New Postal Products, 55917-55918 [2018-24392]
Download as PDF
Federal Register / Vol. 83, No. 217 / Thursday, November 8, 2018 / Notices
via telephone, and the dial in number
will be posted on the Commission’s
website at https://www.prc.gov. Part of
the meeting will be closed.
MATTERS TO BE CONSIDERED: The agenda
for the Commission’s December 17,
2018 meeting includes the items
identified below.
Portions Open to the Public
1. Report from the Office of Public
Affairs and Government Relations.
2. Report from the Office of General
Counsel.
3. Report from the Office of
Accountability and Compliance.
4. Report from the Office of the
Secretary and Administration.
5. Commissioners Vote to designate the
Vice-Chairman of the Commission
for calendar year 2019 pursuant to
39 U.S.C. 502(e).
Portions Closed to the Public
6. Discussion of pending litigation.
CONTACT PERSON FOR MORE INFORMATION:
David A. Trissell, General Counsel,
Postal Regulatory Commission, 901 New
York Avenue NW, Suite 200,
Washington, DC 20268–0001, at 202–
789–6820 (for agenda-related inquiries)
and Stacy L. Ruble, Secretary of the
Commission, at 202–789–6800 or
stacy.ruble@prc.gov (for inquiries
related to meeting location, changes in
date or time of the meeting, access for
handicapped or disabled persons, the
live-webcast, or similar matters). The
Commission’s website may also provide
information on changes in the date or
time of the meeting.
By direction of the Commission.
Stacy L. Ruble,
Secretary.
[FR Doc. 2018–24617 Filed 11–6–18; 4:15 pm]
BILLING CODE 7710–FW–P
POSTAL REGULATORY COMMISSION
[Docket No. CP2015–123]
New Postal Product
Postal Regulatory Commission.
ACTION: Notice.
AGENCY:
The Commission is noticing a
recent Postal Service filing for the
Commission’s consideration concerning
a negotiated service agreement. This
notice informs the public of the filing,
invites public comment, and takes other
administrative steps.
DATES: Comments are due: November
13, 2018.
ADDRESSES: Submit comments
electronically via the Commission’s
Filing Online system at https://
daltland on DSKBBV9HB2PROD with NOTICES
SUMMARY:
VerDate Sep<11>2014
16:51 Nov 07, 2018
Jkt 247001
www.prc.gov. Those who cannot submit
comments electronically should contact
the person identified in the FOR FURTHER
INFORMATION CONTACT section by
telephone for advice on filing
alternatives.
FOR FURTHER INFORMATION CONTACT:
David A. Trissell, General Counsel, at
202–789–6820.
SUPPLEMENTARY INFORMATION:
Table of Contents
I. Introduction
II. Docketed Proceeding(s)
I. Introduction
The Commission gives notice that the
Postal Service filed request(s) for the
Commission to consider matters related
to negotiated service agreement(s). The
request(s) may propose the addition or
removal of a negotiated service
agreement from the market dominant or
the competitive product list, or the
modification of an existing product
currently appearing on the market
dominant or the competitive product
list.
Section II identifies the docket
number(s) associated with each Postal
Service request, the title of each Postal
Service request, the request’s acceptance
date, and the authority cited by the
Postal Service for each request. For each
request, the Commission appoints an
officer of the Commission to represent
the interests of the general public in the
proceeding, pursuant to 39 U.S.C. 505
(Public Representative). Section II also
establishes comment deadline(s)
pertaining to each request.
The public portions of the Postal
Service’s request(s) can be accessed via
the Commission’s website (https://
www.prc.gov). Non-public portions of
the Postal Service’s request(s), if any,
can be accessed through compliance
with the requirements of 39 CFR
3007.301.1
The Commission invites comments on
whether the Postal Service’s request(s)
in the captioned docket(s) are consistent
with the policies of title 39. For
request(s) that the Postal Service states
concern market dominant product(s),
applicable statutory and regulatory
requirements include 39 U.S.C. 3622, 39
U.S.C. 3642, 39 CFR part 3010, and 39
CFR part 3020, subpart B. For request(s)
that the Postal Service states concern
competitive product(s), applicable
statutory and regulatory requirements
include 39 U.S.C. 3632, 39 U.S.C. 3633,
39 U.S.C. 3642, 39 CFR part 3015, and
1 See Docket No. RM2018–3, Order Adopting
Final Rules Relating to Non-Public Information,
June 27, 2018, Attachment A at 19–22 (Order No.
