Futures Market
topic on 3 shows · 5 statements across 5 episodes
No Priors 
the Paul Morris Podcast 
Capital Allocators
5 statements about Futures Market, every show
Morris: Futures market prices 70% odds of a September Fed hike
“The futures market currently puts it at roughly a seven in 10 odds on a quarter point hike By September. Not a cut. A hike.”
Morris: Futures Market Priced One-in-Three Odds of Fed Rate Hike
“Last week, futures market put the odds at one in three of a quarter point hike.”
Jain: Physical oil realizations exceed futures by ten to twenty dollars
“We talked to so many oil companies that our realizations are running 10 to 20 dollars, in a lot of cases, above what is trading in the futures market.”
Mansour: Derivatives exist for risk transfer rather than capital allocation
“The futures market, the derivatives market is a bit different. It's not capital allocation. It's risk transfer. And I love that notion. I love that notion so much. It's like, it's even more neat. It's like you're transferring risk from people that like have it…”
Braga: Post-2008 PCA on liquid futures reflects risk-on, risk-off moves
“So for example, since the financial crisis, if you pick up the securities, the generic macro securities, the hundred or 150 liquid futures markets, and if you do a bit of principal component analysis on them, the first principal component looks like a risk on,…”