{"data":{"id":"us/17-cfr-part-23-subpart-i-appendix-1","jurisdiction":"us","citation":"17 CFR Part 23, Subpart I, Appendix 1","heading":"Part 23, Subpart I, Appendix 1—Exhibits A-D","body":"Exhibit A—Minimum Primary Economic Terms Data—Credit Swaps and Equity Swaps\nData categories and fields for all swaps Comment\nAsset Class Field values: Credit, equity, FX, interest rates, other commodities.\nThe Unique Transaction Identifier for the swap The UTI is a unique identifier assigned to all swap transactions which identifies the transaction (the swap and its counterparties) uniquely throughout its duration.\nThe Legal Entity Identifier or alternate identifier of the reporting counterparty As provided in § 45.6 of this chapter.\nAn indication of whether the reporting counterparty is a derivatives clearing organization with respect to the swap Yes/No.\nThe Legal Entity Identifier or alternate identifier of the non-reporting party As provided in § 45.6 of this chapter.\nThe Unique Product Identifier assigned to the swap As provided in § 45.7.\nIf no Unique Product Identifier is available for the swap because the swap is not sufficiently standardized, the taxonomic description of the swap pursuant to the CFTC-approved product classification system\nIf no CFTC-approved UPI and product classification system is yet available, the internal product identifier or product description used by the swap data repository\nAn indication of the counterparty purchasing protection Field values: LEI, or alternate identifier.\nAn indication of the counterparty selling protection Field values: LEI, or alternate identifier.\nInformation identifying the reference entity The entity that is the subject of the protection being purchased and sold in the swap. Field values: LEI, or alternate identifier.\nContract type E.g., swap, swaption, forward, option, basis swap, index swap, basket swap.\nExecution venue The swap execution facility or designated contract market on or pursuant to the rules of which the swap was executed. Field values: LEI of the swap execution facility or designated contract market, or “off-facility” if not so executed.\nStart date The date on which the swap starts or goes into effect.\nMaturity, termination or end date The date on which the swap expires.\nThe price E.g., strike price, initial price, spread.\nThe notional amount, and the currency in which the notional amount is expressed\nThe amount and currency (or currencies) of any up-front payment\nPayment frequency of the reporting counterparty A description of the payment stream of the reporting counterparty, e.g., coupon.\nPayment frequency of the non-reporting counterparty A description of the payment stream of the non-reporting counterparty, e.g., coupon.\nClearing exception or exemption type The type of clearing exception or exemption being claimed. Field values: End user, Inter-affiliate or Cooperative.\nIndication of collateralization Is the swap collateralized, and if so to what extent? Field values: Uncollateralized, partially collateralized, one-way collateralized, fully collateralized.\nAny other term(s) of the swap matched or affirmed by the counterparties in verifying the swap Use as many fields as required to report each such term.\nExhibit B—Minimum Primary Economic Terms Data—Foreign Exchange Transactions\n[Other than cross-currency swaps]\nData fields for all swaps Comment\nAsset Class Field values: Credit, equity, FX, interest rates, other commodities.\nThe Unique Transaction Identifier for the swap The UTI is a unique identifier assigned to all swap transactions which identifies the transaction (the swap and its counterparties) uniquely throughout its duration.\nThe Legal Entity Identifier or alternate identifier of the reporting counterparty As provided in § 45.6 of this chapter.\nAn indication of whether the reporting counterparty is a derivatives clearing organization with respect to the swap Yes/No.\nThe Legal Entity Identifier or alternate identifier of the non-reporting party As provided in § 45.6 of this chapter.\nThe Unique Product Identifier assigned to the swap As provided in § 45.7.\nIf no Unique Product Identifier is available for the swap because the swap is not sufficiently standardized, the taxonomic description of the swap pursuant to the CFTC-approved product classification system\nIf no CFTC-approved UPI and product classification system is yet available, the internal product identifier or product description used by the swap data repository\nContract type E.g., forward, non-deliverable forward (NDF), non-deliverable option (NDO), vanilla option, simple exotic option, complex exotic option.\nExecution venue The swap execution facility or designated contract market on or pursuant to the rules of which the swap was executed. Field values: LEI of the swap execution facility or designated contract market, or “off-facility” if not so executed.