Page 30 - 期货和衍生品行业监管动态（2022年12月）

期货和衍生品行业监管动态

人员其目标是通过美元对南非兰特为 1：12.50 的汇率进行交易，因为这是触发

其中一个期权合约的障碍水平（barrier level）。Phillips 反复询问销售人员其需

要卖出多少才能使市场价格低于这一水平。当 Phillips 使美元对南非兰特汇率低
于该水平时，其立即停止了交易并要求销售人员给他发送了一份最后交易的系统

打印件，以证明美元对南非兰特汇率已经突破了 1：12.50 的障碍水平。

诉状还指控 Glen Point Capital 虽然声称其在相关时期有一个有效的合规和

监督计划，但公司的计划却未能发现或忽略了 Phillips 在短时间内所进行的集中

交易并导致美元/南非兰特货币对现货价格变化的行为，而这一行为本应当引起

公司的注意。

相关刑事诉讼

在 9 月 1 日，美国纽约南区检察官办公室宣布在同一法院对 Phillips 提起刑

事指控起诉书，其所指控的行为与 CFTC 的指控类似。

CFTC Charges Commodity Pool Operators and Their Co-Chief Investment

Officer with Deception and Manipulation in Connection with Swaps and

Supervision Failures (2022/12/15)

The Commodity Futures Trading Commission today filed a civil enforcement

action in the U.S. District Court for the Southern District of New York against Glen

Point Capital Advisors LP and Glen Point Capital LLP (collectively, Glen Point

Capital), two CFTC-registered commodity pool operators, and their Co-Founder and

Co-Chief Investment Officer, Neil Phillips, charging them with engaging in a

deceptive and manipulative scheme to illegally trigger payouts on two large binary

option contracts. Additionally, the defendants are charged with failing to supervise the

trading activities of their officers, employees, and agents.

In its continuing litigation, the CFTC seeks, among other relief, civil monetary

penalties, disgorgement of any ill-gotten gains, permanent trading and registration
bans, and a permanent injunction against further violations of the Commodity

Exchange Act (CEA), as charged.

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