2024 Holiday Filings Requirements for Swap Dealers
| Holiday | SD Reporting Requirements | |
| Reports | Next Business Day | |
| Christmas Day Monday, December 25, 2023 |
RER, SVD and CMA1 | Tuesday, December 26, 2023 |
| New Year's Day Monday, January 1, 2024 |
RER, SVD and CMA1 | Tuesday, January 2, 2024 |
| Martin Luther King, Jr. Day Monday, January 15, 2024 |
RER, SVD and CMA1 | Tuesday, January 16, 2024 |
| Presidents' Day Monday, February 19, 2024 |
RER, SVD and CMA1 | Tuesday, February 20, 2024 |
| Memorial Day Monday, May 27, 2024 |
RER, SVD and CMA1 | Tuesday, May 28, 2024 |
| Juneteenth Wednesday, June 19, 2024 |
RER, SVD and CMA1 | Thursday, June 20, 2024 |
| Independence Day Thursday, July 4, 2024 |
RER, SVD and CMA1 | Friday, July 5, 2024 |
| Labor Day Monday, September 2, 2024 |
RER, SVD and CMA1 | Tuesday, September 3, 2024 |
| Columbus Day/Indigenous Peoples' Day Monday, October 14, 2024 |
RER, SVD and CMA1 | Tuesday, October 15, 2024 |
| Veterans Day Monday, November 11, 2024 |
RER, SVD and CMA1 | Tuesday, November 12, 2024 |
| Thanksgiving Day Thursday, November 28, 2024 |
RER, SVD and CMA1 | Friday, November 29, 2024 |
| Christmas Day Wednesday, December 25, 2024 |
RER, SVD and CMA1 | Thursday, December 26, 2024 |
Definitions:
- RER: Risk Exposure Report, including material changes;
- SVD: Swap Valuation Dispute;
- CMA1: Capital document requests.
Note: This table is not a comprehensive guide to all filings swap dealers may be required to submit on the listed holidays. Due dates for any filings not explicitly listed in the table are not impacted by upcoming holidays.
Additionally, with respect to risk exposure report and swap valuation dispute submissions, any legal holiday listed in the table above should not be considered a "business day" for the purposes of calculation as described in CFTC Regulations 23.600(c)(1) and 23.502(c)(1)-(2), respectively.