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The Real Question For Regulators On Knight Capital

 August 09, 2012 11:06 AM

I want to know the answer to this question:

Knight Capital Group Inc. KCG +3.27%was holding about $7 billion of stocks at one point on Wednesday last week—a far bigger figure than previously known—as a result of errant trades that forced it to seek emergency funding, according to people familiar with the matter.

One word: How?

How is it that a firm managed to amass $7 billion of net position when it had less than 10% of that in cash to put up for margin?

You can't do that -- your brokerage won't allow it. 

Are you telling me that there are no margin limits enforced against these firms, and that they don't have to prove their capital every night and then have the exchange systems limit their net exposure to the marginable amount of their capital that they have proved up?

You're kidding, right?

The exchanges really don't allow that to happen, do that?

Oh, but it appears they do, doesn't it?

We have these things called "computers" these days, and they're pretty good at counting.  It would appear that they've not been taught how to count.

We have a problem here folks, and the problem isn't at Knight Capital.

It's in the exchange system itself.


Rich
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