Submission for OMB Review; Comment Request, 52276-52278 [E9-24358]
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52276
Federal Register / Vol. 74, No. 195 / Friday, October 9, 2009 / Notices
(Catalog of Federal Domestic Assistance
Numbers 59002 and 59008)
James E. Rivera,
Acting Associate Administrator for Disaster
Assistance.
[FR Doc. E9–24417 Filed 10–8–09; 8:45 am]
BILLING CODE 8025–01–P
SMALL BUSINESS ADMINISTRATION
[Disaster Declaration #11868 and #11869]
New York Disaster #NY–00079
AGENCY: U.S. Small Business
Administration.
ACTION: Amendment 2.
SUMMARY: This is an amendment of the
Presidential declaration of a major
disaster for Public Assistance Only for
the State of New York (FEMA–1857–
DR), dated 09/01/2009.
Incident: Severe Storms and Flooding.
Incident Period: 08/08/2009 through
08/10/2009.
DATES: Effective Date: 09/29/2009.
Physical Loan Application Deadline
Date: 11/02/2009.
Economic Injury (EIDL) Loan
Application Deadline Date: 06/01/2010.
ADDRESSES: Submit completed loan
applications to: U.S. Small Business
Administration, Processing and
Disbursement Center, 14925 Kingsport
Road, Fort Worth, TX 76155.
FOR FURTHER INFORMATION CONTACT: A.
Escobar, Office of Disaster Assistance,
U.S. Small Business Administration,
409 3rd Street, SW., Suite 6050,
Washington, DC 20416.
SUPPLEMENTARY INFORMATION: The notice
of the President’s major disaster
declaration for Private Non-Profit
organizations in the State of New York,
dated 09/01/2009, is hereby amended to
include the following areas as adversely
affected by the disaster.
Primary Counties: Allegany.
All other information in the original
declaration remains unchanged.
(Catalog of Federal Domestic Assistance
Numbers 59002 and 59008)
James E. Rivera,
Acting Associate Administrator for Disaster
Assistance.
[FR Doc. E9–24418 Filed 10–8–09; 8:45 am]
mstockstill on DSKH9S0YB1PROD with NOTICES
BILLING CODE 8025–01–P
SECURITIES AND EXCHANGE
COMMISSION
Submission for OMB Review;
Comment Request
Upon written request, copies available
from: Securities and Exchange
VerDate Nov<24>2008
18:01 Oct 08, 2009
Jkt 220001
Commission, Office of Investor
Education and Advocacy,
Washington, DC 20549–0213.
Extension: Form N–6, SEC File No. 270–446,
OMB Control No. 3235–0503.
Notice is hereby given that, pursuant
to the Paperwork Reduction Act of 1995
(44 U.S.C. 3501 et seq.), the Securities
and Exchange Commission (the
‘‘Commission’’) has submitted to the
Office of Management and Budget a
request for extension of the previously
approved collection of information
discussed below.
The title for the collection of
information is ‘‘Form N–6 (17 CFR
239.17c and 274.11d) under the
Securities Act of 1933 (15 U.S.C. 77a et
seq.) and under the Investment
Company Act of 1940 (15 U.S.C. 80a–1
et seq.) registration statement of separate
accounts organized as unit investment
trusts that offer variable life insurance
policies.’’ Form N–6 is the form used by
insurance company separate accounts
organized as unit investment trusts that
offer variable life insurance contracts to
register as investment companies under
the Investment Company Act of 1940
and/or to register their securities under
the Securities Act of 1933. The primary
purpose of the registration process is to
provide disclosure of financial and
other information to investors and
potential investors for the purpose of
evaluating an investment in a security.
Form N–6 also permits separate
accounts organized as unit investment
trusts that offer variable life insurance
contracts to provide investors with a
prospectus containing information
required in a registration statement prior
to the sale or at the time of confirmation
of delivery of securities.
The Commission estimates that there
are approximately 250 separate accounts
registered as unit investment trusts and
offering variable life insurance policies
that file registration statements on Form
N–6. The Commission estimates that
there are 95 initial registration
statements on Form N–6 filed annually.
