The Commodity Futures Trading Commission reversed course
Wednesday, revoking permission to a unit of Deutsche Bank and
Gresham Investment Management LLC that had allowed them to legally
evade the trading limits on soybeans, corn and wheat.
The unprecedented decision by the CFTC comes not long after a
Senate panel issued a major report that found excessive speculation
by commodity index trader s in the wheat futures market was
destroying the price-hedging system.
The report also took a stab at the CFTC, saying the agency's
decisions to allow index traders to skirt the normal buying limits
has contributed to the lack of convergence between futures and cash
prices for wheat.
The CFTC sets trading limits on certain agricultural products.
But over the years, CFTC staff has allowed certain index traders,
which track a basket of commodities over time, to exceed those
federal limits. They did this by issuing "no-action" letters, each
of which is tailored to the particular entity requesting an
exemption.
"I believe that position limits should be consistently applied
and vigorously enforced," said CFTC Chairman Gary Gensler, who
earlier this year indicated the CFTC staff was conducting a
full-scale review into the no-action process.
"Position limits promote market integrity by guarding against
concentrated positions," he added.
One of the no-action letters the CFTC withdrew Wednesday dates
to May 2006, when the agency's market oversight division granted a
trading limit exemption to DB Commodity Services, a commodity pool
operator and trading adviser owned by Deutsche Bank.
The CFTC allowed the DB Commodity Index Tracking Master Fund to
exceed trading limits in corn and wheat, providing the bank held no
more than 11,000 wheat contracts and 17,500 corn contracts in any
one month, according to the original letter.
The CFTC didn't name Gresham Investment Management, but the
company confirmed Wednesday its no-action letter from September
2006 that granted exemptions from trading limits on corn, soybeans
and wheat was the other one revoked by the agency.
Deutsche Bank offers investors a number of commodity
exchange-traded funds, baskets of securities that trade on stock
exchanges and are popular with individual investors and
institutions like hedge funds. Commodity ETFs are among the
vehicles that have been blamed for helping investors funnel
billions of dollars of new money into agriculture and energy
markets, one factor, critics believe, in pumping up commodity
prices.
Deutsche Bank had been expecting new limits on its ability to
buy agricultural futures at least as far back as late June when its
name was mentioned in the Senate panel's report on speculation in
the wheat market.
It expects to conform with the new limits without having to
suspend issuing new shares of either the $3.5 billion PowerShares
DB Commodity Index Tracking Fund (DBC), which holds a broad basket
of commodities, or the $2.3 billion PowerShares DB Agriculture Fund
(DBA). In an 8K filing, the fund said it will come into compliance
with the CFTC's federal limits by Oct. 31.
Still if Deutsche Bank can't find a new way to invest in
soybeans, corn and wheat, the new limits will affect the funds'
ability to match the returns of their indexes, a key promise ETFs
make to investors. The three commodities by design make up roughly
three quarters of the benchmark tracked by the agriculture fund and
about one quarter of the one tracked by the broader ETF.
Nonetheless, Deutsche Bank believes deviations will be small enough
investors may not notice them.
"We don't expect it to differ from what you normally see," said
director Martin Kremenstein.
Gresham Investment Management is a $6 billion New York-based
money manager that runs several commodity indexed programs on
behalf of clients like pension funds and sovereign wealth
funds.
Jonathan Spencer, the company's president, said Gresham hasn't
yet reached the position limits, even though the firm got the
"no-action relief" from the CFTC in September 2006.
"The position limits we are left with are more than adequate for
our customers," Spencer said. "We can go much higher without any
impact."
U.S. wheat futures fell after the CFTC announced it had revoked
the exemptions to speculative position limits. The markets'
knee-jerk reaction was to view the news as bearish because the
entities, including Deutsche Bank, will have to liquidate
positions, traders said.
Uncertainty about details of the process caused some
participants to bail out of the markets, said Shawn McCambridge,
senior grains analyst for Prudential Bache. It's important to find
out how long the entities have to get out of their positions, he
said.
"If it is spread out over a several-month period, then it can be
done in an orderly fashion and probably without any market impact,"
McCambridge said. Wheat was firmer before the announcement but
wasn't "all that strong to begin with," he said.
The CFTC said that, in both instances, the newly revoked letters
stipulated that the terms could be altered by the agency if the
conditions set out in the letters changed.
The agency added that the changes in these letters are specific
to each situation and will not affect other no-action letters that
have been granted.
The decision to revoke the no-action letters comes just as the
CFTC is gearing up to set new limits for speculative energy
traders.
Right now, the CFTC only sets hard limits on certain
agricultural commodities and lets the exchanges impose trading
limits on other commodities like oil.
Crude oil, unlike agricultural commodities, is only subject to
speculative limits in the last three days of trading before a
contract expires.
Just as the CFTC has granted index traders exemptions for
agricultural products, exchanges too have granted exemptions to
traders on energy products. The CFTC is also reviewing how those
exemptions should be granted and if the agency should be setting
limits instead of exchanges.
-By Sarah N. Lynch, Dow Jones Newswires; 202-862-6634;
sarah.lynch@dowjones.com.
(Tom Polansek contributed to this article).