Self-Regulatory Organizations; Chicago Mercantile Exchange Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Changes Making Changes in the Position Limits and Accountability Levels of CME Cleared OTC FX Spot, Forward and Swap Contracts, 27010-27012 [2014-10770]
Download as PDF
27010
Federal Register / Vol. 79, No. 91 / Monday, May 12, 2014 / Notices
changes to the Exchange’s operations or
its rules.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or received.
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). As required under Rule
19b–4(f)(6)(iii), the Exchange provided the
Commission with written notice of its intent to file
the proposed rule change, along with a brief
description and the text of the proposed rule
change, at least five business days prior to the date
of filing of the proposed rule change, or such
shorter time as designated by the Commission.
9 17 CFR 240.19b–4(f)(6).
10 17 CFR 240.19b–4(f)(6)(iii).
11 For purposes only of waiving the 30-day
operative delay, the Commission has also
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
emcdonald on DSK67QTVN1PROD with NOTICES
8 17
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BILLING CODE 8011–01–P
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 rule-comments@
sec.gov. Please include File Number SR–
Phlx–2014–26 on the subject line.
• 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-Phlx–2014-26. 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–Phlx–
2014–26 and should be submitted on or
before June 2, 2014.
Frm 00078
Fmt 4703
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–72097; File No. SR–CME–
2014–16]
Self-Regulatory Organizations;
Chicago Mercantile Exchange Inc.;
Notice of Filing and Immediate
Effectiveness of Proposed Rule
Changes Making Changes in the
Position Limits and Accountability
Levels of CME Cleared OTC FX Spot,
Forward and Swap Contracts
May 6, 2014.
Paper Comments
PO 00000
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–10776 Filed 5–9–14; 8:45 am]
IV. Solicitation of Comments
II. Date of Effectiveness of the Proposed
Rule Change and Timing for
Commission Action
Because the proposed rule change
does not (i) significantly affect the
protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate if
consistent with the protection of
investors and the public interest, the
proposed rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 7 and Rule 19b–4(f)(6)
thereunder.8
A proposed rule change filed under
Rule 19b–4(f)(6) 9 normally does not
become operative for 30 days after the
date of filing. However, pursuant to
Rule 19b–4(f)(6)(iii) 10 the Commission
may designate a shorter time if such
action is consistent with the protection
of investors and the public interest.
The Exchange has asked the
Commission to waive the 30-day
operative delay so that the proposal may
become operative immediately upon
filing. The Commission believes that
waiving the 30-day operative delay is
consistent with the protection of
investors and the public interest as it
will help to ensure that market
participants are properly informed as to
the underlying securities eligible for
trading of Mini Options contracts on the
Exchange. For this reason, the
Commission designates the proposed
rule change to be operative upon
filing.11
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
7 15
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.
Sfmt 4703
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (‘‘Act’’
or ‘‘Exchange Act’’),1 and Rule 19b–4
thereunder,2 notice is hereby given that
on April 22, 2014, Chicago Mercantile
Exchange Inc. (‘‘CME’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change described in Items I, II and III
below, which Items have been prepared
by CME. CME filed the proposal
pursuant to Section 19(b)(3)(A) of the
Act,3 and Rule 19b–4(f)(4)(ii) 4
thereunder, so that the proposal was
effective upon filing with the
Commission. 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
CME is filing proposed rule changes
that are limited to its business as a
derivatives clearing organization
(‘‘DCO’’). More specifically, the
proposed rule changes contain
amendments to position limits and
position accountability levels of certain
CME Cleared Over-the-Counter Foreign
Exchange Spot, Forward and Swap
Contracts.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
CME included statements concerning
12 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A).
4 17 CFR 240.19b–4(f)(4)(ii).
1 15
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emcdonald on DSK67QTVN1PROD with NOTICES
the purpose 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. CME 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
CME is registered as a DCO with the
Commodity Futures Trading
Commission and offers clearing services
for many different futures and swaps
products. The proposed rule changes
that are the subject of this filing are
limited to CME’s business as a DCO
offering clearing services for CFTCregulated swaps products.
