Self-Regulatory Organizations; Financial Industry Regulatory Authority, Inc.; Notice of Filing of Proposed Rule Change as Modified by Amendment No. 2 To Adopt FINRA Rule 2380 To Limit the Leverage Ratio Offered by Broker-Dealers for Certain Forex Transactions, 64776-64778 [E9-29131]
Download as PDF
64776
Federal Register / Vol. 74, No. 234 / Tuesday, December 8, 2009 / Notices
for inspection and copying at the
principal office of FINRA. 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–FINRA–
2009–084 and should be submitted on
or before December 29, 2009.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9–29130 Filed 12–7–09; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–61090; File No. SR–FINRA–
2009–040]
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Notice of Filing of
Proposed Rule Change as Modified by
Amendment No. 2 To Adopt FINRA
Rule 2380 To Limit the Leverage Ratio
Offered by Broker-Dealers for Certain
Forex Transactions
December 1, 2009.
WReier-Aviles on DSKGBLS3C1PROD with NOTICES
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (‘‘Act’’
or ‘‘Exchange Act’’) 1 and Rule 19b–4
thereunder,2 notice is hereby given that
on June 4, 2009, Financial Industry
Regulatory Authority, Inc. (‘‘FINRA’’)
(f/k/a National Association of Securities
Dealers, Inc. (‘‘NASD’’)) filed with the
Securities and Exchange Commission
(‘‘SEC’’ or ‘‘Commission’’) the proposed
rule change as described in Items I, II,
and III below, which Items have been
substantially prepared by FINRA. The
proposal was published for comment in
the Federal Register on July 6, 2009.3
The Commission received 12 comments
on the proposal.4 FINRA responded to
the comment letters 5 and filed
Amendment No. 1 to the proposed rule
change on August 27, 2009. On
November 12, 2009, FINRA filed
Amendment No. 2 to the proposed rule
10 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 Exchange Act Release No. 60172 (June 25, 2009),
74 FR 32022 (July 6, 2009).
4 See infra note 21.
5 Letter from Gary L. Goldsholle, Vice President
and Associate General Counsel, FINRA, to Elizabeth
M. Murphy, Secretary, Commission, dated August
27, 2009 (‘‘FINRA Response’’).
1 15
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17:48 Dec 07, 2009
Jkt 220001
change.6 The Commission is publishing
this notice to solicit comments on the
proposed rule change as modified by
Amendment No. 2 from interested
persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
FINRA is proposing to adopt FINRA
Rule 2380 to prohibit any member firm
from permitting a customer to: (1)
Initiate any forex position with a
leverage ratio of greater than 4 to 1; and
(2) withdraw money from an open forex
position that would cause the leverage
ratio for such position to be greater than
4 to 1. In addition, FINRA proposes to
exempt from the proposed leverage
limitation any security as defined in
Section 3(a)(10) of the Securities
Exchange Act of 1934.
The text of the proposed rule change
is available on FINRA’s Web site at
https://www.finra.org, at the principal
office of FINRA 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,
FINRA 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. FINRA has prepared
summaries, set forth in sections A, B,
and C below, of 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
FINRA is proposing to limit the
leverage ratio offered by broker-dealers
for certain forex transactions to no more
than 4 to 1. Amendment No. 2 modifies
the proposed leverage limitation from
the original proposed rule change of 1.5
to 1 to 4 to 1, and makes conforming
changes to Supplementary Material .01.7
In addition, FINRA proposes in
Amendment No. 2 to exempt from the
leverage limitation any security as
defined in Section 3(a)(10) of the
Securities Exchange Act of 1934, by
adding paragraph (b) to the proposed
rule change. Finally, Amendment No. 2
to the proposed rule change
6 Amendment
No. 2 replaced and superseded
Amendment No. 1 in its entirety.
7 See supra note 3.
PO 00000
Frm 00117
Fmt 4703
Sfmt 4703
redesignates original paragraph (b) as
paragraph (c) with no other
modifications to the definitions
contained in proposed paragraph (c).
