Statement of Daniel Rappaport
Chairman
New York Mercantile Exchange
Before the United States Senate Committee on Agriculture, Nutrition, and
Forestry
February 11, 1997
Mr. Chairman, and Members of the Committee, my name is Daniel Rappaport.
I am Chairman of the Board of Directors of the New York Mercantile Exchange
("NYMEX" or the "Exchange.") On behalf of the Exchange,
I wish to thank you for the opportunity to participate in today's oversight
hearings on proposed amendments to the Commodity Exchange Act (the "Act").
The testimony which we will provide today will be presented as follows:
þ NYMEX profile
þ Investigations and studies on Sumitomo matter confirm existence
of regulatory gap
þ NYMEX proposal to address regulatory gap
þ CFTC oversight is not an issue of extraterritoriality--a comparable
structure currently exists to regulate foreign options in the United States
NYMEX Profile.
As you know, NYMEX is the world's premier energy futures exchange. It provides
a regulated forum for price discovery and risk shifting for crude oil,
heating oil, unleaded gasoline, propane, natural gas and electricity, as
well as platinum and palladium. In addition, its wholly owned subsidiary,
Commodity Exchange, Inc. ("COMEX"), is the world's premier trading
forum for gold, silver, copper (in North America) and Eurotop 100 futures
contracts. The combined marketplace is the world's largest physical commodity
exchange and the nation's third largest futures exchange.
This year, 1997, marks the 125th anniversary of NYMEX. From its beginnings
as The Butter and Cheese Exchange of New York, NYMEX grew to pioneer the
development and engineer the growth of energy price risk management. Institutional
creativity, effective management of a well-regulated, open and competitive
auction market coupled with entrepreneurial spirit and dedication of its
membership have propelled NYMEX to its current position as the world leader
in the strategically critical financial markets for energy and precious
metals. It is with that history and experience in mind that we offer our
comments and suggestions to critically needed adjustments to the Act necessary
for the futures industry to maintain its global leadership.
As we have said previously in testimony regarding the Act, NYMEX believes
that much of the success we have enjoyed is the result of an effective
regulatory framework. Our markets are utilized throughout the world based
upon the recognition that the United States regulatory structure helps
assure fairness and financial integrity in the marketplace and that the
New York Mercantile Exchange knows how to manage these markets effectively.
The Senate Agriculture Committee is to be commended for its concern and
efforts to evaluate the legislative and regulatory oversight of United
States commodity markets, and examine changes which are necessary for us
to maintain our record as the world's leader in financial innovation and
competitiveness.
In the financial markets, perhaps more than in any other industry in the
world, technological advances and product engineering have made certain
elements of the Act outmoded. In many instances, the regulated marketplace
has been placed at a competitive disadvantage to the non-regulated marketplace.
In other instances, existing statutory provisions have actually weakened
the overall regulatory structure. Our position and comments have remained
consistent from the start of this debate--NYMEX believes that neither the
Commodity Exchange Act, nor the Commodity Futures Trading Commission ("CFTC"
or "Commission") regulations require an overhaul; rather, certain
modifications are necessary.
Mr. Chairman, you, the members of this committee, and your staff are to
be commended for your hard work and diligence in developing the legislation
which has been introduced to amend the Act. Our observations and suggestions
today are given in the spirit of building on that progress, while taking
advantage of knowledge gained and information acquired since the original
legislation was introduced. The proposed legislation represents a significant
step forward in addressing concerns and shortcomings which currently exist
with the Act. In particular, the legislation recognizes significant weaknesses
in current law:
þ Audit trail requirements should be tailored upon requirements to
enhance market integrity, and to aid in the detection and prevention of
abuse. Specifying a particular technological solution to achieve a standard
without regard to cost or availability is unwise and unworkable. NYMEX
has made great strides in improving our audit trail and in our ability
to detect and prevent abuses, but we strongly feel that dictating an expensive--if
indeed even available--electronic means which might only marginally improve
the current audit trail is imprudent. Forcing that technological "solution"
represents not only a waste of resources, but perhaps might lead to delays
in development of systems and processes which improve the audit trail beyond
that particular technology.
