... applicable to the qualification, listing, trading, and delisting of certain securities on NASDAQ. Th... in this subparagraph (b); or (c) CBOE Volatility Index (VIX) Futures (``Futures Reference Asset'').... that are periodically redeemable, the Intraday Indicative Value \32\ of the subject Futures-Linke... Customers, and Direct Participation Programs. Prior to the commencement of trading of any i...
On January 26, 2011, the Commodity Futures Trading Commission (``Commission'' or ``CFTC'') published in the Federal Register a notice of proposed rulemaking (``proposal'' or ``Proposed Rules''), which establishes a position limits regime for 28 exempt and agricultural commodity futures and options contracts and the physical commodity swaps that are economically equivalent to such contracts. The Commission is adopting the Proposed Rules, with modifications.
... in the market as a whole and the volatility and delinking of commodities prices from economic ... Commission's large trader surveillance program. The Commission will closely monitor speculative p...F. Intraday Compliance With Position Limits. The Commissio...
NEW YORK (Reuters) - When natural gas prices dropped by 8 percent in a matter of seconds in the early hours of Asian trade last week, one New York-based hedge fund manager said he didn't have to think twice. The moment I heard, I ran, literally ran, to my computer and started buying," he said. "It was clear it was an HFT algo gone bad and I could profit on the rebound off the lows.
... that was exacerbated by high-frequency trading (HFT), seasoned traders say that violent, often in... the speed and violence of a record $13 intraday plunge, as sell-stop after sell-stop was triggered...Several told Reuters they reduce volatility by quickly bringing prices back in line after larg... firm with a million dollar loss as the program sent up to 3,000 buy orders a second. While experi...
... Notice of Proposed Rule Change Related to Trading Halts Due to. Extraordinary Market Volatility. Sep... calculation or wide dissemination of the intraday indicative value (``IIV'') or the value of the und... single-stock circuit breaker pilot program \14\ or, if approved, the proposed NMS Plan to est...
... period of Rule 4753(c), NASDAQ's ``Volatility Guard,'' so that the pilot will now expire on the ... to determine whether the market is trading in an orderly fashion and whether to conduct an Im... the subject of abrupt and significant intraday price movements between 9:30 a.m. and 4 p.m. Easte... interest, as it will allow the pilot program to continue uninterrupted, thereby avoiding the in...
... on the fair external environment for trading, which, in turn, is beneficial to their investment... comparable to other markets, even on an intraday level. . Several studies have discussed informatio... through well-conceived communication programs. Firms want to project an accurate and positive im...M., and Kalman, R. E. "Irregularity, Volatility, Risk and Financial Market Time Series," Proceedin...
The Commodity Futures Trading Commission (Commission) is adopting final regulations to implement certain provisions of Title VII and Title VIII of the Dodd-Frank Wall Street Reform and Consumer Protection Act (Dodd-Frank Act) governing derivatives clearing organization (DCO) activities. More specifically, the regulations establish the regulatory standards for compliance with DCO Core Principles A (Compliance), B (Financial Resources), C (Participant and Product Eligibility), D (Risk Management), E (Settlement Procedures), F (Treatment of Funds), G (Default Rules and Procedures), H (Rule Enforcement), I (System Safeguards), J (Reporting), K (Recordkeeping), L (Public Information), M (Information Sharing), N (Antitrust Considerations), and R (Legal Risk) set forth in Section 5b of the Com...
... rules establishing a portfolio margining program for customer accounts carried by a futures commiss...Page 69337. in option volatility, or change in other inputs that affect the value o... on DCOs that conduct both end-of-day and intraday settlements each business day. In order to ensure ...
The Commodity Futures Trading Commission (Commission or CFTC) is adopting regulations to implement certain provisions of Title VII of the Dodd-Frank Wall Street Reform and Consumer Protection Act (Dodd- Frank Act). These regulations set forth reporting and recordkeeping requirements and daily trading records requirements for swap dealers (SDs) and major swap participants (MSPs). These regulations also set forth certain duties imposed upon SDs and MSPs registered with the Commission with regard to: Risk management procedures; monitoring of trading to prevent violations of applicable position limits; diligent supervision; business continuity and disaster recovery; disclosure and the ability of regulators to obtain general information; and antitrust considerations. In addition, these regul...
... G. Risk Management Program for SDs and MSPs--Sec. 23.600. H. Monitoring ... due to unique product characteristics, volatility of prices, basis and correlation risks, leverage, ... MetLife commented that intraday monitoring of traders may be excessive for some MS...
The Board is requesting comment on proposed rules that would implement the enhanced Prudential standards required to be established under section 165 of the Dodd-Frank Wall Street Reform and Consumer Protection Act (Dodd-Frank Act or Act) and the early remediation requirements established under section 166 of the Act. The enhanced standards include risk-based capital and leverage requirements, liquidity standards, requirements for overall risk management (including establishing a risk committee), single-counterparty credit limits, stress test requirements, and a debt-to-equity limit for companies that the Financial Stability Oversight Council has determined pose a grave threat to financial stability.
...For certain exposure types, such as trading positions, OTC derivatives, and securitization and... led the Supervisory Capital Assessment Program (SCAP) as a key element of the plan to stabilize t... to reflect any credit risk and market volatility of the asset. The proposed rule would also require... risks across the enterprise, and intraday liquidity positions. In addition, the covered comp...
... of 1934 (``Act'') \4\ before listing and trading separate and distinct Trust Units designated on di... long/short commodity investment program, which has three principal elements:. An acti... of two or more times current average volatility, where the Sub-Advisor views such downturns as lik... relevant futures exchanges also provide intraday trading prices (some exchanges have real-time data...
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