4679).
PO 00000
Frm 00067
Fmt 4703
Sfmt 4703
55917
39 CFR part 3020, subpart B. Comment
deadline(s) for each request appear in
section II.
II. Docketed Proceeding(s)
1. Docket No(s).: CP2015–123; Filing
Title: USPS Notice of Amendment to
Priority Mail Express & Priority Mail
Contract 20, filed Under Seal; Filing
Acceptance Date: November 2, 2018,
2018; Filing Authority: 39 U.S.C. 3642,
39 CFR 3020.30 et seq., and 39 CFR
3015.5; Public Representative:
Christopher C. Mohr; Comments Due:
November 13, 2018.
This Notice will be published in the
Federal Register.
Stacy L. Ruble,
Secretary.
[FR Doc. 2018–24444 Filed 11–7–18; 8:45 am]
BILLING CODE 7710–FW–P
POSTAL REGULATORY COMMISSION
[Docket No. CP2015–61; Order No. 4870]
New Postal Products
Postal Regulatory Commission.
Notice.
AGENCY:
ACTION:
The Commission is revising
the comment due date.
DATES: Comments are due: November 5,
2018.
ADDRESSES: Submit comments
electronically via the Commission’s
Filing Online system at https://
www.prc.gov. Those who cannot submit
comments electronically should contact
the person identified in the FOR FURTHER
INFORMATION CONTACT section by
telephone for advice on filing
alternatives.
SUMMARY:
FOR FURTHER INFORMATION CONTACT:
David A. Trissell, General Counsel, at
202–789–6820.
SUPPLEMENTARY INFORMATION:
Table of Contents
I. Introduction
In Order No. 2480, the Commission
approved the Priority Mail Express &
Priority Mail Contract 18 negotiated
service agreement (Existing
Agreement).1 On October 29, 2018, the
Postal Service filed notice that it has
agreed to the Amendment to the
Existing Agreement.2 On October 30,
1 See Docket Nos. MC2015–49 and CP2015–61,
Order Adding Priority Mail Express & Priority Mail
Contract 18 to the Competitive Product List, May
12, 2015 (Order No. 2480).
2 USPS Notice of Amendment to Priority Mail
Express & Priority Mail Contract 18, Filed Under
Seal, October 29, 2018 (Notice). The amendment is
an attachment to the Notice (Amendment).
E:\FR\FM\08NON1.SGM
08NON1
55918
Federal Register / Vol. 83, No. 217 / Thursday, November 8, 2018 / Notices
2018, the Commission issued a notice
reopening this docket to consider the
Amendment, appointing a Public
Representative, and providing interested
persons with an opportunity to
comment.3
The Commission set the deadline for
comments as November 6, 2018. Notice
Initiating Dockets at 2. However, the
Existing Agreement expires November
8, 2018,4 and the Amendment extending
the agreement, if approved, would not
take effect until two days after the
Commission completes its review.
Notice, Attachment A at 1. Under the
current schedule, the soonest the
Commission could issue a decision on
the Amendment is November 7, 2018,
which would cause the Existing
Agreement to expire before the
Amendment could take effect.
To permit the Commission time to
review the comments and issue an order
on the Amendment at least two days
before the Existing Agreement expires,
the deadline for comments is revised to
November 5, 2018.
It is ordered:
1. The deadline to submit comments
is revised to November 5, 2018.
2. The Secretary shall arrange for
publication of this order in the Federal
Register.
By the Commission.
Stacy L. Ruble,
Secretary.
