Cftc block trade reporting

Real-Time Reporting. The Commission finalized rules to implement the Dodd-Frank Wall Street Reform and Consumer Protection Act related to Real-Time Reporting. The Commission issued proposed rules to address Block Sizes for Large Notational Off-Facility Swaps and Block Trades and Measures to Protect the Identities of Counterparties. The Commission Washington, DC — The Commodity Futures Trading Commission’s (CFTC) Market Intelligence Branch (MIB) issued a report today that analyzes agricultural block trading in the grains, oilseeds, and livestock markets at the Chicago Mercantile Exchange (CME). To ensure privacy of the information they provide, the CFTC has assigned confidential reporting numbers to reporting firms and traders. The Commission is prohibited under Section 8 of the CEA 7 USC 12, from publicly disclosing any person’s positions, transactions, or trade secrets, except under limited circumstances.

31 Jan 2012 The CFTC has adopted two final rules — a Swap Data Reporting Rule enough to qualify as a block trade or large notional off-facility swap. 29 Jul 2019 Chatham's comment on the CFTC's proposed rulemaking, Certain Swap (2)(h)( 7), block trade indicator, an indication of whether the reporting  4 Jun 2019 Greenwich Associates: Trades larger than the current reporting caps, no matter how much larger, are reported as the cap size with an appended “  21 Dec 2010 The Proposed Rules would define a “block trade” as a swap transaction that: • involves a swap that is made available for trading or execution on a 

The existing CFTC and SEC proposals for block trade reporting would likely increase (rather than decrease) costs for end users, including institutional investors and corporations, seeking to manage risk or raise capital The CFTC proposal establishes thresholds and reporting delays for block trades that

Q & A – Real-Time Public Reporting Proposed Rulemaking. What is the goal block trade and large notional swap transaction and pricing data. The proposed  Block Trade Reporting. After a block trade is consummated, it must be submitted to the exchange via CME Direct or CME ClearPort within 5 or 15 minutes,  20 Nov 2014 It's part of the Block trade rule, which further delays such trade reporting by 15 minutes. We've known about this for some time. Amir first blogged  5 Jun 2013 and procedures of the registered. SEF or DCM and the real-time reporting rules in Part 43 of the. CFTC's regulations. A large notional off-facility 

29 Jul 2019 Chatham's comment on the CFTC's proposed rulemaking, Certain Swap (2)(h)( 7), block trade indicator, an indication of whether the reporting 

The tenor buckets used in the CFTC Swaps Report mirror those used in the Commission’s Block Trade rule. Please note that the Commission added 15 days to each tenor group to avoid ending a group on specific commonly occurring months or years; the list below is designed for illustrative simplicity. The Commodity Futures Trading Commission (CFTC) issued a report Oct. 18 on agricultural block trades, following up on a July 2018 report that analyzed agricultural block trading in the grains, oilseeds, and livestock markets at the CME. The NGFA Risk Management Committee met with CFTC staff the previous day to receive a briefing on report II. Block Trade Re-proposal. On February 23, 2012, the CFTC voted 3-2 to approve the block trade re-proposal, with Commissioners O’Malia and Sommers voting no. [9] The block trade re-proposal provides criteria for determining swap categories within each asset class, methodologies for setting appropriate minimum block sizes for each swap category and limitations on the public disclosure of

8 Feb 2018 CFTC regulations define a block trade as a publicly-reportable swap We at the CFTC want to shift this analysis in favor of self-reporting.

29 Jul 2019 Chatham's comment on the CFTC's proposed rulemaking, Certain Swap (2)(h)( 7), block trade indicator, an indication of whether the reporting  4 Jun 2019 Greenwich Associates: Trades larger than the current reporting caps, no matter how much larger, are reported as the cap size with an appended “  21 Dec 2010 The Proposed Rules would define a “block trade” as a swap transaction that: • involves a swap that is made available for trading or execution on a 

The Commodity Futures Trading Commission (CFTC) issued a report Oct. 18 on agricultural block trades, following up on a July 2018 report that analyzed agricultural block trading in the grains, oilseeds, and livestock markets at the CME. The NGFA Risk Management Committee met with CFTC staff the previous day to receive a briefing on report

§ 43.3 Method and timing for real-time public reporting. § 43.4 Swap transaction and pricing data to be publicly disseminated in real-time. § 43.5 Time delays for public dissemination of swap transaction and pricing data. § 43.6 Block trades and large notional off-facility swaps. § 43.7 Delegation of authority. SUBPART The tenor buckets used in the CFTC Swaps Report mirror those used in the Commission’s Block Trade rule. Please note that the Commission added 15 days to each tenor group to avoid ending a group on specific commonly occurring months or years; the list below is designed for illustrative simplicity. The Commodity Futures Trading Commission (CFTC) issued a report Oct. 18 on agricultural block trades, following up on a July 2018 report that analyzed agricultural block trading in the grains, oilseeds, and livestock markets at the CME. The NGFA Risk Management Committee met with CFTC staff the previous day to receive a briefing on report II. Block Trade Re-proposal. On February 23, 2012, the CFTC voted 3-2 to approve the block trade re-proposal, with Commissioners O’Malia and Sommers voting no. [9] The block trade re-proposal provides criteria for determining swap categories within each asset class, methodologies for setting appropriate minimum block sizes for each swap category and limitations on the public disclosure of The existing CFTC and SEC proposals for block trade reporting would likely increase (rather than decrease) costs for end users, including institutional investors and corporations, seeking to manage risk or raise capital The CFTC proposal establishes thresholds and reporting delays for block trades that Part 46 Historic Trade Reporting U.S. agencies, including the Commodity Futures Trading Commission (CFTC), Securities and Exchange Commission (SEC), as Specify the appropriate time delay for reporting large notional swap transactions (block trades) to the public iv.

15 Mar 2019 transaction (block trade) for particular markets and contracts”; and (2) the CFTC must establish “the appropriate time delay for reporting large  9 Nov 2018 CFE filed a written certification with the CFTC under Section. 5c(c) of the are doing their own ECRP transaction and Block Trade reporting. 8 Feb 2018 CFTC regulations define a block trade as a publicly-reportable swap We at the CFTC want to shift this analysis in favor of self-reporting. 20 Dec 2018 SEF or designated contract market (“DCM”).1 The CFTC would also eliminate the ability to execute a block trade away from a SEF but pursuant to a. SEF's rules . that more than 55 percent of the total reported IRS notional. 12 Jan 2018 CFTC Final Rule: Real-Time Public Reporting of Swap Transaction Data A block trade is a privately negotiated securities, futures, options,