MFA Comment Letters

Topic: price volatility

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,

MFA Comments on Consultation on Increasing Short Position Transparency10.09.09


MFA submitted a letter to the Hong Kong Securities and Futures Commission (SFC) today in response to its Consultation Paper […]

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Topics: alternative investment classes anonymised disclosure, bid-ask spreads, capital formation, capital raising, cash markets, CESR, chilling effect, close out indicators, confidentiality, convertible arbitrage, convertible bonds, copycat behavior, delta adjusted, derivatives, designated securities, dual-listed securities, efficiency, endowments, exchange trading, Financial Services Authority, financial services sector, financial stocks, foundations, FSA, global equity markets, hedging strategies, herding, Hong Kong, Hong Kong market, institutional investors, investment managers, Journal of Finance, liquidity, listed corporations, manipulative conduct, market efficiency, market liquidity, market making, market participants, market volatility, net long position, net short positions, non-designated securities, non-public disclosure, off-exchange transaction, on-market transactions, OTC transaction, pan-European short selling disclosure regime, pensions, price discovery, price formation, price volatility, primary market, private reporting, proprietary research, public disclosure of short positions, reporting threshold, retail investors, risk management, SEC, Securities and Exchange Commission, Securities and Futures Commission, SEHK, settlement, SFC, short positions, short sellers, short selling, short selling bans, short selling disclosure regime, short squeeze, stocks, transaction costs, transitory short position, transparency, turnover ratio, volatility,
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