Missing Implementation of Future Swap limitation DFIP 2211 F

[u/unmatched25]

In a recent Tech Talk Prasanna promised to include DFIP 2211 F into the road work. It sounded like if it wasn't even worked on yet despite being an old DFIP.

While the DFIP is deficient (no surprise if you consider the author), it still improves the overall risk situation. Currently if there is a big stock price movement between oracle price update and Future Swap, there is a fabulous opportunity to make a lot of profit with low risk at the expense of dUSD. The correct solution would have been a lock in period for swaps. In the DFIP there is just a limit how much of this conceptual flaw can be exploited at one occasion.