Futures
The Nordic futures market for power: finally mature and efficient?
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.
Volatility fears obstruct China Treasury futures growth
Commercial banks barred despite support for their entry from securities regulator
Vexed by Vix: post-Brexit squeeze sparks fears of losses
Rerun of short squeeze on Vix futures could backfire on speculators
China leverage clampdown to hit two-tier structured products
Product issuers look to derivatives to boost returns, but options are limited
An analysis of energy futures
The authors of this study investigate the distributions of returns on crude oil, heating oil and natural gas futures.
Nasdaq energy futures face questions over ‘artificial’ volume
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.
China opens up onshore swap market but hurdles remain
Foreign investors can now hedge CNY bonds but dealers expect limited uptake
Nasdaq energy exchange to get new CEO
Sales head Rick Beaman to take over upstart US futures exchange
Futurisation facing headwinds as cleared swaps evolve
Panellists at FIA conference say cleared OTC market is holding off futures challenge
Newcomer of the year: Nodal Clear
Power exchange’s new clearing house boasts plenty of ‘skin in the game’
LME Clear ‘welcomes scrutiny’ of CCP risk management
Oversight from clearing members is good for central counterparties, says LME Clear CEO
Basel Committee 'will move' to more sensitive leverage ratio
Regulators want to switch CEM for SA-CCR, conference told
The dynamics of energy futures and equity sectors: evidence from the United States and Canada
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.
Lack of average pricing holding back Clobs, says buy side
Sefs, FCMs and CCPs not interested in finding a solution, however
Swap futures face loss of capital edge
SA-CCR likely to treat swaps and swap futures equally, says Barclays' Kahn
Intraday Volatility Forecast for Dax, Euro Stoxx 50 and Euro-Bund
Sponsored feature: Deutsche Börse
The informational role of spot prices and inventories
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.
Q&A: BoJ's Nakaso on QE, JGB liquidity and Basel III
Coherence of new Basel rules needs study, says BoJ deputy governor
Ice credit swap futures off to a slow start
Credit investors see "no need" for contract; Ice hopes other players will see appeal
CFTC’s Giancarlo backs phased approach to position limits
Agency should wait before implementing non-spot-month limits, commissioner says
US propane retailer hedges to offer customers stable prices
Michigan's Crystal Flash struggles with basis risk and volatile weather
Regulators cool on plans to change leverage exposure sums
SA-CCR is mooted successor to 27-year-old CEM, but sensitivity may count against it