Wednesday, November 27, 2024

Buy Side Prioritizes Pricing, Quality of Coverage When Evaluating FX Dealers

Stephen Bruel, Coalition Greenwich
Stephen Bruel, Coalition Greenwich

Buy-side FX traders are increasingly focused on achieving best execution, with pricing and quality of coverage emerging as the top attributes when evaluating their FX dealers.

Based on interviews with buy-side FX traders globally, a recent Coalition Greenwich study found that over 40% of respondents cited uncompetitive pricing as the primary reason to reduce their trade flow to a dealer, while more than 20% highlighted the importance of quality of sales and relationship management.

Stephen Bruel, Coalition Greenwich
Stephen Bruel

“The buy side is becoming increasingly sophisticated in their approach to FX trading, and dealers must adapt to meet their evolving needs,” said Stephen Bruel, Senior Analyst on the Market Structure & Technology team at Coalition Greenwich.

“Pricing and quality of coverage are now the key drivers of a dealer’s success, and those who fail to deliver on these fronts risk losing business to their competitors.”

The Coalition Greenwich study also found that multidealer platforms (MDPs) are increasingly popular among buy-side traders, with 34% of respondents expecting to increase their use of MDPs in the coming year.

Ease of use and workflow integration were cited as key benefits of MDPs, with 48% of respondents highlighting the importance of best execution and pricing.

“MDPs offer a range of benefits, including ease of use, workflow integration and best execution,” said Bruel.

“They are an attractive option for buy-side traders who want to optimize their trading and achieve best execution.”

The study also found that single-dealer platforms (SDPs) will continue to play a role in the FX trading ecosystem, particularly for complex trades and structures. However, MDPs are likely to remain the preferred choice for routine trades and spot execution.

Why the Buy Side Chooses their FX Dealers and Trading Venues examines perspectives and perceptions of institutional FX traders with a focus on their dealer and trading venue relationships.

Trading Technologies to Offer Clients Access to Cboe Equity Index Options

Catherine Clay, Cboe Global Markets

CHICAGO, Nov. 19, 2024 – Trading Technologies International, Inc. (TT), a global capital markets technology platform provider, announced today that it will soon offer clients access to Cboe equity index options, giving TT clients access to the rapidly growing equity options trading space.

Slated for launch early in 2025, Cboe equity index options on the TT platform will enable the firm’s broad client base of institutional market participants and professional traders to easily take positions in Cboe’s popular index products, including its flagship S&P 500 Index (SPX), Cboe Volatility Index (VIX), Russell 2000 Index (RUT) and Mini SPX (XSP) options contracts.

Catherine Clay, Cboe Global Markets
Catherine Clay

“Our collaboration with TT is particularly timely as global demand for U.S. options continues to rise, with investors increasingly seeking exposure to the U.S. equity markets,” said Catherine Clay, Global Head of Derivatives at Cboe Global Markets. “By offering clients access to Cboe’s index options products, TT will further expand their customers’ trading capabilities, enabling access to some of the most liquid markets in the world – including SPX, RUT and VIX options – and the ability to efficiently gain and manage exposure to U.S. large and small cap equity markets and market volatility. As the leading global derivatives exchange, Cboe is excited to support TT’s expansion into U.S. equity options and broaden access to our markets and products for the global trading community.”  

Alun Green, TT’s EVP Managing Director, Futures & Options, said: “TT has been a leader in exchange-traded derivatives throughout our existence. As we continue our expansion into new asset classes, U.S. equity options represent a significant part of the derivatives space. We’re eager to unlock new opportunities for our clients with Cboe’s hugely popular index options as a major first step in this diversification. Our clients want to participate via the powerful TT platform and trusted tools, and we’re seeing particularly strong interest from firms in the Asia-Pacific region, which are excited to access the markets through the after-hours session we’ll support.”

TT has long offered clients access to Cboe Futures Exchange (CFE) and more recently began providing access to Cboe FX, an over-the-counter market offering trading of spot foreign exchange, spot precious metals and FX non-deliverable forwards (NDFs).

About Trading Technologies

Trading Technologies (www.tradingtechnologies.com) is a Software-as-a-Service (SaaS) technology platform provider to the global capital markets industry. The company’s award-winning TT® platform connects to the world’s major international exchanges and liquidity venues in listed derivatives alongside a growing number of asset classes, including fixed income, foreign exchange (FX) and cryptocurrencies. The TT platform delivers advanced tools for trade execution and order management, market data solutions, analytics, trade surveillance, risk management, clearing, post-trade allocation and infrastructure services to the world’s leading sell-side institutions, buy-side firms and exchanges. The company’s blue-chip client base includes the Tier 1 banks as well as brokers, money managers, hedge funds, proprietary traders, Commodity Trading Advisors (CTAs), commercial hedgers and risk managers. These firms rely on the TT ecosystem to manage their end-to-end trading operations. In addition, exchanges utilize TT’s technology to deliver innovative solutions to their market participants. TT also strategically partners with technology companies to make their complementary offerings available to Trading Technologies’ global client base through the TT ecosystem.

