Page 35 - 期货和衍生品行业监管动态（2024年4月）

期货和衍生品行业监管动态

在接受 ANZ 提出的和解时，CFTC 认可了 ANZ 对执法部门调查提供的实质

性合作。CFTC 还认可了 ANZ 关于本事项进行整改的承诺。具体来说，在调查

期间，ANZ 向 CFTC 披露了两个间隔期。ANZ 还表示，其发现时间不匹配问题

后立即进行了改正，并在第二间隔期后安装了额外的防范措施，以防止问题再次

发生。CFTC 以减轻处罚的形式认可了 ANZ 的实质性合作和补救措施。

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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