Proposed Information Collection; Comment Request, 61117-61118 [E9-28043]
Download as PDF
Federal Register / Vol. 74, No. 224 / Monday, November 23, 2009 / Notices
In response to Eurex’s request, the
Commissions believe that certain
volatility indexes should be excluded
from the definition of ‘‘narrow-based
security index’’ if the index options
used to calculate the magnitude of
change in the level of the underlying
broad-based security index are listed for
trading on an exchange and pricing
information for the underlying broadbased security index, and options on
such index, is computed and
disseminated in real-time though major
market data vendors. For purposes of
this Order, the Commissions would
consider such pricing information to be
current, accurate, and publicly
available.
The Commissions believe that, when
pricing information for the index
underlying a volatility index and for the
index options that compose the
volatility index is current, accurate, and
publicly available, it would minimize
the ability to manipulate the index
options used to calculate the volatility
index. As a result, futures contracts on
such a volatility index would not be
readily susceptible to manipulation.
Therefore, the Commissions believe
that an alternative to the sixth condition
in the 2004 Joint Order, which requires
that the component securities of a
volatility index (i.e., options on the
underlying broad-based index) be listed
for trading on a national securities
exchange registered pursuant to
Exchange Act Section 6(a), would be
appropriate in certain circumstances.
The Commissions believe that it is
appropriate to permit the component
securities of a volatility index to be
listed for trading on any exchange,
provided that pricing information for
the underlying broad-based security
index, and the options on such index
that compose the volatility index, is
current, accurate, and publicly
available. Specifically, the new sixth
condition would require such pricing
information to be computed and
disseminated in real-time through major
market data vendors.
In addition to the alternative sixth
condition discussed above, a volatility
index would have to satisfy the other
conditions in the 2004 Joint Order,
which are set forth below.14 The
Commissions also reaffirm the rationale
for those conditions stated in the 2004
Joint Order.
Accordingly,
It is ordered, pursuant to Section
1a(25)(B)(vi) of the CEA and Section
3(a)(55)(C)(vi) of the Exchange Act, that
an index is not a narrow-based security
index and is therefore a broad-based
security index, if:
(1) The index measures the magnitude
of changes in the level of an underlying
broad-based security index that is not a
narrow-based security index as that
term is defined in Section 1a(25) of the
CEA and Section 3(a)(55) of the
Exchange Act over a defined period of
time, which magnitude is calculated
using the prices of options on the
underlying broad-based security index
and represents (a) an annualized
standard deviation of percent changes in
the level of the underlying broad-based
security index, (b) an annualized
variance of percent changes in the level
of the underlying broad-based security
index, or (c) on a non-annualized basis,
either the standard deviation or the
variance of percent changes in the level
of the underlying broad-based security
index;
(2) The volatility index has more than
nine component securities, all of which
are options on the underlying broadbased security index;
(3) No component security of the
volatility index comprises more than
30% of the volatility index’s weighting;
(4) The five highest weighted
component securities of the volatility
index in the aggregate do not comprise
more than 60% of the volatility index’s
weighting;
(5) The average daily trading volume
of the lowest weighted component
securities in the underlying broad-based
security index upon which the volatility
index is calculated (those comprising, in
12 See 2004 Joint Order, supra note 7, 69 FR at
16901.
13 See id.
14 The Commissions note that nothing in this joint
order should be construed as repealing or otherwise
revoking the 2004 Joint Order.
meets all the conditions set forth in the
2004 Joint Order, except the sixth
condition, which requires that
‘‘[o]ptions on the Underlying BroadBased Security Index * * * [be] listed
and traded on a national securities
exchange registered under section 6(a)
of the Exchange Act.’’ 12 The
Commissions note that a volatility index
based on index options traded on a
foreign exchange, such as the VDAX–
NEW®, would be unable to satisfy this
condition.
