Submission for OMB Review; Comment Request, 43063-43064 [2017-19446]
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Federal Register / Vol. 82, No. 176 / Wednesday, September 13, 2017 / Notices
maintain and enforce written policies
and procedures reasonably designed to
cover its credit exposures to its
participants by establishing a risk-based
margin system that, at a minimum
considers, and produces margin levels
commensurate with, the risks and
particular attributes of each relevant
product, portfolio, and market; and uses
an appropriate method for measuring
credit exposure that accounts for
relevant product risk factors and
portfolio effects across products.23
As described above, NSCC faces
specific wrong-way risk where it acts as
central counterparty to Member
transactions in family-issued securities.
To help address this risk, NSCC applies
the FIS Charge in calculating the
Member’s required margin. Specifically,
the FIS Charge is a component of the
margin that NSCC calculates and
collects using a risk-based margin
methodology that is designed to help
maintain the coverage of NSCC’s credit
exposures to its Members at a
confidence level of at least 99 percent.
The FIS Charge is tailored to consider
both the value and type of family-issued
securities held by the Member, as well
as the credit risk presented by the
Member, as calculated by NSCC.
However, currently, the FIS Charge is
assessed only against Members on the
Watch List because of the additional
credit risk presented by such Members.
Nevertheless, all Members, not just
Members on the Watch List, present
specific wrong-way risk. As such, NSCC
proposes to expand the FIS Charge to all
Members, while maintaining the
relation between the FIS Charge and the
Member’s credit risk. Specifically,
NSCC proposes to apply the FIS Charge
to fixed-income securities that are
family-issued securities of non-Watch
List Members at a rate of no less than
40 percent, and to equities that are
family-issued securities of non-Watch
List Members at a rate of no less than
50 percent. Although NSCC proposes to
apply a lesser percentage rate to nonWatch List Members than some Watch
List Members, the proposed rate is
designed to more accurately reflect the
risks posed than what is reflected in a
VaR Charge.
Because the expanded FIS Charge also
would be a tailored component of the
margin that NSCC collects from nonWatch List Members to help cover
NSCC credit exposure to such Members,
as the charge would be based on
different product risk factors with
respect to equity and fixed-income
securities, as described above, the
Commission believes that the proposed
23 17
CFR 240.17Ad–22(e)(6)(i) and (e)(6)(v).
VerDate Sep<11>2014
17:34 Sep 12, 2017
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changes in the Proposed Rule Change
are consistent with Rule 17Ad–
22(e)(6)(i) and (e)(6)(v) under the Act.24
III. Conclusion
On the basis of the foregoing, the
Commission finds that the Proposed
Rule Change is consistent with the
requirements of the Act, in particular
the requirements of Section 17A of the
Act 25 and the rules and regulations
promulgated thereunder.
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act, that
proposed rule change SR–NSCC–2017–
010 be and hereby is APPROVED as of
the date of this order or the date of a
notice by the Commission authorizing
NSCC to implement its related advance
notice proposal (SR–NSCC–2017–804),
whichever is later.26
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.27
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–19379 Filed 9–12–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
Submission for OMB Review;
Comment Request
Upon Written Request, Copies Available
From: Securities and Exchange
Commission, Office of FOIA Services,
100 F Street NE., Washington, DC
20549–2736.
Extension:
Rule 38a–1, OMB Control No. 3235–0586,
SEC File No. 270–522.
Notice is hereby given that, pursuant
to the Paperwork Reduction Act of 1995
(44 U.S.C. 3501 et seq.), the Securities
and Exchange Commission (the
‘‘Commission’’) has submitted to the
Office of Management and Budget a
request for extension of the previously
approved collection of information
discussed below.
Rule (17 CFR 270.38a–1) under the
Investment Company Act of 1940 (15
U.S.C. 80a) (‘‘Investment Company
Act’’) is intended to protect investors by
fostering better fund compliance with
securities laws. The rule requires every
registered investment company and
business development company
(‘‘fund’’) to: (i) Adopt and implement
24 Id.
25 15
U.S.C. 78q–1.
approving the Proposed Rule Change, the
Commission considered the proposal’s impact on
efficiency, competition, and capital formation. 15
U.S.C. 78c(f).
27 17 CFR 200.30–3(a)(12).
