Title 17 published on 2012-04-01
The following are only the Rules published in the Federal Register after the published date of Title 17.
For a complete list of all Rules, Proposed Rules, and Notices view the Rulemaking tab.
2012-11-02; vol. 77 # 213 - Friday, November 2, 2012 77 FR 66288 - Adaptation of Regulations To Incorporate Swaps
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COMMODITY FUTURES TRADING COMMISSION Final rules. Effective January 2, 2013. 17 CFR Parts 1, 4, 5, 7, 8, 15, 16, 18, 21, 22, 36, 38, 41, 140, 145, 155, and 166 Summary The Dodd-Frank Wall Street Reform and Consumer Protection Act (“Dodd-Frank Act” or “DFA”) established a comprehensive new statutory framework for swaps and security-based swaps. The Dodd-Frank Act repeals some sections of the Commodity Exchange Act (“CEA” or “Act”), amends others, and adds a number of new provisions. The DFA also requires the Commodity Futures Trading Commission (“CFTC” or “Commission”) to promulgate a number of rules to implement the new framework. The Commission has proposed and finalized numerous rules to satisfy its obligations under the DFA. This rulemaking makes a number of conforming amendments to integrate the CFTC's regulations more fully with the new framework created by the Dodd-Frank Act.
2012-06-25; vol. 77 # 122 - Monday, June 25, 2012 77 FR 37803 - Customer Clearing Documentation, Timing of Acceptance for Clearing, and Clearing Member Risk Management; Core Principles and Other Requirements for Designated Contract Markets; Correction
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COMMODITY FUTURES TRADING COMMISSION Final rule; Correction. The corrections to FR Doc. 2012-7477 are effective October 1, 2012. The corrections to FR Doc. 2012-12746 are effective August 20, 2012. 17 CFR Part 38 Summary This document corrects incorrect text published in the Federal Register of April 9, 2012, and June 19, 2012, regarding Customer Clearing Documentation, Timing of Acceptance for Clearing, and Clearing Member Risk Management, and Core Principles and Other Requirements for Designated Contract Markets.
2012-06-19; vol. 77 # 118 - Tuesday, June 19, 2012 77 FR 36612 - Core Principles and Other Requirements for Designated Contract Markets
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COMMODITY FUTURES TRADING COMMISSION Final rule. Effective date: The rules will become effective August 20, 2012. Compliance date: The compliance date for contract markets that have obtained designation on, or prior to, the date of publication of this release: Designated contract markets must comply with the rules adopted in this release (except § 38.151(a)) by October 17, 2012; and must comply with § 38.151(a) in accordance with the timeline described in SUPPLEMENTARY INFORMATION. 17 CFR Parts 1, 16, and 38 Summary The Commodity Futures Trading Commission (“Commission” or “CFTC”) is adopting new and amended rules, guidance, and acceptable practices to implement certain statutory provisions enacted by Title VII of the Dodd-Frank Wall Street Reform and Consumer Protection Act (“Dodd-Frank Act”). The final rules, guidance and acceptable practices, which apply to the designation and operation of contract markets, implement the Dodd-Frank Act's new statutory framework that, among other things, amends section 5 of the Commodity Exchange Act (“the Act” or “CEA”) concerning designation and operation of contract markets, and adds a new CEA section 2(h)(8) to mandate the listing, trading and execution of certain swaps on designated contract markets (“DCMs”).
2012-04-09; vol. 77 # 68 - Monday, April 9, 2012 77 FR 21278 - Customer Clearing Documentation, Timing of Acceptance for Clearing, and Clearing Member Risk Management
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COMMODITY FUTURES TRADING COMMISSION Final rule. This rule will become effective October 1, 2012. 17 CFR Parts 1, 23, 37, 38, and 39 Summary The Commodity Futures Trading Commission (“Commission” or “CFTC”) is adopting rules to implement new statutory provisions enacted by Title VII of the Dodd-Frank Wall Street Reform and Consumer Protection Act. These rules address: The documentation between a customer and a futures commission merchant that clears on behalf of the customer; the timing of acceptance or rejection of trades for clearing by derivatives clearing organizations and clearing members; and the risk management procedures of futures commission merchants, swap dealers, and major swap participants that are clearing members. The rules are designed to increase customer access to clearing, to facilitate the timely processing of trades, and to strengthen risk management at the clearing member level.
