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’[Explaining backwardation] The WTI-Brent anomaly
… continued.
How do you actually profit from a contango trade?
To understand the WTI-Brent deviations of the last year, understanding the formation of the industry’s contango trades is essential.
[Explaining backwardation] Are index funds the new swing producers?
FT Alphaville’s three-part series attempting to explain the current backwardation in the market…
…continued.
Index funds the new swing producers?
In many ways, Saudi Arabia’s position as the ultimate swing producer in the oil markets is key.
Who’s capturing yield?
Are passive bond funds set to become the oil index funds of tomorrow?
Oil funds, of course, made sense when inflation was the worrying factor for investors. But with deflation quickly becoming a more prominent fear,
Motivational indexing
The Wall Street Journal reported on Wednesday how — shock, horror — Wall Street banks may have actively created and pushed securitised products to some clients which they simultaneously advised other clients to bet against.
The return of cheap commodity funding
Deutsche Bank on Tuesday revealed it was issuing “three-year market contribution securities” linked to the Deutsche Bank Liquid Commodity Index – Mean Reversion Plus.
The SEC filing, brought to our attention by Thomson-Reuters columnist John Kemp,
Barcap say speculators are not to blame!
Last Friday the CFTC re-categorised the way it presents trader positions in its weekly report to reflect more specifically the type of contracts being held by “managed money” and “swap dealers” — ie,
Commodity index inflows are back
With much attention focused on commodity exchange-traded-product flows, one could be forgiven for overlooking the passive commodity index-linked mutual fund space.
Nevertheless, as Barcap pointed out in a recent research note,