17 C.F.R. § 20.11

Diversified commodity indices.

Last amended: 2016Year: 2026Length: 47 wordsOfficial source

Cite as 17 C.F.R. § 20.11 (2026)

For the purpose of reporting in futures equivalents, paired swaps and swaptions using commodity reference prices that are commonly known diversified indices with publicly available weightings may be reported as if such indices underlie a single futures contract with monthly expirations for each calendar month and year.
17 C.F.R. § 20.11: Diversified commodity indices. | Justis AI