Product Change-Priority Mail Express, Priority Mail, and First-Class Package Service Negotiated Service Agreement, 40176 [2017-17888]
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40176
Federal Register / Vol. 82, No. 163 / Thursday, August 24, 2017 / Notices
solicit comments on the proposed rule
change from interested persons.
POSTAL SERVICE
Product Change—Priority Mail
Express, Priority Mail, and First-Class
Package Service Negotiated Service
Agreement
Postal ServiceTM.
Notice.
AGENCY:
ACTION:
The Postal Service gives
notice of filing a request with the Postal
Regulatory Commission to add a
domestic shipping services contract to
the list of Negotiated Service
Agreements in the Mail Classification
Schedule’s Competitive Products List.
DATES: Date of notice required under 39
U.S.C. 3642(d)(1): August 24, 2017.
FOR FURTHER INFORMATION CONTACT:
Elizabeth A. Reed, 202–268–3179.
SUPPLEMENTARY INFORMATION: The
United States Postal Service® hereby
gives notice that, pursuant to 39 U.S.C.
3642 and 3632(b)(3), on August 18,
2017, it filed with the Postal Regulatory
Commission a Request of the United
States Postal Service to Add Priority
Mail Express, Priority Mail, & First-Class
Package Service Contract 22 to
Competitive Product List. Documents
are available at www.prc.gov, Docket
Nos. MC2017–177, CP2017–278.
SUMMARY:
Stanley F. Mires,
Attorney, Federal Compliance.
[FR Doc. 2017–17888 Filed 8–23–17; 8:45 am]
BILLING CODE 7710–12–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–81439; File No. SR–NSCC–
2017–015]
Self-Regulatory Organizations;
National Securities Clearing
Corporation; Notice of Filing of
Proposed Rule Change To Amend and
Clarify a Margin Charge Relating to
CNS Fails Position
rmajette on DSKBCKNHB2PROD with NOTICES
August 18, 2017
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 August
11, 2017, National Securities Clearing
Corporation (‘‘NSCC’’) 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. The
Commission is publishing this notice to
1 15
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
VerDate Sep<11>2014
15:29 Aug 23, 2017
Jkt 241001
I. Clearing Agency’s Statement of the
Terms of Substance of the Proposed
Rule Change
The proposed rule change would
amend provisions in NSCC’s Rules and
Procedures (‘‘Rules’’) 3 regarding an
existing margin charge that is applied
when a Member fails to settle a Short
Position or a Long Position by the
applicable settlement date (‘‘CNS Fails
Charge’’) and would clarify NSCC’s
current practices with respect to the
assessment and collection of the CNS
Fails Charge.
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 would (1)
amend provisions in the Rules regarding
the CNS Fails Charge, which NSCC
currently imposes on each NSCC
member (‘‘Member’’),4 as part of each
Member’s Required Deposit to the NSCC
Clearing Fund, which is due at the start
of each business day, when all
conditions to the application of the
charge, as described below, are met, and
(2) clarify NSCC’s current practices with
respect to the assessment and collection
of the CNS Fails Charge.
(i) The Required Deposit and the CNS
Fails Charge
NSCC uses a risk-based margin
methodology to assess Required
Deposits from all Members. The
Required Deposit is comprised of a
number of risk-based component
charges, including the CNS Fails
Charge, which are calculated and
assessed daily. The objective of the
Required Deposit is to mitigate potential
3 Capitalized terms not defined herein are defined
in the Rules, available at https://www.dtcc.com/∼/
media/Files/Downloads/legal/rules/nscc_rules.pdf.
4 The CNS Fails Charge is currently imposed by
NSCC pursuant to Procedure XV, Section I.(A)(1)(f).
Id.
