Self-Regulatory Organizations; The Options Clearing Corporation; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change Concerning the Account From Which Certain Clearing Members May Fund the Additional Margin Requirement Associated With Overnight Trading Sessions, 13936-13938 [2015-06019]
Download as PDF
13936
Federal Register / Vol. 80, No. 51 / Tuesday, March 17, 2015 / Notices
mstockstill on DSK4VPTVN1PROD with NOTICES
The Exchange believes that the
proposed rule change would benefit
market participants because it would
provide them with a limited amount of
additional time to report ECRP
transactions. First, the change will allow
CFE to stay competitive with other
futures exchanges that currently provide
market participants with additional time
to report these transactions.10 Second,
the extension takes into account the
logistical aspects associated with these
transactions, which entail related
transactions in two different
instruments. Specifically, ECRP
transactions involve contra-parties
operating on a trading floor instead of
an office setting. In addition, the
required recordkeeping presents
logistical issues as each contra-party to
an ECRP must coordinate with an
Authorized Reporter to report to the
CFE Help Desk its ECRP transaction as
well as conduct the required
recordkeeping manually. CFE believes
extending the timeframe from ten to
thirty minutes represents a sound
balance that takes into account the
above competitive and logistical
considerations while remaining
sufficiently limited in duration so as not
to be detrimental to CFE’s market.
In addition, the proposed rule change
benefits market participants by
clarifying to them that their Authorized
Reporters will receive written
transactions summaries: (i) Regarding
ECRP transactions on either the
business day for which the contract leg
of the ECRP transaction is submitted for
clearing or the calendar day of the
transaction; and (ii) regarding block
trades, on either the business day for
which the block trade is submitted for
clearing or on the calendar day of the
transaction.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
CFE does not believe that the
proposed rule change will impose any
burden on competition not necessary or
appropriate in furtherance of the
purposes of the Act. Specifically, the
Exchange believes that the proposed
rule change will not burden competition
because the new ECRP reporting
timeframe and timeframe for receiving
written summaries of ECRP transactions
and block trades will apply to all
persons and the revised rule provisions
do not discriminate between market
participants.
10 See CME Group, Market Regulation Advisory
Notice (Aug. 4, 2014), Q&A22, available athttps://
www.cmegroup.com/rulebook/files/ra1311-5r.pdf;
ICE Futures U.S., EFRP FAQs (Sept. 5, 2014), Q&A
17, available athttps://www.theice.com/publicdocs/
futures_us/EFRP_FAQ.pdf.
VerDate Sep<11>2014
18:09 Mar 16, 2015
Jkt 235001
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.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The proposed rule change will
become effective on March 11, 2015.
At any time within 60 days of the date
of effectiveness of the proposed rule
change, the Commission, after
consultation with the CFTC, may
summarily abrogate the proposed rule
change and require that the proposed
rule change be refiled in accordance
with the provisions of Section 19(b)(1)
of the Act.11
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
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–CFE–
2015–002, and should be submitted on
or before April 7, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Brent J. Fields,
Secretary.
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:
[FR Doc. 2015–06013 Filed 3–16–15; 8:45 am]
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–
CFE–2015–002 on the subject line.
Self-Regulatory Organizations; The
Options Clearing Corporation; Notice
of Filing and Immediate Effectiveness
of a Proposed Rule Change
Concerning the Account From Which
Certain Clearing Members May Fund
the Additional Margin Requirement
Associated With Overnight Trading
Sessions
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–CFE–2015–002. 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
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74476; File No. SR–OCC–
2015–005]
March 11, 2015.
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 February
26, 2015, The Options Clearing
Corporation (‘‘OCC’’) 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 OCC. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Clearing Agency’s Statement of the
Terms of Substance of the Proposed
Rule Change
This proposed rule change by The
Options Clearing Corporation (‘‘OCC’’)
would permit an OCC clearing member
that is a registered futures commission
merchant (‘‘FCM’’) that has been
12 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
11 15
PO 00000
U.S.C. 78s(b)(1).
Frm 00115
Fmt 4703
Sfmt 4703
E:\FR\FM\17MRN1.SGM
17MRN1
Federal Register / Vol. 80, No. 51 / Tuesday, March 17, 2015 / Notices
approved to clear customer futures
transaction, but that has not been
approved to clear proprietary futures
transactions, to participate in overnight
trading sessions by allowing such a
clearing member to post additional
margin equal to the lesser of $10 million
or 10% of the clearing member’s net
capital (‘‘Additional Margin’’) with OCC
in the clearing member’s customer
segregated futures account instead of its
proprietary account.
