Self-Regulatory Organizations; The Depository Trust Company; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Make Technical Changes to the Collateral Loan System, 50661-50663 [E8-19822]
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Federal Register / Vol. 73, No. 167 / Wednesday, August 27, 2008 / Notices
filed by 1,170 respondents for a total of
3,510 annual burden hours.
Written comments regarding the
above information should be directed to
the following persons: (i) Desk Officer
for the Securities and Exchange
Commission, Office of Information and
Regulatory Affairs, Office of
Management and Budget, Room 10102,
New Executive Office Building,
Washington, DC 20503 or send an email to
Alexander_T._Hunt@omb.eop.gov; and
(ii) Lewis W. Walker, Acting Director/
Chief Information Officer, Securities
and Exchange Commission, C/O Shirley
Martinson, 6432 General Green Way,
Alexandria, VA 22312; or send an email to: PRA_Mailbox@sec.gov.
Comments must be submitted to OMB
within 30 days of this notice.
Dated: August 20, 2008.
Florence E. Harmon,
Acting Secretary.
[FR Doc. E8–19820 Filed 8–26–08; 8:45 am]
BILLING CODE 8010–01–P
Dated: August 22, 2008.
Florence E. Harmon,
Acting Secretary.
[FR Doc. E8–19857 Filed 8–26–08; 8:45 am]
SECURITIES AND EXCHANGE
COMMISSION
sroberts on PROD1PC70 with NOTICES
Sunshine Act Meeting
BILLING CODE 8010–01–P
Notice is hereby given, pursuant to
the provisions of the Government in the
Sunshine Act, Public Law 94–409, that
the Securities and Exchange
Commission will hold an Open Meeting
on August 27, 2008 at 10 a.m., in the
Auditorium, Room L–002.
Commissioner Paredes, as duty
officer, determined that no earlier notice
thereof was possible.
The subject matter of the Open
Meeting will be:
1. The Commission will consider
whether to adopt amendments to its
rules regarding the circumstances under
which a foreign private issuer is
required to register a class of equity
securities under Section 12(g) of the
Exchange Act.
2. The Commission will consider
whether to adopt amendments to the
forms and rules applicable to foreign
private issuers that are intended to
enhance the information that is
available to investors.
3. The Commission will consider
whether to adopt revisions to the
current exemptions for cross-border
business combination transactions and
rights offerings to expand and enhance
the usefulness of the exemptions, and to
adopt changes to the beneficial
ownership reporting rules to permit
certain foreign institutions to file reports
on a shorter form. The Commission also
will consider whether to publish
VerDate Aug<31>2005
18:52 Aug 26, 2008
interpretive guidance on issues related
to cross-border transactions.
4. The Commission will consider
whether to propose a Roadmap for the
potential use by U.S. issuers for
purposes of their filings with the
Commission of financial statements
prepared in accordance with
International Financial Reporting
Standards (‘‘IFRS’’) as issued by the
International Accounting Standards
Board. As part of the Roadmap, the
Commission will also consider whether
to propose amendments to various rules
and forms that would permit early use
of IFRS by a limited number of U.S.
issuers.
At times, changes in Commission
priorities require alterations in the
scheduling of meeting items.
For further information and to
ascertain what, if any, matters have been
added, deleted or postponed, please
contact:
The Office of the Secretary at (202)
551–5400.
Jkt 214001
50661
comments on the rule change from
interested parties.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The purpose of the rule change is to
(i) modify record layouts for the
Collateral Loan System to comply with
the new Symbology series key defined
by the Options Symbology Initiative
(‘‘OSI’’) and (ii) implement record
layout changes that will allow The
Options Clearing Corporation (‘‘OCC’’)
members to process collateral loan
transactions directly against OCC subaccounts.4
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
DTC included statements concerning
the purpose of and basis for the
proposed rule change and discussed any
comments it received on the proposed
rule change. The text of these statements
may be examined at the places specified
in Item IV below. DTC has prepared
summaries, set forth in sections (A), (B),
and (C) below, of the most significant
aspects of these statements.5
SECURITIES AND EXCHANGE
COMMISSION
(A) Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
[Release No. 34–58407; File No. SR–DTC–
2008–10]
1. Options Symbology Initiative
Self-Regulatory Organizations; The
Depository Trust Company; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Make
Technical Changes to the Collateral
Loan System
August 21, 2008.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 notice is hereby given that on
August 1, 2008, The Depository Trust
Company (‘‘DTC’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change described in Items I, II, and III
below, which items have been prepared
primarily by DTC. DTC filed the
proposal pursuant to Section
19(b)(3)(A)(iii) of the Act 2 and Rule
19b–4(f)(4) 3 thereunder so that the
proposal was effective upon filing with
the Commission. The Commission is
publishing this notice to solicit
1 15
U.S.C. 78s(b)(1).
