Self-Regulatory Organizations; ICE Clear Credit LLC; Order Approving Proposed Rule Change To Revise the ICC Treasury Operations Policies and Procedures, 13055-13057 [2015-05608]
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Federal Register / Vol. 80, No. 48 / Thursday, March 12, 2015 / Notices
process and potentially generate
additional investor interest in trading
securities. The extension of the pilot
period will allow the Commission and
the Exchange to continue to monitor the
Program for its potential effects on
public price discovery, and on the
broader market structure.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
proposed rule change simply extends an
established pilot program for an
additional six months, thus allowing the
Retail Liquidity Program to enhance
competition for retail order flow and
contribute to the public price discovery
process.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were solicited
or received with respect to the proposed
rule change.
asabaliauskas on DSK5VPTVN1PROD with NOTICES
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The Exchange has filed the proposed
rule change pursuant to Section
19(b)(3)(A)(iii) of the Act 9 and Rule
19b–4(f)(6) thereunder.10 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
prior to 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 and Rule 19b–4(f)(6)(iii)
thereunder.
A proposed rule change filed under
Rule 19b–4(f)(6) 11 normally does not
become operative prior to 30 days after
the date of the filing. However, pursuant
to Rule 19b4(f)(6)(iii),12 the Commission
may designate a shorter time if such
action is consistent with the protection
of investors and the public interest.
At any time within 60 days of the
filing of such proposed rule change, the
Commission summarily may
9 15
U.S.C. 78s(b)(3)(A)(iii).
CFR 240.19b–4(f)(6).
11 17 CFR 240.19b–4(f)(6).
12 17 CFR 240.19b–4(f)(6)(iii).
10 17
VerDate Sep<11>2014
17:40 Mar 11, 2015
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
under Section 19(b)(2)(B) 13 of the Act to
determine whether the proposed rule
change should be approved or
disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–NYSE–
2015–10, and should be submitted on or
before April 2, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2015–05606 Filed 3–11–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 74456; File No. SR–ICC–2015–
002]
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–
NYSE–2015–10 on the subject line.
Self-Regulatory Organizations; ICE
Clear Credit LLC; Order Approving
Proposed Rule Change To Revise the
ICC Treasury Operations Policies and
Procedures
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–NYSE–2015–10. 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 such
filing also will be available for
inspection and copying at the principal
offices of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
I. Introduction
13 15
Jkt 235001
13055
PO 00000
U.S.C. 78s(b)(2)(B).
Frm 00082
Fmt 4703
Sfmt 4703
March 6, 2015.
On January 6, 2015 ICE Clear Credit
LLC (‘‘ICC’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) the proposed rule
change SR–ICC–2015–002 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 23,
2015.3 The Commission did not receive
any comments. For the reasons
discussed below, the Commission is
approving the proposed rule change.
II. Description of the Proposed Rule
Change
ICC has proposed revising its
Treasury Operations Policies and
Procedures to provide for the use of a
Federal Reserve Account, to provide for
the use of a committed repurchase
(‘‘repo’’) facility and to provide for USD
and Euro investment guidelines for use
by outside investment managers.
ICC has stated that it has applied for
a Federal Reserve Account to hold both
USD cash and US Treasuries and that,
in its application, it requested separate
accounts for house origin funds and
customer origin funds. ICC has
represented that, if it is approved for a
14 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 Securities Exchange Act Release No. 34–74084
(Jan. 16, 2015), 80 FR 3691 (January 23, 2015) (File
No. SR–ICC–2015–002).
1 15
E:\FR\FM\12MRN1.SGM
12MRN1
asabaliauskas on DSK5VPTVN1PROD with NOTICES
13056
Federal Register / Vol. 80, No. 48 / Thursday, March 12, 2015 / Notices
single account origin, it will utilize the
Federal Reserve Accounts to hold house
collateral, and customer collateral will
continue to be held in commercial
banks. ICC has represented that, if it is
approved for an additional account
origin, it will utilize the second origin
to hold customer collateral at the
Federal Reserve.
