Joint Association Letter on CFTC Block Thresholds and Cap Sizes

On July 29, ISDA, the Securities Industry and Financial Markets Association (SIFMA),  the Securities Industry and Financial Markets Association Asset Management Group (SIFMA AMG), the American Council of Life Insurers (ACLI) and the Investment Company Institute (ICI) sent a letter to the Commodity Futures Trading Commission (CFTC) requesting a public forum be provided to continue to evaluate the methodology for calculating the block thresholds and cap sizes under Part 43 of the CFTC’s regulations.

Documents (1) for Joint Association Letter on CFTC Block Thresholds and Cap Sizes

FRTB Impact on Correlation Trading

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