CME currently lists 73 foreign
exchange futures contracts and 31
companion option contracts for trading
via open outcry and CME Globex and
for submission for clearing through CME
ClearPort. In addition, CME lists certain
cleared-only OTC FX contracts on 38
different currency pairs. These CME
Cleared OTC FX Spot, Forward and
Swap Contracts are non-deliverable
foreign currency forward contracts and,
as such, are considered to be ‘‘swaps’’
under applicable regulatory
definitions.5 CME currently aggregates
the position limits/accountability levels
of exchange-traded FX futures and
options with the position limits/
accountability levels of cleared only
OTC FX products on the same currency
pair.
The proposed rule changes make
amendments to the Position Limit,
Position Accountability and Reportable
Level Table and Header Notes located in
the Interpretations and Special Notices
Section of Chapter 5 of the CME
Rulebook. The amendments reflect
changes in the position limits and
accountability levels of CME Cleared
OTC FX Spot, Forward and Swap
Contracts. The proposed amendments
would establish independent position
accountability levels for all CME
Cleared OTC FX Spot, Forward and
Swap Contracts that will be distinct
from the position limits and position
accountability levels of the Exchange’s
FX futures and options contracts, which
shall remain unchanged. In addition,
5 See Commodity Futures Trading Commission
and Securities and Exchange Commission Joint
Final Rule Defining ‘‘Swap,’’ ‘‘Security-Based
Swap,’’ and ‘‘Security-Based Swap Agreement’’;
Mixed Swaps; Security-Based Swap Agreement
Recordkeeping; Final Rule, 77 FR 48207, 48255
(August 13, 2012).
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18:00 May 09, 2014
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the amendments provide that CME will
group Cleared OTC FX Spot, Forward
and Swap Contracts for the same
currency pair as a single product group.
For each OTC FX currency pair, CME
will define position accountability on
an ‘‘all months combined futuresequivalent contract’’ basis and spot or
single month position accountability for
CME Cleared OTC FX Spot, Forward
and Swap Contracts will cease to exist.
Lastly, CME will aggregate and net
position accountability levels for each
OTC FX currency pair by trading
account holder.
The changes that are described in this
filing are limited to CME’s business as
a DCO clearing products under the
exclusive jurisdiction of the CFTC and
do not materially impact CME’s
security-based swap clearing business in
any way. The changes will be effective
on filing. CME notes that it has also
certified the proposed rule changes that
are the subject of this filing to its
primary regulator, the Commodity
Futures Trading Commission (‘‘CFTC’’),
in a separate filing, CME Submission
No. 14–103R. The text of the CME
proposed rule amendments is attached,
with additions underlined and deletions
in brackets.
CME believes the proposed rule
changes are consistent with the
requirements of the Exchange Act
including Section 17A of the Exchange
Act.6 CME is amending the CME
Rulebook to establish independent
position accountability levels for all
CME Cleared OTC FX Spot, Forward
and Swap Contracts that will be distinct
from the position limits and position
accountability levels of the Exchange’s
FX futures and options contracts and to
provide that CME will group CME
Cleared OTC FX Spot, Forward and
Swap Contracts for the same currency
pair as a single product group. CME will
also aggregate and net position
accountability levels for each OTC FX
currency pair by trading account holder
under the proposed changes. The
proposed changes will enhance CME’s
self-regulatory function and as such are
designed to promote the prompt and
accurate clearance and settlement of
securities transactions and, to the extent
applicable, derivatives agreements,
contracts, and transactions, 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, and, in general, to protect
investors and the public interest
consistent with Section 17A(b)(3)(F) of
the Exchange Act.7
Furthermore, the proposed changes
are limited in their effect to products
offered under CME’s authority to act as
a DCO. The products that are the subject
of this filing are under the exclusive
jurisdiction of the CFTC. As such, the
proposed CME changes are limited to
CME’s activities as a DCO clearing
swaps that are not security-based swaps
and forwards that are not security
forwards; CME notes that the policies of
the CFTC with respect to administering
the Commodity Exchange Act are
comparable to a number of the policies
underlying the Exchange Act, such as
promoting market transparency for overthe-counter derivatives markets,
promoting the prompt and accurate
clearance of transactions and protecting
investors and the public interest.
Because the proposed changes are
limited in their effect to OTC FX
products offered under CME’s authority
to act as a DCO, the proposed changes
are properly classified as effecting a
change in an existing service of CME
that:
(a) Primarily affects the clearing
operations of CME with respect to
products that are not securities,
including futures that are not security
futures, swaps that are not securitybased swaps or mixed swaps; and
forwards that are not security forwards;
and
(b) Does not significantly affect any
securities clearing operations of CME or
any rights or obligations of CME with
respect to securities clearing or persons
using such securities-clearing service.
