Self-Regulatory Organizations; Chicago Mercantile Exchange Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Expand Performance Bond Collateral Program To Include Australian Government Debt, Singapore Government Debt, and Ontario and Quebec Canadian Provincial Debt, 47014-47018 [2015-19290]
Download as PDF
47014
Federal Register / Vol. 80, No. 151 / Thursday, August 6, 2015 / Notices
SLPs are obligated to: (1) Maintain a bid
or an offer at the NBB or NBO in each
assigned security in round lots at least
10% of the trading day on average; and
(2) add a certain volume of liquidity for
all assigned SLP securities. SLMMs
have continuous two-sided quoting
obligations and must meet certain
pricing obligations for those quotes. As
a benefit for incurring these obligations,
SLPs receive a financial rebate for each
transaction when liquidity that the SLP
posts on the Exchange is executed
against an inbound order. When it
adopted the SLP Pilot, the Exchange
represented that it would use the SLP
Pilot period to identify and address any
administrative or operational problems
prior to expanding it.70 The Exchange
also opined that the Pilot period would
provide SLPs with ‘‘essential practical
experience with the new program and
enable the SLPs to become proficient in
the SLP role before expanding the
assigned securities to all NYSE-listed
securities.’’ 71
In seeking to make the SLP Pilot
permanent, the Exchange has explained
that the number of stocks quoted by at
least one SLP has increased
substantially since it first launched the
SLP Pilot.72 The Exchange represents
that: (1) Through December 2014, SLPs
represented 25.2% of liquidityproviding execution; and (2) SLPs
currently account for 13.3% of the
liquidity-providing volume in issues
outside of the Exchange’s 1,000 most
active issues.73 The Exchange also states
that SLPs—along with DMMs—have
been important contributors to the
Exchange’s ability to set the NBBO.74
The Commission has reviewed the
data analysis provided by the Exchange
and believes that the Exchange has
shown that the SLP Pilot, as part of the
NMM Pilot, has produced sufficient
execution quality to attract volume and
sufficient incentives to liquidity
providers to supply this execution
quality. Accordingly, the Commission
finds that making the provisions
governing SLPs set forth in NYSE Rule
107B permanent is consistent with the
requirements of the Act.
SLP Notice, supra note 11, 73 FR at 65905.
id.
72 See Notice, supra note 3, 80 FR at 34725. The
Exchange represents that when it first launched the
SLP Pilot, only 497 symbols were covered by an
SLP and that, by the end of September 2014,
‘‘nearly every Exchange symbol, including
operating companies, preferred stocks, warrants,
rights and all other issue types, had at least once
SLP quoting in it.’’ See id.
73 See id.
74 See id. at 34724.
C. Additional Proposed Rule Changes
The Exchange proposes to delete: (1)
NYSE Rule 104T, which is no longer
operative because the Commission
approved the NMM Pilot; (2) NYSE Rule
104.05, which was only intended to be
effective through October 31, 2009; and
(3) a related reference to NYSE Rule
104.05. The Commission finds that
these proposed deletions from the
Exchange’s rule text are consistent with
the Act because they remove text from
the Exchange’s rulebook that is
extraneous, particularly now that the
Commission is approving the NMM and
SLP programs on a permanent basis.
Furthermore, the Exchange proposes
to: (1) Replace the term ‘‘Display Book’’
with either the term ‘‘Exchange
systems’’ or ‘‘Exchange book’’
throughout NYSE Rules 104 and 1000;
(2) in NYSE Rule 104(k), replace the
term ‘‘NYSE Regulation’s Division of
Market Surveillance’’ with the term ‘‘the
Exchange’’ pursuant to NYSE Rule 0;
and (3) correct an errant cross reference
in NYSE Rule 107B(b). The Commission
finds that these additional changes are
consistent with the Act because they
will provide additional clarity and
consistency throughout the current
NMM rules.
tkelley on DSK3SPTVN1PROD with NOTICES
Jkt 235001
Self-Regulatory Organizations;
Chicago Mercantile Exchange Inc.;
Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change To Expand Performance Bond
Collateral Program To Include
Australian Government Debt,
Singapore Government Debt, and
Ontario and Quebec Canadian
Provincial Debt
July 31, 2015.
IV. Conclusion
It is therefore ordered that, pursuant
to Section 19(b)(2) of the Act,75 the
proposed rule change (SR–NYSE–2015–
26) be, and hereby is, approved.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.76
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–19288 Filed 8–5–15; 8:45 am]
BILLING CODE 8011–01–P
71 See
17:50 Aug 05, 2015
[Release No. 34–75582; File No. SR–CME–
2015–014]
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 July 24,
2015, Chicago Mercantile Exchange Inc.
(‘‘CME’’) filed with the Securities and
Exchange Commission (‘‘Commission’’)
the proposed rule change as described
in Items I and II below, which Items
have been prepared primarily by CME.
CME filed the proposal pursuant to
Section 19(b)(3)(A) of the Act,3 and Rule
19b–4(f)(4)(ii) thereunder,4 so that the
proposal was effective upon filing with
the Commission. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
70 See
VerDate Sep<11>2014
SECURITIES AND EXCHANGE
COMMISSION
CME is proposing to announce via
Advisory Notice the expansion of its
collateral program to include Australian
Government debt, Singapore
Government debt, and Ontario and
Quebec Provincial debt. More
specifically, CME is proposing to issue
a CME Clearing Advisory Notice to
clearing member firms announcing an
expansion of its performance bond
collateral program for Base, IRS and
CDS Guaranty Fund products to include
certain discount bills, notes and bonds
issued by the Australian Government
(‘‘AGBs’’), Singapore Government
(‘‘SGBs’’), and the Canadian Provinces
of Ontario and Quebec (‘‘CPBs’’). The
text of the proposed rule change is
below. Italicized text indicates
additions; bracketed text indicates
deletions.
