John Spencer Roberts

Commodity Futures Trading Commission (CFTC)

1155 21st Street NW

Washington, DC 20581

United States

SCHOLARLY PAPERS

3

DOWNLOADS

796

SSRN CITATIONS

10

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Who Holds Positions in Agricultural Futures Markets

Number of pages: 62 Posted: 25 Aug 2019
Michel A. Robe and John Spencer Roberts
University of Richmond - E. Claiborne Robins School of Business and Commodity Futures Trading Commission (CFTC)
Downloads 561 (93,017)
Citation 1

Abstract:

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Agricultural futures, Open interest composition, Term structure, Calendar spreading

Four Commitments of Traders Report Puzzles, Revisited: Answers from Grains and Oilseeds Futures Markets

Number of pages: 49 Posted: 20 Dec 2023
Michel A. Robe and John Spencer Roberts
University of Richmond - E. Claiborne Robins School of Business and Commodity Futures Trading Commission (CFTC)
Downloads 146 (371,430)
Citation 1

Abstract:

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Commitments of Traders, Open interest composition, Market core, CIT, Other Reportables, Agricultural futures

Four Commitments of Traders Report Puzzles, Revisited: Answers from Grains and Oilseeds Futures Markets

Journal of commodity Markets, forthcoming 2024
Posted: 04 Mar 2024
Michel A. Robe and John Spencer Roberts
University of Richmond - E. Claiborne Robins School of Business and Commodity Futures Trading Commission (CFTC)

Abstract:

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Commitments of Traders, Open interest composition, Market core, CIT, Other Reportables, Agricultural futures

3.

Risk Transfer with Interest Rate Swaps

OCE Staff Papers and Reports, Number 2020-002
Number of pages: 32 Posted: 08 Sep 2020
Lee Baker, Richard Haynes, John Spencer Roberts, Rajiv Sharma and Bruce Tuckman
affiliation not provided to SSRN, Government of the United States of America - Department of the Treasury, Commodity Futures Trading Commission (CFTC), U.S. Commodity Futures Trading Commission (CFTC) and New York University (NYU) - Leonard N. Stern School of Business
Downloads 89 (530,849)
Citation 6

Abstract:

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Interest Rate Swaps, Fixed Income Markets, Entity-Netted Nationals, Notional Amount