The Commission estimates that
approximately 813 registration
statements (718 post-effective
amendments plus 95 initial registration
statements) are filed on Form N–6
annually. The Commission estimates
that the hour burden for preparing and
filing a post-effective amendment on
Form N–6 is 67.5 hours. The total
annual hour burden for preparing and
filing post-effective amendments is
48,465 hours (718 post-effective
amendments annually times 67.5 hours
per amendment). The estimated hour
burden per portfolio for preparing and
filing an initial registration statement on
PO 00000
Frm 00103
Fmt 4703
Sfmt 4703
Form N–6 is 770.25 hours. The
estimated annual hour burden for
preparing and filing initial registration
statements is 73,174 hours (95 initial
registration statements annually times
770.25 hours per portfolio for each
registration statement). The frequency of
response is annual. The total annual
hour burden for Form N–6, therefore, is
estimated to be 121,639 hours (48,465
hours for post-effective amendments
plus 73,174 hours for initial registration
statements).
The information collection
requirements imposed by Form N–6 are
mandatory. Responses to the collection
of information will not be kept
confidential. An agency may not
conduct or sponsor, and a person is not
required to respond to a collection of
information unless it displays a
currently valid control number.
Please direct general comments
regarding the above information to the
following persons: (i) Desk Officer for
the Securities and Exchange
Commission, Office of Management and
Budget, Room 10102, New Executive
Office Building, Washington, DC 20503
or send an e-mail to Shagufta Ahmed at
Shagufta_Ahmed@omb.eop.gov; and (ii)
Charles Boucher, Director/CIO,
Securities and Exchange Commission,
C/O Shirley Martinson, 6432 General
Green Way, Alexandria, VA 22312; or
send an e-mail to:
PRA_Mailbox@sec.gov. Comments must
be submitted to OMB within 30 days of
this notice.
Dated: October 5, 2009.
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9–24357 Filed 10–8–09; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
Submission for OMB Review;
Comment Request
Upon written request, copies available
from: Securities and Exchange
Commission, Office of Investor
Education and Advocacy,
Washington, DC 20549–0213.
Extension: Rule 204; OMB Control No. 3235–
0647; SEC File No. 270–586.
Notice is hereby given that pursuant
to the Paperwork Reduction Act of 1995
(44 U.S.C. 3501 et seq.), the Securities
and Exchange Commission
(‘‘Commission’’) has submitted to the
Office of Management and Budget a
request for extension of the previously
approved collection of information
provided for in Rule 204 (17 CFR
E:\FR\FM\09OCN1.SGM
09OCN1
mstockstill on DSKH9S0YB1PROD with NOTICES
Federal Register / Vol. 74, No. 195 / Friday, October 9, 2009 / Notices
242.204) under the Securities Exchange
Act of 1934 (15 U.S.C. 78a et seq.).
Rule 204 requires that, subject to
certain limited exceptions, if a
participant of a registered clearing
agency has a fail to deliver position at
a registered clearing agency it must
immediately close out the fail to deliver
position by purchasing or borrowing
securities by no later than the beginning
of regular trading hours on the
settlement day following the day the
participant incurred the fail to deliver
position. Rule 204 is intended to help
further the Commission’s goal of
reducing fails to deliver by maintaining
the reductions in fails to deliver
achieved by the adoption of temporary
Rule 204T, as well as other actions
taken by the Commission. In addition,
Rule 204 is intended to help further the
Commission’s goal of addressing
potentially abusive ‘‘naked’’ short
selling in all equity securities.
The information collected under Rule
204 will continue to be retained and/or
provided to other entities pursuant to
the specific rule provisions and will be
available to the Commission and selfregulatory organization (‘‘SRO’’)
examiners upon request. The
information collected will continue to
aid the Commission and SROs in
monitoring compliance with these
requirements. In addition, the
information collected will aid those
subject to Rule 204 in complying with
its requirements. These collections of
information are mandatory.
Several provisions under Rule 204
will impose a ‘‘collection of
information’’ within the meaning of the
Paperwork Reduction Act.