U.S.C. 78s(b)(3)(A)(iii).
3 17 CFR 240.19b–4(f)(4).
2 15
PO 00000
Frm 00075
Fmt 4703
Sfmt 4703
Currently organizations that support
trading in listed options typically use a
three to five alpha character
representation. The first three characters
identify the option root symbol, and the
remaining two alpha characters identify
the expiration month, call/put indicator,
and strike price. In an effort to
standardize option symbols and
overhaul the existing method of
identifying exchange-listed options
contracts, OCC is spearheading an
industry-wide adoption of the OSI.6
The OSI supports the elimination of
alpha codes that are currently used to
denote expiration month, call/put code,
and strike price. As a result, DTC is
proposing to modify its record layouts
for DTC’s Collateral Loan System to
4 For more information regarding the record
layout changes, see DTC Important Notice B 3577–
08. https://www.dtcc.com/downloads/legal/
imp_notices/2008/dtc/set/3577–08.pdf.
5 The Commission has modified the text of the
summaries prepared by DTC.
6 For more information about The Options
Clearing Corporation’s Options Symbology
Initiative see the most recent plan at https://
www.theocc.com/initiatives/symbology/
implementation_plan.jsp.
E:\FR\FM\27AUN1.SGM
27AUN1
50662
Federal Register / Vol. 73, No. 167 / Wednesday, August 27, 2008 / Notices
comply with the new Symbology series
key defined by the OSI. DTC believes
these changes will increase efficiency
and improve the mechanism for
participants to perform under the OSI
initiative.
sroberts on PROD1PC70 with NOTICES
2. OCC Sub-Accounting Initiative
The purpose of the OCC subaccounting initiative is to eliminate the
need for multiple OCC clearing member
numbers. OCC sub-accounting also
allows OCC clearing members to
separate retail and professional
customers for purposes of reserve/PAIB
computations 7 and to separate
traditional and portfolio margin
customers for purposes of portfolio
margining. In support of the OCC subaccounting initiative, OCC has
requested that DTC implement record
layout changes that will allow OCC
members to process collateral loan
transactions directly against these OCC
sub-accounts.
The OCC has mandated that
modifications for the OSI and the OCC
sub-accounting initiative be
implemented simultaneously because
both initiatives require modifications to
input and output file formats as well as
some of DTC’s screen based applications
on the Participant Terminal System
(‘‘PTS’’) and Participant Browser
Services (‘‘PBS’’).8 OCC has requested
that DTC implement these changes on
August 8, 2008, so that OCC members
can begin to migrate to the new formats.
7 Commission customer protection rules require
firms to compute the amount a clearing firm must
place in a reserve account to back their customers’
assets. There are effectively two calculations: One
for retail customers (‘‘Reserve’’) and one for the
proprietary accounts of introducing brokers
(‘‘PAIB’’). Under both of these calculations the
clearing firm is allowed to take as a debit in the
calculation OCC’s clearing level margin associated
with these customers’ positions. At the
clearinghouse level both Reserve and PAIB
customers are cleared in the customer range, and
currently only one margin requirement is produced.
Since the OCC margin requirement is comprised of
both Reserve and PAIB clients, clearing firms do not
use the OCC margin requirement as a debit in their
computations. As a result, firms have to post more
in their Reserve accounts since they cannot use the
offsets provided for under Commission customer
protection rules.
OCC sub-accounting would provide clearing
firms with the ability to maintain subaccounts
under the customer range for Reserve customers
and PAIB customers. As a result, OCC could
compute two separate margin requirements to
which the clearing firm can post collateral and
apply Reserve and PAIB calculations. This would
free up additional liquidity for clearing firms that
currently cannot include the OCC margin in the
customer protection rule computations due to the
inability to create a subaccount.
