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Comments for Proposed Rule 77 FR 15460

Proposed Rule  77 FR 15460  //  Open PDF Version PDF Version

17 CFR Part 43 Procedures To Establish Appropriate Minimum Block Sizes for Large Notional Off-Facility Swaps and Block Trades

Open Date: 3/15/2012
Closing Date: 5/14/2012
See also:
75 FR 76139 ,  12/7/2010  //  Open PDF Version PDF Version

17 CFR Part 43 Real-Time Public Reporting of Swap Transaction Data

75 FR 76930 ,  12/10/2010  //  Open PDF Version PDF Version

17 CFR Part 43 Real-Time Public Reporting of Swap Transaction Data Correction

76 FR 25274 ,  5/4/2011  //  Open PDF Version PDF Version

17 CFR Chapter I Reopening and Extension of Comment Periods for Rulemakings Implementing the Dodd-Frank Wall Street Reform and Consumer Protection Act

77 FR 1182 ,  1/9/2012  //  Open PDF Version PDF Version

17 CFR Part 43 Real-Time Public Reporting of Swap Transaction Data

77 FR 2909 ,  1/20/2012  //  Open PDF Version PDF Version

17 CFR Part 43 Real-Time Public Reporting of Swap Transaction Data

78 FR 32866 ,  5/31/2013  //  Open PDF Version PDF Version

17 CFR Part 43 Procedures To Establish Appropriate Minimum Block Sizes for Large Notional Off-Facility Swaps and Block Trades

78 FR 42436 ,  7/16/2013  //  Open PDF Version PDF Version

17 CFR Part 43 Procedures To Establish Appropriate Minimum Block Sizes for Large Notional Off-Facility Swaps and Block Trades; Correction

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 328 items in 33 pages
06/19/202077 FR 15460Ex ParteCommunicationDTCC
03/13/201377 FR 1182Ex ParteCommunicationDTCC
01/15/201377 FR 15460Ex ParteCommunicationICE
09/07/201277 FR 15460Ex ParteCommunicationAQR Capital Management, LLC


Brevan Howard, Inc.


Citadel LLC


Convexity Capital Management


D.E. Shaw & Co.


Eton Park Capital Management, LP


HBK Capital Management


King Street Capital Management, LP


MFA
06/18/201277 FR 15460CliffordLewisCurrenex, Inc.
06/13/201277 FR 15460WaltLukkenFutures Industry Association Principal Traders Group (FIA PTG)
06/13/201277 FR 15460ToddCreekICAP Energy LLC
06/06/201277 FR 15460Ex ParteCommunicationManaged Funds Association
Citadel Investment Group
King Street Capital Management
HBK Investments
06/04/201277 FR 15460Ex ParteCommunicationParity Energy discussed the following aspects of the FNPRM:


 


- Requested a separate swap category for swaps that are economically related to crude oil options because transactions in such options are typically larger in scale and fewer in number than those in fixed price energy instruments;


 


- Requested that the final rule to clarify that any natural gas swap with optionality be subject to the minimum block size proposed in Appendix F of the FNPRM for natural gas options rather than the minimum block size for natural gas swaps;


 


- Recommended setting a separate initial minimum block size for crude oil options at 1,000 contracts, consistent with CME’s minimum block size for Light Sweet Crude Oil options transactions.
05/22/201277 FR 15460MichaelSharpJefferies & Company, Inc.