CHICAGO /PRNewswire/ — Informa Economics Inc., a leader in broad-based domestic and international agricultural and commodity product market research and analysis, announced today the release of an important study on the influence of large traders on commodity futures market performance. The study finds little empirical evidence that large trader groups, such as index funds and managed money, were routinely detrimental to the studied futures markets, which included corn, soybeans, wheat, cotton, crude oil and natural gas.
The findings were based on data collected from Jan. 1, 2005, through June 30, 2008, that was provided by the Commodity Futures Trading Commission, the government regulator for commodity markets. The study was commissioned by CME Group, the Kansas City Board of Trade, the Minneapolis Grain Exchange and ICE Futures US.
To review the study, please go to http://www.informaecon.com/TraderStudy/traderstudy.htm
Informa Economics, Inc., a division of Informa plc, is a world leader in comprehensive agriculture, food industry, agribusiness and commodity research, information, analysis and consulting. For more information, visit the Informa Economics Web site at www.informaecon.com.
Source: Informa Economics Inc.; Web Site: http://www.informaecon.com/