Source: Trading Technologies International

CQG to Offer Day-One Connectivity to New MIAX Futures Exchange Matching Engine

DENVER / CHICAGO – Nov. 19, 2024 –  CQG, a leading global provider of high-performance technology solutions for market makers, traders, brokers, commercial hedgers and exchanges, today announced that it will offer day-one access to MIAX Futures Exchange (MIAX FuturesTM) – including new Bloomberg equity index futures contracts when listed – in connection with the planned launch of the exchange’s new Onyx matching engine in June 2025. CQG made the announcement during FIA’s Futures & Options Expo, the industry’s most widely attended conference taking place this week in Chicago. The move will ensure that when Onyx goes live on MIAX Futures, CQG clients will be able to access MIAX Futures products on day one through CQG’s front-end offerings and API connections as part of CQG’s network of exchanges.

Ryan Moroney

Last month, Miami International Holdings, Inc. (MIH) announced the renaming of Minneapolis Grain Exchange, LLC (MGEX), a wholly owned subsidiary of MIH, to MIAX Futures Exchange as part of MIH’s strategy to broaden the range of futures and options products listed on the exchange, including agricultural and financial futures. The announcement came the month after MIH announced it had entered into a licensing agreement with Bloomberg Index Services Limited to develop a suite of index futures, options on futures and cash options products based on a portfolio of benchmarks.

CQG CEO Ryan Moroney said: “We’ve been delighted to work closely with MIH on the development of its new trading engine and to be among the first to enable clients to trade on the MIAX Futures Onyx platform. Our clients are already trading the Minneapolis Hard Red Spring Wheat contract on MIAX Futures and are excited to have additional financial futures products to trade in conjunction with other products on our network, utilizing the full range of CQG tools at their fingertips. We look forward to supporting the exchange to ensure that our clients have seamless access to MIAX Futures products as it transitions to the new engine.”

Thomas P. Gallagher, Chairman and CEO of MIH, said: “We are pleased to have CQG providing connectivity to the MIAX Futures Onyx platform as part of its expected launch in Q2 2025. CQG’s sophisticated trading infrastructure will provide its network of professional traders with direct access to our current and planned derivatives products and aligns with our strategy of expanding access to MIAX Futures through industry-leading trading platforms.”

About CQG

CQG provides the industry’s highest performing solutions for traders, brokers, commercial hedgers and exchanges for their market-related activities globally, including trading, market data, advanced technical analysis, risk management, and account administration. The firm partners with the vast majority of futures brokerage and clearing firms and provides Direct Market Access (DMA) to more than 45 exchanges through its global network of co-located Hosted Exchange Gateways. CQG technology serves as the front end for a variety of exchanges and is increasingly employed as the over-the-counter matching engine for important new markets. CQG’s server-side order management tools for spreading, market aggregation, and smart orders are unsurpassed for speed and ease of use. Its market data feed consolidates 85 sources, including exchanges worldwide for futures, options, fixed income, foreign exchange, and equities, as well as data on debt securities, industry reports, and financial indices. One of the longest-serving technology solutions providers in the industry, CQG has won numerous awards for its trading software, technical analysis and multi-asset trading platform. CQG is headquartered in Denver, with sales and support offices and data centers in key markets globally, providing services in more than 60 countries.

For more information, visit www.cqg.com.

Source: CGQ

TECH TUESDAY: How Nasdaq’s Track Record of Innovation Is Helping It Shepherd Markets into the Future

TECH TUESDAY is a weekly content series covering all aspects of capital markets technology. TECH TUESDAY is produced in collaboration with Nasdaq.

Since Nasdaq’s founding, it has provided investors the tools to unlock a better tomorrow, helping forge markets’ technological and financial foundations. In recent years, with forays into new geographies and asset classes as well as a successful push to make its technology the engine of global financial markets, Nasdaq has reaffirmed that commitment.

As markets enter a promising yet daunting new age of digitization, automation, and global reach, Nasdaq’s pioneering advances into AI, cloud computing, and carbon-trading markets, continue to light the way forward.

Foundations of Firsts

Nasdaq has burnished its credentials as a leader in modernizing markets through its growing presence across the financial ecosystem for over 250 years.

Even in the early days of the US’s first securities exchange, the Philadelphia Stock Exchange, later acquired by Nasdaq, links to the technological underpinnings of what would become the world’s most advanced financial markets were legion. The PHLX relied on a light-based signaling system running from New York City to Philadelphia to rapidly transmit market-moving information. The setup presaged the low-latency networks high-speed traders use today.

