Under the CFTC's Large Trader Reporting Program, clearing members, FCMs, and foreign brokers (collectively called reporting firms) file daily reports with the Commission underPart 17of the CFTC’s regulations. OneChicago requires that firms also submit these reports to the exchange by way of the OCC. For additional guidance regarding the CFTC Large Trader Reporting Program please visit CFTC Large Trader Reporting Program.
The exchange may set reporting requirements that differ from the current reporting levels found inCFTC Regulation 15.03(b).
For all OneChicago Products the reportable level is 1 contract on either side of the market in a single expiration/contract month.
How to Submit
Firms with accounts meeting the reporting requirements must submit directly to OCC. Submissions are then reported directly to OneChicago by OCC. Questions regarding the OCC submission process should be directed to MarketOperations@theocc.com.
About Reporting Cleared Future Products
Firms carrying positions in OneChicago Products must use an eight (8) character date (YYYYMMDD) when completing the Expiration Date field.