- Knowledge Base
- Reportable Fields
Commodity Swap Category/Other Commodity Swap Category (e.g., CFTC Public Masking)
Purpose
This field allows the SDR to know the applicable values to disseminate for masked products on the public ticker.
The underlying assets of publicly reportable swaps that do not reference or are not economically related to one of the contracts published by the Commission shall be publicly disseminated by limiting the geographic detail of the underlying assets, pursuant to Part 43 – Appendix D, and E. For these swaps, the unique product identifier shall not be disseminated in order to preserve the masking, instead, all of the product fields that are not the underlier will be disseminated along with the information from Part 43-Appendix D, and E.
References: CFTC Rule(s) §43.4(c), Part 43 Appendix B, D, and E.”
Definition
"Commodity swap category” which must be populated with a valid value from Part 43 Appendix D