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U.S. automated trading proposal out of date: CFTC commissioner

Published 09/21/2016, 12:15 PM
Updated 09/21/2016, 12:20 PM
U.S. automated trading proposal out of date: CFTC commissioner

WASHINGTON (Reuters) - Resistance to the chief U.S. derivatives regulator's proposal on automated trading is coming from within the leadership of the agency, with a member of the Commodity Futures Trading Commission on Wednesday saying it does not fit the current digital world.

Commissioner J. Christopher Giancarlo is the sole Republican on the CFTC, which currently has three members. As a minority member he cannot kill or fully overhaul a proposal. But he has been able to influence the direction and components of policy during his three years at the CFTC.

At the same time, two nominations for the commission are slowly advancing through Congress. If they are approved, then another Republican will have a seat.

The proposal Giancarlo addressed in a speech at the conservative American Enterprise Institute is often called "Reg. AT," shorthand for Regulation Automated Trading, which was introduced in December.

It is intended to provide some oversight for the digital age, where trades are governed by algorithms, software and computer programs, and where many say the risks of "flash crashes" are rapidly increasing.

The proposal, Giancarlo said, is a "20th century analog response to the 21st century digital revolution in trading markets."

Its primary element, requiring thousands of traders to register with the CFTC, does not address questions such as who is at fault for transactions initiated by pre-set programming, instead of by an individual, he said.

"Reg. AT is regulatory empire building. It is also a classic Washington maneuver: force as many businesses as possible into the regulatory framework so there is someone to investigate if something goes wrong," he said.

Giancarlo said the proposal has positive elements, namely drawing on industry best practices, providing flexibility in setting risk controls, and not requiring approval of algorithms.

"Less positive is the proposed regulation’s broad scope, hazy objectives and several significant inconsistencies, especially in activity covered by the rule," he said.

He also questioned a provision giving the CFTC and Justice Department access to trading formulas' source code without subpoenas, saying the U.S. government has a rocky history of protecting confidential information.

In June, the CFTC re-opened the comment period on the proposal and hosted a roundtable for people in the market to discuss Reg AT. After reviewing the comments, it will release a final rule.

Last week, the chair of the Securities and Exchange Commission said it would soon consider automated trading rules on broker fees and disruptive trading.

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