Self-Regulatory Organizations; Financial Industry Regulatory Authority, Inc.; Notice of Filing of Proposed Rule Change to Amend Certain Trade Reporting and Compliance Rules, 62128-62130 [2011-25861]
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62128
Federal Register / Vol. 76, No. 194 / Thursday, October 6, 2011 / Notices
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 changes 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 Room on official business
days between the hours of 10 a.m. and
3 p.m. Copies of such filing will also be
available for inspection and copying at
the principal office of the CHX. 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 No.
SR–CHX–2011–27 and should be
submitted on or before October 27,
2011.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views and
arguments concerning the foregoing,
including whether the proposal is
consistent with the Act. Comments may
be submitted by any of the following
methods:
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
Elizabeth M. Murphy,
Secretary.
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
No. SR–CHX–2011–27 on the subject
line.
mstockstill on DSK4VPTVN1PROD with NOTICES
of the proposed rule change, or such
shorter time as designated by the
Commission. The Exchange has satisfied
this requirement.
Under Rule 19b–4(f)(6) of the Act,14 a
proposal does not become operative for
30 days after the date of its filing, or
such shorter time as the Commission
may designate if consistent with the
protection of investors and the public
interest. The Commission is waiving the
30-day operative period for this filing so
that it may become effective and
operative upon filing.15 The
Commission believes waiving the 30day operative delay is consistent with
the protection of investors and the
public interest as the waiver will allow
the Exchange to implement the change
right away. The proposed rule change
eliminates references to DEA which
limit the applicability of some rules to
firms for which the CHX serves as DEA.
These rules will now apply to all
member firms.
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act.
SECURITIES AND EXCHANGE
COMMISSION
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 No.
SR–CHX–2011–27. This file number
should be included on the subject line
if e-mail is used. To help the
14 Id.
15 For purposes only of waiving the operative
delay of this proposal, the Commission has
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f). See also 17 CFR 200.30–3(a)(59).
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[FR Doc. 2011–25795 Filed 10–5–11; 8:45 am]
BILLING CODE 8011–01–P
[Release No. 34–65459; File No. SR–FINRA–
2011–053]
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Notice of Filing of
Proposed Rule Change to Amend
Certain Trade Reporting and
Compliance Rules
September 30, 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 22, 2011, the Financial
Industry Regulatory Authority, Inc.
(‘‘FINRA’’) filed with the Securities and
Exchange Commission (‘‘SEC’’ or
‘‘Commission’’) the proposed rule
16 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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Frm 00094
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change as described in Items I, II, and
III below, which Items have been
prepared by FINRA. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
FINRA is proposing to amend FINRA
Rule 6730 regarding reporting a
transaction in a TRACE-Eligible
Security, other than a transaction in an
Asset-Backed Security, on a nonbusiness day, and reporting size
(volume), commission and settlement,
in order for FINRA to consolidate all
TRACE-Eligible Securities transaction
processing and data management on a
single technology platform, the Multi
Product Platform (‘‘MPP’’).
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, on the Commission’s
Web site at https://www.sec.gov, 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
Currently, TRACE-Eligible Securities
that are Asset-Backed Securities are
processed on FINRA’s enhanced
technology platform, MPP.3 FINRA
proposes certain amendments to the
reporting requirements of Rule 6730 of
the Trade Reporting and Compliance
Engine (TRACE) rules that will permit
FINRA to migrate all other TRACEEligible Securities to MPP. The
proposed amendments are substantially
similar to requirements that currently
apply to transactions in Asset-Backed
Securities, and will simplify reporting a
3 ‘‘TRACE-Eligible Security’’ and ‘‘Asset-Backed
Security’’ are defined in, respectively, Rule 6710(a)
and Rule 6710(m).
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Federal Register / Vol. 76, No. 194 / Thursday, October 6, 2011 / Notices
transaction executed on a holiday or a
weekend, the size of a transaction,
commission, if charged, and settlement.