FINRA is proposing to limit the
leverage ratio offered by broker-dealers
for certain forex transactions to no more
than 4 to 1. The proposed rule change
addresses forex transactions in the offexchange spot contract market. This
market has grown in recent years
following the passage of the Commodity
Futures Modernization Act of 2000
(‘‘CFMA’’), which permits certain
enumerated entities, including brokerdealers, to act as counterparties to a
retail forex contract.8 While most of the
growth in this area has been
concentrated in the futures commission
merchant (‘‘FCM’’) channel, recent
changes in legislation have brought
greater interest to forex by brokerdealers.9 The proposed rule change
seeks to limit investor losses resulting
from small changes in the exchange rate
of a foreign currency and is intended to
reduce the risks of excessive
speculation.
Paragraph (a) of the proposed rule
change states that no member shall
permit a customer to initiate a forex
position (as defined below) with a
leverage ratio greater than 4 to 1. Thus,
at the time a customer initiates a forex
position, the customer must deposit at
least 1⁄4 of the notional value of the
contract. Using the example in
supplementary material .01, a customer
entering into a forex contract
representing $500,000 of a foreign
currency must have an initial deposit of
at least $125,000. The proposed rule
change differs from the leverage limits
in the FCM channel, where depending
on the foreign currency selected, a
customer at 400 to 1 leverage would
need only an initial deposit of $1,875.
In addition, paragraph (a) also states
that ‘‘no member shall permit a
customer to withdraw money from an
open forex position that would cause
the leverage ratio for such position to be
greater than 4 to 1.’’ This provision is
intended to prevent a customer from
depositing funds at the initiation of the
forex position and then immediately
withdrawing them once the position is
established. If a customer were
permitted to withdraw the funds once a
position is established, the leverage
limitation could easily be circumvented
as the same deposit could be used to
establish multiple forex positions.
8 Commodity Futures Modernization Act of 2000,
Pub. L. 106–554, 114 Stat. 2763, 2763A–378 (2001).
9 See CFTC Reauthorization Act of 2008, Pub. L.
110–246, 122 Stat. 1651 (2008).
E:\FR\FM\08DEN1.SGM
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Federal Register / Vol. 74, No. 234 / Tuesday, December 8, 2009 / Notices
The limitation on a customer’s ability
to withdraw funds that would cause the
leverage ratio to exceed 4 to 1 differs
from a maintenance margin requirement
in that an adverse movement in a
customer’s forex contract will not
necessitate the deposit of additional
funds. The intra-day and day-to-day
pricing changes of a forex contract may
cause a customer to have a leverage ratio
greater than 4 to 1. So long as a
customer does not withdraw funds from
those initially used to establish the
position, a leverage ratio may exceed 4
to 1. FINRA considered imposing a
maintenance margin requirement but
determined that the level of initial
deposit was sufficiently high that a
maintenance margin requirement was
not necessary.
The proposed rule change does not
impact existing rules addressing the
necessary customer funds to enter into
and maintain a forex position. For
example, Regulation T does not have
margin requirements for forex and
allows a customer to obtain nonpurpose
credit in a good faith account to effect
and carry transactions in forex.10
However, it should be noted that any
funds deposited in a margin account to
maintain a forex position or any account
equity derived from a forex position
may not be used to purchase securities
in that account.
Paragraph (b) of the proposed rule
change exempts from the leverage
limitation any security as defined in
Section 3(a)(10) of the Securities
Exchange Act of 1934.
Paragraph (c) of the proposed rule
change establishes the key definitions.
The term ‘‘forex’’ is defined to mean a
foreign currency spot, forward, future,
option or any other agreement, contract,
or transaction in foreign currency that:
(1) Is offered or entered into on a
leveraged basis, or financed by the
offeror, the counter party, or a person
acting in concert with such person, (2)
offered to or entered into with persons
that are not eligible contract
participants; 11 and (3) not executed on
or subject to the rules of a contract
market,12 derivatives transaction
execution facility,13 national securities
WReier-Aviles on DSKGBLS3C1PROD with NOTICES
10 12
CFR 220.6.
11 ‘‘Eligible Contract Participants’’ (‘‘ECPs’’)
include regulated entities such as financial
institutions, insurance companies, investment
companies and broker-dealers. Certain corporations
and individuals qualify as ECPs by meeting the
requirements under the statute. See 7 U.S.C. 1a(12).
