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External Meetings: Appropriate Minimum Block Sizes for Swaps
  
    



  Javelin Capital Markets presented their view of several approaches to determining appropriate minimum block sizes for swap transactions.  Specifically, Javelin suggested that the Commission should consider determining appropriate minimum block sizes for USD-denominated interest rate swaps by tenor as a function of (1) market depth, as measured by available liquidity, (2) market breadth, and/or (3) a multiple of the average trade size or "screen size."  The Swaps and Derivatives Market Association, an industry group that represents Javelin and others, subsequently drafted a ~comment letter presenting their recommendations on this subject~.
      
  When
              01/25/2012

  Rulemaking(s)
              XVIII. Real Time ReportingBlock Sizes for Large Notional Off-Facility Swaps

  CFTC Staff
              Chairman Gary GenslerEric JuzenasCarl KennedySalman BanaeiSteve Sherrod

  Visitor(s)
              James Cawley

  Organization(s)
              Javelin Capital Markets


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