FINRA believes that the proposed
consolidation of all TRACE-Eligible
Securities on MPP will improve TRACE
reporting and provide several benefits to
broker-dealers. First, the MPP program
incorporates more current industry
standards, conventions and terms, and
the proposed amendments to Rule 6730
to incorporate those standards will
clarify and simplify the reporting
requirements, and reduce reporting
errors and costs. For example, when
quoting, trading and recording positions
in books and records, generally, the size
(volume) of a transaction or a position
is stated as the total par or principal
value, which is how size (volume) of a
TRACE transaction would be reported
on MPP.4 The proposed amendments
should reduce the incidences of data
‘‘translations’’ made by a broker-dealer
when transaction data is both recorded
in internal firm systems and reported to
TRACE, and therefore should reduce
operational complexities and reporting
errors and fees, improve compliance,
and reduce system-related costs.
Second, MPP will provide brokerdealers a wider range of options for
reporting, most notably providing
support for the Financial Information
eXchange (‘‘FIX’’) protocol. Third, MPP
provides enhanced functionality for the
management of TRACE data. Brokerdealers will be able to access TRACEEligible Securities data with greater ease
and more quickly, including obtaining
real-time intra-day data changes or
additions. Fourth, standardizing most of
the reporting requirements for TRACEEligible Securities and consolidating all
TRACE-Eligible Securities on a single
improved platform will allow brokerdealers to maintain one interface for all
TRACE reporting, which should permit
broker-dealers to reduce the operational
complexity of reporting, improve the
accuracy overall of their TRACE
reporting, and eliminate costs associated
with maintaining multiple technology
platforms.
The proposed amendments to Rule
6730 regarding reporting a transaction
executed on a holiday or a weekend, the
size (volume) of a transaction,
commission, if charged, and settlement
are discussed below. In addition, the
proposed rule change includes minor
administrative, technical and clarifying
changes.
4 Similarly, the proposed change in Rule 6730
regarding settlement, which would require
reporting of the actual date of settlement and delete
the use of modifiers that are required currently in
many instances, may simplify reporting settlement.
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62129
TRACE-Eligible Securities Transactions
Executed on a Non-Business Day
chronological order and to incorporate
minor technical changes.8
Currently, as set forth in Rule
6730(a)(1)(D) and Rule 6730(a)(2)(B),
transactions in TRACE-Eligible
Securities, except Asset-Backed
Securities, that are executed on a
weekend, holiday or other day when the
TRACE system is not open must be
reported the next business day (T + 1),
designated ‘‘as/of,’’ and are subject to
two unique requirements. First, the date
of execution (‘‘Trade Date’’) reported to
TRACE is not the actual date the trade
was executed; instead, a member must
report as the Trade Date the day (i.e., T
+ 1) that the report must be timely
submitted. Second, the execution time
reported must be ‘‘12:01:00 a.m. Eastern
Time’’ (‘‘00:01:00’’), instead of the
actual Time of Execution.5 The two
requirements were established at the
inception of TRACE because, at that
time, the TRACE system did not
recognize any day on which the TRACE
system is closed as a valid Trade Date,
and the two requirements allow FINRA
to distinguish transactions in TRACEEligible Securities executed on nonbusiness days from all other reported
transactions.
FINRA has enhanced the TRACE
system to recognize, for all types of
TRACE-Eligible Securities, any calendar
date as a valid Trade Date.6
Accordingly, FINRA proposes to amend
Rule 6730(a)(1)(D) and Rule
6730(a)(2)(B) to delete in both
provisions the two unique requirements,
which are no longer necessary, and to
require members to report transactions
executed on non-business days in the
same manner that transactions executed
after or before TRACE System Hours on
business days are reported currently.7
FINRA also proposes to combine Rule
6730(a)(1)(B) and Rule 6730(a)(1)(D) as
renumbered amended Rule
6730(a)(1)(D), and delete current Rule
6730(a)(1)(B). In addition, FINRA
proposes to reorganize the reporting
requirements in Rule 6730(a)(1)(A)
through Rule 6730(a)(1)(C) in
Size (Volume), Commission and
Settlement Terms
FINRA also proposes amendments to
the technical requirements for reporting
the size (volume) of a transaction, the
commission, if any, and the settlement
of transactions in TRACE-Eligible
Securities, other than Asset-Backed
Securities.
