John Spencer Roberts

Commodity Futures Trading Commission (CFTC)

1155 21st Street NW

Washington, DC 20581

United States

  • Commodity Futures Trading Commission (CFTC)

SCHOLARLY PAPERS

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Scholarly Papers (2)

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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 Illinois at Urbana-Champaign and Commodity Futures Trading Commission (CFTC)
Downloads 471 (98,232)
Citation 1

Abstract:

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

2.

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 60 (562,471)

Abstract:

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