{"name":"Line4 regulatory submissions library","licence":"Line4's own text, and the way Line4 has collected and arranged these records, are licensed under CC BY 4.0. The facts themselves (names, codes, dates, frequencies, formats) belong to no one. The regulators' document titles, template names, quoted terms and documents belong to the regulators and are not covered by this licence: see each regulator's reuse terms. Not affiliated with or endorsed by any regulator.","license_url":"https://creativecommons.org/licenses/by/4.0/","credit":"Source: Line4 regulatory submissions library (CC BY 4.0), https://www.line4.ai","last_checked":"2026-11-13","url":"https://www.line4.ai/regulatory-returns","regulators":[{"id":"cftc","last_checked":"2026-11-13","regulator":{"name":"Commodity Futures Trading Commission","short_name":"CFTC","country":"United States","country_code":"US","region":"North America","website":"https://www.cftc.gov/","what_it_does":"An independent US federal agency that regulates derivatives markets, including futures, options and swaps, to protect market users and the public from fraud, manipulation and systemic risk, and to keep these markets open, competitive and financially sound. It registers and oversees exchanges, clearing organisations, swap data repositories, dealers and other intermediaries, and collects the position, transaction and financial reports behind its market surveillance and financial oversight work.","source":"https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec2.htm"},"scope":{"text":"This library covers nine CFTC returns: swap data recordkeeping and reporting (Part 45) and its companion real-time public reporting (Part 43); large trader position reports (Part 17); ownership and control reporting (Forms 102A/102B/102S/40/40S/71); Form CPO-PQR and Form CTA-PR for commodity pool operators and trading advisors; the futures commission merchant financial report and segregation statements (Form 1-FR-FCM); swap dealer and major swap participant financial reporting under Part 23; and the derivatives clearing organization financial resources and annual report under Part 39. It leaves out statistical cash-position reports that sit alongside the large trader programme (Forms 101, 204 and 304, listed alongside Forms 40 and 102 in the Commission's own regulation 15.02 table of reporting forms), DCM, SEF and DCO rulebook self-certifications (which are not firm-filed data returns in the sense used elsewhere in this library), registration filings, and the chief compliance officer annual report (which Commission regulation 3.3 requires of futures commission merchants, swap dealers and major swap participants, not of DCMs, DCOs or SEFs). The Commission's own list-of-forms pages under www.cftc.gov/IndustryOversight and www.cftc.gov/Forms answered automated requests with a Cloudflare challenge page in this session, so this entry is built from the Federal Register adopting releases for each return, the Commission's implementation guidebooks and technical specifications, and the market-report pages that could be read.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2013-26789.html"},"submission_systems":[{"name":"CFTC Portal","what":"The Commission's web-based filing portal, used for Form 40 and 40S statement-of-trader submissions and for entering ownership and control (Form 102A/102B/102S/71) data directly online as an alternative to the secure FTP, XML route.","url":"https://portal.cftc.gov/","source":"https://www.cftc.gov/media/8701/GuidebookPart17_053123/download"},{"name":"WinJammer","what":"A Commission-approved electronic filing system, jointly maintained by the National Futures Association and CME Group, through which futures commission merchants, swap dealers and major swap participants file their periodic financial reports (including Form 1-FR-FCM and the Part 23 Appendix B and C schedules) with the Commission and NFA at the same time.","url":"https://www.nfa.futures.org/NFA-electronic-filings/winJammer.HTML","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-16492.html"},{"name":"NFA EasyFile (Form PQR and Form PR)","what":"The National Futures Association's electronic filing system for its Form PQR and Form PR, which the Commission's regulations let a reporting commodity pool operator or commodity trading advisor file instead of filing Form CPO-PQR or Form CTA-PR directly with the Commission.","url":"https://www.nfa.futures.org/electronic-filing-systems/","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-22874.html"}],"licence":{"name":"CFTC Web Policy, Copyright","quote":"Government information at the CFTC website is in the public domain. Public domain information may be freely distributed and copied, but it is requested that in any subsequent use the CFTC be given appropriate acknowledgement.","url":"https://www.cftc.gov/WebPolicy/index.htm","checked":"2026-11-13","redistribution":"allowed","conditions":"Appropriate acknowledgement of the CFTC is requested on any subsequent use, as a request rather than a stated requirement. Documents, illustrations or other items on the site contributed or licensed by private individuals or organisations may carry their own copyright and are not covered by this public domain statement.","decision":"link-only","decision_reason":"The CFTC's own Web Policy puts its government information in the public domain and free to copy and distribute, but this library never hosts or copies a regulator's own documents, so only links, sizes and hashes are kept here."},"public_filed_data":[{"name":"Commitments of Traders (COT) reports","level":"aggregate","description":"Weekly breakdown of open interest by trader category for futures and options markets with 20 or more large traders, built from the Part 17 large trader position data and the business-purpose classification traders give on Form 40; released each Friday afternoon for positions as of the preceding Tuesday.","url":"https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm","format":"Static per-week report files, a compressed annual historical file, and a queryable public reporting environment","returns":["part-17-large-trader-position-reports","ownership-and-control-reporting"],"reuse":"Not stated separately from the Commission's general public-domain licence.","source":"https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm"},{"name":"Financial Data for FCMs","level":"firm-level","description":"Monthly selected financial data (adjusted net capital, net capital requirement, excess capital, and segregation and secured-amount figures) for every futures commission merchant and retail foreign exchange dealer, drawn from their Form 1-FR-FCM filings.","url":"https://www.cftc.gov/MarketReports/financialfcmdata/index.htm","format":"PDF and Excel","returns":["fcm-financial-reports"],"reuse":"Not stated separately from the Commission's general public-domain licence.","source":"https://www.cftc.gov/MarketReports/financialfcmdata/index.htm"}],"gaps":["The Commission's own list-of-returns pages (www.cftc.gov/IndustryOversight/..., www.cftc.gov/Forms/OCR, www.cftc.gov/Forms/sdrforms.html, www.cftc.gov/IndustryOversight/MarketSurveillance/LargeTraderReportingProgram/index.htm, www.cftc.gov/IndustryOversight/MarketSurveillance/CFTCMarketSurveillanceProgram/index.htm, www.cftc.gov/IndustryOversight/DataRepositories/index.htm, www.cftc.gov/IndustryOversight/TradingOrganizations/DCMs/dcmhowto.html, the CFTC