In the wake of the MF Global collapse, NFA is requiring CTAs and CPOs that managed assets at the failed FCM to make certain updates, disclosures and filings. CTAs must calculate their performance capsules in accordance with NFA Notice to Members I-12-04. That notice essentially provides that CTAs with programs involving MF Global managed accounts that were not notionally funded and that were frozen by the bankruptcy should not include the MF Global account performance in the program’s track record if the program also had accounts at one or more other FCMs or if the CTA was forced to close…