On January 26, 2011, the Commodity Futures Trading Commission (``Commission'' or ``CFTC'') published in the Federal Register a notice of proposed rulemaking (``proposal'' or ``Proposed Rules''), which establishes a position limits regime for 28 exempt and agricultural commodity futures and options contracts and the physical commodity swaps that are economically equivalent to such contracts. The Commission is adopting the Proposed Rules, with modifications.
...For the reasons explained above, the Commission is not required to make a fi...
...'s trading practices [in the natural gas futures market during the settlement periods] on expiratio... trading of natural gas futures contracts can satisfy the "in connection with" FERC-jurisdic...670 stating that "the Commission explained that acting with reckless disregard as to the impa...
... curtailment provisions in standard form contracts used for renewable energy purchases. As part of it... relating to the trading of natural gas futures on the NYMEX. FERC stated that the alleged scheme ...FERC disagreed, however, and explained that because the settlement prices of natural gas ...
...'s trading activities in natural gas futures contracts (NG Futures Contracts) on the New York M...However, FERC explained that during the settlement period in February, Mar...
... that the trades at issue were "futures contracts" governed by the CEA and that the CFTC is authoriz...Id. at 576-77. The court explained: While [CEA] section 2(a)(1) provides the ...
...The commission explained that the futures contracts, which were expected to...
... or foreign broker? means all open contracts and transactions in futures and options on the rec... member, or reporting market has explained fully to the customer, in any manner that such per...
This paper examines the impact of the introduction of the futures market, on the volatility of the underlying Portuguese stock market. The simple analysis of variance is only the first step to a later undertaking of a much more robust methodology which involves the application of a GARCH model, with the main purpose of studying some potential changes on the structure of the conditional volatility of the Portuguese stock market. The results for the Portuguese market are not identical to those generally found internationally. The initial and simple analysis of variance seems to suggest a strong increase in the level of volatility. When a GARCH model is applied, with the main purpose of studying the evolution of the structure of the conditional volatility, a reduction in market efficiency,...
... of June of 1996, stock index futures contracts were introduced in Portugal when the Oporto Deriva... start of FT-SE 100 index futures, is explained by a change in the conditional volatility structur...
...'s trading practices [in the natural gas futures market during the settlement periods] on expiratio... trading of natural gas futures contracts can satisfy the "in connection with" FERC-jurisdic...670 stating that "the Commission explained that acting with reckless disregard as to the impa...
... regulations to determine what types of contracts were included or excluded by the term, no such reg...As we shall see, section 1256 applies to futures and options contracts that are traded on a qualifi...As the House Ways and Means Committee explained:. Trading in foreign currency for future delivery ...
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