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SEC proposes greater transparency for swaps at centre of Archegos collapse

US regulator weighs additional disclosures for security-based swaps as well as new rules for money market funds

US markets regulators have proposed rules to inject more transparency into the derivatives that blew up hedge fund Archegos Capital, which would compel investors to disclose swaps positions that have allowed them to build up unseen holdings in public companies.

The regulations put forward on Wednesday by the Securities and Exchange Commission would require additional disclosures of holdings of security-based swaps once they exceed $300m or account for 5 per cent of a company’s stock, information that financial markets and the US securities regulator currently lacks.

Investors would be asked to disclose information including their security-based swap positions — in which an investor can effectively invest in an asset without purchasing it directly, avoiding disclosure requirements — and their identities as well as any related securities or loans.

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