Self-Regulatory Organizations; Fixed Income Clearing Corporation; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Add a Clearing Fund Maintenance Fee, 54626-54628 [2016-19433]
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54626
Federal Register / Vol. 81, No. 158 / Tuesday, August 16, 2016 / 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:
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–
BatsEDGA–2016–18 on the subject line.
Paper Comments
asabaliauskas 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–BatsEDGA–2016–18. 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 the
filing also will 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–
BatsEDGA–2016–18, and should be
submitted on or before September 6,
2016.
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18:36 Aug 15, 2016
Jkt 238001
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–19445 Filed 8–15–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–78529; File No. SR–FICC–
2016–004]
Self-Regulatory Organizations; Fixed
Income Clearing Corporation; Notice of
Filing and Immediate Effectiveness of
a Proposed Rule Change To Add a
Clearing Fund Maintenance Fee
August 10, 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 July 29,
2016, Fixed Income Clearing
Corporation (‘‘FICC’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I, II and III
below, which Items have been prepared
by the clearing agency. FICC filed the
proposed rule change pursuant to
section 19(b)(3)(A) of the Act 3 and Rule
19b–4(f)(2) thereunder.4 The proposed
rule change was effective upon filing
with the Commission. The Commission
is publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Clearing Agency’s Statement of the
Terms of Substance of the Proposed
Rule Change
The proposed rule change consists of
modifications to the rules of the
Government Securities Division (‘‘GSD
Rules’’) of FICC and the rules of the
Mortgage-Backed Securities Division
(‘‘MBSD Rules’’) of FICC in order to add
a new fee that will be charged to GSD
Netting Members and MBSD Clearing
Members in connection with the
maintenance of the Clearing Fund, as
described in greater detail below.5 GSD
Netting Members and MBSD Clearing
12 17
CFR 200.30–3(a)(12).
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)(2).
5 Capitalized terms not defined herein are defined
in the GSD Rules, available at www.dtcc.com/∼/
media/Files/Downloads/legal/rules/
ficc_gov_rules.pdf, and the MBSD Rules, available
at www.dtcc.com/∼/media/Files/Downloads/legal/
rules/ficc_mbsd_rules.pdf.
1 15
PO 00000
Frm 00077
Fmt 4703
Sfmt 4703
Members are collectively referred to
herein as ‘‘members.’’
II. Clearing Agency’s Statement of the
Purpose of, and Statutory Basis for, the
Proposed Rule Change
In its filing with the Commission, the
clearing agency 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
clearing agency has prepared
summaries, set forth in sections A, B,
and C below, of the most significant
aspects of such statements.
(A) Clearing Agency’s Statement of the
Purpose of, and Statutory Basis for, the
Proposed Rule Change
1. Purpose
The proposed rule change will add a
fee that will be charged to members in
connection with the maintenance of the
Clearing Fund.
Clearing Fund Maintenance Fee
Pursuant to the proposed rule change,
FICC proposes to introduce a new fee,
to be known as the Clearing Fund
Maintenance Fee, which will be charged
to members in arrears on a monthly
basis.
The proposed rule change will (i)
diversify FICC’s revenue sources and
mitigate FICC’s dependence on revenues
driven by trading volumes and (ii) add
a stable revenue source that will
contribute to FICC’s operating margin by
offsetting increasing costs and expenses,
as further described below.
Diversify Revenue Sources
FICC’s current revenues are highly
variable due to the nature of the clearing
services, which are primarily driven by
trading volumes, but, as a utility, FICC’s
expenses are largely fixed. The
combination of fixed costs and variable
revenues represents a financial risk for
FICC. To mitigate such financial risk,
FICC is seeking to diversify its variable
revenue base with the proposed new
fee, which will introduce a revenue
source that is not dependent on trading
volumes. The Clearing Fund
Maintenance Fee will be ratably based
on the member’s Clearing Fund average
cash deposit.
Offset Increasing Costs and Expenses
FICC seeks to achieve a target
operating margin to cover operating
expenses and fund capital expenditures
as well as investments in its clearing
services and risk management
infrastructure; however, FICC faces
E:\FR\FM\16AUN1.SGM
16AUN1
Federal Register / Vol. 81, No. 158 / Tuesday, August 16, 2016 / Notices
continued increasing risk management
costs as well as regulatory and
compliance-related expenses that need
to be offset by revenue growth in order
to meet the target operating margin.
