MFA submitted a combined comment letter to the CFTC on Real-time Public Reporting of Swap Transaction Data and Swap Data […]
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Issues & Policy 
Comment Letter to the CFTC on Real-time Public Reporting of Swap Transaction Data and Swap Data Recordkeeping and Reporting Requirements02.07.11
MFA submitted a combined comment letter to the CFTC on Real-time Public Reporting of Swap Transaction Data and Swap Data […]
Topics: Commodity Futures Trading Commission CFTC, swap transaction data, swap data recordkeeping, reporting requirements, transparency, market integrity, real-time reporting, market liquidity, systemic risk, real-time disseminators, swap counterparty, customized and proprietary trading strategy, assigned counterparty ID numbers, pre-allocation, post-allocation, fund allocation methodology, trade execution time, market position, swap data repository, SDR, minimum block/large notional transaction size, distribution test, multiple test, swap instrument, market maker counterparty, hedge, bid/ask spreads, average daily volume, one size fits all, rounded notionals, disclosure thresholds, post-trade liquidity, minimum reporting thresholds, non-standardized swap transaction data, bespoke swap transaction data, price discovery, Swap Execution Facility, derivatives contract market, derivatives clearing organization, DCM, DCO, swap confirmation, Dispute Resolution, SDR Market, reporting party, non-reporting party, SEC, Securities and Exchange Commission, phase-in schedule, security-based swaps,