Self-Regulatory Organizations; National Securities Clearing Corporation; Notice of Filing of Proposed Rule Change To Effect Processing Enhancements to the NSCC Automated Customer Account Transfer Service, 20290-20293 [2014-08122]
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20290
Federal Register / Vol. 79, No. 70 / Friday, April 11, 2014 / Notices
under Section 19(b)(2)(B) 11 of the Act 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 proposal is
consistent with the Act. Comments may
be submitted by any of the following
methods:
tkelley on DSK3SPTVN1PROD with NOTICES
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–CBOE–2014–034 on the
subject line.
Paper Comments:
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–CBOE–2014–034. 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
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–CBOE–
2014–034 and should be submitted on
or before May 2, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–08119 Filed 4–10–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71887; File No. SR–NSCC–
2014–04]
Self-Regulatory Organizations;
National Securities Clearing
Corporation; Notice of Filing of
Proposed Rule Change To Effect
Processing Enhancements to the
NSCC Automated Customer Account
Transfer Service
April 7, 2014.
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 March 27,
2014, National Securities Clearing
Corporation (‘‘NSCC’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I, II and III
below, which Items have been prepared
primarily by NSCC. 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
The proposed rule change consists of
modifications to the Rules & Procedures
(‘‘Rules’’) of NSCC regarding processing
enhancements that it proposes to
undertake with respect to its Automated
Customer Account Transfer Service
(‘‘ACATS’’).3
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 such statements.
1 15
U.S.C. 78s(b)(1).
CFR 240.19b-4.
3 Terms not defined herein have the meaning set
forth in the Rules.
2 17
11 15
12 17
U.S.C. 78s(b)(2)(B).
CFR 200.30–3(a)(12).
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(A) Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
i. Introduction
ACATS 4 enables Members to transfer
customer accounts among themselves in
an automated fashion.5 Since its
inception in 1985, ACATS has provided
Members with an efficient automated
means for the prompt transfer of
customer accounts. ACATS is a nonguaranteed service and transfers are not
subject to risk management by NSCC.
NSCC and The Depository Trust
Company (‘‘DTC’’) have been engaged
with the industry in a series of
initiatives designed to improve the
efficiency and reduce risks associated
with transactions processed through
ACATS.6 As a next step in this series of
initiatives, and as more fully described
below, NSCC is proposing a new
ACATS process (separate from CNS) for
enhanced efficiency and risk reduction
and to support final completion of
settlement for ACATS transfers of: (i)
CNS-eligible securities and (ii)
securities that are otherwise eligible for
settlement at DTC (‘‘Non-CNS DTCEligible Securities’’).
The new process would facilitate
completion of ACATS transactions as
described below regardless of the fact
that: (i) A Member that is party to the
transfer may fail to meet its money
settlement obligation to NSCC, or (ii) if
NSCC ceases to act for such Member
(collectively, ‘‘Fails to Settle’’). The
revised processing would also ensure
that Non-CNS DTC-Eligible Securities
4 Currently, through ACATS, an NSCC Member
(‘‘Member’’) to whom a customer’s securities
account is to be transferred (the ‘‘Receiving
Member’’) may initiate the account transfer process
by submitting a Transfer Initiation Request (a
‘‘TIF’’) to NSCC. When a Member who is delivering
securities through ACATS (a ‘‘Delivering Member’’)
accepts a customer account transfer (and all other
preconditions to the processing of an ACATS
transfer pursuant to NSCC’s Rules have been met),
NSCC will cause CNS-eligible items in that account
to enter NSCC’s CNS Accounting Operation
(‘‘CNS’’) prior to the settlement cycle on the day
before Settlement Date. ‘‘Non-CNS ACATS’’
transactions may be settled either through or away
from NSCC depending on the asset type. See Rules,
Rule 50 (Automated Customer Account Transfer
Service), available at https://www.dtcc.com/en/
legal/rules-and-procedures.aspx.
5 ACATS complements Financial Industry
Regulatory Authority (‘‘FINRA’’) Rule 11870
requiring FINRA members to use automated
clearing agency customer account transfer services
to effect customer account transfers within
specified time frames.
6 Previous initiatives in this regard focused on
improvements relating to tracking of assets eligible
for processing through NSCC’s Continuous Net
Settlement Accounting Operation (‘‘CNS’’) and
mutual fund ACATS obligations.