In 1971, Nasdaq’s move to offer the first electronic stock market transformed the world of floor brokers to complex, electronic trading systems facilitating transactions faster than the speed of light. 

Other technological innovations include the exchange’s establishment of the first integrated derivatives trading and clearing system in Europe in 1991, and the 2000 launch of the first fully electronic options exchange in the US in Nasdaq ISE.

LEARN MORE: See the Catalog of Firsts That’s Established Nasdaq as the Industry’s Leading Light in Modernizing Markets

Enduring Presence

While many financial-technology firms restrict themselves to a particular locale to avoid the complexities of navigating regulatory, linguistic, cultural, and time-zone boundaries, Nasdaq boasts a robust presence globally, owning 18 markets across North America and Europe.

Its success in those markets has yielded invaluable experience in negotiating challenges of scale. Nasdaq’s US equities exchange is the nation’s largest and has bested its rival the New York Stock Exchange in IPO fundraising for five years running. The distinctions helped Nasdaq win Traders Magazine’s 2024 award for Best Global Exchange Group.

And unlike many exchanges that specialize in a single asset class, Nasdaq facilitates trading in a host of asset classes to meet investors’ needs, including equities, fixed income, FX, options, futures, and ETFs. Additionally, Nasdaq Private Markets unlocks investor access to high-growth, pre-public companies.

That breadth of experience gives Nasdaq access to a global community of more than 3,000 institutional clients encompassing banks, brokerages, asset managers, hedge funds, and market makers, as well as market-infrastructure providers, regulators, and retail investors.

Even so, Nasdaq’s broadest reach arguably springs from its unique role as a provider of market-infrastructure technology powering more than 130 exchanges, central clearing counterparties, and central securities depositories globally. Half of the world’s top 25 stock exchanges, 97% of global systemically-important banks, and 35 central banks and regulatory authorities use Nasdaq technology.

As a result, Nasdaq technology drives one in ten securities transactions worldwide — a validation of its market leadership in technology as strong as its ranking as the top provider of trading and matching technology by FOW International in 2022.

A universal presence in financial markets gives Nasdaq a unique vantage point that informs the exchange’s views on how markets are evolving in areas like promoting balance between innovation and caution in AI regulation and encouraging data sharing and collaboration between industry firms and regulators.

Shaping Markets’ Future

A long association with technology and a view of global financial markets uniquely informed by its broad reach place Nasdaq at the forefront of shaping markets’ future.

The exchange has embraced that charge as an early adopter of cutting-edge technologies that could unlock new levels of market efficiency. In the cloud space, Nasdaq forged a 10-year strategic partnership with Amazon Web Services (AWS) in 2022. The deal has already spurred the successful cloud migration of three exchanges, including the first-ever options exchanges in MRX and GEMX, with BX Options also slated to migrate in 2025.

Nasdaq has also emerged as an industry trailblazer in using AI to streamline market efficiency. In the last nine months alone, the exchange has released into production AI-based solutions for processing risk calculations up to 100 times faster with its Calypso platform and enhancing the quality, speed, and efficiency of market-abuse investigations as well as launched the first on-exchange AI-powered order type — Dynamic M-ELO.

In addition, the one-year anniversary of Nasdaq’s Adenza acquisition – made up of AxiomSL and Calypso – brought mission-critical risk management, regulatory reporting, and capital markets capabilities to Nasdaq and has helped elevate Nasdaq’s dialogue with clients as a strategic partner. 

Collectively, that breadth of initiatives highlights Nasdaq’s commitment to leading financial markets into the future by responsibly exploring emergent trends and technologies, which Nasdaq has brought to markets for centuries. By giving investors the tools to build a better tomorrow, Nasdaq will continue to shepherd markets’ modernization for centuries to come.

LEARN MORE: How Nasdaq is Modernizing Markets to Meet Tomorrow’s Needs

This article was written by Jason Dibble, Co-Founder and Editor in Chief of Curatiaand it first appeared on that platform.

BMLL Expands Coverage with Addition of US Equity Options Data

Paul Humphrey, BMLL
  • Six years of nanosecond unconflated OPRA options data now available to market participants globally
  • The addition of OPRA options data follows BMLL’s successful build-out of its equities coverage to 98% of the MSCI All-Country World Index
  • OPRA options data is immediately available via BMLL Data Lab and BMLL Data Feed, via AWS S3, and at multiple levels of conflation that suit clients’ individual, specific requirements

London, 19 November 2024: BMLL, the leading, independent provider of harmonised, historical Level 3, 2 and 1 data and analytics across global equity, ETFs and futures markets, today announced the addition of OPRA (Options Price Reporting Authority) data to its ever-expanding data coverage. Six years of historical, nanosecond unconflated OPRA options data is now available to market participants globally, in addition to conflated datasets, complementing existing US equity and futures datasets.

