Required swap continuation data

Required swap continuation data means all of the data elements that must be reported during the existence of a swap to ensure that all swap data concerning the swap in the swap data repository remains current and accurate, and includes all changes to the required swap creation data occurring during the existence of the swap. For this purpose, required swap continuation data includes:
(i) All life-cycle-event data for the swap; and
(ii) All swap valuation, margin, and collateral data for the swap.


17 CFR § 45.1

Scoping language

As used in this part:

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