Self-Regulatory Organizations; Chicago Mercantile Exchange Inc.; Order Approving Proposed Rule Change To Amend Rules Related to Credit Default Swap Guaranty Fund Allocations, End-of-Day Pricing Procedures, Daily Submission Deadlines, Holiday Accrual Processing, and the Price Alignment Interest Payment Timeline, 28416-28417 [2012-11533]
Download as PDF
28416
Federal Register / Vol. 77, No. 93 / Monday, May 14, 2012 / Notices
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the provisions of Section 6 of the Act,5
in general, and with Section 6(b)(4) of
the Act,6 in particular, in that it
provides for the equitable allocation of
reasonable dues, fees and other charges
among members and issuers and other
persons using any facility or system
which the Exchange operates or
controls.
The Exchange believes the proposed
reduction of the on-going monthly fee is
reasonable because it is in line with
Exchange fees for similar power levels
using multiple cabinets. The Exchange
also believes the reduction to the ongoing monthly fee is equitable and not
unfairly discriminatory because the
super high-density power option is
entirely voluntary and available to all
members; therefore, the reduction is
available to all members that select this
power option. Also, the Exchange
believes the reduction in fees is
equitable and not unfairly
discriminatory because the reduction
diminishes the disparity in the
Exchange’s fees for various co-location
power options. This results in a more
competitive cost structure for the
Exchange.
The Exchange notes that it operates in
a highly competitive market in which
market participants can readily favor
competing venues if they deem fee
levels at a particular venue to be
excessive, or opportunities available at
other venues to be more favorable. In
such an environment, the Exchange
must continually adjust its fees to
remain competitive with other trading
venues. These competitive forces help
to ensure that NASDAQ’s fees are
reasonable, equitably allocated, and not
unfairly discriminatory since market
participants can largely avoid fees to
which they object by changing their
operating venue.
emcdonald on DSK29S0YB1PROD with NOTICES
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange 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, as amended.
NASDAQ is reducing fees through this
proposed rule change, thereby
enhancing the competitiveness of its colocation offering.
5 15
6 15
U.S.C. 78f.
U.S.C. 78f(b)(4).
VerDate Mar<15>2010
14:46 May 11, 2012
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
The foregoing rule change has become
effective pursuant to Section
19(b)(3)(A)(ii) of the Act.7 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. If the Commission
takes such action, the Commission shall
institute proceedings to determine
whether the proposed rule should be
approved or 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 email to rulecomments@sec.gov. Please include File
Number SR–NASDAQ–2012–054 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–NASDAQ–2012–054. This
file number should be included on the
subject line if email 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
7 15
Jkt 226001
PO 00000
U.S.C. 78s(b)(3)(a)(ii)[sic].
Frm 00068
Fmt 4703
Sfmt 4703
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
10:00 a.m. and 3:00 p.m. Copies of the
filing also will be available for
inspection and copying at the principal
office of the Exchange. 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–
NASDAQ–2012–054 and should be
submitted on or before June 4, 2012.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.8
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–11534 Filed 5–11–12; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–66941; File No. SR–CME–
2012–06]
Self-Regulatory Organizations;
Chicago Mercantile Exchange Inc.;
Order Approving Proposed Rule
Change To Amend Rules Related to
Credit Default Swap Guaranty Fund
Allocations, End-of-Day Pricing
Procedures, Daily Submission
Deadlines, Holiday Accrual
Processing, and the Price Alignment
Interest Payment Timeline
May 8, 2012.
I. Introduction
On March 9, 2012, Chicago Mercantile
Exchange (‘‘CME’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) proposed rule change
SR–CME–2012–06 pursuant to Section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’) 1 and Rule 19b–4
thereunder.2 The proposed rule change
was published for comment in the
Federal Register on March 29, 2012.3
The Commission received no comment
letters regarding this proposal. For the
8 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 Release No. 34–66646 (March 22, 2012), 77 FR
19045 (March 29, 2012).
1 15
E:\FR\FM\14MYN1.SGM
14MYN1
Federal Register / Vol. 77, No. 93 / Monday, May 14, 2012 / Notices
emcdonald on DSK29S0YB1PROD with NOTICES
reasons discussion below, the
Commission is granting approval of the
proposed rule change.