Currently, FINRA requires members
to report the size (volume) of a
transaction in a TRACE-Eligible
Security, other than an Asset-Backed
Security, by reporting the number of
bonds.9 For example, a sale of corporate
bonds or Agency Debt Securities having
a par or principal value of $10,000 is
reported as a sale of 10 bonds.10 FINRA
proposes to amend Rule 6730(c)(2) and
Rule 6730(d)(2) to require a member to
report the size of such transactions
using the total par value or principal
value traded, rather than the number of
bonds.11
FINRA proposes a similar change to
the reporting of commissions. Under
current Rule 6730(c)(11) and Rule
6730(d)(1), in those cases where a
commission is charged in a transaction
in a TRACE-Eligible Security, the
commission must be reported ‘‘stated in
points per bond (e.g., for corporate
bonds, 1 point equals $10.00 per
bond).’’ 12 FINRA proposes to amend
Rule 6730(c)(11) and Rule 6730(d)(1) to
require members to report the total
dollar amount of the commission, rather
than the points per bond.13
FINRA also proposes to simplify the
requirements for reporting the
settlement of a TRACE-Eligible Security
transaction. Currently, as provided in
Rule 6730(d)(4)(B)(i), if a transaction,
5 ‘‘Time of Execution’’ is defined in Rule 6710(d).
Also, when the reporting method used includes a
‘‘special price memo’’ field, the member must enter
the actual date of execution and Time of Execution
in such field.
6 Previously, FINRA modified the TRACE system
to recognize any calendar date as a valid Trade
Date, but only as to transactions in Asset-Backed
Securities. (See Securities Exchange Act Release
No. 64364 (April 28, 2011), 76 FR 25385 (May 4,
2011) (order approving File No. SR–FINRA–2011–
012).) The rule changes became effective on May 16,
2011. (See Regulatory Notice 11–20 (May 2011).)
7 ‘‘TRACE System Hours’’ is defined in Rule
6710(t).
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8 The reporting requirements now set forth in
Rule 6730(a)(1)(C) will be set forth in Rule
6730(a)(1)(A), and Rule 6730(a)(1)(A) will be
renumbered as Rule 6730(a)(1)(B), except the
requirement relating to transactions executed less
than 15 minutes before the TRACE System closes
will be set forth separately as Rule 6730(a)(1)(C).
9 See Rule 6730(c)(2) and Rule 6730(d)(2).
10 ‘‘Agency Debt Security’’ is defined in Rule
6710(l).
11 Previously, FINRA adopted similar provisions
for reporting the size (volume) of transactions in
Asset-Backed Securities that do not amortize. (See
Securities Exchange Act Release No. 61566
(February 22, 2010), 75 FR 9262 (March 1, 2010)
(order approving File No. SR–FINRA–2009–065).)
The rule changes became effective on May 16, 2011.
(See Regulatory Notice 11–20 (May 2011).)
12 Rule 6730(d)(1).
13 Previously, FINRA adopted similar provisions
for reporting a commission in a transaction in an
Asset-Backed Security. (See Securities Exchange
Act Release No. 61566 (February 22, 2010), 75 FR
9262 (March 1, 2010) (order approving File No. SR–
FINRA–2009–065).) The rule changes became
effective on May 16, 2011. (See Regulatory Notice
11–20 (May 2011).)
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62130
Federal Register / Vol. 76, No. 194 / Thursday, October 6, 2011 / Notices
other than a transaction in an AssetBacked Security, will not settle on T +
3, a member must report the settlement
using one of three modifiers.14 To
streamline the requirements regarding
settlement, new Rule 6730(c)(12) will
require a member simply to report the
date of settlement.15 In addition, FINRA
proposes to delete Rule 6730(d)(4)(B),
which sets forth the three settlement
modifiers that will no longer be used in
TRACE reporting, and references to
such modifiers in Rule 6730(d)(4)(C).
