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So here’s something I didn’t know

If you have an options (or derivatives, say) contract and you then trade the physical or spot in order to trigger that contract then you are doing something illegal:

Federal prosecutors in the United States have charged the co-founder of a London-based hedge fund with fraud over an alleged scheme to manipulate the foreign exchange market and trigger a $20 million payment.

Neil Phillips, 52, was arrested in Spain at the request of the US this week. He has been accused of conspiring to artificially manipulate the US dollar-South African rand exchange rate.

He engaged in foreign exchange trades worth hundreds of millions of dollars, according to the prosecutors, who claim that his efforts in December 2017 were designed to drive the dollar-rand rate below 12.50 rand and fraudulently trigger a $20 million payment under a barrier options contract.

I didn’t know that was illegal at all. Humph.

11 thoughts on “So here’s something I didn’t know”

  1. The chat log is something to behold, talk about leaving a trail…

    In the Bloomberg chat messages between NEIL PHILLIPS, the defendant, and CC-1, PHILLIPS explicitly directed CC-1 to continue selling until the USD/ZAR rate fell below 12.50 and expressly stated that PHILLIPS’ purpose in directing these USD/ZAR spot trades was to drive the USD/ZAR rate below 12.50. For example:
    At approximately 12:09 a.m. London time on December 26, 2017, PHILLIPS stated, in substance and in part, “my aim is to trade thru 50.” CC-1 responded “Ok sure.” …

    At approximately 12:25 a.m. London time on December 26, 2017, PHILLIPS again stated, in substance and in part, “Need it to trade thru 50. 4990 is fine.” …

    At approximately 12:44 a.m. London time on December 26, 2017, C-1 told PHILLIPS, in substance and in part, “we just sold at 4990.” Approximately one minute later CC-1 stated, in substance and in part, “We are finishing now, will be 725 mio [million USD] all day.” PHILLIPS responded, in substance and in part at approximately 12:45 a.m. London time, “Pls. [please] get me prof [proof] of the print and stip [sic] stop,” referring to the fact that CC-1 should cease trading immediately.

    https://www.justice.gov/usao-sdny/press-release/file/1530216/download

  2. Are not all of these trades contracts between two parties freely entered into? And each one within the law?

  3. Bog standard market manipulation, I would have thought.

    Tho’ if the Bloomberg log given by Stewart Watts is good, then he’s done 725Mln USD in a single morning, December 26, Boxing Day, to trigger a 20Mln payout. Or, less than 3% of, presumably, his total new short exposure.

    Silly boy.

  4. I have never understood why it is bad to bet on yourself or your team to win. To lose is obviously bad but to win?

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