Page 32 - 期货和衍生品行业监管动态（2022年12月）
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期货和衍生品行业监管动态
the option contracts — and Phillips repeatedly asked the salesperson how much he
needed to sell in order to move the market below that level. As soon as Phillips
caused the USD/ZAR rate to move below that level, he immediately stopped trading
and asked the salesperson to send him a system printout of the final transaction as
proof that the USD/ZAR rate had breached the 12.50 rand per dollar barrier level.
The complaint also alleges that while Glen Point Capital purported to have a
compliance and supervision program in effect during the relevant period, and while
Phillips’ trading activity consisted of concentrated transactions that were executed in
short time spans and led to changes in the USD/ZAR currency pair spot price that
should have drawn the firm’s attention, the firm’s program either failed to detect or
ignored this activity.
Related Criminal Action
On September 1, the U.S. Attorney’s Office for the Southern District of New
York announced the unsealing of an indictment against Phillips in the same court
alleging conduct similar to that alleged in the CFTC’s complaint.
https://www.cftc.gov/PressRoom/PressReleases/8640-22
10. 美国商品期货交易委员会工作人员延长有关衍生品清算机构每日报告要求
的不行动函（2022 年 12 月 19 日）
美国商品期货交易委员会（CFTC）清算与风险部（DCR）宣布，延长有关
CFTC 联邦法规第 39.19 条所规定的注册衍生品清算机构（DCOs）每日报告要求
的不行动函。
2022 年 12 月 15 日，CFTC 发布了一份关于衍生品清算机构报告规则草案的
通知，将从 CFTC 的衍生品清算机构报告规定中删除衍生品清算机构每日向
CFTC 报告单个客户账户的变动保证金和现金流信息的要求。该要求于 2020 年
开始采用。
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