Recent content by BrettScott

Thanks bruv, VAR - value at risk: Indicates what they think they can lose on trading positions on any one day. The 16 million figures for commodities means they are 99 percent certain they won't lose more than 16 million a day in commodities.

Cool, thanks for the info. When you say 'tip of the iceberg', do you mean the futures are just used to hedge the OTC swaps that are being written, or am I misunderstanding you? I'm just interested by the fact that BarCap's 2010 figures show it's average daily VAR in commodities to be £16...

Heya, Been doing research into commodity trading but can't find very much info at all on who the top investment banking players are in agricultural commodities. Risk magazine only profiles the energy and metals markets, but not ags. I'm trying to work out who is going to be hit by rules on...