MFA Comment Letters

Please contact Scott McDonald with any questions or technical difficulties. You can email your request to smcdonald@managedfunds.org or call 202-730-2600. MFA is continuously updating the database, so check back often when searching for comment letters.

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Comment Letter to CFTC Responding to Proposed Regulations to Implement Federal Speculative Position Limits for Futures and Options Contracts04.26.10


MFA submitted comments to the CFTC in response to its request for comments on its proposed rule on Federal Speculative […]

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,

Comment Letter to the House of Lords Responding to Call for Evidence on Ensuring Safe and Sound Derivatives Markets02.01.10


House of Lords, European Union Sub-Committee A, call for evidence, European Commission, EU, EC, over-the-counter derivatives, OTC derivatives, hedge funds, […]

MFA Comments to the “Over-the-Counter Derivatives Markets Act of 2009”11.09.09


MFA submitted a letter to the Department of the Treasury regarding the Obama administration’s legislative proposal titled the “Over-the-Counter Derivatives […]

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Topics: Department of the Treasury Obama Administration, regulatory framework, over-the-counter derivatives, OTC derivatives, institutional investors, commodity, securities market, OTC derivatives market, derivatives transactions, central clearinghouse, segregation, initial margin, variation margin, trade and position reporting, swap dealers, securities dealers, Major Swap Participant, AIG, end-users, substantial net position, substantial unsecured net position, AAA credit rating, Securities and Exchange Commission, SEC, Commodity Futures Trading Commission, CFTC, security-based swaps, dealers, credit risk, insurance companies, energy companies, airline, utilities, private funds, local governmental entities, non-dealer entities, capital restrictions, swap market participant, Long Term Capital Management, Enron Corporation, thrift and insurance holding company, American International Group, unsecured current credit exposure, central clearing, derivatives clearing organizations, proprietary assets, legacy standardized swaps, non-clearable trade, Gary Gensler, Lehman Brothers, LBIE, collateral segregation, bankruptcy-remote, Bankruptcy Code, risk management, Pension Funds, endowments, hedge funds, custodian, ISDA product definitions, registered derivatives clearing organization, non-cleared swap transactions, exchange trading, hybrid market, exchange-traded products, market manipulation, position limits, physically-delivered commodities, cash-settled contracts, pre-merger notification regime, capital formation,