Page 35 - 期貨和衍生品行業(yè)監管動(dòng)態(tài)（2024年4月）
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期貨和衍生品行業(yè)監管動(dòng)態(tài)
在接受 ANZ 提出的和解時(shí)，CFTC 認可了 ANZ 對執法部門(mén)調查提供的實(shí)質(zhì)
性合作。CFTC 還認可了 ANZ 關(guān)于本事項進(jìn)行整改的承諾。具體來(lái)說(shuō)，在調查
期間，ANZ 向 CFTC 披露了兩個(gè)間隔期。ANZ 還表示，其發(fā)現時(shí)間不匹配問(wèn)題
后立即進(jìn)行了改正，并在第二間隔期后安裝了額外的防范措施，以防止問(wèn)題再次
發(fā)生。CFTC 以減輕處罰的形式認可了 ANZ 的實(shí)質(zhì)性合作和補救措施。
CFTC Orders Australian Swap Dealer to Pay $500,000 for Supervision Failures
(2024/4/2)
The Commodity Futures Trading Commission today issued an order
simultaneously filing and settling charges against Australia and New Zealand Banking
Group Ltd. (ANZ), a financial services firm provisionally registered as a swap dealer
for violating its supervision obligations for failing to ensure its spoofing surveillance
tool was operating effectively. ANZ admitted the facts in the order.
The order requires ANZ to pay a $500,000 civil monetary penalty and to cease
and desist from violating the Commodity Exchange Act and CFTC regulations as
charged.
Case Background
During the course of a CFTC investigation into ANZ’s trading activity, ANZ
disclosed to CFTC staff that a surveillance tool ANZ used to monitor for spoofing
activity by its traders was not operating effectively for futures data supplied by one
vendor from November 2019 to June 2020 (First Gap Period) and then again from
November 2020 to February 2021 (Second Gap Period). For both the First and Second
Gap Periods, there was a mismatch between the time when the relevant data was
ingested into the surveillance tool and the time when the tool was run. The
surveillance tool was run against, among other things, trading in Eurodollar futures on
the Chicago Mercantile Exchange, which ANZ used in part to hedge its various swap
positions.
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