ISDA/SIFMA Response to CFTC P43/P45 2023 NPRM

On April 11, 2024, ISDA and the Securities Industry and Financial Markets Association (SIFMA) filed a comment to the US Commodity Futures Trading Commission (CFTC) in response to the proposed amendments to Part 43 Real-Time Public Reporting and Part 45 Swap Data Recordkeeping and Reporting Requirements, which was published in the Federal Register on December 28, 2023.

Documents (1) for ISDA/SIFMA Response to CFTC P43/P45 2023 NPRM

Launch of US Treasury Repo Market Indicators

ISDA has launched the ISDA-Actrix US Treasury Repo Market Clearing Indicators in collaboration with Actrix. The indicators illustrate central clearing adoption in the US Treasury repo market. Sponsored cleared repo volumes are used as a proxy to monitor client participation...

ISDA-Actrix US Treasury Clearing Indicators

This report provides indicators that illustrate central clearing adoption in the US Treasury repo market. Sponsored cleared repo volumes are used as a proxy to monitor client participation in central clearing, the key objective of the Securities and Exchange Commission's...

US Treasury Repo Market Indicators Methodology

This paper is intended for market participants interested in the structure and methodology used to construct the ISDA-Actrix US Treasury Repo Market Clearing Indicators. It provides precise details allowing participants to access the publicly available data and replicate the calculations...