The amended CFTC Swap Data Reporting Rules require reporting of Federal Entity Indicator (#23 Counterparty 1/ #24… Read more CFTC Requirement: Federal Entity Indicator
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Most Recent OTC Taxonomies
Excel sheet with taxonomies by asset class – Published October 22, 2012
Documents (1) for Most Recent OTC Taxonomies
FpML Mapping to the OTC Equities Taxonomy
Technical execution of the ISDA Taxonomy (UPI) for the Equities asset class, using Financial Products... Read more FpML Mapping to the OTC Equities Taxonomy
Documents (1) for FpML Mapping to the OTC Equities Taxonomy
FpML Mapping to the Latest ISDA product Taxonomy (Equity:Other)
Excel sheet – (final version / 2012-10-04)
Documents (1) for FpML Mapping to the Latest ISDA product Taxonomy (Equity:Other)
Request to Japanese Financial Services Agency concerning Application of Regulation on OTC Derivatives to Cross-Border Transactions
Letter to Japanese Financial Services Agency – Japanese/English
Documents (2) for Request to Japanese Financial Services Agency concerning Application of Regulation on OTC Derivatives to Cross-Border Transactions
FpML Mapping to the Interest Rate Taxonomy
Excel sheet – (final version / 2012-04-16)
Documents (1) for FpML Mapping to the Interest Rate Taxonomy
FpML Mapping to the OTC Rates Taxonomy
Technical execution of the ISDA Taxonomy (UPI) for the Rates asset class
Documents (1) for FpML Mapping to the OTC Rates Taxonomy
Comment Letter: Cross-Border Application of Certain Swaps Provisions of the CFTC’s CEA, 77 Fed. Reg 41,214
Comment Letter to the CFTC regarding the Cross-Border Application of Certain Swaps Provisions of the... Read more Comment Letter: Cross-Border Application of Certain Swaps Provisions of the CFTC's CEA, 77 Fed. Reg 41,214
Documents (1) for Comment Letter: Cross-Border Application of Certain Swaps Provisions of the CFTC’s CEA, 77 Fed. Reg 41,214
Unique Swap Identifier (USI): An Overview Document
Unique Swap Identifiers (USI) identify a trade or contract in derivatives data reporting. The CFTC,... Read more Unique Swap Identifier (USI): An Overview Document
Documents (1) for Unique Swap Identifier (USI): An Overview Document
Most Recent OTC Taxonomies
Excel sheet with taxonomies by asset class
Documents (1) for Most Recent OTC Taxonomies
OTC Derivatives Products Taxonomies (superseded)
ISDA OTC Taxonomies for cross-jurisdictional reporting for Credit, Rates, Equities, Commodities and FX