I. Allocation Notification
Requirement: As of December 31, 2007,
there were 5,561 registered brokerdealers. Each of these broker-dealers
could clear trades through a participant
of a registered clearing agency and,
therefore, become subject to the
notification requirements of Rule
204(d). If a broker-dealer has been
allocated a portion of a fail to deliver
position in an equity security and after
the beginning of regular trading hours
on the applicable close-out date, the
broker-dealer has to determine whether
or not that portion of the fail to deliver
position was not closed out in
accordance with Rule 204(a), we
estimate that a broker-dealer will have
to make such determination with
respect to approximately 1.76 equity
securities per day.1 We estimate a total
1 As stated in the adopting release for Interim
Final Temporary Rule 204T, the Commission’s
Office of Economic Analysis (‘‘OEA’’) estimates that
there are approximately 9,809 fail to deliver
VerDate Nov<24>2008
16:05 Oct 08, 2009
Jkt 220001
of 2,466,415 notifications in accordance
with Rule 204(d) across all brokerdealers (that were allocated
responsibility to close out a fail to
deliver position) per year (5,561 brokerdealers notifying participants once per
day 2 on 1.76 securities, multiplied by
252 trading days in a year). The total
estimated annual burden hours per year
will be approximately 394,626 burden
hours (2,466,415 multiplied by 0.16
hours/notification).
II. Demonstration Requirement for
Fails to Deliver on Long Sales: As of July
31, 2008, there were 197 participants of
NSCC, the primary registered clearing
agency responsible for clearing U.S.
transactions that were registered as
broker-dealers.3 If a participant of a
registered clearing agency has a fail to
deliver position in an equity security at
a registered clearing agency and
determines that such fail to deliver
position resulted from a long sale, we
estimate that a participant of a
registered clearing agency will have to
make such determination with respect
to approximately 34 securities per day.4
positions per settlement day. Across 5,561 brokerdealers, the number of securities per broker-dealer
per day is approximately 1.76 equity securities.
During the period from January to July 2008,
approximately 4,321 new fail to deliver positions
occurred per day. The National Securities Clearing
Corporation (‘‘NSCC’’) data for this period includes
only securities with at least 10,000 shares in fails
to deliver. To account for securities with fails to
deliver below 10,000 shares, the figure is multiplied
by a factor of 2.27. The factor is estimated from a
more complete data set obtained from NSCC during
the period from September 16, 2008 to September
22, 2008. It should be noted that these numbers
include securities that were not subject to the closeout requirement of Rule 203(b)(3) of Regulation
SHO. Exchange Act Release No. 58733 (Oct. 14,
2008), 73 FR 61706, 61718 n.107 (Oct. 17, 2008)
(‘‘Rule 204T Adopting Release’’).
2 Because failure to comply with the close-out
requirements of Rule 204(a) is a violation of the
rule, we believe that a broker-dealer would make
the notification to a participant that it is subject to
the borrowing requirements of Rule 204(b) at most
once per day.
3 Those participants not registered as brokerdealers include such entities as banks, U.S.registered exchanges, and clearing agencies.
Although these entities are participants of a
registered clearing agency, generally these entities
do not engage in the types of activities that will
implicate the close-out requirements of the rule.
Such activities of these entities include creating and
redeeming Exchange Traded Funds, trading in
municipal securities, and using NSCC’s Envelope
Settlement Service or Inter-city Envelope
Settlement Service. These activities rarely lead to
fails to deliver and, if fails to deliver do occur, they
are small in number and are usually closed out
within a day.
4 OEA estimates approximately 68% of trades are
long sales and applies this percentage to the
number of fail to deliver positions per day. OEA
estimates that there are approximately 9,809 fail to
deliver positions per settlement day. Across 197
broker-dealer participants of the NSCC, the number
of securities per participant per day is
approximately 50 equity securities. 68% of 50
securities per day is 34 securities per day. The 68%
PO 00000
Frm 00104
Fmt 4703
Sfmt 4703
52277
We estimate a total of 1,687,896
demonstrations in accordance with Rule
204(a)(1) across all participants per year
(197 participants checking for
compliance once per day on 34
securities, multiplied by 252 trading
days in a year). The total approximate
estimated annual burden hour per year
will be approximately 270,063 burden
hours (1,687,896 multiplied by 0.16
hours/documentation).
III. Pre-Borrow Notification
Requirement: As of July 31, 2008, there
were 197 participants of NSCC, the
primary registered clearing agency
responsible for clearing U.S.
transactions that were registered as
broker-dealers.5 If a participant of a
registered clearing agency has a fail to
deliver position in an equity security
and after the beginning of regular
trading hours on the applicable closeout date, the participant has to
determine whether or not the fail to
deliver position was closed out in
accordance with Rule 204(a), we
estimate that a participant of a
registered clearing agency will have to
make such determination with respect
to approximately 50 equity securities
per day.6 We estimate a total of
2,482,200 notifications in accordance
with Rule 204(c) across all participants
per year (197 participants notifying
broker-dealers once per day on 50
securities, multiplied by 252 trading
days in a year). The total estimated
annual burden hours per year will be
approximately 397,152 burden hours
(2,482,200 @ 0.16 hours/
documentation).
