Energy firms fight for right to hedge at portfolio level
CFTC position limits could scramble widely used approach to hedging
A revived position limits rule from the US Commodity Futures Trading Commission (CFTC) could force energy firms to abandon the widely used practice of allowing individual business units to handle hedging for their own asset portfolios independently of the rest of the enterprise, industry groups have warned.
The rule is the CFTC's bid to impose speculative position limits on commodity derivatives, which was proposed in November 2013 after a previous attempt was rejected by a federal judge. As
More on Risk management
Managing extreme volatility in commodities
Persistent volatility requires a rethink of technology architecture, says Murex head of market risk practice
Commodity volatility prompts a rethink of risk frameworks
Commodity market volatility is exposing the cracks in firms’ risk management frameworks and policies
Asian banks close out energy clients as Iran war bites
Firms with short jet fuel positions faced losses up to $100 million as initial margin soared 566%
How AI agents can join the dots for risk managers
Citi risk expert outlines agentic AI tool that would pull together structured and unstructured data on trading and lending approvals to create single, unified view of risk
In Iran war, VAR models ease cliff effect on Ice and CME margins
At 105%, EEX – using Span model – saw largest single-day jump compared with those CCPs
Newcomer of the year: Abaxx Exchange
Energy Risk Awards 2026: New exchange sets out to modernise commodity derivatives by aligning them to physical markets
AI project of the year: SOCAR Türkiye
Energy Risk Awards 2026: Risk team harnesses AI to transform RCSA into a scalable, sustainable and internally owned capability
Data, cyber and model risk top IT concerns for risk managers: survey
Energy Risk software survey reveals risk managers’ tech pain points and plans