8 Participants use DTC’s Collateral Loan function
on the PTS to pledge securities to OCC in order to
meet OCC’s option collateralization requirements.
Participants can also use PTS to input requests for
the release of securities pledged to OCC, and OCC
can use PTS to approve or cancel release requests.
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18:52 Aug 26, 2008
Jkt 214001
OCC has mandated that OCC members
be ready to use the new formats by
October 10, 2008.
The proposed rule change is
consistent with Section 17A of the Act,9
as amended, because it will reduce
operational and financial risks
associated with multiple OCC clearing
member numbers thereby promoting the
prompt and accurate clearance and
settlement of securities transactions.
Additionally, record layout
modifications will increase efficiency
and improve the mechanism for DTC
Participants to perform under the OSI
initiative.
(B) Self-Regulatory Organization’s
Statement on Burden on Competition
DTC does not believe that the
proposed rule change will have any
impact or impose any burden on
competition.
(C) Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments relating to the
proposed rule change have not yet been
solicited or received. DTC will notify
the Commission of any written
comments received by DTC.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing proposed rule change
has become effective upon filing
pursuant to Section 19(b)(3)(A)(iii) of
the Act 10 and Rule 19b–4(f)(4) 11
thereunder because the proposed rule
change effects a change in an existing
service of a registered clearing agency
that: (i) does not adversely affect the
safeguarding of securities or funds in
the custody or control of the clearing
agency or for which it is responsible and
(ii) does not significantly affect the
respective rights or obligations of the
clearing agency or persons using the
service. At any time within sixty days
of the filing of the proposed rule change,
the Commission may summarily
abrogate such rule change if it appears
to the Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors,
or otherwise in furtherance of the
purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
U.S.C. 78q–1.
U.S.C. 78s(b)(3)(A)(iii).
11 17 CFR 240.19b–4(f)(4).
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–DTC–2008–10 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street, NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–DTC–2008–10. This file
number should be included on the
subject line if e-mail is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for inspection and copying in
the Commission’s Public Reference
Room, 100 F Street, NE., Washington,
DC 20549, on official business days
between the hours of 10 a.m. and 3 p.m.
Copies of such filings also will be
available for inspection and copying at
the principal office of DTC and on
DTC’s Web site at https://www.dtcc.com/
downloads/legal/rule_filings/2008/dtc/
2008–10.pdf. All comments received
will be posted without change; the
Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–DTC–
2008–10 and should be submitted on or
before September 17, 2008.
9 15
10 15
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12 17
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CFR 200.30–3(a)(12).
27AUN1
Federal Register / Vol. 73, No. 167 / Wednesday, August 27, 2008 / Notices
For the Commission by the Division of
Trading and Markets, pursuant to delegated
authority.12
Florence E. Harmon,
Acting Secretary.
[FR Doc. E8–19822 Filed 8–26–08; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–58401; File No. SR–ISE–
2008–63]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing of Proposed Rule
Change Relating to the Price
Improvement Mechanism
August 21, 2008.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
notice is hereby given that on July 31,
2008, the International Securities
Exchange, LLC (the ‘‘Exchange’’ or the
‘‘ISE’’) filed with the Securities and
Exchange Commission (‘‘Commission’’)
the proposed rule change as described
in Items I, II, and III below, which Items
have been prepared by the Exchange.
The Commission is publishing this
notice to solicit comments on the
proposed rule change from interested
persons.
sroberts on PROD1PC70 with NOTICES
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to modify its
Price Improvement Mechanism (PIM)
auction eligibility requirements to
eliminate the requirement that there be
at least three market makers quoting the
relevant series. The text of the proposed
rule change is available on the
Exchange’s Web site (https://
www.ise.com), at the principal office of
the Exchange, and at the Commission’s
Public Reference Room.
II.Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of, and basis for,
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in Sections A, B, and C below, of
1 15
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
VerDate Aug<31>2005
18:52 Aug 26, 2008
Jkt 214001
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
In order to provide additional
opportunities for price improvement,
the Exchange proposes to expand the
PIM auction process. The Exchange’s
PIM permits Electronic Access Members
(‘‘EAMs’’) to provide penny price
improvement for agency orders.3 ISE’s
current rules require, among other
things, that an EAM enter an order into
the PIM only when there are at least
three market makers quoting in the
options series. The Exchange is now
proposing to eliminate this requirement.