*
*
*
*
*
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A).
4 17 CFR 240.19b–4(f)(4)(ii).
2 17
75 15
76 17
PO 00000
U.S.C. 78s(b)(2).
CFR 200.30–3(a)(12).
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Fmt 4703
Sfmt 4703
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47015
Federal Register / Vol. 80, No. 151 / Thursday, August 6, 2015 / Notices
CME Group Advisory Notice
TO: Clearing Member, Firms Chief
Financial Officers, Back Office
Managers
FROM: CME Clearing.
SUBJECT: Canadian provincial debt,
Australian sovereign debt and Singapore
sovereign debt.
CDS, and IRS performance bond
requirements and are part of Category 4
assets for Base and IRS and Category 3
assets for CDS. These additions to our
acceptable collateral list will be
effective July 20, 2015, pending
regulatory approval. Please see the
applicable haircuts and limits below.
DATE: May 27, 2015.
CME Clearing (CME) announces the
addition of Australia and Singapore to
our list of acceptable foreign sovereign
debt. CME also announces the addition
of Canadian provincial debt from
Ontario and Quebec. Australian and
Singapore sovereign debt, and Canadian
provincial debt are acceptable for Base,
Haircut schedule
Asset class
Time to maturity
Description
0 to ≤ 5 years
Foreign Sovereign Debt .................
Canadian Provincials ......................
....................................................
Discount Bills from
countries:
• Australia
• Singapore
Notes and Bonds
lowing countries:
• Australia
• Singapore
Discount Bills from
provinces:
• Ontario
• Quebec
Notes and Bonds
lowing provinces:
• Ontario
• Quebec
For questions regarding these new
collateral types, please contact the
Financial Unit at (312) 207–2594 or
Collateral Services at (312) 648–3775.
*
*
*
*
*
tkelley on DSK3SPTVN1PROD with NOTICES
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filings with the Commission,
CME included statements concerning
the purpose and basis for the proposed
rule change and discussed any
comments it received on the proposed
rule change. The text of these statements
may be examined at the places specified
in Item IV below. CME has prepared
summaries, set forth in sections A, B,
and C below, of the most significant
aspects of such statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
CME is registered as a derivatives
clearing organization with the
Commodity Futures Trading
Commission (‘‘CFTC’’) and operates a
substantial business clearing futures and
swaps contracts subject to the
jurisdiction of the CFTC. CME is
proposing to announce via Advisory
Notice the expansion of its collateral
program to include Australian
VerDate Sep<11>2014
17:50 Aug 05, 2015
Jkt 235001
the following
5%
........................
• Australian debt is capped at
$250 million USDE per clearing
member.
from the fol-
6%
7.5%
• Singapore debt is capped at
$100 million USDE per clearing
member.
the following
25%
........................
• Canadian Provincial debt is
capped at $100 million USDE
per clearing member.
from the fol-
25%
........................
• Provincials that exceed 5 years
time to maturity are not acceptable.
Government debt, Singapore
Government debt, and Ontario and
Quebec Provincial debt. More
specifically, CME is proposing to issue
a CME Clearing Advisory Notice to
clearing member firms announcing an
expansion of its performance bond
collateral program for Base, IRS and
CDS Guaranty Fund products to include
certain discount bills, notes and bonds
issued by the Australian Government
(‘‘AGBs’’), Singapore Government
(‘‘SGBs’’), and the Canadian Provinces
of Ontario and Quebec (‘‘CPBs’’).
AGBs
CME continues to seek diversification
of both its clearing member and
collateral bases where appropriate.
Acceptance of AGBs will diversify
CME’s performance bond collateral base
and enable posting of high-quality assets
widely held by participants in Australia,
where CME obtained local regulatory
authorization to offer direct clearing
services. CME’s credit team evaluated
AGBs as eligible performance bond
collateral pursuant to requests from
market participants and recommended
their acceptance to CME’s clearing
house risk committee (‘‘CHRC’’). The
decision to accept AGBs is reflective of
the global nature of the IRS swaps
market as these instruments are likely to
be held by, or accessible to, AUD IRS
participants. We believe high quality
PO 00000
Notes
>5 to ≤10
years
Frm 00069
Fmt 4703
Sfmt 4703
foreign sovereign debt subject to
prudent limits will increase the
likelihood that high quality financial
institutions from foreign jurisdictions
will consider clearing membership at
CME. Additional clearing members from
foreign jurisdictions will add an
increased element of geographic
diversification to CME’s membership
base and potentially mitigate the
negative impact of systemic events
through reduced geographic
concentration.
CME deemed AGBs with a time to
maturity of 10 years or less as eligible
collateral after reaching a favorable
determination regarding these
instruments’ liquidity profile in a
stressed market environment. The AGBs
will be category 4 assets for products
supported by the Base and IRS guaranty
funds and Category 3 assets for products
supported by the CDS guaranty fund.
Assets in these categories are capped
per clearing firm at a level established
to ensure such assets are convertible
into cash on a same-day basis via pledge
to CME’s credit facility. To better ensure
liquidity is available to CME in times of
market stress, the AGBs are further
subject to a sub-limit restricting clearing
firms from posting more than $250
million of AGBs at any one time.
