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Anonymous-R Comment On Regulatory Notice 21-19

The actual short interest of AMC is not correctly reflected on the websites provided to public. If FINRA wants to investigate in real, then it has to look up dark pool data and short interest in dark pool and only the orders related to sell are routed through exchange and rest buy orders are routed through dark pool. THIS IS NOT FAIR AS NAKED SHORTING WAS BANNED IN 2008 BUT IT IS SAD TO SEE THAT THE LAW STILL ALLOWS INSTITUTIONS TO PRACTICE. IFTHERE IS A LAW..IT SHOULD BE EQUAL FOR EVERYBODY EITHER PUBLIC OR HEDGE FUNDS.

Chris Pollice Comment On Regulatory Notice 21-19

I would love to see a more timely and accurate reporting of short positions. No-monthly isn’t cutting it. The manipulation happening right now with retail investors money is blatant and should not be tolerated. Recent events have brought to light how unbalanced and unfair the system is for retail investors that pay budgets for these government reporting and enforcement agencies. The market makers are hurting families and businesses in the United States and the only way to fight this battle is for transparency at this stage.

Jonathan Hernandez Comment On Regulatory Notice 21-19

(1) Lately I have seen time after time (failure to delivers) FTDS hit outrageous and unprecedented numbers SEC has fined market makers in some instances fractional fines of a percent to continue doing business. If this kind of activity is allowed, can I turn do the same? I would be more than glad to do the same if their's no disciplinary actions against this. (2) Naked shorting is illegal.

Paul Carmon Comment On Regulatory Notice 21-19

Proposals look great and I'm in agreement with all as they stand. Further comments: There's no reason why in a fast digital age reporting can't be daily, providing the most up to date information to everyone. Addition of synthetic shorts is a very welcome one. Further, there is speculation derivatives can be used in a way to make it appear a long position has been taken to cover a short position when in reality that long position is cancelled out by a derivative with a future expectation date. Effectively hiding the short position.