IV. Certification Requirement: If the
broker-dealer determines that it has not
incurred a fail to deliver position on
settlement date in an equity security for
which the participant has a fail to
deliver position at a registered clearing
agency or has purchased securities in
accordance with the conditions
figure is estimated as 100% minus the proportion
of short sale trades found in the Regulation SHO
Pilot Study. See https://www.sec.gov/news/studies/
2007/regshopilot020607.pdf.
5 See supra note 3.
6 OEA estimates that there are approximately
9,809 fail to deliver positions per day. Across 197
broker-dealer participants of the NSCC, the number
of securities per participant per day is
approximately 50 equity securities. During the
period from January to July 2008, approximately
4,321 new fail to deliver positions occurred per day.
The NSCC data for this period includes only
securities with at least 10,000 shares in fails to
deliver. To account for securities with fails to
deliver below 10,000 shares, the figure is grossedup by a factor of 2.27. The factor is estimated from
a more complete data set obtained from NSCC
during the period from September 16, 2008 to
September 22, 2008. It should be noted that these
numbers include securities that were not subject to
the close-out requirement of Rule 203(b)(3) of
Regulation SHO.
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09OCN1
mstockstill on DSKH9S0YB1PROD with NOTICES
52278
Federal Register / Vol. 74, No. 195 / Friday, October 9, 2009 / Notices
specified in Rule 204(e), we estimate
that a broker-dealer will have to make
such determinations with respect to
approximately 1.76 securities per day.
As of December 31, 2007, there were
5,561 registered broker-dealers. Each of
these broker-dealers may clear trades
through a participant of a registered
clearing agency. We estimate that on
average, a broker-dealer will have to
certify to the participant that it has not
incurred a fail to deliver position on
settlement date in an equity security for
which the participant has a fail to
deliver position at a registered clearing
agency or, alternatively, that it is in
compliance with the requirements set
forth in Rule 204(e), 2,466,415 times per
year (5,561 broker-dealers certifying
once per day on 1.76 securities,
multiplied by 252 trading days in a
year). The total approximate estimated
annual burden hour per year will be
approximately 394,626 burden hours
(2,466,415 multiplied by 0.16 hours/
certification).
V. Pre-Fail Credit Demonstration
Requirement: If a broker-dealer
purchases or borrows securities in
accordance with the conditions
specified in Rule 204(e) and determines
that it has a net long position or net flat
position on the settlement day on which
the broker-dealer purchases or borrows
securities we estimate that a brokerdealer will have to make such
determination with respect to
approximately 1.76 securities per day.7
As of December 31, 2007, there were
5,561 registered broker-dealers. We
estimate that on average, a broker-dealer
will have to demonstrate in its books
and records that it has a net long
position or net flat position on the
settlement day for which the brokerdealer is claiming credit, 2,466,415
times per year (5,561 broker-dealers
checking for compliance once per day
on 1.76 securities, multiplied by 252
trading days in a year). The total
approximate estimated annual burden
hour per year will be approximately
394,626 burden hours (2,466,415
multiplied by 0.16 hours/
demonstration).
Please note that an agency may not
conduct or sponsor, and a person is not
required to respond to, a collection of
information unless it displays a
currently valid OMB control number.
We submitted the collection of
information to OMB for review and
approval in accordance with 44 U.S.C.
3507(j) and 5 CFR 1320.13. The title for
the collection of information is ‘‘Rule
204’’ and the OMB control number for
7 See
supra note 1.
VerDate Nov<24>2008
16:05 Oct 08, 2009
the collection of information is 3235–
0647.
General 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 by sending an
e-mail to:
Shagufta_Ahmed@omb.eop.gov; and (ii)
Charles Boucher, Director/Chief
Information Officer, Securities and
Exchange Commission, c/o Shirley
Martinson, 6432 General Green Way,
Alexandria, Virginia 22312 or send an email to: PRA_Mailbox@sec.gov.
Comments must be submitted within 30
days of this notice.
Dated: October 5, 2009.
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9–24358 Filed 10–8–09; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–60765; File No. SR–NSCC–
2009–08]
Self-Regulatory Organizations; The
National Securities Clearing
Corporation; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Revise Fees for
Certain Insurance and Retirement
Processing Services
October 1, 2009.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 notice is hereby given that on
September 10, 2009, the National
Securities Clearing Corporation
(‘‘NSCC’’) 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 primarily by NSCC.
