In the Matter of Zhong Wen International Holding Co., Ltd.; Order of Suspension of Trading, 135 [2015-33028]
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Federal Register / Vol. 81, No. 1 / Monday, January 4, 2016 / Notices
available publicly. All submissions
should refer to File Number SR–
NASDAQ–2015–157 and should be
submitted on or before January 25, 2016.
By the Commission.
Jill M. Peterson,
Assistant Secretary.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Jill M. Peterson,
Assistant Secretary.
BILLING CODE 8011–01–P
[FR Doc. 2015–32989 Filed 12–31–15; 8:45 am]
SECURITIES AND EXCHANGE
COMMISSION
In the Matter of Zhong Wen
International Holding Co., Ltd.; Order
of Suspension of Trading
tkelley on DSK3SPTVN1PROD with NOTICES
December 29, 2015.
It appears to the Securities and
Exchange Commission (‘‘Commission’’)
that there is a lack of current and
accurate information concerning the
securities of Zhong Wen International
Holding Co., Ltd. (‘‘ZWIH 1’’) (CIK No.
1494502), a void Delaware corporation
whose principal place of business is
listed as Qingzhou, Shandong, China
because it is delinquent in its periodic
filings with the Commission, having not
filed any periodic reports since it filed
a Form 10–Q for the period ended
September 30, 2012. On February 19,
2015, the Commission’s Division of
Corporation Finance sent a delinquency
letter to ZWIH at the address shown in
its then-most recent filing in the
Commission’s EDGAR system
requesting compliance with its periodic
filing requirements. To date, ZWIH has
failed to cure its delinquencies. As of
December 15, 2015, the common stock
of ZWIH was quoted on OTC Link
operated by OTC Markets Group, Inc.
(formerly ‘‘Pink Sheets’’) had three
market makers and was eligible for the
‘‘piggyback’’ exception of Exchange Act
Rule 15c2–11(f)(3).
The Commission is of the opinion that
the public interest and the protection of
investors require a suspension of trading
in the securities of the above-listed
company. Therefore, it is ordered,
pursuant to Section 12(k) of the
Securities Exchange Act of 1934, that
trading in the securities of the abovelisted company is suspended for the
period from 9:30 a.m. EST on December
29, 2015, through 11:59 p.m. EST on
January 12, 2016.
CFR 200.30–3(a)(12).
short form of the issuer’s name is also its
ticker symbol.
1 The
VerDate Sep<11>2014
16:43 Dec 31, 2015
Jkt 238001
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76781; File No. SR–OCC–
2015–016]
BILLING CODE 8011–01–P
12 17
[FR Doc. 2015–33028 Filed 12–31–15; 8:45 am]
Self-Regulatory Organizations; The
Options Clearing Corporation; Order
Approving a Proposed Rule Change,
as Modified by Amendment No. 1, To
Modify the Options Clearing
Corporation’s Margin Methodology by
Incorporating Variations in Implied
Volatility
December 28, 2015.
On October 5, 2015, The Options
Clearing Corporation (‘‘OCC’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change SR–OCC–2015–
016 pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Exchange Act’’) 1 and Rule 19b–4
thereunder.2 The proposed rule change
was published for comment in the
Federal Register on October 19, 2015.3
The Commission did not receive any
comments on the proposed rule change.
On November 19, 2015, OCC filed
Amendment No. 1 to the proposed rule
change.4 On November 20, 2015,
pursuant to Section 19(b)(2)(A)(ii)(I) of
the Exchange Act,5 the Commission
extended the time period within which
to approve, disapprove, or institute
proceedings to determine whether to
disapprove the proposed rule change to
January 17, 2016.6 This order approves
the proposed rule change.
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4. OCC also filed this proposal
as an advance notice pursuant to Section 802(e)(1)
of the Payment, Clearing, and Settlement
Supervision Act of 2010 and Rule 19b–4(n)(1)
under the Exchange Act. 15 U.S.C. 5465(e)(1) and
17 CFR 240.19b–4(n)(1). See Securities Exchange
Act Release No. 76421 (November 10, 2015), 80 FR
71900 (November 17, 2015) (SR–OCC–2015–804).
The Commission did not receive any comments on
the advance notice.
3 Securities Exchange Act Release No. 76128
(October 13, 2015), 80 FR 63264 (October 19, 2015)
(SR–OCC–2015–016) (‘‘Notice’’).
4 In Amendment No. 1, OCC makes technical
corrections to Exhibit 5. Amendment No. 1 is not
subject to notice and comment because it is a
technical amendment that does not materially alter
the substance of the proposed rule change or raise
any novel regulatory issues.
