Meeting Date:
Wednesday, July 23, 2014
CFTC Staff:
Vincent McGonagle, Riva Adriance, Lee-Ken Choo, Christa Lachenmayr, Lee Ann Duffy, Stephen Kane, Scot Mixon, Stephen Sherrod
Organization(s):
Citadel, Delta Strategy Group
External Attendees:
Mark Stainton (Citadel), Stephen Berger (Citadel), Jim Overdahl (Delta Strategy Group), Graham Harper (Delta Strategy Group)
Additional Information:
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.