As such, the changes are therefore
consistent with the requirements of
Section 17A of the Exchange Act 8 and
are properly filed under Section
19(b)(3)(A) 9 and Rule 19b–4(f)(4)(ii) 10
thereunder.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
CME does not believe that the
proposed rule change will have any
impact, or impose any burden, on
competition. The proposed changes
simply establish independent position
accountability levels for all CME
Cleared OTC FX Spot, Forward and
Swap Contracts that will be distinct
from the position limits and position
accountability levels of the Exchange’s
FX futures and options contracts.
8 15
6 15
U.S.C. 78q–1.
7 15 U.S.C. 78q–1(b)(3)(F).
PO 00000
Frm 00079
Fmt 4703
Sfmt 4703
27011
U.S.C. 78q–1.
U.S.C. 78s(b)(3)(A).
10 17 CFR 240.19b–4(f)(4)(ii).
9 15
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27012
Federal Register / Vol. 79, No. 91 / Monday, May 12, 2014 / Notices
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
CME has not solicited, and does not
intend to solicit, comments regarding
this proposed rule change. CME has not
received any unsolicited written
comments from interested parties.
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) 11 of the Act and paragraph
(f)(4)(ii) of Rule 19b–4 12 thereunder. 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.
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:
emcdonald on DSK67QTVN1PROD with NOTICES
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml), or
• Send an email to rule-comments@
sec.gov. Please include File No. SR–
CME–2014–16 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549.
All submissions should refer to File
Number SR–CME–2014–16. 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 or
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
office of CME and on CME’s Web site at
https://www.cmegroup.com/marketregulation/rule-filings.html.
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–CME–2014–16 and should
be submitted on or before June 2, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–10770 Filed 5–9–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–72106; File No. SR–NSX–
2014–12]
Self-Regulatory Organizations;
National Stock Exchange, Inc.; Notice
of Filing and Immediate Effectiveness
of Proposed Rule Change To Amend
Its Fee and Rebate Schedule To
Change Certain Fees Applicable to
Liquidity Providers, Eliminate a Rebate
and Adopt a Fee for Removing
Liquidity, and Reducing a Fee for
Routed Orders, All With Respect to
Securities Priced at $1.00 or Greater
May 6, 2014.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 1 and Rule 19b–4 thereunder,2
notice is hereby given that, on April 30,
2014, National Stock Exchange, Inc.
(‘‘NSX®’’ or the ‘‘Exchange’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change, as described in
Items I, II, and III below, which Items
have been prepared by the Exchange.
The Commission is publishing this
notice to solicit comments on the
13 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
11 15
U.S.C. 78s(b)(3)(A).
12 17 CFR 240.19b–4(f)(4)(ii).
VerDate Mar<15>2010
18:00 May 09, 2014
1 15
Jkt 232001
PO 00000
Frm 00080
Fmt 4703
Sfmt 4703
proposed rule change from interested
persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is proposing to amend
its Fee and Rebate Schedule (the ‘‘Fee
Schedule’’) issued pursuant to Exchange
Rule 16.1. Specifically, the Exchange is
seeking to amend Section I. (Transaction
Fees and Rebates) to provide that
Exchange Equity Trading Permit
(‘‘ETP’’) 3 Holders will be charged a fee
for providing liquidity and for removing
liquidity in securities priced at $1.00 or
greater. The Exchange proposes to
eliminate rebates paid to ETP Holders
removing liquidity in securities priced
at $1.00 or greater. The Exchange also
proposes to amend Section II. of the Fee
Schedule (Other Services), subsection
A., Order Routing (All Tapes), to reduce
the fee for orders in securities priced at
$1.00 or greater that are routed to other
trading centers.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://www.nsx.com, at the principal
office of the Exchange, 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, the
Exchange 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. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant parts of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange is proposing to amend
the Fee Schedule, Section I. to change
the fee and rebate structure applicable
to ETP Holders providing and removing
liquidity on the Exchange in securities
priced at $1.00 and above across all
Tapes.4 Specifically, the Exchange
3 Exchange Rule 1.5 defines ‘‘ETP’’ as the Equity
Trading Permit issued by the Exchange for effecting
approved securities transactions on the Exchange’s
trading facilities.