5 15 U.S.C. 78s(b)(2)(A)(ii)(I).
6 See Securities Exchange Act Release No. 76496
(November 20, 2015), 80 FR 74179 (November 27,
2015).
2 17
PO 00000
Frm 00075
Fmt 4703
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135
Description
As proposed by OCC,7 it is modifying
its margin methodology by more broadly
incorporating variations in implied
volatility within OCC’s System for
Theoretical Analysis and Numerical
Simulations (‘‘STANS’’).8 As explained
below, OCC believes that expanding the
use of variations in implied volatility
within STANS for substantially all 9
option contracts available to be cleared
by OCC that have a residual tenor 10 of
less than three years (‘‘Shorter Tenor
Options’’) will enhance OCC’s ability to
ensure that option prices and the margin
coverage related to such positions more
appropriately reflect possible future
market value fluctuations and better
protect OCC in the event it must
liquidate the portfolio of a suspended
clearing member.
Implied Volatility in STANS Generally
According to OCC, STANS is OCC’s
proprietary risk management system
that calculates clearing members’
margin requirements. According to
OCC, the STANS methodology uses
Monte Carlo simulations to forecast
price movement and correlations in
determining a clearing member’s margin
requirement. According to OCC, under
STANS, the daily margin calculation for
each clearing member account is
constructed to ensure OCC maintains
sufficient financial resources to
liquidate a defaulting member’s
positions, without loss, within the
liquidation horizon of two business
days.
As described by OCC, the STANS
margin requirement for an account is
composed of two primary components:
A base component and a stress test
component. According to OCC, the base
component is obtained from a risk
measure of the expected margin
shortfall for an account that results
under Monte Carlo price movement
simulations. For the exposures that are
observed regarding the account, the base
7 See
Notice, supra note 3, 80 FR at 63264–67.
proposal did not propose any changes
concerning futures. According to OCC, OCC uses a
different system to calculate initial margin
requirements for segregated futures accounts:
Standard Portfolio Analysis of Risk Margin
Calculation System.
9 According to OCC, it proposes to exclude: (i)
Binary options, (ii) options on energy futures, and
(iii) options on U.S. Treasury securities. OCC
excluded them because: (i) They are new products
that were introduced as OCC was completing this
proposal and (ii) OCC did not believe that there was
substantive risk if they were excluded at this time
because they only represent a de minimis open
interest. According to OCC, it plans to modify its
margin methodology to accommodate these new
products.
10 According to OCC, the ‘‘tenor’’ of an option is
the amount of time remaining to its expiration.
8 This
E:\FR\FM\04JAN1.SGM
04JAN1
Agencies
[Federal Register Volume 81, Number 1 (Monday, January 4, 2016)]
[Notices]
[Page 135]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-33028]
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SECURITIES AND EXCHANGE COMMISSION
In the Matter of Zhong Wen International Holding Co., Ltd.; Order
of Suspension of Trading
December 29, 2015.
It appears to the Securities and Exchange Commission
(``Commission'') that there is a lack of current and accurate
information concerning the securities of Zhong Wen International
Holding Co., Ltd. (``ZWIH \1\'') (CIK No. 1494502), a void Delaware
corporation whose principal place of business is listed as Qingzhou,
Shandong, China because it is delinquent in its periodic filings with
the Commission, having not filed any periodic reports since it filed a
Form 10-Q for the period ended September 30, 2012. On February 19,
2015, the Commission's Division of Corporation Finance sent a
delinquency letter to ZWIH at the address shown in its then-most recent
filing in the Commission's EDGAR system requesting compliance with its
periodic filing requirements. To date, ZWIH has failed to cure its
delinquencies. As of December 15, 2015, the common stock of ZWIH was
quoted on OTC Link operated by OTC Markets Group, Inc. (formerly ``Pink
Sheets'') had three market makers and was eligible for the
``piggyback'' exception of Exchange Act Rule 15c2-11(f)(3).
---------------------------------------------------------------------------
\1\ The short form of the issuer's name is also its ticker
symbol.
---------------------------------------------------------------------------
The Commission is of the opinion that the public interest and the
protection of investors require a suspension of trading in the
securities of the above-listed company. Therefore, it is ordered,
pursuant to Section 12(k) of the Securities Exchange Act of 1934, that
trading in the securities of the above-listed company is suspended for
the period from 9:30 a.m. EST on December 29, 2015, through 11:59 p.m.
EST on January 12, 2016.
By the Commission.
Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2015-33028 Filed 12-31-15; 8:45 am]
BILLING CODE 8011-01-P