Such increased costs and expenses, if
not offset by revenue growth, could
weaken FICC’s financial position over
time. As such, FICC is seeking to
implement the Clearing Fund
Maintenance Fee to add an additional
revenue source to offset increasing costs
and expenses.
Proceeds of the Clearing Fund
Maintenance Fee will be used primarily
to offset risk management costs,
regulatory and compliance expenses
and for general operating expenses.
asabaliauskas on DSK3SPTVN1PROD with NOTICES
Calculation
The amount of the monthly Clearing
Fund Maintenance Fee for a member
will be calculated monthly, in arrears,
as the product of 0.25% and the average
of the member’s actual cash deposit to
the Clearing Fund as of the end of each
day of the month, multiplied by the
number of days in that month and
divided by 360; provided that, the
investment rate of return on investment
by FICC of cash in the Clearing Fund for
that month is equal to or greater than
0.25%. No fee will be charged to any
member for a month in which the
monthly rate of return on investment of
cash in the Clearing Fund is less than
0.25%.
Based on the 2015 average actual cash
deposits to the Clearing Fund, the
expected annual revenue to be
generated by the Clearing Fund
Maintenance Fee is approximately $24
million.
Member Impact
The proposed rule change will impose
the Clearing Fund Maintenance Fee on
all members that are required to make
deposits to the Clearing Fund.
The Clearing Fund Maintenance Fee
is a monthly fee based ratably upon the
amount of the member’s daily actual
cash deposited to the Clearing Fund; it
is applicable when the monthly rate of
return on investment of cash in the
Clearing Fund is equal to or greater than
0.25%.
Because the Clearing Fund
Maintenance Fee per member is
proportional to the average monthly
cash deposit of the member to the
Clearing Fund, members that generate
higher levels of activity and make
greater use of FICC’s services will
generally be subject to a higher fee,
because such members typically
maintain higher Clearing Fund deposits
pursuant to the GSD Rules and the
MBSD Rules.
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18:36 Aug 15, 2016
Jkt 238001
54627
FICC views the proposed
implementation of the Clearing Fund
Maintenance Fee as a prudent way to
minimize the magnitude of, and
mitigate the need for, potential future
increases in other fees.
The proposed change will take effect
on August 1, 2016.
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.
2. Statutory Basis
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:
Act 6
Section 17A(b)(3)(D) of the
requires that the GSD Rules and MBSD
Rules provide for the equitable
allocation of reasonable dues, fees, and
other charges among its participants.
The proposed fee is equitably allocated
among members because it is based on
each member’s utilization of FICC’s
services, as measured by their Clearing
Fund deposits. In addition, FICC
believes that the proposed fee is
reasonable because it will enable FICC
to better align its revenue with the costs
and expenses required for FICC to
provide services to its members with a
nominal impact on members. Therefore,
FICC believes the proposed rule change
is consistent with section 17A(b)(3)(D).7
(B) Clearing Agency’s Statement on
Burden on Competition
FICC does not believe that the
proposed rule change will impose a
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act, because the
proposed fee will be equitably allocated
among members based on each
member’s utilization of FICC’s services.
Members that have a higher level of
activities and greater use of FICC’s
services will generally be subject to a
higher Clearing Fund Maintenance Fee
and members with lower usage will pay
less.
(C) Clearing Agency’s Statement on
Comments on the Proposed Rule
Change Received From Members,
Participants, or Others
FICC has not received or solicited any
written comments relating to this
proposal. FICC will notify the
Commission of any written comments
received by FICC.
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) 8 of the Act and paragraph (f)
of Rule 19b–4 9 thereunder. At any time
within 60 days of the filing of the
6 15
U.S.C. 78q–1(b)(3)(D).
7 Id.
8 15
9 17
PO 00000
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
Frm 00078
Fmt 4703
Sfmt 4703
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rulecomments@sec.gov. Please include File
Number SR–FICC–2016–004 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549.
All submissions should refer to File
Number SR–FICC–2016–004. 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 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
E:\FR\FM\16AUN1.SGM
16AUN1
54628
Federal Register / Vol. 81, No. 158 / Tuesday, August 16, 2016 / Notices
available publicly. All submissions
should refer to File Number SR–FICC–
2016–004 and should be submitted on
or before September 6, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–19433 Filed 8–15–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–78527; File No. SR–
BatsBZX–2016–47]
Self-Regulatory Organizations; Bats
BZX Exchange, Inc.; Notice of Filing
and Immediate Effectiveness of a
Proposed Rule Change To Establish a
Closing Contingency Procedure
August 10, 2016.