The Commission is publishing this
notice to solicit comments on the
proposed rule change from interested
persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The purpose of the proposed rule
change is to revise fees for certain
retirement and insurance processing
services.
1 15
Jkt 220001
PO 00000
U.S.C. 78s(b)(1).
Frm 00105
Fmt 4703
Sfmt 4703
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
NSCC 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. NSCC has prepared
summaries, set forth in sections (A), (B)
and (C) below, of the most significant
aspects of such statements.2
(A) Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
The purpose of the proposed rule
change is to revise fees for certain
insurance and retirement processing
services provided by NSCC to better
align fees with the costs of delivering
services.3
Effective October 1, 2009, NSCC is
adopting an incentive discount for
Registered Representative (‘‘REP’’) and
Brokerage Identification Number
(‘‘BIN’’) transactions, a subset of InForce Transaction types that are
formally called ‘‘Brokerage
Identification Number Change
Requests,’’ ‘‘Brokerage Identification
Number Change Confirms,’’ ‘‘Registered
Representative Change Requests,’’ and
‘‘Registered Representative Change
Confirms.’’ The first $350 that NSCC
charges to a member each month for
such transactions shall be waived.
Further, effective October 1, 2009, a
member that submits any of these
transaction types will receive a credit
equaling 30% of its monthly fee for BIN
and REP transactions.4 The 30% credit
will then be applied against fees that are
charged to a member for NSCC’s
established Insurance and Retirement
Products (called ‘‘Core Products’’).
Established products that are designated
as Core Products are Positions,
Commissions, Financial Activity
Reporting, Applications/Subsequent
Premiums, and Asset Pricing. The
purpose of bundling products in this
fashion and providing a credit in
connection with usage of new products
is to compensate members for the
2 The Commission has modified the text of the
summaries prepared by NSCC.
3 This proposed rule change filing replaces
proposed rule change filing SR–NSCC–2009–06,
which was withdrawn by NSCC on September 9,
2009.
4 The credit will be calculated by subtracting the
$350 discount from the member’s total monthly BIN
and REP fees and then multiplying that resulting
amount by 30%.
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Agencies
[Federal Register Volume 74, Number 195 (Friday, October 9, 2009)]
[Notices]
[Pages 52276-52278]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E9-24358]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
Submission for OMB Review; Comment Request
Upon written request, copies available from: Securities and Exchange
Commission, Office of Investor Education and Advocacy, Washington, DC
20549-0213.
Extension: Rule 204; OMB Control No. 3235-0647; SEC File No. 270-
586.
Notice is hereby given that pursuant to the Paperwork Reduction Act
of 1995 (44 U.S.C. 3501 et seq.), the Securities and Exchange
Commission (``Commission'') has submitted to the Office of Management
and Budget a request for extension of the previously approved
collection of information provided for in Rule 204 (17 CFR
[[Page 52277]]
242.204) under the Securities Exchange Act of 1934 (15 U.S.C. 78a et
seq.).
Rule 204 requires that, subject to certain limited exceptions, if a
participant of a registered clearing agency has a fail to deliver
position at a registered clearing agency it must immediately close out
the fail to deliver position by purchasing or borrowing securities by
no later than the beginning of regular trading hours on the settlement
day following the day the participant incurred the fail to deliver
position. Rule 204 is intended to help further the Commission's goal of
reducing fails to deliver by maintaining the reductions in fails to
deliver achieved by the adoption of temporary Rule 204T, as well as
other actions taken by the Commission. In addition, Rule 204 is
intended to help further the Commission's goal of addressing
potentially abusive ``naked'' short selling in all equity securities.
The information collected under Rule 204 will continue to be
retained and/or provided to other entities pursuant to the specific
rule provisions and will be available to the Commission and self-
regulatory organization (``SRO'') examiners upon request. The
information collected will continue to aid the Commission and SROs in
monitoring compliance with these requirements. In addition, the
information collected will aid those subject to Rule 204 in complying
with its requirements. These collections of information are mandatory.
Several provisions under Rule 204 will impose a ``collection of
information'' within the meaning of the Paperwork Reduction Act.