ICC proposes to use the Federal
Reserve Account(s) as a depository
account, in which cash will be
consolidated on a daily basis and held
overnight. ICC will continue using its
commercial bank accounts for Clearing
Participant money movements, and the
net excess/deficit will be deposited to/
withdrawn from the Federal Reserve
cash Account as necessary. ICC
proposes to use a Federal Reserve
securities Account as a custody account
to hold US Treasuries deposited by
Clearing Participants with ICC’s
commercial banks.
Additionally, ICC has proposed
revising its Treasury Operations Policies
and Procedures to provide for use of a
committed repo facility. ICC represents
that it has established a committed repo
facility that will allow ICC to consider
US Treasury securities deposited at ICC
as an additional qualifying liquidity
resource, and the facility can be used to
convert US Treasuries into cash when
the sale of pledged securities needed for
liquidity cannot be settled on a timely
or same-day basis. Specifically, ICC
represents that the facility is to be used
to generate temporary liquidity through
the sale and agreement to repurchase
securities pledged by ICC Clearing
Participants to satisfy their Initial
Margin and Guaranty Fund
requirements. According to ICC, the
facility will include counterparties that
are banks and/or broker dealers (which
may include ICC Clearing Participants
and/or their affiliates) that each provide
a committed repo line to ICC, and
committed repo will be subject to a
haircut which will be the greater of 5%
or the haircut that central banks employ
for repo transactions using the same or
similar purchased securities.
Under ICC’s proposal, the committed
repo facility can be used on an open or
overnight basis. The open repo will be
closed as soon as the ICC Treasury
Department (‘‘ICC Treasury’’) can
facilitate the sale and settlement of the
securities involved in the repo
transaction. USD repo will be settled
delivery versus payment (‘‘DVP’’) on a
bilateral basis. In order to initiate a
committed repo transaction, ICC
Treasury can send an email to the
counterparty with a list of the securities
that will be delivered. The counterparty
will reply confirming the trade and
VerDate Sep<11>2014
17:40 Mar 11, 2015
Jkt 235001
providing the ‘‘purchase amount’’ of the
repo transaction. The purchase amount
will be equal to the mark-to-market
(‘‘MTM’’) of the securities less the
haircut. The repo details will then be
sent to ICC’s custodian for settlement.
ICC Treasury will monitor bank activity
to ensure settlement is complete. Once
ICC Treasury has arranged for the
ultimate sale of the securities involved
in the repo transaction, it will close-out
the repo transaction(s).
Finally, ICC has proposed revising its
Treasury Operations Policies and
Procedures to provide for the
engagement of outside investment
managers to invest guaranty fund and
margin cash pursuant to ICC’s USD and
Euro investment guidelines. ICC has
proposed extending its current
investment guidelines set forth in in the
ICC Treasury Operations Policies and
Procedures to apply to outside
investment managers. ICC represents
that its cash investment guidelines for
USD and Euro cash provide for the
investment of cash in overnight reverse
repo with high quality sovereign debt as
collateral. Under ICC’s proposal, if the
investment manager cannot place 100%
of the allocated cash in overnight
reverse repo, the investment guidelines
permit the investment manager to make
backup investments in term reverse repo
and direct investment in high quality
sovereign debt. With respect to Euro
cash, ICC proposes that investment in
reverse repo transactions and non-US
sovereign debt will be utilized only with
respect to house origin cash, and shall
not be utilized with respect to customer
origin cash pursuant to Commodity
Futures Trading Commission
regulations. ICC’s proposed USD
investment guidelines provide for use
by outside investment managers with
respect to USD cash that is not
otherwise invested pursuant to the ICC
Treasury Operations Policies and
Procedures. ICC represents that these
revisions to the Treasury Operations
Policies and Procedures do not require
any operational changes.
III. Discussion and Commission
Findings
Section 19(b)(2)(C) of the Act 4 directs
the Commission to approve a proposed
rule change of a self-regulatory
organization if the Commission finds
that such proposed rule change is
consistent with the requirements of the
Act and the rules and regulations
thereunder applicable to such selfregulatory organization. Section
17A(b)(3)(F) of the Act 5 requires, among
4 15
5 15
PO 00000
U.S.C. 78s(b)(2)(C).
U.S.C. 78q–1(b)(3)(F).
