Self-Regulatory Organizations; The Options Clearing Corporation; Order Approving Proposed Rule Change Concerning the Execution of an Agreement for Clearing and Settlement Services Between OCC and NASDAQ Futures, Inc., 22591-22593 [2015-09266]
Download as PDF
asabaliauskas on DSK5VPTVN1PROD with NOTICES
Federal Register / Vol. 80, No. 77 / Wednesday, April 22, 2015 / Notices
vendors’ pricing discipline is the same:
They can simply refuse to purchase any
proprietary data product that fails to
provide sufficient value. NASDAQ and
other producers of proprietary data
products must understand and respond
to these varying business models and
pricing disciplines in order to market
proprietary data products successfully.
In addition to the competition and
price discipline described above, the
market for proprietary data products is
also highly contestable because market
entry is rapid, inexpensive, and
profitable. The history of electronic
trading is replete with examples of
entrants that swiftly grew into some of
the largest electronic trading platforms
and proprietary data producers:
Archipelago, Bloomberg Tradebook,
Island, RediBook, Attain, TracECN and
BATS Trading. A proliferation of dark
pools and other ATSs operate profitably
with fragmentary shares of consolidated
market volume.
Regulation NMS, by deregulating the
market for proprietary data, has
increased the contestability of that
market. While broker-dealers have
previously published their proprietary
data individually, Regulation NMS
encourages market data vendors and
broker-dealers to produce proprietary
products cooperatively in a manner
never before possible. Multiple market
data vendors already have the capability
to aggregate data and disseminate it on
a profitable scale, including Bloomberg,
and Thomson Reuters.
The vigor of competition for
information is significant. NASDAQ has
made a determination to adjust the fees
associated with these products in order
to reflect more accurately the value of
its products and the investments made
to enhance them, as well as to keep pace
with changes in the industry and
evolving customer needs. These
products are entirely optional and are
geared towards attracting new
customers, as well as retaining existing
customers.
In all cases, firms make decisions on
how much and what types of data to
consume on the basis of the total cost of
interacting with NASDAQ or other
exchanges. Of course, the explicit data
fees are but one factor in a total platform
analysis. Some competitors have lower
transactions fees and higher data fees,
and others are vice versa. For example,
NOM offers one distributor fee which
allows firms to access both the BONO
and ITTO data feeds. The market for this
information is highly competitive and
continually evolves as products develop
and change.
VerDate Sep<11>2014
18:00 Apr 21, 2015
Jkt 235001
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments were neither
solicited nor 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)(ii) of the Act.6 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. If the Commission
takes such action, the Commission shall
institute proceedings to determine
whether the proposed rule should be
approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change, as amended, 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–
NASDAQ–2015–035 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Brent J. Fields, Secretary, Securities
and Exchange Commission, 100 F Street
NE., Washington, DC 20549–1090.
All submissions should refer to File
Number SR–NASDAQ–2015–035. 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
6 15
PO 00000
U.S.C. 78s(b)(3)(A)(ii).
Frm 00119
Fmt 4703
Sfmt 4703
22591
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 will also 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–NASDAQ–2015–035 and
should be submitted on or before May
13, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.7
Brent J. Fields,
Secretary.
[FR Doc. 2015–09264 Filed 4–21–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74747; File No. SR–OCC–
2015–03]
Self-Regulatory Organizations; The
Options Clearing Corporation; Order
Approving Proposed Rule Change
Concerning the Execution of an
Agreement for Clearing and Settlement
Services Between OCC and NASDAQ
Futures, Inc.
April 16, 2015.
On February 20, 2015, The Options
Clearing Corporation (‘‘OCC’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change OCC–2015–03
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 March 10, 2015.3 The
Commission received no comments on
the proposed rule change. This order
approves the proposed rule change.
7 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. 74432
(March 4, 2015), 80 FR 12652 (March 10, 2015) (SR–
OCC–2015–03).