I. Allocation Notification Requirement: As of December 31, 2007,
there were 5,561 registered broker-dealers. Each of these broker-
dealers could clear trades through a participant of a registered
clearing agency and, therefore, become subject to the notification
requirements of Rule 204(d). If a broker-dealer has been allocated a
portion of a fail to deliver position in an equity security and after
the beginning of regular trading hours on the applicable close-out
date, the broker-dealer has to determine whether or not that portion of
the fail to deliver position was not closed out in accordance with Rule
204(a), we estimate that a broker-dealer will have to make such
determination with respect to approximately 1.76 equity securities per
day.\1\ We estimate a total of 2,466,415 notifications in accordance
with Rule 204(d) across all broker-dealers (that were allocated
responsibility to close out a fail to deliver position) per year (5,561
broker-dealers notifying participants once per day \2\ on 1.76
securities, multiplied by 252 trading days in a year). The total
estimated annual burden hours per year will be approximately 394,626
burden hours (2,466,415 multiplied by 0.16 hours/notification).
---------------------------------------------------------------------------
\1\ As stated in the adopting release for Interim Final
Temporary Rule 204T, the Commission's Office of Economic Analysis
(``OEA'') estimates that there are approximately 9,809 fail to
deliver positions per settlement day. Across 5,561 broker-dealers,
the number of securities per broker-dealer per day is approximately
1.76 equity securities. During the period from January to July 2008,
approximately 4,321 new fail to deliver positions occurred per day.
The National Securities Clearing Corporation (``NSCC'') data for
this period includes only securities with at least 10,000 shares in
fails to deliver. To account for securities with fails to deliver
below 10,000 shares, the figure is multiplied by a factor of 2.27.
The factor is estimated from a more complete data set obtained from
NSCC during the period from September 16, 2008 to September 22,
2008. It should be noted that these numbers include securities that
were not subject to the close-out requirement of Rule 203(b)(3) of
Regulation SHO. Exchange Act Release No. 58733 (Oct. 14, 2008), 73
FR 61706, 61718 n.107 (Oct. 17, 2008) (``Rule 204T Adopting
Release'').
\2\ Because failure to comply with the close-out requirements of
Rule 204(a) is a violation of the rule, we believe that a broker-
dealer would make the notification to a participant that it is
subject to the borrowing requirements of Rule 204(b) at most once
per day.
---------------------------------------------------------------------------
II. Demonstration Requirement for Fails to Deliver on Long Sales:
As of July 31, 2008, there were 197 participants of NSCC, the primary
registered clearing agency responsible for clearing U.S. transactions
that were registered as broker-dealers.\3\ If a participant of a
registered clearing agency has a fail to deliver position in an equity
security at a registered clearing agency and determines that such fail
to deliver position resulted from a long sale, we estimate that a
participant of a registered clearing agency will have to make such
determination with respect to approximately 34 securities per day.\4\
We estimate a total of 1,687,896 demonstrations in accordance with Rule
204(a)(1) across all participants per year (197 participants checking
for compliance once per day on 34 securities, multiplied by 252 trading
days in a year). The total approximate estimated annual burden hour per
year will be approximately 270,063 burden hours (1,687,896 multiplied
by 0.16 hours/documentation).
---------------------------------------------------------------------------
\3\ Those participants not registered as broker-dealers include
such entities as banks, U.S.-registered exchanges, and clearing
agencies. Although these entities are participants of a registered
clearing agency, generally these entities do not engage in the types
of activities that will implicate the close-out requirements of the
rule. Such activities of these entities include creating and
redeeming Exchange Traded Funds, trading in municipal securities,
and using NSCC's Envelope Settlement Service or Inter-city Envelope
Settlement Service. These activities rarely lead to fails to deliver
and, if fails to deliver do occur, they are small in number and are
usually closed out within a day.
\4\ OEA estimates approximately 68% of trades are long sales and
applies this percentage to the number of fail to deliver positions
per day. OEA estimates that there are approximately 9,809 fail to
deliver positions per settlement day. Across 197 broker-dealer
participants of the NSCC, the number of securities per participant
per day is approximately 50 equity securities. 68% of 50 securities
per day is 34 securities per day. The 68% figure is estimated as
100% minus the proportion of short sale trades found in the
Regulation SHO Pilot Study. See https://www.sec.gov/news/studies/2007/regshopilot020607.pdf.
