Self-Regulatory Organizations; National Securities Clearing Corporation; Notice of Filing and Order Granting Accelerated Approval of Proposed Rule Change To Amend Rules Relating to the Settlement Timing of Partial Transfers Which Include Mutual Fund Assets Through NSCC's Automated Customer Account Transfer Service, 60950-60952 [2011-25195]
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60950
Federal Register / Vol. 76, No. 190 / Friday, September 30, 2011 / Notices
PROCEDURAL SCHEDULE—Continued
December 1, 2011 ...............
December 8, 2011 ...............
January 6, 2012 ...................
Deadline for reply briefs in response to answering briefs (see 39 CFR 3001.115(d)).
Deadline for motions by any party requesting oral argument; the Commission will schedule oral argument only
when it is a necessary addition to the written filings (see 39 CFR 3001.116).
Expiration of the Commission’s 120-day decisional schedule (see 39 U.S.C. 404(d)(5)).
Automated Customer Account Transfer
Service.
[FR Doc. 2011–25263 Filed 9–29–11; 8:45 am]
BILLING CODE 7710–FW–P
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–65401; File No. SR–NSCC–
2011–07]
Self-Regulatory Organizations;
National Securities Clearing
Corporation; Notice of Filing and Order
Granting Accelerated Approval of
Proposed Rule Change To Amend
Rules Relating to the Settlement
Timing of Partial Transfers Which
Include Mutual Fund Assets Through
NSCC’s Automated Customer Account
Transfer Service
September 26, 2011.
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
September 12, 2011, National Securities
Clearing Corporation (‘‘NSCC’’) filed
with the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I and II below, which Items have
been prepared primarily by NSCC.3 The
Commission is publishing this notice
and order to solicit comments on the
proposed rule change from interested
persons and to grant accelerated
approval.
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
The purpose of this proposed rule
change is to amend NSCC’s rules
regarding an adjustment to the
settlement timing of partial transfers of
mutual fund assets 4 through NSCC’s
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 The text of the proposed rule change is attached
as Exhibit 5 to NSCC’s filing, which is available at
https://www.dtcc.com/downloads/legal/rule_filings/
2011/nscc/2011-07.pdf.
4 For purposes of this rule filing, the term
‘‘mutual fund assets’’ means Fund/Serv Eligible
Assets, as that term is defined under Rule 1 of
NSCC’s Rules and Procedures. Pursuant to Rule 3,
Section 1(c) of NSCC’s Rules, a Fund/Serv Eligible
Fund must be assigned a CUSIP number, and may
only be: (i) An investment company regulated
under the Investment Company Act of 1940; (ii) a
fund or other pooled investment entity that is
subject to regulation under applicable federal and
state banking and/or insurance law; or (iii) a fund
mstockstill on DSK4VPTVN1PROD with NOTICES
2 17
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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 these statements.5
(A) Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
Since its inception in 1985, NSCC’s
Automated Account Transfer System
(‘‘ACATS’’) 6 has provided NSCC
members with an efficient automated
means for the prompt transfer of
customer accounts between members.
NSCC, in consultation with the
industry,7 is proposing to adjust the
processing schedule related to ACATS
in order to reduce the risk associated
with a partial transfer that includes
mutual fund assets processed through
NSCC’s Fund/SERV service 8 and
or other pooled investment entity subject to
regulation under other applicable law which meets
criteria established by NSCC from time to time.
5 The Commission has modified the text of the
summaries prepared by NSCC.
6 Through ACATS, an NSCC member to whom a
customer’s securities account is to be transferred
(‘‘Receiving Member’’) initiates the account transfer
process by submitting a Transfer Initiation Request
(‘‘TIF’’) to NSCC. When an NSCC member currently
holding the customer account accepts a customer
account transfer (‘‘Delivering Member’’) and all
other preconditions to the processing of an ACATS
transfer pursuant to NSCC’s Rules have been met,
NSCC will enter CNS-eligible securities in that
account into NSCC’s CNS Accounting Operation
(‘‘CNS’’) prior to the settlement cycle on the day
before settlement date. ‘‘Non-CNS ACATS’’
transactions will be settled either through or away
from NSCC depending on the asset type. See Rule
50 (Automated Customer Account Transfer
Service).
