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Operational risk

CFTC pushes on with regulatory sweep

The US Commodity Futures Trading Commission (CFTC) moved to increase oversight of several unregulated energy contracts today, even though broader financial reform from Congress could negate the action.

BarCap launches nine commodity ETNs

Barclays Capital launched exchange-traded notes (ETNs) in Europe on Tuesday, listing 12 new ETNs on the London Stock Exchange (LSE), consisting of nine commodity exchange-traded products and three notes linked to volatility indexes for equities.

Experts predict wave of commodity spread ETFs

An influx of commodity-based exchange-traded funds (ETFs) could sweep the market, after Canadian investment firm Jovian Capital Corp’s ETF unit BetaPro Management launched the first ever commodity spread ETF this month, signalling the growing range of…

Gazprom seals US LNG deal

The world’s largest natural gas company Gazprom has sealed a deal with US-based Sempra Energy that will allow Russia’s energy giant to supply liquefied natural gas (LNG) to another US receipt terminal and further broaden its client base and its reach in…

Clearing exemption too close to call

Exempting commercial hedgers from mandatory clearing could create a loophole for the institutional investors often blamed for driving up commodity prices, according to the chief lawyer for the Commodity Futures Trading Commission (CFTC).

Cutting Edge: Pure jump models for energy prices

Université de Lausanne’s Roberto Marfè investigates pure jump processes as modelling blocks for the distributions of energy returns under the pricing measure. An easy-to-implement option-implied approach is outlined, which circumvents most of the…

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