Page 36 - 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

Specifically, during the two Gap Periods, the tool was run on a daily basis before

certain data was ingested into the tool, and thus the tool failed to surveil any of the

futures data from the vendor at issue. Moreover, even after discovering the First Gap

Period and resetting the time so the tool would be run after the relevant data was

received, ANZ did not put into place additional safeguards to prevent the timing issue

from recurring. In fact, the issue did recur. The Second Gap Period was caused by the

exact same problem as the First Gap Period, and lasted for approximately four

additional months before ANZ discovered it.

As a result, thousands of orders were not timely surveilled for spoofing and ANZ

should have, but did not receive a substantial number of surveillance alerts that would

have been generated during the two Gap Periods.

In accepting ANZ’s offer, the CFTC recognized ANZ’s substantial cooperation

with the Division of Enforcement’s investigation of this matter. The CFTC also

acknowledged ANZ’s representations concerning its remediation in connection with

this matter. Specifically, during the investigation, ANZ disclosed both Gap Periods to

the CFTC. ANZ also represented that it corrected the timing mismatch as soon as it

became aware of it, and following the Second Gap Period, installed additional

safeguards to prevent a recurrence. The CFTC’s recognition of ANZ’s substantial
cooperation and remediation is further reflected in the form of a reduced penalty.

https://www.cftc.gov/PressRoom/PressReleases/8886-24

9. 美国期货业协会禁止新泽西州普林斯顿的商品基金管理人 50.ai Investments

LLC 重新申请成为其会员（2024 年 4 月 11 日）

美国期货业协会（NFA）永久禁止位于新泽西州普林斯顿的前 NFA 会员 50.ai

Investments LLC（50.ai Investments），一家商品基金管理人和外汇公司，重新申

请成为其会员或担任 NFA 会员的负责人。

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