homepage, www.cftc.gov/MarketReports/index.htm and www.cftc.gov/MarketReports/SwapsReports/index.htm, and one press release at www.cftc.gov/PressRoom/PressReleases/7357-16) all answered automated requests with a Cloudflare challenge page in this session and were not read; this entry is built instead from Federal Register adopting releases, implementation guidebooks and technical specifications.","www.ecfr.gov answered a request for a CFR section (title 17) with a CAPTCHA page and was not read; legal_basis links use the U.S. Code on govinfo.gov and the Federal Register adopting releases instead of eCFR section pages.","Because the Commission's own data-repository list page was blocked, the current roster of registered swap data repositories could not be confirmed, so submission_systems describes SDRs generically in the Part 45 and Part 43 returns' purpose and who_files text rather than naming specific registered entities.","The Weekly Swaps Report's own page (www.cftc.gov/MarketReports/SwapsReports/index.htm) was blocked, so its exact content and update frequency could not be confirmed beyond its being listed as a published report on a reachable navigation page.","Exact validation-rule counts for the Part 43 dissemination flags, the Part 17 LTPOS checks, the Form 102 series checks, and whether any machine-checkable ruleset exists for Form CPO-PQR, Form CTA-PR, Form 1-FR-FCM, the Part 23 Appendix B/C schedules, or the Part 39 financial resources and annual reports, were not tallied to a precise number from the lengthy published documents read; each return records what was actually found rather than an estimate.","A 2018 CFTC proposal (not read beyond confirming it exists) would have expanded relief from the Form CTA-PR filing requirement for certain commodity trading advisors; whether it was finalised was not confirmed in this session, so the CTA-PR return describes the regime as adopted in 2012 rather than any later exemption.","No SEF or DCM financial or operational return as clearly bounded and well sourced as the DCO's quarterly financial-resources and annual-report regime (regulations 39.11(f) and 39.19(c)) was found. Commission regulation 3.3's chief compliance officer annual report applies to futures commission merchants, swap dealers and major swap participants, not to DCMs, DCOs or SEFs (per the 2016 final rule amending its filing deadline); and a DCM's annual trading-volume filing under regulation 38.1051(n) is narrowly about system-safeguards testing scope rather than a financial or operational return comparable to the others in this library. Neither is included as its own return here.","No published Commission dataset built from the Part 23 swap dealer and major swap participant financial filings was found on the pages read, unlike the Form 1-FR-FCM data for futures commission merchants.","No specific file format for the Part 39 quarterly financial resources report or the annual audited financial statements was found on the pages read; only the related daily FIXML position/margin reporting under the same Part is documented in detail on the pages that could be read."],"sources":[{"title":"Swap Data Recordkeeping and Reporting Requirements (Part 45 final rule, 2011)","url":"https://www.cftc.gov/LawRegulation/FederalRegister/FinalRules/2011-33199.html"},{"title":"Swap Data Recordkeeping and Reporting Requirements: 2020 amendments (Part 45)","url":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-21569.html"},{"title":"Real-Time Public Reporting Requirements: 2020 amendments (Part 43)","url":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-21568.html"},{"title":"Swap Data Repositories: data accuracy and governance amendments (Part 49, 2020)","url":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-21570.html"},{"title":"Ownership and Control Reports, Forms 102/102S, 40/40S, and 71 (final rule, 2013)","url":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2013-26789.html"},{"title":"OCR Technical Guidance Document (version 5.1)","url":"https://www.cftc.gov/sites/default/files/idc/groups/public/@forms/documents/generic/ocrtechguide5.1.pdf"},{"title":"Form 102 Validation Rules (version 2.0)","url":"https://www.cftc.gov/sites/default/files/idc/groups/public/@forms/documents/file/form102validationrules.pdf"},{"title":"CFTC Form 40","url":"https://www.cftc.gov/sites/default/files/idc/groups/public/@forms/documents/file/cftcform40.pdf"},{"title":"Guidebook for Part 17.00","url":"https://www.cftc.gov/media/8701/GuidebookPart17_053123/download"},{"title":"Commodity Pool Operators and Commodity Trading Advisors: Compliance Obligations (final rule adopting Form CPO-PQR and Form CTA-PR, 2012)","url":"https://www.cftc.gov/LawRegulation/FederalRegister/FinalRules/2012-3390.html"},{"title":"Amendments to Form CPO-PQR (final rule, 2020)","url":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-22874.html"},{"title":"Form 1-FR-FCM Instructions","url":"https://www.cftc.gov/sites/default/files/idc/groups/public/@iointermediaries/documents/file/1fr-fcminstructions.pdf"},{"title":"CFTC, Financial Data for FCMs","url":"https://www.cftc.gov/MarketReports/financialfcmdata/index.htm"},{"title":"Capital Requirements of Swap Dealers and Major Swap Participants (final rule, 2020)","url":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-16492.html"},{"title":"Capital and Financial Reporting Requirements for Swap Dealers and Major Swap Participants: 2024 amendments","url":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2024-10342.html"},{"title":"Fact Sheet and Q&A: Final Rule Amending the Capital and Financial Reporting Requirements of Swap Dealers and Major Swap Participants","url":"https://www.cftc.gov/media/10581/SD_Fin_Report_Final_Rule_FactSheetQA042924/download"},{"title":"Derivatives Clearing Organizations and International Standards: 2020 amendments","url":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-01065.html"},{"title":"Reporting and Information Requirements for Derivatives Clearing Organizations (final rule, 2023)","url":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2023-16591.html"},{"title":"CFTC Technical Specification: Parts 43 and 45 (version 3.3)","url":"https://www.cftc.gov/media/9921/Part43_45TechnicalSpecification12132023CLEAN/download"},{"title":"CFTC Parts 43 and 45 Guidebook for Swap Data Reporting and Public Dissemination","url":"https://www.cftc.gov/sites/default/files/idc/groups/public/%40otherif/documents/ifdocs/CFTCParts43_45_SDRGuidebook.pdf"},{"title":"CFTC, Commitments of Traders","url":"https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm"},{"title":"CFTC Portal","url":"https://portal.cftc.gov/"},{"title":"7 U.S.C. 2, Jurisdiction of Commission","url":"https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec2.htm"},{"title":"7 U.S.C. 6n, Registration of commodity trading advisors and commodity pool operators","url":"https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec6n.htm"},{"title":"7 U.S.C. 6f, Registration and financial requirements of futures commission merchants","url":"https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec6f.htm"},{"title":"7 U.S.C. 6s, Registration and regulation of swap dealers and major swap participants","url":"https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec6s.htm"},{"title":"7 U.S.C. 7a-1, Derivatives clearing organizations","url":"https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec7a-1.htm"},{"title":"7 U.S.C. 12, Public disclosure","url":"https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec12.htm"},{"title":"7 U.S.C. 12a, Registration of commodity dealers and associated persons","url":"https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec12a.htm"},{"title":"7 U.S.C. 24a, Swap data repositories","url":"https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec24a.htm"}],"returns":[{"id":"part-45-swap-data-reporting","code":"Part 45","name":"Swap data recordkeeping and reporting","official_name":"Swap Data Recordkeeping and Reporting Requirements","group":"Swaps market transparency","status":"in force","purpose":{"text":"Requires every swap to be reported to a registered swap data repository (SDR) so the Commission has a continuous record of the swaps market. The data covers the whole life of a swap, from the terms agreed at execution (creation data) through later events such as a novation, termination or valuation change (continuation data), and is the main data source behind the Commission's swaps market surveillance.