Widely recognised as one of the industry’s largest data sets, OPRA data is vital for traders, brokers, institutional investors, and market makers who need accurate and timely information to assess liquidity dynamics and understand market behaviour.  

OPRA consolidates and distributes options data from all U.S. equity options exchanges, providing a unified feed of options prices and trade information; financial market participants rely on OPRA data to make informed trading decisions, manage risk, and optimise investment strategies. 

  • Buy-side firms use OPRA data to backtest strategies, perform TCA and execution analysis, and generate alpha.
  • Sell-side firms rely on OPRA data to backtest execution algorithms, improve smart order routers and demonstrate best execution, track liquidity fragmentation and stay informed of changes to market structure.
  • Using OPRA data, Exchanges can analyse market share across US equity options exchanges and mechanisms.

Paul Humphrey, Chief Executive Officer of BMLL, said: “Adding OPRA options data is another significant milestone in our data coverage expansion strategy. To date, we have built out our equities coverage to 98% of the MSCI All-Country World Index. Including OPRA options in our data and analytics capabilities is a natural evolution for BMLL, driven by customer demand for a best-in-class product and very much in line with our multi-asset strategy.  

At BMLL, we are building products and services that make a real difference to market participants, helping them understand liquidity dynamics and make better-informed trading decisions. We take care of the heavy lifting to make sure that our customers get the market data they need, ready to use, in one harmonised format.“

The BMLL OPRA data product provides a cleansed, normalised tick history dataset, covering all OPRA historical data. BMLL’s six years of nanosecond unconflated OPRA options data is available to market participants globally via BMLL Data Lab and BMLL Data Feed, via AWS S3. 

“Spiralling data costs and OPRA’s expansion of its data dissemination from 48 to 96 lines in February 2024 have placed a significant burden on market participants, both in terms of managing market data budgets and also the necessary data infrastructure [to handle 4TB of data per day]”, said David Robinson, Chief Technology Officer, BMLL. “As a result, firms are looking for cloud-based OPRA data services that are easy to access, within their existing workflows.” 

Making OPRA data available via BMLL Data Lab and BMLL Data Feed, via AWS S3, is another step in our mission to democratise data and analytics at scale and meet our customers where they need us to be. They can now gain immediate access to this significant dataset in a cloud-based environment, at a level of conflation that suits their own specific needs, and at the highest quality available in the market today. 

OPRA aggregates and disseminates pricing information for listed Options contracts in the U.S., including quotes, last sale prices, and volume data. OPRA participants include BOX, Cboe BZX Options, Cboe C2 Options, Cboe EDGX Options, Cboe Options Exchange, Miami International Securities Exchange, MIAX Emerald, MIAX PEARL, Nasdaq BX, Nasdaq GEMX, Nasdaq ISE, Nasdaq MRX, Nasdaq PHLX, The Nasdaq Stock Market, NYSE American and NYSE Arca.

About BMLL

BMLL Technologies is the leading, independent provider of harmonised, Level 3, 2 and 1 historical data and analytics to the world’s most sophisticated capital market participants, covering global equities, ETFs and futures.

BMLL offers banks, brokers, asset managers, hedge funds, global exchange groups, academic institutions and regulators immediate and flexible access to the most granular Level 3, 2 and 1 T+1 order book data and advanced pre and post-trade analytics. BMLL gives users the ability to understand market behaviour, accelerate research, optimise trading strategies and generate alpha more predictably.

Founded in 2014 in the machine learning laboratories of the University of Cambridge, the platform enables researchers and quants across global financial services firms to apply complex statistical techniques to BMLL’s unique big-data sets with applications such as market impact, pre and post trade analytics, order book simulation and compliance. Users no longer need to buy, curate and harmonise data. With BMLL, they gain cost-effective, instant access to a cloud-native Data Science environment via a single web portal, with a long history of the most granular, full order book data across global equities, futures and ETFs for back-testing and simulation, delivered directly into their workflows.

BMLL secured a $21 million strategic investment in October 2024, led by Optiver, with participation from CTC Venture Capital and existing investors. This follows BMLL’s $26 million Series B investment from Nasdaq Ventures, FactSet, IQ Capital’s Growth Fund and Snowflake Ventures in 2022/2023. Prior to that, BMLL raised $36m through Series A and seed funding rounds.

For more information please explore our website and follow us on X (Twitter) and LinkedIn.

Mariko Boswell to Win Instinet Positive Impact Award

Mariko Boswell, PIMCO

Markets Media is pleased to announce that Mariko Boswell, Executive Vice President and Account Manager at PIMCO, will win the Instinet Positive Impact Award at the 10th annual Women in Finance Awards, which will be held Nov. 21 in New York. 

The Positive Impact Award recognizes a woman who goes above and beyond just excellence in her day job, to make a broader positive impact on the world around her.