II. Description
CME currently offers clearing services
for certain credit default swap (‘‘CDS’’)
index products. CME proposes to amend
certain of its rules that would generally
affect its CDS clearing offering and to
make corresponding amendments to
certain sections of its Manual of
Operations for CME Cleared Credit
Default Swaps (‘‘CDS Manual’’). The
rule amendments would modify CME’s
CDS guaranty fund allocation
methodology, end-of-day pricing
procedures, daily submission deadlines,
holiday accrual processing, and the
timeline for price alignment interest
(‘‘PAI’’) payment timeline.
The proposed changes to text in the
CME rulebook would amend current
requirements found in CME Rule
8H07.1 relating to the allocation of the
CDS guaranty fund requirements among
CDS clearing members. Currently, CME
calculates its guaranty fund monthly
and proportionally allocates to each
CDS clearing member a guaranty fund
requirement based on the CDS clearing
member’s 90-day trailing average of its
potential residual loss and 90-day
trailing average of its gross notional
open interest outstanding at CME. CME
is proposing to change the measurement
period from 90 days to 30 days so that
a CME clearing member’s CDS guaranty
fund requirement more quickly react to
the CDS clearing member’s current
activity and to align the measurement
period with the frequency of CDS
guaranty fund calculations.
The proposed changes to the text of
the CDS Manual would modify end-ofday pricing procedures including
procedures for CDS price submissions,
crossing, and auction procedures that
CME uses to arrive at the settlement
price for CDS contracts. Currently, CME
requires CDS clearing members to
submit price levels for the full term
structures of all indices and single-name
reference entities by seniority,
restructuring type, and currency eligible
for clearing. If a CDS clearing member
chooses to submit price levels on a
cleared contract in which it does not
hold open interest, CME hold that price
submission as tradable if a cross occurs
and the submitted instrument is
selected pursuant to the auction
process. However, under CME’s current
procedures, submitted price levels for
non-cleared instruments are never
actionable (i.e., tradable). CME is
proposing to change it CDS Manual to
require CDS clearing members to submit
price levels for all cleared contracts in
VerDate Mar<15>2010
14:46 May 11, 2012
Jkt 226001
which they or their customers hold
open interest. For indices where CDS
clearing members are required to submit
the full clearing eligible tenors of all
indices, CME will only cross CDS
clearing members on the tenors in
which the CDS clearing members or
their customers hold open interest. For
single-name CDS, CME will require CDS
clearing members to submit mid price
levels for the full term structures for the
0, 0.5-, 1-, 2-, 3-, 4-, 5-, 7- and 10-year
tenors. However, CME may cross the
CDS clearing members on any singlename reference entity in which the CDS
clearing members or their customer(s)
hold open interest irrespective of tenor.
CME is also amending its CDS Manual
to change (1) the daily submission
deadlines for CDS, (2) the CDS holiday
accrual processing, and (3) the PAI
payment timeline. With respect to
operations timelines and reports, CME
would move up the trade submission
deadline for current day trades from
7:59 p.m. ET to 6:59 p.m. ET. With
respect to position management, money
calculations, and collateral, the
revisions to the CDS Manual would
require on bank holidays in the country
of which the swap is denominated (e.g.,
Independence Day for U.S. Dollar
denominated CDS contracts), accrual
processing would be included in the
processing for the next business day and
would not occur on the relevant bank
holiday. In addition, CME would
calculate and pay PAI for CDS contracts
on a daily basis as opposed to monthly.
III. Discussion
Section 19(b)(2)(C) of the Act directs
the Commission to approve a proposed
rule change of a self-regulatory
organization if it finds that such
proposed rule change is consistent with
the requirements of the Act and the
rules and regulations thereunder
applicable to such organization.4 In
particular, Section 17A(b)(3)(F) 5 of the
Act requires, among other things, that
the rules of a clearing agency be
designed to assure the safeguarding of
securities and funds which are in the
custody or control of the clearing agency
or for which it is responsible. By making
CDS clearing members’ guaranty fund
requirements be based on relatively
more recent histories, the proposed
amended rule governing guaranty fund
allocations should improve CME’s
ability to react to CDS market dynamics
and thereby should help CME better
assure the safeguarding of securities and
funds which are in its custody or
control or for which it is responsible. As
4 15
5 15
PO 00000
U.S.C. 78s(b)(2)(C).
U.S.C. 78q–1(B)(3)(F).