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are credited to a no lien location, as
CNS eligible items are currently.
ii. Discussion
Current Treatment of CNS-Eligible
ACATS Transactions
Today, when a CNS ACATS
transaction is staged for delivery on
Settlement Date, in order to incent the
Delivering Member to make delivery of
the securities, the Delivering Member is
charged with a money settlement debit
and the Receiving Member with a
money settlement credit. These charges
are reversed when the securities transfer
is complete.
ACATS transfers settled via CNS are
fungible with all other CNS activity.
Specifically, CNS ACATS receives and
delivers are netted with guaranteed
settling trades in the same securities.
NSCC tracks ACATS receive and deliver
obligations in CNS so that NSCC is able
to reverse the uncompleted CNS ACATS
obligations of a Member that Fails to
Settle.7 However, if two or more
Members Fail to Settle, because of the
fungibility of ACATS securities with
other CNS activity, NSCC may not be
able to identify completed versus
uncompleted transactions. As a result,
NSCC would then reverse all ACATS
transactions relating to those Members
whether or not the transactions are
completed in order to eliminate the
debits and credits generated as
described above. This adds uncertainty
as to the finality of any given CNSeligible ACATS transaction until money
settlement is complete.
Current Treatment of Transfers in NonCNS DTC-Eligible Securities
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Similar to CNS ACATS transactions,
the Delivering Member for a non-CNS
eligible transaction that fails to make
securities delivery receives a money
debit for the full value of the securities.
Under current processing, NSCC does
not track which of these transactions
has been completed. Thus, if at the end
of the day the Delivering Member Fails
to Settle, NSCC would reverse the
Member’s ACATS transactions in order
to erase the associated money debit.
This also adds uncertainty as to the
finality of any given non-CNS DTCeligible ACATS transaction until money
settlement is complete.
New Process for ACATS Transfers of
CNS-Eligible Securities and Non-CNS
DTC-Eligible Securities
The proposed rule change would
create a new ACATS process for both
7 Completed transactions, however, are not
reversed.
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CNS-eligible and Non-CNS DTC-Eligible
Securities.
In this new design, ACATS would
send obligations in CNS-eligible
securities and Non-CNS DTC-Eligible
Securities into a new, non-guaranteed
ACATS process for such obligations on
ACATS settlement date. The process
would be known as the ‘‘ACATS
Settlement Accounting Operation.’’ All
transfers through this new accounting
operation would be made ‘‘free-ofvalue’’ without the application of
incentive charges applied in the current
process (as described above).8
Each Member participating in ACATS
would maintain two NSCC subaccounts
with respect to the ACATS Settlement
Accounting Operation to accommodate
the processing of receive obligations and
deliver obligations, respectively. Under
this process, the impacted ACATS
transactions would be aggregated into
one receive obligation and one deliver
obligation per security per Member and
included in either the Member’s
‘‘receive’’ or ‘‘deliver’’ subaccounts
established for this purpose. NSCC
would not net the obligations between
a Member’s subaccounts. These
accounting measures would allow NSCC
to track obligations at the Member level,
so NSCC may identify and reverse only
uncompleted securities obligations if
one or more Members default on the
scheduled ACATS settlement date.9 The
fact that deliveries would be made freeof-value would obviate any need to
reverse completed transactions. Also, as
more fully described below, NSCC’s
guaranty to DTC for short cover
payment obligations would no longer be
applicable because the deliveries no
longer present risk to DTC.
Delivery Exemptions
The new process would also provide
for ‘‘Level 1’’ delivery exemptions that
would allow Members to indicate that
deliver obligations in the ACATS
Settlement Accounting Operation
should not be automatically settled
against their current DTC position. With
respect to same day settling
transactions, Members may select a
standing exemption to permit all such
short positions to be delivered.
Additionally, during the daytime cycle,
a Member may override the one day
settling exemption as well as other
8 An NSCC account at DTC would be established
to accommodate processing of these transfers.
9 DTC would provide information to NSCC
through the DTC/NSCC interface as to when
deliveries are complete. Please note such reversals
of uncompleted transactions for defaulting
Members would remain necessary due to the
application of NSCC charges for failed securities
deliveries as described below.
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exemptions entered by the Member the
previous evening. To do so, the Member
should prepare a Delivery Order (‘‘DO’’)
and submit it to DTC in the normal
manner.
ACATS Settlement Accounting
Operation Allocation Algorithm
The proposed rule change would
provide that after securities are received
by NSCC from Delivering Members, they
would be allocated to Receiving
Members. The allocation of these
securities would be governed by an
algorithm as formulated by NSCC from
time to time as to not to benefit any one
Member. In addition, to maximize
customer account deliveries, the default
process would be for NSCC to instruct
DTC to first deliver shares out of a
Delivering Member’s account to satisfy
its ACATS obligations and then
outstanding CNS obligations.