All clearing members will be eligible
to post AGBs as performance bond but
CME expects such collateral to originate
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Federal Register / Vol. 80, No. 151 / Thursday, August 6, 2015 / Notices
tkelley on DSK3SPTVN1PROD with NOTICES
primarily if not exclusively from
Australian market participants in OTC
IRS markets due to their natural access
to AGBs. Currently, CME has a limited
number of indirect Australian IRS
participants and no direct Australian
IRS participants. As such, the perclearing member cap on AGBs should
result in these instruments accounting
for a de minimis portion of CME’s
overall collateral holdings. As a
comparative example, CME accepts as
performance bond debt instruments
issued by the Japanese government with
per-firm limits at four times than the
proposed limits for AGBs (i.e., up to $1B
per clearing member for JPY debt).
Currently, only 0.5% of the overall limit
for JPY debt is being utilized. Initially,
we expect similarly de minimis
amounts of AGBs.
Acceptance of AGBs will not impact
the overall nature and level of risk
presented by CME as the level of margin
collected will remain the same; only the
constitution of CME’s collateral
holdings may change. CME analysis
indicates the AGBs satisfy each of the
characteristics for high-quality liquid
assets the Bank for International
Settlements (BIS) has created for
collateral evaluation, and thus exhibit
minimal credit, market and liquidity
risk. The risk profile and haircut
schedule for AGBs are consistent with
those for similarly rated foreign-issued
debt accepted by CME as performance
bond collateral.
SGBs
Acceptance of SGBs will diversify
CME’s performance bond collateral base
and enable posting of high-quality assets
widely held by participants in
Singapore, where CME is seeking
regulatory authorization to offer direct
clearing services. CME’s credit team
evaluated SGBs as eligible performance
bond collateral pursuant to requests
from market participants and
recommended their acceptance to
CME’s clearing house risk committee.
The decision to accept SGBs is reflective
of the global nature of the CME’s
markets as these instruments are likely
to be held by, or accessible to,
Singaporean participants. We believe
high quality foreign sovereign debt
subject to prudent limits will increase
the likelihood that high quality financial
institutions from foreign jurisdictions
will consider clearing membership at
CME. Additional clearing members from
foreign jurisdictions will add an
increased element of geographic
diversification to its membership base
and potentially mitigate the negative
impact of systemic events through
reduced geographic concentration.
VerDate Sep<11>2014
17:50 Aug 05, 2015
Jkt 235001
CME deemed SGBs with a time to
maturity of 10 years or less as eligible
collateral after reaching a favorable
determination regarding these
instruments’ liquidity profile in a
stressed market environment. The SGBs
will be category 4 assets for products
supported by the Base and IRS guaranty
funds and Category 3 assets for products
supported by the CDS guaranty fund.
Assets in these categories are capped
per clearing firm at a level established
to ensure such assets are convertible
into cash on a same-day basis via pledge
to CME’s credit facility. To better ensure
liquidity is available to CME in times of
market stress, the SGBs are further
subject to a sub-limit restricting clearing
firms from posting more than $100
million of SGBs at any one time.
All clearing members will be eligible
to post SGBs as performance bond but
CME expects such collateral to originate
primarily if not exclusively from
Singapore market participants due to
their natural access to SGBs. Currently,
CME has a limited number of indirect
Singapore participants and no direct
Singapore clearing members. As such,
the per-clearing member cap on SGBs
should result in these instruments
accounting for a de minimis portion of
CME’s overall collateral holdings. As a
comparative example, CME accepts as
performance bond debt instruments
issued by the Japanese government with
per-firm limits at ten times than the
proposed limits for SGBs (i.e., up to $1B
per clearing member for JPY debt).
Currently, only 0.5% of the overall limit
for JPY debt is being utilized. Initially,
we expect similarly de minimis
amounts of SGBs.
Acceptance of SGBs will not impact
the overall nature and level of risk
presented by CME as the level of margin
collected will remain the same; only the
constitution of CME’s collateral
holdings may change. CME analysis
indicates the SGBs satisfy each of the
characteristics for high-quality liquid
assets the Bank for International
Settlements (BIS) has created for
collateral evaluation, and thus exhibit
minimal credit, market and liquidity
risk. The risk profile and haircut
schedule for SGBs are consistent with
those for similarly rated foreign-issued
debt accepted by CME as performance
bond collateral.
CPBs
Acceptance of CPBs will diversify
CME’s performance bond collateral base
and enable posting of high-quality assets
widely held by participants in Ontario
and Quebec, where CME has local
regulatory authorization to offer direct
clearing services. CME’s credit team
PO 00000
Frm 00070
Fmt 4703
Sfmt 4703
evaluated CPBs as eligible performance
bond collateral pursuant to requests
from market participants and
recommended their acceptance to
CME’s clearing house risk committee
(‘‘CHRC’’). The decision to accept CPBs
is reflective of the global nature of the
CME’s markets as these instruments are
likely to be held by, or accessible to,
Canadian clearing members and market
participants. We believe high quality
foreign sovereign debt subject to
prudent limits will increase the
likelihood that high quality financial
institutions from foreign jurisdictions
will consider clearing membership at
CME. Additional clearing members from
foreign jurisdictions will add an
increased element of geographic
diversification to CME’s membership
base and potentially mitigate the
negative impact of systemic events
through reduced geographic
concentration.
CME deemed CPBs with a time to
maturity of 5 years or less as eligible
collateral after reaching a favorable
determination regarding these
instruments’ liquidity profile in a
stressed market environment. The CPBs
will be category 4 assets for products
supported by the Base and IRS guaranty
funds and Category 3 assets for products
supported by the CDS guaranty fund.
Assets in these categories are capped
per clearing firm at a level established
to ensure such assets are convertible
into cash on a same-day basis via pledge
to CME’s credit facility. To better ensure
liquidity is available to CME in times of
market stress, the CPBs are further
subject to a sub-limit restricting clearing
firms from posting more than $100
million of CPBs at any one time.