II. Clearing Agency’s Statement of the
Purpose of, and Statutory Basis for, the
Proposed Rule Change
In its filing with the Commission,
OCC 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. OCC has prepared
summaries, set forth in sections (A), (B),
and (C) below, of the most significant
aspects of these statements.
mstockstill on DSK4VPTVN1PROD with NOTICES
(A) Clearing Agency’s Statement of the
Purpose of, and Statutory Basis for, the
Proposed Rule Change
1. Purpose
This proposed rule change would
permit an OCC clearing member that is
a registered FCM that has been
approved to clear futures customer
transactions, but that has not been
approved to clear proprietary futures
transactions (i.e., is not authorized to
maintain a firm account with OCC), to
participate in overnight trading sessions
by depositing the Additional Margin
required to participate in overnight
trading sessions in the clearing
members’ segregated futures account at
OCC, instead of requiring such a
clearing member to establish and
maintain a proprietary account solely
for this purpose.
By way of background, OCC recently
submitted a proposal to the Commission
that allows for the clearance of
confirmed trades that are executed in
overnight trading sessions and are
offered by exchanges for which OCC
provides clearance and settlement
services (‘‘Prior Filing’’).3 Pursuant to
the Prior Filing, OCC would impose an
Additional Margin requirement on
clearing members eligible to participate
in overnight trading sessions. The Prior
3 See Securities Exchange Act Release No. 74268
(February 12, 2015), 80 FR 8917 (February 19, 2015)
(SR–OCC–2014–24). See also Securities Exchange
Act Release No. 74241 (February 10, 2015), 80 FR
8383 (February 17, 2015) (SR–OCC–2014–812). This
rule change has been approved by the Commission.
OCC implemented the Prior Filing on March 2,
2015.
VerDate Sep<11>2014
18:09 Mar 16, 2015
Jkt 235001
Filing states that the Additional Margin
must be posted by participating clearing
members in their proprietary account.
The Additional Margin requirement is
designed to ensure that, if a clearing
member’s credit risk increases during an
overnight trading session, OCC will
have access to the Additional Margin
notwithstanding that OCC will not be
able to draft a clearing member’s bank
account for funds because settlement
banks are closed during overnight
hours.4 OCC believes that requiring
clearing members that are registered
FCMs, and are only approved to carry
customer accounts, to establish and
maintain proprietary accounts solely for
the purpose of posting Additional
Margin to participate in overnight
trading sessions would be an inefficient
use of OCC’s and the clearing members’
resources and would lead to
unnecessary operational complexity.
A small number of OCC clearing
members are registered FCMs that only
carry customer accounts and therefore
do not currently maintain a proprietary
account at OCC. Pursuant to the Prior
Filing, if an FCM that only carries
customer accounts wants to participate,
or continue participating,5 in overnight
trading sessions it must establish a
proprietary account at OCC solely for
the purpose of posting Additional
Margin. Such an FCM would be
required to go through the process that
OCC clearing members must complete
in order to be approved to maintain a
proprietary account that, by the nature
of FMC business, would not carry
positions.6 Additionally, in the event of
a clearing member default, all or a
portion of the Additional Margin would
be transferred from the defaulting
clearing member’s proprietary account
to its customer segregated futures
account. These additional steps would
not be required if the clearing member
posts Additional Margin in its customer
segregated futures account. Therefore,
OCC is proposing to allow FCMs
participating in overnight trading
sessions that do not currently maintain
a proprietary account at OCC to post any
required Additional Margin in their
customer segregated futures account.
OCC is not proposing to alter in any
way the manner in which Additional
4 Additional details about such Additional
Margin, including the manner in which OCC will
calculate the required amount of Additional
Margin, are included in the Prior Filing.
5 Several OCC clearing members that are FCMs
that only carry customer accounts have been
participating in overnight trading sessions on CBOE
Futures Exchange, LLC.
6 See OCC By-Laws Article V, section 1. In order
to be approved for a proprietary account, FCMs
would subject to OCC’s business expansion process
that takes approximately three months to complete.
PO 00000
Frm 00116
Fmt 4703
Sfmt 4703
13937
Margin is calculated or any other
procedures governing overnight trading
sessions. Rather, OCC is only proposing
to allow FCM clearing members that do
not maintain proprietary accounts with
OCC to deposit Additional Margin in a
customer segregated futures account.7
Moreover, the proposed rule change
would not increase risk presented to
OCC because, in the case of FCM
clearing members that do not maintain
proprietary accounts with OCC, all
positions of the clearing member cleared
by OCC would be held in the customer
segregated futures account.
