Curated items for this scope are still being collected. Below are the latest related updates; items meeting the curation criteria will be marked separately.
Palladium futures fall 2% intraday, currently quoted at $1,100.05 per ounce. This market data is published by Sina and reflects the latest intraday price movement of palladium futures.
Huatai Futures stated in its analysis that the current high-sulfur fuel oil crack spread has risen to an absolute high level. This content was published by Sina Finance; further analytical basis and subsequent judgments were not disclosed.
The Dalian Commodity Exchange (DCE) has adjusted the invoice types for live hog futures delivery to enhance the representativeness of futures prices. This adjustment was announced by the domestic futures exchange, and the rule changes will affect invoice requirements in the live hog futures delivery process.
Domestic commodity futures closing data on October 20 shows that the European container shipping main contract fell nearly 8%, while rapeseed meal and live hog main contracts both dropped over 3%. This market data is published by Guandian.cn.
The Shanghai Futures Exchange (SHFE) has approved Jiangsu Binxin Iron & Steel Group Co., Ltd. to adjust the pickup locations for its rebar futures delivery warehouse. This approval is for the adjustment of pickup locations for the company's rebar futures delivery warehouse; the specific adjusted pickup locations and effective date have not been disclosed.
The latest trading margin ratios for all varieties in the domestic futures market will be implemented starting from the October 20 settlement. This adjustment covers all domestic futures varieties, and the specific ratios can be queried via 10jqka.
SHFE crude oil futures closed 2.34% higher in the night session at 735.6 yuan per barrel. This market data comes from East Money's futures market coverage.
Quantocracy has compiled the latest quant research-related links as of October 18, 2026, covering topics including trend following, futures continuous contract construction, in-sample to out-of-sample Sharpe ratio decay, the impact of liquidity on stock returns and option pricing, and cryptocurrency cross-sectional trend factors. One study based on 12 commodity futures found that the expected retention ratio of in-sample Sharpe ratios from a 10-year backtest on new data is 30%.
The CFTC released a proposed rule to further define the inclusion scope of the 'swap' definition and clarify the regulatory boundary of event contracts. This proposal does not further define 'security-based swaps', and the CFTC has sought the opinion of the Board of Governors of the Federal Reserve System on this proposal.
This 16-page paper, accepted by MARBLE 2026, argues that crypto-exchange stock-like perpetual contracts calculate funding rates from the real-time basis and cannot replicate shareholder dividend cash flows for traders entering or exiting at arbitrary times. The authors derive a fair funding-rate identity, convert point-in-time fairness into an optimal stopping condition, and use measure theory to show that predictable dividends are atomic events. Absolutely continuous funding-rate paths cannot replicate this atom over a holding interval and must be matched with discrete event credits.