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Commodity Portfolio Management Research & Reports

DTCC and EFETnet launch global commodity derivatives trade repository

New York, 19 April 2012

EFETnet B.V. and The Depository Trust & Clearing Corporation (DTCC) have announced that, following their successful pilot program launched in January as the first global repository for OTC commodity swaps, they have begun accepting trade submissions from commodity market participants into the new Global Trade Repository for Commodities (GTRfC). DTCC and EFETnet's industry governed low-cost model provides users the ability to submit trades to a single repository in order to fulfill reporting obligations to regulators globally.

Read more: DTCC and EFETnet launch global commodity derivatives trade repository

Global commodity ETP assets reach record levels

London, 18 April 2012

Commodity Exchange Traded Products (ETPs) around the world got off to a strong start in 2012, according to the latest edition of the Global Commodity ETP Quarterly by leading independent provider ETF Securities (UK) Limited. A combination of higher commodity prices and increased demand for ETPs pushed assets in worldwide commodity ETPs up US$19bn to US$189bn by the end of the first quarter of 2012 - the highest quarter-end level on record.

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Taking security over hedging accounts: the Tripartite Agreement

London, 8 March 2012

Reed Smith: Lenders in commodity finance will often require borrowers to hedge exposure to commodity price movements. Hedging can shield the borrower from the downside of a change in the price of a commodity and help ensure the borrower can repay the loan. It is common for the borrower to hedge its exposure using exchange-traded derivatives entered into with a clearing broker. Hedges cleared with UK or European-based brokers will usually be principal-to-principal trades between the broker and its client the borrower. The trades will be held in a futures brokerage account maintained with the broker.

 

Read more: Taking security over hedging accounts: the Tripartite Agreement

The Emotions of Fear and Apathy Create Good Buying Opportunities

London, 25 February 2012

U.S. Global Investors: One of the most debilitating forms of human emotion isn’t anger, fear or sadness, it is apathy. Apathy can be defined by an “I don’t care” attitude, an indifference to events and the world around them. Helen Keller once said: “We may have found a cure for most evils; but we have found no remedy for the worst of them all, the apathy of human beings.”

Read more: The Emotions of Fear and Apathy Create Good Buying Opportunities

EDHEC-Risk Institute research provides insights into optimal hedge fund allocation

London, 15 February 2012

In a research paper published in the Winter 2012 issue of the Journal of Alternative Investments, entitled “Optimal Hedge Fund Allocation with Improved Estimates for Coskewness and Cokurtosis Parameters,” EDHEC-Risk Institute has provided insights into optimal portfolio decisions involving hedge funds.

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China's banks lure man on the street to gold

Singapore, 19 January 2012: Reuters

For Chinese shipping executive Ping Bo buying gold is the best way to protect his family's wealth and give his 10-year-old son a headstart into adulthood. "For my son, the idea is that he will get a nice stash of gold that he can cash out when he turns 21 or when he gets married," said Ping, one of over 2 million people that have opened accounts in the past two years to accumulate gold at the Industrial and Commercial Bank of China (ICBC).

Read more: China's banks lure man on the street to gold

True risks of Exchange Traded Funds

London, 16 Janaury 2012: Commodities Now

New research at EDHEC-Risk Institute has addressed the question of the true risks of Exchange-Traded Funds (ETFs) in Europe in the light of issues raised by financial regulators and international organisations.

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Segregation of Customer Funds for Cleared Swaps

London, 11 January 2012

Statement of Support by Chairman Gary Gensler: I support the final rules on segregation of customer funds for cleared swaps. These rules are an important step forward in protecting customers and reducing the risk of swaps trading. The rules carry out the Dodd-Frank Wall Street Reform and Consumer Protection Act (Dodd-Frank Act) mandate that futures commission merchants (FCMs) and derivatives clearing organizations (DCOs) segregate customer collateral supporting cleared swaps.

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2012 Commodity Index Rebalancing - Will it have any Impact?

London, 21 December 2011

In January 2012 the world's two most followed commodity benchmarks, the DJ-UBS All Commodities Index and the S&P GSCI Index, will go through their annual rebalancing. The impact on investor flows across underlying commodity futures can be quite significant as the 2012 rebalancing has an added twist, with Brent crude oil being added to the Dow Jones-UBS Commodity Index for the first time and WTI oil seeing its weight reduced.

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Commodity index returns reconsidered

London, December 2011: Reuters

Commodity index investors must be starting to wonder if anything will ever go right. Just as roll losses on major products such as the Goldman Sachs Commodity Index (GSCI) have begun to diminish, an increase in predicted oil and gas supplies has blunted expectations of a super-cycle.

Read more: Commodity index returns reconsidered