Frm 00083
Fmt 4703
Sfmt 4703
other things, that the rules of a clearing
agency are designed to promote the
prompt and accurate clearance and
settlement of securities transactions
and, to the extent applicable, derivative
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.
The Commission finds that ICC’s
proposed revisions to its Treasury
Operations Policies & Procedures is
consistent with the requirements of
Section 17A of the Act 6 and regulations
thereunder applicable to it, including
the standards under Rule 17Ad–22.7
The proposed rule change is designed to
facilitate use of Federal Reserve
accounts, authorize an additional
liquidity resource and authorize use of
an outside investment manager to invest
guaranty fund and margin cash pursuant
to ICC’s investment guidelines. The
Commission believes that the proposal
is designed to promote the prompt and
accurate clearance and settlement of
securities transactions and derivative
agreements, contracts and transactions
cleared by ICC, 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 Act.8 Further, the
Commission believes that the proposal
is reasonably designed to enhance ICC’s
ability to hold assets in a manner that
minimizes risk of loss or of delay in its
access to them and invest assets with
minimal credit, market and liquidity
risks, consistent with Rule 17Ad–
22(d)(3).9
IV. Conclusion
On the basis of the foregoing, the
Commission finds that the proposal is
consistent with the requirements of the
Act and in particular with the
requirements of Section 17A of the
Act 10 and the rules and regulations
thereunder.
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,11 that the
proposed rule change (SR–ICC–2015–
002) be, and hereby is, approved.12
6 15
U.S.C. 78q–1.
CFR 240.17Ad–22.
8 15 U.S.C. 78q–1(b)(3)(F).
9 17 CFR 240.17Ad–22(d)(3).
10 15 U.S.C. 78q–1.
11 15 U.S.C. 78s(b)(2).
12 In approving the proposed rule change, the
Commission considered the proposal’s impact on
efficiency, competition and capital formation. 15
U.S.C. 78c(f).
7 17
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Federal Register / Vol. 80, No. 48 / Thursday, March 12, 2015 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2015–05608 Filed 3–11–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Investment Company Act Release No.
31498; 812–14417]
American Beacon NextShares Trust, et
al.; Notice of Application
March 6, 2015.
Securities and Exchange
Commission (‘‘Commission’’).
ACTION: Notice of an application for an
order under section 6(c) of the
Investment Company Act of 1940
(‘‘Act’’) for an exemption from sections
2(a)(32), 5(a)(1), 22(d) and 22(e) of the
Act and rule 22c–1 under the Act, under
sections 6(c) and 17(b) of the Act for an
exemption from sections 17(a)(1) and
(a)(2) of the Act, and under section
12(d)(1)(J) of the Act for an exemption
from sections 12(d)(1)(A) and (B) of the
Act.
asabaliauskas on DSK5VPTVN1PROD with NOTICES
AGENCY:
Applicants: American Beacon
NextShares Trust (the ‘‘Trust’’),
American Beacon Advisors, Inc. (the
‘‘Manager’’) and Foreside Fund
Services, LLC (the ‘‘Distributor’’).
Summary of Application: Applicants
request an order (‘‘Order’’) that permits:
(a) Actively managed series of certain
open-end management investment
companies to issue shares (‘‘Shares’’)
redeemable in large aggregations only
(‘‘Creation Units’’); (b) secondary market
transactions in Shares to occur at the
next-determined net asset value plus or
minus a market-determined premium or
discount that may vary during the
trading day; (c) certain series to pay
redemption proceeds, under certain
circumstances, more than seven days
from the tender of Shares for
redemption; (d) certain affiliated
persons of the series to deposit
securities into, and receive securities
from, the series in connection with the
purchase and redemption of Creation
Units; (e) certain registered management
investment companies and unit
investment trusts outside of the same
group of investment companies as the
series to acquire Shares; and (f) certain
series to create and redeem Shares in
kind in a master-feeder structure. The
Order would incorporate by reference
terms and conditions of a previous order
13 17
CFR 200.30–3(a)(12).
VerDate Sep<11>2014
17:40 Mar 11, 2015
Jkt 235001
granting the same relief sought by
applicants, as that order may be
amended from time to time (‘‘Reference
Order’’).1
Filing Dates: The application was
filed on January 15, 2015, and amended
on February 23, 2015.