All clearing members will be eligible
to post CPBs as performance bond but
CME expects such collateral to originate
primarily if not exclusively from
Canadian market participants due to
their natural access to CPBs. The perclearing member cap on CPBs should
result in these instruments accounting
for a de minimis portion of CME’s
overall collateral holdings. As a
comparative example, CME accepts as
performance bond debt instruments
issued by the Japanese government with
per-firm limits at ten times than the
proposed limits for CPBs (i.e., up to $1B
per clearing member for JPY debt).
Currently, only 0.5% of the overall limit
for JPY debt is being utilized. Initially,
we expect similarly de minimis
amounts of CPBs.
Acceptance of CPBs will not impact
the overall nature and level of risk
presented by CME as the level of margin
collected will remain the same; only the
constitution of CME’s collateral
E:\FR\FM\06AUN1.SGM
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Federal Register / Vol. 80, No. 151 / Thursday, August 6, 2015 / Notices
holdings may change. CME analysis
indicates the CPBs satisfy each of the
characteristics for high-quality liquid
assets the Bank for International
Settlements (BIS) has created for
collateral evaluation, and thus exhibit
minimal credit, market and liquidity
risk. The risk profile and haircut
schedule for CPBs are consistent with
those for similarly rated foreign-issued
debt accepted by CME as performance
bond collateral.
*
*
*
*
*
A summary of the changes described
in the Advisory Notice is set forth in the
following chart:
Haircut schedule
Asset class
Time to maturity
Description
0 to ≤5 years
Foreign Sovereign Debt .................
Canadian Provincials ......................
Discount Bills from
countries:
• Australia
• Singapore
Notes and Bonds
lowing countries:
• Australia
• Singapore
Discount Bills from
provinces:
• Ontario
• Quebec
Notes and Bonds
lowing provinces:.
• Ontario
• Quebec
*
*
*
*
The proposed rule changes that are
described in this filing are limited to
CME’s business as a derivatives clearing
organization clearing products under
the exclusive jurisdiction of the
Commodity Futures Trading
Commission (‘‘CFTC’’). CME has not
cleared security based swaps and does
not plan to and therefore the proposed
rule changes do not impact CME’s
security-based swap clearing business in
any way. The proposed changes would
become effective immediately. CME
notes that it has also submitted the
proposed rule changes that are the
subject of this filing to its primary
regulator, the CFTC, in CME Submission
Numbers 15–228R, 15–229RR, and 15–
230R.
tkelley on DSK3SPTVN1PROD with NOTICES
*
B. Self-Regulatory Organization’s
Statement on Burden on Competition
CME does not believe that the
proposed rule change will have any
impact, or impose any burden, on
competition. The proposed changes
involve expanding its collateral program
to include Australian Government debt,
Singapore Government debt, and
Ontario and Quebec Provincial debt.
More specifically, CME is proposing to
issue a CME Clearing Advisory Notice to
clearing member firms announcing an
expansion of its performance bond
collateral program for Base, IRS and
CDS Guaranty Fund products to include
certain discount bills, notes and bonds
issued by the Australian Government
VerDate Sep<11>2014
17:50 Aug 05, 2015
Jkt 235001
the following
5%
........................
• Australian debt is capped at
$250 million USDE per clearing
member
from the fol-
6%
7.5%
• Singapore debt is capped at
$100 million USDE per clearing
member
the following
25%
from the fol-
25%
• Canadian Provincial debt is
capped at $100 million USDE
per clearing member
........................
(‘‘AGBs’’), Singapore Government
(‘‘SGBs’’), and the Canadian Provinces
of Ontario and Quebec (‘‘CPBs’’).
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
CME has not solicited, and does not
intend to solicit, comments regarding
this proposed rule change. CME has not
received any unsolicited written
comments from interested parties.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective upon filing pursuant to Section
19(b)(3)(A) 5 of the Act and Rule 19b–
4(f)(4)(ii) 6 thereunder. CME has
designated that this proposal constitutes
a change in an existing service of CME
that (a) primarily affects the clearing
operations of CME with respect to
products that are not securities,
including futures that are not security
futures, and swaps that are not securitybased swaps or mixed swaps, and
forwards that are not security forwards;
and (b) does not significantly affect any
securities clearing operations of CME or
any rights or obligations of CME with
respect to securities clearing or persons
using such securities-clearing service,
5 15
6 17
PO 00000
Notes
>5 to ≤10
years
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(4)(ii).
Frm 00071
Fmt 4703
Sfmt 4703
• Provincials that exceed 5 years
time to maturity are not acceptable
which renders the proposed change
effective upon filing.
CME believes that the proposal does
not significantly affect any securities
clearing operations of CME because
CME recently filed a proposed rule
change that clarified that CME has
decided not to clear security-based
swaps, except in a very limited set of
circumstances.7 The rule filing
reflecting CME’s decision not to clear
security-based swaps removed any
ambiguity concerning CME’s ability or
intent to perform the functions of a
clearing agency with respect to securitybased swaps. Therefore, this proposal
will have no effect on any securities
clearing operations of CME.
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.
7 See Securities Exchange Act Release No. 73615
(Nov. 17, 2014), 79 FR 69545 (Nov. 21, 2014) (SR–
CME–2014–49). The only exception is with regards
to Restructuring European Single Name CDS
Contracts created following the occurrence of a
Restructuring Credit Event in respect of an iTraxx
Component Transaction. The clearing of
Restructuring European Single Name CDS Contracts
will be a necessary byproduct after such time that
CME begins clearing iTraxx Europe index CDS.
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Federal Register / Vol. 80, No. 151 / Thursday, August 6, 2015 / Notices
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:
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml), or
• Send an email to rule-comments@
sec.gov. Please include File No. SR–
CME–2015–014 on the subject line.