2. Statutory Basis
OCC believes that the proposed rule
change is consistent with section
17A(b)(3)(F) of the Securities Exchange
Act of 1934, as amended (the ‘‘Act’’),8
because it would protect investors and
the public interest by permitting
customers of FCMs that do not maintain
proprietary accounts at OCC with the
ability to participate in overnight
trading sessions. As described above,
pursuant to the Prior Filing, FCM
clearing members that do not maintain
proprietary accounts with OCC would
be required to establish a proprietary
account in order to participate, or
continue participating, in overnight
trading sessions. Since these FCMs do
not maintain proprietary accounts with
OCC, their participation in overnight
trading sessions is necessarily on behalf
of their customers. OCC believes that
these FCM clearing members may cease
participating in overnight trading
sessions on behalf of their customers if
they were required to take the steps
necessary to establish and maintain a
proprietary account solely for the
purposes of participating in overnight
trading sessions for their customers.
OCC believes that preventing this
outcome, while still requiring the
Additional Margin to cover potential
increased credit risk during overnight
trading sessions, protects investors
engaging in overnight trading sessions
and furthers the public interest of
permitting FCM customers to continue
to avail themselves of overnight trading
sessions. As mentioned above, the
proposed rule change does not affect the
protections afforded by the Additional
Margin, because the manner in which
Additional Margin is calculated is not
7 Under the Prior Filing, because the Additional
Margin would be deposited in respect of a
proprietary account, the source of the Additional
Margin would by necessity consist of proprietary
funds. Under the proposed rule change the source
of the Additional Margin could be customer funds
to the extent permitted by applicable regulations.
8 15 U.S.C. 78q–1(b)(3)(F).
E:\FR\FM\17MRN1.SGM
17MRN1
13938
Federal Register / Vol. 80, No. 51 / Tuesday, March 17, 2015 / Notices
proposed to be changed, and OCC is not
proposing to change any other aspect of
its procedures governing overnight
trading, which have previously been
approved by the Commission. Finally,
the proposed change is not inconsistent
with the existing rules of OCC,
including any other rules proposed to be
amended.
(B) Clearing Agency’s Statement on
Burden on Competition
OCC does not believe that the
proposed rule change would impose a
burden on competition.9 The proposed
rule change concerns operational
changes that are designed to reduce
OCC’s exposure to risk as a result of
clearing member activities during
overnight trading sessions and is
protective in nature. This change will be
applied uniformly across all clearing
members participating in overnight
trading sessions. Accordingly, OCC does
not believe that the proposed rule
change would impose a burden on
competition.
(C) Clearing Agency’s Statement on
Comments on the Proposed Rule
Change Received From Members,
Participants or Others
Written comments on the proposed
rule change were not and are not
intended to be solicited with respect to
the proposed rule change and none have
been received.
mstockstill on DSK4VPTVN1PROD with NOTICES
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)
of the Act and paragraph (f) of Rule
19b–4 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:
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
OCC–2015–005 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–OCC–2015–005. 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 Section, 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
office of OCC and on OCC’s Web site at
https://www.theocc.com/components/
docs/legal/rules_and_bylaws/sr_occ_15_
005.pdf.
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–OCC–2015–005 and should
be submitted on or before April 7, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Brent J. Fields,
Secretary.
[FR Doc. 2015–06019 Filed 3–16–15; 8:45 am]
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74478; File No. SR–MIAX–
2015–16]
Self-Regulatory Organizations; The
Miami International Securities
Exchange LLC; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change To Amend Its Fee
Schedule
March 11, 2015
Pursuant to the provisions of 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 February 27, 2015, Miami
International Securities Exchange LLC
(‘‘MIAX’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) a 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 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 filing a proposal to
amend the MIAX Options Fee Schedule.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://www.miaxoptions.com/filter/
wotitle/rule_filing, at MIAX’s principal
office, 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 aspects 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 proposes to amend its
Fee Schedule to: (i) Increase the
transaction fees for Public Customers
BILLING CODE 8011–01–P
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
1 15
9 15
U.S.C. 78q–1(b)(3)(I).
VerDate Sep<11>2014
18:09 Mar 16, 2015
10 17
Jkt 235001
PO 00000
CFR 200.30–3(a)(12).
