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Code · CFR · Title 17 — Commodity and Securities Exchanges · Part 20 — Large Trader Reporting for Physical Commodity Swaps · § 20.11

§ 20.11. Diversified commodity indices.

47 words·~1 min read·/us/cfr/t17/s§ 20.11·

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For the purpose of reporting in futures equivalents, paired swaps and swaptions using commodity reference prices that are commonly known diversified indices with publicly available weightings may be reported as if such indices underlie a single futures contract with monthly expirations for each calendar month and year.
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§ 20.11
Diversified commodity indices.
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