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From: Index Funds, Financialization, and Commodity Futures Markets

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Presentation on theme: "From: Index Funds, Financialization, and Commodity Futures Markets"— Presentation transcript:

1 From: Index Funds, Financialization, and Commodity Futures Markets
Figure 1 Flow of index investments into commodity futures markets From: Index Funds, Financialization, and Commodity Futures Markets Appl Econ Perspect Policy. 2011;33(1):1-31. doi: /aepp/ppq032 Appl Econ Perspect Policy | © The Author(s) Published by Oxford University Press, on behalf of Agricultural and Applied Economics Association. All rights reserved. For permissions, please

2 From: Index Funds, Financialization, and Commodity Futures Markets
Figure 2 U.S. and non-U.S. assets in commodity index products, first quarter, 2004-third quarter, 2010 From: Index Funds, Financialization, and Commodity Futures Markets Appl Econ Perspect Policy. 2011;33(1):1-31. doi: /aepp/ppq032 Appl Econ Perspect Policy | © The Author(s) Published by Oxford University Press, on behalf of Agricultural and Applied Economics Association. All rights reserved. For permissions, please

3 From: Index Funds, Financialization, and Commodity Futures Markets
Figure 3 Weekly net long open interest of commodity index traders (CIT) and CIT percentage of market (long) open interest for Chicago Board of Trade (CBOT) corn futures market, January 6, September 7, 2010 From: Index Funds, Financialization, and Commodity Futures Markets Appl Econ Perspect Policy. 2011;33(1):1-31. doi: /aepp/ppq032 Appl Econ Perspect Policy | © The Author(s) Published by Oxford University Press, on behalf of Agricultural and Applied Economics Association. All rights reserved. For permissions, please

4 From: Index Funds, Financialization, and Commodity Futures Markets
Figure 4 Weekly net long open interest of commodity index traders (CIT) and CIT percentage of market (long) open interest for Chicago Board of Trade (CBOT) soybean futures market, January 6, September 7, 2010 From: Index Funds, Financialization, and Commodity Futures Markets Appl Econ Perspect Policy. 2011;33(1):1-31. doi: /aepp/ppq032 Appl Econ Perspect Policy | © The Author(s) Published by Oxford University Press, on behalf of Agricultural and Applied Economics Association. All rights reserved. For permissions, please

5 From: Index Funds, Financialization, and Commodity Futures Markets
Figure 5 Weekly net long open interest of commodity index traders (CIT) and CIT percentage of market (long) open interest for Chicago Board of Trade (CBOT) wheat futures market, January 6, September 7, 2010 From: Index Funds, Financialization, and Commodity Futures Markets Appl Econ Perspect Policy. 2011;33(1):1-31. doi: /aepp/ppq032 Appl Econ Perspect Policy | © The Author(s) Published by Oxford University Press, on behalf of Agricultural and Applied Economics Association. All rights reserved. For permissions, please

6 From: Index Funds, Financialization, and Commodity Futures Markets
Figure 6 Weekly net long open interest of commodity index traders (CIT) and CIT percentage of market (long) open interest for Kansas City Board of Trade (KCBOT) wheat futures market, January 6, September 7, 2010 From: Index Funds, Financialization, and Commodity Futures Markets Appl Econ Perspect Policy. 2011;33(1):1-31. doi: /aepp/ppq032 Appl Econ Perspect Policy | © The Author(s) Published by Oxford University Press, on behalf of Agricultural and Applied Economics Association. All rights reserved. For permissions, please

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