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Appropriate minimum block sizes
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June 2012
Wednesday 27
Rules Prohibiting the Aggregation of Orders To Satisfy Minimum Block Sizes or Cap Size Requirements, and Establishing Eligibility Requirements for Parties to Block Trades
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Cap size
(1)
Anonymity
(1)
Block trades
(1)
Swap category
(1)
Public dissemination
(1)
Real-time public reporting
(1)
Large notional off-facility trades
(1)
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