1 15
E:\FR\FM\22APN1.SGM
22APN1
22592
Federal Register / Vol. 80, No. 77 / Wednesday, April 22, 2015 / Notices
asabaliauskas on DSK5VPTVN1PROD with NOTICES
I. Description
OCC proposes to execute an
Agreement for Clearing and Settlement
Services (‘‘Clearing Agreement’’)
between OCC and NASDAQ Futures,
Inc. (‘‘NFX’’) in connection with NFX’s
operation as a designated contract
market (‘‘DCM’’) 4 regulated by the
Commodity Futures Trading
Commission (‘‘CFTC’’). OCC will
provide clearance and settlement
services to NFX pursuant to the terms
set forth in the Clearing Agreement. The
rule change, as proposed, permits OCC
to begin providing clearing and
settlement services for NFX in the
second quarter of 2015.
NFX previously operated as a DCM
and cleared its futures contracts through
OCC. As such, OCC and NFX had
previously entered into a Second
Amended and Restated Agreement for
Clearing and Settlement Services
(‘‘Previous Agreement’’) dated January
13, 2012.5 As of January 31, 2014, NFX
ceased operations as a contract market
and became a dormant contract market
under CFTC Regulations.6 As a result,
the Previous Agreement was terminated
pursuant to its terms 7 and the clearing
relationship between OCC and NFX
terminated.
On November 21, 2014, NFX was
approved by the CFTC as a DCM.8 In
connection with that approval, OCC
proposes to provide the clearance and
settlement services as described in the
Clearing Agreement, which is
substantially similar to the Previous
Agreement with several differences
discussed in more detail below. The
Clearing Agreement has been amended
to allow OCC more flexibility in
determining which products it will clear
based upon its conclusion that it is able
to appropriately risk manage such
products using commercially reasonable
standards.9 More specifically, the
following changes have been made:
• Section 3(a) of the Clearing
Agreement, ‘‘General Criteria for
Underlying Interests,’’ has been
amended to permit NFX to select the
underlying interests that are the subject
4 See https://www.cftc.gov/ucm/groups/public/@
otherif/documents/ifdocs/
nasdaqorderofreinstatement.pdf.
5 See Securities Exchange Act Release No. 66340
(February 7, 2012), 77 FR 7621 (February 13, 2012)
(SR–OCC–2012–02).
6 See 17 CFR 40.1.
7 More specifically, the Previous Agreement, in
relevant part, stated that it would terminate if NFX
terminates trading of all Cleared Contracts. See
Section 19(b) of the Previous Agreement. See also
note 5 supra.
8 See note 4 supra.
9 See Sections 3(a) and 9 of the Clearing
Agreement in which language has been added
allowing such flexibility.
VerDate Sep<11>2014
18:00 Apr 21, 2015
Jkt 235001
of currency futures, commodity futures,
and/or futures options to be traded on
NFX only if OCC is satisfied that it is
able to appropriately risk manage the
contract with the proposed underlying
interest using commercially reasonable
efforts.
• Section 9 of the Clearing
Agreement, ‘‘Limitations of Authority
and Responsibility,’’ has been amended
to specify that OCC shall have no
responsibility to enforce standards
relating to the conduct of trading on
NFX unless OCC finds it reasonably
necessary in order to appropriately risk
manage the products that are being
traded on NFX.
In addition, the Clearing Agreement
will also make several changes to the
Previous Agreement, which include:
• Section 3(c), ‘‘Procedures for
Selection of Underlying Interests,’’ has
been amended to state that NFX must
submit a certificate for a new class of
contracts not already listed or traded on
NFX as soon as practicable (rather than
ten days prior to the commencement of
trading). It has also been amended to
state that OCC will be obligated to use
commercially reasonable efforts to
authorize the clearance and settlement
of such contracts as soon as practicable.
In addition, the Clearing Agreement
expressly obligates NFX to provide OCC
with any additional information as
requested by OCC from time to time that
will assist OCC in identifying a new
product proposed for clearing by NFX.
OCC believes that these amendments to
Section 3(c), related to the procedures
for the selection of underlying interests,
will ensure that OCC not only has the
correct information needed to evaluate a
proposed new product but that the
information will be produced to OCC in
a timely manner which will provide
OCC sufficient time to evaluate the
proposed new product.
• Section 3(d), ‘‘Notice of Additional
Maturity or Expiration Dates,’’ has been
amended to state that, for a class of
products previously certified, NFX may
introduce a new maturity or expiration
date that is in the cycle set forth in the
certificate by providing notice to OCC
through electronic means specified by
OCC. The Previous Agreement required
such notice to be sent to OCC only by
email or facsimile.
