US Codex
C.F.R.
Browse by date
Notes

§20.11. Diversified commodity indices.

17 C.F.R. § 20.11

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.
Notes, amendments, and revision history

Authority

Authority: 7 U.S.C. 1a, 2, 5, 6, 6a, 6c, 6f, 6g, 6t, 12a, 19.

Source

Source: 76 FR 43862, July 22, 2011, unless otherwise noted.