17 CFR 20.4 - Reporting entities.
(b)Reporting data records. Reporting entities shall report to the Commission, for each reporting day, and separately for each reportable position in a consolidated account described in paragraphs (a)(1) and (a)(2) of this section, unique groupings of the data elements in paragraph (c) of this section (to the extent that there are such corresponding elements), in a single data record, so that each reported record is distinguishable from every other reported record (because of differing data values, as opposed to the arrangement of the elements).
(c)Populating reported data records with data elements. Data records reported under paragraph (b) of this section shall include the following data elements:
(2) An identifier indicating that a principal or counterparty position is being reported;
(4) The name of the counterparty whose position is being reported;
(5) The reporting day;
(7) The commodity underlying the reportable positions;
(8) The futures equivalent month;
(9) A cleared or uncleared indicator;
(10) A clearing organization identifier;
(11) The commodity reference price;
(12) An execution facility indicator;
(13) Long paired swap positions;
(14) Short paired swap positions;
(15) A swaption put or call side indicator;
(16) A swaption expiration date;
(18) Long non-delta-adjusted paired swaption positions;
(19) Short non-delta-adjusted paired swaption positions;
(20) Long delta-adjusted paired swaption positions (using economically reasonable and analytically supported deltas);
(21) Short delta-adjusted paired swaption positions (using economically reasonable and analytically supported deltas);
Title 17 published on 09-May-2017 03:50
The following are ALL rules, proposed rules, and notices (chronologically) published in the Federal Register relating to 17 CFR Part 20 after this date.