Mariko Boswell, PIMCO

“I am honored to be recognized with the Positive Impact Award and am excited to celebrate the achievements of so many remarkable women,” Boswell told Markets Media. “Building community, both within PIMCO and locally through service to mission-driven organizations, is incredibly important to me, and I am deeply touched to be acknowledged for the positive impact of this work.”

The Positive Impact Awards are a Markets Media – Instinet partnership and a longstanding presence at MMG’s Women in Finance Awards and Markets Choice Awards, both in New York and London. 

“Instinet is proud to sponsor the Instinet Positive Impact Awards again this year. These awards shine a spotlight on the financial industry’s role in driving progress, not just within the marketplace but in society as a whole,” said Gerry Milligan, President and Head of the Americas at Instinet. “They honor individuals that exemplify innovation, community service, philanthropy, and the ongoing push toward a more inclusive and equitable culture.”

Boswell contributes to her firm and the broader community through leadership and dedication. As the Executive Sponsor for the PIMCO Women Employee Resource Group, she has been instrumental in promoting gender diversity and inclusion within the firm. Her active participation in industry initiatives and charitable activities, such as Rock the Street, Wall Street, and her roles on the Board of Directors of the YMCA of Austin and the Texas Alternative Investments Association highlight her commitment to community development and support.

Further, Boswell recently was named Co-head of PIMCO’s Austin Office, a role that recognizes her exceptional work as a culture carrier. This new responsibility is a testament to her efforts in fostering a positive corporate culture, making the office a more inclusive and supportive environment for all employees.

Recent Women in Finance winners for Positive Impact include Erica Attonito of Hudson River Trading in 2023, Elizabeth Levy of Trillium in 2022, and Kate Burke of AllianceBernstein in 2021.  

Women in Finance Award winners will be announced at the Nov. 21 event and a full list of winners will appear on Markets Media and Traders Magazine afterwards.

The Biggest Compliance Traps That You Don’t Even Know Are Happening at Your Firm

Lori Weston, STP Investment Services

By Lori Weston, Director of Product and Strategy, STP Investment Services

As a compliance officer responsible for administering your firm’s compliance program, you are keenly aware of your firm’s compliance risks. The SEC requires advisers to implement compliance programs designed to mitigate these risks. As news of SEC enforcements continue to be reported, you’re likely evaluating whether your firm’s compliance program could withstand similar regulatory scrutiny. If you find yourself thinking, “that’s not us,” it may be time to dig deeper. Your firm may have compliance vulnerabilities that aren’t obvious, yet could pose significant regulatory risks.

Artificial Intelligence: How AI Creeps into Compliance

Whether your firm promotes its use of AI or prefers to avoid it, there are AI-related compliance traps you need to consider.

Unknowingly Vulnerable

Many firms believe they are safe from AI-related compliance risks because they have elected not to use it. However, AI can enter through third-party vendor relationships, creating hidden vulnerabilities. In today’s interconnected business landscape, your firm may be unintentionally exposed to AI.

The Hidden AI Risk of Third-Party SaaS Providers

Your firm may unknowingly use AI-driven solutions embedded within third-party SaaS tools, like portfolio management or CRM software. Such tools may contain machine learning models that interact with sensitive client data, creating potential privacy and cybersecurity risks. Compliance officers should understand their vendors’ use of AI, especially when sensitive client information is processed, and perform regular oversight of the vendor’s protocols to protect client information.

AI Use by Employees

Employee actions may also create AI exposure for firms. For instance, an advisory rep might use AI-powered analytics for client reporting or recommendation engines for portfolio management. Meeting regularly with your staff to review the tools they use and their preferred practices can help identify otherwise unknown AI exposure. If your firm allows the use of AI, make sure to conduct due diligence of the tools used. Verify the accuracy of outputs and prevent recommendations based on flawed or biased models. Review your policies to ensure they reflect your firm’s practices and train staff so they understand what is permissible and what is not.

Disclosure Scrutiny

Even firms that openly embrace AI face compliance risks, particularly with disclosures. Regulators demand transparency and failure to accurately disclose your firm’s operational use of AI or exposure through vendor partnerships can lead to compliance violations. Review your Form ADV Part 2A disclosure, marketing materials, and social media posts to confirm that your firm’s use of AI is accurately represented. Recently, the SEC has penalized firms for exaggerated claims around AI, known as “AI washing.” Proper documentation and accurate disclosure of AI usage within your organization is critical given AI’s infancy.

Off-Channel Communications: When Texting for Convenience Crosses the Compliance Line

Mobile devices enhance productivity but can also create compliance risks, especially when employees use personal devices for business communications.

Regulatory Requirement

The Advisers Act requires advisers to maintain communications related to “any recommendation made or proposed to be made and any advice given or proposed to be given.” However, capturing these communications becomes challenging when they occur on non-approved systems, which are considered to be “off-channel.” Add to this the difficulty of determining whether a particular communication qualifies as advice, proposed advice, a recommendation, or a proposed recommendation, and it becomes obvious why firms adopt strict policies that prohibit conducting any company business off-channel.

