Sunshine Act Meeting, 10171 [2015-03947]
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Federal Register / Vol. 80, No. 37 / Wednesday, February 25, 2015 / Notices
Amendment to the Plan (File No. 4–631)
be, and it hereby is, approved.
SECURITIES AND EXCHANGE
COMMISSION
Brent J. Fields,
Secretary.
[Release No. 34–74302; File No. SR–OCC–
2014–23]
[FR Doc. 2015–03875 Filed 2–24–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
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Sunshine Act Meeting
Notice is hereby given, pursuant to
the provisions of the Government in the
Sunshine Act, Public Law 94–409, that
the Securities and Exchange
Commission will hold a Closed Meeting
on Thursday, February 26, 2015 at 2:00
p.m.
Commissioners, Counsel to the
Commissioners, the Secretary to the
Commission, and recording secretaries
will attend the Closed Meeting. Certain
staff members who have an interest in
the matters also may be present.
The General Counsel of the
Commission, or her designee, has
certified that, in her opinion, one or
more of the exemptions set forth in 5
U.S.C. 552b(c)(3), (5), (7), 9(B) and (10)
and 17 CFR 200.402(a)(3), (5), (7), 9(ii)
and (10), permit consideration of the
scheduled matter at the Closed Meeting.
Commissioner Stein, as duty officer,
voted to consider the items listed for the
Closed Meeting in closed session, and
determined that no earlier notice thereof
was possible.
The subject matter of the Closed
Meeting will be:
Institution and settlement of
injunctive actions;
Institution and settlement of
administrative proceedings; and
Other matters relating to enforcement
proceedings.
At times, changes in Commission
priorities require alterations in the
scheduling of meeting items.
For further information and to
ascertain what, if any, matters have been
added, deleted or postponed, please
contact the Office of the Secretary at
(202) 551–5400.
Dated: February 20, 2015.
Brent J. Fields,
Secretary.
[FR Doc. 2015–03947 Filed 2–23–15; 11:15 am]
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Self-Regulatory Organizations; the
Options Clearing Corporation; Order
Approving Proposed Rule Change To
Clarify That OCC Would not Treat a
Futures Transaction That Is an
Exchange-for-Physical or Block Trade
as a Non-Competitively Executed
Trade if the Exchange on Which Such
Trade Is Executed Has Provided OCC
With Representations That it Has
Policies or Procedures Requiring That
Such Trades Be Executed at
Reasonable Prices and That Such
Price Is Validated by the Exchange
February 19, 2015.
On December 19, 2014, the Options
Clearing Corporation (‘‘OCC’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change File No. SR–OCC–
2014–23 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 January 6, 2015.3 The
Commission did not receive any
comments on the proposed rule change.
This order approves the proposed rule
change.
I. Description
OCC is modifying its By-Laws to add
an interpretation and policy to Section
7 of Article XII of its By-Laws to clarify
that OCC will not treat a futures
transaction that is an exchange-forphysical (‘‘EFP’’) 4 or block trade in
futures (‘‘Block Trade’’) 5 as a noncompetitively executed trade, and
therefore subject to delayed novation, if
the exchange on which the EFP or Block
Trade is executed has provided OCC
with representations that it has rules,
policies or procedures requiring that
such trades be executed at reasonable
prices and that such prices are validated
by the exchange.
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 Securities Exchange Act Release No.
73961(December 30, 2014), 80 FR 568 (January 6,
2015) (SR–OCC–2014–23).
4 According to OCC, an EFP is a transaction
between two parties in which a futures contract on
a commodity or security is exchanged for the actual
physical good.
5 According to OCC, a block trade is a trade
involving a large number of shares being traded at
an arranged price between parties, outside of the
open markets, in order to lessen the impact of such
a large trade being made public.
