e-CFR data is current as of February 25, 2021
TITLE 17—Commodity and Securities Exchanges
CHAPTER I—COMMODITY FUTURES TRADING COMMISSION PART 23—SWAP DEALERS AND MAJOR SWAP PARTICIPANTS
Subpart A—[RESERVED]
Subpart B—REGISTRATION
|
| Registration of swap dealers and major swap participants. |
|
|
| Prohibition against statutory disqualification in the case of an associated person of a swap dealer or major swap participant. |
|
|
| Cross-border application. |
|
Subpart E—CAPITAL AND MARGIN REQUIREMENTS FOR SWAP DEALERS AND MAJOR SWAP PARTICIPANTS
|
| Definitions applicable to capital requirements. |
|
|
| Minimum financial requirements for swap dealers and major swap participants. |
|
|
| Calculation of market risk exposure requirement and credit risk exposure requirement using internal models |
|
|
| Calculation of market risk exposure requirement and credit risk requirement when models are not approved. |
|
|
| Equity Withdrawal Restrictions. |
|
|
| Financial recordkeeping, reporting and notification requirements for swap dealers and major swap participants. |
|
|
| Substituted compliance for swap dealer's and major swap participant's capital and financial reporting. |
|
|
| Definitions applicable to margin requirements. |
|
|
| Collection and posting of initial margin. |
|
|
| Collection and posting of variation margin. |
|
|
| Calculation of initial margin. |
|
|
| Calculation of variation margin. |
|
|
| Special rules for affiliates. |
|
|
| Cross-border application. |
|
|
| Appendix C to Subpart E of Part 23—Financial Reports and Specific Position Information for Swap Dealers and Major Swap Participants Subject to the Capital Requirements of a Prudential Regulator |
|
Subpart F—REPORTING, RECORDKEEPING, AND DAILY TRADING RECORDS REQUIREMENTS FOR SWAP DEALERS AND MAJOR SWAP PARTICIPANTS
|
| Records; retention and inspection. |
|
|
| Reports to swap data repositories. |
|
|
| Real-time public reporting. |
|
|
| Delegation of authority to the Director of the Division of Swap Dealer and Intermediary Oversight to establish an alternative compliance schedule to comply with daily trading records. |
|
Subpart H—BUSINESS CONDUCT STANDARDS FOR SWAP DEALERS AND MAJOR SWAP PARTICIPANTS DEALING WITH COUNTERPARTIES, INCLUDING SPECIAL ENTITIES
|
| Prohibition on fraud, manipulation, and other abusive practices. |
|
|
| Verification of counterparty eligibility. |
|
|
| Disclosures of material information. |
|
|
| Communications—fair dealing. |
|
|
| Recommendations to counterparties—institutional suitability. |
|
|
| Requirements for swap dealers acting as advisors to Special Entities. |
|
|
| Requirements for swap dealers and major swap participants acting as counterparties to Special Entities. |
|
|
| Political contributions by certain swap dealers. |
|
Subpart I—SWAP DOCUMENTATION
|
| Portfolio reconciliation. |
|
|
| Swap trading relationship documentation. |
|
|
| End user exception documentation. |
|
|
| Swap processing and clearing. |
|
|
| Part 23, Subpart I, Appendix 1—Exhibits A-D |
|
Subpart J—DUTIES OF SWAP DEALERS AND MAJOR SWAP PARTICIPANTS
|
| Risk Management Program for swap dealers and major swap participants. |
|
|
| Monitoring of position limits. |
|
|
| Business continuity and disaster recovery. |
|
|
| Conflicts of interest policies and procedures. |
|
|
| General information: availability for disclosure and inspection. |
|
|
| Antitrust considerations. |
|
|
| Restrictions on counterparty clearing relationships. |
|
|
| Clearing member risk management. |
|
|
| Clearing member acceptance for clearing. |
|
|
| Delegation of authority to the Director of the Division of Clearing and Risk to establish an alternative compliance schedule to comply with clearing member acceptance for clearing. |
|
Subpart K—[RESERVED]
Subpart L—SEGREGATION OF ASSETS HELD AS COLLATERAL IN UNCLEARED SWAP TRANSACTIONS
|
| Notification of right to segregation. |
|
|
| Requirements for segregated initial margin. |
|
|
| Investment of segregated initial margin. |
|
|
| Requirements for non-segregated margin. |
|
| 