Page 43 - 期货和衍生品行业监管动态（2023年9月刊）
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期货和衍生品行业监管动态
The order also finds Advantage’s surveillance vendor did not receive data from
another exchange between June 2019 and June 2022. When Advantage switched to a
new clearing broker in June 2019, Advantage, through its surveillance vendor, failed to
switch the data feed connections from its prior clearing broker to its new clearing broker.
In addition, the order finds Advantage failed to send its surveillance vendor the
order and trade data for a some of its customers’ total trading on two other exchanges
between July 2018 and June 2022, which prevented surveillance on that trading activity.
In total, the order finds Advantage’s failures caused over 12.8 million cleared
contracts to not be processed or surveilled between July 2018 and June 2022. This
represents nearly 1.5% of Advantage’s customers’ trading volume during that four-year
period. Advantage represents it has taken steps to ensure that, going forward, it receives
and surveils trade and order data for exchanges it clears. Those steps include retaining
a new surveillance vendor, reprocessing and reviewing data that was not reviewed in
real time, hiring additional staff focused on trade surveillance, and implementing
controls to ensure connectivity to exchange data feeds.
https://www.cftc.gov/PressRoom/PressReleases/8779-23
13. 美国商品期货交易委员会因一加州居民参与虚假交易计划对其处以 30 万美
元罚款（2022 年 9 月 20 日）
美国商品期货交易委员会（CFTC）签发行政令，对加利福尼亚州尔湾市的
Jie “Elaine” Yu 参与虚假交易计划一事提起指控并达成和解。行政令要求 Yu 支
付 30 万美元的民事罚款，停止进一步违反《美国商品交易法》（CEA） 和 CFTC
联邦法规的行为，并禁止其在六个月内进行交易和注册。
案件背景
行政令查明，2021 年 10 月和 11 月，Yu 在芝加哥商品交易所（CME）进行
30