Paper Comments
tkelley on DSK3SPTVN1PROD with NOTICES
• 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–CME–2015–014. 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
office of CME and on CME’s Web site at
https://www.cmegroup.com/marketregulation/rule-filings.html.
All comments received will be posted
without change; the Commission does
not edit personal identifying
information from submissions. You
should submit only information that
you wish to make available publicly.
All submissions should refer to File
Number SR–CME–2015–014 and should
be submitted on or before August 27,
2015.
17:50 Aug 05, 2015
[FR Doc. 2015–19290 Filed 8–5–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
Electronic Comments
VerDate Sep<11>2014
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.8
Robert W. Errett,
Deputy Secretary.
Jkt 235001
[Release No. 34–75581; File No. SR–FINRA–
2015–015]
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Order Approving a
Proposed Rule Change To Provide a
Web-Based Delivery Method for
Completing the Regulatory Element of
the Continuing Education
Requirements
July 31, 2015
I. Introduction
On June 4, 2015, the Financial
Industry Regulatory Authority, Inc.
(‘‘FINRA’’) 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 change the
method of delivery for the Regulatory
Element of the Continuing Education
(‘‘CE’’) program. The proposed rule
change was published for comment in
the Federal Register on June 17, 2015.3
The Commission received four comment
letters on the proposed rule change.4
This order approves the proposed rule
change.
II. Description of the Proposed Rule
Change
A. Web-Based Delivery
As FINRA described in the Notice, the
CE requirements under FINRA Rule
1250 consist of a Regulatory Element
and a Firm Element. The Regulatory
Element applies to registered persons
8 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 See Securities Exchange Act Release No. 75154
(June 11, 2015), 80 FR 34777 (‘‘Notice’’).
4 See letters from Kevin Zambrowicz, Associate
General Counsel & Managing Director and Stephen
Vogt, Assistant Vice President & Assistant General
Counsel, Securities Industry and Financial Markets
Association, dated July 7, 2015 (‘‘SIFMA Letter’’);
Daniel Kosowsky, Chief Compliance Officer,
Morgan Stanley Smith Barney LLC and Rose-Anne
Richter, Chief Compliance Officer, Morgan Stanley
& Co. LLC, dated July 8, 2015 (‘‘Morgan Stanley
Letter’’); David T. Bellaire, Executive Vice President
& General Counsel, Financial Services Institute,
dated July 8, 2015 (‘‘FSI Letter’’); and Michele Van
Tassel, President, Association of Registration
Management, dated July 8, 2015 (‘‘ARM Letter’’).
1 15
PO 00000
Frm 00072
Fmt 4703
Sfmt 4703
and consists of periodic computer-based
training on regulatory, compliance,
ethical, and supervisory subjects and
sales practice standards, which must be
completed within prescribed
timeframes.5 There are four Regulatory
Element programs: (1) The S106 for
Investment Company and Variable
Contracts Representatives; (2) the S201
for registered principals and
supervisors; (3) the S901 for Operations
Professionals; and (4) the S101 for all
other registration categories. Currently,
the Regulatory Element may be
administered in a test center or at a firm
that meets the requirements in Rule
1250 for in-firm delivery of CE.6
FINRA proposed to amend FINRA
Rule 1250 to provide that the Regulatory
Element program will be administered
through Web-based delivery or such
other technological manner and format
as specified by FINRA, and to eliminate
the requirements for in-firm delivery of
the Regulatory Element.7 FINRA
proposed to implement Web-based
delivery for the S106, S201, and S901
Regulatory Element programs on
October 1, 2015, and to implement Webbased delivery for the S101 Regulatory
Element program on January 4, 2016.
FINRA also proposed to phase-out testcenter delivery by no later than six
months after January 4, 2016.8
In proposing these changes, FINRA
noted that Web-based delivery will
provide registered persons the flexibility
to complete the Regulatory Element at a
location of their choosing and at any
time during their 120-day window for
completion of the Regulatory Element,
consistent with their firm’s
requirements. In addition, there will be
no three and a half hour time limitation,
as there is currently. FINRA also noted
that the Web-based format will include
safeguards to authenticate the identity
of the CE candidate (e.g., by asking the
candidate to provide a portion of his
5 See Notice, supra note 3 at 34778 (describing
the Regulatory Element in more detail, including
the timeframes for completing the Regulatory
Element). Currently, candidates have three and a
half hours to complete their CE session.
6 See id. at n. 8 (describing in-firm delivery
procedures).
7 FINRA also proposed to delete Incorporated
NYSE Rule 345A (Continuing Education for
Registered Persons) and Incorporated NYSE Rule
Interpretation 345A (Continuing Education for
Registered Persons). According to FINRA, these
rules are substantially similar to FINRA Rule 1250.
8 Under the proposal, firms will not be able to
establish new in-firm delivery programs after
October 1, 2015. Firms that have pre-existing infirm delivery programs that are established before
October 1, 2015 will not be able to use that delivery
method for the S106, S201, and S901 Regulatory
Element programs after October 1, 2015, and they
will not be able to use that delivery method for the
S101 Regulatory Element program after January 4,
2016.
E:\FR\FM\06AUN1.SGM
06AUN1
Agencies
[Federal Register Volume 80, Number 151 (Thursday, August 6, 2015)]
[Notices]
[Pages 47014-47018]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-19290]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-75582; File No. SR-CME-2015-014]
Self-Regulatory Organizations; Chicago Mercantile Exchange Inc.;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Expand Performance Bond Collateral Program To Include Australian
Government Debt, Singapore Government Debt, and Ontario and Quebec
Canadian Provincial Debt
July 31, 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 July 24, 2015, Chicago Mercantile Exchange Inc. (``CME'') filed with
the Securities and Exchange Commission (``Commission'') the proposed
rule change as described in Items I and II below, which Items have been
prepared primarily by CME. CME filed the proposal pursuant to Section
19(b)(3)(A) of the Act,\3\ and Rule 19b-4(f)(4)(ii) thereunder,\4\ so
that the proposal was effective upon filing with the Commission. The
Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ 15 U.S.C. 78s(b)(3)(A).
