- Spot Return: price return on specified commodity futures contracts;
- Roll Yield: impact due to migration of futures positions from near to far contracts; and
- Collateral Yield: return earned on collateral for the futures.
Deutsche Bank's negotiations with U.S. prosecutors last year over alleged mortgage misdeeds rattled investors, leading many of the German lender's trading partners to defect -- apparently to American rivals.
Following a record disappointment from HSBC, the rest of London's banks are now in the crosshairs