Holiday Filings Requirements for Swap Dealers
| Holiday | Reports | Next Business Day |
| Christmas Day (Observed) Friday, December 24, 2021 |
RER, SVD and CMA1 | Monday, December 27, 2021 |
| New Year's Day (Observed) Friday, December 31, 2021 |
RER, SVD and CMA1 | Monday, January 3, 2022 |
| Martin Luther King, Jr. Day Monday, January 17, 2022 |
RER, SVD and CMA1 | Tuesday, January 18, 2022 |
| Presidents' Day Monday, February 21, 2022 |
RER, SVD and CMA1 | Tuesday, February 22, 2022 |
| Memorial Day Monday, May 30, 2022 |
RER, SVD and CMA1 | Tuesday, May 31, 2022 |
| Juneteenth (Observed) Monday, June 20, 2022 |
RER, SVD and CMA1 | Tuesday, June 21, 2022 |
| Independence Day Monday, July 4, 2022 |
RER, SVD and CMA1 | Tuesday, July 5, 2022 |
| Labor Day Monday, September 5, 2022 |
RER, SVD and CMA1 | Tuesday, September 6, 2022 |
| Columbus Day Monday, October 10, 2022 |
RER, SVD and CMA1 | Tuesday, October 11, 2022 |
| Veterans Day Friday, November 11, 2022 |
RER, SVD and CMA1 | Monday, November 14, 2022 |
| Thanksgiving Day Thursday, November 24, 2022 |
RER, SVD and CMA1 | Friday, November 25, 2022 |
| Christmas Day (Observed) Monday, December 26, 2022 |
RER, SVD and CMA1 | Tuesday, December 27, 2022 |
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.