Page 16 - 期货和衍生品行业监管动态（2022年6月）

期货和衍生品行业监管动态

Beginning May 25, SEFs are required to comply with the amended definition of
“block trade” under CFTC Regulation 43.2 in order to facilitate the execution of swap

block trades through the SEF’s non-order book trading systems or platforms.

SEFs may make non-substantive revisions, such as removing references to CFTC

Staff Letter No. 20-35, to rules and/or procedures that facilitate the execution of ITBC

swap block trades using non-order book trading systems or platforms through CFTC

Regulation 40.6(d). New rules and/or procedures, such as rules and/or procedures that

facilitate the execution of non-ITBC swap block trades using a SEF’s non-order book

trading systems or platforms, must be self-certified under CFTC Regulation 40.6(a) or

submitted for CFTC approval under CFTC Regulation 40.5.

To avoid doubt, a SEF’s compliance with the amended definition of “block trade”

under CFTC Regulation 43.2 does not impact that SEF’s ability to otherwise avail
themselves of the reporting relief provided in CFTC Staff Letter No. 22-03.

https://www.cftc.gov/PressRoom/PressReleases/8533-22

2. CFTC 工作人员更新了关于向根据豁免令或不行动函运营的衍生品清算机构

提交互换清算的实体的临时不行动函 （2022 年 5 月 25 日）

CFTC 数据部门宣布，将更新向根据 CFTC 豁免令或 CFTC 工作人员不行动

函运营的衍生品清算组织（豁免 DCOs）提交互换清算的实体的临时不行动函。

工作人员信函更新了对提交此类互换清算的实体（豁免 DCO 的交易对手方）

的豁免，包括从豁免最初“alpha”互换终止报告义务到豁免 DCO 的交易对手方

与豁免 DCO 之间任何互换的报告义务。豁免 DCOs 应按其豁免条款或不行动函

规定的条件报告该互换数据。该信函还豁免交易对手方报告计划由豁免 DCO 进

行清算的互换的某些主要经济术语数据字段。

2. CFTC Staff Renews Temporary No-Action Relief for Entities Submitting

Swaps for Clearing with DCOs Acting Under Exemptive Orders or No-Action

Relief (2022/5/25)

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