June 5, 2012

CFTC’s Division of Market Oversight Issues Updated Guidebook for Part 20 Reports

Guidebook Provides Detailed Instructions for Submitting Large Swaps Trader Reports to the Commission

Washington, DC – The Commodity Futures Trading Commission’s (CFTC) Division of Market Oversight (Division) today issued an updated version of the Guidebook for Part 20 Reports, which provides additional guidance and detailed instructions for submitting large swaps trader reports to the Commission.

On July 22, 2011, the Commission published Part 20 of the Commission’s Regulations requiring large trader reports for certain physical commodity swaps. Clearing organizations and clearing members are currently reporting on both cleared and uncleared swaps. In addition, for entities filing less than fully compliant reports pursuant to Division no-action relief available until July 2, 2012, the Division requires month-end open interest reports to be submitted to the Commission through June 2012.

The Guidebook includes a data dictionary for mapping data elements to a record layout, interim and final reporting formats and record layouts for the submission of reports and 102S filings, and multiple examples for converting and reporting swaps in futures equivalent units. The updated version contains non-substantive edits as well as providing the specifics of reporting in the FIXML format. In addition, the updated Guidebook includes a description of common reporting scenarios.

Last Updated: June 5, 2012