þ Acceleration of the currently lengthy approval process for new
contracts and contract market rules is needed to address the growing need
for domestic markets to efficiently design and implement instruments geared
to the highly competitive marketplace of today. NYMEX, along with the other
representatives of the futures industry here today firmly believe, based
on knowledge gained from sometimes costly experience, that the ultimate
decision on the usefulness or applicability of a new instrument will come
not from exchange staff or a regulator, but from the market itself.
þ Recognition of the need to weigh benefits and costs of potential
regulatory requirements is an important and significant part of the proposed
legislation. Far too often in the past, inadequate consideration has been
given to the costs of regulatory mandates relative to the benefits that
those mandates might provide. Codifying language highlighting the need
for the Commission to evaluate efficiency and competition, and risk management
issues, while exempting investigatory, adjudicatory and emergency actions
improves and clarifies the current relatively undefined process.
þ Appreciation that markets and market users have changed dramatically
warrants review of the Treasury Amendment and other exemptive provisions.
The rapid emergence of the Over-The-Counter ("OTC") market, dramatic
increase in demand for risk management instruments and techniques, and
increasing expertise in the financial and commodities industries have put
great pressure on regulated futures exchanges to adapt to a more sophisticated
and demanding clientele. To be able to maintain our global leadership position
in market efficiency, transparency, and innovation, exchanges need to be
able to have the flexibility to offer products and services which recognize
the particular needs and capabilities of an experienced market user.
þ NYMEX is pleased that the sponsors of S. 257 have recognized the
"systemic risk" to United States producers, processors and consumers
that can occur when contracts for commodities for future delivery in the
United States are marketed and sold here, outside the oversight of the
CFTC and the Commodity Exchange Act. The problems in the United States
marketplace associated with the Sumitomo incident highlighted the risk
to commodity pricing presented when two separate regulatory regimes provide
disparate levels of oversight. However, while the proposed language in
Section 4 represents an improvement in attempting to solve the current
regulatory gap, given the knowledge gained and studies conducted in the
wake of the Sumitomo incident, it falls significantly short of providing
United States producers, processors, and consumers with assurances of integrity
in pricing.
NYMEX has joined other United States futures and options exchanges in a
consolidated position on a number of recommended improvements to the Act.
While the joint testimony goes into greater detail on those specific provisions,
other than to express our support for the joint recommendations, I will
not repeat them here. As mentioned above, we seek to build upon recent
experience in further elaborating on concerns with the current law regarding
United States delivery points for contracts traded on foreign boards of
trade.
Investigations and studies on Sumitomo incident confirm existence of regulatory
gap
In previous testimony before this committee last year, NYMEX outlined concerns
that the Act's strict limitations on the Commission's authority over foreign
boards of trade may, under certain circumstances, compromise the integrity
of the prices of strategic domestic commodities which may result in significant
adverse impact on interstate commerce and the national public interest.
As you know, the underlying premise of futures regulation is set forth
in Section 3 of the Act. That section provides that futures transactions
"are affected with a national public interest," because they
are engaged in by the public and a broad array of commercial interests,
and are used for price discovery and risk shifting. To prevent harm to
producers, processors and consumers of commodities in interstate commerce
from improper influence on prices and transactions, regulation is "imperative
for the protection of such commerce and the national public interest therein."
The events surrounding the Sumitomo incident and the subsequent investigations
into the London Metal Exchange ("LME") marketplace confirm our
contention that limitations in the Act prevent the CFTC from exercising
an appropriate level of oversight under certain circumstances. Following
the well publicized fallout from the Sumitomo incident, two independent
evaluations of the LME were conducted:
þ British regulator studies LME--After the global headlines describing
the Sumitomo incident and its link to the LME marketplace, the British
regulator, the Securities and Investments Board ("SIB") asked
market users and others interested in the markets to comment on the metals
marketplace as well as structural and regulatory concerns with the LME.
In December, the SIB released their summary and conclusions in "A
Review of the London Metal Exchange." While many critical of the LME
also criticized the SIB for being lenient in its conclusions contained
in the report, the SIB did acknowledge significant shortcomings in the
performance of the LME. Several of the shortcomings identified and recommendations
for improvement include the following:
1. Enhanced market monitoring, with strengthened
large position reporting from actual customers and
not just brokers.
2. Improvements in the transparency
of the market, particularly of options and inter-office
3. Tighter controls over and better
transparency of warehousing arrangements.
4. Changes in governance to avoid actual
and perceived conflicts of interest.