Innocent Texts Can Lead to Compliance Violations

Consider an example where an employee texts a client to confirm an appointment location. This might seem harmless, but it opens a line of communication that could lead to uncaptured texts containing advice or recommendations.

Another scenario might involve employees discussing a client’s investment strategy. If they later text each other regarding a proposed recommendation, their communication may be required to be retained. Off-channel communications, even among staff, can create compliance risks.

The Scale of the Problem

In the past three years, the SEC has imposed nearly $2 billion in fines regarding recordkeeping failures of electronic communications. Firms of all sizes have been affected. With the prevalence of apps like WhatsApp and SMS in our daily lives, off-channel communications have become a serious compliance issue.

Training and Enforcement

While many firms have policies around off-channel communications, consistent training and enforcement is often lacking. Without regular training, staff may default to non-compliant messaging methods for convenience. The SEC has emphasized that firms should actively enforce these policies through rigorous training and ongoing monitoring.

Monitoring Communications: The Other Side of Compliance

Capturing communications is just part of your firm’s compliance responsibility. Monitoring these communications is equally critical, falling under an adviser’s obligation to supervise staff, monitor for client complaints, and uphold its fiduciary duty to clients.

When it comes to maintenance of required records, including electronic communications, focus on three key elements: (1) robust policies outlining permissible electronic communication channels; (2) regular, ongoing training to all staff regarding the firm’s adopted policies; and (3) a records retention vendor that can capture and maintain communications transmitted via permitted systems. An outsourced compliance provider can help you use these tools most effectively.

Marketing Rule Mishaps: Navigating Modernized, Yet Complex, Regulations

The SEC’s Marketing Rule, introduced in 2022, replaces outdated advertising regulations, allowing more flexibility in marketing. However, it also introduces new requirements that many firms find challenging to implement.

Endorsements and Testimonials

Endorsements and testimonials, common in digital marketing, are permitted when accompanied by specific, prominent disclosures, including whether the individual providing the endorsement is a client or investor, and whether any compensation was given for the endorsement. Failure to meet all disclosure requirements can lead to significant penalties. The risk is particularly high for firms that rely on social media or influencer marketing, where paid endorsements are common.

Awards and Rankings

Advertising awards and rankings also come with numerous disclosure requirements, including whether the firm or individual that received the award paid to participate. Even if your firm’s award or ranking is legitimate, failure to include prominent disclosures regarding the circumstances of earning that award can result in enforcement action.

Advertising Performance

Advertising performance can attract potential clients, but it poses compliance risks, which are exacerbated when hypothetical performance is advertised. Under the Marketing Rule, advisers who advertise performance must present both gross and net results calculated over the same period using consistent methodologies. Hypothetical performance, which is generally considered an advertisement even when presented to only one individual, must be relevant to each recipient’s financial goals, limiting its broad distribution..

Compliance Consulting Protects Your Business

Compliance risks can be hard to spot, from unseen AI vulnerabilities to everyday communication errors and inadequate marketing disclosures. Working with a compliance consulting firm gives you access to a team of experts who are well-versed in regulatory matters and adept in applying the rules to your firm’s specific situation. A proactive consultant protects your firm from compliance risks and allows you to focus on client service and business growth.

Investing in compliance is not just about avoiding penalties; it’s a way to safeguard your firm.

Lori Weston is a seasoned compliance professional with a dynamic career spanning over fifteen years in the financial services industry. Lori currently serves as STP’s Director of Product & Strategy. She was most recently employed by ACA, where she played a pivotal role in developing innovative compliance programs tailored to meet the needs of investment advisers.  Prior to ACA, Lori was Managing Director at Foreside, where she served as Managing Director and Compliance Consultant to more than 80 registered investment advisers. Lori began her compliance journey at Lincoln Financial, where she supported independent registered investment advisers, laying a strong foundation in their compliance practices.

FIA Announces 2025 Hall of Fame Inductees

Walt Lukken, FIA
WASHINGTON, D.C. – FIA has announced the names of six new members of the FIA Hall of Fame. The new members will be honored at an awards ceremony during FIA’s 50th International Futures Industry Conference in Boca Raton, Florida, on 9-12 March 2025.    

“We established the FIA Hall of Fame to recognize the people who have made exceptional contributions to the growth and development of the listed and cleared derivatives industry,” said FIA President and CEO Walt Lukken. “The 2025 group of inductees have provided exceptional leadership, wisdom and vision to propel our industry forward. We are honored to present them with this recognition.”  