7 NSCC has engaged in extensive consultations
with the Securities Industry and Financial Markets
Association’s (‘‘SIFMA’’) Customer Account
Division and Securities Operations Division
regarding this proposed rule change.
8 NSCC processes and settles mutual fund
transactions through Fund/SERV. NSCC members
PO 00000
Frm 00152
Fmt 4703
Sfmt 4703
ACATS. Specifically, the proposed rule
change would revise NSCC rules so that
the last day a ‘‘Fund Member’’ or
‘‘Mutual Fund Processor,’’ as
applicable,9 would be permitted to
respond to a mutual fund reregistration
request submitted through Fund/SERV
is aligned with the ACATS settlement
date for the transfer. As more fully
described below, the proposed rule
change should reduce the likelihood
that a transaction could be responded to
by the applicable Fund Member or
Mutual Fund Processor after settlement
occurs, which might otherwise create
risk and complicate the reversal of
incentive charges in the event of the
default of a party to the transaction.
(1) Current Non-CNS ACATS Process
For non-CNS eligible securities
transferred through ACATS (on brokerto-broker transfers only), on ACATS
settlement date NSCC automatically
debits the Delivering Member with the
market value of the assets being
transferred through ACATS and credits
the Receiving Member with the same
amount.10 The actual transfer of the
assets occurs for value, so that the
original debits and credits associated
with the transfer are offset. This process
provides incentive to the Delivering
Member to complete delivery in a
timely manner and also allows the
Receiving Member to record the
customer position on its records
regardless of whether the security is
actually delivered on settlement date.
For non-CNS eligible securities
transferred through ACATS, NSCC does
can utilize the automated, standardized formats and
centralized platform of Fund/SERV to complete
order entry (purchases, exchanges and redemptions)
as well as confirmations, registrations and money
settlement. NSCC’s Rule 52 (Mutual Fund Services).
9 A ‘‘Fund Member’’ is an NSCC limited
membership type defined in NSCC Rule 2 that
participates in NSCC’s mutual fund services acting
as: (A) A mutual fund’s: (1) Principal underwriter,
(2) co-distributor, (3) sub-distributor; or (B) an
entity that is otherwise authorized to process
transactions on behalf of a mutual fund. A ‘‘Mutual
Fund Processor’’ is a member authorized to act on
behalf of a mutual fund in accordance with NSCC
Rule 52.
10 CNS-eligible securities or non-CNS eligible
securities refers to securities that are eligible or not
eligible, respectively, for processing through
NSCC’s Continuous Net Settlement system (‘‘CNS’’).
CNS system is an automated book-entry accounting
system for securities transactions that allows each
security in CNS to be netted to one position per
participant, with NSCC as its central counterparty.
See Rule 11 of NSCC Rules and Procedures.
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30SEN1
Federal Register / Vol. 76, No. 190 / Friday, September 30, 2011 / Notices
not guarantee the transfer debits and
credits so if a member fails to meet its
settlement obligation, reversals of the
money incentive debits and credits in
ACATS may be required as part of
NSCC’s close-out process.
mstockstill on DSK4VPTVN1PROD with NOTICES
(2) ACATS and Fund/SERV Interface
and Settlement Timing
The combined use of ACATS and
Fund/SERV for the transfer of customer
mutual fund assets between brokers
(referred to as the ‘‘ACATS-Fund/SERV
Interface’’) is a non-CNS, ACATS
process where both the reregistration of
mutual fund securities and associated
money settlement of ACATS-Fund/
SERV transactions are processed
through NSCC’s systems. Through this
process, after both parties to the transfer
have agreed to the transaction details
ACATS creates a Fund/SERV record
containing reregistration instructions
and detailed information provided by
the Delivering Member regarding how
the asset is currently held. This record
is sent to the applicable Fund Member
or Mutual Fund Processor. On ACATS
settlement date, the Delivering Member
of the mutual fund asset is debited the
market value of the asset and the
Receiving Member is credited the
market value of the asset. Any
acceptance or rejection by the receiving
Fund Member/Mutual Fund Processor is
delivered through NSCC’s Fund/SERV
and is relayed to ACATS. In the case of
an acceptance, NSCC offsets any
incentive debits and credits with reverse
entries. However, in the case of a
rejection or a failure to respond to the
transfer request, the incentive charges
are carried into money settlement.11
Currently in ACATS, full account
transfers and partial account transfers
have different settlement dates. A full
account transfer has a two-day
settlement cycle. A partial account
transfer has a one-day settlement cycle;
however, Fund/SERV always provides
the receiving Fund Member/Mutual
Fund Processor with a two-day response
period to acknowledge or reject a
transfer.12 Thus, for a full transfer, the
11 In the case of a rejection or no response by the
receiving Fund Member/Mutual Fund Processor, it
is the direct responsibility of the Receiving Member
and Delivering Member to effect the reregistration
of the asset outside of the ACATS-Fund/SERV
interface and to reconcile any incentive charges that
were applied.
