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CFTC’s DMO and DCR Issue Conditional No-Action Relief from Reporting Fully Margined/Collateralized Binary Option and Spread Contract Data to Swap Data Repositories

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The U.S. Commodity Futures Trading Commission’s (CFTC) Division of Market Oversight and Division of Clearing and Risk (Divisions) announced today that they have provided no-action relief to Cantor Futures Exchange, L.P. (CX), a designated contract market (DCM), and Cantor Clearinghouse, L.P. (CC), a derivatives clearing organization (DCO), from reporting to swap data repositories data associated with binary option transactions executed on or subject to the rules of CX and cleared by CC.




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