Swap Portfolio Compression

Overview

The CFTC's "Portfolio Compression" requirement is intended to encourage parties to swaps to offset and net-off transactions either between two parties or among numerous parties so as to reduce the amount of open notional transactions.

The Portfolio Compression requirement, like another risk management rule, the Portfolio Reconciliation requirement, is part of the CFTC's "Trading Documentation" rules, even though the focus of neither of these rules is documentation.

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