In the 2004 Joint Order the
Commissions stated, with respect to the
sixth condition, that:
jlentini on DSKJ8SOYB1PROD with NOTICES
Given the novelty of volatility indexes, the
Commissions believe at this time that it is
appropriate to limit the component securities
to those index options that are listed for
trading on a national securities exchange
where the Commissions know pricing
information is current, accurate and publicly
available.13
VerDate Nov<24>2008
16:37 Nov 20, 2009
Jkt 220001
PO 00000
Frm 00015
Fmt 4703
Sfmt 4703
61117
the aggregate, 25% of the underlying
broad-based security index’s weighting)
has a dollar value of more than
$50,000,000 (or $30,000,000 in the case
of an underlying broad-based security
index with 15 or more component
securities), except if there are two or
more securities with equal weighting
that could be included in the
calculation of the lowest weighted
component securities comprising, in the
aggregate, 25% of the underlying broadbased security index’s weighting, such
securities shall be ranked from lowest to
highest dollar value of average daily
trading volume and shall be included in
the calculation based on their ranking
starting with the lowest ranked security;
(6) The index options used to
calculate the magnitude of change in the
level of the underlying broad-based
security index are listed for trading on
an exchange and pricing information for
the underlying broad-based security
index, and options on such index, is
computed and disseminated in real-time
through major market data vendors; and
(7) The aggregate average daily trading
volume in options on the underlying
broad-based security index is at least
10,000 contracts calculated as of the
preceding 6 full calendar months.
By the Commodity Futures Trading
Commission.
Dated: November 17, 2009.
David A. Stawick,
Secretary.
By the Securities and Exchange
Commission.
Dated: November 17, 2009.
Elizabeth M. Murphy,
Secretary.
[FR Doc. E9–28101 Filed 11–20–09; 8:45 am]
BILLING CODE 6351–01–P, 8011–01–P
CORPORATION FOR NATIONAL AND
COMMUNITY SERVICE
Proposed Information Collection;
Comment Request
AGENCY: Corporation for National and
Community Service.
ACTION: Notice.
SUMMARY: The Corporation for National
and Community Service (hereinafter the
‘‘Corporation’’), as part of its continuing
effort to reduce paperwork and
respondent burden, conducts a preclearance consultation program to
provide the general public and federal
agencies with an opportunity to
comment on proposed and/or
continuing collections of information in
accordance with the Paperwork
Reduction Act of 1995 (PRA95) (44
E:\FR\FM\23NON1.SGM
23NON1
61118
Federal Register / Vol. 74, No. 224 / Monday, November 23, 2009 / Notices
U.S.C. Sec. 3506(c)(2)(A)). This program
helps to ensure that requested data can
be provided in the desired format,
reporting burden (time and financial
resources) is minimized, collection
instruments are clearly understood, and
the impact of collection requirement on
respondents can be properly assessed.
Currently, the Corporation is
soliciting comments concerning a smallscale pilot for an online reporting
system that grantees can use to calculate
the return on investment (ROI) for their
volunteer recruitment and management
activities. About fifty organizations will
participate in the pilot. During the last
six months of the pilot, participating
organizations will use the system twice
to report data on their organization’s
activities, and will provide feedback to
the system’s developers.
Copies of the information collection
requests can be obtained by contacting
the office listed in the addresses section
of this notice.
DATES: Written comments must be
submitted to the individual and office
listed in the ADDRESSES section by
January 22, 2010.
ADDRESSES: You may submit comments,
identified by the title of the information
collection activity, by any of the
following methods:
(1) By mail sent to: Corporation for
National and Community Service,
Department of Research and Policy
Development; Attention Nathan Dietz,
Research Associate/Statistician, Room
10907; 1201 New York Avenue, NW.,
Washington, DC 20525.
(2) By hand delivery or by courier to
the Corporation’s mailroom at Room
8100 at the mail address given in
paragraph (1) above, between 9 a.m. and
4 p.m. Monday through Friday, except
Federal holidays.
(3) By fax to: (202) 565–2787,
Attention Nathan Dietz, Research
Associate/Statistician.
(4) Electronically through the
Corporation’s e-mail address system:
ndietz@cns.gov.
jlentini on DSKJ8SOYB1PROD with NOTICES
FOR FURTHER INFORMATION CONTACT:
Nathan Dietz, (202) 606–6633, or by email at ndietz@cns.gov.