• A universal conforming change has
been made to various sections in the
Clearing Agreement to replace the term
‘‘matched’’ trades with ‘‘confirmed’’
trades to better describe trades that are
PO 00000
Frm 00120
Fmt 4703
Sfmt 4703
processed for clearance and
settlement.10
• Section 5(a), ‘‘Confirmed Trade
Reports,’’ has been amended to remove
language discussing the possibility that
NFX will provide OCC with a confirmed
trade report on a real time basis as this
capability is already captured in the
language ‘‘as the Corporation may
reasonably prescribe.’’
• Section 5(c)(i) has been amended to
include language that will allow OCC to
determine the final settlement price for
a futures contract in which the
underlying interest is a cash-settled
foreign currency if the organized market
in which that foreign currency future is
traded on, or the foreign currency itself,
did not open or remain open for trading
at or before the time in which the
settlement price for such futures
contract would ordinarily be
determined. In addition, Section 5(c)(i)
has been amended to include a
reference to ‘‘variance’’ when listing
factors that will allow OCC to determine
a final reasonable settlement price, if
not reported at the ordinary time of final
settlement. OCC believes that these
additions to the Clearing Agreement
clarify the potential underlying interests
in which NFX may introduce futures
contracts and make the Clearing
Agreement more precise.
• Section 7, ‘‘Acceptance and
Rejection of Transactions in Cleared
Contracts,’’ has been amended to
include a provision that will allow OCC,
in accordance with its By-Laws, to reject
transactions due to validation errors
which will allow OCC to better manage
its clearance and settlement obligations
by expressly allowing it to reject
transactions that do not contain
complete terms. These validation errors
include, for example, an incorrect
Clearing Member, account, product or
format.
• Section 8, ‘‘Non-Discrimination,’’
has been amended to delete a provision
restricting OCC from changing its ByLaws or Rules in any manner that may
limit its obligations to clear and settle
for NFX. In addition, a provision has
been deleted requiring OCC to amend
the Clearing Agreement in the event that
OCC has made changes to its standard
form agreement for clearing and
settlement services. Section 8 has also
been amended to delete a provision
stating OCC is required to consult with
NFX and modify OCC’s By-Laws or
Rules to incorporate product design
features specified by NFX for new
products. OCC believes that these
10 See Article I, Section 1(C)(28) of OCC’s ByLaws. See also Sections 3(g), 6(a), 7, 19, and
Schedule A, Section 1 of the Clearing Agreement.
E:\FR\FM\22APN1.SGM
22APN1
asabaliauskas on DSK5VPTVN1PROD with NOTICES
Federal Register / Vol. 80, No. 77 / Wednesday, April 22, 2015 / Notices
provisions are no longer necessary as
they limit OCC’s ability to modify its
By-Laws, Rules and agreements which
may be necessary for OCC to fulfill its
obligations as a clearing organization.
OCC will, however, continue to be
obligated to fulfill both the provisions of
the Clearing Agreement and OCC’s
regulatory responsibilities. Section 8 has
additionally been amended to delete an
obligation for each party to provide the
other with proposed rule changes. The
elimination of this contractual
obligation reflects the parties’
determination that their respective
obligations to post filed regulatory
submissions on their public Web sites
provides sufficient notice of such
changes.
• Section 11, ‘‘Financial
Requirements for Clearing Members,’’
has been amended to delete a provision
stating the specific financial
responsibility standards OCC has with
respect to its Clearing Members. This
change was made to further streamline
the Clearing Agreement given OCC’s
general obligation to remain consistent
with OCC By-Laws and Rules.
• Section 14, ‘‘Programs and
Projects,’’ has been amended to
eliminate a provision expressly
requiring OCC to offer futures contract
clearing terms to NFX that are no less
favorable to the terms offered to other
exchanges.
• Sections 15 and 24 in the Previous
Agreement, ‘‘Information Sharing’’ and
‘‘Quality Standards’’ respectively, have
been deleted in their entirety in an
attempt to simplify the Clearing
Agreement as the sections create
unnecessary obligations on the parties
and are duplicative of general regulatory
responsibilities of both parties.
