Block trade reporting times

9 Apr 2018 Block Trade Dissemination Pilot: The Fixed Income Market Structure Advisory the impact of changes to corporate bond trade reporting requirements. after execution time, with FINRA continuing to report each trading day's By integrating processes along the OTC transaction lifecycle from post-trade notification and confirmation, to allocations and regulatory clearing and reporting, we 9 Dec 2019 23/2018 Amendments in respect of Block Trades and Off Order Book Trading times . the bookbuild prior to reporting a bookbuild trade. 1 Sep 2019 subject to both US real-time reporting rules and Japanese public reporting within the relevant trade date (in the case of non-block trades)19. 1 Jul 2019 Structure of the Trading Rules . Trade reporting deadlines . 1 The Exchange may, at any time, block a participant's access to the exchange 30 Aug 2019 market changes that, even for a limited time, significantly shift trading risks to block-trade reporting will seriously undermine the integrity of the Block Trade Reporting After a block trade is consummated, it must be submitted to the exchange via CME Direct or CME ClearPort within 5 or 15 minutes, depending on the product. Specific reporting times are set forth in the Market Regulation Advisory Notice on block trades.

§ 43.3 Method and timing for real-time public reporting. § 43.4 Swap transaction and pricing data to be publicly disseminated in real-time. § 43.5 Time delays for public dissemination of swap transaction and pricing data. § 43.6 Block trades and large notional off-facility swaps. § 43.7 Delegation of authority. SUBPART

Thresholds and Reporting Times. Block trades are permitted in specified products and are subject to minimum transaction size requirements which vary according to the product, the type of transaction and the time of execution. There are two threshold time frames: 8:30 a.m.- 1:30 p.m. Central Time (CT) (RTH) which reflects traditional trading hours; Real-Time Trade Reporting: A requirement imposed on market makers (and in some instances, non market makers) to report each trade immediately after the transaction is completed. Free Trade Idea In Your Inbox Every Week! Get The Chart & Reason For Each Trade In Your Inbox Every Week! Specify the criteria for determining what constitutes a large notional swap transaction (block trade) for particular markets and contracts iii. Specify the appropriate time delay for reporting large notional swap transactions (block trades) to the public iv. Take into account whether public disclosure will materially reduce market liquidity.

20 Nov 2014 It's part of the Block trade rule, which further delays such trade reporting by 15 minutes. We've known about this for some time. Amir first

5 Jun 2013 delay in public dissemination of data about the trade under the CFTC's real- time reporting rules. The length of the delay, which will be phased 17 Jun 2018 2o17, EOX, a Commodity Futures Trading Commission-registered introducing broker, misreported the execution times of various block trades 9 Sep 2019 Ordinarily, a broker involved in the negotiation of a block trade may not after the block trade has been consummated (but prior to reporting). same time and “ the circumstances of the markets or the parties to the block trade. 20 Nov 2014 It's part of the Block trade rule, which further delays such trade reporting by 15 minutes. We've known about this for some time. Amir first

Members must include two times when reporting Stop Stock and PRP transactions. For Stop Stock transactions, the trade report must reflect the time the parties agreed to the Stop Stock price and the actual execution time. For PRP transactions, the trade report must reflect the prior reference time and the actual execution time.

Block Trade Reporting After a block trade is consummated, it must be submitted to the exchange via CME Direct or CME ClearPort within 5 or 15 minutes, depending on the product. Specific reporting times are set forth in the Market Regulation Advisory Notice on block trades. Block trades may be executed at any time at a fair and reasonable price. Block trade reporting, submission and minimum threshold requirements are set forth in the most current Market Regulation Advisory Notice concerning Block Trades. Which party is responsible for reporting a block trade? The answer depends on the parties involved. In transactions between members, the “executing party” must report. In transactions between a member and a non‐member or customer, the member is obligated to report. Any email requests submitted outside of our support hours will be reviewed on the following Sunday or the next available trade date. If you have any questions, please contact the CME Global Command Center (GCC) in the U.S. at +1 800 438 8616, in Europe at +44 20 7623 4747 or in Asia at +65 6532 5010.

§ 43.4 Swap transaction and pricing data to be publicly disseminated in real-time. § 43.5 Time delays for public dissemination of swap transaction and pricing data. § 43.6 Block trades and large notional off-facility swaps.

31 Jan 2020 Must block trades be brokered by an Exchange Member or Clearing Member? .. 8. 13. Who is responsible for reporting the execution time? In general, Block Trades are subject to certain eligibility, disclosure, price, volume threshold, time of execution, reporting and books and records requirements. In addition, members must include two times when reporting block transactions to the ADF/TRFs using the exception for Intermarket Sweep Orders (ISOs)