Pursuant to section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on August 2,
2016, Bats BZX Exchange, Inc. (the
‘‘Exchange’’ or ‘‘BZX’’) 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
by the Exchange. The Exchange has
designated this proposal as a ‘‘noncontroversial’’ proposed rule change
pursuant to section 19(b)(3)(A) of the
Act 3 and Rule 19b–4(f)(6) thereunder,4
which renders it effective upon filing
with the Commission. The Commission
is publishing this notice to solicit
comments on the proposed rule change
from interested persons.
asabaliauskas on DSK3SPTVN1PROD with NOTICES
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
The Exchange is proposing to
establish a Closing Contingency
Procedure that would enable the
Exchange to designate a back-up
exchange to provide an official closing
price in the event that the Exchange’s
market is impaired and unable to
execute a closing auction for all or a
subset of listed securities under the
Exchange’s standard closing procedures.
The Commission has recently approved
substantially similar proposals
submitted by the New York Stock
10 17
CFR 200.30–3(a)(12).
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)(6).
1 15
VerDate Sep<11>2014
18:36 Aug 15, 2016
Jkt 238001
Exchange LLC (‘‘NYSE’’) and the
Nasdaq Stock Market LLC (‘‘Nasdaq’’).5
The text of the proposed rule change
is available at the Exchange’s Web site
at www.batstrading.com, at the
principal office of the Exchange, 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 parts of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
Background
The Exchange has robust and resilient
systems that are designed to ensure fair
and orderly markets, including multiple
redundancies and back-up systems.
Currently, the Exchange’s Official
Closing Price is defined in Rule
11.23(a)(3) as the price disseminated to
the consolidated tape as the market
center closing trade. In this proposal,
the Exchange is proposing to amend
Rule 11.23 to establish Closing
Contingency Procedures.
As proposed, the Exchange, as a
listing market, will designate a back-up
exchange to provide an official closing
price in the event that the Exchange’s
market is impaired and unable to
execute a closing auction for all or a
subset of listed securities under the
standard closing procedures set forth in
Rule 11.23(c). The Exchange would
invoke the Closing Contingency
Procedures only after it determines that
5 See Securities Exchange Act Release Nos. 78015
(June 8, 2016), 81 FR 38747 (June 14, 2016) (SR–
NYSE–2016–18) (‘‘Notice of Filings of Amendment
No. 1, and Order Granting Accelerated Approval of
Proposed Rule Changes, as Modified by
Amendment No. 1, To Provide for How the
Exchanges Would Determine an Official Closing
Price if the Exchanges Are Unable To Conduct a
Closing Transaction’’); 78014 (June 8, 2016), 81 FR
38755 (June 14, 2016) (SR–NASDAQ–2016–035)
(‘‘Notice of Filing of Amendment No. 1, and Order
Granting Accelerated Approval of a Proposed Rule
Change, as Modified by Amendment No. 1, To
Establish Secondary Contingency Procedures for the
Exchange’s Closing Cross’’).
PO 00000
Frm 00079
Fmt 4703
Sfmt 4703
the standard closing procedure is
unavailable due to technical difficulties.
The Exchange will employ internal
testing procedures to determine the
availability of each set of operating
procedures, and thereby position itself
to make and announce such a
determination as rapidly as possible.
The Exchange would invoke the Closing
Contingency Procedures by announcing
publicly that its market is impaired and
unable to execute a closing auction. If
the Exchange makes that announcement
prior to 3:00 p.m., Eastern Standard
Time (‘‘EST’’), the official closing price
from the Exchange’s designated back-up
exchange would serve as the Exchange’s
Official Closing Price. If the Exchange
makes that announcement after 3:00
p.m., EST, the Securities Information
Processor (‘‘SIP’’) would calculate a
Volume Weighted Average Price
(‘‘VWAP’’), described in more detail
below. Whether the announcement is
made before or after 3:00 p.m., EST, the
SIP would publish the Exchange’s
Official Closing Price on the Exchange’s
behalf either: (1) Based on a message
from the Exchange’s back-up exchange
or (2) based on the VWAP calculation.
