Data shortage is hampering efforts to model futures market liquidity
CFTC data shows required initial margin down 15% since start of 2017
CFTC expected to draft a narrow list of contracts in scope
By: Vincent Kaminski
Rebalancing of Vix ETPs spurred record trading in Vix futures on August 10
Hedging effects mean popular exchange-traded products vulnerable to big losses if volatility spikes
This paper provides an analysis of a broad spectrum of fundamental and nonfundamental indicators for crude oil prices.
Treatment for third-country firms unknown until European Commission makes equivalence decision
“A lot of long [US$] positions were unsustainable and had to be re-evaluated,” says forex structuring head
Guidance thwarts narrower definition adopted by Eurex to help third-country clients
The authors of this paper study the calibration of futures contracts on temperature indexes.
Risk Awards 2017: Futurisation paying off as bilateral margin rules bite
Risk Awards 2017: Patience pays off with spectacular success of Ultra 10 Treasury futures
Deutsche loses Asia head of global markets; StanChart hires HK chief; new Singapore head for Credit Suisse; and others
The authors of this paper study the forecasting performance of Nordic power futures in order to see whether the futures bias reported in a number of previous studies still prevails and, if so, whether this means that the market is inefficient.
Commercial banks barred despite support for their entry from securities regulator
Rerun of short squeeze on Vix futures could backfire on speculators
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