\nCurrency 1 ISO code.\nCurrency 2 ISO code.\nNotional amount 1 For currency 1.\nNotional amount 2 For currency 2.\nExchange rate Contractual rate of exchange of the currencies.\nDelivery type Physical (deliverable) or cash (non-deliverable).\nSettlement or expiration date Settlement date, or for an option the contract expiration date.\nClearing exception or exemption type The type of clearing exception or exemption being claimed. Field values: End user, Inter-affiliate or Cooperative.\nIndication of collateralization Is the trade collateralized, and if so to what extent? Field values: Uncollateralized, partially collateralized, one-way collateralized, fully collateralized.\nAny other term(s) of the trade matched or affirmed by the counterparties in verifying the trade E.g., for options, premium, premium currency, premium payment date; for non-deliverable trades, settlement currency, valuation (fixing) date; indication of the economic obligations of the counterparties. Use as many fields as required to report each such term.\nExhibit C—Minimum Primary Economic Terms Data—Interest Rate Swaps\n[Including cross-currency swaps]\nData fields for all swaps Comment\nAsset Class Field values: Credit, equity, FX, interest rates, other commodities.\nThe Unique Transaction Identifier for the swap The UTI is a unique identifier assigned to all swap transactions which identifies the transaction (the swap and its counterparties) uniquely throughout its duration.\nThe Legal Entity Identifier or alternate identifier of the reporting counterparty As provided in § 45.6 of this chapter.\nAn indication of whether the reporting counterparty is a derivatives clearing organization with respect to the swap Yes/No.\nThe Legal Entity Identifier or alternate identifier of the non-reporting counterparty As provided in § 45.6 of this chapter.\nThe Unique Product Identifier assigned to the swap As provided in § 45.7.\nIf no Unique Product Identifier is available for the swap because the swap is not sufficiently standardized, the taxonomic description of the swap pursuant to the CFTC-approved product classification system\nIf no CFTC-approved UPI and product classification system is yet available, the internal product identifier or product description used by the swap data repository\nContract type E.g., swap, swaption, option, basis swap, index swap.\nExecution venue The swap execution facility or designated contract market on or pursuant to the rules of which the swap was executed. Field values: LEI of the swap execution facility or designated contract market, or “off-facility” if not so executed.\nStart date The date on which the swap starts or goes into effect.\nMaturity, termination or end date The date on which the swap expires or ends.\nDay count convention\nNotional amount (leg 1) The current active notional amount.\nNotional currency (leg 1) ISO code.\nNotional amount (leg 2) The current active notional amount.\nNotional currency (leg 2) ISO code.\nPayer (fixed rate) Is the reporting party a fixed rate payer? Yes/No/Not applicable.\nPayer (floating rate leg 1) If two floating legs, the payer for leg 1.\nPayer (floating rate leg 2) If two floating legs, the payer for leg 2.\nDirection For swaps: Whether the principal is paying or receiving the fixed rate. For float-to-float and fixed-to-fixed swaps: Indicate N/A. For non-swap instruments and swaptions: Indicate the instrument that was bought or sold.\nOption type E.g., put, call, straddle.\nFixed rate\nFixed rate day count fraction E.g., actual 360.\nFloating rate payment frequency\nFloating rate reset frequency\nFloating rate index name/rate period E.g., Fed Funds.\nClearing exception or exemption type The type of clearing exception or exemption being claimed. Field values: End user, Inter-affiliate or Cooperative.\nIndication of collateralization Is the swap collateralized, and if so to what extent? Field values: Uncollateralized, partially collateralized, one-way collateralized, fully collateralized.\nAny other term(s) of the swap matched or affirmed by the counterparties in verifying the swap E.g., early termination option clause. Use as many fields as required to report each such term.\nExhibit D—Minimum Primary Economic Terms Data—Other Commodity Swaps\nData field for all swaps Comment\nAsset Class Field values: Credit, equity, FX, interest rates, other commodities.\nThe Unique Transaction Identifier for the swap The UTI is a unique identifier assigned to all swap transactions which identifies the transaction (the swap and its counterparties) uniquely throughout its duration.\nThe Legal Entity Identifier or alternate identifier of the reporting counterparty As provided in § 45.6 of this chapter.