• Section 18(b), ‘‘Other Grounds for
Termination,’’ has been amended to
include a provision that OCC may
terminate the Clearing Agreement at any
time so long as NFX is given 120 days
prior written notice. The addition of this
provision better balances the rights of
both parties to terminate the Clearing
Agreement at their discretion provided
that proper notice is given as required
by the Clearing Agreement.
• Various administrative changes
have been made throughout the
document including, but not limited to,
an amended legal name and description
of NFX, updated references to sections
within the document, and clean-up
changes of duplicative terms.
Finally, pursuant to the rule change,
as approved, Schedule A of the Clearing
Agreement, ‘‘Description of Clearing
and Settlement Services’’ and Schedule
B of the Clearing Agreement,
VerDate Sep<11>2014
18:00 Apr 21, 2015
Jkt 235001
‘‘Information Sharing,’’ are being
amended as follows:
• Section (1) of Schedule A of the
Clearing Agreement, ‘‘Trade
Acceptance,’’ has been updated to
reflect current OCC operational
requirements with respect to submission
of confirmed trades.
• Section (4) of Schedule A,
‘‘Information for Clearing Members,’’
has been amended to delete specific
information sharing obligations of OCC
to its Clearing Members and to state that
the information provided to Clearing
Members will be in accordance with
OCC’s By-Laws and Rules.
• Section (I)(A) of Schedule B has
been amended to delete specific
references to information that OCC will
provide to Clearing Members on a daily
basis and instead adds a provision that
OCC will provide NFX with its ‘‘Data
Distribution Service’’ information for
regulatory and financial purposes.
• Section (I)(B) of Schedule B has
been amended to delete certain
information sharing provisions and to
state that the information sharing
obligations OCC continues to have may
be satisfied by posting the required
information on OCC’s public Web site
which streamlines the information
sharing process.
II. Discussion and Commission
Findings
Section 19(b)(2)(C) of the Act 11
directs the Commission to approve a
proposed rule change of a selfregulatory organization if it finds that
the proposed rule change is consistent
with the requirements of the Act and the
rules and regulations thereunder
applicable to such organization. The
Commission finds that the proposed
rule change is consistent with Section
17A(b)(3)(F) of the Act,12 which
requires, among other things, that the
rules of a clearing agency be 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 its custody or control or for
which it is responsible, and, in general,
to protect investors and the public
interest. As approved, the Clearing
Agreement will allow derivative
contract trades executed on NFX to be
cleared and settled at OCC, thereby
ensuring that these trades will be
subject to the comprehensive
operational and risk management
framework at OCC. In so doing, the
11 15
12 15
PO 00000
U.S.C. 78s(b)(2)(C).
U.S.C. 78q–1(b)(3)(F).
Frm 00121
Fmt 4703
Sfmt 4703
22593
Clearing Agreement, should reduce the
costs and risks associated with clearing
and settling NFX trades, which should
in turn promote the prompt and
accurate clearance and settlement of the
NFX derivative contract transactions,
better assure the safeguarding of related
securities and funds in the custody and
control of OCC, and better protect
investors and the public interest.
III. 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 13 and the rules and regulations
thereunder.
IT IS THEREFORE ORDERED,
pursuant to Section 19(b)(2) of the
Act,14 that the proposed rule change
(SR–OCC–2015–03) be, and it hereby is,
approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Brent J. Fields,
Secretary.
[FR Doc. 2015–09266 Filed 4–21–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74741; File No. SR–ICEEU–
2015–005]
Self-Regulatory Organizations; ICE
Clear Europe Limited; Notice of
Designation of Longer Period for
Commission Action on Proposed Rule
Change Relating to CDS Procedures
for CDX North America Index CDS
Contracts
April 16, 2015.
On February 12, 2015, ICE Clear
Europe Limited (‘‘ICEEU’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’), pursuant
to Section 19(b)(1) of the Securities
Exchange Act of 1934 (‘‘Act’’) 1 and Rule
19b–4 thereunder,2 a proposed rule
change to revise ICEEU’s CDS
Procedures, CDS Risk Model
Description and CDS End-of-Day Price
Discovery Policy to provide the basis for
ICEEU to clear CDX North America
Index CDS Contracts (‘‘CDX.NA
Contracts’’). The proposed rule change
13 In approving this proposed rule change, the
Commission has considered the proposed rule’s
impact on efficiency, competition, and capital
formation. See 15 U.S.C. 78c(f).