4 The term ‘‘Tapes’’ refers to the designation
assigned in the Consolidated Tape Association
(‘‘CTA’’) Plan for reporting trades with respect to
securities in Networks A, B and C. Tape A
E:\FR\FM\12MYN1.SGM
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Agencies
[Federal Register Volume 79, Number 91 (Monday, May 12, 2014)]
[Notices]
[Pages 27010-27012]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-10770]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-72097; File No. SR-CME-2014-16]
Self-Regulatory Organizations; Chicago Mercantile Exchange Inc.;
Notice of Filing and Immediate Effectiveness of Proposed Rule Changes
Making Changes in the Position Limits and Accountability Levels of CME
Cleared OTC FX Spot, Forward and Swap Contracts
May 6, 2014.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act'' or ``Exchange Act''),\1\ and Rule 19b-4 thereunder,\2\ notice
is hereby given that on April 22, 2014, Chicago Mercantile Exchange
Inc. (``CME'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change described in Items I, II and
III below, which Items have been prepared by CME. CME filed the
proposal pursuant to Section 19(b)(3)(A) of the Act,\3\ and Rule 19b-
4(f)(4)(ii) \4\ thereunder, so that the proposal was effective upon
filing with the Commission. 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.
\3\ 15 U.S.C. 78s(b)(3)(A).
\4\ 17 CFR 240.19b-4(f)(4)(ii).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
CME is filing proposed rule changes that are limited to its
business as a derivatives clearing organization (``DCO''). More
specifically, the proposed rule changes contain amendments to position
limits and position accountability levels of certain CME Cleared Over-
the-Counter Foreign Exchange Spot, Forward and Swap Contracts.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, CME included statements
concerning
[[Page 27011]]
the purpose 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.
CME 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
CME is registered as a DCO with the Commodity Futures Trading
Commission and offers clearing services for many different futures and
swaps products. The proposed rule changes that are the subject of this
filing are limited to CME's business as a DCO offering clearing
services for CFTC-regulated swaps products.
CME currently lists 73 foreign exchange futures contracts and 31
companion option contracts for trading via open outcry and CME Globex
and for submission for clearing through CME ClearPort. In addition, CME
lists certain cleared-only OTC FX contracts on 38 different currency
pairs. These CME Cleared OTC FX Spot, Forward and Swap Contracts are
non-deliverable foreign currency forward contracts and, as such, are
considered to be ``swaps'' under applicable regulatory definitions.\5\
CME currently aggregates the position limits/accountability levels of
exchange-traded FX futures and options with the position limits/
accountability levels of cleared only OTC FX products on the same
currency pair.
---------------------------------------------------------------------------
\5\ See Commodity Futures Trading Commission and Securities and
Exchange Commission Joint Final Rule Defining ``Swap,'' ``Security-
Based Swap,'' and ``Security-Based Swap Agreement''; Mixed Swaps;
Security-Based Swap Agreement Recordkeeping; Final Rule, 77 FR
48207, 48255 (August 13, 2012).
---------------------------------------------------------------------------
The proposed rule changes make amendments to the Position Limit,
Position Accountability and Reportable Level Table and Header Notes
located in the Interpretations and Special Notices Section of Chapter 5
of the CME Rulebook. The amendments reflect changes in the position
limits and accountability levels of CME Cleared OTC FX Spot, Forward
and Swap Contracts. The proposed amendments would establish independent
position accountability levels for all CME Cleared OTC FX Spot, Forward
and Swap Contracts that will be distinct from the position limits and
position accountability levels of the Exchange's FX futures and options
contracts, which shall remain unchanged. In addition, the amendments
provide that CME will group Cleared OTC FX Spot, Forward and Swap
Contracts for the same currency pair as a single product group. For
each OTC FX currency pair, CME will define position accountability on
an ``all months combined futures-equivalent contract'' basis and spot
or single month position accountability for CME Cleared OTC FX Spot,
Forward and Swap Contracts will cease to exist. Lastly, CME will
aggregate and net position accountability levels for each OTC FX
currency pair by trading account holder.
The changes that are described in this filing are limited to CME's
business as a DCO clearing products under the exclusive jurisdiction of
the CFTC and do not materially impact CME's security-based swap
clearing business in any way. The changes will be effective on filing.
