White Papers

The Office of the Chief Economist and CFTC economists produce original analysis on a broad range of topics relevant to the CFTC’s mandate to regulate commodity future markets, commodity option markets and the expanded mandate to regulate the swaps markets pursuant to the Dodd-Frank Wall Street Reform and Consumer Protection Act. The white papers included below are designed to inform the public about past and current trends in market activity within these regulated markets; they provide analytical perspectives on market structure themes, aimed for a general audience. The analyses and conclusions expressed in the papers are those of the authors and do not reflect the views of other members of the Office of Chief Economist, other Commission staff or the Commission itself.

Date	Author(s)	Title
March 2015	Richard Haynes and John S. Roberts	Automated Trading in Futures Markets
December 2015	Richard Haynes and John S. Roberts	Macro News Announcements and Automated Trading
December 2015	Raymond P. H. Fishe, Richard Haynes, and Esen Onur	Speed and Latency in Treasury and e-Mini Futures Contracts – Part 1
April 2016	Eleni Gousgounis and Sayee Srinivasan	Block Trades in Options Markets
April 2016	Eleni Gousgounis and Esen Onur	The Effect of Pit Closure on Futures Trading
December 2016	Scott Mixon, Esen Onur, and Lynn Riggs	Exploring Commodity Trading Activity: An Integrated Analysis of Swaps and Futures