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TLDR Bitcoin futures show cautious optimism with December contracts at $91,355 and June 2025 at $95,670 Current contango levels (11%) are lower than early 2024 (30%), indicating less speculation BlackRock's [...]

April 03 -- Gold rates in the spot and futures market in India fell today, as global rates fell following a sharp rally last week. Gold Futures on the MCX [...]

LedgerX is preparing to make $175 million available to FTX's bankruptcy proceedings, sources told Bloomberg. The company is one of the few solvent members of Sam Bankman-Fried's crypto empire. The [...]

Slippage, the market impact cost of trades executed in futures market, is examined by using data provided by Sydney Futures Exchange.

Tops RECORD VOLUMES AGAIN! The top five futures exchanges all set volume records again in 2004. All sectors of the futures industry grew, including managed futures despite a tough environment [...]

Here we list the world's futures and options exchanges. U.S. exchanges first, then overseas exchanges, alphabetically by country. Only U.S. contracts with a minimum average daily volume of one, are [...]

This articles presents market-to-market risk within a common future hedging framework and shows that a futures hedger who is concerned with maximal daily loss will significantly reduced his position when risk are taken into account.

This study examines how futures-risk-premium and volatility influence trading demands for the speculation and hedging of futures contracts on Standards and Poor's 500 Stock Index.

This article uses evidence from seven international markets to provide an empirical and theoretical analysis of interest rate swap-spreads.

This article examines the influence of 21 types of macroeconomic news announcements upon the volume and volatility of Standard and Poor's 100 stock-index options.

The Chicago Board Options Exchange listed both American-style and European-style options on Standard and Poor's 500 Index during the period of April 2, 1986 to June 20, 1986. This study uses the asking quotes of that time to directly measure the early exercise premiums of American-style index options, creating a matched-pair sampling of ask and bid quotes for identical European and American options

Previous research into the quality of market-forecasting volatility utilized the volatility implied in exchange-traded option prices. These study uses the implied volatility found in over-the-counter currency markets, thereby, circumventing some of the problems caused by variable measurement errors.

Generalized models of variance/covariance structure are used here to estimate dynamic futures-hedging ratios across seven markets. The resultant strategies are then compared against naive and static strategies, both in-sample and out-of-sample.

This article examines how firms should best select their mix of nonlinear and linear derivatives. A model is offered in which a company facing both output and market risks manages to optimize its planned profits even though subject to cost distress.

This paper analyzes the performance and behavior of hedgers and speculators in 15 futures markets in the United States. Speculators are found to be contrarians who positively respond to market sentiment, while hedgers tend to trade against market sentiment and practice positive feedback trading.

This paper investigates the role of price discovery for an exchange-trade fund and futures contract for a market index. The research indicates that factors involved in successful price discovery depend upon small tick size.

This paper uses an extension of Hull and White's model in pricing European options. It employs a mean reverting volatility as the underlying asset, and a Taylor series expansion model is used to approximate the call option price in a market lacking arbitrage opportunities.

The US Federal Reserve Board's intervention in the foreign exchange system is positively correlated to higher currency future market trading volume between 1979 and 1996.

The most significant development for many of the world's futures and options exchanges during the last 20 years is that they exist at all. While most of the current U.S. [...]

The intraweek and intraday transactions of the cash and futures exchanges affect the seasonality prices within the London Stock Exchange (LSE) and the London International Financial Futures Exchange (LIFFE) markets. The correlation between the unique settlement features of the LSE and the LIFFE and its impact on seasonal trading was compared. The parametric and non-parametric test models were applied on stocks traded ex post risk premia on the Financial Times Stock Exchange 100 Index from 1986 to 1990. The study concluded that settlement seasonality within the UK stock market triggers a similar occurrence in the futures market.

Trading Facts and Figures The following pages provide as complete a list of futures (F), options on futures (OF) and options on actuals or physicals (O) contracts as we could [...]

The shape of the 1997/98 grain season is becoming clearer on the grain markets of the Northern Hemisphere. Supply balance sheets for 1996/97 confirm higher final stocks than last season [...]

HARD WINTER. Premiums on hard red winter and dark hard wheat in Kansas City were 18@22c a bu lower last week. Premiums were depressed from the week's outset, extending a [...]

Commodity trading advisers (CTAs) have had a difficult year in 1995 because stocks have consistently outperformed commodities. Out of 100 CTAs overseeing over $25 million in assets, only 13 did better than the S&P 500, and 21 had losses. The commodities market is stronger than in 1994, however.

The price of the December NYMEX crude oil futures contract was down more than $5/bbl Wednesday as data from the U.S. Energy Information Administration showed a climb in the stock [...]

The August NYMEX crude oil futures contract continued Tuesday its decline that began Monday, tumbling 3.8%, to $136.04/bbl, the lowest closing price since it closed at $134.55/bbl on June 25. [...]

The price of the prompt crude oil futures contract on NYMEX jumped 2% Friday, to $126.70/bbl, breaking the record high set the previous Friday. The price had declined three of [...]

When the price of the front-month crude oil futures contract on NYMEX dropped nearly $3/bbl Tuesday, it may have been because traders were expecting another climb in the U.S. crude [...]

New York Mercantile Exchange (NYMEX) traders were apparently expecting yesterday's U.S. Energy Information Administration (EIA) data to show an increase in U.S. crude inventories, as the price of the December [...]

The price of the front-month crude oil futures contract on the New York Mercantile Exchange (NYMEX) climbed for the seventh consecutive trading day yesterday, gaining 1%, to $78.23/bbl, breaking the [...]

The price of the front-month crude oil futures contract on the New York Mercantile Exchange (NYMEX) climbed for the seventh consecutive trading day yesterday, gaining 1%, to $78.23/bbl, breaking the [...]

Energy futures generally settled slightly higher Tuesday after a weak start. Unleaded gasoline, however, was down 3.1cents, or 1.9%, to $1.63/gal. January ethanol on the Chicago Board of Trade is [...]

The January crude oil futures contract on the New York Mercantile Exchange (NYMEX) began its run as the front-month contract by moving down less than 1%, to close at $55.80/bbl. [...]

The December crude oil futures contract on the New York Mercantile Exchange (NYMEX) declined 0.8% to close at $55.81/bbl Friday, the contract's last day of trading. For the second consecutive [...]

FUTURES PRICES Cash July Sept. As of May 12, 2006: Price Futures Futures Corn, bu. $2.19 $2.38 $2.47 Soybeans, bu. 5.805 6.0275 6.13 Soybeans Meal, ton 175.70 177.8 178.7 Soybean [...]