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.