Merrill Lynch pays $12.5m fine over mini-flash crashes

The Securities and Exchange Commission has fined Merrill Lynch $12.5 million for ineffective trading controls which led to a series of "mini-flash crashes".

  5 Be the first to comment

Merrill Lynch pays $12.5m fine over mini-flash crashes

Editorial

This content has been selected, created and edited by the Finextra editorial team based upon its relevance and interest to our community.

The Bank of America-owned unit caused at least 15 market disruptions between late 2012 and mid-2014, an SEC investigation found.

The bank violated the Market Access Rule because internal controls designed to prevent erroneous orders were set at levels far too high, rendering them ineffective.

For example, Merrill Lynch applied a limit of five million shares per order for one stock that only traded around 79,000 shares per day.

This meant that the broker sent some stock prices crashing, only for them to recover within seconds.

"Mini-flash crashes, such as those caused by Merrill Lynch, can undermine investor confidence in the markets," says Andrew Ceresney, director, enforcement division, SEC.

Separately, six exchanges have collectively fined Merrill Lynch $3 million for violating their respective supervision rules.

Sponsored [Impact Study] 2024 Fraud Trends in Banking, Insurance, and Beyond

Comments: (0)

[On-Demand Webinar] Solving the KYC challenge with end-to-end processesFinextra Promoted[On-Demand Webinar] Solving the KYC challenge with end-to-end processes