Event-based contracts tied to real-world outcomes like elections, Fed decisions, and economic indicators are gaining traction fast, creating new insider trading risks. Most firms aren't equipped to monitor them, and regulators are paying attention. Join Bates Group and Hadrius for a practical look at the regulatory landscape, where firms are exposed, and what a compliant approach looks like. 

As these products are increasingly treated as derivatives under CFTC oversight, they introduce a new category of employee trading activity that most firms haven't addressed in their policies, surveillance systems, or supervisory workflows. The result: blind spots, fragmented monitoring, and growing regulatory exposure.

Key Insights:

• What prediction markets are and why they matter now — how event-based contracts work, how they're being classified, and why adoption is accelerating
• Why regulators are focused on this space — the insider trading, MNPI, and manipulation risks drawing scrutiny from the CFTC, SEC, and state regulators
• Where firms are most exposed — the supervision and surveillance gaps that leave employee trading activity unmonitored across accounts, products, and workflows
• What a compliant framework looks like in practice — from policy design and pre-clearance requirements to event-driven surveillance, restricted lists, and scalable enforcement
• How to move from policy to systems — why compliance infrastructure, not documentation alone, is what firms need to enforce controls consistently at scale

Don’t miss this opportunity to hear from leading voices in compliance, legal, and regulatory as they share insights and solutions you can apply immediately. Register today to secure your spot.