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CFTC roundtables to focus on Volcker Rule, DCM regulation

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Banking
Tuesday, May 29, 2012

The Dodd-Frank Act’s Volcker Rule and controversial proposed regulations implementing one of the Core Principles for designated contract markets will be among the topics of discussion during a pair of public roundtables hosted by the Commodity Futures Trading Commission (CFTC).

On May 31, CFTC staff will hold a roundtable to discuss the implementation of Dodd-Frank Section 619, commonly known as the Volcker Rule. Named for former Federal Reserve Chairman Paul Volcker, who came up with the idea, the Volcker Rule seeks to ban banks’ proprietary trading while preserving institutions’ ability to hedge their risks and make markets for their customers.

Several agencies proposed regulations implementing the Volcker Rule last year; however, the debate over the eventual scope of the Volcker Rule recently reignited following revelations of a massive trading loss at JP Morgan Chase and Co. The company argued that the derivatives trades that led to the more than $2 billion loss would have been allowed under the current version of the Volcker Rule. Some lawmakers called on the CFTC and other regulators to tighten the proposal to ban the type of trading strategy employed by JP Morgan.

On May 22, CFTC Chairman Gary Gensler told Senate lawmakers that the JP Morgan loss would be among the topics that will inform the eventual scope of the Volcker Rule.

A roundtable scheduled for June 5 will address proposed regulations implementing Core Principle 9, an issue left unresolved when the agency recently adopted new and revised rules, guidance and practices governing the designation and operation of the designated contract markets.

The Core Principle 9 regulations proposed in 2010 required that 85 percent of the total trading volume in any contract listed on the designated contract market must consist of centralized market trading. Under this 85 percent test, a designated contract market would be required to delist any futures or swaps contract that failed to meet that trading volume of 85 percent in a centralized market over a 12 month period. The proposal was opposed by many industry participants and the CFTC decided not to finalize regulations implementing Core Principle 9 when it completed related rules earlier this month.

The regulator said the public roundtable will focus on the centralized market trading requirement; certain aspects of the requirements for exchange of derivatives for related position transactions; and the reporting timeframe for block transactions in futures contracts.

Both roundtables will take place at CFTC headquarters in Washington, D.C.

Related Articles:

CFTC final rule: Designated contract market core principles

Senators weigh JP Morgan loss and its impact on Dodd-Frank

Associations: Cost benefit-analysis is CFTC Volcker proposal’s ‘fatal flaw’
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