CFTC Proposes New Event Contract Data Rules
Published Date: 7/1/2026
Proposed Rule
Summary
The Commodity Futures Trading Commission is proposing new rules that change how certain event contracts must report their data. This affects markets, brokers, and clearing members who deal with fully backed event contracts, shifting them to a new reporting system. Comments on these changes are open until July 31, 2026, and the update aims to make reporting clearer without adding extra costs.
Analyzed Economic Effects
4 provisions identified: 2 benefits, 2 costs, 0 mixed.
Event Contracts Moved to Futures Reporting
Certain fully collateralized event contracts that meet four tests (they must be swaps under 1a(47)(A)(i) or (ii), listed on a DCM and cleared through a DCO, fully collateralized per 17 CFR 39.2, and have a binary or variable payout) would report under the futures-and-options rules (parts 15–18, new Sec.16.03) instead of the swap SDR rules (parts 43 and 45 and related provisions such as 38.8, 38.10, 38.951, and 39.20(b)(2)). The proposal would codify this alternative reporting framework and open comments through July 31, 2026.
Position and Large-Trader Reporting Rules
The Proposal would set reporting levels and require position reporting, large-trader reporting, and reports by traders for Covered Event Contracts (see proposed Sec. 16.03(b)(1), 16.03(c), 16.03(d), 16.03(e), and related Sec. 17.00(j) and 17.01(f)). Registered entities such as DCMs, futures commission merchants, clearing members, and foreign brokers would be subject to these reporting requirements.
Public Time-and-Sales Posting
Designated contract markets (DCMs) listing these Covered Event Contracts must publish on their websites, as soon as technologically practicable after execution, time-and-sales data that includes trade timestamp, contract ticker symbol, trade quantity, and price (in USD) for all Covered Event Contract transactions. This makes transaction and pricing data publicly available so market participants and the public can analyze those markets.
DCMs Must Collect Trader IDs
The Proposal would require DCMs that list Covered Event Contracts to obtain certain customer-identifying information from traders (see proposed Sec. 16.03(g)). This means traders in those markets will have identifying data collected by the exchange as part of the reporting regime.
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Key Dates
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