Fund managers should use a mix of daily trade monitoring, short-term trading fees, fair-value pricing and client-specific trading halts to deter abusive market timers, says a new report released by the Investment Funds Institute of Canada Wednesday.
The recommendations come in a report prepared by IFIC’s trading practices working group, looking at the issue of short-term trading. In announcing the recommendations, IFIC president and CEO Tom Hockin said that the group concluded there is no single best strategy for preventing abusive market timing. Thus, IFIC’s group is proposing four tools that can be used by firms to combat the problem, depending on the nature of their business.
“Effective and consistent monitoring of trades” is a “non-negotiable” tactic, Hockin said. The other tactics — fees to deter inappropriate short-term trading, fair value pricing, and, banning suspected market timers from buying funds — should be up to the discretion of the individual fund manager.
“It is important to give fund managers the flexibility to protect the interests of their unit holders,” said Hockin. “Through the use of one or several of these tools, IFIC is confident that fund managers can effectively deter or prevent market timing and inappropriate short-term trading.”
He noted that some firms aren’t yet comfortable with fair-value pricing (a guideline IFIC issued in March 2002); others argue that rigidly defined deterrent fees don’t prevent abusive market timing, they simply change the economics of the trade and give market timers a clear cost of such a trade.
As an industry trade group, not a regulator, all of IFIC’s recommendations are purely voluntary, although, Hockin says that “moral suasion” is typically sufficient to get its members to follow its guidelines. Also, IFIC senior counsel Ralf Hensel points out that its recommendations can carry weight with regulators and in the courts, so firms are also prodded to adopt them to show that they are adopting best practices.
Along with providing guidance to its members, Hockin said he it hopes the report helps inform the regulators, and shores up investor confidence. “IFIC believes the interest of individual investors should always come first and remains committed to maintaining and, where possible, enhancing the quality and security of mutual fund practices,” said Hockin. “The adoption of this report and its recommendations is another important step by IFIC’s Members to ensure investor confidence in its products remains high.”
IFIC said it is committed to working cooperatively with the Ontario Securities Commission in its review of industry trading practices. The OSC has been investigating Canadian fund managers’ trading practices since the market timing and late trading scandals broke in the US last year. It has yet to bring any allegations against any fund manager, however industry officials indicate that little evidence of late trading has been found, but abusive market timing has been uncovered.
“We support the OSC’s measured approach to date,” noted Hockin, “and we hope this report will provide meaningful input into their careful examination of this intricate issue.”
“Our industry looks forward to working with regulators to develop clarity with respect to the standards regarding short-term trading and market timing,” Hockin said.
Mix of strategies needed to combat abusive market timing, IFIC says
Recommendations voluntary, but can carry weight with regulators and courts
- By: James Langton
- August 25, 2004 August 25, 2004
- 13:04