Controversial rule on commodity derivatives set to miss year-end target
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.
More Speculation articles
Agency should wait before implementing non-spot-month limits, commissioner says
Commissioner sees no rationale for effort to curb speculation under Dodd-Frank
Most respondents say paper trading had some impact, but disagree on how much
Impact of US shale, speculation and bank commodity exits high on the agenda
Role of financial participants in price plunge adds new twist to old debate
The US Commodity Futures Trading Commission is gearing up for another big fight over position limits, after its original rule was rejected by a federal court. The agency’s latest proposal, release...
CFTC will soon unveil revised rule on commodity position limits after a court rejected its previous effort, says O'Malia
Isda turns up the volume in controversial debate over commodity speculation and position limits
In recent years, speculation in oil markets has been associated with price falls more than price rises, but speculative activity is transforming the oil market into an asset play subject to new macr...
On Tuesday, US President Barack Obama launched a new initiative aimed at curbing speculation in energy markets, arguing that it would help ease the pain of high gasoline prices. He urged Congress to...
CFTC and Goldman Sachs executives discuss role of speculators in commodities markets during times of volatility
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.