[FR Doc. 2018–24392 Filed 11–7–18; 8:45 am]
BILLING CODE 7710–FW–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–84524; File No. SR–OCC–
2018–014]
Self-Regulatory Organizations; The
Options Clearing Corporation; Notice
of Filing of Proposed Rule Change, as
Modified by Partial Amendment No. 1,
Related to The Options Clearing
Corporation’s Margin Methodology for
Incorporating Variations in Implied
Volatility
November 2, 2018.
daltland on DSKBBV9HB2PROD with NOTICES
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Exchange Act’’ or ‘‘Act’’),1 and Rule
19b–4 thereunder,2 notice is hereby
given that on October 22, 2018, The
3 Notice
Initiating Docket(s) for Recent Postal
Service Negotiated Service Agreement Filings,
October 30, 2018 (Notice Initiating Dockets).
4 USPS Notice of Extension of Priority Mail
Express & Priority Mail Contract 18, July 27, 2018,
at 1.
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
VerDate Sep<11>2014
16:51 Nov 07, 2018
Jkt 247001
Options Clearing Corporation (‘‘OCC’’)
filed with the Securities and Exchange
Commission (‘‘SEC’’ or ‘‘Commission’’)
the proposed rule change as described
in Items I, II, and III below, which Items
have been prepared by OCC. On October
30, 2018, OCC filed Partial Amendment
No. 1 to the proposed rule change.3 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 is filed in
connection with proposed changes to
enhance OCC’s model for incorporating
variations in implied volatility within
OCC’s margin methodology (‘‘Implied
Volatility Model’’), the System for
Theoretical Analysis and Numerical
Simulations (‘‘STANS’’).4 The proposed
changes to OCC’s Margins Methodology
document are contained in confidential
Exhibit 5 of the filing. Material
proposed to be added is marked by
underlining and material proposed to be
deleted is marked by strikethrough text.
The proposed changes are described in
detail in Item 3 below. The proposed
rule change does not require any
changes to the text of OCC’s By-Laws or
Rules. The proposed rule change is
available on OCC’s website at https://
www.theocc.com/about/publications/
bylaws.jsp. All terms with initial
capitalization that are not otherwise
defined herein have the same meaning
as set forth in the OCC By-Laws and
Rules.5
II. Clearing Agency’s Statement of the
Purpose of, and Statutory Basis for, the
Proposed Rule Change
In its filing with the Commission,
OCC 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. OCC has prepared
summaries, set forth in sections (A), (B),
and (C) below, of the most significant
aspects of these statements.
3 In Partial Amendment No. 1, OCC corrected
errors in Exhibits 1A and 5 without changing the
substance of the proposed rule change.
4 OCC also has filed an advance notice with the
Commission in connection with the proposed
changes. See SR–OCC–2018–804.
5 OCC’s By-Laws and Rules can be found on
OCC’s public website: https://optionsclearing.com/
about/publications/bylaws.jsp.
PO 00000
Frm 00068
Fmt 4703
Sfmt 4703
(A) Clearing Agency’s Statement of the
Purpose of, and Statutory Basis for, the
Proposed Rule Change
(1) Purpose
Background
STANS Overview
STANS is OCC’s proprietary risk
management system for calculating
Clearing Member margin requirements.6
The STANS methodology utilizes largescale Monte Carlo simulations to
forecast price and volatility movements
in determining a Clearing Member’s
margin requirement.7 STANS margin
requirements are calculated at the
portfolio level of Clearing Member
accounts with positions in marginable
securities and consists of an estimate of
two primary components: A base
component and a stress test add-on
component. The base component is an
estimate of a 99% expected shortfall 8
over a two-day time horizon. The
concentration/dependence stress test
charge is obtained by considering
increases in the expected margin
shortfall for an account that would
occur due to (i) market movements that
are especially large and/or in which
certain risk factors would exhibit perfect
or zero correlations rather than
correlations otherwise estimated using
historical data or (ii) extreme and
adverse idiosyncratic movements for
individual risk factors to which the
account is particularly exposed. The
STANS methodology is used to measure
the exposure of portfolios of options and
futures cleared by OCC and cash
instruments in margin collateral.9
The econometric models underlying
STANS currently incorporate a number
of risk factors. A ‘‘risk factor’’ within
OCC’s margin system is defined as a
product or attribute whose historical
data is used to estimate and simulate the
risk for an associated product. The
majority of risk factors utilized in the
6 See Securities Exchange Act Release No. 53322
(February 15, 2006), 71 FR 9403 (February 23, 2006)
(SR–OCC–2004–20). A detailed description of the
STANS methodology is available at https://
optionsclearing.com/risk-management/margins/.
