Duration, options delta, gamma, vega. total monthly return and payoff profile.
These are just a handful of the data points which mutual fund companies will be required to provide the US Securities and Exchange Commission if the regulatory agency finally adopts its new reporting rules for registered investment companies.
For the SEC, the new data requirements represent what it calls a “modernization” of how it oversees the registered investment fund market. It wants to know whether there is any potential systemic risk arising from widespread investor redemptions. That concern also prompted the regulatory agency to propose other rules on how registered investment fund managers should curtail their use of derivatives and manage their liquidity risk.
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