12 Please note that a previous rule filing (File No.
SR–NSCC–2007–13, SEC Release No. 56678
[October 19, 2007], 72 FR 60701 [October 25, 2007])
made reference to adjusting the response period for
the Fund Member/Mutual Fund Processor to one
business day. The actual response period effected
by that rule change was a two-day period as a result
of cut-off times associated with internal processing.
As described in this filing, the proposed rule
change will ensure that the actual timing of the
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17:19 Sep 29, 2011
Jkt 223001
last day for a Fund Member/Mutual
Fund Processor to acknowledge or reject
a fund reregistration is always on
ACATS settlement date. However, for a
partial transfer, the last day for a Fund
Member/Mutual Fund Processor to
acknowledge or reject a fund
reregistration is on the business day
after ACATS settlement date (unless the
transfer contains option securities
because options securities always
require an additional day for
settlement). In the case of a partial
transfer where the reregistration occurs
through the ACATS-Fund/SERV
interface, the one-day delay presents a
risk that the Delivering Member will not
recover the incentive debit money that
it would actually have paid through
money settlement on settlement date in
the event that the receiving Fund
Member/Mutual Fund Processor
provides no response (i.e., the
transaction is pending) on settlement
date, accepts the transfer on Settlement
Date + 1, and member subsequently
defaults on the same date (i.e.,
Settlement Date + 1).13 The proposed
rule change would align the settlement
date and Fund Member/Mutual Fund
Processor response date thereby
eliminating this risk and providing
NSCC with greater transparency to track
mutual fund transactions so that it can
identify and reverse only the incomplete
transactions (rejected transactions or
transactions that were not responded to
by the Fund Member/Mutual Fund
Processor) on settlement date to avoid
the need to reverse the payment of
money in the event a member defaults.
(3) Proposed Rule Change
Pursuant to the rule change, NSCC
proposes to modify: (A) Section 12 of
Rule 50 (Automated Customer Account
Transfer Service) to provide one
additional business day for the transfer
of any member to member partial
transfer that contains any Fund/SERVeligible asset before it reaches
settlement date, and (B) Section 13 of
Rule 50 to make conforming changes
that provide that the settlement date for
transfers where Delivering Member
submits detailed account asset data and
the transfer is not rejected by the
ACATS settlement cycle and the response period
accorded to a Fund Member/Mutual Fund Processor
with respect to this process will be aligned. The
time frames proposed herein supersede any time
frames previously in effect.
13 In this instance, the Delivering Member would
have been charged the market value of the asset but
would not have retained possession of the asset. If
the Receiving Member defaults, the Delivering
Member would lack recourse to recover the amount
debited from its account on settlement date other
than through a claim against the insolvent
Receiving Member’s estate.
PO 00000
Frm 00153
Fmt 4703
Sfmt 4703
60951
Receiving Member would be one
business day after the Delivering
Member has submitted the asset account
data unless the transfer contains options
assets or Fund/SERV eligible assets. In
such a situation, the settlement date for
all assets would be two business days.
The text of Rule 52 (Mutual Fund
Services) is unaffected by this proposal.
The effective date of the proposed rule
change will be announced by Important
Notice.
(4) Statutory Basis
The proposed rule change is
consistent with the requirements of the
Act and the rules and regulations
thereunder applicable to NSCC because
it provides enhanced customer
protection and greater transparency
with respect to the settlement status of
transactions processed through the
ACATS-Fund/SERV interface and
reduces associated risks in the event of
a party’s default. As such, the proposed
rule change would facilitate the prompt
and accurate clearance and settlement of
securities transactions. Furthermore, the
proposed rule change is consistent with
the CPSS/IOSCO Recommendations for
Central Counterparties.
