Stay up to date with notifications from The Independent

Notifications can be managed in browser preferences.

UK and US regulators fine trader Michael Coscia $3m for 'manipulation of oil market'

 

John Collingridge
Monday 22 July 2013 11:53 EDT
Comments

Your support helps us to tell the story

From reproductive rights to climate change to Big Tech, The Independent is on the ground when the story is developing. Whether it's investigating the financials of Elon Musk's pro-Trump PAC or producing our latest documentary, 'The A Word', which shines a light on the American women fighting for reproductive rights, we know how important it is to parse out the facts from the messaging.

At such a critical moment in US history, we need reporters on the ground. Your donation allows us to keep sending journalists to speak to both sides of the story.

The Independent is trusted by Americans across the entire political spectrum. And unlike many other quality news outlets, we choose not to lock Americans out of our reporting and analysis with paywalls. We believe quality journalism should be available to everyone, paid for by those who can afford it.

Your support makes all the difference.

A trader who made millions of US dollars by moving the price of commodities, ranging from oil to wheat, has been fined around $3.1 million (£2 million) by authorities in the UK and the US.

Michael Coscia wrote a computer programme which placed and quickly cancelled bids to manipulate the price of commodities, an illegal process known as "layering" and "spoofing".

Regulators also ordered US-based, high-frequency trader Coscia to repay about $2.7 million (£1.8 million) in profits.

The Financial Conduct Authority (FCA) said Coscia made about £280,000 of profit by placing thousands of orders for oil futures on the London-based IntercontinentalExchange Futures Europe exchange (ICE) in the six weeks from September 6 2011.

Coscia's orders, traded and cancelled within miliseconds, earned him profits at the expense of other traders using automated systems.

The FCA fined Coscia about $903,000 (£598,000), while US regulator the Commodities and Futures Trading Commission and the Chicago Mercantile Exchange, a self-regulated exchange, also fined him $1.4 million (£913,000) and $800,000 (£521,000) respectively.

Tracey McDermott, FCA director of enforcement and financial crime, said Coscia cheated the market and other traders, and that his algorithm was "deliberately designed to abuse the market, undermining its integrity".

She said: "This is unacceptable which is why we have taken tough action to punish Coscia and deprive him of any benefit he acquired."

Coscia's intricate strategy typically meant placing a small order which he intended to trade, while also making a series of large orders which he had no intention of completing.

The big orders were designed to give the impression of high demand or availability of those commodities, prompting the market to trade his smaller order.

His programme then immediately cancelled the big orders, and then made more abortive large orders in the opposite direction to ensure his small order booked a profit from the price swing.

Coscia, who has 25 years of market experience, traded futures contracts for commodities such as Brent crude oil, gas oil, Western Texas Intermediate, natural gas, corn, soybean and wheat.

Futures contracts set an immediate price on an asset for delivery at a given time in the future, and fluctuate according to market pressures.

Coscia's New Jersey-based firm Panther Energy Trading was also sanctioned and fined by US regulators.

The fine is the first by new City watchdog the FCA against a high-frequency trader, which said it would have been higher if he had not agreed to settle.

AP

Join our commenting forum

Join thought-provoking conversations, follow other Independent readers and see their replies

Comments

Thank you for registering

Please refresh the page or navigate to another page on the site to be automatically logged inPlease refresh your browser to be logged in