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
- 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
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
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)
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
Citadel Investment Group
King Street Capital Management
HBK Investments