Hearing or Notification of Hearing: An
order granting the requested relief will
be issued unless the Commission orders
a hearing. Interested persons may
request a hearing by writing to the
Commission’s Secretary and serving
applicants with a copy of the request,
personally or by mail. Hearing requests
should be received by the Commission
by 5:30 p.m. on March 31, 2015, and
should be accompanied by proof of
service on applicants, in the form of an
affidavit or, for lawyers, a certificate of
service. Pursuant to rule 0–5 under the
Act, hearing requests should state the
nature of the writer’s interest, any facts
bearing upon the desirability of a
hearing on the matter, the reason for the
request, and the issues contested.
Persons who wish to be notified of a
hearing may request notification by
writing to the Commission’s Secretary.
ADDRESSES: The Commission: Brent J.
Fields, Secretary, U.S. Securities and
Exchange Commission, 100 F Street NE.,
Washington, DC 20549–1090.
Applicants: American Beacon
NextShares Trust and American Beacon
Advisors, Inc., 220 East Las Colinas
Blvd., Suite 1200, Irving, TX 75039, and
Foreside Fund Services, LLC, Three
Canal Plaza, Suite 100, Portland, ME
04101.
13057
Fund will consist of securities and other
assets selected and managed by its
Manager or Subadviser (as defined
below) to pursue the Fund’s investment
objective.
2. The Manager, a Delaware
corporation, will be the investment
manager to the Initial Funds. A Manager
(as defined below) will serve as
investment manager to each Fund. The
Manager is, and any other Manager will
be, registered as an investment adviser
under the Investment Advisers Act of
1940 (‘‘Advisers Act’’). The Manager
and the Trust may retain one or more
subadvisers (each a ‘‘Subadviser’’) to
manage the portfolios of the Funds. Any
Subadviser will be registered, or not
subject to registration, under the
Advisers Act.
3. The Distributor is a Delaware
limited liability company and a brokerdealer registered under the Securities
Exchange Act of 1934 and will act as the
principal underwriter of Shares of the
Funds. Applicants request that the
requested relief apply to any distributor
of Shares, whether affiliated or
unaffiliated with the Manager (included
in the term ‘‘Distributor’’). Any
Distributor will comply with the terms
and conditions of the Order.
1. The Trust will be registered as an
open-end management investment
company under the Act and is a
business trust organized under the laws
of Massachusetts. Applicants seek relief
with respect to five Funds (as defined
below, and those Funds, the ‘‘Initial
Funds’’). The portfolio positions of each
Applicants’ Requested Exemptive Relief
4. Applicants seek the requested
Order under section 6(c) of the Act for
an exemption from sections 2(a)(32),
5(a)(1), 22(d) and 22(e) of the Act and
rule 22c–1 under the Act, under
sections 6(c) and 17(b) of the Act for an
exemption from sections 17(a)(1) and
17(a)(2) of the Act, and under section
12(d)(1)(J) of the Act for an exemption
from sections 12(d)(1)(A) and (B) of the
Act. The requested Order would permit
applicants to offer exchange-traded
managed funds. Because the relief
requested is the same as the relief
granted by the Commission under the
Reference Order and because the
Manager has entered into, or anticipates
entering into, a licensing agreement
with Eaton Vance Management, or an
affiliate thereof in order to offer
exchange-traded managed funds,2 the
Order would incorporate by reference
the terms and conditions of the
Reference Order.
5. Applicants request that the Order
apply to the Initial Funds and to any
other existing or future open-end
management investment company or
series thereof that: (a) Is advised by the
Manager or any entity controlling,
controlled by, or under common control
1 Eaton Vance Management, et al., Investment
Company Act Rel. Nos. 31333 (Nov. 6, 2014)
(notice) and 31361 (Dec. 2, 2014) (order).
2 Eaton Vance Management has obtained patents
with respect to certain aspects of the Funds’ method
of operation as exchange-traded managed funds.
Jean
E. Minarick, Senior Counsel, or Daniele
Marchesani, Branch Chief, at (202) 551–
6821 (Division of Investment
Management, Chief Counsel’s Office).