(B) Self-Regulatory Organization’s
Statement on Burden on Competition
NSCC does not believe that the
proposed rule change would impose any
burden on competition.
(C) Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
Written comments relating to the
proposed rule change have not been
solicited NSCC.
III. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml) or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–NSCC–2011–07 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
E:\FR\FM\30SEN1.SGM
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60952
Federal Register / Vol. 76, No. 190 / Friday, September 30, 2011 / Notices
in the custody or control of the clearing
agency or for which it is responsible.15
As described in this filing, NSCC’s
All submissions should refer to File
proposal to move the settlement of
Number SR–NSCC–2011–07. This file
partial transfers of mutual fund assets in
number should be included on the
subject line if e-mail is used. To help the ACATS from one day to two days
should help mitigate the risk that in the
Commission process and review your
event of a member defaulting between
comments more efficiently, please use
only one method. The Commission will the time funds have been exchanged but
post all comments on the Commission’s delivery has not been made and should
provide greater transparency with
Internet Web site (https://www.sec.gov/
respect to the settlement status of
rules/sro.shtml). Copies of the
submission, all subsequent
transactions processed through the
amendments, all written statements
ACATS-Fund/SERV interface.
with respect to the proposed rule
Accordingly, the Commission finds that
change that are filed with the
the rule change is consistent with
Commission, and all written
Section 17A(b)(3)(F) of the Act because
communications relating to the
it should allow NSCC to reduce risks
proposed rule change between the
associated with the transfer of mutual
Commission and any person, other than fund assets in ACATS, which should in
those that may be withheld from the
turn better enable NSCC to assure the
public in accordance with the
safeguarding of funds and securities in
provisions of 5 U.S.C. 552, will be
its possession or control or for which it
available for Web site viewing and
is responsible.
printing in the Commission’s Public
NSCC has requested that the
Reference Section, 100 F Street, NE.,
Washington, DC 20549–1090, on official Commission find good cause for
approving the proposed rule change
business days between the hours of 10
prior to the thirtieth day after
a.m. and 3 p.m. Copies of such filings
will also be available for inspection and publication of notice of filing thereof in
the Federal Register. As discussed
copying at the principal office of NSCC
above, approval of the proposal will
and on NSCC’s Web site at https://
allow NSCC to immediately implement
www.dtcc.com/downloads/legal/rule
a procedure that should reduce risk for
filings/2011/nscc/2011-07.pdf. All
NSCC and its members, and other
comments received will be posted
financial intermediaries associated with
without change; the Commission does
the transfer of mutual fund assets in
not edit personal identifying
information from submissions. You
ACATS. As such, the Commission finds
should submit only information that
good cause for approving the proposed
you wish to make available publicly. All rule change prior to the thirtieth day
submissions should refer to File
after the date of publication of the
Number SR–NSCC–2011–07 and should notice filing in the Federal Register.
be submitted on or before October 21,
V. Conclusion
2011.
100 F Street, NE., Washington, DC
20549–1090.
mstockstill on DSK4VPTVN1PROD with NOTICES
IV. Commission’s Finding and Order
Granting Accelerated Approval of
Proposed Rule Change
For the reasons stated below, the
Commission finds that the proposed
rule change is consistent with the
requirements of the Act and the rules
and regulations thereunder applicable to
NSCC.14 Specifically, the Commission
finds that the proposed rule change is
consistent with Section 17A(b)(3)(F) of
the Act which requires, among other
things, that the rules of a clearing
agency be designed to promote the
prompt and accurate clearance and
settlement of securities transactions, to
assure the safeguarding of securities and
funds of NSCC’s participants which are
14 In approving this proposal, the Commission has
considered its impact on efficiency, competition,
and capital formation. 15 U.S.C. 78c(f).
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17:19 Sep 29, 2011
Jkt 223001
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act, that the
proposed rule change (SR–NSCC–2011–
07) is approved on an accelerated basis.