26 In
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43063
written policies and procedures
reasonably designed to prevent
violations of the federal securities laws
by the fund, including procedures for
oversight of compliance by each
investment adviser, principal
underwriter, administrator, and transfer
agent of the fund; (ii) obtain the fund
board of directors’ approval of those
policies and procedures; (iii) annually
review the adequacy of those policies
and procedures and the policies and
procedures of each investment adviser,
principal underwriter, administrator,
and transfer agent of the fund, and the
effectiveness of their implementation;
(iv) designate a chief compliance officer
to administer the fund’s policies and
procedures and prepare an annual
report to the board that addresses
certain specified items relating to the
policies and procedures; and (v)
maintain for five years the compliance
policies and procedures and the chief
compliance officer’s annual report to the
board.
The rule contains certain information
collection requirements that are
designed to ensure that funds establish
and maintain comprehensive, written
internal compliance programs. The
information collections also assist the
Commission’s examination staff in
assessing the adequacy of funds’
compliance programs.
While Rule 38a–1 requires each fund
to maintain written policies and
procedures, most funds are located
within a fund complex. The experience
of the Commission’s examination and
oversight staff suggests that each fund in
a complex is able to draw extensively
from the fund complex’s ‘‘master’’
compliance program to assemble
appropriate compliance policies and
procedures. Many fund complexes
already have written policies and
procedures documenting their
compliance programs. Further, a fund
needing to develop or revise policies
and procedures on one or more topics
in order to achieve a comprehensive
compliance program can draw on a
number of outlines and model programs
available from a variety of industry
representatives, commentators, and
organizations.
There are approximately 4,133 funds
subject to Rule 38a–1. Among these
funds, 97 were newly registered in the
past year. These 97 funds, therefore,
were required to adopt and document
the policies and procedures that make
up their compliance programs.
Commission staff estimates that the
average annual hour burden for a fund
to adopt and document these policies
and procedures is 105 hours. Thus, we
estimate that the aggregate annual
E:\FR\FM\13SEN1.SGM
13SEN1
sradovich on DSK3GMQ082PROD with NOTICES
43064
Federal Register / Vol. 82, No. 176 / Wednesday, September 13, 2017 / Notices
burden hours associated with the
adoption and documentation
requirement is 10,185 hours.
All funds are required to conduct an
annual review of the adequacy of their
existing policies and procedures and the
policies and procedures of each
investment adviser, principal
underwriter, administrator, and transfer
agent of the fund, and the effectiveness
of their implementation. In addition,
each fund chief compliance officer is
required to prepare an annual report
that addresses the operation of the
policies and procedures of the fund and
the policies and procedures of each
investment adviser, principal
underwriter, administrator, and transfer
agent of the fund, any material changes
made to those policies and procedures
since the date of the last report, any
material changes to the policies and
procedures recommended as a result of
the annual review, and certain
compliance matters that occurred since
the date of the last report. The staff
estimates that each fund spends 49
hours per year, on average, conducting
the annual review and preparing the
annual report to the board of directors.
Thus, we estimate that the annual
aggregate burden hours associated with
the annual review and annual report
requirement is 202,517 hours.
Finally, the staff estimates that each
fund spends 6 hours annually, on
average, maintaining the records
required by proposed Rule 38a–1. Thus,
the annual aggregate burden hours
associated with the recordkeeping
requirement is 24,798 hours.
In total, the staff estimates that the
aggregate annual information collection
burden of Rule 38a–1 is 237,500 hours.
The estimate of burden hours is made
solely for the purposes of the Paperwork
Reduction Act. The estimate is not
derived from a comprehensive or even
a representative survey or study of the
costs of Commission rules. Complying
with this collection of information
requirement is mandatory. Responses
will not be kept confidential. An agency
may not conduct or sponsor, and a
person is not required to respond to, a
collection of information unless it
displays a currently valid control
number.
The public may view the background
documentation for this information
collection at the following Web site,
www.reginfo.gov. Comments should be
directed to: (i) Desk Officer for the
Securities and Exchange Commission,
Office of Information and Regulatory
Affairs, Office of Management and
Budget, Room 10102, New Executive
Office Building, Washington, DC 20503,
or by sending an email to: Shagufta_
VerDate Sep<11>2014
17:34 Sep 12, 2017
Jkt 241001
Ahmed@omb.eop.gov; and (ii) Pamela
Dyson, Director/Chief Information
Officer, Securities and Exchange
Commission, c/o Remi Pavlik-Simon,
100 F Street NE., Washington, DC 20549
or send an email to: PRA_Mailbox@
sec.gov. Comments must be submitted to
OMB within 30 days of this notice.