\4\ 17 CFR 240.19b-4(f)(4)(ii).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
CME is proposing to announce via Advisory Notice the expansion of
its collateral program to include Australian Government debt, Singapore
Government debt, and Ontario and Quebec Provincial debt. More
specifically, CME is proposing to issue a CME Clearing Advisory Notice
to clearing member firms announcing an expansion of its performance
bond collateral program for Base, IRS and CDS Guaranty Fund products to
include certain discount bills, notes and bonds issued by the
Australian Government (``AGBs''), Singapore Government (``SGBs''), and
the Canadian Provinces of Ontario and Quebec (``CPBs''). The text of
the proposed rule change is below. Italicized text indicates additions;
bracketed text indicates deletions.
* * * * *
[[Page 47015]]
CME Group Advisory Notice
TO: Clearing Member, Firms Chief Financial Officers, Back Office
Managers
FROM: CME Clearing.
SUBJECT: Canadian provincial debt, Australian sovereign debt and
Singapore sovereign debt.
DATE: May 27, 2015.
CME Clearing (CME) announces the addition of Australia and
Singapore to our list of acceptable foreign sovereign debt. CME also
announces the addition of Canadian provincial debt from Ontario and
Quebec. Australian and Singapore sovereign debt, and Canadian
provincial debt are acceptable for Base, CDS, and IRS performance bond
requirements and are part of Category 4 assets for Base and IRS and
Category 3 assets for CDS. These additions to our acceptable collateral
list will be effective July 20, 2015, pending regulatory approval.
Please see the applicable haircuts and limits below.
----------------------------------------------------------------------------------------------------------------
Haircut schedule
--------------------------------
Time to maturity
Asset class Description -------------------------------- Notes
0 to <= 5 >5 to <=10
years years
----------------------------------------------------------------------------------------------------------------
Foreign Sovereign Debt............ Discount Bills from 5% .............. Australian
the following debt is capped at
countries: $250 million USDE
Australia.. per clearing member.
Singapore..
Notes and Bonds from 6% 7.5% Singapore
the following debt is capped at
countries: $100 million USDE
Australia.. per clearing member.
Singapore..
Canadian Provincials.............. Discount Bills from 25% .............. Canadian
the following Provincial debt is
provinces: capped at $100
Ontario.... million USDE per
Quebec..... clearing member.
Notes and Bonds from 25% .............. Provincials
the following that exceed 5 years
provinces: time to maturity are
Ontario.... not acceptable.
Quebec.....
----------------------------------------------------------------------------------------------------------------
For questions regarding these new collateral types, please contact
the Financial Unit at (312) 207-2594 or Collateral Services at (312)
648-3775.
* * * * *
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filings with the Commission, CME included statements
concerning the purpose and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. CME has prepared summaries, set forth in sections A, B,
and C below, of the most significant aspects of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
CME is registered as a derivatives clearing organization with the
Commodity Futures Trading Commission (``CFTC'') and operates a
substantial business clearing futures and swaps contracts subject to
the jurisdiction of the CFTC. CME is proposing to announce via Advisory
Notice the expansion of its collateral program to include Australian
Government debt, Singapore Government debt, and Ontario and Quebec
Provincial debt. More specifically, CME is proposing to issue a CME
Clearing Advisory Notice to clearing member firms announcing an
expansion of its performance bond collateral program for Base, IRS and
CDS Guaranty Fund products to include certain discount bills, notes and
bonds issued by the Australian Government (``AGBs''), Singapore
Government (``SGBs''), and the Canadian Provinces of Ontario and Quebec
(``CPBs'').
AGBs
CME continues to seek diversification of both its clearing member
and collateral bases where appropriate. Acceptance of AGBs will
diversify CME's performance bond collateral base and enable posting of
high-quality assets widely held by participants in Australia, where CME
obtained local regulatory authorization to offer direct clearing
services. CME's credit team evaluated AGBs as eligible performance bond
collateral pursuant to requests from market participants and
recommended their acceptance to CME's clearing house risk committee
(``CHRC''). The decision to accept AGBs is reflective of the global
nature of the IRS swaps market as these instruments are likely to be
held by, or accessible to, AUD IRS participants. We believe high
quality foreign sovereign debt subject to prudent limits will increase
the likelihood that high quality financial institutions from foreign
jurisdictions will consider clearing membership at CME. Additional
clearing members from foreign jurisdictions will add an increased
element of geographic diversification to CME's membership base and
potentially mitigate the negative impact of systemic events through
reduced geographic concentration.
CME deemed AGBs with a time to maturity of 10 years or less as
eligible collateral after reaching a favorable determination regarding
these instruments' liquidity profile in a stressed market environment.
The AGBs will be category 4 assets for products supported by the Base
and IRS guaranty funds and Category 3 assets for products supported by
the CDS guaranty fund. Assets in these categories are capped per
clearing firm at a level established to ensure such assets are
convertible into cash on a same-day basis via pledge to CME's credit
facility. To better ensure liquidity is available to CME in times of
market stress, the AGBs are further subject to a sub-limit restricting
clearing firms from posting more than $250 million of AGBs at any one
time.