For the Commission by the Division of
Trading and Markets, pursuant to
delegated authority.16
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011–25195 Filed 9–29–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–65394; File No. SR–MSRB–
2011–10]
Self-Regulatory Organizations;
Municipal Securities Rulemaking
Board; Notice of Withdrawal of
Proposed Rule Change Consisting of
Amendments to MSRB Rule G–20
(Gifts and Gratuities) and Related
Amendments to MSRB Rule G–8
(Books and Records) and MSRB Rule
G–9 (Preservation of Records), and To
Clarify That Certain Interpretations by
the Financial Industry Regulatory
Authority and the National Association
of Securities Dealers Would Be
Applicable to Municipal Advisors
September 26, 2011.
On August 16, 2011, the Municipal
Securities Rulemaking Board (the
‘‘MSRB’’) filed with the Securities and
Exchange Commission (the
‘‘Commission’’) a proposed rule change
pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 1 and
Rule 19b–4 thereunder,2 consisting of
proposed amendments to MSRB Rule
G–20 (on gifts and gratuities), which
would apply the rule to municipal
advisors, along with related proposed
amendments to Rule G–8 (on books and
records) and Rule G–9 (on preservation
of records), and to clarify that certain
interpretations by the Financial Industry
Regulatory Authority (‘‘FINRA’’) of its
gifts rule (FINRA Rule 3220) and its
predecessor, the National Association of
Securities Dealers (‘‘NASD’’), of its gift
rule (NASD Rule 3060), would be
applicable to municipal advisors. Notice
of the proposed rule change was
published in the Federal Register on
September 7, 2011.3 The Commission
received one comment letter on the
proposed rule change.4 On September 9,
2011, the MSRB withdrew the proposed
rule change (SR–MSRB–2011–10).5
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.6
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011–25188 Filed 9–29–11; 8:45 am]
BILLING CODE 8011–01–P
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 65234
(August 31, 2011), 76 FR 55449.
4 See letter to Elizabeth M. Murphy, Secretary,
Commission, from Joseph J. Connolly, Counsel, The
PFM Group, dated August 23, 2011.
5 See MSRB Notice 2011–51 (September 12,
2011).
6 17 CFR 200.30–3(a)(12).
2 17
15 15
16 17
PO 00000
U.S.C. 78q–1(b)(3)(F).
CFR 200.30–3(a)(12).
Frm 00154
Fmt 4703
Sfmt 9990
E:\FR\FM\30SEN1.SGM
30SEN1
Agencies
[Federal Register Volume 76, Number 190 (Friday, September 30, 2011)]
[Notices]
[Pages 60950-60952]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2011-25195]
=======================================================================
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-65401; File No. SR-NSCC-2011-07]
Self-Regulatory Organizations; National Securities Clearing
Corporation; Notice of Filing and Order Granting Accelerated Approval
of Proposed Rule Change To Amend Rules Relating to the Settlement
Timing of Partial Transfers Which Include Mutual Fund Assets Through
NSCC's Automated Customer Account Transfer Service
September 26, 2011.
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 September 12, 2011, National Securities Clearing Corporation
(``NSCC'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I and
II below, which Items have been prepared primarily by NSCC.\3\ The
Commission is publishing this notice and order to solicit comments on
the proposed rule change from interested persons and to grant
accelerated approval.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ The text of the proposed rule change is attached as Exhibit
5 to NSCC's filing, which is available at https://www.dtcc.com/downloads/legal/rule_filings/2011/nscc/2011-07.pdf.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of the
Substance of the Proposed Rule Change
The purpose of this proposed rule change is to amend NSCC's rules
regarding an adjustment to the settlement timing of partial transfers
of mutual fund assets \4\ through NSCC's Automated Customer Account
Transfer Service.
---------------------------------------------------------------------------
\4\ For purposes of this rule filing, the term ``mutual fund
assets'' means Fund/Serv Eligible Assets, as that term is defined
under Rule 1 of NSCC's Rules and Procedures. Pursuant to Rule 3,
Section 1(c) of NSCC's Rules, a Fund/Serv Eligible Fund must be
assigned a CUSIP number, and may only be: (i) An investment company
regulated under the Investment Company Act of 1940; (ii) a fund or
other pooled investment entity that is subject to regulation under
applicable federal and state banking and/or insurance law; or (iii)
a fund or other pooled investment entity subject to regulation under
other applicable law which meets criteria established by NSCC from
time to time.
---------------------------------------------------------------------------
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 these
statements.\5\
---------------------------------------------------------------------------
\5\ The Commission has modified the text of the summaries
prepared by NSCC.