While NYMEX believes the evidence exists for a much stronger response by
the SIB on market oversight issues which are much more expansive than warehouses
alone, the report itself confirms serious market oversight shortfalls to
which we have called attention for the past two years. From the earliest
stages of the Sumitomo incident, which began to come to light when the
LME established copper warehouses in the United States in April of 1995,
NYMEX has strongly contended that the LME has not aggressively sought to
benefit, in terms of market oversight, from information held by the warehouses
that are authorized delivery locations on its copper contract. This lax
oversight has contributed to global market problems. LME was apparently
either unable to discern the true facts associated with Sumitomo because
of the lack of information on warehouse stocks of LME market participants,
or unwilling to deal with them. LME's explanation on their lack of information
in the physical market hinged on their contention that it was done by a
non-member firm. As the principal regulator, the market has an obligation
to gather information on market positions from participants to prevent
manipulation and systemic risk. The physical side of the marketplace must
also be reviewed to allow for the assessment of the potential for manipulation.
The exchange must have authority to gather the information on stocks and
ownership, which is essential to their role as primary market regulator.
In today's global and interlinked financial marketplace, that information
must also be made readily available to other regulators and markets which
may be affected by actions such as manipulation occurring on one market,
but affecting prices of commodities on other markets.
CFTC comments on SIB review--In a November 12, 1996 letter to the SIB,
the Commission identified and commented upon several areas of shortcoming
or ambiguity in regulatory oversight of the LME marketplace. Many of those
same areas--market surveillance, daily pay and collect of margins, segregation
of customer funds, information sharing, price transparency and warehouses--were
cited by NYMEX in an October 15, 1996 letter to the SIB responding to their
request for comments on the LME (Attachment 1). Of particular note, however,
were Commission comments related to market manipulation and the applicability
of the Financial Services Act ("FSA") to market manipulation
on the LME. The CFTC's discussion noted that United States law, section
6 ( c ) of the Commodity Exchange Act gives the CFTC civil enforcement
powers if it has reason to believe that manipulation is occurring, and
Section 9 of the Act makes manipulation a felony. Their analysis of the
extent to which the FSA makes manipulation a violation of the law is less
clear, as indicated by their concluding comments on the topic:
"The FSA requires as a condition as
an RIE [Recognized Investment Exchange], among other things,
that an exchange's rules "must ensure that business conducted by means
of its facilities is conducted in an orderly
manner and so as to afford proper protection to investors" (FSA Schedule
4). Since manipulative conduct results in prices which do not reflect normal
supply and demand forces, it could be argued
that FSA Schedule 4 currently requires all RIE's to prohibit manipulation.
To the extent that there are ambiguities
regarding the duty to prohibit and to prosecute manipulative
conduct, whether under SIB Principles, the FSA requirement to maintain
orderly markets, or FSA section 47, we recommend
that any such ambiguities be resolved as soon as possible."
Clearly, ambiguity about such a fundamental concept as the illegality of
market manipulation and the ability to enforce the law against violators
should greatly concern this committee.
British lawmaker reacts to SIB report--Release of the SIB report also generated
interest among British lawmakers. On December 19, 1996, a Bloomberg news
report quoted the British Labor Party's Shadow Economic Secretary Mr. Mike
O'Brien responding to the SIB report as saying:
"LME was not responsible for most of
the scandal. Problems arose outside their direct supervision,
but the SIB report shows LME was tested and found wanting. Self regulation
failed in the Sumitomo case. LME must now
make urgent changes if it is to ensure its future as a recognized
investment exchange."
LME interprets SIB report--The most disappointing, but illuminating, comments
on the SIB report came from the LME. In the face of a critical report,
the LME apparently took it upon themselves to whitewash the results. In
a December 19 story carried by Knight-Ridder, LME officials are quoted
as saying:
"The SIB has given a clean bill of health
to our fundamental trading characteristics, such as non-cash
clearing, non-segregation (of client accounts) and the granting of credit
by LME members to their customers. Importantly,
the SIB has further concluded that such trading practices
do not present any significant systemic risk. In this spirit, we will examine
positively the other changes recommended
by the SIB in the areas of governance, resources, additional transparency
and further enhancements to our warehousing facilities."
It is precisely the words and actions of the LME, as quoted above which
should give great pause to United States regulators and lawmakers charged
with market oversight and concerned about regulatory comparability. LME's
response neither indicates acknowledgment of a problem nor willingness
on their part to honestly confront and address serious shortcomings in
their market oversight.
