Case study : demise of Brent crude oil futures contract on SGX.

• Main Authors: Ng, Choon Cheong., Quek, Xi Wie., Sim, King Yaw.
• Other Authors: Ding, David Kuan Yong
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Futures
• Online Access: http://hdl.handle.net/10356/10383
• Institution: Nanyang Technological University

This paper seeks to determine reasons that led to the demise of the Brent Crude Oil Futures Contract listed on SGX. Specifically, we examine the market microstructure: the number of trades, trading volume, open interest, bid-ask spread and volatility. In addition, we examine the mutual offset featur...