2 17
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10171
Background
According to OCC, under OCC’s ByLaws, the novation of confirmed trades
(i.e., transactions in options, futures, or
other ‘‘cleared contracts’’ effected
through an exchange and submitted to
OCC for clearing) occurs at the
‘‘commencement time’’ for such
transactions.6 The ‘‘commencement
time’’ for most confirmed trades is when
daily position reports are made
available to clearing members.7
However, transactions in certain cleared
products and certain types of
transactions, including noncompetitively executed EFPs and Block
Trades, have delayed commencement
times that are tailored to address risks
specific to such products or
transactions,8 including, but not limited
to, those risks presented by off-market
transactions.
When OCC began clearing EFPs and
Block Trades, it established that the
commencement time for such
transactions is expressly conditioned
upon the receipt by OCC of variation
payments due from purchasing and
selling clearing members because EFPs
and Block Trades could be executed
away from the market and be executed
at other than market prices. These
factors were viewed as creating
heightened exposure to OCC if a
clearing member defaults on a trade
executed at an off-market price and, as
a result, Article XII, Section 7 of OCC’s
By-Laws establishes that the
commencement time for an EFP or
Block Trade is the time of the first
variation payment after the trade is
reported to OCC (typically 9:00 a.m.
Central Time the following business
day).9 OCC delays its novation of these
non-competitively executed futures
trades because OCC is bound to pay the
first variation settlement amount to the
counterparty once novation has
occurred, and if the agreed-upon price
at which the trade is entered differs
from the competitive market price, there
is an increased likelihood that OCC may
6 Cleared Contracts and Commencement Time are
defined terms set forth in Article 1, Section 1 of
OCC’s By-Laws.
7 See OCC’s By-Laws Article VI, Section 5.
According to OCC, in a practical sense, however,
most trades are novated upon proper submission to
OCC for clearing since OCC’s By-Laws, with limited
exception, do not permit OCC to reject any
confirmed trade due to the failure of the purchasing
clearing member to pay any amount due to OCC at
or before the settlement time. See also Securities
Exchange Act Release No. 65990 (December 16,
2011), 76 FR 79731 (December 22, 2011) (SR–OCC–
2011–17).
8 Id.
9 See Securities Exchange Act Release No. 44727
(August 20, 2001), 66 FR 45351 (August 28, 2001)
(SR–OCC–2001–07).
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Agencies
[Federal Register Volume 80, Number 37 (Wednesday, February 25, 2015)]
[Notices]
[Page 10171]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2015-03947]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
Sunshine Act Meeting
Notice is hereby given, pursuant to the provisions of the
Government in the Sunshine Act, Public Law 94-409, that the Securities
and Exchange Commission will hold a Closed Meeting on Thursday,
February 26, 2015 at 2:00 p.m.
Commissioners, Counsel to the Commissioners, the Secretary to the
Commission, and recording secretaries will attend the Closed Meeting.
Certain staff members who have an interest in the matters also may be
present.
The General Counsel of the Commission, or her designee, has
certified that, in her opinion, one or more of the exemptions set forth
in 5 U.S.C. 552b(c)(3), (5), (7), 9(B) and (10) and 17 CFR
200.402(a)(3), (5), (7), 9(ii) and (10), permit consideration of the
scheduled matter at the Closed Meeting.
Commissioner Stein, as duty officer, voted to consider the items
listed for the Closed Meeting in closed session, and determined that no
earlier notice thereof was possible.
The subject matter of the Closed Meeting will be:
Institution and settlement of injunctive actions;
Institution and settlement of administrative proceedings; and
Other matters relating to enforcement proceedings.
At times, changes in Commission priorities require alterations in
the scheduling of meeting items.
For further information and to ascertain what, if any, matters have
been added, deleted or postponed, please contact the Office of the
Secretary at (202) 551-5400.
Dated: February 20, 2015.
Brent J. Fields,
Secretary.
[FR Doc. 2015-03947 Filed 2-23-15; 11:15 am]
BILLING CODE 8011-01-P