Page 33 - 期货和衍生品行业监管动态（2024年8月刊）

期货和衍生品行业监管动态

The CFTC established federal speculative position limits for certain

physical-delivery referenced contracts, including the NYMEX Physically Settled West

Texas Intermediate Crude Oil contract (CL). For financially-settled options

referencing the CL contract, applicable positions are determined by converting the

options into their futures equivalents and aggregating those equivalents across a firm’s

various positions.

The order finds on May 17, 2022, Vitol held positions in financially-settled

calendar spread options traded on NYMEX and ICE Futures Energy Division (IFED)

exchanges that referenced the CL contract equivalent to 7,484 CL contracts, 1,484

contracts over the federal speculative limit of 6,000. On May 18, 2022, Vitol held a

position equivalent of 7,091 contracts, 2,091 contracts over that day’s federal

speculative limit of 5,000. On June 15, 2022, Vitol held a position equivalent to 6,074

contracts, 74 contracts over the federal speculative limit of 6,000. And on June 16,

2022, Vitol held a position equivalent to 6,594, 1,594 contracts over that day’s federal

speculative limit of 5,000.

The order also finds on December 5, 2022, Vitol held 771 December 2022 CME

Live Cattle Futures contracts. The position exceeded by 171 the federal spot month

speculative position limit of 600 contracts.

https://www.cftc.gov/PressRoom/PressReleases/8942-24

10. 美国商品期货交易委员会命令 Truist 银行支付 300 万美元罚款并整改与广泛

使用未经批准的通信方式相关的记录保存和管理失效问题（2024 年 8 月 14 日）

Truist 因其主动自我报告而得以大幅减轻处罚

美国商品期货交易委员会（CFTC）发布命令，对北卡罗来纳州的互换交易

商 Truist 银行提起指控并达成和解。命令指出， Truist 未能维护、保存或提供 CFTC

20