In yesterdays note, we referenced a paper written for the United Nations Conference on Trade and Development titled The Synchronized and Long-Lasting Structural Change on Commodity Markets: Evidence from High Frequency Data We wanted to go into a bit more detail today on the paper. The paper states that the E-Mini S&P 500 futures contract is the most traded index futures contract in the world. There were 121 million trades in it in 2011. This is a 450% increase since 2007 when there were only 22 million trades. The
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