Skip to content
LexBuild

Further Definition of “Swap Dealer,” “Security-Based Swap Dealer,” “Major Swap Participant,” “Major Security-Based Swap Participant” and “Eligible Contract Participant”; Correction

---
identifier: "/us/fr/2012-16409"
source: "fr"
legal_status: "authoritative_unofficial"
title: "Further Definition of “Swap Dealer,” “Security-Based Swap Dealer,” “Major Swap Participant,” “Major Security-Based Swap Participant” and “Eligible Contract Participant”; Correction"
title_number: 0
title_name: "Federal Register"
section_number: "2012-16409"
section_name: "Further Definition of “Swap Dealer,” “Security-Based Swap Dealer,” “Major Swap Participant,” “Major Security-Based Swap Participant” and “Eligible Contract Participant”; Correction"
positive_law: false
currency: "2012-07-05"
last_updated: "2012-07-05"
format_version: "1.1.0"
generator: "[email protected]"
agency: "Commodity Futures Trading Commission"
document_number: "2012-16409"
document_type: "rule"
publication_date: "2012-07-05"
agencies:
  - "Commodity Futures Trading Commission"
  - "Securities and Exchange Commission"
cfr_references:
  - "17 CFR Part 1"
  - "17 CFR Part 240"
rin: "3038-AD06"
fr_citation: "77 FR 39626"
fr_volume: 77
docket_ids:
  - "Release No. 34-66868A"
  - "File No. S7-39-10"
effective_date: "2012-07-23"
fr_action: "Joint final rule; joint interim final rule; interpretations; correction."
---

#  Definitions.

**AGENCY:**

Commodity Futures Trading Commission; Securities and Exchange Commission.

**ACTION:**

Joint final rule; joint interim final rule; interpretations; correction.

**SUMMARY:**

The Commodity Futures Trading Commission and Securities and Exchange Commission are correcting final rules that appeared in the *Federal Register* of May 23, 2012 (77 FR 30596). The rules further defined the terms “swap dealer,” “security-based swap dealer,” “major swap participant,” “major security-based swap participant” and “eligible contract participant.” Only the rules of the Commodity Futures Trading Commission are subject to this correction. This document also corrects a footnote in the Supplementary Information accompanying the final rules.

**DATES:**

Effective July 23, 2012.

**FOR FURTHER INFORMATION CONTACT:**

*CFTC:* Jeffrey P. Burns, Assistant General Counsel, at 202-418-5101, *[email protected],* Mark Fajfar, Assistant  General Counsel, at 202-418-6636, *[email protected],* Julian E. Hammar, Assistant General Counsel, at 202-418-5118, *[email protected],* or David E. Aron, Counsel, at 202-418-6621, *[email protected],* Office of General Counsel; Gary Barnett, Director, at 202-418-5977, *[email protected],* or Frank Fisanich, Deputy Director, at 202-418-5949, *[email protected],* Division of Swap Dealer and Intermediary Oversight, Commodity Futures Trading Commission, Three Lafayette Centre, 1155 21st Street NW., Washington, DC 20581;

*SEC:* Joshua Kans, Senior Special Counsel, Richard Grant, Special Counsel, or Richard Gabbert, Attorney Advisor, at 202-551-5550, Division of Trading and Markets, Securities and Exchange Commission, 100 F Street NE., Washington, DC 20549-7010.

**SUPPLEMENTARY INFORMATION:**

In FR Doc. 2012-10562 appearing on page 30596 in the *Federal Register* of Wednesday, May 23, 2012, the following corrections are made.

**17 CFR Part 1**

1. On page 30685, in the third column, in footnote 1094, the words “CFTC Regulation § 1.3(mmm)(2);” are removed.

**17 CFR Part 1**

§ 1.3

2. On page 30745, in the second column, correct paragraph (ggg)(4)(ii)(D) to read as follows:

§ 1.3

(ggg) * * *

(4) * * *

(ii) * * *

(D) If the phase-in termination date has not been previously established pursuant to paragraph (ggg)(4)(ii)(C) of this section, then in any event the phase-in termination date shall occur five years after the date that a swap data repository first receives swap data in accordance with part 45 of this chapter.

**17 CFR Part 1**

3. On page 30747, in the third column, correct paragraph (hhh)(6)(iii)(B)( *2* ) to read as follows:

§ 1.3

(hhh) * * *

(6) * * *

(iii) * * *

(B) * * *

( *2* ) The sum of the amount calculated under paragraph (hhh)(6)(iii)(B)( *1* ) of this section and the product of the total effective notional principal amount of the person's swap positions in all major swap categories multiplied by 0.15 is less than $1 billion.

**17 CFR Part 1**

4. On page 30749, in the third column, correct paragraph (jjj)(3)(iii)(A) to read as follows:

§ 1.3

(jjj) * * *

(3) * * *

(iii) * * *

(A) Potential outward exposure equals the potential exposure that would be attributed to such positions using the procedures in paragraph (jjj)(3)(ii) of this section multiplied by:

( *1* ) 0.1, in the case of positions cleared by a registered or exempt clearing agency or derivatives clearing organization; or

( *2* ) 0.2, in the case of positions that are subject to daily mark-to-market margining but that are not cleared by a registered or exempt clearing agency or derivatives clearing organization.

Commodity Futures Trading Commission.

Securities and Exchange Commission.

Dated: June 29, 2012.

David A. Stawick,

Secretary.

Dated: June 29, 2012.

Elizabeth M. Murphy,

Secretary.