The CFTC operates a comprehensive system for collecting information on large positions involving futures and swaps called the Large Trader Reporting System. The system was set up pursuant to CEA Section 4i, which makes it unlawful to hold a "reportable" futures position (i.e., a position which equals or exceeds the quantities specified in the CFTC Rules) unless such person has filed position reports as required by the CFTC; and CEA Section 4t, which authorizes the CFTC to establish a large trader reporting system for certain swaps, including those that are economically equivalent to futures.
The rules governing large trading reporting are set out in Parts 15, 16, 17, 18, 19, and 21 of the CFTC’s regulations. Under these provisions, the CFTC collects market data and position information on large trading positions from exchanges, clearing members, FCMs, foreign brokers, and traders. In particular: