CFTC[1]

美國商品期貨交易委員會

申報責任人士及申報方式
 Who must report & How to report

Who must  report：

(a) Reporting  markets（means a designated contract market or a  registered entity under section 1a(40) of the Act.）

(b) futures  commission merchants (FCMs), clearing members, foreign brokers, introducing  brokers, and traders as specified in part 17(Reports by reporting markets,  FCMs, clearing members, and foreign brokers) and part 21 (Special calls)

(c) As  specified in part 18(Reports by traders)

     (1) Traders who own, hold, or control  reportable positions;

     (2) Volume threshold account  controllers;

     (3) Persons who own volume threshold  accounts;

     (4) Reportable sub-account controllers;  and

     (5) Persons who own reportable sub  accounts.

(d) Persons,  as specified in part 19(Reports by persons holding reportable positions in  excess of position limits, and by merchants and dealers in cotton),who:

     (1) Are merchants or dealers of cotton  holding or controlling positions for future delivery in cotton that equal or  exceed the amount set forth in §15.03 Reporting levels ;

     (2) Are persons who have received a  special call from the Commission or its designee.

How to report

Submit  Futures Large Trader Reporting Forms required electronically to the CFTC through  either a web-based portal or a secure FTP transmission.

負有申報責任人士：

(a) 報告市場（指依據證券法第1a（40）條下指定的期貨市場或注冊實體。

(b) 期貨傭金商、清算會員、外國經紀商、介紹經紀商、交易者（參見CFR法例17章的第17及21部分）

(c) CFR法例17章的第18節列明的：

(1)         擁有、持有或控制達到報告頭寸的交易員；

(2)         達到報告水平的交易量門檻賬戶的控制人；

(3)         達到報告水平的交易量門檻賬戶的擁有人；

(4)         需報告的子賬戶的控制人；

(5)         需報告的子賬戶的擁有人；

(d) CFR法例17章的第19節列明的：

(1)         基於未來交割目的而持有或控制超出訂明限制頭寸的棉花商或交易商；

(2)         接到來自CFTC或其指定人員的特別電話的人；

申報方式：

通過互聯網門戶或者FTP傳輸端口向CFTC進行電子申報。

申報時間

Deadline for  reports submission

No later than  9 a.m. on the business day following the date on which the account becomes reportable,  the reporting parties are required  to submit a completed reporting Form to the CFTC. However, the reporting  party may provide certain supplemental information regarding such owner(s)  and controller(s) on a later date.

No later than  9 a.m. on the third business day following the date on which the special  account becomes reportable,  the reporting party may update its Form submission to provide information  with respect to such owner(s) and controller(s) other than their names  (e.g.,their address and other contact information).

NOTE：

The position  reporting rules also include an “on-call” provision, which requires a Form to  be submitted on such other date as directed by special call of the CFTC.

完整的 CFTC 申報表格必須在賬戶根據申報規則判定為應報告賬戶的首日後3個營業日內提交。但是，市場監管部將要求在賬戶成為應報告賬戶首日後1個營業日內提交初步賬戶信息。

市場監管部要求為因重大變化造成先前提交之信息不准確的賬戶提供更新後的報告。更新後的報告需要在該等變化生效後3個營業日內提交。重大變化包括賬戶名稱、地址、所有人、控制人或受控制賬戶的變化。盡管有上述規定，市場監管部也可以根據需要要求對其認為必要更新的任何賬戶進行更新。

如果關於賬戶被視為已過期/已關閉的通知被提交至CFTC，則類似的通知也必須向市場監管部提交。

需申報持倉水平

Reportable  thresholds

CFR: Title 17  Commodity and Securities Exchanges Part 15 §15.03 Reporting levels.

or  https://www.cftc.gov/strikeprice

CFR法例17章的第15節 §15.03 申報水平，或訪問CFTC官方網站了解：

https://www.cftc.gov/strikeprice

需報告資料

Information required

Identification  of Special Accounts—Form 102

- Position-Triggered  Form 102A (Special Accounts)

- Volume-Triggered  Form 102B (Volume Threshold Accounts)

1.           a  special account number;

2.           the  name, address, and other identification information for the controller, owner  (if also the controller), or originator (if an omnibus account) of the  account;

3.           an  indication whether trades and positions in the special account are usually  associated with commercial activity of the account owner in a related cash  commodity or activity;

4.           information  regarding an FCM's relationship to the account;

5.           name  and address information for the party submitting the Form 102.

Statement of  Reporting Trader—Form 40 (after a special call of the CFTC)

1.           Name  and address;

2.           principal  business and occupation;

3.           type  of trader;

4.           registration  status with the CFTC; name and address of other persons whose trading the  trader controls;

5.           name,  address, and phone number for each controller of the reporting trader's  trading;

6.           name  and location of other reporting firms through which the reporting trader has  accounts;

7.           name  and locations of persons guaranteeing the trading accounts of the reporting  trader or persons having a 10 percent or greater financial interest in the  reporting trader or its accounts;

8.           other  identification information regarding accounts which the reporting trader  guarantees or in which the reporting trader has a financial interest of 10  percent or more;

9.           whether  the reporting trader has certain relationships with owners that are foreign  governments.

Natural  persons must also provide the following information, as applicable:

10.        A  business telephone number;

11.        employer  and job title;

12.        description  of trading activity related to physical activity in or commercial use of a  commodity;

13.        name  and address of any organization of which the reporting trader participates in  the management, if such organization holds a trading account;

14.        the  name and address of a partner and/or joint tenant on the account;

15.        the  name and address of the partner and/or joint tenant that places orders.

Corporations  and other non-natural persons must also provide the following information, as  applicable:

10.        The  jurisdiction where the reporting party is organized;

11.        names  and locations of parent firms and their respective U.S. entity indication;

12.        names  and locations of all subsidiary firms that trade in commodity futures and  options on futures and their respective U.S. entity indication;

13.        name  and address of person(s) controlling trading, by commodity and transaction  type;

14.        contact  information for a contact person regarding trading;

15.        description  of trading activity related to physical activity in, or the commercial use  of, a commodity.

Identification  of omnibus accounts and sub-accounts—Form 71

Each  originator of an omnibus volume threshold account identified in Form 102 or  an omnibus reportable sub-account identified in Form 71 shall, after a  special call upon such originator by the CFTC or its designee, file with the  Commission an ‘‘Identification of Omnibus Accounts and Sub-Accounts’’ on Form  71., to be completed in accordance with the instructions thereto, at such  time and place as directed in the call.

報告方需要向CFTC提交一份電子形式的CFTC表格102A（“特殊賬戶識別  ”, “Identification of Special Accounts”），准確地識別所有人、控制人、受控制賬戶以及表格對每個首次應報告賬戶要求的任何額外信息。另外，清算會員需要為單個交易日達到250份或以上合約交易量門檻的交易賬戶提交CFTC表格102B。

