External Meetings: Meeting with Managed Funds Association

Managed Funds Association discussed the following aspects of the FNPRM:


 


- Recommended that swap categories be estabished based on product type for each asset class, e.g.; also recommended separate categories for CDS for indexes, options, and tranches;


 


- Opposed use of 3-month data set in calculating minimum block sizes and recommended conceptual test to check minimum block sizes against current market conditions


 


-  Recommended that proposed cap sizes should not exceed minimum block sizes
When
Rulemaking(s)
XVIII. Real Time Reporting

Block Sizes for Large Notional Off-Facility Swaps

CFTC Staff
George Pullen


John Dunfee


Stephen Sherrod


Nhan Nguyen


Laurie Gussow


John Paul Rothenberg


Esen Onur


Gregory Kuserk
Visitor(s)
Laura Harper (Managed Funds Association)


Stephen Berger (Citadel Investment Group)


Christopher Eig (King Street Capital Management)


Howard Baum (King Street Capital Management)


Kim Rozman (HBK Investments)
Organization(s)
Managed Funds Association
Citadel Investment Group
King Street Capital Management
HBK Investments