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Morgan Stanley's $13M Offer Before Glen Point's Alleged FX Option Market Manipulation Play

Published 2023-10-17, 06:14 p/m
© Reuters. Morgan Stanley's $13M Offer Before Glen Point's Alleged FX Option Market Manipulation Play
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Quiver Quantitative - Glen Point Capital co-founder, Neil Phillips, is currently on trial for allegedly manipulating the foreign exchange markets to benefit a $20 million option. Prior to this alleged manipulation, Morgan Stanley (NYSE:MS) had sought to repurchase the said option for $13 million. This offer was declined by Glen Point. The core of the accusation against Phillips centers on $725 million in trades he orchestrated, which prosecutors claim were efforts to artificially trigger the option at a barrier rate, a practice known as "barrier chasing" or defending. The defense is arguing that not only did Morgan Stanley (MS) understand and anticipate Phillips's trading strategies, but that such barrier trading is commonplace in the industry.

The trial has wider implications for the practice of barrier chasing in foreign exchange markets. If convicted, Phillips could face up to 10 years in prison. However, Phillips's legal team contends that the U.S. prosecutors are attempting to criminalize what they see as normal trading behaviors. Morgan Stanley's involvement is particularly notable, as they would be the most direct victim if Phillips's alleged market manipulation is proven true.

As the trial unfolds, a myriad of expert witnesses are expected to be called, including representatives from other significant financial institutions. The trial will evaluate trading practices, discerning the boundary between accepted practices and market manipulation. Notably, one defense expert, Andrew Newman, is expected to testify that Glen Point's trades didn't create an artificial demand and that their trading was consistent with industry norms.

Neil Phillips, previously a trader at Morgan Stanley, was arrested in Spain in 2022 and was extradited to the U.S. this year. While the most serious wire fraud charges against him have been withdrawn, the case continues to draw significant attention in the financial world, as it may set a precedent for future trading practices in the foreign exchange market.

This article was originally published on Quiver Quantitative

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