14 15 U.S.C. 78s(b)(2).
15 17 CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
E:\FR\FM\22APN1.SGM
22APN1
Agencies
[Federal Register Volume 80, Number 77 (Wednesday, April 22, 2015)]
[Notices]
[Pages 22591-22593]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-09266]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-74747; File No. SR-OCC-2015-03]
Self-Regulatory Organizations; The Options Clearing Corporation;
Order Approving Proposed Rule Change Concerning the Execution of an
Agreement for Clearing and Settlement Services Between OCC and NASDAQ
Futures, Inc.
April 16, 2015.
On February 20, 2015, The Options Clearing Corporation (``OCC'')
filed with the Securities and Exchange Commission (``Commission'') the
proposed rule change OCC-2015-03 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 March 10, 2015.\3\ The Commission received no
comments on the proposed rule change. This order approves the proposed
rule change.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ Securities Exchange Act Release No. 74432 (March 4, 2015),
80 FR 12652 (March 10, 2015) (SR-OCC-2015-03).
---------------------------------------------------------------------------
[[Page 22592]]
I. Description
OCC proposes to execute an Agreement for Clearing and Settlement
Services (``Clearing Agreement'') between OCC and NASDAQ Futures, Inc.
(``NFX'') in connection with NFX's operation as a designated contract
market (``DCM'') \4\ regulated by the Commodity Futures Trading
Commission (``CFTC''). OCC will provide clearance and settlement
services to NFX pursuant to the terms set forth in the Clearing
Agreement. The rule change, as proposed, permits OCC to begin providing
clearing and settlement services for NFX in the second quarter of 2015.
---------------------------------------------------------------------------
\4\ See https://www.cftc.gov/ucm/groups/public/@otherif/documents/ifdocs/nasdaqorderofreinstatement.pdf.
---------------------------------------------------------------------------
NFX previously operated as a DCM and cleared its futures contracts
through OCC. As such, OCC and NFX had previously entered into a Second
Amended and Restated Agreement for Clearing and Settlement Services
(``Previous Agreement'') dated January 13, 2012.\5\ As of January 31,
2014, NFX ceased operations as a contract market and became a dormant
contract market under CFTC Regulations.\6\ As a result, the Previous
Agreement was terminated pursuant to its terms \7\ and the clearing
relationship between OCC and NFX terminated.
---------------------------------------------------------------------------
\5\ See Securities Exchange Act Release No. 66340 (February 7,
2012), 77 FR 7621 (February 13, 2012) (SR-OCC-2012-02).
\6\ See 17 CFR 40.1.
\7\ More specifically, the Previous Agreement, in relevant part,
stated that it would terminate if NFX terminates trading of all
Cleared Contracts. See Section 19(b) of the Previous Agreement. See
also note 5 supra.
---------------------------------------------------------------------------
On November 21, 2014, NFX was approved by the CFTC as a DCM.\8\ In
connection with that approval, OCC proposes to provide the clearance
and settlement services as described in the Clearing Agreement, which
is substantially similar to the Previous Agreement with several
differences discussed in more detail below. The Clearing Agreement has
been amended to allow OCC more flexibility in determining which
products it will clear based upon its conclusion that it is able to
appropriately risk manage such products using commercially reasonable
standards.\9\ More specifically, the following changes have been made:
---------------------------------------------------------------------------
\8\ See note 4 supra.
\9\ See Sections 3(a) and 9 of the Clearing Agreement in which
language has been added allowing such flexibility.
---------------------------------------------------------------------------
Section 3(a) of the Clearing Agreement, ``General Criteria
for Underlying Interests,'' has been amended to permit NFX to select
the underlying interests that are the subject of currency futures,
commodity futures, and/or futures options to be traded on NFX only if
OCC is satisfied that it is able to appropriately risk manage the
contract with the proposed underlying interest using commercially
reasonable efforts.
Section 9 of the Clearing Agreement, ``Limitations of
Authority and Responsibility,'' has been amended to specify that OCC
shall have no responsibility to enforce standards relating to the
conduct of trading on NFX unless OCC finds it reasonably necessary in
order to appropriately risk manage the products that are being traded
on NFX.
