Portfolio & Cross-Margining of Securities and Derivatives (CFTC/SEC)
Current understanding
To be populated as evidence accumulates.
Evidence log
- 2026-06-24 — Joint Request for Comment on Swap and Security-Based Swap Data Reporting: cross-connection with swap-data-reporting-requirements: Part of a broader 2026 CFTC/SEC coordination effort to harmonize how products spanning securities and derivatives jurisdictions are reported, margined, and defined. (novelty: 2)
- 2026-06-24 — Joint Request for Comment on Further Definition of “Swap” and “Security-Based Swap” and on Alternative Compliance: Parallel CFTC/SEC joint RFC on further defining “swap” vs. “security-based swap” and alternative compliance approaches signals a broader coordinated effort by the two agencies to harmonize treatment of products crossing their jurisdictional boundary. (novelty: 2)
- 2026-06-30 — Joint Request for Comment on Further Implementation of Portfolio Margining and Cross-Margining of Securities and Derivatives: CFTC and SEC issued a joint request for public comment on further implementation of portfolio margining and cross-margining of securities and derivatives across their respective jurisdictions (proposed rule / RFC stage). (novelty: 3)
Open questions
Related
Contributing findings
Joint Request for Comment on Further Implementation of Portfolio Margining and Cross-Margining of Securities and Derivatives
30-jun-2026
novelty 3
per-area 3
introduces
Request for Comment on the Extension of Standard Futures Contracts to 24/7 Trading and on Perpetual Contracts Referencing Physically Delivered or Storable Energy Commodities
25-jun-2026
novelty 3
per-area 3
strengthens
Joint Request for Comment on Further Definition of “Swap” and “Security-Based Swap” and on Alternative Compliance
24-jun-2026
novelty 2
per-area 2
strengthens