Failures To Deliver or Receive
Securities through the ACATS
Settlement Accounting Operation
If a scheduled securities delivery or
receive through the ACATS Settlement
Accounting Operation for a transaction
fails at the end of the day (a ‘‘Fail-toDeliver or Receive’’) but has not Failed
to Settle, NSCC would apply a funds
settlement debit to the Delivering
Member and a funds settlement credit to
the Receiving Member prior to final
settlement. The money amount would
be 100 percent of the CNS market value
of the fail for each CNS-eligible item
(unless a market price is unavailable in
which case NSCC would use the value
provided by the Delivering Member),
and 100 percent of the ACATS market
value for each Non-CNS DTC-Eligible
Securities. When the Member pays final
money settlement, ACATS obligations
for which there was a Fail-to-Deliver or
Receive securities would take one of
two paths depending on whether they
involve CNS-eligible or Non-CNS DTCEligible Securities:
• For uncompleted CNS-eligible
ACATS obligations: An ACATS
obligation in a CNS-eligible security
where there has been a Fail-to-Deliver or
Receive securities (but a Member to the
transaction does not Fail to Settle)
would enter the applicable Member’s
general CNS account. The obligation
would then be netted with regular CNS
processing. Because NSCC has collected
the full mark on these transactions,
NSCC would guaranty [sic] settlement
for the obligations upon their inclusion
in CNS.
• For uncompleted non-CNS DTC
ACATS obligations: For non-CNS DTCeligible transactions, NSCC would
provide instructions to both the
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Delivering Member and Receiving
Member to settle the failed obligation
directly with each other. These
transactions would be automatically
entered into NSCC’s Obligation
Warehouse system, if eligible.
If one or more Members Fail(s) to
Settle, the tracking and reversal
functionality associated with the
ACATS Settlement Accounting
Operation would allow NSCC to reverse
uncompleted ACATS obligations as
necessary. This would enable NSCC to
reverse pending ACATS obligations for
only uncompleted transfers of
Member(s) that Fail to Settle and allow
assets associated with completed
ACATS transfers to remain with the
Receiving Member, thus ensuring that
customer account transfers to new firms
are maximized. This enhances NSCC’s
ACATS process for CNS-eligible
securities and Non-CNS DTC-Eligible
Securities by allowing for tracking of
obligations and reversal of only
uncompleted transactions in the event
of a multiple Member default
scenario.10
For purposes of this proposal, an
ACATS transfer of a Member that Fails
to Settle would be deemed uncompleted
if the Member is: (i) the Delivering
Member and it has Failed to Deliver to
NSCC all or a portion of the securities
associated with the ACATS transfer, or
(ii) the Receiving Member and it has
Failed to Receive from NSCC all or a
portion of the securities associated with
the ACATS transfer. However, in either
such case, where the Delivering Member
has made a partial delivery for an
amount of the securities to NSCC (the
‘‘Delivered Amount’’) the transfer would
be: (i) Deemed completed for any
amount of the securities received from
NSCC by the Receiving Member up to
an amount not to exceed the Delivered
Amount (the ‘‘Received Amount’’), and
(ii) uncompleted for any amount of the
securities scheduled for delivery other
than the Received Amount (in which
case, only the uncompleted portion of
the item would be subject to reversal).
In the event either a Delivering Member
and Receiving Member to the same
ACATS transfer Fails to Settle on the
same settlement day, then any transfer
deemed uncompleted for the Delivering
Member would also be deemed
uncompleted as to the Receiving
Member, and vice versa. NSCC would
notify firms with the details associated
with the assets subject to the reversal
and firms would need to reestablish
customer positions accordingly.
10 The current process only provides for tracking
for this purpose if there is a single Member default.
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Elimination of Short Cover Charge
An ‘‘ACATS short cover charge’’ is a
dollar amount guaranteed by NSCC to
DTC for the value of securities delivered
from a Participant’s DTC account to
NSCC for CNS processing by NSCC.
NSCC’s guaranty to DTC for the short
cover charge will no longer be
applicable because the deliveries no
longer present risk to DTC. In a related
rule filing, SR–DTC–2014–04, DTC
proposes to eliminate the provision in
its procedures relating to ACATS short
charges. No change to NSCC’s rules text
is required in respect to short charges.
obligations associated with ACATS
activity, and (ii) preclude the reversal of
completed ACATS transfers in the event
that Member Fails to Settle. Therefore,
NSCC believes the proposed rule change
is consistent with the requirements of
the Act and the rules and regulations
thereunder applicable to NSCC, and in
particular Section 17A(b)(3)(F) 11 of the
Act which requires that NSCC’s Rules
be designed to promote the prompt and
accurate clearance and settlement of
securities transactions and, in general,
to protect investors and the public
interest.