PO 00000
Frm 00047
Fmt 4703
Sfmt 4703
losses to NSCC associated with the
liquidation of the Member’s portfolio if
NSCC ceases to act for a Member.5
When a Member does not satisfy its
obligation to either pay the net
settlement proceeds or deliver the
securities due by the applicable
Settlement Date, NSCC, as a central
counterparty, is exposed to credit and
market risks. Such exposures generally
increase when the Member’s risk of
default increases, as reflected by the
Member’s credit rating derived from the
Credit Risk Rating Matrix.6 Therefore, in
order to reduce the risk exposures to
NSCC and to incentivize Members to
satisfy their obligations relating to their
outstanding trades on Settlement Date,
NSCC currently calculates and collects
the CNS Fails Charge from Members
with Short Positions and/or Long
Positions that did not settle on the
Settlement Date (‘‘CNS Fails Positions’’).
The amount of the CNS Fails Charge
imposed on a Member varies based on
the Member’s credit rating derived from
the Credit Risk Rating Matrix to reflect
the potential increase in credit risk from
Members with higher risk of default.
This proposed rule change would
amend the Rules regarding the CNS
Fails Charge. Specifically, where certain
percentages are used to calculate the
CNS Fails Charge for a Member, the
proposed rule change would amend the
Rules to include such specific
percentages. In doing so, the proposed
rule change would add transparency as
well as clarify NSCC’s current practices
with respect to the assessment and
collection of this existing margin charge.
(ii) Calculation of the CNS Fails Charge
For a Member with CNS Fails
Positions, the CNS Fails Charge is
calculated by multiplying the Current
Market Value for such Member’s
aggregate CNS Fails Positions by a
percentage. For a Member that is rated
1 through 4 on the Credit Risk Rating
Matrix, the CNS Fails Charge is 5
percent of the Member’s aggregate CNS
Fails Positions. For a Member that is
rated 5 or 6 on the Credit Risk Rating
Matrix, the CNS Fails Charge is 10
percent of the Member’s aggregate CNS
Fails Positions. For a Member that is
rated 7 on the Credit Risk Rating Matrix,
NSCC is currently charging such
Member 20 percent of the Member’s
5 When NSCC restricts a Member’s access to
services generally, NSCC is said to have ‘‘ceased to
act’’ for the Member. Rule 46 (Restrictions on
Access to Services) sets out the circumstances
under which NSCC may cease to act for a Member
and the types of actions it may take. Supra note 3.
6 See Exchange Act Release Nos. 80734 (May 19,
2017), 82 FR 24177 (May 25, 2017) (SR–NSCC–
2017–002) and 80731 (May 19, 2017), 82 FR 24174
(May 25, 2017) (SR–NSCC–2017–801).
E:\FR\FM\24AUN1.SGM
24AUN1
Agencies
[Federal Register Volume 82, Number 163 (Thursday, August 24, 2017)]
[Notices]
[Page 40176]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-17888]
[[Page 40176]]
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POSTAL SERVICE
Product Change--Priority Mail Express, Priority Mail, and First-
Class Package Service Negotiated Service Agreement
AGENCY: Postal ServiceTM.
ACTION: Notice.
-----------------------------------------------------------------------
SUMMARY: The Postal Service gives notice of filing a request with the
Postal Regulatory Commission to add a domestic shipping services
contract to the list of Negotiated Service Agreements in the Mail
Classification Schedule's Competitive Products List.
DATES: Date of notice required under 39 U.S.C. 3642(d)(1): August 24,
2017.
FOR FURTHER INFORMATION CONTACT: Elizabeth A. Reed, 202-268-3179.
SUPPLEMENTARY INFORMATION: The United States Postal Service[supreg]
hereby gives notice that, pursuant to 39 U.S.C. 3642 and 3632(b)(3), on
August 18, 2017, it filed with the Postal Regulatory Commission a
Request of the United States Postal Service to Add Priority Mail
Express, Priority Mail, & First-Class Package Service Contract 22 to
Competitive Product List. Documents are available at www.prc.gov,
Docket Nos. MC2017-177, CP2017-278.
Stanley F. Mires,
Attorney, Federal Compliance.
[FR Doc. 2017-17888 Filed 8-23-17; 8:45 am]
BILLING CODE 7710-12-P