In addition, the Clearing Agreement will also make several changes
to the Previous Agreement, which include:
Section 3(c), ``Procedures for Selection of Underlying
Interests,'' has been amended to state that NFX must submit a
certificate for a new class of contracts not already listed or traded
on NFX as soon as practicable (rather than ten days prior to the
commencement of trading). It has also been amended to state that OCC
will be obligated to use commercially reasonable efforts to authorize
the clearance and settlement of such contracts as soon as practicable.
In addition, the Clearing Agreement expressly obligates NFX to provide
OCC with any additional information as requested by OCC from time to
time that will assist OCC in identifying a new product proposed for
clearing by NFX. OCC believes that these amendments to Section 3(c),
related to the procedures for the selection of underlying interests,
will ensure that OCC not only has the correct information needed to
evaluate a proposed new product but that the information will be
produced to OCC in a timely manner which will provide OCC sufficient
time to evaluate the proposed new product.
Section 3(d), ``Notice of Additional Maturity or
Expiration Dates,'' has been amended to state that, for a class of
products previously certified, NFX may introduce a new maturity or
expiration date that is in the cycle set forth in the certificate by
providing notice to OCC through electronic means specified by OCC. The
Previous Agreement required such notice to be sent to OCC only by email
or facsimile.
A universal conforming change has been made to various
sections in the Clearing Agreement to replace the term ``matched''
trades with ``confirmed'' trades to better describe trades that are
processed for clearance and settlement.\10\
---------------------------------------------------------------------------
\10\ See Article I, Section 1(C)(28) of OCC's By-Laws. See also
Sections 3(g), 6(a), 7, 19, and Schedule A, Section 1 of the
Clearing Agreement.
---------------------------------------------------------------------------
Section 5(a), ``Confirmed Trade Reports,'' has been
amended to remove language discussing the possibility that NFX will
provide OCC with a confirmed trade report on a real time basis as this
capability is already captured in the language ``as the Corporation may
reasonably prescribe.''
Section 5(c)(i) has been amended to include language that
will allow OCC to determine the final settlement price for a futures
contract in which the underlying interest is a cash-settled foreign
currency if the organized market in which that foreign currency future
is traded on, or the foreign currency itself, did not open or remain
open for trading at or before the time in which the settlement price
for such futures contract would ordinarily be determined. In addition,
Section 5(c)(i) has been amended to include a reference to ``variance''
when listing factors that will allow OCC to determine a final
reasonable settlement price, if not reported at the ordinary time of
final settlement. OCC believes that these additions to the Clearing
Agreement clarify the potential underlying interests in which NFX may
introduce futures contracts and make the Clearing Agreement more
precise.
Section 7, ``Acceptance and Rejection of Transactions in
Cleared Contracts,'' has been amended to include a provision that will
allow OCC, in accordance with its By-Laws, to reject transactions due
to validation errors which will allow OCC to better manage its
clearance and settlement obligations by expressly allowing it to reject
transactions that do not contain complete terms. These validation
errors include, for example, an incorrect Clearing Member, account,
product or format.
Section 8, ``Non-Discrimination,'' has been amended to
delete a provision restricting OCC from changing its By-Laws or Rules
in any manner that may limit its obligations to clear and settle for
NFX. In addition, a provision has been deleted requiring OCC to amend
the Clearing Agreement in the event that OCC has made changes to its
standard form agreement for clearing and settlement services. Section 8
has also been amended to delete a provision stating OCC is required to
consult with NFX and modify OCC's By-Laws or Rules to incorporate
product design features specified by NFX for new products. OCC believes
that these
[[Page 22593]]
provisions are no longer necessary as they limit OCC's ability to
modify its By-Laws, Rules and agreements which may be necessary for OCC
to fulfill its obligations as a clearing organization. OCC will,
however, continue to be obligated to fulfill both the provisions of the
Clearing Agreement and OCC's regulatory responsibilities. Section 8 has
additionally been amended to delete an obligation for each party to
provide the other with proposed rule changes. The elimination of this
contractual obligation reflects the parties' determination that their
respective obligations to post filed regulatory submissions on their
public Web sites provides sufficient notice of such changes.
