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Ex Parte Meeting for Proposed Rule 77 FR 15460

  • Title:
    Meeting with Managed Funds Association

    Ex Parte No: 652
    Date: 6/6/2012

    Meeting Date:

    Wednesday, June 6, 2012

    CFTC Staff:

    George Pullen

    John Dunfee

    Stephen Sherrod

    Nhan Nguyen

    Laurie Gussow

    John Paul Rothenberg

    Esen Onur

    Gregory Kuserk


    Managed Funds Association
    Citadel Investment Group
    King Street Capital Management
    HBK Investments

    External Attendees:

    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)

    Additional Information:

    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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