---------------------------------------------------------------------------
(A) Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
Since its inception in 1985, NSCC's Automated Account Transfer
System (``ACATS'') \6\ has provided NSCC members with an efficient
automated means for the prompt transfer of customer accounts between
members. NSCC, in consultation with the industry,\7\ is proposing to
adjust the processing schedule related to ACATS in order to reduce the
risk associated with a partial transfer that includes mutual fund
assets processed through NSCC's Fund/SERV service \8\ and ACATS.
Specifically, the proposed rule change would revise NSCC rules so that
the last day a ``Fund Member'' or ``Mutual Fund Processor,'' as
applicable,\9\ would be permitted to respond to a mutual fund
reregistration request submitted through Fund/SERV is aligned with the
ACATS settlement date for the transfer. As more fully described below,
the proposed rule change should reduce the likelihood that a
transaction could be responded to by the applicable Fund Member or
Mutual Fund Processor after settlement occurs, which might otherwise
create risk and complicate the reversal of incentive charges in the
event of the default of a party to the transaction.
---------------------------------------------------------------------------
\6\ Through ACATS, an NSCC member to whom a customer's
securities account is to be transferred (``Receiving Member'')
initiates the account transfer process by submitting a Transfer
Initiation Request (``TIF'') to NSCC. When an NSCC member currently
holding the customer account accepts a customer account transfer
(``Delivering Member'') and all other preconditions to the
processing of an ACATS transfer pursuant to NSCC's Rules have been
met, NSCC will enter CNS-eligible securities in that account into
NSCC's CNS Accounting Operation (``CNS'') prior to the settlement
cycle on the day before settlement date. ``Non-CNS ACATS''
transactions will be settled either through or away from NSCC
depending on the asset type. See Rule 50 (Automated Customer Account
Transfer Service).
\7\ NSCC has engaged in extensive consultations with the
Securities Industry and Financial Markets Association's (``SIFMA'')
Customer Account Division and Securities Operations Division
regarding this proposed rule change.
\8\ NSCC processes and settles mutual fund transactions through
Fund/SERV. NSCC members can utilize the automated, standardized
formats and centralized platform of Fund/SERV to complete order
entry (purchases, exchanges and redemptions) as well as
confirmations, registrations and money settlement. NSCC's Rule 52
(Mutual Fund Services).
\9\ A ``Fund Member'' is an NSCC limited membership type defined
in NSCC Rule 2 that participates in NSCC's mutual fund services
acting as: (A) A mutual fund's: (1) Principal underwriter, (2) co-
distributor, (3) sub-distributor; or (B) an entity that is otherwise
authorized to process transactions on behalf of a mutual fund. A
``Mutual Fund Processor'' is a member authorized to act on behalf of
a mutual fund in accordance with NSCC Rule 52.
---------------------------------------------------------------------------
(1) Current Non-CNS ACATS Process
For non-CNS eligible securities transferred through ACATS (on
broker-to-broker transfers only), on ACATS settlement date NSCC
automatically debits the Delivering Member with the market value of the
assets being transferred through ACATS and credits the Receiving Member
with the same amount.\10\ The actual transfer of the assets occurs for
value, so that the original debits and credits associated with the
transfer are offset. This process provides incentive to the Delivering
Member to complete delivery in a timely manner and also allows the
Receiving Member to record the customer position on its records
regardless of whether the security is actually delivered on settlement
date. For non-CNS eligible securities transferred through ACATS, NSCC
does
[[Page 60951]]
not guarantee the transfer debits and credits so if a member fails to
meet its settlement obligation, reversals of the money incentive debits
and credits in ACATS may be required as part of NSCC's close-out
process.
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\10\ CNS-eligible securities or non-CNS eligible securities
refers to securities that are eligible or not eligible,
respectively, for processing through NSCC's Continuous Net
Settlement system (``CNS''). CNS system is an automated book-entry
accounting system for securities transactions that allows each
security in CNS to be netted to one position per participant, with
NSCC as its central counterparty. See Rule 11 of NSCC Rules and
Procedures.
