Macquarie and Nomura form commodity alliance
The alliance will focus on providing Nomura clients with direct access to over-the-counter derivatives in base and precious metals and agricultural and energy risk management products, including regional energy products such as the Japanese Crude Cocktail (JCC) as well as global energy pricing benchmarks such as West Texas Intermediate (WTI) and Brent Crude Oil.
The venture will also provide Japanese investors with greater access to the fast growing commodity-based investor product market. Macquarie's commodity-based investor products business provides structured solutions for a broad range of investors including high net worth individuals and corporate and institutional clients in the Americas and Europe. The alliance with Nomura extends that offering to investors in Japan and the rest of Asia.
Commodity-based investments will be provided in the form of over-the-counter derivative options or structured notes over underlying instruments including commodity indices, sub-indices and/or tailored baskets of individual commodities. The alliance will also provide access to broader hybrid investment solutions across asset classes, which include commodities, currencies, interest rates and equities.
The alliance team will include senior executives from Macquarie and Nomura.
More on Risk management
Energy supply chain challenges prompt risk management rethink
As supply chain challenges grow, energy risk managers are taking a more dynamic and holistic approach to managing and anticipating supply chain risk, say Sapna Amlani and Stephen Golliker at Moody’s
Energy Risk Europe Leaders’ Network: the challenge of unpredictability
The European Leaders’ Network, sponsored by Engie, convened in London on June 29, 2026, and focused on the impact of geopolitical tension, price volatility and policy uncertainty on European energy markets.
Break down silos to manage geopolitics – risk managers
Risk Live: Experts says scenario planning helps identify who has information needed in a crisis
Treat AI models as would-be hackers, says quant
Risk Live: Models capable of “strategic deception” require different risk management, says former Risk.net quant of the year
AI autonomy may redefine risk management roles
Risk Live: Machine validation of autonomous processes may emerge “relatively soon”, EIF risk chief says
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%