7 See OCC Rule 601.
8 The expected shortfall component is established
as the estimated average of potential losses higher
than the 99% value at risk threshold. The term
‘‘value at risk’’ or ‘‘VaR’’ refers to a statistical
technique that, generally speaking, is used in risk
management to measure the potential risk of loss for
a given set of assets over a particular time horizon.
9 OCC notes that, pursuant to OCC Rule 601(e)(1),
OCC also calculates initial margin requirements for
segregated futures accounts using the Standard
Portfolio Analysis of Risk Margin Calculation
System (‘‘SPAN’’). No changes are proposed to
OCC’s use of SPAN because the proposed changes
do not concern futures. See Securities Exchange Act
Release No. 72331 (June 5, 2014), 79 FR 33607 (June
11, 2014) (SR–OCC–2014–13).
E:\FR\FM\08NON1.SGM
08NON1
Agencies
[Federal Register Volume 83, Number 217 (Thursday, November 8, 2018)]
[Notices]
[Pages 55917-55918]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2018-24392]
-----------------------------------------------------------------------
POSTAL REGULATORY COMMISSION
[Docket No. CP2015-61; Order No. 4870]
New Postal Products
AGENCY: Postal Regulatory Commission.
ACTION: Notice.
-----------------------------------------------------------------------
SUMMARY: The Commission is revising the comment due date.
DATES: Comments are due: November 5, 2018.
ADDRESSES: Submit comments electronically via the Commission's Filing
Online system at https://www.prc.gov. Those who cannot submit comments
electronically should contact the person identified in the FOR FURTHER
INFORMATION CONTACT section by telephone for advice on filing
alternatives.
FOR FURTHER INFORMATION CONTACT: David A. Trissell, General Counsel, at
202-789-6820.
SUPPLEMENTARY INFORMATION:
Table of Contents
I. Introduction
In Order No. 2480, the Commission approved the Priority Mail
Express & Priority Mail Contract 18 negotiated service agreement
(Existing Agreement).\1\ On October 29, 2018, the Postal Service filed
notice that it has agreed to the Amendment to the Existing
Agreement.\2\ On October 30,
[[Page 55918]]
2018, the Commission issued a notice reopening this docket to consider
the Amendment, appointing a Public Representative, and providing
interested persons with an opportunity to comment.\3\
---------------------------------------------------------------------------
\1\ See Docket Nos. MC2015-49 and CP2015-61, Order Adding
Priority Mail Express & Priority Mail Contract 18 to the Competitive
Product List, May 12, 2015 (Order No. 2480).
\2\ USPS Notice of Amendment to Priority Mail Express & Priority
Mail Contract 18, Filed Under Seal, October 29, 2018 (Notice). The
amendment is an attachment to the Notice (Amendment).
\3\ Notice Initiating Docket(s) for Recent Postal Service
Negotiated Service Agreement Filings, October 30, 2018 (Notice
Initiating Dockets).
---------------------------------------------------------------------------
The Commission set the deadline for comments as November 6, 2018.
Notice Initiating Dockets at 2. However, the Existing Agreement expires
November 8, 2018,\4\ and the Amendment extending the agreement, if
approved, would not take effect until two days after the Commission
completes its review. Notice, Attachment A at 1. Under the current
schedule, the soonest the Commission could issue a decision on the
Amendment is November 7, 2018, which would cause the Existing Agreement
to expire before the Amendment could take effect.
---------------------------------------------------------------------------
\4\ USPS Notice of Extension of Priority Mail Express & Priority
Mail Contract 18, July 27, 2018, at 1.
---------------------------------------------------------------------------
To permit the Commission time to review the comments and issue an
order on the Amendment at least two days before the Existing Agreement
expires, the deadline for comments is revised to November 5, 2018.
It is ordered:
1. The deadline to submit comments is revised to November 5, 2018.
2. The Secretary shall arrange for publication of this order in the
Federal Register.
By the Commission.
Stacy L. Ruble,
Secretary.
[FR Doc. 2018-24392 Filed 11-7-18; 8:45 am]
BILLING CODE 7710-FW-P