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(2) ACATS and Fund/SERV Interface and Settlement Timing
The combined use of ACATS and Fund/SERV for the transfer of
customer mutual fund assets between brokers (referred to as the
``ACATS-Fund/SERV Interface'') is a non-CNS, ACATS process where both
the reregistration of mutual fund securities and associated money
settlement of ACATS-Fund/SERV transactions are processed through NSCC's
systems. Through this process, after both parties to the transfer have
agreed to the transaction details ACATS creates a Fund/SERV record
containing reregistration instructions and detailed information
provided by the Delivering Member regarding how the asset is currently
held. This record is sent to the applicable Fund Member or Mutual Fund
Processor. On ACATS settlement date, the Delivering Member of the
mutual fund asset is debited the market value of the asset and the
Receiving Member is credited the market value of the asset. Any
acceptance or rejection by the receiving Fund Member/Mutual Fund
Processor is delivered through NSCC's Fund/SERV and is relayed to
ACATS. In the case of an acceptance, NSCC offsets any incentive debits
and credits with reverse entries. However, in the case of a rejection
or a failure to respond to the transfer request, the incentive charges
are carried into money settlement.\11\
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\11\ In the case of a rejection or no response by the receiving
Fund Member/Mutual Fund Processor, it is the direct responsibility
of the Receiving Member and Delivering Member to effect the
reregistration of the asset outside of the ACATS-Fund/SERV interface
and to reconcile any incentive charges that were applied.
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Currently in ACATS, full account transfers and partial account
transfers have different settlement dates. A full account transfer has
a two-day settlement cycle. A partial account transfer has a one-day
settlement cycle; however, Fund/SERV always provides the receiving Fund
Member/Mutual Fund Processor with a two-day response period to
acknowledge or reject a transfer.\12\ Thus, for a full transfer, the
last day for a Fund Member/Mutual Fund Processor to acknowledge or
reject a fund reregistration is always on ACATS settlement date.
However, for a partial transfer, the last day for a Fund Member/Mutual
Fund Processor to acknowledge or reject a fund reregistration is on the
business day after ACATS settlement date (unless the transfer contains
option securities because options securities always require an
additional day for settlement). In the case of a partial transfer where
the reregistration occurs through the ACATS-Fund/SERV interface, the
one-day delay presents a risk that the Delivering Member will not
recover the incentive debit money that it would actually have paid
through money settlement on settlement date in the event that the
receiving Fund Member/Mutual Fund Processor provides no response (i.e.,
the transaction is pending) on settlement date, accepts the transfer on
Settlement Date + 1, and member subsequently defaults on the same date
(i.e., Settlement Date + 1).\13\ The proposed rule change would align
the settlement date and Fund Member/Mutual Fund Processor response date
thereby eliminating this risk and providing NSCC with greater
transparency to track mutual fund transactions so that it can identify
and reverse only the incomplete transactions (rejected transactions or
transactions that were not responded to by the Fund Member/Mutual Fund
Processor) on settlement date to avoid the need to reverse the payment
of money in the event a member defaults.
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\12\ Please note that a previous rule filing (File No. SR-NSCC-
2007-13, SEC Release No. 56678 [October 19, 2007], 72 FR 60701
[October 25, 2007]) made reference to adjusting the response period
for the Fund Member/Mutual Fund Processor to one business day. The
actual response period effected by that rule change was a two-day
period as a result of cut-off times associated with internal
processing. As described in this filing, the proposed rule change
will ensure that the actual timing of the ACATS settlement cycle and
the response period accorded to a Fund Member/Mutual Fund Processor
with respect to this process will be aligned. The time frames
proposed herein supersede any time frames previously in effect.
\13\ In this instance, the Delivering Member would have been
charged the market value of the asset but would not have retained
possession of the asset. If the Receiving Member defaults, the
Delivering Member would lack recourse to recover the amount debited
from its account on settlement date other than through a claim
against the insolvent Receiving Member's estate.
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(3) Proposed Rule Change
Pursuant to the rule change, NSCC proposes to modify: (A) Section
12 of Rule 50 (Automated Customer Account Transfer Service) to provide
one additional business day for the transfer of any member to member
partial transfer that contains any Fund/SERV-eligible asset before it
reaches settlement date, and (B) Section 13 of Rule 50 to make
conforming changes that provide that the settlement date for transfers
where Delivering Member submits detailed account asset data and the
transfer is not rejected by the Receiving Member would be one business
day after the Delivering Member has submitted the asset account data
unless the transfer contains options assets or Fund/SERV eligible
assets. In such a situation, the settlement date for all assets would
be two business days. The text of Rule 52 (Mutual Fund Services) is
unaffected by this proposal. The effective date of the proposed rule
change will be announced by Important Notice.