SUPPLEMENTARY INFORMATION: The
following is a summary of the
application. The complete application
may be obtained via the Commission’s
Web site by searching for the file
number, or for an applicant using the
Company name box, at https://
www.sec.gov/search/search.htm or by
calling (202) 551–8090.
FOR FURTHER INFORMATION CONTACT:
Applicants
PO 00000
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Agencies
[Federal Register Volume 80, Number 48 (Thursday, March 12, 2015)]
[Notices]
[Pages 13055-13057]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2015-05608]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 74456; File No. SR-ICC-2015-002]
Self-Regulatory Organizations; ICE Clear Credit LLC; Order
Approving Proposed Rule Change To Revise the ICC Treasury Operations
Policies and Procedures
March 6, 2015.
I. Introduction
On January 6, 2015 ICE Clear Credit LLC (``ICC'') filed with the
Securities and Exchange Commission (``Commission'') the proposed rule
change SR-ICC-2015-002 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 23, 2015.\3\ The Commission did not receive any comments.
For the reasons discussed below, the Commission is approving the
proposed rule change.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ Securities Exchange Act Release No. 34-74084 (Jan. 16,
2015), 80 FR 3691 (January 23, 2015) (File No. SR-ICC-2015-002).
---------------------------------------------------------------------------
II. Description of the Proposed Rule Change
ICC has proposed revising its Treasury Operations Policies and
Procedures to provide for the use of a Federal Reserve Account, to
provide for the use of a committed repurchase (``repo'') facility and
to provide for USD and Euro investment guidelines for use by outside
investment managers.
ICC has stated that it has applied for a Federal Reserve Account to
hold both USD cash and US Treasuries and that, in its application, it
requested separate accounts for house origin funds and customer origin
funds. ICC has represented that, if it is approved for a
[[Page 13056]]
single account origin, it will utilize the Federal Reserve Accounts to
hold house collateral, and customer collateral will continue to be held
in commercial banks. ICC has represented that, if it is approved for an
additional account origin, it will utilize the second origin to hold
customer collateral at the Federal Reserve.
ICC proposes to use the Federal Reserve Account(s) as a depository
account, in which cash will be consolidated on a daily basis and held
overnight. ICC will continue using its commercial bank accounts for
Clearing Participant money movements, and the net excess/deficit will
be deposited to/withdrawn from the Federal Reserve cash Account as
necessary. ICC proposes to use a Federal Reserve securities Account as
a custody account to hold US Treasuries deposited by Clearing
Participants with ICC's commercial banks.
Additionally, ICC has proposed revising its Treasury Operations
Policies and Procedures to provide for use of a committed repo
facility. ICC represents that it has established a committed repo
facility that will allow ICC to consider US Treasury securities
deposited at ICC as an additional qualifying liquidity resource, and
the facility can be used to convert US Treasuries into cash when the
sale of pledged securities needed for liquidity cannot be settled on a
timely or same-day basis. Specifically, ICC represents that the
facility is to be used to generate temporary liquidity through the sale
and agreement to repurchase securities pledged by ICC Clearing
Participants to satisfy their Initial Margin and Guaranty Fund
requirements. According to ICC, the facility will include
counterparties that are banks and/or broker dealers (which may include
ICC Clearing Participants and/or their affiliates) that each provide a
committed repo line to ICC, and committed repo will be subject to a
haircut which will be the greater of 5% or the haircut that central
banks employ for repo transactions using the same or similar purchased
securities.
Under ICC's proposal, the committed repo facility can be used on an
open or overnight basis. The open repo will be closed as soon as the
ICC Treasury Department (``ICC Treasury'') can facilitate the sale and
settlement of the securities involved in the repo transaction. USD repo
will be settled delivery versus payment (``DVP'') on a bilateral basis.
In order to initiate a committed repo transaction, ICC Treasury can
send an email to the counterparty with a list of the securities that
will be delivered. The counterparty will reply confirming the trade and
providing the ``purchase amount'' of the repo transaction. The purchase
amount will be equal to the mark-to-market (``MTM'') of the securities
less the haircut. The repo details will then be sent to ICC's custodian
for settlement. ICC Treasury will monitor bank activity to ensure
settlement is complete. Once ICC Treasury has arranged for the ultimate
sale of the securities involved in the repo transaction, it will close-
out the repo transaction(s).