SUPPLEMENTARY INFORMATION: The
Corporation is particularly interested in
comments that:
VerDate Nov<24>2008
16:37 Nov 20, 2009
Jkt 220001
• Evaluate whether the proposed
collection of information is necessary
for the proper performance of the
functions of the Corporation, including
whether the information will have
practical utility;
• Evaluate the accuracy of the
agency’s estimate of the burden of the
proposed collection of information,
including the validity of the
methodology and assumptions used;
• Enhance the quality, utility, and
clarity of the information to be
collected; and
• Minimize the burden of the
collection of information on those who
are expected to respond, including the
use of appropriate automated,
electronic, mechanical, or other
technological collection techniques or
other forms of information technology
(e.g., permitting electronic submissions
of responses).
Background
The Corporation has entered into a
cooperative agreement with the National
Council on Aging (NCOA) to adapt its
SMART (Strategic Metrics and Results
Tracking) system for use by Corporation
grantees and subgrantees. The goal is to
develop a system that all Corporation
projects can use to calculate the return
on investment for the time and
resources they devote to recruiting and
managing volunteers.
Current Action
During the first year for this project,
NCOA will:
• Build and test an online tool
customized to calculate the return on
investment for volunteer recruitment
and management for CNCS projects;
• Orient and train subsequent pilot
participants in the use of the reporting
tool;
• Work with participating grantees on
a six-month pilot of the tool; and
• Prepare the tool for a broad-based
rollout that will facilitate collection of
ROI data among a larger number of
CNCS grantees.
Type of Review: New collection.
Agency: Corporation for National and
Community Service.
Title: Pilot for Volunteer Management
ROI Measurement System.
OMB Number: None.
Agency Number: None.
PO 00000
Frm 00016
Fmt 4703
Sfmt 4703
Affected Public: Selected recipients of
CNCS program grants and subgrants.
Total Respondents: 50.
Frequency: Twice annually.
Average Time per Response: 4 hours.
Estimated Total Burden Hours: 400
hours.
Total Burden Cost (capital/startup):
None.
Total Burden Cost (operating/
maintenance): None.
Comments submitted in response to
this notice will be summarized and/or
included in the request for Office of
Management and Budget approval of the
information collection request; they will
also become a matter of public record.
Dated: November 17, 2009.
Robert T. Grimm, Jr.,
Director of Research and Policy Development.
[FR Doc. E9–28043 Filed 11–20–09; 8:45 am]
BILLING CODE 6050–$$–P
DEPARTMENT OF DEFENSE
Office of the Secretary
[Transmittal Nos. 09–55, 09–56, 09–58, 09–
62, and 09–64]
36(b)(1) Arms Sales Notification
AGENCY: Defense Security Cooperation
Agency, DoD.
ACTION: Notice.
SUMMARY: The Department of Defense is
publishing the unclassified text of five
section 36(b)(1) arms sales notifications.
This is published to fulfill the
requirements of section 155 of Public
Law 104–164 dated 21 July 1996.
FOR FURTHER INFORMATION CONTACT: Ms.
B. English, DSCA/DBO/CFM, (703) 601–
3740.
SUPPLEMENTARY INFORMATION: The
following are copies of letters to the
Speaker of the House of Representatives,
Transmittals 09–55, 09–56, 09–58, 09–
62, and 09–64 with attached transmittal,
policy justification, and Sensitivity of
Technology.
Dated: November 18, 2009.
Mitchell S. Bryman,
Alternate OSD Federal Register Liaison
Officer, Department of Defense.
BILLING CODE 5001–06–P
E:\FR\FM\23NON1.SGM
23NON1
Agencies
[Federal Register Volume 74, Number 224 (Monday, November 23, 2009)]
[Notices]
[Pages 61117-61118]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E9-28043]
=======================================================================
-----------------------------------------------------------------------
CORPORATION FOR NATIONAL AND COMMUNITY SERVICE
Proposed Information Collection; Comment Request
AGENCY: Corporation for National and Community Service.
ACTION: Notice.
