MFA Comment Letters

Topic: derivative positions

MFA Response to CESR Consultation Paper on a Proposal for a Pan-European Short Selling Disclosure Regime10.01.09


MFA submitted a letter to the Committee of European Securities Regulators (CESR) today in response to its Consultation Paper on a […]

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Topics: 130/30 funds absolute return strategies, abusive behavior, abusive practices, abusive short selling practices, academics, aggregated anonymised data, aggregation, alternative investment classes, alternative investment industry, alternative investment managers, alternative investment vehicles, asset management company, basket trade, bid-ask spread, capital formation, capital markets, capital raising, CESR, CESR Proposal for a Pan-European Short Selling Disclosure Regime, chilling effect, Committee of European Securities Regulators, competent authorities, confidentiality, convertible arbitrage, convertible bonds, convertible securities, Credit Suisse, cumulative compliance costs, de minimis, delta adjusted, derivative positions, derivatives, disclosure thresholds, disproportionate costs, EEA equities, EEA stock, endowments, enhanced transparency, equity markets, EU, EU Member State, European markets, European Union, exchanges, exposures, extraterritoriality, extreme market conditions, financial institutions, Financial Regulatory Authority, financial services sector, financial stocks, FINRA, flagging regime, flagging short sales, foundations, free flow of information, freedom of information regimes, FSA, fund of funds, global capital markets, global equity markets, harmonization, hedge, hedge funds, hedging strategies, herding, hybrid funds, index trading, industry service providers, institutional investors, investment managers, investors, Issuer, Journal of Finance, large-scale short selling, liquidity, long equity positions, managed futures funds, manipulative conduct, Market Confidence, market efficiency, market maker, market making, market participants, market stability, market testing, market volatility, materially negative impacts, meaningful data, Member State competent authorities, MiFID, naked short selling, negative returns, net economic short position, net economic short positions, over-the-counter transactions, Pension Funds, physical short sales transactions, price amplification, price declines, price discovery, pricing efficiency, private reporting, professional secrecy, prudential regulators, public disclosure of short positions, real time information, reporting regimes, retail investors, Reverse Engineered, risk management, risk management function, securities prices, settlement, share issues, short equity position, short positions, short selling, short selling bans, short selling disclosure regime, short selling prohibitions, short squeeze, significant adverse effect, stability, T+1 reporting, timeframe for reporting, trading platform, trading strategies, traditional bond issuance, transaction costs, transitory short position, transparency directive, two-tier disclosure model, UK Financial Services Authority, Unwind,

MFA Submits Joint Letter to SEC on Proposed Revisions to Rules to Shorten Restricted Security Holding Periods09.21.07


MFA submits comments to the SEC in a joint letter with the Securities Industry and Financial Markets Association and the […]

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Topics: account managers actual knowledge standard, affiliates, aggregate resales, Aggression, alternative trading systems, asset managers, asset-backed securities, banks, basket, Baskets of Securities or Indices, bids, broker dealers, brokerage firms, business continuity, business units, buy-side, capital, Cashless Exercises, CDS, Chicago Board Options exchange, class relief, clearing brokers, client confidentiality, client driven, compliance, convertible debt, credit default swap, credit exposures, de-legending, deminimis exercise prices, derivative positions, director, disaster recovery, doctrine of fungibility, domestic issuers, equity securities, exchange traded index funds (ETF), executioms, executive officer, Financial Industry Regulatory Authority, FINRA, FINRA/NASD rule 2320, Fixed Income Exchange, Form 10 information, Form 144, Form 4, Form D filing, Former Shell Company, forward and option contractsm sales, fund of funds, Goldman Sachs & Co., Goldman Sachs II, hedge funds, hedging activities, hedging periods, holder, Holding Period, holding periods, index, information sharing, institutional holders, institutional investors, inter-dealer quotation systems, internal information barrier, International Swaps and Derivatives Association, Investor Protections, ISDA, Issuer, Jesse M. Brill, liquidity, long posistion, long-equivalent, managed futures funds, market, market makers, monitor, multiple accounts, Net Notional Amounts, New York Stock Exchange, nominal exercise prices, Nonconvertible Debt Securities, noncovertible debt, OTC derivatives, over-the-counter derivatives, Partial Hedging, pennies per share, pilot basis, portfolio managers, Portfolios, Powershares Exchange-Traded Fund Trust (ETF), pre-paid forward contracts, preferred stock, prime brokers, private capital formation, private placement, privately negotiated derivatives industry, public markets, public resales, qualified institutional buyers, Reasonale Belief, record, regulatory requirements, relevant unit, Reliance on Represenatons, resecuritization, restricted debt securities, restricted security holders, restricted security holding periods, Restrictive legends, risk management strategies, S&P 500 securities, safe harbor, SEC, securities, Securities and Exchange Commission, Securities Industry and Financial Markets Association, Securities Industry Association, security-holders, sell side, seller, shares, shell companies, short, short call option posistion, short-equivalent, SIA, SIFMA, significant costs, Single Trading Strategy, Staff Interpretive Posistions, ten percent beneficial owner, tolling, track, trading desks, transaction, Transfer Restrictions, transparency, unaffiliated seller, underwriter, usual and customary, verify, volume limitations, volume-weighted average prices, VWAP Trades,
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