Long Allocations
At NSCC, under current rules, long
allocations may be reversed if the NSCC
Member fails to meet its settlement
obligation. Because ACATS transactions
would not generate any funds
settlement obligations, this reversal is
eliminated. In its related filing, DTC
proposes to delete a provision
describing the reversal of ACATS long
allocations from its procedures. No
change to NSCC’s rules text is required
in this regard.
(B) Self-Regulatory Organization’s
Statement on Burden on Competition
Delivery of Securities to a ‘‘No Lien’’
Location
The associated changes would also
ensure that neither DTC nor NSCC has
a lien on shares delivered to a receiver
as a result of ACATS transfers. As this
new process allocates shares to the long
broker via an algorithm that NSCC
would establish for this purpose, DTC
would credit the shares to the broker’s
Minimum Amount (‘‘MA’’) or non-lien/
non-collateral account at DTC.
Reporting of Transactions
Final accounting reports for the
ACATS Settlement Accounting
Operation would be provided in
conjunction with the final CNS
accounting reports, however, reporting
along with the CNS accounting reports
would have no effect on the status of the
reported ACATS transactions as nonguaranteed.
NSCC believes that the proposed rule
change would not impose any burden
on competition as it applies to all
Members that utilize the ACATS service
and the new process has been
developed in close coordination with
the industry.
(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 yet been
solicited or received with respect to this
filing.
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
up to 90 days (i) as the Commission may
designate if it finds such longer period
to be appropriate and publishes its
reasons for so finding or (ii) as to which
the self-regulatory organization
consents, the Commission will:
(A) by order approve or disapprove
such proposed rule change, or
(B) institute proceedings to determine
whether the proposed rule change
should be disapproved.
iii. Implementation Timeframe
NSCC proposes to implement the
changes set forth in this rule filing
during the second quarter of 2014.
Pending Commission approval,
Members will be advised of the
implementation date through issuance
of NSCC Important Notices.
IV. Solicitation of Comments
2. Statutory Basis
The proposed rule change provides
for enhancements relating to the
processing of customer securities which
would enable the implementation of: (i)
The tracking of receive and deliver
Electronic Comments
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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:
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
11 15
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U.S.C. 78q–1(b)(3)(F).
11APN1
Federal Register / Vol. 79, No. 70 / Friday, April 11, 2014 / Notices
20293
• Send an email to rule-comments@
sec.gov. Please include File No. SR–
NSCC–2014–04 on the subject line.
SMALL BUSINESS ADMINISTRATION
SMALL BUSINESS ADMINISTRATION
[Disaster Declaration #13920]
[Disaster Declaration #13924 and #13925]
Paper Comments
Pennsylvania Disaster #PA–00066
Declaration of Economic Injury
Washington Disaster #WA–00039
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File No.
SR–NSCC–2014–04. 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
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 NSCC and on NSCC’s Web site
at (https://www.dtcc.com/legal/sec-rulefilings.aspx). 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–NSCC–
2014–04 and should be submitted on or
before May 2, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–08122 Filed 4–10–14; 8:45 am]
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BILLING CODE 8011–01–P
U.S. Small Business
Administration.
ACTION: Notice.
U.S. Small Business
Administration.
ACTION: Notice.
AGENCY:
This is a notice of an
Economic Injury Disaster Loan (EIDL)
declaration for the Commonwealth of
Pennsylvania, dated 04/02/2014.
Incident: Severe Winter Storms.
Incident Period: 02/03/2014 through
02/28/2014.
Effective Date: 04/02/2014.
EIDL Loan Application Deadline Date:
01/02/2015.
ADDRESSES: Submit completed loan
applications to: U.S. Small Business
Administration, Processing and
Disbursement Center, 14925 Kingsport
Road, Fort Worth, TX 76155.
FOR FURTHER INFORMATION CONTACT: A.
Escobar, Office of Disaster Assistance,
U.S. Small Business Administration,
409 3rd Street SW., Suite 6050,
Washington, DC 20416.
SUPPLEMENTARY INFORMATION: Notice is
hereby given that as a result of the
Administrator’s EIDL declaration,
applications for economic injury
disaster loans may be filed at the
address listed above or other locally
announced locations.
The following areas have been
determined to be adversely affected by
the disaster:
Primary Counties: Chester; Montgomery.
