, FCMs and CCPs not interested in finding a solution, however
SA-CCR likely to treat swaps and swap futures equally, says Barclays' Kahn
Sponsored feature: Deutsche Börse
The authors of this paper argue that fundamental determinants of speculative futures trading may have been misinterpreted by some as “excessive” speculation in the energy markets in recent years.
Coherence of new Basel rules needs study, says BoJ deputy governor
Credit investors see "no need" for contract; Ice hopes other players will see appeal
Agency should wait before implementing non-spot-month limits, commissioner says
Michigan's Crystal Flash struggles with basis risk and volatile weather
SA-CCR is mooted successor to 27-year-old CEM, but sensitivity may count against it