12 ‘‘Contract markets’’ are markets that are
designated by the CFTC that meet the criteria in
Section 5 of the Commodity Exchange Act. See 7
U.S.C. 7.
13 ‘‘Derivatives transaction execution facilities’’
(‘‘DTEFs’’) are CFTC-registered trading facilities
that limit access primarily to institutional or
VerDate Nov<24>2008
15:16 Dec 07, 2009
Jkt 220001
exchange,14 or foreign board of trade.15
FINRA’s definition of forex is similar to
the National Futures Association’s
(‘‘NFA’’) definition of forex 16 and to
amended Section 2(c)(2) of the
Commodity Exchange Act which sets
forth the scope of the Commodity
Futures Trading Commission’s
(‘‘CFTC’’) rulemaking jurisdiction.17
The FINRA definition, however, does
not contain an exclusion for certain spot
and forward contracts found in the NFA
and CFTC definitions, which were
included due to CFTC jurisdictional
limitations.18
Paragraph (c) also defines the term
‘‘leverage ratio’’ to mean the fraction
represented by the numerator which is
the notional value of a forex transaction,
and the denominator, which is the
amount of good faith deposit or account
equity required from the customer for a
forex position. For example, if the
notional value of a forex contract is
$250,000, and the customer deposits
$200,000, the leverage ratio would be
1.25 to 1.
FINRA will announce the effective
date of the proposed rule change in a
Regulatory Notice to be published no
later than 60 days following
Commission approval. The effective
date will be 30 days following
publication of the Regulatory Notice
announcing Commission approval.
2. Statutory Basis
FINRA believes that the proposed rule
change is consistent with the provisions
of Section 15A(b)(6) of the Act,19 which
requires, among other things, that
FINRA rules must be designed to
prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, and, in
general, to protect investors and the
public interest. FINRA believes that the
proposed rule change is consistent with
the provisions of the Act noted above in
that it will limit leverage ratios,
requiring greater initial deposits that
will substantially reduce the likelihood
that any small adverse percentage
change in the exchange rate of a foreign
currency will cause an investor’s funds
otherwise eligible traders and/or limit the products
traded. See 7 U.S.C. 7a.
14 A ‘‘national securities exchange’’ is a securities
exchange that has registered with the SEC under
Section 6 of the Exchange Act. See 15 U.S.C. 78f.
15 A ‘‘foreign board of trade’’ means any
organized exchange or trading facility located
outside of the United States.
16 NFA By-Law 1507(b).
17 See CFTC Reauthorization Act of 2008, 13101
(to be codified at 7 U.S.C. 2(c)(2)(C)(i)(I)).
18 NFA By-Law 1507(b) and CFTC
Reauthorization Act of 2008, 13101 (to be codified
at 7 U.S.C. 2(c)(2)(C)(i)(II)).
19 15 U.S.C. 78o–3(b)(6).
PO 00000
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Fmt 4703
Sfmt 4703
64777
to be wiped out. Moreover, limiting the
leverage ratios is intended to reduce the
risks of excessive speculation.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
FINRA does not believe that the
proposed rule change will result in any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
1. Proposed Rule Change as Modified by
Amendment No. 2
No written comments were either
solicited or received on the proposed
rule change as modified by Amendment
No. 2.
2. Comments Received in Response to
Original Proposed Rule Change with 1.5
to 1 Leverage Ratio
The Commission, however, solicited
comment on the original proposed rule
change which proposed a leverage ratio
of 1.5 to 1.20 The comment period ended
on July 29, 2009. The Commission
received 12 comments.21 Commenters
generally opposed the original proposed
rule change.22 Retail investors generally
opposed the original proposed rule
change stating that the original
proposed leverage ratio of 1.5 to 1
would effectively ban participation in
the forex market for most average retail
traders.23 One commenter stated that it
is up to the Federal Reserve to set
margin requirements.24 Three
commenters stated that the original
proposed leverage limitation of 1.5 to 1
was arbitrary and is unfair to duallyregistered FCM/broker-dealers.25 One
commenter suggested that duallyregistered FCM/broker-dealers be
exempted from the original proposed
leverage limitation.26 FINRA responded
to the comments and filed Amendment
20 See
supra note 3.