Designation of Back-Up
The Exchange proposes to designate
NYSE Arca as its official back-up
exchange. The Exchange believes that
NYSE Arca is best positioned to serve as
its back-up for two primary reasons: (1)
NYSE Arca and the Exchange’s
membership substantially overlaps; (2)
NYSE Arca already operates an effective
closing cross that it can use to execute
a closing transaction in the Exchange’s
listed securities.6 In the event the
Exchange is unable to execute a closing
auction, the Exchange’s members that
are also NYSE Arca members should be
technically prepared to transfer
liquidity to NYSE Arca to ensure a
deeply liquid closing transaction.
The Operating Committees for the
CQ/CT and Nasdaq UTP Plans have
already voted to modify the SIPs to
support this proposal. Specifically, each
exchange that is designated as a back-up
exchange (Nasdaq and NYSE Arca), will
disseminate via the SIPs an official
closing price in every listed security
marked with the .M sale condition code.
The SIPs will apply the following
procedures:
6 The Exchange notes that quotations and
executions for Exchange-listed securities are
represented on Tape B, which is also where
information regarding NYSE Arca and NYSE MKT
listed securities is represented. The Exchange also
notes that like the Exchange, NYSE Arca trades
securities listed on all tapes (Tapes A, B and C),
including securities listed on the Exchange.
E:\FR\FM\16AUN1.SGM
16AUN1
Agencies
[Federal Register Volume 81, Number 158 (Tuesday, August 16, 2016)]
[Notices]
[Pages 54626-54628]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-19433]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-78529; File No. SR-FICC-2016-004]
Self-Regulatory Organizations; Fixed Income Clearing Corporation;
Notice of Filing and Immediate Effectiveness of a Proposed Rule Change
To Add a Clearing Fund Maintenance Fee
August 10, 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 July 29, 2016, Fixed Income Clearing Corporation (``FICC'') filed
with the Securities and Exchange Commission (``Commission'') the
proposed rule change as described in Items I, II and III below, which
Items have been prepared by the clearing agency. FICC filed the
proposed rule change pursuant to section 19(b)(3)(A) of the Act \3\ and
Rule 19b-4(f)(2) thereunder.\4\ The proposed rule change 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)(2).
---------------------------------------------------------------------------
I. Clearing Agency's Statement of the Terms of Substance of the
Proposed Rule Change
The proposed rule change consists of modifications to the rules of
the Government Securities Division (``GSD Rules'') of FICC and the
rules of the Mortgage-Backed Securities Division (``MBSD Rules'') of
FICC in order to add a new fee that will be charged to GSD Netting
Members and MBSD Clearing Members in connection with the maintenance of
the Clearing Fund, as described in greater detail below.\5\ GSD Netting
Members and MBSD Clearing Members are collectively referred to herein
as ``members.''
---------------------------------------------------------------------------
\5\ Capitalized terms not defined herein are defined in the GSD
Rules, available at www.dtcc.com/~/media/Files/Downloads/legal/
rules/ficc_gov_rules.pdf, and the MBSD Rules, available at
www.dtcc.com/~/media/Files/Downloads/legal/rules/
ficc_mbsd_rules.pdf.
---------------------------------------------------------------------------
II. Clearing Agency's Statement of the Purpose of, and Statutory Basis
for, the Proposed Rule Change
In its filing with the Commission, the clearing agency 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 clearing agency has prepared summaries,
set forth in sections A, B, and C below, of the most significant
aspects of such statements.
(A) Clearing Agency's Statement of the Purpose of, and Statutory Basis
for, the Proposed Rule Change
1. Purpose
The proposed rule change will add a fee that will be charged to
members in connection with the maintenance of the Clearing Fund.
Clearing Fund Maintenance Fee
Pursuant to the proposed rule change, FICC proposes to introduce a
new fee, to be known as the Clearing Fund Maintenance Fee, which will
be charged to members in arrears on a monthly basis.
The proposed rule change will (i) diversify FICC's revenue sources
and mitigate FICC's dependence on revenues driven by trading volumes
and (ii) add a stable revenue source that will contribute to FICC's
operating margin by offsetting increasing costs and expenses, as
further described below.
Diversify Revenue Sources
FICC's current revenues are highly variable due to the nature of
the clearing services, which are primarily driven by trading volumes,
but, as a utility, FICC's expenses are largely fixed. The combination
of fixed costs and variable revenues represents a financial risk for
FICC. To mitigate such financial risk, FICC is seeking to diversify its
variable revenue base with the proposed new fee, which will introduce a
revenue source that is not dependent on trading volumes. The Clearing
Fund Maintenance Fee will be ratably based on the member's Clearing
Fund average cash deposit.
