Trading frequency and volume in container freight derivatives has grown rapidly lately. One interesting development is the use of long-term index-linked contracts combined with the use of container freight swaps for price risk management.

Here is a short discussion about this subject in the Journal of Commerce of May 10, 2012:>

Over the coming weeks we will be taking a look at some of the latest developments in risk management in shipping, including

  Portfolio models
  Open Source software
  Container freight derivatives
  Outsourcing risk management
  Credit risk information exchange
  Risk appetite and investment boundaries
  Optimal allocation of risk capital