Contiguous Counties:
Pennsylvania: Berks; Bucks;
Delaware; Lancaster; Lehigh;
Philadelphia.
Delaware: New Castle.
Maryland: Cecil.
The Interest Rates are:
SUMMARY:
AGENCY:
SUMMARY:
Percent
Businesses And Small Agricultural
Cooperatives Without Credit
Available Elsewhere ..................
Non-Profit Organizations Without
Credit Available Elsewhere .......
4.000
Percent
2.625
The number assigned to this disaster
for economic injury is 139200.
The States which received an EIDL
Declaration # are Pennsylvania;
Delaware; Maryland.
(Catalog of Federal Domestic Assistance
Number 59002)
Dated: April 2, 2014.
Marianne O’Brien Markowitz,
Acting Administrator.
[FR Doc. 2014–08087 Filed 4–10–14; 8:45 am]
12 17
CFR 200.30–3(a)(12).
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BILLING CODE 8025–01–P
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This is a Notice of the
Presidential declaration of a major
disaster for the State of WASHINGTON
(FEMA–4168–DR), dated 04/02/2014.
Incident: Flooding and Mudslides.
Incident Period: 03/22/2014 and
continuing.
Effective Date: 04/02/2014.
Physical Loan Application Deadline
Date: 06/02/2014.
Economic Injury (EIDL) Loan
Application Deadline Date: 01/02/2015.
ADDRESSES: Submit completed loan
applications to: U.S. Small Business
Administration, Processing and
Disbursement Center, 14925 Kingsport
Road, Fort Worth, TX 76155.
FOR FURTHER INFORMATION CONTACT: A.
Escobar, Office of Disaster Assistance,
U.S. Small Business Administration,
409 3rd Street SW., Suite 6050,
Washington, DC 20416.
SUPPLEMENTARY INFORMATION: Notice is
hereby given that as a result of the
President’s major disaster declaration on
04/02/2014, applications for disaster
loans may be filed at the address listed
above or other locally announced
locations.
The following areas have been
determined to be adversely affected by
the disaster:
Primary Counties (Physical Damage and
Economic Injury Loans):
Snohomish, including The SaukSuiattle, Stillaguamish, and Tulalip
Tribes
Contiguous Counties (Economic Injury
Loans Only):
Washington: Chelan, Island, King,
Skagit.
The Interest Rates are:
For Physical Damage:
Homeowners With Credit Available Elsewhere ......................
Homeowners Without Credit
Available Elsewhere ..............
Businesses With Credit Available Elsewhere ......................
Businesses
Without
Credit
Available Elsewhere ..............
Non-Profit Organizations With
Credit Available Elsewhere ...
Non-Profit Organizations Without Credit Available Elsewhere .....................................
For Economic Injury:
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4.500
2.250
6.000
4.000
2.625
2.625
Agencies
[Federal Register Volume 79, Number 70 (Friday, April 11, 2014)]
[Notices]
[Pages 20290-20293]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-08122]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-71887; File No. SR-NSCC-2014-04]
Self-Regulatory Organizations; National Securities Clearing
Corporation; Notice of Filing of Proposed Rule Change To Effect
Processing Enhancements to the NSCC Automated Customer Account Transfer
Service
April 7, 2014.
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 March 27, 2014, National Securities Clearing Corporation (``NSCC'')
filed with the Securities and Exchange Commission (``Commission'') the
proposed rule change as described in Items I, II and III below, which
Items have been prepared primarily by NSCC. The Commission is
publishing this notice to solicit comments on the proposed rule change
from interested persons.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The proposed rule change consists of modifications to the Rules &
Procedures (``Rules'') of NSCC regarding processing enhancements that
it proposes to undertake with respect to its Automated Customer Account
Transfer Service (``ACATS'').\3\
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\3\ Terms not defined herein have the meaning set forth in the
Rules.
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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 such statements.
(A) Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
i. Introduction
ACATS \4\ enables Members to transfer customer accounts among
themselves in an automated fashion.\5\ Since its inception in 1985,
ACATS has provided Members with an efficient automated means for the
prompt transfer of customer accounts. ACATS is a non-guaranteed service
and transfers are not subject to risk management by NSCC.
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\4\ Currently, through ACATS, an NSCC Member (``Member'') to
whom a customer's securities account is to be transferred (the
``Receiving Member'') may initiate the account transfer process by
submitting a Transfer Initiation Request (a ``TIF'') to NSCC. When a
Member who is delivering securities through ACATS (a ``Delivering
Member'') accepts a customer account transfer (and all other
preconditions to the processing of an ACATS transfer pursuant to
NSCC's Rules have been met), NSCC will cause CNS-eligible items in
that account to enter NSCC's CNS Accounting Operation (``CNS'')
prior to the settlement cycle on the day before Settlement Date.
