Webinar: Monitoring Position Limits
In this webinar with FIA Tech we discuss the effective monitoring and management of position limits.
by Kallie Price Oct 2, 2020
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In this webinar with FIA Tech we discuss the effective monitoring and management of position limits.
If you trade large amounts of contracts on more than a few different exchanges then keeping track of calendar information can be a very labour intensive and risky task.
Remaining compliant with position limit regulations is a continuous challenge faced by financial institutions. Compiled with data from our partner FIA Tech, our visual guide can help.
Here at FundApps, we like our clients to focus on generating alpha instead of worrying about whether or not they are compliant.
We recently saw the price of “WTI” futures for the May delivery month traded on the New York Mercantile Exchange crash below zero for the first time in history. This unprecedented event highlights the physical-settlement aspect of these instruments and lays bare the perils of trading them close to the delivery month during a supply glut.
The requirement to delta adjust options when monitoring against the position limits on the Hong Kong Stock Exchange is not as straightforward as first may appear. For the same contracts, different calculations must be adhered to.
Any HKFE Participant or Options Exchange Participant must monitor their holdings against the HKEX Large Open Position Reporting Levels. Read on to learn about the requirements and how the FundApps Position Limits service can help you monitor against them and stay compliant.
The EU Financial Regulator has set July 3, 2017, as the deadline for National Competent Authorities (NCAs) to transpose MiFID II into the national legislation of individual EU Member States. Some of the regulators did comply with the deadline, some are way behind with the implementation.
Before making the final decision on the details of the forms used for commodity derivatives position reporting, ESMA conducted public consultations. The outcome can be found in the ITS 4: Draft implementing technical standards on position reporting (Article 58(5) of MiFID II) document.
MIFID II Position Limits - All you need to know. Reporting to the relevant National Competent Authority.
The topic of securitised commodity derivatives and their inclusion in the scope of MIFiD II position limits regime has been widely debated in the financial industry for quite some time.
In this post, we touch on some of the nuances that exist when monitoring holdings listed on the HKEX, including netting, aggregation, and calculating contract exposure.
