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2
shareholders with exposure to changes in the commodity price. The ETF does not sell or redeem
individual shares, but instead sells large blocks
or
"Creation Units," in units
of
2,500 shares
each, to broker-dealers
or
other financial institutions known as Authorized Participants (AP).
In
return, as a condition
of
the sale, APs are required to deliver to the ETF a specified amount
of
the
physical commodity to support the value
of
the ETF shares being issued.
APs then sell the individual ETF shares to investors through the stock exchange.
If
the
commodity price increases, the share values increase, and the investors gain;
if
the price drops,
the share values fall, and investors lose.
If
the fund attracts more investors, the ETF typically
sells more creation units (or blocks
of
shares) and receives additional physical copper deliveries
to support those shares;
if
investments in the fund decrease, the ETF typically reduces its
commodity holdings. The copper underlying the ETF may be purchased in cash markets or in
commodity futures markets.
Subcommittee Investigations. The Permanent Subcommittee on Investigations, which I
chair, has conducted several in-depth investigations into commodity markets, examining how
speculation overwhelms normal supply and demand factors and increases prices at the expense
of
consumers and American businesses.
In
2006, for example, the Subcommittee released a report which found that billions
of
dollars
in
commodity index trading on the crude oil market had pushed up futures prices
in
2006,
caused a corresponding increase in cash prices, and was responsible for an estimated $20 out
of
the then $70 cost for a barrel
of
oil. I In 2007, the Subcommittee released a report showing how a
single hedge fund named Amaranth made huge, speculative trades
on
the natural gas market
using futures on a regulated futures exchange and swaps on an unregulated electronic energy
exchange.
2
These trades pushed up futures prices and increased natural gas prices for consumers
and American businesses.
In
2009, the Subcommittee released a bipartisan 260-page staff report and held a hearing
examining commodity index trading in the wheat market.
3
One key topic was the impact
of
commodity index-based ETFs
on
futures contracts and commodity prices. Essentially, the report
found that the purchase
of
wheat futures contracts to support the commodity index financial
instruments, including ETFs, swaps, and exchange traded notes, had created a new demand for
those futures contracts; had distorted the prices
of
those futures contracts by overwhelming
normal supply and demand factors; had interfered with the convergence
of
wheat futures and
cash prices; and had hurt American businesses and consumers by causing unreliable wheat prices
and hedging failures.
In
2011, the Subcommittee held a hearing on excessive speculation in commodity
markets and compliance with the Dodd-Frank Act. We studied the rise
of
commodity index
I "The Role
of
Market Speculation
in
Rising Oil and Gas Prices: A Need to Put the Cop Back on the Beat," U.S.
Senate Permanent Subcommittee on Investigations Report, S. Prt. 109-65, June
27,2006.
2 "Excessive Speculation
in
the Natural Gas Market," U.S. Senate Permanent Subcommittee on Investigations
Report,
S.
Hrg. 110-235, June 25 and July 9, 2007.
3 "Excessive Speculation
in
the Wheat Market," U.S. Senate Permanent Subcommittee on Investigations Report, S.
Hrg. 111-155, July 21, 2009.
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