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An Elementary Primer on T+0, STP (Straight Through Processing), and the end mechanism

Location: Blogs Bud Burrell - Front and Center    
Posted by:   bburrell 11/3/2006 11:27 PM

There is a general impression that going from our current T+3 (Trade Date plus 3 days) to T+0 is THE move to Straight Through processing.  In fact, we are only at T+3 because our clearance and settlement gurus have had to create a load of what are known in the IT business as "Work Arounds", specifically using IOU's as interim substitutes for real clearance and settlements.

In an optimal environment, STP requires the presumption of the integrity of the participants intent to act honorably, and to not to try and "edge" each other.  The reality is quite different.  Whether T+3 or T+0, our current system preserves the right of participants to electronically counterfeit securities of all types, with the principal justification being that they are contributing to more efficient markets, increasing liquidity, while at the same time narrowing spreads. 

STP requires the integration of many different independent elements' activities to function in a near real time series of interfaces between custodians, clearing houses, broker-dealers, banks, market makers, transfer agents, issuing companies and entities, and customers, both institutional and retail.  This coordination hasn't achieved true critical mass buy-in except in the form of lip service, because no one could force these politically and economically competitive elements to work with one another except by granting certain elements exclusive monopolies over certain functions to some of the players.  This is inherently inclusive of conflicts of interest, whether enlightened or not.

The division of these functions was originally conceived of to control the abuses of self dealing, but this very division, such as was embodied in the now defunct Glass-Steagall Act separating banks from investment banks from the 1930's.  Many of these lines have become blurred, or disappeared entirely.  The result is a overall market alignment that encourages the disparate elements to deal with each other out of sight of those with an interest in both oversight and function.

The result is a bastardized failure of a system that has negatively impacted the very credibility and integrity of US markets as a whole, whether in equities, fixed income, commodities, currencies, physicals, forwards, credit swaps and more. 

What is a potential answer?  I have seen it, and I like to think I will be part of the ultimate solution globally. I am of the strongest possible opinion that all functions must be integrated vertically and horizontally, but around immutable principals of real money buying real securities in real time.  How can this occur?  Manipulative practices must be shut down in all forms. Naked short selling and related counterfeiting must be stopped.  Failures to deliver must be stopped, and where there are previously existing positions, there must be severe penalties imposed on the miscreants. 

When these rules are in place and fully explained, a system giving full transparency must be put in place that has the characteristic of being entirely conceived of for the purpose of operating all market activities on an INSTANTANEOUS DELIVER VERSUS PAYMENT, a system in which all trades clear and settle in literal real time, meaning the technical standard of 30 Milliseconds.

This has to be done in an environment where the political process has not been bastardized so totally as to make such an integrated system impossible.

Can this happen in the US in the next 5 or even 10 years?  I will take that bet and give odds against.  I have seen the future, and if I were to offer it tomorrow, I could strip out half of the public company market in weeks from an environment not offering this capability.

Who can stop this?  Only the States, who will be the biggest victims of thousands of their companies deregistering to move away from the US.  Maybe only a slap in the face of this magnitude will wake them up.

I am over length here, so I will end.  Remember this piece, ALL OF YOU.

Copyright ©2006 Bud Burrell
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Comments (14)
Re: An Elementary Primer on T+0, STP (Straight Through Processing), and the end mechanism By netting on 11/4/2006 7:40 AM
I've bought a bunch of back office books to try and understand how the system works.

The explanation for fails to deliver is that over time, buying and selling at a brokerage should average out to equal. A net fail today should cancel with a net long tomorrow. By allowing fails, the system allows netting over time, reducing the number of times shares have to be moved.

Each night, the brokerage identifies how many shares are segregated. The NSCC automatically tries to move whatever isn't segregated to fill fails, but the brokerage is allowed to segregate everything.

Worse, over 90% of the time, brokerages don't even interact with the NSCC or CNS. They go through clearing brokerages that deal with the DTC and NSCC on their behalf and who allow netting at the clearing brokerage over time long before ever dealing with the NSCC or the CNS system.

ECN's and foreign depositories also net trades before hitting the clearing system and of course trades are netted internal to the brokerage.

Finally, to avoid moving shares, brokerages can enter into repurchase agreements or loan contracts outside the system.

The whole goal when developing the system was to reduce the number of movements of shares to almost nothing. The CNS reduces trades by 96%, but all the netting has already massively reduced transactions before it ever gets there.

If a brokerage is owed shares, they call it a "fail to receive". Talk about blaming the victim. You failed to receive that money I owe you!

If they go through the arduous several day process of doing a buy in (which involves paying fees to the NSCC, the body that actually owes them the shares), they will likely end up with another fail as the new trade fails. After paying the fees a few times, they realise that it is all pointless.
Re: An Elementary Primer on T+0, STP (Straight Through Processing), and the end mechanism By netting on 11/4/2006 7:41 AM
I think the only system that can work:

1. Every brokerage, including foreign brokerages need to hold their shares at one place, here under our jurisdiction. The assets need to all be here and under our regulatory control. Get rid of foreign depositories and clearing brokerages. Every brokerage is required to have an account directly here in America.

2. Get rid of netting. It is an antiquated idea from a time when transactions were done by hand. A room full of servers can handle billions of transactions per day. Every transaction should represented a real non netted trade and should be numbered so it can be audited. Every trade should cause shares to move in the depository.