Frm 00117
Fmt 4703
Sfmt 4703
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
E:\FR\FM\17MRN1.SGM
17MRN1
Agencies
[Federal Register Volume 80, Number 51 (Tuesday, March 17, 2015)]
[Notices]
[Pages 13936-13938]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2015-06019]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-74476; File No. SR-OCC-2015-005]
Self-Regulatory Organizations; The Options Clearing Corporation;
Notice of Filing and Immediate Effectiveness of a Proposed Rule Change
Concerning the Account From Which Certain Clearing Members May Fund the
Additional Margin Requirement Associated With Overnight Trading
Sessions
March 11, 2015.
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 February 26, 2015, The Options Clearing Corporation (``OCC'') 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 OCC. 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.
---------------------------------------------------------------------------
I. Clearing Agency's Statement of the Terms of Substance of the
Proposed Rule Change
This proposed rule change by The Options Clearing Corporation
(``OCC'') would permit an OCC clearing member that is a registered
futures commission merchant (``FCM'') that has been
[[Page 13937]]
approved to clear customer futures transaction, but that has not been
approved to clear proprietary futures transactions, to participate in
overnight trading sessions by allowing such a clearing member to post
additional margin equal to the lesser of $10 million or 10% of the
clearing member's net capital (``Additional Margin'') with OCC in the
clearing member's customer segregated futures account instead of its
proprietary account.
II. Clearing Agency's Statement of the Purpose of, and Statutory Basis
for, the Proposed Rule Change
In its filing with the Commission, OCC 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. OCC has prepared summaries, set forth in sections (A),
(B), and (C) below, of the most significant aspects of these
statements.
(A) Clearing Agency's Statement of the Purpose of, and Statutory Basis
for, the Proposed Rule Change
1. Purpose
This proposed rule change would permit an OCC clearing member that
is a registered FCM that has been approved to clear futures customer
transactions, but that has not been approved to clear proprietary
futures transactions (i.e., is not authorized to maintain a firm
account with OCC), to participate in overnight trading sessions by
depositing the Additional Margin required to participate in overnight
trading sessions in the clearing members' segregated futures account at
OCC, instead of requiring such a clearing member to establish and
maintain a proprietary account solely for this purpose.
By way of background, OCC recently submitted a proposal to the
Commission that allows for the clearance of confirmed trades that are
executed in overnight trading sessions and are offered by exchanges for
which OCC provides clearance and settlement services (``Prior
Filing'').\3\ Pursuant to the Prior Filing, OCC would impose an
Additional Margin requirement on clearing members eligible to
participate in overnight trading sessions. The Prior Filing states that
the Additional Margin must be posted by participating clearing members
in their proprietary account. The Additional Margin requirement is
designed to ensure that, if a clearing member's credit risk increases
during an overnight trading session, OCC will have access to the
Additional Margin notwithstanding that OCC will not be able to draft a
clearing member's bank account for funds because settlement banks are
closed during overnight hours.\4\ OCC believes that requiring clearing
members that are registered FCMs, and are only approved to carry
customer accounts, to establish and maintain proprietary accounts
solely for the purpose of posting Additional Margin to participate in
overnight trading sessions would be an inefficient use of OCC's and the
clearing members' resources and would lead to unnecessary operational
complexity.
---------------------------------------------------------------------------
\3\ See Securities Exchange Act Release No. 74268 (February 12,
2015), 80 FR 8917 (February 19, 2015) (SR-OCC-2014-24). See also
Securities Exchange Act Release No. 74241 (February 10, 2015), 80 FR
8383 (February 17, 2015) (SR-OCC-2014-812). This rule change has
been approved by the Commission. OCC implemented the Prior Filing on
March 2, 2015.
\4\ Additional details about such Additional Margin, including
the manner in which OCC will calculate the required amount of
Additional Margin, are included in the Prior Filing.
---------------------------------------------------------------------------
A small number of OCC clearing members are registered FCMs that
only carry customer accounts and therefore do not currently maintain a
proprietary account at OCC. Pursuant to the Prior Filing, if an FCM
that only carries customer accounts wants to participate, or continue
participating,\5\ in overnight trading sessions it must establish a
proprietary account at OCC solely for the purpose of posting Additional
Margin. Such an FCM would be required to go through the process that
OCC clearing members must complete in order to be approved to maintain
a proprietary account that, by the nature of FMC business, would not
carry positions.\6\ Additionally, in the event of a clearing member
default, all or a portion of the Additional Margin would be transferred
from the defaulting clearing member's proprietary account to its
customer segregated futures account. These additional steps would not
be required if the clearing member posts Additional Margin in its
customer segregated futures account. Therefore, OCC is proposing to
allow FCMs participating in overnight trading sessions that do not
currently maintain a proprietary account at OCC to post any required
Additional Margin in their customer segregated futures account.
