Sunshine Act Meeting, 1454-1455 [2016-00494]
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Federal Register / Vol. 81, No. 7 / Tuesday, January 12, 2016 / Notices
Fee description
Current fee
Fee for gross dollar amount ...........................................
Other Netting Members and Repo Brokers with respect to
their non-brokered transactions.
Fee for net dollar amount ......................................................
GCF Repo Processing Fees (cost of carry):
Fee for gross dollar amount ...........................................
Netting Members that are not Repo Brokers .................
Fee for net dollar amount ..............................................
....................................
0.025bps ....................
2. Statutory Basis
FICC believes that the proposed fees
are reasonable because the fees are
correlated to each Member’s use of
GSD’s services and will allow FICC to
recover the cost of providing its services
to Members. In addition, the proposed
change will allow FICC to further
recover the cost of providing its services
to its Members by passing through
certain third-party fees that FICC is
incurring and/or will be incurring to
provide its services to its Members.
Therefore, FICC believes the proposed
rule change is consistent with the
requirements of the Act, as amended
and the rules and regulations
thereunder applicable to FICC, in
particular section 17A(b)(3)(D) of the
Act,16 which requires that the GSD
Rules provide for the equitable
allocation of reasonable dues, fees, and
other charges among its Members that
use those services.
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(B) Clearing Agency’s Statement on
Burden on Competition
The proposed filing could have an
impact on competition based on the fact
that fees will increase for certain
services, but because of the following
reasons, FICC believes that any burden
on competition would be necessary and
appropriate in furtherance of the
purposes of the Act. These reasons are
as follows: The proposed change
modifies the fees for existing services
provided by GSD in order to meet GSD’s
budgeted expenses and allow GSD to
achieve and maintain its operating
margin and recover the cost of providing
its services. The proposed change also
allows FICC to recover the cost of
providing its services to Members by
passing through certain third-party fees
that FICC is incurring and/or will be
incurring to provide its services to its
Members. Finally, the proposed change
also establishes different comparison
and netting fee structures for Brokers
Accounts and Dealer Accounts for the
reasons more fully described above.
U.S.C. 78q–1(b)(3)(D).
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0.08bps
0.04bps
0.08bps
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) 17 of the Act and Rule
19b–4(f)(2) 18 thereunder. At any time
within 60 days of the filing of the
proposed rule change, the Commission
summarily may temporarily suspend
such rule change if it appears to the
Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors,
or otherwise in furtherance of the
purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
FICC–2015–005 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–FICC–2015–005. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
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0.060bps ....................
....................................
....................................
0.025bps ....................
0.060bps ....................
0.04bps
(C) Clearing Agency’s Statement on
Comments on the Proposed Rule
Change Received From Members,
Participants, or Others
Written comments relating to the
proposed rule change have not yet been
solicited or received. FICC will notify
the Commission of any written
comments received by FICC.
17 15
16 5
Proposed fee
PO 00000
U.S.C. 78s(b)(3)(A)(ii).
CFR 240.19b–4(f)(2).
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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 the
filing also will be available for
inspection and copying at the principal
office of FICC and on DTCC’s Web site
(https://dtcc.com/legal/sec-rulefilings.aspx). 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–FICC–2015–005 and should
be submitted on or before February 2,
2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.19
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–00335 Filed 1–11–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
Sunshine Act Meeting
Notice is hereby given, pursuant to
the provisions of the Government in the
Sunshine Act, Public Law 94–409, that
the Securities and Exchange
19 17
E:\FR\FM\12JAN1.SGM
CFR 200.30–3(a)(12).
12JAN1
Federal Register / Vol. 81, No. 7 / Tuesday, January 12, 2016 / Notices
Commission will hold a Closed Meeting
on Thursday, January 14, 2016 at 2 p.m.
Commissioners, Counsel to the
Commissioners, the Secretary to the
Commission, and recording secretaries
will attend the Closed Meeting. Certain
staff members who have an interest in
the matters also may be present.
The General Counsel of the
Commission, or her designee, has
certified that, in her opinion, one or
more of the exemptions set forth in 5
U.S.C. 552b(c)(3), (5), (7), 9(B) and (10)
and 17 CFR 200.402(a)(3), (a)(5), (a)(7),
(a)(9)(ii), and (a)(10), permit
consideration of the scheduled matter at
the Closed Meeting.
Commissioner Stein, as duty officer,
voted to consider the items listed for the
Closed Meeting in closed session.
The subject matter of the Closed
Meeting will be:
Institution and settlement of
injunctive actions;
Institution and settlement of
administrative proceedings;
Resolution of litigation claims; and
Other matters relating to enforcement
proceedings.
At times, changes in Commission
priorities require alterations in the
scheduling of meeting items.
For further information and to
ascertain what, if any, matters have been
added, deleted or postponed, please
contact the Office of the Secretary at
(202) 551–5400.
change as described in Items I, II, and
III below, which Items have been
prepared by the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend its
Fees Schedule. The text of the proposed
rule change is available on the
Exchange’s Web site (https://
www.cboe.com/AboutCBOE/
CBOELegalRegulatoryHome.aspx), at
the Exchange’s Office of the Secretary,
and at the Commission’s Public
Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
Dated: January 7, 2016.