The following leaders will join the 2025 Hall of Fame:   
Mark Bagan, former MGEX CEO and MIAX executive (posthumous)  
Laura Cha, former Chair of HKEX  
Terry Duffy, Chairman and CEO of CME Group  
Jeff Sprecher, Founder, Chair, and CEO of Intercontinental Exchange  
Debbie Stabenow, US Senator (MI) and Chair, Senate Agriculture Committee  
Don Wilson, Founder and CEO, DRW 

The Hall of Fame celebrates individuals in the listed and cleared derivatives industry who have made key contributions to the markets during their careers. Inductees come from both the private and public sectors and are chosen by a distinguished panel comprised of existing FIA Hall of Fame members and global industry executives.     

Members of the Hall of Fame are selected based on their lifetime contributions to the industry, with a focus on demonstrated leadership, innovative and impactful achievement, break-through accomplishment, industry collaboration and volunteerism and dedication.   

Inductees reflect the diverse nature of the industry with unique backgrounds and experiences. They all demonstrate a passionate determination to build strong, healthy, safe and competitive markets.  

The Hall of Fame was established in 2005 on FIA’s 50th anniversary. 

Learn more about the FIA Hall of Fame.  
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FIA is the leading global trade organization for the futures, options and centrally cleared derivatives markets, with offices in Brussels, London, Singapore and Washington, D.C. FIA’s membership includes clearing firms, exchanges, clearinghouses, trading firms and commodities specialists from about 50 countries as well as technology vendors, law firms and other professional service providers. FIA’s mission is to:support open, transparent and competitive markets, protect and enhance the integrity of the financial system, and promote high standards of professional conduct. As the principal members of derivatives clearinghouses worldwide, FIA’s clearing firm members play a critical role in the reduction of systemic risk in global financial markets.

Bloomberg Data Integrated with FundApps’ Shareholding Disclosure Platform

Leila Sadiq, Bloomberg

Powerful combination of Bloomberg’s comprehensive shareholding disclosure data available through FundApps’ global disclosure monitoring platform quickly identifies impacted positions so firms can comply with confidence

LONDON, 14 NOV, 2024: FundApps, the compliance monitoring and reporting specialists, now integrates Bloomberg’s Shareholding Disclosure Data Solution into its flagship beneficial ownership reporting platform. The data integration enables firms to rapidly automate their shareholding disclosure requirements without the need to source extensive data points.

“Acquiring, organising, and monitoring the requisite data to comply with increasingly complex shareholding disclosure regulations is a challenge impacting investors across the buy- and sell-side,” said Leila Sadiq, Global Head of Enterprise Data Content at Bloomberg. “Bloomberg’s Shareholding Disclosure Data Solution provides key reference data to help clients navigate this rule with confidence. The integration of this data through FundApps’ platform provides clients with a uniquely automated compliance process.”

“Data is one of the biggest challenges in financial services and is a foundational pillar of the LEADR shareholding disclosure framework. Getting access to the right data, as well as good data, has long been a challenge and Bloomberg’s data enables firms to streamline that often problematic step,” said Andrew White, CEO at FundApps.

Bloomberg’s Shareholding Disclosure Data Solution is available via Data License for scalable enterprise-wide use and provides key reference data such as country of incorporation, exchange, and Financial Instrument Global Identifiers (FIGIs) for calculating initial disclosure thresholds.  In addition, Bloomberg provides data fields covering SEC 13f-2 that helps identify equity securities of reporting Threshold A versus non-reporting Threshold B company issuers. Access to this data enables firms to confidentially identify a range of securities impacted by disclosure requirements.

The FundApps Shareholding Disclosure Platform monitors, automates, and helps with disclosure requirements in over 100 jurisdictions for beneficial ownership, short selling and takeover panels. It combines a powerful rules engine, a dedicated team of regulatory experts, as well as legal information from aosphere, takeover panel lists, ESMA’s FIRDS database, SEC’s 13F list, FX rates and other regulatory data sources.

About FundApps

FundApps is a company powered by experts, with a client community of 1000s and a culture underpinned by ethics. We make the best regulatory software so our clients can  “get a good night’s sleep now they have FundApps’ [real client quote]

Many lawyers, ex-regulators, info sec and other experts work for the B Corp that is FundApps. We are all about future-proofing our compliance monitoring and reporting software so we can monitor the $20 trillion (and growing) of AuM across 100 jurisdictions for the industry’s most active and happy global compliance community [we get top notch NPS + CSAT scores year after year].

Good people, good business, good ethics. We are FundApps.

About Bloomberg

Bloomberg is a global leader in business and financial information, delivering trusted data, news, and insights that bring transparency, efficiency, and fairness to markets. The company helps connect influential communities across the global financial ecosystem via reliable technology solutions that enable our customers to make more informed decisions and foster better collaboration. For more information, visit Bloomberg.com/company or request a demo.

Media Contacts

Liam Driscoll | liam@fundapps.co

Jen Molgano | jmolgano2@bloomberg.net

FLASH FRIDAY: Catching Up with Robert Schwartz

two people talking while drinking coffee.

