CFTC Rule 23.202
Daily records required include:
- Pre-execution trade information including at a minimum:
- All oral and written communications in all formats provided or received that lead to the execution of a swap including:
- Quotes;
- Solicitations;
- Bids;
- Offers;
- Instruction;
- Trading; and
- Prices.
- All oral and written communications in all formats provided or received that lead to the execution of a swap including:
- Execution trade information including:
- All terms;
- Trade ticket;
- UTS;
- Date and time of execution to the nearest minute using UTC;
- Counterparty name;
- Date and title of agreement;
- Product name of swap;
- Price of swap;
- Fees or commissions and expenses; and
- Any other relevant information.
- Post-execution trade information including:
- Post-trade processing records;
- Swap portfolio compression exercise; and
- Central clearing.
- Ledgers
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Further Reading