þ British academic releases study on LME market manipulation--In
December 1996, Professor Christopher Gilbert, a U.K. academic noted as
an expert on commodity futures markets, released a study on the LME/Sumitomo
scandal entitled "Manipulation of Metals Futures: Lessons from Sumitomo."
Gilbert concludes that "Sumitomo manipulated the copper market, possibly
from as early as 1985, but certainly over the period 1991-96." Gilbert's
paper is critical of the LME and its regulatory system, citing how Sumitomo
took advantage of the weaknesses in the system, and makes suggestions on
changes in law and regulatory oversight, using the United States system
as the basis for his recommendations. One notable point Gilbert makes independent
of that contained in the CFTC's letter to the SIB cited earlier is that
the Financial Services Act fails to explicitly define futures market manipulation
as illegal, in spite of claims by the SIB that the FSA does so. Gilbert
recommends that the FSA be amended to "make illegal any exercise of
monopoly power in futures markets which has the effect of generating artificial
off-exchange prices."
Gilberts's study makes a number of other observations and recommendations
of which the following are particularly noteworthy:
U.S. experience proves that prevention rather than prosecution is the most
effective deterrent to manipulation. Client position reporting, currently
voluntary on the LME should be made mandatory by a statutory change and
should include metal in LME warehouses. .
Transparency should be increased by adoption of a system such as the CFTC's
Commitments of Traders reports, including LME warehouse stocks. .
While historic price carries and non-cash clearing "do not raise regulatory
concerns," they are "unwise and impose additional risks on LME
members." .
LME's day-of-delivery contracts, as opposed to month-of-delivery allow
for a significantly greater risk of cash market distortion by LME market
manipulation, and translates to a much more serious situation given the
impact of manipulation on the LME on world copper prices.
Professor Gilbert's paper presents strong, unbiased support for observations
put forth previously by NYMEX about LME market manipulation and its impact
on global and United States copper prices in the following ways:
þ His research leads him to conclude that the LME market was manipulated
by Sumitomo from 1991-96, and possibly as early as 1985.
þ Manipulation on the LME market has a very direct effect on global
cash copper prices, thus a direct effect on the U.S. marketplace--and interstate
commerce.
þ Gilbert feels that the 1986 FSA does not explicitly define futures
market manipulation as illegal. That alone is a very powerful argument
for allowing CFTC authority to evaluate and ascertain the adequacy of the
regulatory regime of a foreign board of trade with U.S. delivery points
having the ability to affect prices of U.S. commodities.
As mentioned previously, the contention that British law does not appear
to make market manipulation illegal should be of great concern to regulators
and to this committee. The potential ambiguity in British law may put United
States markets and users of those markets at risk of manipulation on a
foreign market which neither the market nor the regulator have the legal
backing to prevent or upon which to take action if manipulation is identified.
NYMEX proposal to address regulatory gap NYMEX is pleased that the sponsors
of S. 257 have recognized the "systemic risk" to United States
producers, processors and consumers that can occur when contracts for commodities
for future delivery in the United States are marketed and sold here, outside
the oversight of the CFTC and the Commodity Exchange Act. The contrast
and problems associated with the Sumitomo affair highlighted the risk to
commodity pricing presented when two separate regulatory regimes provide
disparate levels of oversight. In the circumstances related to Sumitomo,
the copper industry traded futures on the COMEX in New York and on the
London Metal Exchange ("LME"), based in London. Copper for delivery
on contracts traded on the COMEX was available for delivery in COMEX approved
warehouses in the United States. At the same time, copper for future delivery
for LME traded contracts was deliverable at LME licensed warehouses virtually
across the street from the COMEX approved warehouses. Market surveillance
under the U.S. regime provided information on the amount and ownership
of metal in the COMEX warehouses; the futures positions of large traders
on COMEX; the cash copper positions of large traders on COMEX; and the
hedge/speculative intentions of those traders. Parallel information was
not available under the non-U.S. regime.
While we genuinely regard it as an improvement, Section 4 of S.257 simply
does not go far enough to address the pricing risks that exists. Proposed
Section 4(b)(2) of the Act mandates that the CFTC "consult" and
"endeavor to secure adequate assurances" that a foreign futures
contract with a U.S. delivery point "will not create the potential
for manipulation of the price, or any other disruption in trading"
of a U.S. commodity or futures contract. It does not empower the CFTC to
do anything at all if the foreign regulator declines to consult with it,
or if despite its best efforts, it is unable to "secure adequate assurances".
