MFA Comment Letters

Topic: Bloomberg

MFA Submits Comments to USTR on Mexican Bankruptcy Law for Trade Negotiations09.04.12


MFA submitted comments to the U.S. Trade Representative (“USTR”) raising concerns with the Mexican Business Reorganization Act as demonstrated by […]

MFA Submits Letter to IRS on Proposed Rules on Dividend Equivalent Payments04.06.12


MFA submitted a comment letter to the Internal Revenue Service on the IRS proposed rules under Section 871(m) of the […]

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Topics: 30 day liquidity 90-Day Rule, abusive practices, ADTV, anti-abuse rule, average daily trading volume, Bloomberg, broad-based indices, cascading witholding taxes, common stock, compliance restrictions, contractual representations, credit, crossing, crossing transactions, customized index, delta, delta one instrument, delta-one, delta-one instruments, Department of the Treasury, derivatives, derivatives transactions, direct or indirect "cross", dividend equivalent, dividend equivalent payments, dividend payment, dividend swaps, equity linked derivatives markets, equity-linked swaps, extraordinary dividend, FATCA, full notional amount, future dividend flow, futures, gross witholding, hedge, high-frequency trading, illiquid securities, in connection with standard, in the market, individual trade determinations, Internal Revenue Service, internal tax review system, International Swaps and Dealers Association, investment algorithms, investment fund, IRS, ISDA, leverage, long equity swap, long-party, market forces, market participants, market sector, multi-strategy fund, non-delta one instrument, non-U.S. persons, OCC, offsetting position, options, Options Clearing Corporation, options contracts, options market, ordinary divident, OTC option, out-of-the-money, outstanding positions, overwitholding, preferred stock, private funds, proprietary index, public float, public float test, real-time identification of offsetting positions, recognized independent index publisher, retested, short-party, short-term trades, single strategy fund, SNPC, special dividend, special dividends, specified notional principal contracts, strike price, swaps, synthetic exposure, tax avoidance, trading strategies, underlying security, undue market disruption, witholding agent,

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

Letter to Mary Schapiro; Attachments: (Industry Letter on Buy Side Access to Clearing) and (Recommended Timeline for Adoption and Implementation of Final Rules Pursuant to Title VII of The Dodd-Frank Act)03.24.11


MFA submitted a letter to Chairmen Schapiro and Gensler, and each of the SEC and CFTC Commissioners, providing our recommendations […]

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Topics: 14d order 17f6 order, alternative margin segregation schemes, asset manager accounts, asset managers, back loading facility, back-office processing, Bankruptcy Code, Basel I capital requirements, big bang approach, bilateral swaps, block trade. swap initial margin, block trading, Bloomberg, broad industry clearing, broad-based index credit default swaps, Business Conduct Standards, buy-side access, buy-side participants, capital requirements, CCP implementation period, CCP risk management, CCPs, CDS, CDS books, central clearing, CFTC rules, clearable contracts, cleared OTC derivatives, cleared settlement, cleared swaps, clearing, clearing agreement, clearing members, clearinghouses, ClearPort, CME, CME rules, CMs, collateral, commission fee, commodity contracts, complex instruments, compression, counterparty risk, credit, current clearable swaps, customer clearing services, customer funds, DCO governance, DCO registration, dealer-to-dealer clearing, default waterfall, derivatives clearing organizations, direct clearing participants, Dodd-Frank clearing requirements, DTCC data, efficiency, electronic data, eligible contract participant, end to end production testing, end-to-end systems flow, end-user exemptions, end-users, English law CSAs, exchange trading, execution agreement, fallback processing, FCMs, FIA, financial disclosure requirements, FINRA exemptions, front-office processing, future clearable swaps, futures, give up process, give-up agreements, global financial system, hedge funds, ICELink, IIGC, indirect clearing participants, individual risk concentrations, industry-level metrics, interdealer reporting, interest rate markets, interest rate swaps, investor, ISDA Governance Committee, liquid contracts, liquid swap transactions, liquidity, long-only accounts, mandatory clearing date, margin methodology, margin regime, margin requirements, margin segregation, MarkitWire, middle-office processing, migration, milestones, mixed swap, MSP recordkeeping requirements, MSPs, net client omnibus margin account, New York Fed, non-US bankruptcy, non-US bankruptcy laws, non-US CM's default, onboarding, onboarding work streams, open interest caps, OTC derivatives, OTC derivatives market, OTC derivatives reform, Phase 1 mandatory cleared products, phase-in approach, phase-in period, position limits, post-default portability, post-trade reporting, pre-default portability, pre-trade reporting, price challenge protocol, price transparency, public reporting, real-time reporting, reform, Regulators, risk compression, risk waterfall process, roll-out schedule, scale readiness, SD recordkeeping requirements, SEC exemptions, SEC rules, Securities and Exchange Commission, SEF trading, segregation framework, sell-side firms, simpler instruments, single-name CDS, standardized documentation, standardizing contracts, streamlined netting process, swap dealer, systemic counterparty risk, systemic risk, TBF, tear-ups, title transfer regime, trade compression, trade rejection rights, trade repositories, trade repository data, trade transparency, trading annex, transparency, uncleared settlement, US bank CM, US banking regulators, US bankruptcy, vendor, volume targets, voluntary back loading, voluntary period, voluntary targets, waterfalls,
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