Page 140 - 《期货和衍生品行业监管动态》（2022年合集）

期货和衍生品行业监管动态

 将于 2023 年 7 月 1 日起生效：

 删除固定-浮动互换、基差互换和 FRA 类别中以美元计价且

参考 LIBOR 作为浮动利率指数的互换。

 删除固定-浮动互换类别中以新加坡元计价且参考新加坡互

换报价利率（SOR-VWAP）作为浮动利率指数的互换。

征求意见期将自《联邦公报》公布之日起 30 日。

CFTC Issues Proposed Rule to Modify Swap Clearing Requirement to Address

Transition from LIBOR and Other Interbank Offered Rates to Alternative

Reference Rates（2022/5/9）

The Commodity Futures Trading Commission today unanimously voted to
approve a notice of proposed rulemaking (NPRM) to modify the Commission’s

interest rate swap clearing requirement to remove certain clearing requirements tied to

the London Interbank Offered Rate (LIBOR) and other interbank offered rates, and

replace them with similar clearing requirements for swaps referencing overnight,

nearly risk-free reference rates. The NPRM proposes to update the swaps required to

be submitted for clearing to a derivatives clearing organization (DCO) or an exempt

DCO under part 50 of the CFTC’s regulations and update the table of compliance

dates for the CFTC’s swap clearing requirement to reflect the new set of swaps

required to be cleared.

The NPRM proposes to amend CFTC regulation 50.4(a) as follows:

 Effective 30 days after publication of the final rule in the Federal

Register:

 Remove swaps denominated in British pound (GBP), Swiss

franc (CHF), and Japanese yen (JPY) that reference LIBOR as a floating

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