Seeing what the CFTC Sees
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      What is the CFTC: Daily Valuation Report?

      The SDR must provide a daily file that contains the valuation data received on any given Report date. There should be separate file for each supported asset class. 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”. This file should include current valuation data as well as any corrections that were received by the SDR in the prescribed time parameters.  

      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 Valuation 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.