MFA Comment Letters

Topic: matching

Comment Letter to the CFTC on its Proposed Core Principles and Other Requirements for Swap Execution Facilities03.08.11


MFA submitted a comment letter to the CFTC on its proposed Core Principles and Other Requirements for Swap Execution Facilities. […]

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Topics: Commodity Futures Trading Commission CFTC, swap execution facilities, SEFs, SEF trading platforms, regulatory efficiencies, market efficiencies, market-based competition, transparency, real-time public reporting of swap transaction data, available for trading, competition, grandfather relief, request for quote, RFQ, order book, cleared swaps, block trades, timing delay, required transactions, Designated Contract Market, DCM, Mandatory Execution Requirement, annual review, market liquidity, minimum block threshold, large notional transaction size threshold, reporting requirements, recordkeeping requirements, daily trading records requirements, major swap participants, CEA, RFQ system, Over-the-Counter, OTC, electronic platform, one-to-one voice services, mandatory objective criteria, mandatory transparent criteria, OTC market, connectivity, grace period, liquidity, resting bids, swap data repositories, liquidity characteristics, bilateral trading environment, trading venues, dealer-to-customer platforms, exchanges, swap execution, bilateral trading, voice-based trading, flexibility, execution protocol, order book systems, multiple-to-multiple trading venues, limit order, central limit order variants, non-continuous liquidity, credit default swaps, responsive quote, interstate commerce, mandatory minimum required recipients, quote requesters, institutional investors, voice-based system, security-based swap execution facility, SB SEF, permitted transactions, block trade thresholds, block size, data analysis, minimum block sizes, joint the trade, auction-based methods, matching, fixing, open outcry trading pits, quote-requesting participant, widened bid/offer spreads, exchanges for physical, exchanges for swaps, off-market transactions, linked transactions, packaged transactions, single joint transactions, crossing, matching traders, futures position, physical position, cash position, debt instrument, physical contract, discreet contract, Manipulation, price distortion, congestion, sporadic liquidity, emergency procedure, public information, complete audit trail, conflicts of interest, chief compliance officer, ISDA, SIFMA, Over-the-Counter Derivatives Markets, CBOE futures exchange, RFQ response period, Rulebook,

Comment Letter to Federal Reserve Bank of New York Outlining the Collaborative Work of Dealers and Buy-Side Institutions to Deliver Structural Improvements to the Global OTC Derivatives Market03.01.10


MFA, several buy-side firms, the major swap dealers and other industry trade associations jointly submitted a letter to global regulators, […]

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Topics: G-14 buy-side institution, over-the-counter derivatives, OTC derivatives, G-20, transparency, global data repositories, asset class, central clearing, segregation, credit default swap, CDS, portability, ISDA Credit Derivatives Determinations Committees, International Swaps and Derivatives Association, central counterparties, CCP, DC, product standardization, processing standardization, legal standardization, operational efficiency, mitigating operational risk, risk management, netting, bilateral collateralization arrangements, bilateral derivatives transactions, initial margin, electronification, credit derivatives, CDS clearing, Europe, buy-side firms, OTC bilateral collateral processes, ISDA Governance framework, 2009 ISDA Credit Derivatives Determinations Committees, Auction Settlement and Restructuring CDS Protocol, Small Bang, Modified Regstructuring Credit Event, Thomson Restructuring, DC External Review procedure for the Cemex S.A.B de C.V. Restructuring Credit Event, interest rate derivatives, Overnight Index Swaps, OIS, single name clearing, dispute resolution procedures, Raodmap for Collateral Management, collateralized portfolios, margin calls, Equity Derivatives Markets, commodities, foreign exchange, global Interest Rate Reporting Repository, IRRR, eligible trades, Depository Trust & Clearing Corporation, DTCC, Warehouse Trust, zero coupon swaps, single currency basis swaps, forward rate agreements, cross-currency swaps, caps, floors, European swaptions, inflation swaps, default management, inter-dealer service, clearing house, Master Confirmation Agreement, MCA, European Interdealer Index Swap Annex, EMEA EM Options Annex, European Interdealer Fair Value Swap Annex, Roadmap for Collateral Management, Dispute Resolution Procedure, DRP, Market Review of Collateralization, Feasibility Study for Extending Collateralized Portfolio Reconciliations, Implemenation Plan for Wider Market Roll-out, central settlement, settlement automation, Interoperability, trade date matching, novation consent process, Electronically Eligible Products, Confirmable LIfecycle Events, electronic confirmation targest, submission timeliness, matching, confirmation backlog reduction, cash flow matching, rates allocation commitment, electronic allocation delivery functionality, Allocation Industry Working Group,
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