``Non-CNS ACATS'' transactions may be settled either through or away
from NSCC depending on the asset type. See Rules, Rule 50 (Automated
Customer Account Transfer Service), available at https://www.dtcc.com/en/legal/rules-and-procedures.aspx.
\5\ ACATS complements Financial Industry Regulatory Authority
(``FINRA'') Rule 11870 requiring FINRA members to use automated
clearing agency customer account transfer services to effect
customer account transfers within specified time frames.
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NSCC and The Depository Trust Company (``DTC'') have been engaged
with the industry in a series of initiatives designed to improve the
efficiency and reduce risks associated with transactions processed
through ACATS.\6\ As a next step in this series of initiatives, and as
more fully described below, NSCC is proposing a new ACATS process
(separate from CNS) for enhanced efficiency and risk reduction and to
support final completion of settlement for ACATS transfers of: (i) CNS-
eligible securities and (ii) securities that are otherwise eligible for
settlement at DTC (``Non-CNS DTC-Eligible Securities'').
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\6\ Previous initiatives in this regard focused on improvements
relating to tracking of assets eligible for processing through
NSCC's Continuous Net Settlement Accounting Operation (``CNS'') and
mutual fund ACATS obligations.
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The new process would facilitate completion of ACATS transactions
as described below regardless of the fact that: (i) A Member that is
party to the transfer may fail to meet its money settlement obligation
to NSCC, or (ii) if NSCC ceases to act for such Member (collectively,
``Fails to Settle''). The revised processing would also ensure that
Non-CNS DTC-Eligible Securities
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are credited to a no lien location, as CNS eligible items are
currently.
ii. Discussion
Current Treatment of CNS-Eligible ACATS Transactions
Today, when a CNS ACATS transaction is staged for delivery on
Settlement Date, in order to incent the Delivering Member to make
delivery of the securities, the Delivering Member is charged with a
money settlement debit and the Receiving Member with a money settlement
credit. These charges are reversed when the securities transfer is
complete.
ACATS transfers settled via CNS are fungible with all other CNS
activity. Specifically, CNS ACATS receives and delivers are netted with
guaranteed settling trades in the same securities. NSCC tracks ACATS
receive and deliver obligations in CNS so that NSCC is able to reverse
the uncompleted CNS ACATS obligations of a Member that Fails to
Settle.\7\ However, if two or more Members Fail to Settle, because of
the fungibility of ACATS securities with other CNS activity, NSCC may
not be able to identify completed versus uncompleted transactions. As a
result, NSCC would then reverse all ACATS transactions relating to
those Members whether or not the transactions are completed in order to
eliminate the debits and credits generated as described above. This
adds uncertainty as to the finality of any given CNS-eligible ACATS
transaction until money settlement is complete.
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\7\ Completed transactions, however, are not reversed.
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Current Treatment of Transfers in Non-CNS DTC-Eligible Securities
Similar to CNS ACATS transactions, the Delivering Member for a non-
CNS eligible transaction that fails to make securities delivery
receives a money debit for the full value of the securities. Under
current processing, NSCC does not track which of these transactions has
been completed. Thus, if at the end of the day the Delivering Member
Fails to Settle, NSCC would reverse the Member's ACATS transactions in
order to erase the associated money debit. This also adds uncertainty
as to the finality of any given non-CNS DTC-eligible ACATS transaction
until money settlement is complete.
New Process for ACATS Transfers of CNS-Eligible Securities and Non-CNS
DTC-Eligible Securities
The proposed rule change would create a new ACATS process for both
CNS-eligible and Non-CNS DTC-Eligible Securities.
In this new design, ACATS would send obligations in CNS-eligible
securities and Non-CNS DTC-Eligible Securities into a new, non-
guaranteed ACATS process for such obligations on ACATS settlement date.
The process would be known as the ``ACATS Settlement Accounting
Operation.'' All transfers through this new accounting operation would
be made ``free-of-value'' without the application of incentive charges
applied in the current process (as described above).\8\
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\8\ An NSCC account at DTC would be established to accommodate
processing of these transfers.
