MFA Comment Letters

Topic: master agreement

MFA Submits List of Priorities to CFTC Chairman Massad and Commissioners07.30.14


MFA submitted letters to Timothy Massad, the newly confirmed Chairman of the Commodity Futures Trading Commission (CFTC), along with the […]

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Topics: CFTC Commodity Futures Trading Commission, Timothy Massad, Mark Wetjen, Scott O'Malia, Sharon Bowen, J. Christopher Giancarlo, swaps, commodity pool operators, CPO, commodity trading advisors, CTA, alternative investment strategies, Dodd-Frank Act, OTC derivatives, systemic risk, transparency, central clearing, swap execution facilities, SEF, designated contract markets, DCM, regulation, package transactions, market infrastructures, recordkeeping requirements, swap data reporting, Cross-Border, central counterparties, CCP, third country, regulatory requirements, alternative investment funds, EMIR, JOBS Act, private investment vehicles, regulatory framework, hedge fund, fund of funds, private equity fund, real estate investment trust, burdensome, CPO delegation, temporary interim relief, private funds, harmonization, no-action relief, SEC, Securities and Exchange Commission, Policy Makers, customer protection, U.S. Congress, Bankruptcy Code, futures commission merchant, FCM, legal segregation with operation commingling, LSOC, market participant, MF Global Inc., Peregrine Financial Group, U.S. Commodity Futures Trading Commission v. Peregrine Financial Group Inc. and Russel R. Wasendorf, segregated account, FCM counterparty, position limits, buy-side, straight-through processing, made available for trading, MAT, inter-dealer market, anonymity, execution, proprietary trading tools, dealer-to-customer platforms, liquidity, derivatives clearing organization, DCO, Dealer, interest rate markets, swap curves, swap butterflies, invoice spreads, swaptions, Vincent A. McGonagle, exchange for related position, EFRPs, benchmark contracts, SIFMA AMG, Asset Management Group of the Securities Industry and Financial Markets Association, Division of Swap Dealer and Intermediary Oversight, Division of Market Oversight, introducing broker, assets under management, AUM, trading privileges, commodity pool, floor brokers, Alternative Investment Management Association, AIMA, swap data repository, SDR, Commodity Markets Council, alpha swap, beta swap, gamma swap, Major Swap Participant, MSPs, European Union, EU, bespoke swaps, International Swaps and Derivatives Association, ISDA, master agreement, European Commission, OTC Derivatives Regulators Group, mandatory clearing, United States, Cayman Islands, U.S. person, swap dealer, financial counterparty, commodity interests, privately offered commodity pools, Cayman Islands Monetary Authority, British Virgin Islands Financial Services Commission, Financial Conduct Authority, Hong Kong, Securities and Futures Commission, private investment funds, limited partnership, general partner, corporations, Trust, limited liability companies, public investment fund, board of directors, chilling effect, NFA, National Futures Association, due diligence, compliance, registered investment adviser, President Obama, Obama Administration, U.S. Department of the Treasury, quarterly account statements, service providers, illiquid assets, Form PF, Form CPO-PQR, Form CTA-PR, custody rules, generally accepted accounting principles, GAAP, Form PQR, haircuts, Committee of Payment and Settlement Systems, International Organization of Securities Commissions, IOSCO, Financial Stability Board, FSB, risk management, initial margin, variation margin, loss allocation, Full Physical Segregation, customer collateral, collateral, insolvency, cleared swaps, hedgers, short, price discovery, spot-month position limits, physically settled, cash-settled contracts, natural gas, gold, silver, owned entities, passive ownership, exemptive relief, speculation, aggregation,

Comment Letter on Proposed Rulemaking for Requirements for Processing, Clearing, and Transfer of Customer Positions04.11.11


MFA submitted a comment letter to the CFTC on its proposed rules on Requirements for Processing, Clearing, and Transfer of […]

Comment Letter on Joint Release Regarding Reporting by Investment Advisors to Private Funds and Certain Commodity Pool Operators and Commodity Trading Advisors on Form PF04.08.11


MFA filed a comment letter with the SEC and CFTC in response to their joint proposal to require private fund […]

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Topics: private funds commodity pool operators, commodity trading advisors, Form PF, systemic risk, Financial Stability Oversight Council, market participants, managed futures, absolute return strategies, SEC, CFTC, Dodd-Frank Act, Council and Office of Financial Research, OFR, global regulators, overcounting, undercounting, threshold for enhanced performance, assets under management, reporting period, confidentiality protections, inadvertent disclosure, non-bank financial companies, lending institutions, interconnectedness, liquidity risk, maturity mismatch, regulatory scrutiny, systemically significant, Federal Reserve System, the Fed, Form CPO, Form PQR, Form CTA-PR, targeted requests, tiered reporting system, threshold, trading and investment strategies, borrowing arrangements, collateral practices, operational capabilities, illiquid assets, investment advisers, bespoke contracts, private equity, privately issued convertible bonds, equity derivatives, distressed debt, unaffiliated third party sources, generally accepted accounting principles, GAAP, Level 2 inputs, Level 3 inputs, Financial Accounting Standards Board, audited financial statements, UK Financial Services Authority, FSA, Form 13F, public companies, Form 10-K, Form 10-Q, portfolio management, CUSIP number, semi-annual reporting, counterparty exposures, market noise, short-term market fluctuations, margin requirements, hedge fund defaults, large private fund manager, qualifying fund, hedge fund assets under management, Form ADV, proposed reporting thresholds, interpretive guidance, private fund managers, recordkeeping requirements, section 404, confidentiality of information, proprietary information, Investment Adviser Registration Depository, Schedule 13G, individual certification, valuation methodology, proprietary methodology, alternative methodology, de minimis, master-feeder, parallel funds, equity prices, interest rates, currency rates, Form PF question 36, form PF questions 28 and 35, funds of funds, direct investments, aggregate gross asset value, collateral, operational efficiency, ten-year option, five-year option, master agreement, regulatory assets under management, net assets under management, leverage, parallel managed accounts, net asset value, gross asset value, creditor, net borrowings, aggregate borrowings, beneficial owners, record owners, fixed advisory fees, investment expenses, performance fees, inception class, statistical arbitrage-equity, other quantitative strategies, strategy exposure, risk capital allocation, NAV, futures commission merchants, FCMs, direct clearing members, DCMs, prime brokers, clause (iii), loan commitments, offsetting exposure, tri-party collateral accounts, market value, asset-backed securities, debt securities, swap contracts, futures contracts, foreign currency contracts, notional value of derivatives, notional amount, long positions, short positions, LMV, SMV, maturity brackets, short-term interest rate, DV01, CR01, duration, non-rated issues, short term high quality corporate debt, foreign exchange derivatives, turnover rate, GMV, Bloomberg, risk methodology, repos, sensitivity analyses, liquidity management, balance sheet value, delta adjusted, variation margin, equity exposure, rehypothecated initial margin, CCPs, central clearing counterparties, Value at Risk, VaR, CDS, CDX, default rates, corporate bonds, short borrowing, synthetic borrowing, uncommitted lines of credit, side pocket arrangement,
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