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/FinalRules/2011-33199.html"},"who_files":{"text":"Every swap has one reporting counterparty. A swap executed on a swap execution facility (SEF) or designated contract market (DCM) is reported by the SEF or DCM itself. An off-facility swap is reported by whichever side is a swap dealer, major swap participant or derivatives clearing organization (DCO); if neither side is one of those, the Commission's regulations set out which side reports. The swap data repository that receives the report must accept, time-stamp and keep the data.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-21569.html"},"frequency":{"value":"event-driven","text":"Reported swap by swap, as each one is executed, amended, or otherwise changes; there is no periodic batch filing.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-21569.html"},"deadline":{"text":"A swap executed on a SEF or DCM is reported by the SEF or DCM by the end of the next business day after execution. For an off-facility swap, a reporting counterparty that is a swap dealer, major swap participant or DCO must report by the end of the next business day (T+1); any other reporting counterparty has until the end of the second business day (T+2).","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-21569.html"},"formats":{"values":["XML"],"text":"Submitted to the SDR as an XML message built from the data elements, formats and allowable values set out in the Commission's Technical Specification for Parts 43 and 45 reporting (version 3.3, 13 December 2023), which lists 177 numbered data elements across the credit, interest rate, foreign exchange, equity and other-commodity asset classes.","source":"https://www.cftc.gov/media/9921/Part43_45TechnicalSpecification12132023CLEAN/download"},"legal_basis":[{"title":"7 U.S.C. 2 (Commission jurisdiction, including the real-time public reporting and swap data recordkeeping provisions added by the Dodd-Frank Act, subsection (a)(13))","url":"https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec2.htm"},{"title":"7 U.S.C. 24a (swap data repositories: registration and core duties)","url":"https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec24a.htm"}],"templates":{"count":5,"items":[{"code":"CR","name":"Credit swaps"},{"code":"IR","name":"Interest rate swaps"},{"code":"FX","name":"Foreign exchange swaps"},{"code":"EQ","name":"Equity swaps"},{"code":"CO","name":"Other commodity swaps"}],"note":"The Technical Specification sets each data element's mandatory, conditional or not-required status by these five asset classes rather than by separate forms; there is no further named schedule structure.","source":"https://www.cftc.gov/media/9921/Part43_45TechnicalSpecification12132023CLEAN/download"},"documents":["part45-final-rule-2011","part45-amendment-2020","part49-sdr-governance-2020","part43-45-tech-spec","part43-45-guidebook"],"validation_rules":{"published":true,"count":177,"count_basis":"The numbered data elements (#1-177) in the Technical Specification and Validation Rules table (section 2 of the Commission's Technical Specification, version 3.3), each carrying a mandatory, conditional or not-required flag per asset class for Part 45 SDR validation and, for the elements also disseminated, Part 43 dissemination. Counted by reading the table to its last row (#177) on 13 November 2026.","where":"https://www.cftc.gov/media/9921/Part43_45TechnicalSpecification12132023CLEAN/download","machine_readable":false,"rule_format":"A published table of per-field validation and dissemination conditions (mandatory, conditional or not required, by asset class) in a PDF technical specification, not a machine-executable ruleset such as an XSD or an XBRL Formula linkbase.","source":"https://www.cftc.gov/media/9921/Part43_45TechnicalSpecification12132023CLEAN/download"},"public_data":{"level":"aggregate","text":"Most individual swap records collected under Part 45 are confidential supervisory data. The Commission's market-reports navigation lists a weekly 'Weekly Swaps Report' as a published aggregate product; that report's own page answered with a Cloudflare challenge when read for this library, so its content could not be confirmed directly here.","url":"https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm","source":"https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm"},"sources":["https://www.cftc.gov/LawRegulation/FederalRegister/FinalRules/2011-33199.html","https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-21569.html","https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-21570.html","https://www.cftc.gov/media/9921/Part43_45TechnicalSpecification12132023CLEAN/download","https://www.cftc.gov/sites/default/files/idc/groups/public/%40otherif/documents/ifdocs/CFTCParts43_45_SDRGuidebook.pdf","https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec2.htm","https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec24a.htm","https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm"]},{"id":"part-43-real-time-public-reporting","code":"Part 43","name":"Real-time public reporting of swap transactions","official_name":"Real-Time Public Reporting Requirements","group":"Swaps market transparency","status":"in force","purpose":{"text":"Requires the price and size of each publicly reportable swap transaction to be made public, not just reported to the Commission, giving the swaps market the kind of continuous price transparency futures markets already have. The swap data repository that receives the trade under Part 45 is the one that actually disseminates it to the public; large trades get a short delay so the reporting side is not immediately exposed.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-21568.html"},"who_files":{"text":"The same reporting counterparty that reports the trade under Part 45 (the SEF or DCM for an on-facility swap, otherwise the swap dealer, major swap participant or DCO side, or the other counterparty if neither side is one of those) supplies the data; the swap data repository that receives it carries out the actual public dissemination.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-21568.html"},"frequency":{"value":"event-driven","text":"Each publicly reportable swap transaction is disseminated individually, as soon as technologically practicable (ASATP) after execution, not on a periodic schedule.