All clearing members will be eligible to post AGBs as performance
bond but CME expects such collateral to originate
[[Page 47016]]
primarily if not exclusively from Australian market participants in OTC
IRS markets due to their natural access to AGBs. Currently, CME has a
limited number of indirect Australian IRS participants and no direct
Australian IRS participants. As such, the per-clearing member cap on
AGBs should result in these instruments accounting for a de minimis
portion of CME's overall collateral holdings. As a comparative example,
CME accepts as performance bond debt instruments issued by the Japanese
government with per-firm limits at four times than the proposed limits
for AGBs (i.e., up to $1B per clearing member for JPY debt). Currently,
only 0.5% of the overall limit for JPY debt is being utilized.
Initially, we expect similarly de minimis amounts of AGBs.
Acceptance of AGBs will not impact the overall nature and level of
risk presented by CME as the level of margin collected will remain the
same; only the constitution of CME's collateral holdings may change.
CME analysis indicates the AGBs satisfy each of the characteristics for
high-quality liquid assets the Bank for International Settlements (BIS)
has created for collateral evaluation, and thus exhibit minimal credit,
market and liquidity risk. The risk profile and haircut schedule for
AGBs are consistent with those for similarly rated foreign-issued debt
accepted by CME as performance bond collateral.
SGBs
Acceptance of SGBs will diversify CME's performance bond collateral
base and enable posting of high-quality assets widely held by
participants in Singapore, where CME is seeking regulatory
authorization to offer direct clearing services. CME's credit team
evaluated SGBs as eligible performance bond collateral pursuant to
requests from market participants and recommended their acceptance to
CME's clearing house risk committee. The decision to accept SGBs is
reflective of the global nature of the CME's markets as these
instruments are likely to be held by, or accessible to, Singaporean
participants. We believe high quality foreign sovereign debt subject to
prudent limits will increase the likelihood that high quality financial
institutions from foreign jurisdictions will consider clearing
membership at CME. Additional clearing members from foreign
jurisdictions will add an increased element of geographic
diversification to its membership base and potentially mitigate the
negative impact of systemic events through reduced geographic
concentration.
CME deemed SGBs with a time to maturity of 10 years or less as
eligible collateral after reaching a favorable determination regarding
these instruments' liquidity profile in a stressed market environment.
The SGBs will be category 4 assets for products supported by the Base
and IRS guaranty funds and Category 3 assets for products supported by
the CDS guaranty fund. Assets in these categories are capped per
clearing firm at a level established to ensure such assets are
convertible into cash on a same-day basis via pledge to CME's credit
facility. To better ensure liquidity is available to CME in times of
market stress, the SGBs are further subject to a sub-limit restricting
clearing firms from posting more than $100 million of SGBs at any one
time.
All clearing members will be eligible to post SGBs as performance
bond but CME expects such collateral to originate primarily if not
exclusively from Singapore market participants due to their natural
access to SGBs. Currently, CME has a limited number of indirect
Singapore participants and no direct Singapore clearing members. As
such, the per-clearing member cap on SGBs should result in these
instruments accounting for a de minimis portion of CME's overall
collateral holdings. As a comparative example, CME accepts as
performance bond debt instruments issued by the Japanese government
with per-firm limits at ten times than the proposed limits for SGBs
(i.e., up to $1B per clearing member for JPY debt). Currently, only
0.5% of the overall limit for JPY debt is being utilized. Initially, we
expect similarly de minimis amounts of SGBs.
Acceptance of SGBs will not impact the overall nature and level of
risk presented by CME as the level of margin collected will remain the
same; only the constitution of CME's collateral holdings may change.
CME analysis indicates the SGBs satisfy each of the characteristics for
high-quality liquid assets the Bank for International Settlements (BIS)
has created for collateral evaluation, and thus exhibit minimal credit,
market and liquidity risk. The risk profile and haircut schedule for
SGBs are consistent with those for similarly rated foreign-issued debt
accepted by CME as performance bond collateral.
CPBs
Acceptance of CPBs will diversify CME's performance bond collateral
base and enable posting of high-quality assets widely held by
participants in Ontario and Quebec, where CME has local regulatory
authorization to offer direct clearing services. CME's credit team
evaluated CPBs as eligible performance bond collateral pursuant to
requests from market participants and recommended their acceptance to
CME's clearing house risk committee (``CHRC''). The decision to accept
CPBs is reflective of the global nature of the CME's markets as these
instruments are likely to be held by, or accessible to, Canadian
clearing members and market participants. We believe high quality
foreign sovereign debt subject to prudent limits will increase the
likelihood that high quality financial institutions from foreign
jurisdictions will consider clearing membership at CME. Additional
clearing members from foreign jurisdictions will add an increased
element of geographic diversification to CME's membership base and
potentially mitigate the negative impact of systemic events through
reduced geographic concentration.
CME deemed CPBs with a time to maturity of 5 years or less as
eligible collateral after reaching a favorable determination regarding
these instruments' liquidity profile in a stressed market environment.
The CPBs will be category 4 assets for products supported by the Base
and IRS guaranty funds and Category 3 assets for products supported by
the CDS guaranty fund. Assets in these categories are capped per
clearing firm at a level established to ensure such assets are
convertible into cash on a same-day basis via pledge to CME's credit
facility. To better ensure liquidity is available to CME in times of
market stress, the CPBs are further subject to a sub-limit restricting
clearing firms from posting more than $100 million of CPBs at any one
time.
All clearing members will be eligible to post CPBs as performance
bond but CME expects such collateral to originate primarily if not
exclusively from Canadian market participants due to their natural
access to CPBs. The per-clearing member cap on CPBs should result in
these instruments accounting for a de minimis portion of CME's overall
collateral holdings. As a comparative example, CME accepts as
performance bond debt instruments issued by the Japanese government
with per-firm limits at ten times than the proposed limits for CPBs
(i.e., up to $1B per clearing member for JPY debt). Currently, only
0.5% of the overall limit for JPY debt is being utilized. Initially, we
expect similarly de minimis amounts of CPBs.
