Staff Reports

Investigating the Flash Crash

The CFTC produces market and staff reports that provides information to the public about the futures, options and swaps markets.

This section also includes research reports by CFTC economists and various staff reports.

Staff Reports

Interim Staff Report on Trading in NYMEX WTI Crude Oil Futures Contract Leading up to, on, and around April 20, 2020 (PDF)
(November 23, 2020)

Swap Dealer De Minimis Exception On-Venue and Cleared (PDF) CFTC Press Release 7958-19
(July 8, 2019)

CCP Supervisory Stress Tests: Reverse Stress Test and Liquidation Stress Test (PDF) CFTC Press Release 7921-19
(May 1, 2019)

Impact of Automated Orders in Futures Markets (PDF) CFTC Press Release 7901-19
(March 27, 2019)

Updated Report Agricultural Block Trade Analysis (PDF) CFTC Press Release 7830-18
(October 18, 2018)

Impact of U.S. Tight Oil on NYMEX WTI Futures (PDF) CFTC's Press Release 7780-18
(September 6, 2018)

An Empirical Analysis of Initial Margin and the SA-CCR (PDF)
(July 31, 2018)

Agricultural Block Trade Analysis (PDF) CFTC's Press Release 7750-18
(July 2, 2018)

Sharp Price Movements in Commodity Futures Markets  (PDF) CFTC's Press Release 7748-18
(June 29, 2018)

Liquefied Natural Gas Developments and Market Impacts (PDF) CFTC's Press Release 7726-18
(May 16, 2018)

Swaps Regulation Version 2.0: An Assessment of the Current Implementation of Reform and Proposals for Next Steps (PDF) CFTC's Press Release 7719-18
(April 26, 2018)

Evaluation of Clearinghouse Liquidity (PDF) CFTC's Press Release 7630-17
(October 16, 2017)

Supervisory Stress Test of Clearinghouses Report (PDF) Presentation (PDF)  Press Release Announcement Video
(November 16, 2016)

Swap Dealer De Minimis Exception Final Staff Report (PDF) CFTC's Press Release 7427-16
(August 15, 2016)

Staff Report on Oct 15, 2014 Market Events (PDF)
(July 13, 2015)

Staff Report on May 6, 2010 Market Events
(May 2010)