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-21568.html"},"deadline":{"text":"Dissemination is required as soon as technologically practicable after execution for an ordinary publicly reportable swap. A block trade gets a 15-minute dissemination delay, and a large notional off-facility swap (LNOFS) gets a delay of up to 24 business hours depending on the asset class and the type of market participant involved.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-21568.html"},"formats":{"values":["XML"],"text":"Disseminated data is drawn from the same XML-reported record used for Part 45, using the subset of data elements the Technical Specification marks for public dissemination.","source":"https://www.cftc.gov/media/9921/Part43_45TechnicalSpecification12132023CLEAN/download"},"legal_basis":[{"title":"7 U.S.C. 2 (real-time public reporting of swap transaction and pricing data, subsection (a)(13))","url":"https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec2.htm"}],"templates":{"count":3,"items":[{"code":"Standard","name":"Ordinary publicly reportable swap transaction (dissemination as soon as technologically practicable)"},{"code":"Block trade","name":"Block trade (15-minute dissemination delay)"},{"code":"LNOFS","name":"Large notional off-facility swap (dissemination delay of up to 24 business hours, by asset class and participant type)"}],"note":"The three dissemination categories the Commission's regulations set in section 43.5, not separate forms.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-21568.html"},"documents":["part43-amendment-2020","part43-45-tech-spec","part43-45-guidebook"],"validation_rules":{"published":true,"count":null,"count_basis":"The Technical Specification's 'Part 43 SDR Validation and Dissemination Rules' column marks, data element by data element, which of the 177 Part 45 fields are also publicly disseminated under Part 43 and on what end-of-day or real-time basis; a reliable total of just the Part-43-flagged fields was not tallied from the pages read.","where":"https://www.cftc.gov/media/9921/Part43_45TechnicalSpecification12132023CLEAN/download","machine_readable":false,"rule_format":"The same published table of per-field conditions described for the Part 45 return, read for its Part 43 dissemination column.","source":"https://www.cftc.gov/media/9921/Part43_45TechnicalSpecification12132023CLEAN/download"},"public_data":{"level":"aggregate","text":"Part 43 is itself the public-dissemination mechanism: anonymised price and size data for each publicly reportable swap transaction is published by the swap data repository in real time, with no counterparty name attached. The Commission does not separately republish this feed on cftc.gov.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-21568.html"},"sources":["https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-21568.html","https://www.cftc.gov/media/9921/Part43_45TechnicalSpecification12132023CLEAN/download","https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec2.htm"]},{"id":"part-17-large-trader-position-reports","code":"Part 17","name":"Large trader position reports","official_name":"Reports by Reporting Markets, Futures Commission Merchants, Clearing Members, and Foreign Brokers","group":"Market surveillance","status":"in force","purpose":{"text":"A daily feed of every trader's futures and options positions once those positions reach a Commission-set reporting level, so Commission staff can see who holds large positions in each market, aggregate related accounts, and support market surveillance and the enforcement of federal speculative position limits.","source":"https://www.cftc.gov/media/8701/GuidebookPart17_053123/download"},"who_files":{"text":"Clearing members, futures commission merchants, foreign brokers and certain reporting markets (collectively, reporting firms) file the reports; an individual trader does not file this one directly. If, at the daily market close, a reporting firm has a trader with a reportable position, it reports that trader's entire position in every futures and options expiration month in that commodity, regardless of size.","source":"https://www.cftc.gov/media/8701/GuidebookPart17_053123/download"},"frequency":{"value":"daily","text":"Daily, for each business day's close.","source":"https://www.cftc.gov/media/8701/GuidebookPart17_053123/download"},"deadline":{"text":"Reports must reach the Commission or its designee not later than 9:00 a.m. local market time on the business day after the report date (eastern time for markets in that time zone, central time for others). Reporting firms may treat Saturday as a non-business day and submit the Friday and Saturday data together on the following Monday.","source":"https://www.cftc.gov/media/8701/GuidebookPart17_053123/download"},"formats":{"values":["XML"],"text":"Filed as FIXML (Financial Information eXchange Markup Language) position reports, consolidated into one XML file per submission and sent over secure FTP; a legacy 80-byte flat-file format is also described for filers still using it.","source":"https://www.cftc.gov/media/8701/GuidebookPart17_053123/download"},"legal_basis":[{"title":"7 U.S.C. 12 (public disclosure; the Commission may not publicly disclose an individual person's position)","url":"https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec12.htm"},{"title":"7 U.S.C. 12a (Commission's registration and regulation authority over reporting firms)","url":"https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec12a.htm"}],"templates":{"count":0,"items":[],"note":"The report is a single position-record layout (over 40 data elements covering identifiers, contract terms, and long, short, EFP, EFS and EOO quantities), not a set of named schedules.","source":"https://www.cftc.gov/media/8701/GuidebookPart17_053123/download"},"documents":["part17-guidebook"],"validation_rules":{"published":true,"count":null,"count_basis":"Appendix B of the guidebook ('Data Validation Rules for Large Trader Position Report (LTPOS)') lists field-level checks; a total rule count was not tallied from the pages read.","where":"https://www.cftc.gov/media/8701/GuidebookPart17_053123/download","machine_readable":false,"rule_format":"A published table of field-level validation rules in a PDF guidebook appendix, not a machine-executable ruleset.","source":"https://www.cftc.gov/media/8701/GuidebookPart17_053123/download"},"public_data":{"level":"aggregate","published_by":"regulator","text":"Individual positions are confidential by law. The Commission publishes the weekly Commitments of Traders (COT) report, an aggregate breakdown of open interest by trader category, built from this position data together with the business-purpose classification each trader gives on Form 40 (see the ownership and control reporting return). The COT report is released each Friday afternoon for positions as of the preceding Tuesday.","url":"https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm","format":"Static per-week report files, a compressed annual historical file, and a queryable public reporting environment","source":"https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm"},"sources":["https://www.cftc.gov/media/8701/GuidebookPart17_053123/download","https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm","https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec12.htm","https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec12a.htm"]},{"id":"ownership-and-control-reporting","code":"OCR (Forms 102A, 102B, 102S, 40, 40S, 71)","name":"Ownership and control reporting","official_name":"Ownership and Control Reports","group":"Market surveillance","status":"in force","purpose":{"text":"Identifies who actually owns and controls every futures, option and large-swap account the Commission tracks for market surveillance, separately from the daily position numbers reported under Part 17. It builds on the Commission's existing position and transaction reporting programmes by requiring electronic trader-identification and market-participant data on Forms 102A, 102B and 102S (special, volume-threshold and consolidated accounts), Form 71 (omnibus accounts and sub-accounts), and Form 40 or 40S (the individual trader's own statement).","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2013-26789.html"},"who_files":{"text":"Futures commission merchants, clearing members, foreign brokers, swap dealers and certain reporting markets file Forms 102A, 102B, 102S and 71 to identify the accounts they carry. Separately, every person who owns or controls a reportable position, a volume threshold account or a reportable sub-account, or who is subject to the Part 20 books-and-records rule for physical commodity swaps, must file their own Form 40 or 40S statement.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2013-26789.html"},"frequency":{"value":"event-driven","text":"A new identification filing (Form 102A, 102B, 102S or 71) is made when an account first becomes reportable, and updated whenever the information changes; a Form 40 or 40S is filed only on call by the Commission or its designee, not on a fixed schedule.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2013-26789.html"},"deadline":{"text":"A new Form 102-series filing is due when the account first becomes reportable. A change update to a previously filed Form 102-series record is due not later than 9 a.m. on the business day after the change occurs. A Form 40 or 40S must be filed on call by the Commission, at the time and place the call specifies, and then kept up to date on a continuing basis.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2013-26789.html"},"formats":{"values":["XML","Web form"],"text":"Submitted as XML files over the Commission's secure FTP, or entered directly through the web-based CFTC Portal; the field layouts are set out in the Commission's OCR Technical Guidance Document (version 5.1).","source":"https://www.cftc.gov/sites/default/files/idc/groups/public/@forms/documents/generic/ocrtechguide5.1.pdf"},"legal_basis":[{"title":"7 U.S.C. 12 (public disclosure and confidentiality)","url":"https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec12.htm"},{"title":"7 U.S.C. 12a (registration and regulation of reporting firms)","url":"https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec12a.htm"},{"title":"7 U.S.C. 2 (Commission jurisdiction, including the physical commodity swaps and swaptions brought into large-trader reporting)","url":"https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec2.htm"}],"templates":{"count":6,"items":[{"code":"102A","name":"Identification of special accounts"},{"code":"102B","name":"Identification of volume threshold accounts"},{"code":"102S","name":"Identification of consolidated accounts"},{"code":"71","name":"Identification of omnibus accounts and sub-accounts"},{"code":"40","name":"Statement of reporting trader"},{"code":"40S","name":"Statement of reporting trader (Part 20 series filing for physical commodity swaps)"}],"note":"The six forms named in the OCR Technical Guidance Document and the OCR final rule.","source":"https://www.cftc.gov/sites/default/files/idc/groups/public/@forms/documents/generic/ocrtechguide5.1.pdf"},"documents":["ocr-final-rule","ocr-tech-guidance","form-102-validation-rules","cftc-form-40"],"validation_rules":{"published":true,"count":null,"count_basis":"The Form 102 Validation Rules document (version 2.0) numbers individual field checks in three series (4000s for Form 102A, 5000s for Form 102B, 6000s for Form 102S), reaching at least the 700 series in the change log read; a single overall total was not tallied from the pages read.","where":"https://www.cftc.gov/sites/default/files/idc/groups/public/@forms/documents/file/form102validationrules.pdf","machine_readable":false,"rule_format":"A published, numbered list of field-level validation rules (required, conditional, or external-warning) in a spreadsheet document, not a machine-executable ruleset.","source":"https://www.cftc.gov/sites/default/files/idc/groups/public/@forms/documents/file/form102validationrules.pdf"},"public_data":{"level":"none found","text":"Ownership and control information is confidential. The business-purpose classification a trader gives on Form 40 does feed into the aggregate Commitments of Traders report (see the large trader position reports return), but the underlying Form 40 and Form 102-series filings themselves are not published.","source":"https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec12.htm"},"sources":["https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2013-26789.html","https://www.cftc.gov/sites/default/files/idc/groups/public/@forms/documents/generic/ocrtechguide5.1.pdf","https://www.cftc.gov/sites/default/files/idc/groups/public/@forms/documents/file/form102validationrules.pdf","https://www.cftc.gov/sites/default/files/idc/groups/public/@forms/documents/file/cftcform40.pdf","https://www.cftc.gov/media/8701/GuidebookPart17_053123/download","https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec12.htm","https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec12a.htm","https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec2.htm"]},{"id":"form-cpo-pqr","code":"Form CPO-PQR","name":"Commodity pool operator quarterly report","official_name":"Form CPO-PQR","group":"Commodity pools and trading advisors","status":"in force","purpose":{"text":"Collects identifying and risk information about a commodity pool operator (CPO) and each pool it runs, including assets under management, net asset value, monthly rates of return, the pool's investments, and its service providers, so the Commission can monitor risk in the commodity pool industry.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-22874.html"},"who_files":{"text":"Every CPO registered with the Commission, including one relying on the regulation 4.7 exemption for sophisticated investors, must file Form CPO-PQR for each pool it operates. A reporting CPO may instead file the National Futures Association's materially identical Form PQR with NFA; Form PF is no longer accepted in lieu of Form CPO-PQR.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-22874.html"},"frequency":{"value":"quarterly","text":"Quarterly for every reporting CPO since the Commission's 2020 amendment took effect for the quarter ended 31 March 2021, which redefined 'Reporting Period' to mean a calendar quarter for all filers. Before that, only Large CPOs (at least $1.5 billion in aggregated pool assets under management) filed quarterly; Small and Mid-Sized CPOs filed once a year.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-22874.html"},"deadline":{"text":"Sixty days after the end of the calendar quarter (for example, 30 May 2021 for the quarter ended 31 March 2021).","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-22874.html"},"formats":{"values":["Web form"],"text":"Filed electronically; the Commission allows a reporting CPO to file this information through the National Futures Association rather than directly with the Commission.