letters from Mike Andrews (February 8,
2009); Mike Andrews (February 8, 2009) (‘‘Andrews
2’’); Steve Gallagher et al. (February 11, 2009); Steve
Gallagher (February 11, 2009); Mary M. Jackson
(February 17, 2009); Aaron I. Cohn (February 21,
2009); George Selinsky (June 13, 2009); Ryan
Koester (June 13, 2009); Douglas W. Schriner, CEO,
Harrison Douglas, Inc. (July 20, 2009); Interactive
Brokers LLC (July 27, 2009); TD AMERITRADE, Inc
and thinkorswim Group Inc. (July 27, 2009) (‘‘TD/
thinkorswim’’); and Futures Industry Association
(July 27, 2009) (‘‘FIA’’).
22 Id.
23 Selinsky; Cohn; Gallagher et al; Gallagher;
Jackson; Koester; Andrews; Andrews 2.
24 Harrison Douglas.
25 Interactive Brokers; TD/thinkorswim; FIA.
26 Interactive Brokers.
21 See
E:\FR\FM\08DEN1.SGM
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64778
Federal Register / Vol. 74, No. 234 / Tuesday, December 8, 2009 / Notices
No. 1 on August 27, 2009.27 In its
response to comments to the original
proposed rule change, FINRA noted that
the original proposed rule change
received almost no opposition from the
retail investor community, in contrast to
the comments received in response to
FINRA Regulatory Notice 09–06 because
FINRA believes that these investors now
better understand the nature of the
proposal and the scope of FINRA’s
jurisdiction.28 In addition, FINRA stated
that the thrust of the remaining three
comment letters is to advance the
pecuniary interests of dually-registered
FCM/broker-dealers at the expense of
investor protection.29 In response to
comments and subsequent meetings
with the Commission, however, FINRA
filed Amendment No. 2 to the proposed
rule change on November 12, 2009 to
increase the proposed leverage ratio
from 1.5 to 1 to 4:1.
3. Comments Received in Response to
FINRA Regulatory Notice 09–06 with
Original Proposed 1.5 to 1 Leverage
Limitation
In addition, the original proposed rule
change was published for comment in
FINRA Regulatory Notice 09–06
(January 2009). FINRA received 109
comments in response to the Regulatory
Notice. A copy of the Regulatory Notice
is attached as Exhibit 2a, the index to
the comment letters is attached as
Exhibit 2b and copies of the comment
letters received in response to the
Regulatory Notice are attached as
Exhibit 2c.30 FINRA’s response to these
comment letters is discussed in the
Exchange Act Release No. 60172, which
solicited comment on the original
proposed rule change.31
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
WReier-Aviles on DSKGBLS3C1PROD with NOTICES
Within 35 days of the date of
publication of this notice in the Federal
Register or within such longer period (i)
as the Commission may designate up to
90 days of such date if it finds such
longer period to be appropriate and
publishes its reasons for so finding or
(ii) as to which the self-regulatory
organization consents, the Commission
will:
27 See
FINRA Response, supra note 5.
28 Id.
29 Id. FIA; Interactive Brokers; and TD/
thinkorswim.
30 All references to commenters under this Item
are to the commenters as listed in Exhibit 2b to the
proposed rule change [SR–FINRA–2009–040].
31 See supra note 3, Section II.C of original
proposed rule change.
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15:16 Dec 07, 2009
Jkt 220001
(A) By order approve such proposed
rule change, or
(B) institute proceedings to determine
whether the proposed rule change
should be disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views and
arguments concerning the proposed rule
change as modified by Amendment No.
2, 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–FINRA–2009–040 on the
subject line.
should be submitted on or before
December 29, 2009.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.32
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9–29131 Filed 12–7–09; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–61093; File No. SR–
NASDAQ–2009–103]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Modify Fees
for Members Using the NASDAQ
Options Market
Paper Comments
December 2, 2009.
