MFA Comment Letters

Topic: market efficiencies

MFA Submits Comments on CFTC Concept Release on Risk Controls and System Safeguards for Automated Trading Environments12.11.13


MFA submitted comments to the CFTC regarding a concept release on risk controls and system safeguards for automated trading environments.  […]

Comment Letter on IOSCO’s Consultation Report on ‘Regulatory Issues Raised by the Impact of Technological Changes on Market Integrity and Efficiency,’08.12.11


MFA submitted comments to IOSCO on its consultation report on Regulatory Issues Raised by the Impact of Technological Changes on […]

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Topics: 1963 Special Study 1963 Special Study of the Securities Markets, 2010, affirmative stock locate framework, AIG, algorithmic trading, algorithms, Arndt, Barclays Capital Equity Research, Barclays Plc., bid-ask spreads, broker dealers, buy-side brokers, CFTC, circuit breakers, co-location services, computer programs, connectivity, Consultation Report, dark pools, DEA, Division of Risk, Dow Jones Industrial Average, E-Trade, Economic Growth, educational campaigns, effective spreads in European equities, efficiency, electronic markets, Elizabeth Murphy, empirical data, endowments, erroneous trades, ETFs, EU, executing brokers, execution speed, Fannie Mae, fees, Fidelity, fiduciary obligation, Financial Crisis of 2008, fixed commission rates, flash crash, Flash Crash of May 6, foundations, France, Freddie Mac, Germany, Goldman Sachs, Gomber, HFT, high frequency trading, institutional investor, institutional investors, insurance companies, intermediary firm, International Organization of Securities Commissions, investment time horizons, Japan, Joint Advisory Committee on Emerging Regulatory Issues, Joint Industry Limit Up-Limit Down Proposal, LaBranche, limit-up/limit-down systems, long-term, low latency, Lutat, market access, Market Break of 1962, Market Crash of 1987, market depth, market dislocations, market efficiencies, market information, market liquidity, market trends, Merrill Lynch, monopolies, Mr. Werner Bijkerk, mutual funds, Nasdaq, National Securities Clearing Corporation, NBBO, New York Stock Exchange, NSCC, Office of Markets in the Division of Risk, order execution, order-to-trade ratios, OSCO, oversight, passive, pensions, Peter Gomber, pricing reliability, proprietary, proprietary trading tools, quote stuffing, Regulatory Issues Raised by the Impact of Technological Change on Market Integrity and Efficiency, Rosenblatt Securities, Schwab, SEC, Securities Exchange Commission, single-stock circuit breakers, Spain, sponsored access, spreads, standardize disclosure, Strategy and Financial Innovation, Strategy and Innovation memorandum, TABB Group, TAGG Group, TD Ameritrade, Technical Committee, Technical Committee of the International Organization of Securities Commissions, technological developments, third party vendors, Thomson, threshold securities, trading strategies, transaction delivery, transaction fees, transparency, two-sided displayed quotes, Uhle, UK, wait-and-see, Washington Mutual,

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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