Page 28 - 期货和衍生品行业监管动态（2023年7月刊）

期货和衍生品行业监管动态

TW SEF LLC 的可开展交易决定获得批准

美国商品期货交易委员会（CFTC）宣布批准 TW SEF LLC 提交的关于某些
以美元（USD）计价的担保隔夜融资利率（SOFR）隔夜指数互换（OIS）和以英

镑（GBP）计价的英镑隔夜指数均值（SONIA）隔夜指数互换（OIS）可开展交
易（MAT）的决定。

根据 CFTC 联邦法规与《美国商品交易法》（CEA） 第 2(h)(8)节，在委员会

批准后的 30 日，即 8 月 5 日，受 MAT 决定约束的互换将受交易执行要求的约

束。所有涉及交易执行要求的互换交易都必须在注册的互换执行设施（SEF），

指定合约市场，或 CFTC 根据《美国商品交易法》第 5h(g)节豁免注册的互换执

行设施上执行。

CFTC Announces Trade Execution Requirement for Certain SOFR and SONIA

OIS（2023/7/7）

TW SEF LLC’s Made-Available-to-Trade Determination Approved

The Commodity Futures Trading Commission today announced the approval of a
made-available-to-trade (MAT) determination submitted by TW SEF LLC for certain

U.S. Dollar (USD) Secured Overnight Financing Rate (SOFR) overnight index swaps

(OIS) and Pound Sterling (GBP) Sterling Overnight Index Average (SONIA) OIS.

Under CFTC regulations, the swaps subject to the MAT determination will become

subject to the trade execution requirement, under section 2(h)(8) of the Commodity

Exchange Act (CEA), 30 days after Commission approval, on August 5. All transactions

involving swaps subject to the trade execution requirement must be executed on a

registered swap execution facility (SEF), designated contract market, or a SEF the

CFTC has exempted from registration under CEA section 5h(g).

https://www.cftc.gov/PressRoom/PressReleases/8745-23

8. 美国商品期货交易委员会工作人员延长关于银行互换交易商的某些财务报

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