Thus, it recognizes the problem, yet offers no real remedy. It puts the
CFTC, producers, processors, consumers, the Exchanges and the financial
community in the perilous position of determining that there exists a potential
for manipulation of domestic commodity prices, yet lacking authority to
act.
Clearly the sponsors could not have intended such a result. The Act should
not mandate the CFTC to investigate whether a problem might exist, yet
force it to stand idly by, watching, if it determines that it does. Accordingly,
the NYMEX has proposed a modest amendment to the Act that would treat foreign
futures contracts with U.S. delivery points on a parallel level with options
contracts (Attachment 2). The Exchange's proposal for foreign futures contracts
with U.S. delivery points would permit the marketing of those contracts
consistent with rules promulgated by the CFTC. It simply provides the Commission
with the authority necessary, at its discretion, to assure that United
States citizens are offered an appropriate level of regulatory assurance
that contracts marketed in the United States that are traded on foreign
boards of trade with delivery points in the United States can not alter
the integrity in pricing that is essential. We respectfully submit that
this proposal is the remedy necessary to make Section 4 of the bill a complete
and effective piece of legislation.
The NYMEX proposal is not unprecedented--in fact it tracks the authority
given to the CFTC regarding oversight of foreign traded options under Section
4 c (b) of the Act. The existence of this authority offsets the two most
often voiced objections to granting CFTC authority over foreign futures
contracts with delivery points in the United States--concerns about extraterritoriality
and expressed fears of retaliation. The options formulation has worked
for years, and the CFTC has shown that it knows how to use it in a measured
capacity.
Last year, the CFTC ended the requirement that all foreign options receive
prior Commission approval before they could be marketed in the United States.
At that time, the Commission reserved the right to revisit the issue if
good regulatory practice warranted, including revisiting the issue on a
market by market basis, if among other things, the Commission was "not
able to obtain appropriate information related to the commodity option
transactions of a specific exchange." This is completely consistent
with what NYMEX has been asking Congress to do with respect to United States
delivery locations: authorize the Commission to act if it needs to; leave
the ultimate decision on whether and how much to regulate to the agency.
Conclusion
As we stated earlier, Mr. Chairman, you and the members of this committee
are to be commended for your hard work and diligence in developing the
legislation which has been introduced to amend the Act. Streamlining the
process for contract and rule approval, removing the handcuffs which inhibit
exchanges from developing new and innovative ways to serve a dynamic, global
industry, and enhancing CFTC's oversight of warehouses serving as delivery
points for futures contracts traded on foreign boards of trade are critically
needed improvements. However, while the proposed warehouse provision represents
a significant step forward in addressing concerns and shortcomings which
currently exist with the Act, subsequent studies of the LME conducted after
the legislation was introduced last year, and which have been recently
made public, have heightened our concerns. The NYMEX proposal on United
States delivery points for contracts traded on foreign boards of trade
narrowly targets the current regulatory gap while carefully avoiding a
solution which could be subject to claims of extraterritoriality or fear
of retaliation.
NYMEX serves a global marketplace--one which is increasingly competitive
and inter-related. As a regulated, public futures market we do have concerns
with the uniformity and adequacy of regulatory oversight in areas where
actions in foreign marketplaces have the potential to affect United States
commerce. The Sumitomo affair should serve as a recent reminder that a
problem in one market can affect the credibility and utility of many related
markets. Examination of the regulatory structure of the LME has pointed
out some serious shortcomings. United States law should not permit prices
of United States commodities to be determined under regulatory regimes
which do not properly protect U.S. producers, processors, and consumers.
Until these shortcomings are addressed, the American public will continue
to be unnecessarily exposed to the risk of paying or receiving prices that
do not reflect the fair and transparent market prices that market participants
have a right to expect. We urge this Committee and the Congress to support
enhancement of the jurisdiction of the CFTC over foreign boards of trade
offering contracts with delivery points in the United States to preempt
such a situation here.
Mr. Chairman and Members of the Committee, NYMEX thanks you for your consideration
and pledges its full support to work with you and your staff to address
these issues and any others that may be of concern to you. Thank you very
much.