Section 11, ``Financial Requirements for Clearing
Members,'' has been amended to delete a provision stating the specific
financial responsibility standards OCC has with respect to its Clearing
Members. This change was made to further streamline the Clearing
Agreement given OCC's general obligation to remain consistent with OCC
By-Laws and Rules.
Section 14, ``Programs and Projects,'' has been amended to
eliminate a provision expressly requiring OCC to offer futures contract
clearing terms to NFX that are no less favorable to the terms offered
to other exchanges.
Sections 15 and 24 in the Previous Agreement,
``Information Sharing'' and ``Quality Standards'' respectively, have
been deleted in their entirety in an attempt to simplify the Clearing
Agreement as the sections create unnecessary obligations on the parties
and are duplicative of general regulatory responsibilities of both
parties.
Section 18(b), ``Other Grounds for Termination,'' has been
amended to include a provision that OCC may terminate the Clearing
Agreement at any time so long as NFX is given 120 days prior written
notice. The addition of this provision better balances the rights of
both parties to terminate the Clearing Agreement at their discretion
provided that proper notice is given as required by the Clearing
Agreement.
Various administrative changes have been made throughout
the document including, but not limited to, an amended legal name and
description of NFX, updated references to sections within the document,
and clean-up changes of duplicative terms.
Finally, pursuant to the rule change, as approved, Schedule A of
the Clearing Agreement, ``Description of Clearing and Settlement
Services'' and Schedule B of the Clearing Agreement, ``Information
Sharing,'' are being amended as follows:
Section (1) of Schedule A of the Clearing Agreement,
``Trade Acceptance,'' has been updated to reflect current OCC
operational requirements with respect to submission of confirmed
trades.
Section (4) of Schedule A, ``Information for Clearing
Members,'' has been amended to delete specific information sharing
obligations of OCC to its Clearing Members and to state that the
information provided to Clearing Members will be in accordance with
OCC's By-Laws and Rules.
Section (I)(A) of Schedule B has been amended to delete
specific references to information that OCC will provide to Clearing
Members on a daily basis and instead adds a provision that OCC will
provide NFX with its ``Data Distribution Service'' information for
regulatory and financial purposes.
Section (I)(B) of Schedule B has been amended to delete
certain information sharing provisions and to state that the
information sharing obligations OCC continues to have may be satisfied
by posting the required information on OCC's public Web site which
streamlines the information sharing process.
II. Discussion and Commission Findings
Section 19(b)(2)(C) of the Act \11\ directs the Commission to
approve a proposed rule change of a self-regulatory organization if it
finds that the proposed rule change is consistent with the requirements
of the Act and the rules and regulations thereunder applicable to such
organization. The Commission finds that the proposed rule change is
consistent with Section 17A(b)(3)(F) of the Act,\12\ which requires,
among other things, that the rules of a clearing agency be 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 its custody or control or for which it is
responsible, and, in general, to protect investors and the public
interest. As approved, the Clearing Agreement will allow derivative
contract trades executed on NFX to be cleared and settled at OCC,
thereby ensuring that these trades will be subject to the comprehensive
operational and risk management framework at OCC. In so doing, the
Clearing Agreement, should reduce the costs and risks associated with
clearing and settling NFX trades, which should in turn promote the
prompt and accurate clearance and settlement of the NFX derivative
contract transactions, better assure the safeguarding of related
securities and funds in the custody and control of OCC, and better
protect investors and the public interest.
---------------------------------------------------------------------------
\11\ 15 U.S.C. 78s(b)(2)(C).
\12\ 15 U.S.C. 78q-1(b)(3)(F).
---------------------------------------------------------------------------
III. 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 \13\ and the
rules and regulations thereunder.
---------------------------------------------------------------------------
\13\ In approving this proposed rule change, the Commission has
considered the proposed rule's impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
---------------------------------------------------------------------------
IT IS THEREFORE ORDERED, pursuant to Section 19(b)(2) of the
Act,\14\ that the proposed rule change (SR-OCC-2015-03) be, and it
hereby is, approved.
---------------------------------------------------------------------------
\14\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\15\
---------------------------------------------------------------------------
\15\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Brent J. Fields,
Secretary.
[FR Doc. 2015-09266 Filed 4-21-15; 8:45 am]
BILLING CODE 8011-01-P