What is the CFTC: Daily Transaction File?

Each SDR must provide a daily file that contains the trade activity (required swap creation data and required swap continuation life-cycle event data) received from their participants for that Report date. Each file should include data received by the SDR from 12:00:00 AM (in the SDR’s time zone) up to the last instant before midnight (in the SDR’s time zone) for the Report date based on the “SDR receipt timestamp”.

If a combination message is supported by the SDR (meaning a message contains both parts 43 and 45 data), the message should be sent to the CFTC separately in both transaction file, and PPD file, with appropriate data for each file.

There should be separate file for each supported asset class. The list of fields applicable for each asset class can be found here.

CFTC Daily Transaction Report

As not all Guidebook fields are aligned using the Tech Specs, KOR is required to configure certain fields on output, those mappings can be found here.