External Meetings: Meeting w/ Citadel (Delta Strategy Group)
Citadel discussed, further to Citadel's comment letter 59717, calculation of limit levels, contracts subject to limits including treatment of commodity index contracts and basis contracts, cross-commodity hedging and netting, and parity of limits for wheat contracts.
Position Limits for Derivatives
Vincent McGonagle, Riva Adriance, Lee-Ken Choo, Christa Lachenmayr, Lee Ann Duffy, Stephen Kane, Scot Mixon, Stephen Sherrod
Mark Stainton (Citadel), Stephen Berger (Citadel), Jim Overdahl (Delta Strategy Group), Graham Harper (Delta Strategy Group)
Citadel, Delta Strategy Group