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Trader concentration effects in live cattle futures

โœ Scribed by Charles M. Oellerman; Paul L. Farris

Book ID
102843888
Publisher
John Wiley and Sons
Year
1986
Tongue
English
Weight
582 KB
Volume
6
Category
Article
ISSN
0270-7314

No coin nor oath required. For personal study only.

โœฆ Synopsis

hares of the open interest held by large traders of live cattle futures contracts S on the Chicago Mercantile Exchange during 1977-1981 were found to be relatively low. Changes in concentration during this period appeared not to be strongly associated with futures price changes nor futures-cash basis.

(3) Relations between changes in four-firm concentration and futures-cash basis.

DATA SOURCES

The data used to generate the concentration figures were kindly provided by the Commodity Futures Trading Commission (CFTC). The CFTC data bank lists daily positions of all reporting traders in the live cattle futures market, by contract,

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