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e-CFR data is current as of October 26, 2020

Title 17Chapter IPart 20 → §20.11


Title 17: Commodity and Securities Exchanges
PART 20—LARGE TRADER REPORTING FOR PHYSICAL COMMODITY SWAPS


§20.11   Diversified commodity indices.

For the purpose of reporting in futures equivalents, paired swaps and swaptions using commodity reference prices that are commonly known diversified indices with publicly available weightings may be reported as if such indices underlie a single futures contract with monthly expirations for each calendar month and year.

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