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Each Member participating in ACATS would maintain two NSCC
subaccounts with respect to the ACATS Settlement Accounting Operation
to accommodate the processing of receive obligations and deliver
obligations, respectively. Under this process, the impacted ACATS
transactions would be aggregated into one receive obligation and one
deliver obligation per security per Member and included in either the
Member's ``receive'' or ``deliver'' subaccounts established for this
purpose. NSCC would not net the obligations between a Member's
subaccounts. These accounting measures would allow NSCC to track
obligations at the Member level, so NSCC may identify and reverse only
uncompleted securities obligations if one or more Members default on
the scheduled ACATS settlement date.\9\ The fact that deliveries would
be made free-of-value would obviate any need to reverse completed
transactions. Also, as more fully described below, NSCC's guaranty to
DTC for short cover payment obligations would no longer be applicable
because the deliveries no longer present risk to DTC.
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\9\ DTC would provide information to NSCC through the DTC/NSCC
interface as to when deliveries are complete. Please note such
reversals of uncompleted transactions for defaulting Members would
remain necessary due to the application of NSCC charges for failed
securities deliveries as described below.
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Delivery Exemptions
The new process would also provide for ``Level 1'' delivery
exemptions that would allow Members to indicate that deliver
obligations in the ACATS Settlement Accounting Operation should not be
automatically settled against their current DTC position. With respect
to same day settling transactions, Members may select a standing
exemption to permit all such short positions to be delivered.
Additionally, during the daytime cycle, a Member may override the one
day settling exemption as well as other exemptions entered by the
Member the previous evening. To do so, the Member should prepare a
Delivery Order (``DO'') and submit it to DTC in the normal manner.
ACATS Settlement Accounting Operation Allocation Algorithm
The proposed rule change would provide that after securities are
received by NSCC from Delivering Members, they would be allocated to
Receiving Members. The allocation of these securities would be governed
by an algorithm as formulated by NSCC from time to time as to not to
benefit any one Member. In addition, to maximize customer account
deliveries, the default process would be for NSCC to instruct DTC to
first deliver shares out of a Delivering Member's account to satisfy
its ACATS obligations and then outstanding CNS obligations.
Failures To Deliver or Receive Securities through the ACATS Settlement
Accounting Operation
If a scheduled securities delivery or receive through the ACATS
Settlement Accounting Operation for a transaction fails at the end of
the day (a ``Fail-to-Deliver or Receive'') but has not Failed to
Settle, NSCC would apply a funds settlement debit to the Delivering
Member and a funds settlement credit to the Receiving Member prior to
final settlement. The money amount would be 100 percent of the CNS
market value of the fail for each CNS-eligible item (unless a market
price is unavailable in which case NSCC would use the value provided by
the Delivering Member), and 100 percent of the ACATS market value for
each Non-CNS DTC-Eligible Securities. When the Member pays final money
settlement, ACATS obligations for which there was a Fail-to-Deliver or
Receive securities would take one of two paths depending on whether
they involve CNS-eligible or Non-CNS DTC-Eligible Securities:
For uncompleted CNS-eligible ACATS obligations: An ACATS
obligation in a CNS-eligible security where there has been a Fail-to-
Deliver or Receive securities (but a Member to the transaction does not
Fail to Settle) would enter the applicable Member's general CNS
account. The obligation would then be netted with regular CNS
processing. Because NSCC has collected the full mark on these
transactions, NSCC would guaranty [sic] settlement for the obligations
upon their inclusion in CNS.
For uncompleted non-CNS DTC ACATS obligations: For non-CNS
DTC-eligible transactions, NSCC would provide instructions to both the
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Delivering Member and Receiving Member to settle the failed obligation
directly with each other. These transactions would be automatically
entered into NSCC's Obligation Warehouse system, if eligible.
If one or more Members Fail(s) to Settle, the tracking and reversal
functionality associated with the ACATS Settlement Accounting Operation
would allow NSCC to reverse uncompleted ACATS obligations as necessary.
This would enable NSCC to reverse pending ACATS obligations for only
uncompleted transfers of Member(s) that Fail to Settle and allow assets
associated with completed ACATS transfers to remain with the Receiving
Member, thus ensuring that customer account transfers to new firms are
maximized. This enhances NSCC's ACATS process for CNS-eligible
securities and Non-CNS DTC-Eligible Securities by allowing for tracking
of obligations and reversal of only uncompleted transactions in the
event of a multiple Member default scenario.\10\
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\10\ The current process only provides for tracking for this
purpose if there is a single Member default.
