MFA Comment Letters

Topic: short squeeze

MFA and AIMA Submit Joint Letter to ESMA in Response to Call for Evidence on Short Selling Regulation03.15.13


MFA and AIMA jointly submitted a comment letter to ESMA responding to its Call for Evidence regarding its evaluation of […]

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Topics: AIFMD AIMA, Alternative Investment Management Association, assets under management, AUM, BaFin, Belgium, bid-ask spreads, bond, Bundesanstalt fur Finanzdienstleistungsaufsicht, capital, CDS, CESR, Commissione Nazionale per le Societa e la Borsa, Committee of European Securities Regulators, competent authorities, compliance, corporate issuer, Council of the European Union, credit default swap, delta, depositary receipts, derivative instrument, derivatives, duration, efficiency, EMIR, equity, ESMA, EU Member State, Europe, European Commission, European Parliament, European Securities and Markets Authority, eurozone, extraterritoriality, Finland, France, futures, futures market, Germany, harmonization, hedge funds, hedging, index, index derivatives, interpretive guidance, issued share capital, Italy, Latvia, Lehman Brothers, liquidity, locate, London Stock Exchange, mark-to-market, market disruption, market distortions, market participants, MiFID, net short position, Netherlands, non-EU investment firms, operational challenges, price discovery, price efficiency, price formation, prime broker, PRNewswire, public disclosure, reasonable expectation, reporting obligation, reporting requirements, reverse engineer, risk, securities, settlement, share capital, short positions, short selling, short selling bans, short selling regulation, short squeeze, single-name CDS, sovereign bonds, sovereign debt, sovereign issuer, Spain, Steven Maijoor, stock, Stock Exchange Daily Official List, T+1 reporting, T+2, technical standards, third party managers, trading volume, uncovered sovereign CDS, United Kingdom, volatility,

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,

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 Letter to IOSCO Technical Committee Short Selling Task Force on Regulatory Approaches to Short Selling12.23.08


MFA sent a letter to the IOSCO Technical Committee Short Selling Task Force providing comments to regulatory approaches to short […]

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Topics: "delta" hedge aggregate basis, algorithmic trading, alternative investment vehicles, artificial price movements, automated systems, bid-ask spreads, bilateral swaps, broker-dealer, buy-side firms, capital markets, capital raising, chilling effect, clearing brokers, closed-out, CNS, Continuous Net Settlement, convertible bond, custodian banks, decimal pricing, derivatives, derivatives trading, distressed companies, easy to borrow shares, Electronic Blue Sheet system, endowments, Equity Security, European Corporate Governance Institute, exchanges, executing brokers, Financial Industry Regulatory Authority, FINRA, Florence Harmon, foundations, fraudulent short selling activity, hard to borrow shares, headline risk, hedge, hedging, high-volume trading, institutional investors, international harmonization of regulations, International Organization of Securities Commissions, John G. Gaine, liquidity, listed derivatives, locate, long positions, manipulative naked short selling, manual trading, market bubbles, market efficiency, market liquidity, market participants, Martin Wheatley, money managers, naked short selling, Nasdaq-listed securities, National Securities Clearing Corporation, NSCC, NYSE, NYSE-listed securities, OATS, Order Audit Trail System Rules, Order Tracking System, OTC derivatives, OTC equity securities, OTS, over-the-counter derivatives, pensions, Pre-borrow Emergency Order, pre-borrow requirement, price discovery, prime broker, proprietary investment strategies, public disclosure, reconciliation, registered market centers, Regulation Filing Applications, reverse engineer, risk, risk management, SEC, Securities and Exchange Commission, securities depositaries, sell-side firms, settlement, settlement date, short interest positions, short sale reporting, short selling, short squeeze, sub-penny quotes, swap, synthetic positions, systematic disturbances, Technical Committee of the International Organization of Securities Commissions, threshold security, trade reconciliation, transparency, unintentional failures to deliver, uptick rule, upward market manipulations, Yale International Center for Finance,

MFA Comments to SEC on Interim Final Temporary Amendments to Regulation SHO12.15.08


MFA sent a letter to the SEC providing comments to the Commission’s interim final temporary rule on amendments to Reg […]

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Topics: "delta" hedge algorithmic trading, arrangement to borrow, artificial buying pressure, Arturo Bris, automated trading, bid-ask spreads, borrowing costs, broker-dealer, buy-side firms, capital, capital formation, capital raising, clearing, clearing agency, close-out, competition, Continuous Net Settlement, custodian banks, debt securities, delivery, derivatives hedging strategies, distressed companies, easy to borrow shares, efficiency, emergency orders, European Corporate Governance Institute, executing brokers, fails to deliver, Financial Industry Regulatory Authority, FINRA, G19, G19 securities, hard to borrow shares, hedging, liquidity, locate, long sales, mandatory close-out, manipulative naked short selling, manual trading, market dislocations, market distortions, market efficiency, market liquidity, market maker, market participants, market risk, naked short selling, National Securities Clearing Corporation, New York Stock Exchange, NSCC, NYSE, operational efficiency, options, order to purchase, pre-fail credit, pricing efficiency, prime broker, public companies, public interest, regulatory efficiencies, risk management, SEC, SEC July 15 Emergency Order, securities, Securities and Exchange Commission, securities depositaries, self-regulatory organization, sell-side firms, settlement, settlement date, short positions, short selling, Short Selling Activity in Financial Stocks, short selling regulation, short squeeze, SRO, T+2, T+4, T+5, three-day settlement cycle, threshold securities, threshold securities list, uptick rule, volatility, Voting Rights, Wall St. Journal, Yale International Center for Finance,
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