Brent J. Fields,
Secretary.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
[FR Doc. 2016–00494 Filed 1–8–16; 11:15 am]
1. Purpose
BILLING CODE 8011–01–P
The Exchange proposes to amend its
Fees Schedule, effective December 23,
2015. Specifically, the Exchange
proposes to waive transaction fees
incurred as a result of transactions that
compress or reduce certain Clearing
Trading Permit Holder (‘‘TPH’’) open
positions.
By way of background, SEC Rule
15C3–1 [sic], Net Capital Requirements
for Brokers or Dealers (‘‘Net Capital
Rules’’), requires that every registered
broker-dealer maintain certain specified
minimum levels of capital. The primary
purpose of these rules is to regulate the
ability of broker-dealers to meet their
financial obligations to customers and
other creditors. All of the broker-dealers
that are clearing members of the Options
Clearing Corporation (‘‘OCC’’) are
subject to the Net Capital Rules.
However, a subset of OCC’s clearing
members are subsidiaries of U.S. bank
holding companies. As such, these
broker-dealers, through their affiliation
with their parent U.S. bank holding
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76842; File No. SR–CBOE–
2015–117)
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule To Amend the Fees Schedule
tkelley on DSK3SPTVN1PROD with NOTICES
January 6, 2016.
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 December
23, 2015, Chicago Board Options
Exchange, Incorporated (the ‘‘Exchange’’
or ‘‘CBOE’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) the proposed rule
1 15
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
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companies, must comply with bank
regulatory capital requirements
pursuant to rule-making required under
the Dodd-Frank Wall Street Reform and
Consumer Protection Act (‘‘DoddFrank’’). New rule-making recently
enacted under Dodd-Frank will require
U.S. bank holding companies to hold
substantially more bank regulatory
capital than would otherwise be
required under the Net Capital Rules.
The Exchange is aware that, due to the
large contract size of S&P 500 Index
(‘‘SPX’’) options, open interest in certain
series will result in extremely large bank
regulatory capital requirements but have
minimal requirements under the Net
Capital Rules. Transactions that would
result in the closing of this open interest
would have a beneficial impact on the
bank regulatory capital requirements of
the Clearing TPH’s parent company
with a minimal impact on regulatory
capital required under the capital rules.
The Exchange notes that most of these
open positions are in out-of-the-money
options and certain spread positions
that are essentially riskless strategies
because they have little or no market
exposure. Particularly, the Exchange
notes that given the nature of these
options, there is minimal chance for
large losses to occur, yet these positions
will still be subject to large bank
regulatory capital requirements.
Exchange transaction fees, however,
discourage market participants from
closing these positions out even though
those market participants may also
prefer to close them rather than carry
them to expiration.3
In order to encourage the compression
of certain out-of-the-money and riskless
option positions, the Exchange proposes
to rebate all transactions fees for
transactions that close these positions,
provided they meet certain criteria, as
described more fully below. The
Exchange believes compression of these
positions would improve market
liquidity by freeing capital currently
tied up in positions for which there is
a minimal chance that a significant loss
would occur.
The Exchange proposes to limit
rebating transaction fees to those
transactions that the Exchange believes
would have the greatest impact on bank
regulatory capital requirements but are
also constrained to those positions that
have little economic risk associated
with them. Specifically, to be eligible
for a rebate, a transaction must be: (i)
For a complex order with at least five
3 For example, an out-of-the-money SPX option
market-maker transaction may be worth only a few
pennies per contract, but would cost approximately
$0.33 per contract ($0.20 transaction fee plus $0.13
SPX Index License Surcharge) to close out.
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Agencies
[Federal Register Volume 81, Number 7 (Tuesday, January 12, 2016)]
[Notices]
[Pages 1454-1455]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-00494]
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SECURITIES AND EXCHANGE COMMISSION
Sunshine Act Meeting
Notice is hereby given, pursuant to the provisions of the
Government in the Sunshine Act, Public Law 94-409, that the Securities
and Exchange
[[Page 1455]]
Commission will hold a Closed Meeting on Thursday, January 14, 2016 at
2 p.m.
Commissioners, Counsel to the Commissioners, the Secretary to the
Commission, and recording secretaries will attend the Closed Meeting.
Certain staff members who have an interest in the matters also may be
present.
The General Counsel of the Commission, or her designee, has
certified that, in her opinion, one or more of the exemptions set forth
in 5 U.S.C. 552b(c)(3), (5), (7), 9(B) and (10) and 17 CFR
200.402(a)(3), (a)(5), (a)(7), (a)(9)(ii), and (a)(10), permit
consideration of the scheduled matter at the Closed Meeting.
Commissioner Stein, as duty officer, voted to consider the items
listed for the Closed Meeting in closed session.
The subject matter of the Closed Meeting will be:
Institution and settlement of injunctive actions;
Institution and settlement of administrative proceedings;
Resolution of litigation claims; and
Other matters relating to enforcement proceedings.
At times, changes in Commission priorities require alterations in
the scheduling of meeting items.
For further information and to ascertain what, if any, matters have
been added, deleted or postponed, please contact the Office of the
Secretary at (202) 551-5400.
Dated: January 7, 2016.
Brent J. Fields,
Secretary.
[FR Doc. 2016-00494 Filed 1-8-16; 11:15 am]
BILLING CODE 8011-01-P