Finally, ICC has proposed revising its Treasury Operations Policies
and Procedures to provide for the engagement of outside investment
managers to invest guaranty fund and margin cash pursuant to ICC's USD
and Euro investment guidelines. ICC has proposed extending its current
investment guidelines set forth in in the ICC Treasury Operations
Policies and Procedures to apply to outside investment managers. ICC
represents that its cash investment guidelines for USD and Euro cash
provide for the investment of cash in overnight reverse repo with high
quality sovereign debt as collateral. Under ICC's proposal, if the
investment manager cannot place 100% of the allocated cash in overnight
reverse repo, the investment guidelines permit the investment manager
to make backup investments in term reverse repo and direct investment
in high quality sovereign debt. With respect to Euro cash, ICC proposes
that investment in reverse repo transactions and non-US sovereign debt
will be utilized only with respect to house origin cash, and shall not
be utilized with respect to customer origin cash pursuant to Commodity
Futures Trading Commission regulations. ICC's proposed USD investment
guidelines provide for use by outside investment managers with respect
to USD cash that is not otherwise invested pursuant to the ICC Treasury
Operations Policies and Procedures. ICC represents that these revisions
to the Treasury Operations Policies and Procedures do not require any
operational changes.
III. Discussion and Commission Findings
Section 19(b)(2)(C) of the Act \4\ directs the Commission to
approve a proposed rule change of a self-regulatory organization if the
Commission finds that such proposed rule change is consistent with the
requirements of the Act and the rules and regulations thereunder
applicable to such self-regulatory organization. Section 17A(b)(3)(F)
of the Act \5\ requires, among other things, that the rules of a
clearing agency are designed to promote the prompt and accurate
clearance and settlement of securities transactions and, to the extent
applicable, derivative 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.
---------------------------------------------------------------------------
\4\ 15 U.S.C. 78s(b)(2)(C).
\5\ 15 U.S.C. 78q-1(b)(3)(F).
---------------------------------------------------------------------------
The Commission finds that ICC's proposed revisions to its Treasury
Operations Policies & Procedures is consistent with the requirements of
Section 17A of the Act \6\ and regulations thereunder applicable to it,
including the standards under Rule 17Ad-22.\7\ The proposed rule change
is designed to facilitate use of Federal Reserve accounts, authorize an
additional liquidity resource and authorize use of an outside
investment manager to invest guaranty fund and margin cash pursuant to
ICC's investment guidelines. The Commission believes that the proposal
is designed to promote the prompt and accurate clearance and settlement
of securities transactions and derivative agreements, contracts and
transactions cleared by ICC, 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 Act.\8\
Further, the Commission believes that the proposal is reasonably
designed to enhance ICC's ability to hold assets in a manner that
minimizes risk of loss or of delay in its access to them and invest
assets with minimal credit, market and liquidity risks, consistent with
Rule 17Ad-22(d)(3).\9\
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\6\ 15 U.S.C. 78q-1.
\7\ 17 CFR 240.17Ad-22.
\8\ 15 U.S.C. 78q-1(b)(3)(F).
\9\ 17 CFR 240.17Ad-22(d)(3).
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IV. Conclusion
On the basis of the foregoing, the Commission finds that the
proposal is consistent with the requirements of the Act and in
particular with the requirements of Section 17A of the Act \10\ and the
rules and regulations thereunder.
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\10\ 15 U.S.C. 78q-1.
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It is therefore ordered, pursuant to Section 19(b)(2) of the
Act,\11\ that the proposed rule change (SR-ICC-2015-002) be, and hereby
is, approved.\12\
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\11\ 15 U.S.C. 78s(b)(2).
\12\ In approving the proposed rule change, the Commission
considered the proposal's impact on efficiency, competition and
capital formation. 15 U.S.C. 78c(f).
[[Page 13057]]
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For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\13\
Jill M. Peterson,
Assistant Secretary.
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\13\ 17 CFR 200.30-3(a)(12).
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[FR Doc. 2015-05608 Filed 3-11-15; 8:45 am]
BILLING CODE 8011-01-P