17 C.F.R. § 20.11

Current through September 30, 2024
Section 20.11 - Diversified commodity indices

For the purpose of reporting in futures equivalents, paired swaps and swaptions using commodity reference prices that are commonly known diversified indices with publicly available weightings may be reported as if such indices underlie a single futures contract with monthly expirations for each calendar month and year.

17 C.F.R. §20.11