\nAn indication of whether the reporting counterparty is a derivatives clearing organization with respect to the swap Yes/No.\nThe Legal Entity Identifier or alternate identifier of the non-reporting party As provided in § 45.6 of this chapter.\nThe Unique Product Identifier assigned to the swap As provided in § 45.7.\nIf no Unique Product Identifier is available for the swap because the swap is not sufficiently standardized, the taxonomic description of the swap pursuant to the CFTC-approved product classification system\nIf no CFTC-approved UPI and product classification system is yet available, the internal product identifier or product description used by the swap data repository\nContract type E.g., swap, swaption, option, basis swap, index swap.\nExecution venue The swap execution facility or designated contract market on or pursuant to the rules of which the swap was executed. Field values: LEI of the swap execution facility or designated contract market, or “off-facility” if not so executed.\nStart date The date on which the swap commences or goes into effect (e.g., in physical oil, the pricing start date).\nMaturity, termination, or end date The date on which the swap expires or ends (e.g., in physical oil, the pricing end date).\nBuyer The counterparty purchasing the product: (E.g., the payer of the fixed price (for a swap), or the payer of the floating price on the underlying swap (for a put swaption), or the payer of the fixed price on the underlying swap (for a call swaption). Field values: LEI, if available, or alternate identifier.\nSeller The counterparty offering the product: (E.g., the payer of the floating price (for a swap), the payer of the fixed price on the underlying swap (for a put swaption), or the payer of the floating price on the underlying swap (for a call swaption). Field values: LEI, or alternate identifier.\nQuantity unit The unit of measure applicable for the quantity on the swap. E.g., barrels, bushels, gallons, pounds, tons.\nQuantity The amount of the commodity (the number of quantity units) quoted on the swap.\nQuantity frequency The rate at which the quantity is quoted on the swap. E.g., hourly, daily, weekly, monthly.\nTotal quantity The quantity of the commodity for the entire term of the swap.\nSettlement method Physical delivery or cash.\nPrice The price of the swap. For options, the strike price.\nPrice unit The unit of measure applicable for the price of the swap.\nPrice currency ISO code.\nBuyer pay index The published price as paid by the buyer (if applicable). For swaptions, applies to the underlying swap.\nBuyer pay averaging method The averaging method used to calculate the index of the buyer pay index. For swaptions, applies to the underlying swap.\nSeller pay index The published price as paid by the seller (if applicable). For swaptions, applies to the underlying swap.\nSeller pay averaging method The averaging method used to calculate the index of the seller pay index. For swaptions, applies to the underlying swap.\nGrade If applicable, the grade of the commodity to be delivered, e.g., the grade of oil or refined product.\nOption type Descriptor for the type of option transaction. E.g., put, call, straddle.\nOption style E.g., American, European, European Daily, European Monthly, Asian.\nOption premium The total amount paid by the option buyer.\nHours from through For electric power, the hours of the day for which the swap is effective.\nHours from through time zone For electric power, the time zone prevailing for the hours during which electricity is transmitted.\nDays of week For electric power, the profile applicable for the delivery of power.\nLoad type For electric power, the load profile for the delivery of power.\nClearing exception or exemption type The type of clearing exception or exemption being claimed. Field values: End user, Inter-affiliate or Cooperative.\nIndication of collateralization Is the swap collateralized, and if so to what extent? Field values: Uncollateralized, partially collateralized, one-way collateralized, fully collateralized.\nAny other term(s) of the swap matched or affirmed by the counterparties in verifying the swap Use as many fields as required to report each such term.","path":["Title 17—Commodity and Securities Exchanges","CHAPTER I—COMMODITY FUTURES TRADING COMMISSION","PART 23—SWAP DEALERS AND MAJOR SWAP PARTICIPANTS","Subpart I—Swap Documentation"],"source_url":"https://www.ecfr.gov/api/versioner/v1/full/2026-08-25/title-17.xml","current_through":"2026-08-25","vintage":"","retrieved_at":"2026-08-27T02:24:31Z","sha256":"c68518594d611fd0c266a375fda28367537540f83ffe5eb472f4c52f4fb55660","source_id":"us-cfr","stale":true,"prev":"us/17-cfr-23.506","next":"us/17-cfr-23.600"},"notice":"GroundRules: Original legal text. Not legal advice."}