CFTC’s Technology Advisory Committee
1155 21st Street, N.W.
Washington, DC 20581
December 13, 2010
Agenda
9:30 a.m. to 10:00 a.m. |
Check-in with CFTC Reception – Lobby Level |
10:00 a.m. to 5:00 p.m. |
TAC Meeting, Hearing Room |
10:00 a.m. to 10:15 a.m. |
Opening Remarks: Commissioner Scott D. O’Malia, Chairman, TAC, Chairman Gary Gensler, Commissioner Jill Sommers, Commissioner Chilton, and Commissioner Mark Wetjen |
10:15 a.m. to 10:25 a.m. |
Overview of Meeting and Introduction of Presenters |
10:25 a.m. to 12:25 p.m. |
Panel I: Swap execution Facilities (SEFs): the New Environment: How will SEFs Function and How Will Participants Aggregate Liquidity. Moderator: • Michael Cosgrove, Managing Director-Head of Commodities & Energy Brokerage, North America, GFI Group • • Panelists: • Kevin McPartland, Director of Fixed Income Research, TABB Group: Market Structure and SEF Aggregators • Ben MacDonald, Global Head of Fixed Income Products, Bloomberg LP: Platform Integration • Steven Seitz, Counsel, Office of General Counsel, CFTC: Disruptive Trade Practices and SEFs • Tomas Zikas, Managing Director and Head of the eRates Business, State Street Global Markets: Market Perspective on Order Interaction • Joe Mecane, Executive Vice President and Co-Head of U.S. Listing and Cash Execution, NYSE Euronex: National Market Structure: Lessons Learned |
12:25 p.m. to 1:45 p.m. |
Lunch |
1:45 p.m. to 3:30 p.m. |
Panel II: HFT Anthropological Observations: Defining, Classifying, and Observing High Frequency Traders Panelists: • Aaron Lebovitz, Managing Director of Algorithmic and Event Trading, Infinium Capital Management • Richard B. Gorelick, Chief Executive Officer, RMG Advisors, Inc. • Tom Gira, Executive Vice President for Market Regulation, FINRA • David Leinweber, Head of Lawrence Berkeley National Laboratory Computational Research Division's Center for Innovative Financial Technology • E. Wes Bethel, Staff Scientist, Lawrence Berkeley National Laboratory Computational Research Division's Center for Innovative Financial Technology • Andrei Kirilenko, Chief Economist, CFTC |
3:30 p.m. to 3:45 p.m. |
Break (Restrooms are located on the Mall Level) |
3:45 p.m. to 4:55 p.m. |
Panel III: Nomenclature: Interim Recommendations from the Data Standards Subcommittee • CFTC, Office of Chief Economist, Overview o Andrei Kirilenko¸ Chief Economist, CFTC; Chairman, TAC Subcommittee on Data Standardization • CFTC Staff Summary of Data Collection Efforts o John Rogers, Chief Information Officer, Office of Data Technology, CFTC • Presentations from the TAC Subcommittee on Data Standardization o Working Group I (Product and Entity Identification) o Working Group II (Machine-Readable Legal Documents) o Working Group III (Semantic Representation of Financial Instruments) o Working Group IV (Storage and Retrieval of Financial Data) |
4:55 p.m. to 5:00 p.m. |
Concluding Remarks of Commissioner Scott D. O’Malia, Chairman, TAC and Discussion of Topics for Next TAC Meeting TBD 2012 |