The Exchange does not believe that
orders should be denied the benefits of
the PIM auction simply because there
may be less than three ISE market
makers quoting in a particular series.
The Exchange believes this is a
reasonable modification designed to
provide additional flexibility for
members to obtain executions on behalf
of their customers while continuing to
provide a meaningful, competitive
auction.
In support of its proposal, the
Exchange notes the ISE and other
options exchanges already have
provisions within their rules that permit
price improvement in non-standard
increments without a condition that
there be a minimum number of market
makers quoting in the particular series.
For example, ISE has electronic auction
mechanisms for crossing agency order
with facilitation or solicited orders
(referred to as the ‘‘Facilitation
Mechanism’’ and ‘‘Solicited Order
Mechanism’’) in ‘‘split price’’
increments (e.g., $1.025, $1.05 and
$1.075 for series trading in $0.05
increments. The Facilitation and
Solicited Order Mechanisms do not
require that there be any minimum
number of ISE market makers quoting in
the particular series.4 Further, the
Chicago Board Options Exchange
(‘‘CBOE’’) has an electronic auction
mechanism for crossing agency orders
for 500 contracts or more with solicited
orders (referred to as the ‘‘Solicitation
Auction Mechanism’’) in increments as
small as $0.01. This CBOE Solicitation
Auction Mechanism does not require
3 A crossing transaction consists of an order the
EAM represents as agent and a counter-side order.
The counter-side order may represent interest for
the EAM’s own account or interest the EAM may
have solicited from one or more parties, or both.
4 See ISE Rule 716.
PO 00000
Frm 00077
Fmt 4703
Sfmt 4703
50663
that there be any minimum number of
CBOE market makers quoting in the
particular series.5 Finally, the NASDAQ
Options Market (‘‘NOM’’) has a
procedure that permits a member who
enters an agency order in penny
increments (which is then rounded and
displayed at the standard increment
price) to enter a contra-side order in
penny increments after the agency order
has been exposed at the rounded price
for three seconds. This NOM crossing
procedure does not require that there be
any minimum number of NOM market
makers quoting in the particular series.6
Because these other mechanisms are
currently able to offer price
improvement in a non-standard
increment without a minimum quoter
requirement, the Exchange believes it is
essential for competitive reasons to be
able to offer the same opportunities for
price improvement on ISE through the
PIM.
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with Section
6(b) of the Act 7 in general and furthers
the objectives of Section 6(b)(5) of the
Act 8 in particular in that it is designed
5 See
CBOE Rule 6.74B.
using the NOM crossing procedure to
achieve an execution in penny increments, there is
no requirement that there be any NOM market
makers quoting the particular series or that they
even be aware that the initiating NOM member is
attempting to cross an order in an undisplayed
penny increment. For example, a NOM member
could enter an agency limit order to buy at $1.03
that is rounded and displayed at $1.00, wait three
seconds, then enter a principal or solicited order to
sell at $1.03. Although the initiating member knows
it has entered an agency order to buy at $1.03, other
market participants would only see the size of the
agency order displayed on the bid at $1.00. See
NOM Chapter IV, Section 5, Chapter VI, Sections
7(b) and 10, and Chapter VII, Sections 6 and 12. The
Exchange understands that NOM’s method of
crossing orders in non-standard increments differs
from ISE’s PIM in so much as PIM will allocate the
initiating Member a certain minimum participation
entitlement if certain conditions are met (e.g., after
public customer orders, 40% of the order is
allocated to the initiating Member if its single-price
submission equals the best price), whereas NOM
does not have any such participation entitlement.
However, the Exchange does not believe this
distinction is dispositive to our proposal to
eliminate the requirement that there be a minimum
number of quoters for a PIM auction. In this regard,
we note that participation entitlements already
apply to the ISE Facilitation and Solicited Order
Mechanisms and the CBOE Solicitation Auction
Mechanism. See ISE Rule 716 and CBOE Rule
6.74B. The Exchange also notes that an Agency
Order displayed through ISE’s PIM process will
receive the benefit of any price improvement
received during the auction, whereas an agency
order displayed on NOM generally will not get any
price improvement beyond its limit price (using the
example above, once displayed at the rounded price
the agency order to buy will generally only execute
at $1.03, not better).