FLASH FRIDAY is a weekly content series looking at the past, present and future of capital markets trading and technology. FLASH FRIDAY is sponsored by Instinet, a Nomura company.

Robert Schwartz graduated New York University in 1959 with a degree in English Literature & Writing – but he has built a long and successful career as a market structure guru, bridging academia and the capital markets industry.

Robert Schwartz

The Baruch College Professor of Finance has published over 70 journal articles and authored nine books; served as a consultant to various market centers including the New York Stock Exchange, Nasdaq, Instinet, the London Stock Exchange, and Deutsche Börse; and in 2009, he was named the first recipient of the World Federation of Exchanges’ annual Award for Excellence.  

Traders Magazine was happy to catch up with Schwartz on the eve of his annual event, the Baruch College Trading, Liquidity, and Market Structure Conference.

What was happening at the time the conference was created that made launching it important, and what specific needs did it aim to address?

We’re going back a long way. I ran a bunch of industry conferences while I was at NYU, and those experiences really showed me the value of connecting with industry professionals. One of the early conference series that I organized with two other people was the Global Equity Market Seminar (GEMS) which we held 21 times. The timing couldn’t have been better as European exchanges were transitioning from old, non-electronic systems to modernized, electronic ones, and the industry needed a forum to talk about building that new system. It wasn’t that we were so clever with timing; we were just lucky. My work in market microstructure, which wasn’t even recognized as a field back then, positioned me to help bridge the gap between academia and industry.

How has conference evolved? Are there any topics that have become more prominent, reflecting industry or regulatory changes?

The Trading, Liquidity, and Market Structure Conference has definitely evolved. Initially, it was geared more toward academics, but over time, more and more people from industry wanted to join. I’d say that a couple of years ago, we realized it was great to have a balance between academia and industry. Now, the themes that have become prominent include things like price discovery, short period volatility, and trading costs, as well as the complexities of liquidity provision. As regulation and markets have changed, these topics have really come to the forefront. This conference has become one of the few spaces where academic models and real-world insights can come together and inform each other.

As the conference seeks to bridge the gap between industry and academia, what do you see as the most significant barriers to aligning these perspectives on trading?

One of the biggest difficulties is getting academia to move beyond certain theoretical models that don’t fully capture real-world dynamics. There’s still a reliance on the idea of homogeneous expectations—that investors share similar views on prices. So much of academic microstructure assumes this, but in reality, we deal with divergent expectations. I feel a bit like a rebel here. At the conference, I hope to encourage academics to look beyond traditional models by interacting directly with industry professionals, who bring practical insights into the complexities of trading in a divergent expectations world.

In industry, trading is viewed as a profession, while academia places less emphasis on it. What strategies encourage academic institutions to view trading as a profession?

It’s very hard to shift what professors have been teaching for decades. I know firsthand, I’ve been at this for 50 years. I’ve found that experiential learning is key, and TraderEx is a major part of that. TraderEx, an interactive simulation model I co-developed with Bruce Weber, lets students enter orders in a simulated market environment. I often say it’s like driving a car instead of sitting in the passenger seat. They start to understand that trading isn’t simple, it’s complex, dynamic, and very real. This approach helps students recognize that trading is a professional activity.

What skills does TraderEx help develop for roles in trading, portfolio management, and understanding market structure? How does it translate theoretical knowledge into practical skills?

TraderEx is absolutely vital, it creates dynamic order flows that reflect real-world market behavior. Our goal with the simulation is to let people understand the difficulty, the challenge of trading. You can’t train someone to be a trader in a day, but TraderEx gives them a feel for it. By simulating order-driven markets, it helps them experience price change dynamics, liquidity issues, and trading strategies firsthand. This way, they can bridge theoretical knowledge with practical understandings they’ll need in the real world.

What have been some highlights of your career?

I’ve had quite a few. I’m most proud of is my work at Baruch College, especially establishing the Robert A. Schwartz Center for Trading and Financial Markets Research. If I can get the realization that I’ve had an impact on how investing is taught, especially in bridging academia and industry, that’s what I hope will be my legacy. That’s what I find exciting.

What do you like most about the industry?

What I love most are the people I’ve met. I’ve been so fortunate to meet and work with professionals who are deeply passionate about advancing knowledge in the field. Through my work with various exchanges, from the NYSE to Nasdaq to Deutsche Boerse and beyond, I’ve met wonderful people who are truly interested in understanding the big questions, like how we can improve market structure. Those relationships have been invaluable and make the work all the more meaningful.

Any plans for the future?

I’m as committed as ever to this work. I’m currently pursuing research in areas like high price volatility and the challenge of discovering prices in a divergent expectations world with several papers in progress. I also plan to reach a broader audience through podcasts on these topics, collaborating with people who are as passionate about them as I am. As long as I’m contributing and learning, I see no reason to stop.

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