2023 Holiday Filings Requirements for Swap Dealers

Holiday SD Reporting Requirements
Reports Next Business Day
Christmas Day (Observed)
Monday, December 26, 2022
RER, SVD and CMA1 Tuesday, December 27, 2022
New Year's Day (Observed)
Monday, January 2, 2023
RER, SVD and CMA1 Tuesday, January 3, 2022
Martin Luther King, Jr. Day
Monday, January 16, 2022
RER, SVD and CMA1 Tuesday, January 17, 2023
Presidents' Day
Monday, February 20, 2023
RER, SVD and CMA1 Tuesday, February 21, 2023
Memorial Day
Monday, May 29, 2023
RER, SVD and CMA1 Tuesday, May 30, 2023
Juneteenth
Monday, June 19, 2023
RER, SVD and CMA1 Tuesday, June 20, 2023
Independence Day
Tuesday, July 4, 2023
RER, SVD and CMA1 Wednesday, July 5, 2023
Labor Day
Monday, September 4, 2023
RER, SVD and CMA1 Tuesday, September 5, 2023
Columbus Day/Indigenous Peoples' Day
Monday, October 9, 2023
RER, SVD and CMA1 Tuesday, October 10, 2023
Veterans Day
Friday, November 10, 2023
RER, SVD and CMA1 Monday, November 13, 2023
Thanksgiving Day
Thursday, November 23, 2023
RER, SVD and CMA1 Friday, November 24, 2023
Christmas Day
Monday, December 25, 2023
RER, SVD and CMA1 Tuesday, December 26, 2023

 

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.