Dated: September 8, 2017.
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–19446 Filed 9–12–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–81549; File No. SR–
NYSEAMER–2017–08]
Self-Regulatory Organizations; NYSE
American LLC; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change To Modify the NYSE
American Options Fee Schedule
September 7, 2017.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that, on August
31, 2017, NYSE American LLC (the
‘‘Exchange’’ or ‘‘NYSE American’’) filed
with the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III below, which Items
have been prepared by the selfregulatory organization. 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 modify the
NYSE American Options Fee Schedule.
The proposed change is available on the
Exchange’s Web site at www.nyse.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
self-regulatory organization 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 those statements may be examined at
1 15
U.S.C. 78s(b)(1).
U.S.C. 78a.
3 17 CFR 240.19b–4.
2 15
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Fmt 4703
Sfmt 4703
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 the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of this filing is to amend
the Fee Schedule effective September 1,
2017. Specifically, the Exchange
proposes to modify the surcharge that is
applied to certain Complex Orders
executed on the Exchange.
Currently, the Exchange imposes a
$0.05 per contract surcharge for any
Electronic Non-Customer Complex
Order that executes against a Customer
Complex Order, regardless of whether
the execution occurs in a Complex
Order Auction (the ‘‘Surcharge’’).4 The
Exchange proposes to modify the
Surcharge to $0.10 per contract, which
surcharge is comparable to charges
imposed by other options exchanges.5
For clarity, the Exchange also proposes
to make clear that the Surcharge is
applied on a ‘‘per contract’’ basis.6
Additionally, to encourage ATP
Holders to transact additional NonCustomer Complex Orders on the
Exchange, the Exchange proposes to
offer a reduced Surcharge for those ATP
Holders that meet a certain volume
threshold. Specifically, the Exchange
proposes to reduce the per contract
surcharge to $0.07 for any ATP Holder
that transacts at least 0.20% of Total
Industry Customer equity and ETF
option average daily volume (or
TCADV) of Electronic Non-Customer
Complex Order Executions in a month.
Finally, the Exchange proposes to add
‘‘TCADV’’ as a defined term in the Key
4 See Fee Schedule, Section I.A., n. 6, available
here, https://www.nyse.com/publicdocs/nyse/
markets/american-options/NYSE_American_
Options_Fee_Schedule.pdf. Per the Fee Schedule, a
‘‘Customer’’ is an individual or organization that is
not a Broker-Dealer, per Rule 900.2NY(18); and is
not a Professional Customer; and a ‘‘Non-Customer’’
is anyone who is not a Customer. See id., Fee
Schedule, Key Terms and Definitions. Thus, NonCustomers include Specialists, e-Specialists,
Directed Order Market Makers, Firms, Broker
Dealers, and Professional Customers. The Exchange
notes that Firm Facilitation trades are not electronic
and are therefore not subject to the Surcharge.
5 See MIAX Options fee schedule, available here,
https://www.miaxoptions.com/sites/default/files/
fee_schedule-files/MIAX_Options_Fee_Schedule_
08072017.pdf (imposing a $0.10 on certain complex
orders). See also The Chicago Board Options
Exchange, Inc. (‘‘CBOE’’) fee schedule, available
here, https://www.cboe.com/publish/feeschedule/
CBOEFeeSchedule.pdf, at n. 35 (same).
6 See proposed Fee Schedule, Section I.A., n. 6.
The Exchange also proposes to correct a
typographical error referring to ‘‘a CUBE Auctions’’
by removing the word ‘‘a.’’ See id.
E:\FR\FM\13SEN1.SGM
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Agencies
[Federal Register Volume 82, Number 176 (Wednesday, September 13, 2017)]
[Notices]
[Pages 43063-43064]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-19446]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
Submission for OMB Review; Comment Request
Upon Written Request, Copies Available From: Securities and Exchange
Commission, Office of FOIA Services, 100 F Street NE., Washington, DC
20549-2736.
Extension:
Rule 38a-1, OMB Control No. 3235-0586, SEC File No. 270-522.
Notice is hereby given that, pursuant to the Paperwork Reduction
Act of 1995 (44 U.S.C. 3501 et seq.), the Securities and Exchange
Commission (the ``Commission'') has submitted to the Office of
Management and Budget a request for extension of the previously
approved collection of information discussed below.