FINRA also will renumber Rule
6730(d)(4)(C), Rule 6730(d)(4)(D) and
Rule 6730(d)(4)(E) accordingly.16
Finally, FINRA proposes minor
technical amendments to Rule 6730(a)
through (d), including amendments to
Rule 6730(b)(2) and Rule 6730(c)(7) to
delete redundant or unnecessary text
and Rule 6730(d)(2) to clarify existing
text.
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 no later than 180 days
following publication of the Regulatory
Notice announcing Commission
approval.
2. Statutory Basis
mstockstill on DSK4VPTVN1PROD with NOTICES
FINRA believes that the proposed rule
change is consistent with the provisions
of Section 15A(b)(6) of the Act,17 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 will facilitate
more timely and accurate reporting of
the terms of transactions in TRACEEligible Securities for the protection of
14 Current Rule 6730(c)(12) will be renumbered as
Rule 6730(c)(13). If a trade will not settle on T +
3, the three modifiers that are used to indicate the
day the transaction will be settled are ‘‘.c’’ (date of
execution), ‘‘.nd’’ (T + 1), or ‘‘.sNN’’ (settlement on
a date other than the date of execution, T + 1 or
T + 3).
15 Previously, FINRA adopted a similar
requirement in connection with transactions in
Asset-Backed Securities. (See Securities Exchange
Act Release No. 61566 (February 22, 2010), 75 FR
9262 (March 1, 2010) (order approving File No. SR–
FINRA–2009–065) and Securities Exchange Act
Release No. 64364 (April 28, 2011), 76 FR 25385
(May 4, 2011) (order approving File No. SR–
FINRA–2011–012)). The rule changes in both rule
filings became effective on May 16, 2011. (See
Regulatory Notice 11–20 (May 2011).)
16 Rule 6730(d)(4)(C), Rule 6730(d)(4)(D) and Rule
6730(d)(4)(E) will be renumbered, respectively, as
Rule 6730(d)(4)(B), Rule 6730(d)(4)(C) and Rule
6730(d)(4)(D).
17 15 U.S.C. 78o–3(b)(6).
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investors and in furtherance of the
public interest.
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
Written comments were neither
solicited nor received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within 45 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
shall: (a) By order approve or
disapprove 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 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–FINRA–2011–053 on the
subject line.
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 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 the filing will
also 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 No.
SR–FINRA–2011–053 and should be
submitted on or before October 27,
2011.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.18
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011–25861 Filed 10–5–11; 8:45 am]
BILLING CODE 8011–01–P
SMALL BUSINESS ADMINISTRATION
[Disaster Declaration #12815 and #12816]
Texas Disaster Number TX–00381
U.S. Small Business
Administration.
ACTION: Amendment 5.
AGENCY:
This is an amendment of the
Presidential declaration of a major
disaster for the State of Texas (FEMA–
4029–DR), dated 09/09/2011.
Paper Comments
Incident: Wildfires.
Incident Period: 08/30/2011 and
• Send paper comments in triplicate
continuing.
to Elizabeth M. Murphy, Secretary,
Effective Date: 09/28/2011.
Securities and Exchange Commission,
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100 F Street, NE., Washington, DC
Date: 11/08/2011.
20549–1090.
EIDL Loan Application Deadline Date:
All submissions should refer to File
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ADDRESSES: Submit completed loan
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post all comments on the Commission’s
18 17 CFR 200.30–3(a)(12).
Internet Web site (https://www.sec.gov/
PO 00000
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SUMMARY:
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Agencies
[Federal Register Volume 76, Number 194 (Thursday, October 6, 2011)]
[Notices]
[Pages 62128-62130]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2011-25861]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-65459; File No. SR-FINRA-2011-053]
Self-Regulatory Organizations; Financial Industry Regulatory
Authority, Inc.; Notice of Filing of Proposed Rule Change to Amend
Certain Trade Reporting and Compliance Rules
September 30, 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 22, 2011, the Financial Industry Regulatory Authority,
Inc. (``FINRA'') 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 prepared by FINRA.
The Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
FINRA is proposing to amend FINRA Rule 6730 regarding reporting a
transaction in a TRACE-Eligible Security, other than a transaction in
an Asset-Backed Security, on a non-business day, and reporting size
(volume), commission and settlement, in order for FINRA to consolidate
all TRACE-Eligible Securities transaction processing and data
management on a single technology platform, the Multi Product Platform
(``MPP'').
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, on the
Commission's Web site at https://www.sec.gov, 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
Currently, TRACE-Eligible Securities that are Asset-Backed
Securities are processed on FINRA's enhanced technology platform,
MPP.\3\ FINRA proposes certain amendments to the reporting requirements
of Rule 6730 of the Trade Reporting and Compliance Engine (TRACE) rules
that will permit FINRA to migrate all other TRACE-Eligible Securities
to MPP. The proposed amendments are substantially similar to
requirements that currently apply to transactions in Asset-Backed
Securities, and will simplify reporting a
[[Page 62129]]
transaction executed on a holiday or a weekend, the size of a
transaction, commission, if charged, and settlement.
---------------------------------------------------------------------------
\3\ ``TRACE-Eligible Security'' and ``Asset-Backed Security''
are defined in, respectively, Rule 6710(a) and Rule 6710(m).
---------------------------------------------------------------------------
FINRA believes that the proposed consolidation of all TRACE-
Eligible Securities on MPP will improve TRACE reporting and provide
several benefits to broker-dealers. First, the MPP program incorporates
more current industry standards, conventions and terms, and the
proposed amendments to Rule 6730 to incorporate those standards will
clarify and simplify the reporting requirements, and reduce reporting
errors and costs. For example, when quoting, trading and recording
positions in books and records, generally, the size (volume) of a
transaction or a position is stated as the total par or principal
value, which is how size (volume) of a TRACE transaction would be
reported on MPP.\4\ The proposed amendments should reduce the
incidences of data ``translations'' made by a broker-dealer when
transaction data is both recorded in internal firm systems and reported
to TRACE, and therefore should reduce operational complexities and
reporting errors and fees, improve compliance, and reduce system-
related costs. Second, MPP will provide broker-dealers a wider range of
options for reporting, most notably providing support for the Financial
Information eXchange (``FIX'') protocol. Third, MPP provides enhanced
functionality for the management of TRACE data. Broker-dealers will be
able to access TRACE-Eligible Securities data with greater ease and
more quickly, including obtaining real-time intra-day data changes or
additions. Fourth, standardizing most of the reporting requirements for
TRACE-Eligible Securities and consolidating all TRACE-Eligible
Securities on a single improved platform will allow broker-dealers to
maintain one interface for all TRACE reporting, which should permit
broker-dealers to reduce the operational complexity of reporting,
improve the accuracy overall of their TRACE reporting, and eliminate
costs associated with maintaining multiple technology platforms.
---------------------------------------------------------------------------
\4\ Similarly, the proposed change in Rule 6730 regarding
settlement, which would require reporting of the actual date of
settlement and delete the use of modifiers that are required
currently in many instances, may simplify reporting settlement.
---------------------------------------------------------------------------
The proposed amendments to Rule 6730 regarding reporting a
transaction executed on a holiday or a weekend, the size (volume) of a
transaction, commission, if charged, and settlement are discussed
below. In addition, the proposed rule change includes minor
administrative, technical and clarifying changes.