These two steps are trivially easy to implement. The only benefit to not doing it this way is their way of doing it spreads the trade over numerous jurisdictions so the regulators can't regulate, obfuscates the trade and allows the thieves to skim a percentage of the cash flowing through the system.
Re: An Elementary Primer on T+0, STP (Straight Through Processing), and the end mechanism By bburrell on 11/4/2006 7:36 AM
This system is broken, no matter what the problems. I am burned out on trying to excuse why. Off with their heads.
Re: An Elementary Primer on T+0, STP (Straight Through Processing), and the end mechanism By rtway1 on 11/5/2006 10:09 PM
We have heard this ad nauseum but I will say it again and you Bud are a real crusader for this movement. Until they give the securities sherrif the right to arrest and bring to trial the miscreants this whole conversatiopn is a waste of time and they know it. Fines are a cost of doing business, so lets stop all the bullshit about fines.Jail time and the RICO are the only answer unless someone starts to thin the herd as Al Capone did. I beleive that the markets have already started the exodus overseas and this is being withheld like everything else. I just hope everybody remembers the names of those who lied to us before it became unwound and will hunt them down, starting with Shelby and Cox.
Re: An Elementary Primer on T+0, STP (Straight Through Processing), and the end mechanism By bburrell on 11/5/2006 10:14 PM
Pegasus Wireless is de-registering here, as I have predicted hundreds of companies would. They are the third company to do so. Where are they going? They are looking at overseas markets where they don't have to deal with the egregious BS of this Country's markets.

When the number hits 5000, you will be able to buy an SEC lawyer for minimum wage, and you will be able to demand they earn it.

What you are seeing are cracks of a global earthquake. This will ultimately break the systems here, and the bureaucrats will have no one to blame but themselves. I hope they are forced to give up their cushy benefit and retirement packages, like laid off Auto Workers, Enron employees, et al. There have to be penalties for gross negligance and willful malfeasance, just like there are with private sector employees who screw the pooch.
Re: An Elementary Primer on T+0, STP (Straight Through Processing), and the end mechanism By A little confused on 11/6/2006 6:57 PM
Bud, I think I missed a step somewhere. Regarding the DRS issue, what exactly is bad about it? I thought Trimbath referred to it as a legitimate form of stock ownership that will provide some protection of property.
Re: An Elementary Primer on T+0, STP (Straight Through Processing), and the end mechanism By leaving on 11/6/2006 6:58 PM
How do you leave the US market? The thieves will list the company on the Pinks without their permission and arbitrage will pull the price down.
Re: An Elementary Primer on T+0, STP (Straight Through Processing), and the end mechanism By bburrell on 11/6/2006 7:00 PM
ALC,

DRS is about the DTCC taking control of Transfer Agents. Not all will be taken.

That will result in Anti-Trust litigation, with treble damages.

By Leaving,

Leaving the US is easy. Trading a security with no NSS or fails here will be "difficult", as will be travel internationally for those with Interpol arrest warrants out for them.
Re: An Elementary Primer on T+0, STP (Straight Through Processing), and the end mechanism By anthony kalantzis on 11/7/2006 8:42 AM
what happens to the shareholders when a company moves to anoher foriegn exchange ?
Re: An Elementary Primer on T+0, STP (Straight Through Processing), and the end mechanism By Berk on 11/7/2006 8:43 AM
Bud,

You say you've seen the future and you like to think you will be part of the solution. If you have the power to give the ba$tard$ that slap in the face you have my full support. I hope what you're saying is that you'll be flipping the switch soon. I know "tomorrow" was figuritive, but when do you expect the rest of us will see the solution?

Re: An Elementary Primer on T+0, STP (Straight Through Processing), and the end mechanism By bburrell on 11/7/2006 8:51 AM
Tony, The shareholders get shares in the foreign entity with pari passu standing, except that the counterfeit longs, who hold no certs, can only get satifaction from their broker.

Berk, Watch what happens the next five months. This will meltdown entirely by the end of 2008, with many more companies exiting the US markets. Several companies are exiting the US entirely, to go to foreign markets. They are mirroring the actions of many much larger companies that have moved offshore. Their motivations are a bit different, but the result is the same.

Our regulators are cutting their own throats figuratively, just as did the Internet Regulatory Group of the SEC when they helped raid the Internet Public Company sector. I remember they had some number like 180 lawyers in that SEC practice, who became radically under-employed almost overnight. They had to invent work to justify their existence after the Crash resulting from the Raid.
Re: An Elementary Primer on T+0, STP (Straight Through Processing), and the end mechanism By Berk on 11/8/2006 9:23 AM
I'm tired of watching. I'm tired of writing letters. Tired of reading about this everyday. I'm tired of waiting. Let's focus our efforts on solving a problem.

Bud, you need to make your trading system availble to the general public ASAP. Then we can all switch our accounts over to it and only the stupid people who weren't listening to us will continue to get screwed by shorty. When millions of people leave their brokers is when the problem gets solved. Not by watching as thousands of companies leave to escape but ruin our economy in the process.
Re: An Elementary Primer on T+0, STP (Straight Through Processing), and the end mechanism By bburrell on 11/8/2006 9:25 AM
I tentatively leave for London on this issue Saturday.

Watch for announcement on or before January 1.

I am trying to decide where I will have to live after I jerk 5000 companies out of this frucacta jurisdiction/venue.

Bud.
Re: An Elementary Primer on T+0, STP (Straight Through Processing), and the end mechanism By Berk on 11/8/2006 11:12 AM
OK, now we're talking. I have a little money that I'd be more willing to give to someone who is trying to end this, than to invest in a market where I'll probably just get screwed again. Is there anyway that we, the people on these boards, can support your efforts? And I don't mean solely as investors but to use the power of our numbers in action instead of words to work towards a common goal. Something that will make people notice us. Don't get me wrong, I'm not opposed to making a couple bucks at the same time if that's what it takes. Lol

Good Luck to you Bud,
Berk
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