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-22874.html"},"legal_basis":[{"title":"7 U.S.C. 6n (registration of commodity trading advisors and commodity pool operators; record keeping and reports)","url":"https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec6n.htm"},{"title":"7 U.S.C. 12a (Commission's registration and rulemaking authority)","url":"https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec12a.htm"}],"templates":{"count":2,"items":[{"code":"Schedule A, Part 1","name":"Information about the commodity pool operator"},{"code":"Schedule A, Part 2","name":"Information about each operated pool, including the Pool Schedule of Investments"}],"note":"The Commission's 2020 amendment eliminated Schedules B and C except for the Pool Schedule of Investments, which it folded into Schedule A; Form CPO-PQR now consists of Schedule A alone.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-22874.html"},"documents":["cpo-cta-2012-final-rule","cpo-pqr-2020-final-rule"],"validation_rules":{"published":false,"count":null,"where":null,"machine_readable":false,"note":"No published, field-level validation ruleset for Form CPO-PQR was found on the pages read.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-22874.html"},"public_data":{"level":"none found","text":"Form CPO-PQR data is collected for the Commission's own risk monitoring; no public Commission dataset built from it was found on the pages read.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-22874.html"},"sources":["https://www.cftc.gov/LawRegulation/FederalRegister/FinalRules/2012-3390.html","https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-22874.html","https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec6n.htm","https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec12a.htm"]},{"id":"form-cta-pr","code":"Form CTA-PR","name":"Commodity trading advisor annual report","official_name":"Form CTA-PR","group":"Commodity pools and trading advisors","status":"in force","purpose":{"text":"Collects basic demographic information about a registered commodity trading advisor (CTA) and the pools it advises, including the trading programmes it runs, so the Commission can see the relationships between CTAs and the commodity pools they advise.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/FinalRules/2012-3390.html"},"who_files":{"text":"Every commodity trading advisor registered with the Commission, unless it is exempt from registration or, under the Commission's regulations, does not direct trading in any commodity interest account.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/FinalRules/2012-3390.html"},"frequency":{"value":"annual","text":"Annually, for the CTA's fiscal year.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/FinalRules/2012-3390.html"},"deadline":{"text":"Within 45 days of the end of the CTA's fiscal year.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/FinalRules/2012-3390.html"},"formats":{"values":["Web form"],"text":"Filed electronically, as for Form CPO-PQR; the Commission allows a CTA to file the National Futures Association's equivalent form instead of filing directly with the Commission.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-22874.html"},"legal_basis":[{"title":"7 U.S.C. 6n (registration of commodity trading advisors and commodity pool operators; record keeping and reports)","url":"https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec6n.htm"},{"title":"7 U.S.C. 12a (Commission's registration and rulemaking authority)","url":"https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec12a.htm"}],"templates":{"count":1,"items":[{"code":"Schedule A","name":"Information about the commodity trading advisor and the pools it advises"}],"note":"The Commission's 2012 rule kept only Schedule A of Form CTA-PR; it dropped the form's Schedule B as duplicative of information already collected on Form CPO-PQR.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/FinalRules/2012-3390.html"},"documents":["cpo-cta-2012-final-rule"],"validation_rules":{"published":false,"count":null,"where":null,"machine_readable":false,"note":"No published, field-level validation ruleset for Form CTA-PR was found on the pages read.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/FinalRules/2012-3390.html"},"public_data":{"level":"none found","text":"Form CTA-PR data is collected for the Commission's own monitoring; no public Commission dataset built from it was found on the pages read.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/FinalRules/2012-3390.html"},"sources":["https://www.cftc.gov/LawRegulation/FederalRegister/FinalRules/2012-3390.html","https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec6n.htm","https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec12a.htm"]},{"id":"fcm-financial-reports","code":"Form 1-FR-FCM","name":"FCM financial report and segregation statements","official_name":"Form 1-FR-FCM","group":"Intermediary financial reporting","status":"in force","purpose":{"text":"The net capital, balance sheet and customer-fund segregation position of a futures commission merchant (FCM), used by the Commission and the FCM's designated self-regulatory organisation to monitor its financial soundness and its handling of customer money. The same filing carries the FCM's computation of its Commission minimum net capital requirement and three segregation or secured-amount statements, for customers trading on US exchanges, for dealer options customers, and for customers trading on foreign exchanges under Commission regulation 30.7.","source":"https://www.cftc.gov/sites/default/files/idc/groups/public/@iointermediaries/documents/file/1fr-fcminstructions.pdf"},"who_files":{"text":"Every futures commission merchant and retail foreign exchange dealer. An FCM that is also registered with the SEC as a securities broker-dealer may file the SEC's FOCUS Report instead of Form 1-FR-FCM for the statements the two forms share, but must still complete the Commission-specific minimum capital, segregation and secured-amount statements.","source":"https://www.cftc.gov/sites/default/files/idc/groups/public/@iointermediaries/documents/file/1fr-fcminstructions.pdf"},"frequency":{"value":"monthly","text":"Unaudited reports for every month, including the fiscal year-end month, plus an audited report for the fiscal year-end.","source":"https://www.cftc.gov/sites/default/files/idc/groups/public/@iointermediaries/documents/file/1fr-fcminstructions.pdf"},"deadline":{"text":"Unaudited monthly reports are due within 17 business days of the end of the month. The audited annual report is due within 60 calendar days of the FCM's fiscal year-end (90 calendar days for an FCM that is also a securities broker-dealer).","source":"https://www.cftc.gov/sites/default/files/idc/groups/public/@iointermediaries/documents/file/1fr-fcminstructions.pdf"},"formats":{"values":["Other"],"text":"Filed electronically, commonly through the WinJammer system jointly run by the National Futures Association and CME Group; the audited year-end report must also be filed in paper (hard copy) form.","source":"https://www.cftc.gov/sites/default/files/idc/groups/public/@iointermediaries/documents/file/1fr-fcminstructions.pdf"},"legal_basis":[{"title":"7 U.S.C. 6f (registration and