Public Reporting

How do I report Post-priced?

Post-priced swaps reporting delays in Public Reporting

The Reporting Counterparty may delay reporting a Post-Priced Swap to a Swap Data Repository until the earlier of the price being determined and 11:59:59 p.m. eastern time on the execution date. If the price of a Publicly Reportable Swap Transaction that is a Post-Priced Swap is not determined by 11:59:59 p.m. eastern time on the execution date, the Reporting Counterparty shall report to a Swap Data Repository by 11:59:59 p.m. eastern time on the execution date all Swap Transaction and Pricing Data for such Post-Priced Swap other than the price and any other then-undetermined Swap Transaction and Pricing Data and shall report each such item of previously undetermined Swap Transaction and Pricing Data ASATP after such item is determined. Where the undetermined field is required on submission per the KOR Technical Specifications, the message will fail.

References: CFTC Rule(s) §43.3(a)(4)(i).

Part 43: Other economic terms 

The Post-Priced Swap reporting delay does not apply to Publicly Reportable Swap Transactions with respect to which the price is known at execution, but one or more other economic or other terms are not yet known at the time of execution.

References: CFTC Rule(s) §43.3(a)(4)(ii).