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–FINRA–2009–040. 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 filing also will be
available for inspection and copying at
the principal office of FINRA. 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–FINRA–2009–040 and
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 November
23, 2009, The NASDAQ Stock Market
LLC (‘‘NASDAQ’’) 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 NASDAQ. Pursuant to
Section 19(b)(3)(A)(ii) of the Act 3 and
Rule 19b–4(f)(2) thereunder,4 NASDAQ
has designated this proposal as
establishing or changing a due, fee, or
other charge, which renders the
proposed rule change effective upon
filing. The Commission is publishing
this notice to solicit comments on the
proposed rule change from interested
persons.
PO 00000
Frm 00119
Fmt 4703
Sfmt 4703
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
NASDAQ proposes to modify pricing
for Nasdaq members using the NASDAQ
Options Market (‘‘NOM’’), Nasdaq’s
facility for the trading of standardized
equity and index options. Nasdaq will
make the proposed rule change effective
on December 1, 2009. The text of the
proposed rule change is available at
https://nasdaq.cchwallstreet.com, at
NASDAQ’s principal office, and at the
Commission’s Public Reference Room.
32 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A)(ii).
4 17 CFR 240.19b–4(f)(2).
1 15
E:\FR\FM\08DEN1.SGM
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Agencies
[Federal Register Volume 74, Number 234 (Tuesday, December 8, 2009)]
[Notices]
[Pages 64776-64778]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E9-29131]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-61090; File No. SR-FINRA-2009-040]
Self-Regulatory Organizations; Financial Industry Regulatory
Authority, Inc.; Notice of Filing of Proposed Rule Change as Modified
by Amendment No. 2 To Adopt FINRA Rule 2380 To Limit the Leverage Ratio
Offered by Broker-Dealers for Certain Forex Transactions
December 1, 2009.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act'' or ``Exchange Act'') \1\ and Rule 19b-4 thereunder,\2\ notice
is hereby given that on June 4, 2009, Financial Industry Regulatory
Authority, Inc. (``FINRA'') (f/k/a National Association of Securities
Dealers, Inc. (``NASD'')) filed with the Securities and Exchange
Commission (``SEC'' or ``Commission'') the proposed rule change as
described in Items I, II, and III below, which Items have been
substantially prepared by FINRA. The proposal was published for comment
in the Federal Register on July 6, 2009.\3\ The Commission received 12
comments on the proposal.\4\ FINRA responded to the comment letters \5\
and filed Amendment No. 1 to the proposed rule change on August 27,
2009. On November 12, 2009, FINRA filed Amendment No. 2 to the proposed
rule change.\6\ The Commission is publishing this notice to solicit
comments on the proposed rule change as modified by Amendment No. 2
from interested persons.
---------------------------------------------------------------------------
\10\ 17 CFR 200.30-3(a)(12).
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ Exchange Act Release No. 60172 (June 25, 2009), 74 FR 32022
(July 6, 2009).
\4\ See infra note 21.
\5\ Letter from Gary L. Goldsholle, Vice President and Associate
General Counsel, FINRA, to Elizabeth M. Murphy, Secretary,
Commission, dated August 27, 2009 (``FINRA Response'').
\6\ Amendment No. 2 replaced and superseded Amendment No. 1 in
its entirety.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
FINRA is proposing to adopt FINRA Rule 2380 to prohibit any member
firm from permitting a customer to: (1) Initiate any forex position
with a leverage ratio of greater than 4 to 1; and (2) withdraw money
from an open forex position that would cause the leverage ratio for
such position to be greater than 4 to 1. In addition, FINRA proposes to
exempt from the proposed leverage limitation any security as defined in
Section 3(a)(10) of the Securities Exchange Act of 1934.
The text of the proposed rule change is available on FINRA's Web
site at https://www.finra.org, at the principal office of FINRA 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, FINRA 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. FINRA has prepared summaries, set forth in sections A,
B, and C below, of 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
FINRA is proposing to limit the leverage ratio offered by broker-
dealers for certain forex transactions to no more than 4 to 1.
