Cme block trade reporting requirements
22 Jan 2020 Give up is a procedure in securities or commodities trading where an Often this type of trade happens if work or other obligations prohibit the The latest Tweets from CME Reg Reporting (@cmeregreporting). companies trading in Australia to meet the OTC derivatives trade reporting requirements of At the time, the report was regarding the CME actions regarding this activity. The block trade notices fell in two categories - a broker reporting block trades The second exempts CTAs and CPOs from the January 20 response requirement . The CME reports listing closing prices and trading activity are available daily for cheese, butter, and nonfat dry milk. Weekly averages are issued on Fridays. The Commission shall establish the appropriate minimum block size for publicly (F) CME Goldman Sachs Commodity Index (GSCI), (GSCI Excess Return Index ); a block trade is executed shall notify the registered swap data repository of to satisfy the minimum block trade size or the cap size requirement is prohibited. This Q&A addresses swap transaction reporting requirements under Commodity Public dissemination of information regarding block trades (swaps having a notional Chicago Mercantile Exchange (CME) – all asset classes except equity .
Learn about the different requirements for reporting block trades through CME Direct or CME ClearPort as well as required record keeping.
13 Jul 2016 Violation of Rule 6.15(a)- Reportable Positions and Daily Reports and Violation of Rule 6.08(b)(i)- Order Ticket Requirements, Rule 4.07- Block Trading, the E-mini S&P 500 futures markets and the CME foreign exchange 24 Aug 2016 11 WHAT ARE THE REPORTING REQUIREMENTS FOR BLOCK TRADES? 13 DISSEMINATION OF BLOCK TRADE INFORMATION . CME. NP. NFX Henry Hub Natural Gas Financial Futures -10,000. HHQ. 50. CME. HH. 26 Sep 2016 ICE Futures U.S. has equivalent requirements. (Click here for background regarding block trades in the article, “Block Trade Requirements Must Be That being said, CME Group prohibits block trades between accounts with that it was independent in connection with audit reports filed with the agency. 21 Jun 2013 This has a requirement for “real-time public reporting”, which is defined as “to report data relating to a swap transaction, including price and
Transaction reporting. As with transparency, the obligations to report transactions to the relevant competent authority by the close of the following working day increase in scope and prescription. Transaction reporting will apply to all financial instruments that are admitted to trading or traded on a trading venue,
26 Sep 2016 ICE Futures U.S. has equivalent requirements. (Click here for background regarding block trades in the article, “Block Trade Requirements Must Be That being said, CME Group prohibits block trades between accounts with that it was independent in connection with audit reports filed with the agency. 21 Jun 2013 This has a requirement for “real-time public reporting”, which is defined as “to report data relating to a swap transaction, including price and 22 Jan 2020 Give up is a procedure in securities or commodities trading where an Often this type of trade happens if work or other obligations prohibit the The latest Tweets from CME Reg Reporting (@cmeregreporting). companies trading in Australia to meet the OTC derivatives trade reporting requirements of At the time, the report was regarding the CME actions regarding this activity. The block trade notices fell in two categories - a broker reporting block trades The second exempts CTAs and CPOs from the January 20 response requirement . The CME reports listing closing prices and trading activity are available daily for cheese, butter, and nonfat dry milk. Weekly averages are issued on Fridays. The Commission shall establish the appropriate minimum block size for publicly (F) CME Goldman Sachs Commodity Index (GSCI), (GSCI Excess Return Index ); a block trade is executed shall notify the registered swap data repository of to satisfy the minimum block trade size or the cap size requirement is prohibited.
Both Block trades and EFRPs result in the posting of exchange traded futures we have highlighted references to ICE Futures Europe and CME Group guidance . Note that the related execution, reporting and documentation requirements.
Rule 526 ("Block Trades") governs block trading in CME, CBOT, NYMEX and COMEX products. Block trades are permitted in specified products and are subject to minimum transaction size requirements which vary according to the product, the type of transaction and the time of execution. Block trades may be executed at any time at a fair and reasonable price. In the context for block trades, private negotiation includes trades consummated directly between the counterparties or via a broker. However, a block trade would not be considered to be privately negotiated if it was transacted on a system or facility that functioned like a trading venue or central limit order
To ensure privacy of the information they provide, the CFTC has assigned confidential reporting numbers to reporting firms and traders. The Commission is prohibited under Section 8 of the CEA 7 USC 12, from publicly disclosing any person’s positions, transactions, or trade secrets, except under limited circumstances.
31 Jan 2020 What are the reporting requirements for block trades? Block trades in the following contracts must be reported no later than 15 minutes of Both Block trades and EFRPs result in the posting of exchange traded futures we have highlighted references to ICE Futures Europe and CME Group guidance . Note that the related execution, reporting and documentation requirements. 9 Sep 2019 CME Group proposed a number of changes to its existing block a block trade is consummated for purposes of triggering a reporting All block trades must be reported in accordance with CME Group requirements within 7(d)(9). 2 CME Rule 526 specifies a 5 or 15 minute reporting requirement depending on the product. 3 Block trades are posted on CME's website at RPI Opportunity Reports · RPI Activity Reports Cboe Margin Requirement/ NYSE Margin Requirement · Cboe Position and Exercise Limits for FINRA Communications with the Public · FINRA Front Running of Block Transactions RTS 3: Double Volume Caps · RTS 7: Organisation Requirements for Trading Venues
Rule 526 ("Block Trades") governs block trading in CME, CBOT, NYMEX and COMEX products. Block trades are permitted in specified products and are subject to minimum transaction size requirements which vary according to the product, the type of transaction and the time of execution. Block trades may be executed at any time at a fair and reasonable price. In the context for block trades, private negotiation includes trades consummated directly between the counterparties or via a broker. However, a block trade would not be considered to be privately negotiated if it was transacted on a system or facility that functioned like a trading venue or central limit order