Last week the cftc certified certain interest rate and credit default swaps in usd eur and gbp currencies to be mat.
Mat products cftc.
These trades would have to meet the following criteria in order to be considered mat.
The industry filings search tool provides access to information about and submissions by trading and clearing organizations such as designated contract markets dcms swap execution facilities sefs derivatives clearing organizations dcos swap data repositories sdrs and non u s.
Organization filing description products affected official receipt date status date remarks associated documents.
Designated contract markets dcms may list for trading new contracts by filing a self certification with the commission that the new contract complies with the commodity exchange act cea and the commission s regulations or by requesting commission approval.
What is traditionsef s status with the cftc.
Commitments of traders a breakdown of each tuesday s open interest for markets.
To meet its statutory mission of ensuring market integrity and customer protection with respect to products listed under self.
1 standard coupon refers to the then current fixed coupon rates for market agreed coupon mac contracts.
Effective as of january 22 2016 the commodity futures trading commission granted traditionsef registration as a swap execution facility.
The commodity futures trading commission cftc is expected to pass all made available to trade mat filings for new swap execution facilities sefs but uncertainty around leadership could affect the initial period of mandatory trading on the new platforms.
Organizations with respect to offering products to u s.
Please refer to the mat submissions located on the commission s website that provide the full list of the swaps made available to trade including the swap terms.
7b 3 sefs were created by the addition of section 5h of the act by section 733 of the dodd frank wall street reform and consumer protection act dodd frank act for the trading and processing of swaps.
Made available to trade determinations for certain interest rate and credit default swap contracts.
Cftc chief economist sayee srinivasan chaired this panel which included amir professors darrell duffie and john hull and kevin mcpartland.
Amir led off the second panel with a presentation showing some of our data reinforcing the various degrees of performance we ve seen in mat d products.
In which 20 or more traders hold positions equal to or above the reporting levels established by the cftc.
We focus however on the first set of mat certifications for us dollar based trades.