TRACE-Eligible Securities Transactions Executed on a Non-Business Day
Currently, as set forth in Rule 6730(a)(1)(D) and Rule
6730(a)(2)(B), transactions in TRACE-Eligible Securities, except Asset-
Backed Securities, that are executed on a weekend, holiday or other day
when the TRACE system is not open must be reported the next business
day (T + 1), designated ``as/of,'' and are subject to two unique
requirements. First, the date of execution (``Trade Date'') reported to
TRACE is not the actual date the trade was executed; instead, a member
must report as the Trade Date the day (i.e., T + 1) that the report
must be timely submitted. Second, the execution time reported must be
``12:01:00 a.m. Eastern Time'' (``00:01:00''), instead of the actual
Time of Execution.\5\ The two requirements were established at the
inception of TRACE because, at that time, the TRACE system did not
recognize any day on which the TRACE system is closed as a valid Trade
Date, and the two requirements allow FINRA to distinguish transactions
in TRACE-Eligible Securities executed on non-business days from all
other reported transactions.
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\5\ ``Time of Execution'' is defined in Rule 6710(d). Also, when
the reporting method used includes a ``special price memo'' field,
the member must enter the actual date of execution and Time of
Execution in such field.
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FINRA has enhanced the TRACE system to recognize, for all types of
TRACE-Eligible Securities, any calendar date as a valid Trade Date.\6\
Accordingly, FINRA proposes to amend Rule 6730(a)(1)(D) and Rule
6730(a)(2)(B) to delete in both provisions the two unique requirements,
which are no longer necessary, and to require members to report
transactions executed on non-business days in the same manner that
transactions executed after or before TRACE System Hours on business
days are reported currently.\7\ FINRA also proposes to combine Rule
6730(a)(1)(B) and Rule 6730(a)(1)(D) as renumbered amended Rule
6730(a)(1)(D), and delete current Rule 6730(a)(1)(B). In addition,
FINRA proposes to reorganize the reporting requirements in Rule
6730(a)(1)(A) through Rule 6730(a)(1)(C) in chronological order and to
incorporate minor technical changes.\8\
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\6\ Previously, FINRA modified the TRACE system to recognize any
calendar date as a valid Trade Date, but only as to transactions in
Asset-Backed Securities. (See Securities Exchange Act Release No.
64364 (April 28, 2011), 76 FR 25385 (May 4, 2011) (order approving
File No. SR-FINRA-2011-012).) The rule changes became effective on
May 16, 2011. (See Regulatory Notice 11-20 (May 2011).)
\7\ ``TRACE System Hours'' is defined in Rule 6710(t).
\8\ The reporting requirements now set forth in Rule
6730(a)(1)(C) will be set forth in Rule 6730(a)(1)(A), and Rule
6730(a)(1)(A) will be renumbered as Rule 6730(a)(1)(B), except the
requirement relating to transactions executed less than 15 minutes
before the TRACE System closes will be set forth separately as Rule
6730(a)(1)(C).
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Size (Volume), Commission and Settlement Terms
FINRA also proposes amendments to the technical requirements for
reporting the size (volume) of a transaction, the commission, if any,
and the settlement of transactions in TRACE-Eligible Securities, other
than Asset-Backed Securities.
Currently, FINRA requires members to report the size (volume) of a
transaction in a TRACE-Eligible Security, other than an Asset-Backed
Security, by reporting the number of bonds.\9\ For example, a sale of
corporate bonds or Agency Debt Securities having a par or principal
value of $10,000 is reported as a sale of 10 bonds.\10\ FINRA proposes
to amend Rule 6730(c)(2) and Rule 6730(d)(2) to require a member to
report the size of such transactions using the total par value or
principal value traded, rather than the number of bonds.\11\
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\9\ See Rule 6730(c)(2) and Rule 6730(d)(2).
\10\ ``Agency Debt Security'' is defined in Rule 6710(l).
\11\ Previously, FINRA adopted similar provisions for reporting
the size (volume) of transactions in Asset-Backed Securities that do
not amortize. (See Securities Exchange Act Release No. 61566
(February 22, 2010), 75 FR 9262 (March 1, 2010) (order approving
File No. SR-FINRA-2009-065).) The rule changes became effective on
May 16, 2011. (See Regulatory Notice 11-20 (May 2011).)