Frm 00069
Fmt 4703
Sfmt 4703
28417
such, the proposed rule change is
consistent with the requirements of
Section 17A(b)(3)(F) of the Act. Also,
the requirement that CDS clearing
members submit pricing for all tenors of
clearing-eligible indices and for the full
term structure for single-name CDS
should enhance CME’s ability to derive
end-of-day settlement prices. In
addition, because the operational
changes CME is proposing would
generally require clearing members to
made trade submissions more promptly,
require CME to calculate price
alignment more frequently, and clarify
when price accrual processing occurs in
the event of a bank holiday, such a
change should promote the prompt and
accurate clearance and settlement of
securities transactions and derivative
agreements, contracts, and transactions
and therefore is consistent with the
requirements of Section 17A(b)(3)(F) of
the Act.
IV. Conclusion
On the basis of the foregoing, the
Commission finds the proposal is
consistent with the requirements of the
Act and in particular with the
requirements of 17A of the Act and the
rules and regulations thereunder.
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act, that the
proposed rule change (File No. SR–
CME–2012–06), be, and hereby is,
approved.6
For the Commission, by the Division of
Trading and markets, pursuant to delegated
authority.7
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–11533 Filed 5–11–12; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–66940; File No. SR–CME–
2012–14]
Self-Regulatory Organizations;
Chicago Mercantile Exchange, Inc.;
Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change To Amend the Fee Schedule
Applicable to OTC S&P GSCI–ER
Swaps Contracts
May 8, 2012.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
6 In approving the proposed rule change, the
Commission considered the proposal’s impact on
efficiency, competition, and capital formation. 15
U.S.C. 78c(f).
7 17 CFR 200.30–3(a)(12).
E:\FR\FM\14MYN1.SGM
14MYN1
Agencies
[Federal Register Volume 77, Number 93 (Monday, May 14, 2012)]
[Notices]
[Pages 28416-28417]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-11533]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-66941; File No. SR-CME-2012-06]
Self-Regulatory Organizations; Chicago Mercantile Exchange Inc.;
Order Approving Proposed Rule Change To Amend Rules Related to Credit
Default Swap Guaranty Fund Allocations, End-of-Day Pricing Procedures,
Daily Submission Deadlines, Holiday Accrual Processing, and the Price
Alignment Interest Payment Timeline
May 8, 2012.
I. Introduction
On March 9, 2012, Chicago Mercantile Exchange (``CME'') filed with
the Securities and Exchange Commission (``Commission'') proposed rule
change SR-CME-2012-06 pursuant to Section 19(b)(1) of the Securities
Exchange Act of 1934 (``Act'') \1\ and Rule 19b-4 thereunder.\2\ The
proposed rule change was published for comment in the Federal Register
on March 29, 2012.\3\ The Commission received no comment letters
regarding this proposal. For the
[[Page 28417]]
reasons discussion below, the Commission is granting approval of the
proposed rule change.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ Release No. 34-66646 (March 22, 2012), 77 FR 19045 (March
29, 2012).
---------------------------------------------------------------------------
II. Description
CME currently offers clearing services for certain credit default
swap (``CDS'') index products. CME proposes to amend certain of its
rules that would generally affect its CDS clearing offering and to make
corresponding amendments to certain sections of its Manual of
Operations for CME Cleared Credit Default Swaps (``CDS Manual''). The
rule amendments would modify CME's CDS guaranty fund allocation
methodology, end-of-day pricing procedures, daily submission deadlines,
holiday accrual processing, and the timeline for price alignment
interest (``PAI'') payment timeline.
The proposed changes to text in the CME rulebook would amend
current requirements found in CME Rule 8H07.1 relating to the
allocation of the CDS guaranty fund requirements among CDS clearing
members. Currently, CME calculates its guaranty fund monthly and
proportionally allocates to each CDS clearing member a guaranty fund
requirement based on the CDS clearing member's 90-day trailing average
of its potential residual loss and 90-day trailing average of its gross
notional open interest outstanding at CME. CME is proposing to change
the measurement period from 90 days to 30 days so that a CME clearing
member's CDS guaranty fund requirement more quickly react to the CDS
clearing member's current activity and to align the measurement period
with the frequency of CDS guaranty fund calculations.
