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Dyl Pere Comment On Regulatory Notice 21-19

Dyl Pere
N/A

In the interest of transparency and fairness to the market. I believe it is important to have regular and accurate information keeping and disclosure to encourage retail market participants into the market. Professional firms already have fast, accurate and bespoke trading software and information systems that provide them with a massive advantage in accurately determining price inefficiencies and facilitating price discovery. These tools which are not available to retail participants are expensive and discourage them from taking active ownership in their investment strategy. It is my belief that Short Sale reporting should be as frequent as 2 days - only due to the current settlement time requirements of transactions. Theoretically it should be more frequent than that given modern highspeed trading systems. I would also recommend a novel metric: Located short interest. This allows firms to disclose whether their short position borrows have been located and that a failure to deliver incident is not possible. This should push investment firms to be more tightly within the regulations. As of now there is no certain way for a retail participant to positively confirm whether their shares have or have not been lent for the purposes of short selling. Even though brokerage firms are within their rights to lend these shares, especially those in margin accounts, I think this share lending information should be disclosed especially when it comes to locating naked short sales. I think these are covered to some extent by the proposed changes outlined in this notice. Currently, market makers are the only participants that are afforded special privileges when it comes to furnishing market transactions. In the name of liquidity, market makers can sell and buy both options and shares while remaining delta neutral. These privileges allow market makers to sell shares without locating them first and to hedge put options with short sales. I believe it is possible for manipulation to occur in this system and one such example is commonly believed to be the married put strategy, wherein a fund can buy Put options on a stock which are hedge by the market maker with short sales bought by the same fund itself. The interplay between investors and market makers has become ever so close in the modern trading world that these requirements must be placed on them as well in order to ascertain the balancing of the books.