7 15 U.S.C. 78f(b).
8 15 U.S.C. 78f(b)(5).
6 When
E:\FR\FM\27AUN1.SGM
27AUN1
Agencies
[Federal Register Volume 73, Number 167 (Wednesday, August 27, 2008)]
[Notices]
[Pages 50661-50663]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E8-19822]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-58407; File No. SR-DTC-2008-10]
Self-Regulatory Organizations; The Depository Trust Company;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Make Technical Changes to the Collateral Loan System
August 21, 2008.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act''),\1\ notice is hereby given that on August 1, 2008, The
Depository Trust Company (``DTC'') filed with the Securities and
Exchange Commission (``Commission'') the proposed rule change described
in Items I, II, and III below, which items have been prepared primarily
by DTC. DTC filed the proposal pursuant to Section 19(b)(3)(A)(iii) of
the Act \2\ and Rule 19b-4(f)(4) \3\ thereunder so that the proposal
was effective upon filing with the Commission. The Commission is
publishing this notice to solicit comments on the rule change from
interested parties.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 15 U.S.C. 78s(b)(3)(A)(iii).
\3\ 17 CFR 240.19b-4(f)(4).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The purpose of the rule change is to (i) modify record layouts for
the Collateral Loan System to comply with the new Symbology series key
defined by the Options Symbology Initiative (``OSI'') and (ii)
implement record layout changes that will allow The Options Clearing
Corporation (``OCC'') members to process collateral loan transactions
directly against OCC sub-accounts.\4\
---------------------------------------------------------------------------
\4\ For more information regarding the record layout changes,
see DTC Important Notice B 3577-08. https://www.dtcc.com/downloads/
legal/imp_notices/2008/dtc/set/3577-08.pdf.
---------------------------------------------------------------------------
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, DTC included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. DTC has prepared summaries, set forth in sections (A),
(B), and (C) below, of the most significant aspects of these
statements.\5\
---------------------------------------------------------------------------
\5\ The Commission has modified the text of the summaries
prepared by DTC.
---------------------------------------------------------------------------
(A) Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Options Symbology Initiative
Currently organizations that support trading in listed options
typically use a three to five alpha character representation. The first
three characters identify the option root symbol, and the remaining two
alpha characters identify the expiration month, call/put indicator, and
strike price. In an effort to standardize option symbols and overhaul
the existing method of identifying exchange-listed options contracts,
OCC is spearheading an industry-wide adoption of the OSI.\6\
---------------------------------------------------------------------------
\6\ For more information about The Options Clearing
Corporation's Options Symbology Initiative see the most recent plan
at https://www.theocc.com/initiatives/symbology/implementation_
plan.jsp.
---------------------------------------------------------------------------
The OSI supports the elimination of alpha codes that are currently
used to denote expiration month, call/put code, and strike price. As a
result, DTC is proposing to modify its record layouts for DTC's
Collateral Loan System to
[[Page 50662]]
comply with the new Symbology series key defined by the OSI. DTC
believes these changes will increase efficiency and improve the
mechanism for participants to perform under the OSI initiative.
2. OCC Sub-Accounting Initiative
The purpose of the OCC sub-accounting initiative is to eliminate
the need for multiple OCC clearing member numbers. OCC sub-accounting
also allows OCC clearing members to separate retail and professional
customers for purposes of reserve/PAIB computations \7\ and to separate
traditional and portfolio margin customers for purposes of portfolio
margining. In support of the OCC sub-accounting initiative, OCC has
requested that DTC implement record layout changes that will allow OCC
members to process collateral loan transactions directly against these
OCC sub-accounts.
---------------------------------------------------------------------------
\7\ Commission customer protection rules require firms to
compute the amount a clearing firm must place in a reserve account
to back their customers' assets. There are effectively two
calculations: One for retail customers (``Reserve'') and one for the
proprietary accounts of introducing brokers (``PAIB''). Under both
of these calculations the clearing firm is allowed to take as a
debit in the calculation OCC's clearing level margin associated with
these customers' positions. At the clearinghouse level both Reserve
and PAIB customers are cleared in the customer range, and currently
only one margin requirement is produced. Since the OCC margin
requirement is comprised of both Reserve and PAIB clients, clearing
firms do not use the OCC margin requirement as a debit in their
computations. As a result, firms have to post more in their Reserve
accounts since they cannot use the offsets provided for under
Commission customer protection rules.