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FINRA proposes a similar change to the reporting of commissions.
Under current Rule 6730(c)(11) and Rule 6730(d)(1), in those cases
where a commission is charged in a transaction in a TRACE-Eligible
Security, the commission must be reported ``stated in points per bond
(e.g., for corporate bonds, 1 point equals $10.00 per bond).'' \12\
FINRA proposes to amend Rule 6730(c)(11) and Rule 6730(d)(1) to require
members to report the total dollar amount of the commission, rather
than the points per bond.\13\
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\12\ Rule 6730(d)(1).
\13\ Previously, FINRA adopted similar provisions for reporting
a commission in a transaction in an Asset-Backed Security. (See
Securities Exchange Act Release No. 61566 (February 22, 2010), 75 FR
9262 (March 1, 2010) (order approving File No. SR-FINRA-2009-065).)
The rule changes became effective on May 16, 2011. (See Regulatory
Notice 11-20 (May 2011).)
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FINRA also proposes to simplify the requirements for reporting the
settlement of a TRACE-Eligible Security transaction. Currently, as
provided in Rule 6730(d)(4)(B)(i), if a transaction,
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other than a transaction in an Asset-Backed Security, will not settle
on T + 3, a member must report the settlement using one of three
modifiers.\14\ To streamline the requirements regarding settlement, new
Rule 6730(c)(12) will require a member simply to report the date of
settlement.\15\ In addition, FINRA proposes to delete Rule
6730(d)(4)(B), which sets forth the three settlement modifiers that
will no longer be used in TRACE reporting, and references to such
modifiers in Rule 6730(d)(4)(C). FINRA also will renumber Rule
6730(d)(4)(C), Rule 6730(d)(4)(D) and Rule 6730(d)(4)(E)
accordingly.\16\
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\14\ Current Rule 6730(c)(12) will be renumbered as Rule
6730(c)(13). If a trade will not settle on T + 3, the three
modifiers that are used to indicate the day the transaction will be
settled are ``.c'' (date of execution), ``.nd'' (T + 1), or ``.sNN''
(settlement on a date other than the date of execution, T + 1 or T +
3).
\15\ Previously, FINRA adopted a similar requirement in
connection with transactions in Asset-Backed Securities. (See
Securities Exchange Act Release No. 61566 (February 22, 2010), 75 FR
9262 (March 1, 2010) (order approving File No. SR-FINRA-2009-065)
and Securities Exchange Act Release No. 64364 (April 28, 2011), 76
FR 25385 (May 4, 2011) (order approving File No. SR-FINRA-2011-
012)). The rule changes in both rule filings became effective on May
16, 2011. (See Regulatory Notice 11-20 (May 2011).)
\16\ Rule 6730(d)(4)(C), Rule 6730(d)(4)(D) and Rule
6730(d)(4)(E) will be renumbered, respectively, as Rule
6730(d)(4)(B), Rule 6730(d)(4)(C) and Rule 6730(d)(4)(D).
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Finally, FINRA proposes minor technical amendments to Rule 6730(a)
through (d), including amendments to Rule 6730(b)(2) and Rule
6730(c)(7) to delete redundant or unnecessary text and Rule 6730(d)(2)
to clarify existing text.
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 no later than 180 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,\17\ 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 will
facilitate more timely and accurate reporting of the terms of
transactions in TRACE-Eligible Securities for the protection of
investors and in furtherance of the public interest.
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\17\ 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
Written comments were neither solicited nor received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Within 45 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 shall:
(a) By order approve or disapprove 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 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-FINRA-2011-053 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-2011-053. 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 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 the filing will also 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 No. SR-FINRA-2011-053
and should be submitted on or before October 27, 2011.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\18\
Elizabeth M. Murphy,
Secretary.
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\18\ 17 CFR 200.30-3(a)(12).
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[FR Doc. 2011-25861 Filed 10-5-11; 8:45 am]
BILLING CODE 8011-01-P