Assessment of Chicago Mercantile Exchange Inc. – March 2017 Abbreviations

ASIC Australian Securities and Investments Commission
CBOT Chicago Board of Trade
CCP Central counterparty
CCP Standards Financial Stability Standards for Central Counterparties
CDS Credit default swap
CFR Council of Financial Regulators
CFTC Commodity Futures Trading Commission
CME Chicago Mercantile Exchange Inc.
CPMI Committee on Payments and Market Infrastructures
CS Clearing and settlement
EMIR European Regulation on OTC derivatives, central counterparties and trade repositories
ESMA European Securities and Markets Authority
FMI Financial market infrastructure
FSS Financial Stability Standards
FX Foreign exchange
HVaR Historical Value at Risk
IOSCO International Organization of Securities Commissions
IRD Interest rate derivatives
IRS Interest rate swap
LOC Letters of credit
LRMF Liquidity Risk Management Framework
MOS Mutual Offset System
MoU Memorandum of Understanding
OIS Overnight index swaps
OTC Over-the-counter
PFMI Principles for Financial Market Infrastructures
SGX Singapore Exchange Limited
SIDCO Systemically Important Derivatives Clearing Organization
SPAN Standard Portfolio Analysis of Risk
US United States