Every recurring and fixed-date obligation a US broker-dealer has to hit in 2026 across consolidated audit trail reporting, customer and account information, Covered Agency Transaction margin, and T+1 settlement — each one linked to the primary SEC, FINRA, or CAT NMS Plan source.
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Industry Members submit all reportable order events for the prior trade date to the Central Repository by 8:00 a.m. Eastern on the next trading day.
Who it applies to: All FINRA and exchange member broker-dealers handling NMS securities and OTC equities.
Rejected and repaired records must be corrected and resubmitted by 5:00 p.m. Eastern on the third trading day after the original trade date. Uncorrected rejections roll into your published error rate.
Who it applies to: Industry Members and their CAT Reporting Agents.
Firm Designated IDs must be accompanied by customer and account attributes in CAIS, including transformed identifiers for natural persons. New and amended accounts are reported on the same T+1 cadence as order events.
Who it applies to: Industry Members with reportable order events that carry an FDID.
Under the T+1 settlement cycle, institutional trades should be allocated, confirmed, and affirmed by 9:00 p.m. Eastern on trade date to make DTC's night cycle. Missed affirmations move to the day cycle and raise fail risk.
Who it applies to: Broker-dealers and their institutional counterparties settling US cash equities, corporate bonds, and unit investment trusts.
Members must mark Covered Agency Transactions (TBAs, specified pools, CMOs) to market daily and collect required margin, with deficiencies liquidated or capital-charged when they age past the rule's limits.
Who it applies to: Members with To Be Announced, specified pool, and CMO exposure.
Market centers and, following the 2024 amendments, larger broker-dealers publish monthly execution quality statistics in the prescribed machine-readable format, plus a plain-language summary report.
Who it applies to: Market centers and larger broker-dealers as defined in Rule 605.
Broker-dealers publish quarterly public reports describing where they routed non-directed customer orders, within one month of the end of each calendar quarter, and keep them posted for three years.
Who it applies to: Broker-dealers routing customer orders in NMS stocks and listed options.
Quarterly FOCUS reports and the Rule 4524 supplemental schedules (SSOI, OBS where applicable) are due through FINRA Gateway on the standard 17-business-day cycle.
Who it applies to: All FINRA member broker-dealers.
Members verify and update executive representative and emergency contact information in FINRA Gateway within 17 business days of the calendar year end, and confirm entitlement administrators.
Who it applies to: All FINRA member broker-dealers.
The annual audited financial report, including the compliance or exemption report, is filed with the SEC and FINRA within 60 calendar days of the firm's fiscal year end. December year-end firms land in early March.
Who it applies to: All registered broker-dealers.
Rule 15c3-5(e) requires an annual review of the effectiveness of pre-trade risk management controls and supervisory procedures, documented and certified by the chief executive officer.
Who it applies to: Broker-dealers with market access, including those providing access to customers.
The Plan Processor publishes test windows for each specification release. Firms should certify changed message types in the test environment before the production effective date rather than discovering schema drift in live rejections.
Who it applies to: Industry Members and Reporting Agents affected by the release.
FINRA's published interpretations of Rule 4210 tighten how members compute and document margin on Covered Agency Transactions, pushing firms toward intraday, system-calculated exposure rather than end-of-day spreadsheets.
Who it applies to: Members with Covered Agency Transaction exposure and their risk functions.
Industry Members must periodically review FDID assignment and the accuracy of reported customer and account records, correcting stale identifiers, account types, and large trader IDs.
Who it applies to: Industry Members reporting FDIDs to CAIS.
The UK, EU, and Switzerland have committed to shortening their settlement cycles to T+1 in October 2027. Firms with cross-border flow should start funding, FX, and static-data work in 2026 rather than in the final quarter before go-live.
Who it applies to: Firms with UK, EU, or Swiss settlement exposure.
A regulatory calendar is only useful if each row has an owner, a data source, and an alert when it slips. The obligations below cluster into two shapes: continuous cadences measured in hours, and fixed annual filings measured in days. CAT, CAIS, T+1 affirmation, and Rule 4210 margin all belong to the first group — they are missed intraday, discovered the next morning, and remediated under a deadline of their own.
The fixed-date items — annual verification, the audited annual report, and the Rule 15c3-5 control review with its CEO certification — are easier to schedule but harder to evidence, because the certification asserts that controls worked all year rather than on the filing date. Firms that pass examination cleanly are the ones whose daily submission statistics, rejection repairs, margin calculations, and affirmation rates were captured as they happened.
Dates published by regulators do change. Every entry here links to the primary SEC, FINRA, or CAT NMS Plan source; confirm against that source before you commit an internal milestone, and re-check specification release notes each quarter.
CAT reporting is a daily obligation rather than an annual filing. m. m. Eastern on T+3. CAIS customer and account data follows the same T+1 cadence.
The fixed dates that matter in 2026 are the Plan Processor's specification releases and their associated industry test windows.
CAT carries the order lifecycle; CAIS carries who the order belonged to.
Both are submitted on a T+1 cadence, but CAIS links a Firm Designated ID to customer and account attributes, including transformed identifiers for natural persons and large trader IDs.
Most CAIS problems are reference-data problems, not reporting problems, which is why firms with clean account masters see far lower error rates.
Rule 4210's Covered Agency Transaction margin requirements are already in force, so the obligation is continuous: mark to market daily, collect margin, and take a capital charge or liquidate when a deficiency ages out.
What changes in 2026 is expectation rather than effective date — FINRA's interpretive guidance assumes system-calculated, intraday exposure with an auditable trail.
m. Eastern affirmation cut-off on trade date, keep fail rates low, and reconcile continuously.
The forward-looking piece is the UK, EU, and Swiss move to T+1 in October 2027, which reintroduces funding, FX, and static-data work for firms with cross-border flow.
Treat each obligation as a monitored control with an owner, a data source, an evidence trail, and an alert when it slips — not a date in a spreadsheet.
That means daily submission and rejection dashboards for CAT and CAIS, intraday margin calculation for 4210, affirmation monitoring for T+1, and an annual control review for market access under Rule 15c3-5.