---------------------------------------------------------------------------
\5\ Several OCC clearing members that are FCMs that only carry
customer accounts have been participating in overnight trading
sessions on CBOE Futures Exchange, LLC.
\6\ See OCC By-Laws Article V, section 1. In order to be
approved for a proprietary account, FCMs would subject to OCC's
business expansion process that takes approximately three months to
complete.
---------------------------------------------------------------------------
OCC is not proposing to alter in any way the manner in which
Additional Margin is calculated or any other procedures governing
overnight trading sessions. Rather, OCC is only proposing to allow FCM
clearing members that do not maintain proprietary accounts with OCC to
deposit Additional Margin in a customer segregated futures account.\7\
Moreover, the proposed rule change would not increase risk presented to
OCC because, in the case of FCM clearing members that do not maintain
proprietary accounts with OCC, all positions of the clearing member
cleared by OCC would be held in the customer segregated futures
account.
---------------------------------------------------------------------------
\7\ Under the Prior Filing, because the Additional Margin would
be deposited in respect of a proprietary account, the source of the
Additional Margin would by necessity consist of proprietary funds.
Under the proposed rule change the source of the Additional Margin
could be customer funds to the extent permitted by applicable
regulations.
---------------------------------------------------------------------------
2. Statutory Basis
OCC believes that the proposed rule change is consistent with
section 17A(b)(3)(F) of the Securities Exchange Act of 1934, as amended
(the ``Act''),\8\ because it would protect investors and the public
interest by permitting customers of FCMs that do not maintain
proprietary accounts at OCC with the ability to participate in
overnight trading sessions. As described above, pursuant to the Prior
Filing, FCM clearing members that do not maintain proprietary accounts
with OCC would be required to establish a proprietary account in order
to participate, or continue participating, in overnight trading
sessions. Since these FCMs do not maintain proprietary accounts with
OCC, their participation in overnight trading sessions is necessarily
on behalf of their customers. OCC believes that these FCM clearing
members may cease participating in overnight trading sessions on behalf
of their customers if they were required to take the steps necessary to
establish and maintain a proprietary account solely for the purposes of
participating in overnight trading sessions for their customers. OCC
believes that preventing this outcome, while still requiring the
Additional Margin to cover potential increased credit risk during
overnight trading sessions, protects investors engaging in overnight
trading sessions and furthers the public interest of permitting FCM
customers to continue to avail themselves of overnight trading
sessions. As mentioned above, the proposed rule change does not affect
the protections afforded by the Additional Margin, because the manner
in which Additional Margin is calculated is not
[[Page 13938]]
proposed to be changed, and OCC is not proposing to change any other
aspect of its procedures governing overnight trading, which have
previously been approved by the Commission. Finally, the proposed
change is not inconsistent with the existing rules of OCC, including
any other rules proposed to be amended.
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\8\ 15 U.S.C. 78q-1(b)(3)(F).
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(B) Clearing Agency's Statement on Burden on Competition
OCC does not believe that the proposed rule change would impose a
burden on competition.\9\ The proposed rule change concerns operational
changes that are designed to reduce OCC's exposure to risk as a result
of clearing member activities during overnight trading sessions and is
protective in nature. This change will be applied uniformly across all
clearing members participating in overnight trading sessions.
Accordingly, OCC does not believe that the proposed rule change would
impose a burden on competition.
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\9\ 15 U.S.C. 78q-1(b)(3)(I).
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(C) Clearing Agency's Statement on Comments on the Proposed Rule Change
Received From Members, Participants or Others
Written comments on the proposed rule change were not and are not
intended to be solicited with respect to the proposed rule change and
none have been received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to section
19(b)(3)(A) of the Act and paragraph (f) of Rule 19b-4 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:
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-OCC-2015-005 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-OCC-2015-005. 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 Section, 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 office of OCC and
on OCC's Web site at https://www.theocc.com/components/docs/legal/rules_and_bylaws/sr_occ_15_005.pdf.
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-OCC-2015-005
and should be submitted on or before April 7, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\10\
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\10\ 17 CFR 200.30-3(a)(12).
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Brent J. Fields,
Secretary.
[FR Doc. 2015-06019 Filed 3-16-15; 8:45 am]
BILLING CODE 8011-01-P