CFTC toughens commodity limits, relents on some rules

17 Dec, 2010

The US futures regulator on Thursday set out its most aggressive measures yet to prevent speculators from distorting commodity markets, but relented on several steps opposed by Wall Street banks and big traders. The Commodity Futures Trading Commission's proposal to set position limits showed the agency had taken heed of objections raised since January, when it first put forward a plan to cap the influx of investor capital that some blamed for driving oil and grain prices to record highs in 2008.
But the core principle remained unchanged: restricting the number of swaps and futures contracts that speculators can hold in energy, metals and agricultural derivative markets, a rule it estimated could affect nearly 80 agricultural traders and dozens of metals and energy players.
The proposal is part of efforts to boost oversight of the $600 trillion global over-the-counter derivatives market required under the Dodd-Frank bill passed by the US Congress in July, which has expanded the CFTC's mandate but also complicated its work. It has already been forced to slow the timeline. As expected, the proposal set out general formulas for calculating the limits and applying those to the spot month contract, but it suggested waiting until the agency has more data on the opaque swaps market before expanding that to all months.
The plan, which commissioners must vote to release for 60 days of public comment, likely offers some relief for companies such as Goldman Sachs and Royal Dutch Shell that argued overly strict rules could reduce market liquidity, elevate volatility and make the markets more risky.
Compared to the previous proposal in January, which applied only to energy markets, the new rules attempt to draw a clearer line between financial players who have flooded commodity markets with over $350 billion over the past decade, and the traditional traders who often take large positions to hedge their own - or customers' - physical trading. The CFTC also appeared to relax a provision on aggregation, which requires companies to combine positions across any firms in which they own more than 10 percent. It said a firm may be allowed to exclude those positions if the investment is passive and the stakeholder does not participate in management.

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