financial requirements of futures commission merchants)","url":"https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec6f.htm"},{"title":"7 U.S.C. 12a (Commission's registration and rulemaking authority)","url":"https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec12a.htm"}],"templates":{"count":11,"items":[{"code":"SFC","name":"Statement of Financial Condition"},{"code":"Min Cap","name":"Statement of the Computation of the Minimum Capital Requirements"},{"code":"Income","name":"Statement of Income (Loss)"},{"code":"Equity","name":"Statement of Changes in Ownership Equity"},{"code":"Sub Liab","name":"Statement of Changes in Liabilities Subordinated to the Claims of General Creditors"},{"code":"Seg US","name":"Statement of Segregation Requirements and Funds in Segregation for Customers Trading on U.S. Commodity Exchanges"},{"code":"Seg Dealer Options","name":"Statement of Segregation Requirements and Funds in Segregation for Customers' Dealer Options Accounts"},{"code":"Secured 30.7","name":"Statement of Secured Amounts and Funds Held in Separate Accounts for Foreign Futures and Foreign Options Customers (Regulation 30.7)"},{"code":"Cash Flows","name":"Statement of Cash Flows (year-end only)"},{"code":"Auditor Opinion","name":"Auditor's Opinion (year-end only)"},{"code":"CPA Report","name":"CPA's Report on Material Inadequacies (year-end only)"}],"note":"From the table of required statements in the Form 1-FR-FCM instructions; the last three apply only to the audited year-end filing.","source":"https://www.cftc.gov/sites/default/files/idc/groups/public/@iointermediaries/documents/file/1fr-fcminstructions.pdf"},"documents":["form-1fr-fcm-instructions"],"validation_rules":{"published":false,"count":null,"where":null,"machine_readable":false,"note":"No published, field-level validation ruleset for Form 1-FR-FCM was found on the pages read.","source":"https://www.cftc.gov/sites/default/files/idc/groups/public/@iointermediaries/documents/file/1fr-fcminstructions.pdf"},"public_data":{"level":"firm-level","published_by":"regulator","text":"The Commission publishes selected financial data (adjusted net capital, net capital requirement, excess capital, and segregation and secured-amount figures) for every FCM and retail foreign exchange dealer each month on its 'Financial Data for FCMs' page, drawn from these filed reports; the page itself confirms FCMs and RFEDs must file within 17 business days of month-end.","url":"https://www.cftc.gov/MarketReports/financialfcmdata/index.htm","format":"PDF and Excel","source":"https://www.cftc.gov/MarketReports/financialfcmdata/index.htm"},"sources":["https://www.cftc.gov/sites/default/files/idc/groups/public/@iointermediaries/documents/file/1fr-fcminstructions.pdf","https://www.cftc.gov/MarketReports/financialfcmdata/index.htm","https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec6f.htm","https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec12a.htm"]},{"id":"sd-msp-financial-reporting","code":"Part 23 (Appendix B / Appendix C)","name":"Swap dealer and major swap participant financial reporting","official_name":"Capital and Financial Reporting Requirements for Swap Dealers and Major Swap Participants","group":"Intermediary financial reporting","status":"in force","purpose":{"text":"The minimum capital position and supporting financial schedules of a registered swap dealer (SD) or major swap participant (MSP), so the Commission can monitor its financial soundness. A covered SD or MSP that is also a futures commission merchant or securities broker-dealer files its existing FCM or broker-dealer financial reports instead; one that is a bank SD or bank MSP subject to a prudential regulator may instead file schedules aligned with its FFIEC or home-country regulator reports.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-16492.html"},"who_files":{"text":"Swap dealers and major swap participants registered with the Commission. Covered (nonbank) SDs and MSPs file Commission Appendix B and Appendix C schedules; SDs and MSPs that are also registered as futures commission merchants or broker-dealers file their existing FCM or broker-dealer financial reports instead; bank SDs and bank MSPs subject to a prudential regulator's capital rules file schedules consistent with their FFIEC or home-country regulator reports.","source":"https://www.cftc.gov/media/10581/SD_Fin_Report_Final_Rule_FactSheetQA042924/download"},"frequency":{"value":"monthly","text":"A monthly unaudited financial report, plus an annual audited financial report.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-16492.html"},"deadline":{"text":"The monthly unaudited report is due within 17 business days of the close of each month; the annual audited report is due within 60 days of the SD's or MSP's fiscal year-end.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-16492.html"},"formats":{"values":["Other"],"text":"Filed electronically, commonly through the WinJammer system jointly maintained by the National Futures Association and CME Group, which lets a filer submit to the Commission and NFA at the same time; non-U.S. bank SDs instead file balance sheet and regulatory capital schedules in the format used for their home-country regulator reports.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-16492.html"},"legal_basis":[{"title":"7 U.S.C. 6s (registration and regulation of swap dealers and major swap participants)","url":"https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec6s.htm"}],"templates":{"count":2,"items":[{"code":"Appendix B","name":"Supplemental schedules (Schedules 1 to 4) for nonbank swap dealers and major swap participants"},{"code":"Appendix C","name":"Financial report schedules (Schedule 1: position information, required of all swap dealers and major swap participants)"}],"note":"The Commission's 2024 amendment cut Appendix C back to just Schedule 1 (position information); the regulatory capital schedules it previously held were replaced for bank SDs by the FFIEC or home-country regulator report option.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2024-10342.html"},"documents":["part23-2020-final-rule","part23-2024-final-rule","sd-fin-report-factsheet"],"validation_rules":{"published":false,"count":null,"where":null,"machine_readable":false,"note":"No published, field-level validation ruleset for the Appendix B or Appendix C schedules was found on the pages read.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-16492.html"},"public_data":{"level":"none found","text":"No published Commission dataset built from these filings was found on the pages read; unlike the Form 1-FR-FCM data for futures commission merchants, selected swap dealer or major swap participant financial data does not appear on the Commission's public market-reports pages that could be checked.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-16492.html"},"sources":["https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-16492.html","https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2024-10342.html","https://www.cftc.gov/media/10581/SD_Fin_Report_Final_Rule_FactSheetQA042924/download","https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec6s.htm"]},{"id":"dco-financial-resources-reports","code":"Part 39 (regulations 39.11(f) and 39.19(c))","name":"DCO financial resources and annual financial reports","official_name":"Derivatives clearing organization financial resources reporting","group":"Clearing organisation reporting","status":"in force","purpose":{"text":"The size and composition of a derivatives clearing organization's (DCO's) own financial resources, meaning the funds it holds to cover a clearing member default and to run its business, reported quarterly, plus a full audited set of annual financial statements, so the Commission can check a DCO meets the minimum financial resources its core principles require.