CME notes that it has also certified the proposed rule changes that are
the subject of this filing to its primary regulator, the Commodity
Futures Trading Commission (``CFTC''), in a separate filing, CME
Submission No. 14-103R. The text of the CME proposed rule amendments is
attached, with additions underlined and deletions in brackets.
CME believes the proposed rule changes are consistent with the
requirements of the Exchange Act including Section 17A of the Exchange
Act.\6\ CME is amending the CME Rulebook to establish independent
position accountability levels for all CME Cleared OTC FX Spot, Forward
and Swap Contracts that will be distinct from the position limits and
position accountability levels of the Exchange's FX futures and options
contracts and to provide that CME will group CME Cleared OTC FX Spot,
Forward and Swap Contracts for the same currency pair as a single
product group. CME will also aggregate and net position accountability
levels for each OTC FX currency pair by trading account holder under
the proposed changes. The proposed changes will enhance CME's self-
regulatory function and as such are designed to promote the prompt and
accurate clearance and settlement of securities transactions and, to
the extent applicable, derivatives agreements, contracts, and
transactions, 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, and, in general, to protect investors and the public
interest consistent with Section 17A(b)(3)(F) of the Exchange Act.\7\
---------------------------------------------------------------------------
\6\ 15 U.S.C. 78q-1.
\7\ 15 U.S.C. 78q-1(b)(3)(F).
---------------------------------------------------------------------------
Furthermore, the proposed changes are limited in their effect to
products offered under CME's authority to act as a DCO. The products
that are the subject of this filing are under the exclusive
jurisdiction of the CFTC. As such, the proposed CME changes are limited
to CME's activities as a DCO clearing swaps that are not security-based
swaps and forwards that are not security forwards; CME notes that the
policies of the CFTC with respect to administering the Commodity
Exchange Act are comparable to a number of the policies underlying the
Exchange Act, such as promoting market transparency for over-the-
counter derivatives markets, promoting the prompt and accurate
clearance of transactions and protecting investors and the public
interest.
Because the proposed changes are limited in their effect to OTC FX
products offered under CME's authority to act as a DCO, the proposed
changes are properly classified as effecting a change in an existing
service of CME that:
(a) Primarily affects the clearing operations of CME with respect
to products that are not securities, including futures that are not
security futures, swaps that are not security-based swaps or mixed
swaps; and forwards that are not security forwards; and
(b) Does not significantly affect any securities clearing
operations of CME or any rights or obligations of CME with respect to
securities clearing or persons using such securities-clearing service.
As such, the changes are therefore consistent with the requirements of
Section 17A of the Exchange Act \8\ and are properly filed under
Section 19(b)(3)(A) \9\ and Rule 19b-4(f)(4)(ii) \10\ thereunder.
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\8\ 15 U.S.C. 78q-1.
\9\ 15 U.S.C. 78s(b)(3)(A).
\10\ 17 CFR 240.19b-4(f)(4)(ii).
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B. Self-Regulatory Organization's Statement on Burden on Competition
CME does not believe that the proposed rule change will have any
impact, or impose any burden, on competition. The proposed changes
simply establish independent position accountability levels for all CME
Cleared OTC FX Spot, Forward and Swap Contracts that will be distinct
from the position limits and position accountability levels of the
Exchange's FX futures and options contracts.
[[Page 27012]]
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
CME has not solicited, and does not intend to solicit, comments
regarding this proposed rule change. CME has not received any
unsolicited written comments from interested parties.
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) \11\ of the Act and paragraph (f)(4)(ii) of Rule 19b-4 \12\
thereunder. 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.
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\11\ 15 U.S.C. 78s(b)(3)(A).
\12\ 17 CFR 240.19b-4(f)(4)(ii).
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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 rule-comments@sec.gov. Please include
File No. SR-CME-2014-16 on the subject line.
Paper Comments
Send paper comments in triplicate to Secretary, Securities
and Exchange Commission, 100 F Street NE., Washington, DC 20549.
All submissions should refer to File Number SR-CME-2014-16. 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 or
10:00 a.m. and 3:00 p.m. Copies of such filing also will be available
for inspection and copying at the principal office of CME and on CME's
Web site at https://www.cmegroup.com/market-regulation/rule-filings.html.
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-CME-2014-16 and
should be submitted on or before June 2, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\13\
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\13\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-10770 Filed 5-9-14; 8:45 am]
BILLING CODE 8011-01-P