MFA Comment Letters

Topic: interstate commerce

Comment Letter to the CFTC in Response to its Request for Comments on Position Limits for Derivatives03.28.11


MFA submitted comments to the CFTC in response to its request for comments on position limits for derivatives. MFA remains […]

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Topics: account aggregation requirements active trading program, aggregate all-months-combined, aggregate single-month, aggregate spot-month position limits, agricultural commodities, agricultural model, annual limits, annual recalculation methodology, annual renewal based exemption, application based exemption, approval based exemption, arbitrage exemption, Artificial limits, asset manager, audit, Barclays Capital, Bauer College of Business, benchmark contracts, Berlin wheat, bona fide hedger, calendar-spread exemption, cash market risk, cash market transaction, cash position, cash-settled contracts, CBOT, CFTC, CFTC docket no. 08-02, CFTC docket no. 11-05, Chicago onions, class limits, cleared bilateral contracts, CME, commercial hedgers, commercial participants, Commission Energy Complex Report, Commodity Futures Trading Commission, commodity market, commodity pool operator, commodity trading advisor, commodity trading advisors, common parent, conditional-spot month limit, control standard, corporate enterprises, CPO, Credit Agricole, cross-ownership of traders, crowding out provision, crude oil futures, CTA, CTFC Inter-Agency Task Force on Commodity Markets, DCMs, deferred month positions, deliverable supply, delivery point, delta, derivatives, directional position, disaggregation relief, disclosure documents, disorderly markets, eligible entity, energy market infrastructure, energy price volatility, Energy Risk, enforcement, enumerated agricultural commodities, equity interest, excessive speculation, FCMs, federal limits, financial cal spread options, financial institution, forward position, front month position, funds of funds, future commission merchants, futures, futures class all-months-combined, futures class single-month, futures market, GAO, global commodity, Global Energy Management Institute, hedge funds, hedging transaction, HH natural gas, HM Treasury Global Commodities, House Committee on Agriculture, hypothetical portfolios, IMF World Economic outlook, IMG, independent account controller exemption, independent third party, independently controlled accounts, independently controlled and managed trader, index fund manager, individual class rules, inter-commodity spread exemption, inter-commodity spread transactions, interest rates, International Organization of Securities Commission, interstate commerce, IOSCO, IOSCO Technical Committee, Jacks Study, JP Morgan, KCBOT, large trader data, last day swaps, legacy position limits, liquid price discovery, liquidity provisions, long positions, market depth, market liquidity, market manipulation, market surveillance, metal commodity, no-action relief, non-cleared bilateral contracts, non-financial entity exemption, non-spot position limits, NYBOT, NYMEX crude oil price, NYMEX Henery Hub Natural Gas contract, OECD Food, OECD publishing, offsetting positions, open interest, open interest formula, operating company, option contract, options, order routing arrangement, OTC, outright positions, passive investors, passive trading program, pension plan, penultimate swaps, percentage interest, physical cal spread options, physical commodity, physical commodity deliverable, physical options, physically delivered contracts, Pirrong Testimony, PKVerleger LLC, pool participant, pool participant exemption, position limits, position visibility, pre-existing position exemption, price discovery, price risk, price spikes, price volatility, private equity investments, real-time basis, referenced contracts, regulatory oversight, reporting obligation, reporting requirements, risk management, risk transfer, risk-shifting market, rounding, seasonal variation, seasonality, self-executing disaggregation, short positions, significant price discovery contracts, speculative investment, speculative trading ventures, spot month, spot-month position limits, squeezes, statement of reporting trader, stock indices, submarket, supply and demand, surveillance, swap contract, swap dealer hedge exemption, swaps class all-months-combined, swaps class single-month, swaptions, The Economist, U.S. dollar, U.S. futures exchange, UK Treasury, university endowment, University of Calgary, University of Houston, Wall St. Journal, WTI,

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