2013-05-31 | 2013-12133

Procedures To Establish Appropriate Minimum Block Sizes for Large Notional Off-Facility Swaps and Block Trades

The Commodity Futures Trading Commission adopted final regulations to implement statutory provisions from Title VII of the Dodd-Frank Act regarding the real-time public reporting of swap data. The rule establishes specific criteria for grouping swaps into categories and defines methodologies for calculating appropriate minimum block sizes for large notional off-facility swaps and block trades across various asset classes. Additionally, the Commission implemented measures to protect the anonymity of market participants by setting notional cap sizes and masking geographic details for the public dissemination of swap transaction and pricing data.

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United States

Commodity Futures Trading Commission

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