Offset Increasing Costs and Expenses
FICC seeks to achieve a target operating margin to cover operating
expenses and fund capital expenditures as well as investments in its
clearing services and risk management infrastructure; however, FICC
faces
[[Page 54627]]
continued increasing risk management costs as well as regulatory and
compliance-related expenses that need to be offset by revenue growth in
order to meet the target operating margin. Such increased costs and
expenses, if not offset by revenue growth, could weaken FICC's
financial position over time. As such, FICC is seeking to implement the
Clearing Fund Maintenance Fee to add an additional revenue source to
offset increasing costs and expenses.
Proceeds of the Clearing Fund Maintenance Fee will be used
primarily to offset risk management costs, regulatory and compliance
expenses and for general operating expenses.
Calculation
The amount of the monthly Clearing Fund Maintenance Fee for a
member will be calculated monthly, in arrears, as the product of 0.25%
and the average of the member's actual cash deposit to the Clearing
Fund as of the end of each day of the month, multiplied by the number
of days in that month and divided by 360; provided that, the investment
rate of return on investment by FICC of cash in the Clearing Fund for
that month is equal to or greater than 0.25%. No fee will be charged to
any member for a month in which the monthly rate of return on
investment of cash in the Clearing Fund is less than 0.25%.
Based on the 2015 average actual cash deposits to the Clearing
Fund, the expected annual revenue to be generated by the Clearing Fund
Maintenance Fee is approximately $24 million.
Member Impact
The proposed rule change will impose the Clearing Fund Maintenance
Fee on all members that are required to make deposits to the Clearing
Fund.
The Clearing Fund Maintenance Fee is a monthly fee based ratably
upon the amount of the member's daily actual cash deposited to the
Clearing Fund; it is applicable when the monthly rate of return on
investment of cash in the Clearing Fund is equal to or greater than
0.25%.
Because the Clearing Fund Maintenance Fee per member is
proportional to the average monthly cash deposit of the member to the
Clearing Fund, members that generate higher levels of activity and make
greater use of FICC's services will generally be subject to a higher
fee, because such members typically maintain higher Clearing Fund
deposits pursuant to the GSD Rules and the MBSD Rules.
FICC views the proposed implementation of the Clearing Fund
Maintenance Fee as a prudent way to minimize the magnitude of, and
mitigate the need for, potential future increases in other fees.
The proposed change will take effect on August 1, 2016.
2. Statutory Basis
Section 17A(b)(3)(D) of the Act \6\ requires that the GSD Rules and
MBSD Rules provide for the equitable allocation of reasonable dues,
fees, and other charges among its participants. The proposed fee is
equitably allocated among members because it is based on each member's
utilization of FICC's services, as measured by their Clearing Fund
deposits. In addition, FICC believes that the proposed fee is
reasonable because it will enable FICC to better align its revenue with
the costs and expenses required for FICC to provide services to its
members with a nominal impact on members. Therefore, FICC believes the
proposed rule change is consistent with section 17A(b)(3)(D).\7\
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\6\ 15 U.S.C. 78q-1(b)(3)(D).
\7\ Id.
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(B) Clearing Agency's Statement on Burden on Competition
FICC does not believe that the proposed rule change will impose a
burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act, because the proposed fee will
be equitably allocated among members based on each member's utilization
of FICC's services. Members that have a higher level of activities and
greater use of FICC's services will generally be subject to a higher
Clearing Fund Maintenance Fee and members with lower usage will pay
less.
(C) Clearing Agency's Statement on Comments on the Proposed Rule Change
Received From Members, Participants, or Others
FICC has not received or solicited any written comments relating to
this proposal. FICC will notify the Commission of any written comments
received by FICC.
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) \8\ of the Act and paragraph (f) of Rule 19b-4 \9\
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.
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\8\ 15 U.S.C. 78s(b)(3)(A).
\9\ 17 CFR 240.19b-4(f).
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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-2016-004 on the subject line.
Paper Comments
Send paper comments in triplicate to Secretary, Securities
and Exchange Commission, 100 F Street NE., Washington, DC 20549.
All submissions should refer to File Number SR-FICC-2016-004. 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 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-rule-filings.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
[[Page 54628]]
available publicly. All submissions should refer to File Number SR-
FICC-2016-004 and should be submitted on or before September 6, 2016.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\10\
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\10\ 17 CFR 200.30-3(a)(12).
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Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016-19433 Filed 8-15-16; 8:45 am]
BILLING CODE 8011-01-P