Amendment No. 2 modifies the proposed leverage limitation from the
original proposed rule change of 1.5 to 1 to 4 to 1, and makes
conforming changes to Supplementary Material .01.\7\ In addition, FINRA
proposes in Amendment No. 2 to exempt from the leverage limitation any
security as defined in Section 3(a)(10) of the Securities Exchange Act
of 1934, by adding paragraph (b) to the proposed rule change. Finally,
Amendment No. 2 to the proposed rule change redesignates original
paragraph (b) as paragraph (c) with no other modifications to the
definitions contained in proposed paragraph (c).
---------------------------------------------------------------------------
\7\ See supra note 3.
---------------------------------------------------------------------------
FINRA is proposing to limit the leverage ratio offered by broker-
dealers for certain forex transactions to no more than 4 to 1. The
proposed rule change addresses forex transactions in the off-exchange
spot contract market. This market has grown in recent years following
the passage of the Commodity Futures Modernization Act of 2000
(``CFMA''), which permits certain enumerated entities, including
broker-dealers, to act as counterparties to a retail forex contract.\8\
While most of the growth in this area has been concentrated in the
futures commission merchant (``FCM'') channel, recent changes in
legislation have brought greater interest to forex by broker-
dealers.\9\ The proposed rule change seeks to limit investor losses
resulting from small changes in the exchange rate of a foreign currency
and is intended to reduce the risks of excessive speculation.
---------------------------------------------------------------------------
\8\ Commodity Futures Modernization Act of 2000, Pub. L. 106-
554, 114 Stat. 2763, 2763A-378 (2001).
\9\ See CFTC Reauthorization Act of 2008, Pub. L. 110-246, 122
Stat. 1651 (2008).
---------------------------------------------------------------------------
Paragraph (a) of the proposed rule change states that no member
shall permit a customer to initiate a forex position (as defined below)
with a leverage ratio greater than 4 to 1. Thus, at the time a customer
initiates a forex position, the customer must deposit at least \1/4\ of
the notional value of the contract. Using the example in supplementary
material .01, a customer entering into a forex contract representing
$500,000 of a foreign currency must have an initial deposit of at least
$125,000. The proposed rule change differs from the leverage limits in
the FCM channel, where depending on the foreign currency selected, a
customer at 400 to 1 leverage would need only an initial deposit of
$1,875.
In addition, paragraph (a) also states that ``no member shall
permit a customer to withdraw money from an open forex position that
would cause the leverage ratio for such position to be greater than 4
to 1.'' This provision is intended to prevent a customer from
depositing funds at the initiation of the forex position and then
immediately withdrawing them once the position is established. If a
customer were permitted to withdraw the funds once a position is
established, the leverage limitation could easily be circumvented as
the same deposit could be used to establish multiple forex positions.
[[Page 64777]]
The limitation on a customer's ability to withdraw funds that would
cause the leverage ratio to exceed 4 to 1 differs from a maintenance
margin requirement in that an adverse movement in a customer's forex
contract will not necessitate the deposit of additional funds. The
intra-day and day-to-day pricing changes of a forex contract may cause
a customer to have a leverage ratio greater than 4 to 1. So long as a
customer does not withdraw funds from those initially used to establish
the position, a leverage ratio may exceed 4 to 1. FINRA considered
imposing a maintenance margin requirement but determined that the level
of initial deposit was sufficiently high that a maintenance margin
requirement was not necessary.
The proposed rule change does not impact existing rules addressing
the necessary customer funds to enter into and maintain a forex
position. For example, Regulation T does not have margin requirements
for forex and allows a customer to obtain nonpurpose credit in a good
faith account to effect and carry transactions in forex.\10\ However,
it should be noted that any funds deposited in a margin account to
maintain a forex position or any account equity derived from a forex
position may not be used to purchase securities in that account.
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\10\ 12 CFR 220.6.
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Paragraph (b) of the proposed rule change exempts from the leverage
limitation any security as defined in Section 3(a)(10) of the
Securities Exchange Act of 1934.
