2023 Risk Data and Margin Monitoring Filing Due Dates for Swap Dealers

Statement Date SD Reporting Requirements
Reports Due Date
Friday, December 30, 2022 RDF, QMMF and AMMF Tuesday, January 31, 2023
Tuesday, January 31, 2023 RDF Tuesday, February 28, 2023
Tuesday, February 28, 2023 RDF Friday, March 31, 2023
Friday, March 31, 2023 RDF and QMMF Friday, April 28, 2023
Friday, April 28, 2023 RDF Wednesday, May 31, 2023
Wednesday, May 31, 2023 RDF Friday, June 30, 2023
Friday, June 30, 2023 RDF and QMMF Monday, July 31, 2023
Monday, July 31, 2023 RDF Thursday, August 31, 2023
Thursday, August 31, 2023 RDF Friday, September 29, 2023
Friday, September 29, 2023 RDF and QMMF Tuesday, October 31, 2023
Tuesday, October 31, 2023 RDF Thursday, November 30, 2023
Thursday, November 30, 2023 RDF Friday, December 29, 2024
Friday, December 29, 2023 RDF, QMMF and AMMF Wednesday, January 31, 2024

 

Definitions:

  • QMMF: Quarterly Margin Monitoring Filing;
  • AMMF: Annual Margin Monitoring Filing;
  • RDF: Risk Data Filing.

Note: This table is not a comprehensive guide to all filings swap dealers may be required to submit on the listed due dates.