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For purposes of this proposal, an ACATS transfer of a Member that
Fails to Settle would be deemed uncompleted if the Member is: (i) the
Delivering Member and it has Failed to Deliver to NSCC all or a portion
of the securities associated with the ACATS transfer, or (ii) the
Receiving Member and it has Failed to Receive from NSCC all or a
portion of the securities associated with the ACATS transfer. However,
in either such case, where the Delivering Member has made a partial
delivery for an amount of the securities to NSCC (the ``Delivered
Amount'') the transfer would be: (i) Deemed completed for any amount of
the securities received from NSCC by the Receiving Member up to an
amount not to exceed the Delivered Amount (the ``Received Amount''),
and (ii) uncompleted for any amount of the securities scheduled for
delivery other than the Received Amount (in which case, only the
uncompleted portion of the item would be subject to reversal). In the
event either a Delivering Member and Receiving Member to the same ACATS
transfer Fails to Settle on the same settlement day, then any transfer
deemed uncompleted for the Delivering Member would also be deemed
uncompleted as to the Receiving Member, and vice versa. NSCC would
notify firms with the details associated with the assets subject to the
reversal and firms would need to reestablish customer positions
accordingly.
Elimination of Short Cover Charge
An ``ACATS short cover charge'' is a dollar amount guaranteed by
NSCC to DTC for the value of securities delivered from a Participant's
DTC account to NSCC for CNS processing by NSCC. NSCC's guaranty to DTC
for the short cover charge will no longer be applicable because the
deliveries no longer present risk to DTC. In a related rule filing, SR-
DTC-2014-04, DTC proposes to eliminate the provision in its procedures
relating to ACATS short charges. No change to NSCC's rules text is
required in respect to short charges.
Long Allocations
At NSCC, under current rules, long allocations may be reversed if
the NSCC Member fails to meet its settlement obligation. Because ACATS
transactions would not generate any funds settlement obligations, this
reversal is eliminated. In its related filing, DTC proposes to delete a
provision describing the reversal of ACATS long allocations from its
procedures. No change to NSCC's rules text is required in this regard.
Delivery of Securities to a ``No Lien'' Location
The associated changes would also ensure that neither DTC nor NSCC
has a lien on shares delivered to a receiver as a result of ACATS
transfers. As this new process allocates shares to the long broker via
an algorithm that NSCC would establish for this purpose, DTC would
credit the shares to the broker's Minimum Amount (``MA'') or non-lien/
non-collateral account at DTC.
Reporting of Transactions
Final accounting reports for the ACATS Settlement Accounting
Operation would be provided in conjunction with the final CNS
accounting reports, however, reporting along with the CNS accounting
reports would have no effect on the status of the reported ACATS
transactions as non-guaranteed.
iii. Implementation Timeframe
NSCC proposes to implement the changes set forth in this rule
filing during the second quarter of 2014. Pending Commission approval,
Members will be advised of the implementation date through issuance of
NSCC Important Notices.
2. Statutory Basis
The proposed rule change provides for enhancements relating to the
processing of customer securities which would enable the implementation
of: (i) The tracking of receive and deliver obligations associated with
ACATS activity, and (ii) preclude the reversal of completed ACATS
transfers in the event that Member Fails to Settle. Therefore, NSCC
believes the proposed rule change is consistent with the requirements
of the Act and the rules and regulations thereunder applicable to NSCC,
and in particular Section 17A(b)(3)(F) \11\ of the Act which requires
that NSCC's Rules be designed to promote the prompt and accurate
clearance and settlement of securities transactions and, in general, to
protect investors and the public interest.
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\11\ 15 U.S.C. 78q-1(b)(3)(F).
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(B) Self-Regulatory Organization's Statement on Burden on Competition
NSCC believes that the proposed rule change would not impose any
burden on competition as it applies to all Members that utilize the
ACATS service and the new process has been developed in close
coordination with the industry.
(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 yet
been solicited or received with respect to this filing.
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 up to 90 days (i) as the
Commission may designate if it finds such longer period to be
appropriate and publishes its reasons for so finding or (ii) as to
which the self-regulatory organization consents, the Commission will:
(A) by order approve 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
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Send an email to rule-comments@sec.gov. Please include
File No. SR-NSCC-2014-04 on the subject line.
Paper Comments
Send paper comments in triplicate to Secretary, Securities
and Exchange Commission, 100 F Street NE., Washington, DC 20549-1090.
All submissions should refer to File No. SR-NSCC-2014-04. 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 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 NSCC and on
NSCC's Web site at (https://www.dtcc.com/legal/sec-rule-filings.aspx).
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-NSCC-2014-04 and
should be submitted on or before May 2, 2014.
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\12\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\12\
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-08122 Filed 4-10-14; 8:45 am]
BILLING CODE 8011-01-P