Paragraph (c) of the proposed rule change establishes the key
definitions. The term ``forex'' is defined to mean a foreign currency
spot, forward, future, option or any other agreement, contract, or
transaction in foreign currency that: (1) Is offered or entered into on
a leveraged basis, or financed by the offeror, the counter party, or a
person acting in concert with such person, (2) offered to or entered
into with persons that are not eligible contract participants; \11\ and
(3) not executed on or subject to the rules of a contract market,\12\
derivatives transaction execution facility,\13\ national securities
exchange,\14\ or foreign board of trade.\15\ FINRA's definition of
forex is similar to the National Futures Association's (``NFA'')
definition of forex \16\ and to amended Section 2(c)(2) of the
Commodity Exchange Act which sets forth the scope of the Commodity
Futures Trading Commission's (``CFTC'') rulemaking jurisdiction.\17\
The FINRA definition, however, does not contain an exclusion for
certain spot and forward contracts found in the NFA and CFTC
definitions, which were included due to CFTC jurisdictional
limitations.\18\
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\11\ ``Eligible Contract Participants'' (``ECPs'') include
regulated entities such as financial institutions, insurance
companies, investment companies and broker-dealers. Certain
corporations and individuals qualify as ECPs by meeting the
requirements under the statute. See 7 U.S.C. 1a(12).
\12\ ``Contract markets'' are markets that are designated by the
CFTC that meet the criteria in Section 5 of the Commodity Exchange
Act. See 7 U.S.C. 7.
\13\ ``Derivatives transaction execution facilities''
(``DTEFs'') are CFTC-registered trading facilities that limit access
primarily to institutional or otherwise eligible traders and/or
limit the products traded. See 7 U.S.C. 7a.
\14\ A ``national securities exchange'' is a securities exchange
that has registered with the SEC under Section 6 of the Exchange
Act. See 15 U.S.C. 78f.
\15\ A ``foreign board of trade'' means any organized exchange
or trading facility located outside of the United States.
\16\ NFA By-Law 1507(b).
\17\ See CFTC Reauthorization Act of 2008, 13101 (to be codified
at 7 U.S.C. 2(c)(2)(C)(i)(I)).
\18\ NFA By-Law 1507(b) and CFTC Reauthorization Act of 2008,
13101 (to be codified at 7 U.S.C. 2(c)(2)(C)(i)(II)).
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Paragraph (c) also defines the term ``leverage ratio'' to mean the
fraction represented by the numerator which is the notional value of a
forex transaction, and the denominator, which is the amount of good
faith deposit or account equity required from the customer for a forex
position. For example, if the notional value of a forex contract is
$250,000, and the customer deposits $200,000, the leverage ratio would
be 1.25 to 1.
FINRA will announce the effective date of the proposed rule change
in a Regulatory Notice to be published no later than 60 days following
Commission approval. The effective date will be 30 days following
publication of the Regulatory Notice announcing Commission approval.
2. Statutory Basis
FINRA believes that the proposed rule change is consistent with the
provisions of Section 15A(b)(6) of the Act,\19\ which requires, among
other things, that FINRA rules must be designed to prevent fraudulent
and manipulative acts and practices, to promote just and equitable
principles of trade, and, in general, to protect investors and the
public interest. FINRA believes that the proposed rule change is
consistent with the provisions of the Act noted above in that it will
limit leverage ratios, requiring greater initial deposits that will
substantially reduce the likelihood that any small adverse percentage
change in the exchange rate of a foreign currency will cause an
investor's funds to be wiped out. Moreover, limiting the leverage
ratios is intended to reduce the risks of excessive speculation.
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\19\ 15 U.S.C. 78o-3(b)(6).
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B. Self-Regulatory Organization's Statement on Burden on Competition
FINRA does not believe that the proposed rule change will result in
any burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
1. Proposed Rule Change as Modified by Amendment No. 2
No written comments were either solicited or received on the
proposed rule change as modified by Amendment No. 2.