(4) Statutory Basis
The proposed rule change is consistent with the requirements of the
Act and the rules and regulations thereunder applicable to NSCC because
it provides enhanced customer protection and greater transparency with
respect to the settlement status of transactions processed through the
ACATS-Fund/SERV interface and reduces associated risks in the event of
a party's default. As such, the proposed rule change would facilitate
the prompt and accurate clearance and settlement of securities
transactions. Furthermore, the proposed rule change is consistent with
the CPSS/IOSCO Recommendations for Central Counterparties.
(B) Self-Regulatory Organization's Statement on Burden on Competition
NSCC does not believe that the proposed rule change would impose
any burden on competition.
(C) Self-Regulatory Organization's Statement on Comments on the
Proposed Rule Change Received From Members, Participants or Others
Written comments relating to the proposed rule change have not been
solicited NSCC.
III. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml) or
Send an e-mail to rule-comments@sec.gov. Please include
File Number SR-NSCC-2011-07 on the subject line.
Paper Comments
Send paper comments in triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange Commission,
[[Page 60952]]
100 F Street, NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-NSCC-2011-07. 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 Web site viewing and
printing in the Commission's Public Reference Section, 100 F Street,
NE., Washington, DC 20549-1090, on official business days between the
hours of 10 a.m. and 3 p.m. Copies of such filings will also be
available for inspection and copying at the principal office of NSCC
and on NSCC's Web site at https://www.dtcc.com/downloads/legal/rule
filings/2011/nscc/2011-07.pdf. All comments received will be posted
without change; the Commission does not edit personal identifying
information from submissions. You should submit only information that
you wish to make available publicly. All submissions should refer to
File Number SR-NSCC-2011-07 and should be submitted on or before
October 21, 2011.
IV. Commission's Finding and Order Granting Accelerated Approval of
Proposed Rule Change
For the reasons stated below, the Commission finds that the
proposed rule change is consistent with the requirements of the Act and
the rules and regulations thereunder applicable to NSCC.\14\
Specifically, the Commission finds that the proposed rule change is
consistent with Section 17A(b)(3)(F) of the Act which requires, among
other things, that the rules of a clearing agency be designed to
promote the prompt and accurate clearance and settlement of securities
transactions, to assure the safeguarding of securities and funds of
NSCC's participants which are in the custody or control of the clearing
agency or for which it is responsible.\15\
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\14\ In approving this proposal, the Commission has considered
its impact on efficiency, competition, and capital formation. 15
U.S.C. 78c(f).
\15\ 15 U.S.C. 78q-1(b)(3)(F).
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As described in this filing, NSCC's proposal to move the settlement
of partial transfers of mutual fund assets in ACATS from one day to two
days should help mitigate the risk that in the event of a member
defaulting between the time funds have been exchanged but delivery has
not been made and should provide greater transparency with respect to
the settlement status of transactions processed through the ACATS-Fund/
SERV interface. Accordingly, the Commission finds that the rule change
is consistent with Section 17A(b)(3)(F) of the Act because it should
allow NSCC to reduce risks associated with the transfer of mutual fund
assets in ACATS, which should in turn better enable NSCC to assure the
safeguarding of funds and securities in its possession or control or
for which it is responsible.
NSCC has requested that the Commission find good cause for
approving the proposed rule change prior to the thirtieth day after
publication of notice of filing thereof in the Federal Register. As
discussed above, approval of the proposal will allow NSCC to
immediately implement a procedure that should reduce risk for NSCC and
its members, and other financial intermediaries associated with the
transfer of mutual fund assets in ACATS. As such, the Commission finds
good cause for approving the proposed rule change prior to the
thirtieth day after the date of publication of the notice filing in the
Federal Register.
V. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the Act,
that the proposed rule change (SR-NSCC-2011-07) is approved on an
accelerated basis. For the Commission by the Division of Trading and
Markets, pursuant to delegated authority.\16\
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\16\ 17 CFR 200.30-3(a)(12).
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011-25195 Filed 9-29-11; 8:45 am]
BILLING CODE 8011-01-P