Rule (17 CFR 270.38a-1) under the Investment Company Act of 1940
(15 U.S.C. 80a) (``Investment Company Act'') is intended to protect
investors by fostering better fund compliance with securities laws. The
rule requires every registered investment company and business
development company (``fund'') to: (i) Adopt and implement written
policies and procedures reasonably designed to prevent violations of
the federal securities laws by the fund, including procedures for
oversight of compliance by each investment adviser, principal
underwriter, administrator, and transfer agent of the fund; (ii) obtain
the fund board of directors' approval of those policies and procedures;
(iii) annually review the adequacy of those policies and procedures and
the policies and procedures of each investment adviser, principal
underwriter, administrator, and transfer agent of the fund, and the
effectiveness of their implementation; (iv) designate a chief
compliance officer to administer the fund's policies and procedures and
prepare an annual report to the board that addresses certain specified
items relating to the policies and procedures; and (v) maintain for
five years the compliance policies and procedures and the chief
compliance officer's annual report to the board.
The rule contains certain information collection requirements that
are designed to ensure that funds establish and maintain comprehensive,
written internal compliance programs. The information collections also
assist the Commission's examination staff in assessing the adequacy of
funds' compliance programs.
While Rule 38a-1 requires each fund to maintain written policies
and procedures, most funds are located within a fund complex. The
experience of the Commission's examination and oversight staff suggests
that each fund in a complex is able to draw extensively from the fund
complex's ``master'' compliance program to assemble appropriate
compliance policies and procedures. Many fund complexes already have
written policies and procedures documenting their compliance programs.
Further, a fund needing to develop or revise policies and procedures on
one or more topics in order to achieve a comprehensive compliance
program can draw on a number of outlines and model programs available
from a variety of industry representatives, commentators, and
organizations.
There are approximately 4,133 funds subject to Rule 38a-1. Among
these funds, 97 were newly registered in the past year. These 97 funds,
therefore, were required to adopt and document the policies and
procedures that make up their compliance programs. Commission staff
estimates that the average annual hour burden for a fund to adopt and
document these policies and procedures is 105 hours. Thus, we estimate
that the aggregate annual
[[Page 43064]]
burden hours associated with the adoption and documentation requirement
is 10,185 hours.
All funds are required to conduct an annual review of the adequacy
of their existing policies and procedures and the policies and
procedures of each investment adviser, principal underwriter,
administrator, and transfer agent of the fund, and the effectiveness of
their implementation. In addition, each fund chief compliance officer
is required to prepare an annual report that addresses the operation of
the policies and procedures of the fund and the policies and procedures
of each investment adviser, principal underwriter, administrator, and
transfer agent of the fund, any material changes made to those policies
and procedures since the date of the last report, any material changes
to the policies and procedures recommended as a result of the annual
review, and certain compliance matters that occurred since the date of
the last report. The staff estimates that each fund spends 49 hours per
year, on average, conducting the annual review and preparing the annual
report to the board of directors. Thus, we estimate that the annual
aggregate burden hours associated with the annual review and annual
report requirement is 202,517 hours.
Finally, the staff estimates that each fund spends 6 hours
annually, on average, maintaining the records required by proposed Rule
38a-1. Thus, the annual aggregate burden hours associated with the
recordkeeping requirement is 24,798 hours.
In total, the staff estimates that the aggregate annual information
collection burden of Rule 38a-1 is 237,500 hours. The estimate of
burden hours is made solely for the purposes of the Paperwork Reduction
Act. The estimate is not derived from a comprehensive or even a
representative survey or study of the costs of Commission rules.
Complying with this collection of information requirement is mandatory.
Responses will not be kept confidential. An agency may not conduct or
sponsor, and a person is not required to respond to, a collection of
information unless it displays a currently valid control number.
The public may view the background documentation for this
information collection at the following Web site, www.reginfo.gov.
Comments should be directed to: (i) Desk Officer for the Securities and
Exchange Commission, Office of Information and Regulatory Affairs,
Office of Management and Budget, Room 10102, New Executive Office
Building, Washington, DC 20503, or by sending an email to:
Shagufta_Ahmed@omb.eop.gov; and (ii) Pamela Dyson, Director/Chief
Information Officer, Securities and Exchange Commission, c/o Remi
Pavlik-Simon, 100 F Street NE., Washington, DC 20549 or send an email
to: PRA_Mailbox@sec.gov. Comments must be submitted to OMB within 30
days of this notice.
Dated: September 8, 2017.
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017-19446 Filed 9-12-17; 8:45 am]
BILLING CODE 8011-01-P