Acceptance of CPBs will not impact the overall nature and level of
risk presented by CME as the level of margin collected will remain the
same; only the constitution of CME's collateral
[[Page 47017]]
holdings may change. CME analysis indicates the CPBs satisfy each of
the characteristics for high-quality liquid assets the Bank for
International Settlements (BIS) has created for collateral evaluation,
and thus exhibit minimal credit, market and liquidity risk. The risk
profile and haircut schedule for CPBs are consistent with those for
similarly rated foreign-issued debt accepted by CME as performance bond
collateral.
* * * * *
A summary of the changes described in the Advisory Notice is set
forth in the following chart:
----------------------------------------------------------------------------------------------------------------
Haircut schedule
--------------------------------
Time to maturity
Asset class Description -------------------------------- Notes
>5 to <=10
0 to <=5 years years
----------------------------------------------------------------------------------------------------------------
Foreign Sovereign Debt............ Discount Bills from 5% .............. Australian
the following debt is capped at
countries: $250 million USDE
Australia.. per clearing member
Singapore..
Notes and Bonds from 6% 7.5% Singapore
the following debt is capped at
countries: $100 million USDE
Australia.. per clearing member
Singapore..
Canadian Provincials.............. Discount Bills from 25% .............. Canadian
the following Provincial debt is
provinces: capped at $100
Ontario.... million USDE per
Quebec..... clearing member
Notes and Bonds from 25% .............. Provincials
the following that exceed 5 years
provinces:. time to maturity are
Ontario.... not acceptable
Quebec.....
----------------------------------------------------------------------------------------------------------------
* * * * *
The proposed rule changes that are described in this filing are
limited to CME's business as a derivatives clearing organization
clearing products under the exclusive jurisdiction of the Commodity
Futures Trading Commission (``CFTC''). CME has not cleared security
based swaps and does not plan to and therefore the proposed rule
changes do not impact CME's security-based swap clearing business in
any way. The proposed changes would become effective immediately. CME
notes that it has also submitted the proposed rule changes that are the
subject of this filing to its primary regulator, the CFTC, in CME
Submission Numbers 15-228R, 15-229RR, and 15-230R.
B. Self-Regulatory Organization's Statement on Burden on Competition
CME does not believe that the proposed rule change will have any
impact, or impose any burden, on competition. The proposed changes
involve expanding its collateral program to include Australian
Government debt, Singapore Government debt, and Ontario and Quebec
Provincial debt. More specifically, CME is proposing to issue a CME
Clearing Advisory Notice to clearing member firms announcing an
expansion of its performance bond collateral program for Base, IRS and
CDS Guaranty Fund products to include certain discount bills, notes and
bonds issued by the Australian Government (``AGBs''), Singapore
Government (``SGBs''), and the Canadian Provinces of Ontario and Quebec
(``CPBs'').
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
CME has not solicited, and does not intend to solicit, comments
regarding this proposed rule change. CME has not received any
unsolicited written comments from interested parties.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective upon filing pursuant
to Section 19(b)(3)(A) \5\ of the Act and Rule 19b-4(f)(4)(ii) \6\
thereunder. CME has designated that this proposal constitutes a change
in an existing service of CME that (a) primarily affects the clearing
operations of CME with respect to products that are not securities,
including futures that are not security futures, and swaps that are not
security-based swaps or mixed swaps, and forwards that are not security
forwards; and (b) does not significantly affect any securities clearing
operations of CME or any rights or obligations of CME with respect to
securities clearing or persons using such securities-clearing service,
which renders the proposed change effective upon filing.
---------------------------------------------------------------------------
\5\ 15 U.S.C. 78s(b)(3)(A).
\6\ 17 CFR 240.19b-4(f)(4)(ii).
---------------------------------------------------------------------------
CME believes that the proposal does not significantly affect any
securities clearing operations of CME because CME recently filed a
proposed rule change that clarified that CME has decided not to clear
security-based swaps, except in a very limited set of circumstances.\7\
The rule filing reflecting CME's decision not to clear security-based
swaps removed any ambiguity concerning CME's ability or intent to
perform the functions of a clearing agency with respect to security-
based swaps. Therefore, this proposal will have no effect on any
securities clearing operations of CME.
---------------------------------------------------------------------------
\7\ See Securities Exchange Act Release No. 73615 (Nov. 17,
2014), 79 FR 69545 (Nov. 21, 2014) (SR-CME-2014-49). The only
exception is with regards to Restructuring European Single Name CDS
Contracts created following the occurrence of a Restructuring Credit
Event in respect of an iTraxx Component Transaction. The clearing of
Restructuring European Single Name CDS Contracts will be a necessary
byproduct after such time that CME begins clearing iTraxx Europe
index CDS.
---------------------------------------------------------------------------
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.
[[Page 47018]]
IV. Solicitation of Comments
Interested persons are invited to submit written data, views and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml), or
Send an email to rule-comments@sec.gov. Please include
File No. SR-CME-2015-014 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-CME-2015-014. 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 office of CME and on CME's
Web site at https://www.cmegroup.com/market-regulation/rule-filings.html.
All comments received will be posted without change; the Commission
does not edit personal identifying information from submissions. You
should submit only information that you wish to make available
publicly.
All submissions should refer to File Number SR-CME-2015-014 and
should be submitted on or before August 27, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\8\
---------------------------------------------------------------------------
\8\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015-19290 Filed 8-5-15; 8:45 am]
BILLING CODE 8011-01-P