Meeting Date:
Friday, September 18, 2015
CFTC Staff:
Stephen Kane
Lihong McPhail
Paul Schlichting
Gregory Taylor
Organization(s):
External Attendees:
Peter Brown, Moore Capital Management, LP
Egan Cammack, Convexity Capital Management LP
Debbie Coleman, Convexity Capital Management LP
James Danza, Moore Capital Management, LP
Steve McSweeney, Convexity Capital Management LP
David Moss, the D.E. Shaw group
Pete van Amson, Convexity Capital Management LP
Laura Harper Powell, Managed Funds Association
Additional Information:
We discussed cost and benefit consideration for expanding the list of eligible collateral that may be used as variation margin for uncleared swaps.