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External Meetings: Meeting with Managed Funds Association

When:
6/6/2012 10:30 AM
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
  • 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

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