The proposed changes to the text of the CDS Manual would modify
end-of-day pricing procedures including procedures for CDS price
submissions, crossing, and auction procedures that CME uses to arrive
at the settlement price for CDS contracts. Currently, CME requires CDS
clearing members to submit price levels for the full term structures of
all indices and single-name reference entities by seniority,
restructuring type, and currency eligible for clearing. If a CDS
clearing member chooses to submit price levels on a cleared contract in
which it does not hold open interest, CME hold that price submission as
tradable if a cross occurs and the submitted instrument is selected
pursuant to the auction process. However, under CME's current
procedures, submitted price levels for non-cleared instruments are
never actionable (i.e., tradable). CME is proposing to change it CDS
Manual to require CDS clearing members to submit price levels for all
cleared contracts in which they or their customers hold open interest.
For indices where CDS clearing members are required to submit the full
clearing eligible tenors of all indices, CME will only cross CDS
clearing members on the tenors in which the CDS clearing members or
their customers hold open interest. For single-name CDS, CME will
require CDS clearing members to submit mid price levels for the full
term structures for the 0, 0.5-, 1-, 2-, 3-, 4-, 5-, 7- and 10-year
tenors. However, CME may cross the CDS clearing members on any single-
name reference entity in which the CDS clearing members or their
customer(s) hold open interest irrespective of tenor.
CME is also amending its CDS Manual to change (1) the daily
submission deadlines for CDS, (2) the CDS holiday accrual processing,
and (3) the PAI payment timeline. With respect to operations timelines
and reports, CME would move up the trade submission deadline for
current day trades from 7:59 p.m. ET to 6:59 p.m. ET. With respect to
position management, money calculations, and collateral, the revisions
to the CDS Manual would require on bank holidays in the country of
which the swap is denominated (e.g., Independence Day for U.S. Dollar
denominated CDS contracts), accrual processing would be included in the
processing for the next business day and would not occur on the
relevant bank holiday. In addition, CME would calculate and pay PAI for
CDS contracts on a daily basis as opposed to monthly.
III. Discussion
Section 19(b)(2)(C) of the Act directs the Commission to approve a
proposed rule change of a self-regulatory organization if it finds that
such proposed rule change is consistent with the requirements of the
Act and the rules and regulations thereunder applicable to such
organization.\4\ In particular, Section 17A(b)(3)(F) \5\ of the Act
requires, among other things, that the rules of a clearing agency be
designed to assure the safeguarding of securities and funds which are
in the custody or control of the clearing agency or for which it is
responsible. By making CDS clearing members' guaranty fund requirements
be based on relatively more recent histories, the proposed amended rule
governing guaranty fund allocations should improve CME's ability to
react to CDS market dynamics and thereby should help CME better assure
the safeguarding of securities and funds which are in its custody or
control or for which it is responsible. As such, the proposed rule
change is consistent with the requirements of Section 17A(b)(3)(F) of
the Act. Also, the requirement that CDS clearing members submit pricing
for all tenors of clearing-eligible indices and for the full term
structure for single-name CDS should enhance CME's ability to derive
end-of-day settlement prices. In addition, because the operational
changes CME is proposing would generally require clearing members to
made trade submissions more promptly, require CME to calculate price
alignment more frequently, and clarify when price accrual processing
occurs in the event of a bank holiday, such a change should promote the
prompt and accurate clearance and settlement of securities transactions
and derivative agreements, contracts, and transactions and therefore is
consistent with the requirements of Section 17A(b)(3)(F) of the Act.
---------------------------------------------------------------------------
\4\ 15 U.S.C. 78s(b)(2)(C).
\5\ 15 U.S.C. 78q-1(B)(3)(F).
---------------------------------------------------------------------------
IV. Conclusion
On the basis of the foregoing, the Commission finds the proposal is
consistent with the requirements of the Act and in particular with the
requirements of 17A of the Act and the rules and regulations
thereunder.
It is therefore ordered, pursuant to Section 19(b)(2) of the Act,
that the proposed rule change (File No. SR-CME-2012-06), be, and hereby
is, approved.\6\
---------------------------------------------------------------------------
\6\ In approving the proposed rule change, the Commission
considered the proposal's impact on efficiency, competition, and
capital formation. 15 U.S.C. 78c(f).
For the Commission, by the Division of Trading and markets,
pursuant to delegated authority.\7\
---------------------------------------------------------------------------
\7\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-11533 Filed 5-11-12; 8:45 am]
BILLING CODE 8011-01-P