-----------------------------------------------------------------------
SUMMARY: The Corporation for National and Community Service
(hereinafter the ``Corporation''), as part of its continuing effort to
reduce paperwork and respondent burden, conducts a pre-clearance
consultation program to provide the general public and federal agencies
with an opportunity to comment on proposed and/or continuing
collections of information in accordance with the Paperwork Reduction
Act of 1995 (PRA95) (44
[[Page 61118]]
U.S.C. Sec. 3506(c)(2)(A)). This program helps to ensure that requested
data can be provided in the desired format, reporting burden (time and
financial resources) is minimized, collection instruments are clearly
understood, and the impact of collection requirement on respondents can
be properly assessed.
Currently, the Corporation is soliciting comments concerning a
small-scale pilot for an online reporting system that grantees can use
to calculate the return on investment (ROI) for their volunteer
recruitment and management activities. About fifty organizations will
participate in the pilot. During the last six months of the pilot,
participating organizations will use the system twice to report data on
their organization's activities, and will provide feedback to the
system's developers.
Copies of the information collection requests can be obtained by
contacting the office listed in the addresses section of this notice.
DATES: Written comments must be submitted to the individual and office
listed in the ADDRESSES section by January 22, 2010.
ADDRESSES: You may submit comments, identified by the title of the
information collection activity, by any of the following methods:
(1) By mail sent to: Corporation for National and Community
Service, Department of Research and Policy Development; Attention
Nathan Dietz, Research Associate/Statistician, Room 10907; 1201 New
York Avenue, NW., Washington, DC 20525.
(2) By hand delivery or by courier to the Corporation's mailroom at
Room 8100 at the mail address given in paragraph (1) above, between 9
a.m. and 4 p.m. Monday through Friday, except Federal holidays.
(3) By fax to: (202) 565-2787, Attention Nathan Dietz, Research
Associate/Statistician.
(4) Electronically through the Corporation's e-mail address system:
ndietz@cns.gov.
FOR FURTHER INFORMATION CONTACT: Nathan Dietz, (202) 606-6633, or by e-
mail at ndietz@cns.gov.
SUPPLEMENTARY INFORMATION: The Corporation is particularly interested
in comments that:
Evaluate whether the proposed collection of information is
necessary for the proper performance of the functions of the
Corporation, including whether the information will have practical
utility;
Evaluate the accuracy of the agency's estimate of the
burden of the proposed collection of information, including the
validity of the methodology and assumptions used;
Enhance the quality, utility, and clarity of the
information to be collected; and
Minimize the burden of the collection of information on
those who are expected to respond, including the use of appropriate
automated, electronic, mechanical, or other technological collection
techniques or other forms of information technology (e.g., permitting
electronic submissions of responses).
Background
The Corporation has entered into a cooperative agreement with the
National Council on Aging (NCOA) to adapt its SMART (Strategic Metrics
and Results Tracking) system for use by Corporation grantees and
subgrantees. The goal is to develop a system that all Corporation
projects can use to calculate the return on investment for the time and
resources they devote to recruiting and managing volunteers.
Current Action
During the first year for this project, NCOA will:
Build and test an online tool customized to calculate the
return on investment for volunteer recruitment and management for CNCS
projects;
Orient and train subsequent pilot participants in the use
of the reporting tool;
Work with participating grantees on a six-month pilot of
the tool; and
Prepare the tool for a broad-based rollout that will
facilitate collection of ROI data among a larger number of CNCS
grantees.
Type of Review: New collection.
Agency: Corporation for National and Community Service.
Title: Pilot for Volunteer Management ROI Measurement System.
OMB Number: None.
Agency Number: None.
Affected Public: Selected recipients of CNCS program grants and
subgrants.
Total Respondents: 50.
Frequency: Twice annually.
Average Time per Response: 4 hours.
Estimated Total Burden Hours: 400 hours.
Total Burden Cost (capital/startup): None.
Total Burden Cost (operating/maintenance): None.
Comments submitted in response to this notice will be summarized
and/or included in the request for Office of Management and Budget
approval of the information collection request; they will also become a
matter of public record.
Dated: November 17, 2009.
Robert T. Grimm, Jr.,
Director of Research and Policy Development.
[FR Doc. E9-28043 Filed 11-20-09; 8:45 am]
BILLING CODE 6050-$$-P