1 .特殊賬號；

2 .賬戶的控制者、所有者(如果也是控制器)或交易發起者(如果是一個綜合賬戶)的姓名、地址等身份信息；

3 .表明特殊賬戶中的交易和頭寸是否與賬戶所有者在相關現金商品或活動中的商業活動有關；

4 .關於FCM與賬戶關系的信息；

5 .提交表格102的當事人姓名和地址信息。

以及，CFTC在其認為必要的情況下可能會要求提交CFTC 表格 40。

1 .名稱和地址；

2 .主營業務和職業；

3 .交易者類型；

4 .在CFTC的注冊情況；由報告交易者控制的其他交易者姓名和地址；

5 .控制報告交易者的每個控制人的姓名、地址和電話號碼；

6 .報告交易者在其他報告公司擁有賬戶的，該等報告公司的名稱和所在地；

7 .為報告交易者的交易賬戶提供擔保的人或在報告交易者或其賬戶中擁有10%或以上經濟利益的人的姓名和所在地；

8 .關於報告交易者擔保的賬戶或報告交易者具有10 %或以上財務權益的其他識別信息；

9 .報告交易者是否與外國政府有一定的關系；

自然人另須提供以下信息，視情況適用：

10.        電話號碼；

11.        雇主和職稱；

12.        與商品期貨交易相關的實物活動或商業用途；

13.        報告交易者參與管理的任何組織的名稱和地址，如果該組織持有交易賬戶；

14.        該賬戶的合夥人和/或聯權共有人的姓名和地址；

15.        負責下單的合夥人和/或聯權共有人的名稱和地址。

公司和其他非自然人另須提供以下信息，視情況適用：

10.        報告方所在司法轄區；

11.        母公司的名稱和位置，及其美國代理人；

12.        所有交易商品期貨和期貨期權的子公司的名稱和地點，及其美國代理人；

13.        按商品和交易類型分類的控制交易的人名和地址；

14.        關於交易的聯系人的聯系方式信息；

15.        與商品期貨交易相關的實物活動或商業用途；

以及，綜合賬戶和子賬戶的識別—表格71

於表格102指明的綜合賬戶內的交易發起人，或於表格71指明的綜合賬戶可報告子賬戶內的交易發起人，在應CFTC或其指定人員特別要求後，須按通知指示的時間和地點按照指示完成表格71。

合計倉位的規定

Aggregation  requirements

Interest in  or control of several accounts：

If any trader  holds, has a financial interest in or controls positions in more than one  account, whether carried with the same or with different futures commission  merchants or foreign brokers, all such positions and accounts shall be  considered as a single account for the purpose of determining whether such  trader has a reportable position and, unless instructed otherwise in the  special call to report for the purpose of reporting.

 (1) Accounts of eligible entities—Accounts  of eligible entities as defined in §150.1 that are traded by an independent  account controller shall, together with other accounts traded by the  independent account controller or in which the independent controller has a  financial interest, be considered a single account.

(2) Accounts  controlled by two or more persons—Accounts that are subject to day-to-day  trading control by two or more persons shall, together with other accounts  subject to control by exactly the same persons, be considered a single  account.

(3) Account  ownership. Multiple accounts owned by a trader shall be considered a single  account as provided under §150.4(b), (c) and (d).

Positions to  be aggregated:

(1) Trading  control or 10 percent or greater ownership or equity interest. all positions  in accounts for which any person, by power of attorney or otherwise, directly  or indirectly controls trading or holds a 10 percent or greater ownership or  equity interest must be aggregated with the positions held and trading done  by such person,two or more persons acting pursuant to an expressed or implied  agreement or understanding shall be treated the same as a single person.

(2)  Substantially identical trading. any person  that, by power of attorney or otherwise, holds or controls the trading of  positions in more than one account or pool with substantially identical  trading strategies, must aggregate all such positions (determined prorata)  with all other positions held and trading done by such person.

對多個賬戶的權益或控制權：

任何交易員如通過相同/不同的期貨傭金商和或外國經紀商持有/擁有經濟利益或控制多個賬戶內的頭寸的，在確定該等交易員持續是否達申報水平時，所有該等頭寸和賬戶應視為單一賬戶，除非另有指示。

(1) 合格實體的賬戶——由獨立賬戶負責人交易的賬戶，連同獨立賬戶負責人交易或獨立控制人有財務利益的其他賬戶，應被視為單一賬戶。

(2) 由兩個或兩個以上的人控制的賬戶——受兩個或兩個以上的人進行日常交易控制的賬戶，以及完全由同一人控制的其他賬戶，應被視為單一賬戶。

(3) 帳戶所有權。交易員擁有的多個賬戶的，應被視為單一賬戶。

合並計算持倉：

（1）交易控制權或10%或更高的所有權或股權權益。任何人以委托書或其他方式直接或間接控制交易或持有10%或以上的所有權或權益的所有倉位必須與該人持有和交易的頭寸合計。根據明示或默示的協議或諒解行事的兩個或兩個以上的人，應與單個人一樣對待。

（2）同實質的交易。任何人，通過代理權或其他方式，持有或控制在多個賬戶或聯營，而具有實質相同交易策略的頭寸的交易，必須將所有這樣的頭寸(按比例確定)與該人持有和交易的所有其他頭寸相加。