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-01065.html"},"who_files":{"text":"Every derivatives clearing organization registered with the Commission under section 5b of the Commodity Exchange Act.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-01065.html"},"frequency":{"value":"quarterly","text":"A quarterly report of financial resources under regulation 39.11(f), plus an annual audited financial statement under regulation 39.19(c), filed together with a reconciliation against the most recent quarterly report.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-01065.html"},"deadline":{"text":"The annual audited financial statements are due within 90 days of the end of the DCO's fiscal year, filed together with a reconciliation of the balance sheet in those statements against the DCO's most recent quarterly financial resources report (or a statement that there is no material difference).","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-01065.html"},"formats":{"values":["Other"],"text":"No single published file format was found on the pages read for the quarterly financial resources report or the annual audited statements. A related, separate Part 39 obligation, the DCO's daily position and margin reporting under regulation 39.19(c)(1), uses a FIXML message format.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2023-16591.html"},"legal_basis":[{"title":"7 U.S.C. 7a-1 (derivatives clearing organizations)","url":"https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec7a-1.htm"}],"templates":{"count":0,"items":[],"note":"No named schedules for the quarterly financial resources report or the annual audited statements were found on the pages read.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-01065.html"},"documents":["dco-2020-final-rule","dco-2023-final-rule"],"validation_rules":{"published":false,"count":null,"where":null,"machine_readable":false,"note":"No published, field-level validation ruleset for the quarterly financial resources report or the annual audited statements was found on the pages read.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-01065.html"},"public_data":{"level":"aggregate","published_by":"firm","text":"A DCO must itself publish, on its own public-information page, the size and composition of its financial resource package, updated as of the end of the most recent fiscal quarter or on Commission request; the Commission does not republish this centrally.","source":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2023-16591.html"},"sources":["https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-01065.html","https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2023-16591.html","https://www.govinfo.gov/content/pkg/USCODE-2024-title7/html/USCODE-2024-title7-chap1-sec7a-1.htm"]}],"documents":[{"id":"part45-final-rule-2011","title":"Swap Data Recordkeeping and Reporting Requirements (final rule)","url":"https://www.cftc.gov/LawRegulation/FederalRegister/FinalRules/2011-33199.html","role":"legal text","file_type":"html","downloadable":true,"size_bytes":null,"sha256":null,"date":"2012-03-13","note":"The original Part 45 adopting release; its stated effective date is used here since no separate Federal Register publication date was captured from the page read."},{"id":"part45-amendment-2020","title":"Swap Data Recordkeeping and Reporting Requirements: 2020 amendments (final rule)","url":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-21569.html","role":"legal text","file_type":"html","downloadable":true,"size_bytes":null,"sha256":null,"date":"2021-01-25"},{"id":"part43-amendment-2020","title":"Real-Time Public Reporting Requirements: 2020 amendments (final rule)","url":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-21568.html","role":"legal text","file_type":"html","downloadable":true,"size_bytes":null,"sha256":null,"date":"2021-01-25"},{"id":"part49-sdr-governance-2020","title":"Swap Data Repositories: data accuracy, governance and oversight amendments (final rule)","url":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-21570.html","role":"legal text","file_type":"html","downloadable":true,"size_bytes":null,"sha256":null,"date":"2021-01-25","note":"Amends Part 49 (SDR duties) alongside the 2020 Part 43/45 amendments; read for background on how swap data reported under Part 45 is checked for accuracy."},{"id":"part43-45-tech-spec","title":"CFTC Technical Specification: Parts 43 and 45 swap data reporting and public dissemination requirements (version 3.3)","url":"https://www.cftc.gov/media/9921/Part43_45TechnicalSpecification12132023CLEAN/download","role":"reporting standard","file_type":"pdf","downloadable":true,"size_bytes":2168293,"sha256":"b661581623398665960ec7a084d4bdf40f5ffcbb8f8eea00d80aa94f8d84ccb9","date":"2023-12-13"},{"id":"part43-45-guidebook","title":"CFTC Parts 43 and 45 Guidebook for Swap Data Reporting and Public Dissemination","url":"https://www.cftc.gov/sites/default/files/idc/groups/public/%40otherif/documents/ifdocs/CFTCParts43_45_SDRGuidebook.pdf","role":"guidance","file_type":"pdf","downloadable":true,"size_bytes":3445254,"sha256":"c6932b2981e75c3f7acc68f6e99c5db14312184dd819a143e18d1af56fb12a7b","date":"2026-04-16"},{"id":"ocr-final-rule","title":"Ownership and Control Reports, Forms 102/102S, 40/40S, and 71 (final rule)","url":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2013-26789.html","role":"legal text","file_type":"html","downloadable":true,"size_bytes":null,"sha256":null,"date":"2014-02-18"},{"id":"ocr-tech-guidance","title":"Technical Guidance Document for 17 CFR Parts 15, 17, 18, and 20 Ownership and Control Reports, Forms 102/102S, 40/40S, and 71 (version 5.1)","url":"https://www.cftc.gov/sites/default/files/idc/groups/public/@forms/documents/generic/ocrtechguide5.1.pdf","role":"guidance","file_type":"pdf","downloadable":true,"size_bytes":2423452,"sha256":"1f8c9132cff8d27acc695d2694c7445a1f2f8490053a6fd65f165a0edd42917b","date":"2016-05-25"},{"id":"form-102-validation-rules","title":"Form 102 Validation Rules (version 2.0, final)","url":"https://www.cftc.gov/sites/default/files/idc/groups/public/@forms/documents/file/form102validationrules.pdf","role":"validation rules","file_type":"pdf","downloadable":true,"size_bytes":374100,"sha256":"a9f3cc1946c52bcf8b36acee6bfbcff186eaf840b3ec16ac36f930d1d18760a9","date":"2016-06-01"},{"id":"cftc-form-40","title":"CFTC Form 40: Statement of Reporting 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2020 amendments (final rule)","url":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2020-01065.html","role":"legal text","file_type":"html","downloadable":true,"size_bytes":null,"sha256":null,"date":"2020-02-26"},{"id":"dco-2023-final-rule","title":"Reporting and Information Requirements for Derivatives Clearing Organizations (final rule)","url":"https://www.cftc.gov/LawRegulation/FederalRegister/finalrules/2023-16591.html","role":"legal text","file_type":"html","downloadable":true,"size_bytes":null,"sha256":null,"date":"2023-09-07"}]}]}