2. Comments Received in Response to Original Proposed Rule Change with
1.5 to 1 Leverage Ratio
The Commission, however, solicited comment on the original proposed
rule change which proposed a leverage ratio of 1.5 to 1.\20\ The
comment period ended on July 29, 2009. The Commission received 12
comments.\21\ Commenters generally opposed the original proposed rule
change.\22\ Retail investors generally opposed the original proposed
rule change stating that the original proposed leverage ratio of 1.5 to
1 would effectively ban participation in the forex market for most
average retail traders.\23\ One commenter stated that it is up to the
Federal Reserve to set margin requirements.\24\ Three commenters stated
that the original proposed leverage limitation of 1.5 to 1 was
arbitrary and is unfair to dually-registered FCM/broker-dealers.\25\
One commenter suggested that dually-registered FCM/broker-dealers be
exempted from the original proposed leverage limitation.\26\ FINRA
responded to the comments and filed Amendment
[[Page 64778]]
No. 1 on August 27, 2009.\27\ In its response to comments to the
original proposed rule change, FINRA noted that the original proposed
rule change received almost no opposition from the retail investor
community, in contrast to the comments received in response to FINRA
Regulatory Notice 09-06 because FINRA believes that these investors now
better understand the nature of the proposal and the scope of FINRA's
jurisdiction.\28\ In addition, FINRA stated that the thrust of the
remaining three comment letters is to advance the pecuniary interests
of dually-registered FCM/broker-dealers at the expense of investor
protection.\29\ In response to comments and subsequent meetings with
the Commission, however, FINRA filed Amendment No. 2 to the proposed
rule change on November 12, 2009 to increase the proposed leverage
ratio from 1.5 to 1 to 4:1.
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\20\ See supra note 3.
\21\ See letters from Mike Andrews (February 8, 2009); Mike
Andrews (February 8, 2009) (``Andrews 2''); Steve Gallagher et al.
(February 11, 2009); Steve Gallagher (February 11, 2009); Mary M.
Jackson (February 17, 2009); Aaron I. Cohn (February 21, 2009);
George Selinsky (June 13, 2009); Ryan Koester (June 13, 2009);
Douglas W. Schriner, CEO, Harrison Douglas, Inc. (July 20, 2009);
Interactive Brokers LLC (July 27, 2009); TD AMERITRADE, Inc and
thinkorswim Group Inc. (July 27, 2009) (``TD/thinkorswim''); and
Futures Industry Association (July 27, 2009) (``FIA'').
\22\ Id.
\23\ Selinsky; Cohn; Gallagher et al; Gallagher; Jackson;
Koester; Andrews; Andrews 2.
\24\ Harrison Douglas.
\25\ Interactive Brokers; TD/thinkorswim; FIA.
\26\ Interactive Brokers.
\27\ See FINRA Response, supra note 5.
\28\ Id.
\29\ Id. FIA; Interactive Brokers; and TD/thinkorswim.
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3. Comments Received in Response to FINRA Regulatory Notice 09-06
with Original Proposed 1.5 to 1 Leverage Limitation
In addition, the original proposed rule change was published for
comment in FINRA Regulatory Notice 09-06 (January 2009). FINRA received
109 comments in response to the Regulatory Notice. A copy of the
Regulatory Notice is attached as Exhibit 2a, the index to the comment
letters is attached as Exhibit 2b and copies of the comment letters
received in response to the Regulatory Notice are attached as Exhibit
2c.\30\ FINRA's response to these comment letters is discussed in the
Exchange Act Release No. 60172, which solicited comment on the original
proposed rule change.\31\
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\30\ All references to commenters under this Item are to the
commenters as listed in Exhibit 2b to the proposed rule change [SR-
FINRA-2009-040].
\31\ See supra note 3, Section II.C of original proposed rule
change.
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III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Within 35 days of the date of publication of this notice in the
Federal Register or within such longer period (i) as the Commission may
designate up to 90 days of such date if it finds such longer period to
be appropriate and publishes its reasons for so finding or (ii) as to
which the self-regulatory organization consents, the Commission will:
(A) By order approve such proposed rule change, or
(B) institute proceedings to determine whether the proposed rule
change should be disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views and
arguments concerning the proposed rule change as modified by Amendment
No. 2, 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-FINRA-2009-040 on the subject line.
Paper Comments
Send paper comments in triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange Commission, 100 F Street, NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-FINRA-2009-040. 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 filing also will be available for
inspection and copying at the principal office of FINRA. 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-FINRA-2009-040 and should be
submitted on or before December 29, 2009.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\32\
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\32\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9-29131 Filed 12-7-09; 8:45 am]
BILLING CODE 8011-01-P