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III. Pre-Borrow Notification Requirement: As of July 31, 2008,
there were 197 participants of NSCC, the primary registered clearing
agency responsible for clearing U.S. transactions that were registered
as broker-dealers.\5\ If a participant of a registered clearing agency
has a fail to deliver position in an equity security and after the
beginning of regular trading hours on the applicable close-out date,
the participant has to determine whether or not the fail to deliver
position was closed out in accordance with Rule 204(a), we estimate
that a participant of a registered clearing agency will have to make
such determination with respect to approximately 50 equity securities
per day.\6\ We estimate a total of 2,482,200 notifications in
accordance with Rule 204(c) across all participants per year (197
participants notifying broker-dealers once per day on 50 securities,
multiplied by 252 trading days in a year). The total estimated annual
burden hours per year will be approximately 397,152 burden hours
(2,482,200 @ 0.16 hours/documentation).
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\5\ See supra note 3.
\6\ OEA estimates that there are approximately 9,809 fail to
deliver positions per day. Across 197 broker-dealer participants of
the NSCC, the number of securities per participant per day is
approximately 50 equity securities. During the period from January
to July 2008, approximately 4,321 new fail to deliver positions
occurred per day. The NSCC data for this period includes only
securities with at least 10,000 shares in fails to deliver. To
account for securities with fails to deliver below 10,000 shares,
the figure is grossed-up by a factor of 2.27. The factor is
estimated from a more complete data set obtained from NSCC during
the period from September 16, 2008 to September 22, 2008. It should
be noted that these numbers include securities that were not subject
to the close-out requirement of Rule 203(b)(3) of Regulation SHO.
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IV. Certification Requirement: If the broker-dealer determines that
it has not incurred a fail to deliver position on settlement date in an
equity security for which the participant has a fail to deliver
position at a registered clearing agency or has purchased securities in
accordance with the conditions
[[Page 52278]]
specified in Rule 204(e), we estimate that a broker-dealer will have to
make such determinations with respect to approximately 1.76 securities
per day. As of December 31, 2007, there were 5,561 registered broker-
dealers. Each of these broker-dealers may clear trades through a
participant of a registered clearing agency. We estimate that on
average, a broker-dealer will have to certify to the participant that
it has not incurred a fail to deliver position on settlement date in an
equity security for which the participant has a fail to deliver
position at a registered clearing agency or, alternatively, that it is
in compliance with the requirements set forth in Rule 204(e), 2,466,415
times per year (5,561 broker-dealers certifying once per day on 1.76
securities, multiplied by 252 trading days in a year). The total
approximate estimated annual burden hour per year will be approximately
394,626 burden hours (2,466,415 multiplied by 0.16 hours/
certification).
V. Pre-Fail Credit Demonstration Requirement: If a broker-dealer
purchases or borrows securities in accordance with the conditions
specified in Rule 204(e) and determines that it has a net long position
or net flat position on the settlement day on which the broker-dealer
purchases or borrows securities we estimate that a broker-dealer will
have to make such determination with respect to approximately 1.76
securities per day.\7\ As of December 31, 2007, there were 5,561
registered broker-dealers. We estimate that on average, a broker-dealer
will have to demonstrate in its books and records that it has a net
long position or net flat position on the settlement day for which the
broker-dealer is claiming credit, 2,466,415 times per year (5,561
broker-dealers checking for compliance once per day on 1.76 securities,
multiplied by 252 trading days in a year). The total approximate
estimated annual burden hour per year will be approximately 394,626
burden hours (2,466,415 multiplied by 0.16 hours/demonstration).
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\7\ See supra note 1.
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Please note that an agency may not conduct or sponsor, and a person
is not required to respond to, a collection of information unless it
displays a currently valid OMB control number. We submitted the
collection of information to OMB for review and approval in accordance
with 44 U.S.C. 3507(j) and 5 CFR 1320.13. The title for the collection
of information is ``Rule 204'' and the OMB control number for the
collection of information is 3235-0647.
General 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 by sending an e-mail to: Shagufta_Ahmed@omb.eop.gov; and (ii) Charles Boucher, Director/Chief Information
Officer, Securities and Exchange Commission, c/o Shirley Martinson,
6432 General Green Way, Alexandria, Virginia 22312 or send an e-mail
to: PRA_Mailbox@sec.gov. Comments must be submitted within 30 days of
this notice.
Dated: October 5, 2009.
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9-24358 Filed 10-8-09; 8:45 am]
BILLING CODE 8011-01-P