American and British financial regulators have both sanctioned a high frequency trader for alleged abusive trading in the commodities futures markets.
The U.S. Commodity Futures Trading Commission (CFTC) issued an order Monday settling charges against Panther Energy Trading LLC and Michael Coscia, for engaging in the disruptive practice of ‘spoofing’ by utilizing a computer algorithm that was designed to illegally place and quickly cancel bids and offers in futures contracts on CME Group’s Globex trading platform.
The CFTC order requires Panther and Coscia to pay a US$1.4 million civil monetary penalty, disgorge US$1.4 million in trading profits, and bans Panther and Coscia from trading on any CFTC-registered entity for one year.
At the same time, the UK’s Financial Conduct Authority (FCA) also fined Coscia, US$903,176 (£597,993) for deliberate manipulation of commodities markets through an abusive algorithmic trading program that engaged in a “layering” strategy, which involved placing thousands of false orders t commodities futures on the ICE Futures Europe exchange in the UK.
The FCA notes that this is the first time it has taken enforcement action against a high frequency trader. Tracey McDermott the FCA’s director of enforcement and financial crime said, “Mr Coscia was cheating the market and other participants. High frequency trading and the use of algorithms are an important and commonplace part of the markets nowadays but in this case these techniques were deliberately designed to abuse the market, undermining its integrity. This is unacceptable, which is why we have taken tough action to punish Coscia and deprive him of any benefit he acquired.”
Coscia received a 30% discount on the fine by agreeing settlement under the FCA’s settlement procedures; otherwise he would have been fined just over US $1.15 million, it notes.
David Meister, the CFTC’s enforcement director, said, “While forms of algorithmic trading are of course lawful, using a computer program that is written to spoof the market is illegal and will not be tolerated. We will use the Dodd Frank anti-disruptive practices provision against schemes like this one to protect market participants and promote market integrity, particularly in the growing world of electronic trading platforms.”
Additionally, the CFTC reports that CME Group has also imposed an $800,000 fine, and ordered disgorgement of approximately $1.3 million against Coscia and Panther, and has issued a six-month trading ban against him.
The CFTC’s $1.4 million disgorgement order will be offset by amounts paid by Panther and Coscia to satisfy any disgorgement order in CME Group’s disciplinary action related to the spoofing charged by the CFTC.