OCC sub-accounting would provide clearing firms with the ability
to maintain subaccounts under the customer range for Reserve
customers and PAIB customers. As a result, OCC could compute two
separate margin requirements to which the clearing firm can post
collateral and apply Reserve and PAIB calculations. This would free
up additional liquidity for clearing firms that currently cannot
include the OCC margin in the customer protection rule computations
due to the inability to create a subaccount.
---------------------------------------------------------------------------
The OCC has mandated that modifications for the OSI and the OCC
sub-accounting initiative be implemented simultaneously because both
initiatives require modifications to input and output file formats as
well as some of DTC's screen based applications on the Participant
Terminal System (``PTS'') and Participant Browser Services
(``PBS'').\8\ OCC has requested that DTC implement these changes on
August 8, 2008, so that OCC members can begin to migrate to the new
formats. OCC has mandated that OCC members be ready to use the new
formats by October 10, 2008.
---------------------------------------------------------------------------
\8\ Participants use DTC's Collateral Loan function on the PTS
to pledge securities to OCC in order to meet OCC's option
collateralization requirements. Participants can also use PTS to
input requests for the release of securities pledged to OCC, and OCC
can use PTS to approve or cancel release requests.
---------------------------------------------------------------------------
The proposed rule change is consistent with Section 17A of the
Act,\9\ as amended, because it will reduce operational and financial
risks associated with multiple OCC clearing member numbers thereby
promoting the prompt and accurate clearance and settlement of
securities transactions. Additionally, record layout modifications will
increase efficiency and improve the mechanism for DTC Participants to
perform under the OSI initiative.
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\9\ 15 U.S.C. 78q-1.
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(B) Self-Regulatory Organization's Statement on Burden on Competition
DTC does not believe that the proposed rule change will have any
impact or impose any burden on competition.
(C) Self-Regulatory Organization's Statement on Comments on the
Proposed Rule Change Received From Members, Participants, or Others
Written comments relating to the proposed rule change have not yet
been solicited or received. DTC will notify the Commission of any
written comments received by DTC.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing proposed rule change has become effective upon filing
pursuant to Section 19(b)(3)(A)(iii) of the Act \10\ and Rule 19b-
4(f)(4) \11\ thereunder because the proposed rule change effects a
change in an existing service of a registered clearing agency that: (i)
does not adversely affect the safeguarding of securities or funds in
the custody or control of the clearing agency or for which it is
responsible and (ii) does not significantly affect the respective
rights or obligations of the clearing agency or persons using the
service. At any time within sixty days of the filing of the proposed
rule change, the Commission may summarily abrogate such rule change if
it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act.
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\10\ 15 U.S.C. 78s(b)(3)(A)(iii).
\11\ 17 CFR 240.19b-4(f)(4).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://
www.sec.gov/rules/sro.shtml); or
Send an e-mail to rule-comments@sec.gov. Please include
File Number SR-DTC-2008-10 on the subject line.
Paper Comments
Send paper comments in triplicate to Secretary, Securities
and Exchange Commission, 100 F Street, NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-DTC-2008-10. This file
number should be included on the subject line if e-mail is used. To
help the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/
sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for inspection and
copying in the Commission's Public Reference Room, 100 F Street, NE.,
Washington, DC 20549, on official business days between the hours of 10
a.m. and 3 p.m. Copies of such filings also will be available for
inspection and copying at the principal office of DTC and on DTC's Web
site at https://www.dtcc.com/downloads/legal/rule_filings/2008/dtc/
2008-10.pdf. All comments received will be posted without change; the
Commission does not edit personal identifying information from
submissions. You should submit only information that you wish to make
available publicly. All submissions should refer to File Number SR-DTC-
2008-10 and should be submitted on or before September 17, 2008.
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\12\ 17 CFR 200.30-3(a)(12).
[[Page 50663]]
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For the Commission by the Division of Trading and Markets,
pursuant to delegated authority.\12\
Florence E. Harmon,
Acting Secretary.
[FR Doc. E8-19822 Filed 8-26-08; 8:45 am]
BILLING CODE 8010-01-P