Sunshine Act Meetings, 949 [2020-00168]
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Federal Register / Vol. 85, No. 5 / Wednesday, January 8, 2020 / Notices
jbell on DSKJLSW7X2PROD with NOTICES
that, as applicable, considers, and
produces margin levels commensurate
with, the risks and particular attributes
of each relevant product, portfolio, and
market.12 As noted above, LCH SA is
proposing to amend its CDSClear Risk
Methodology in order to allow Index
Basis Packages margining as a single
instrument as long as it meets the
criteria noted above. As a result, LCH
SA would amend its Spread Margin and
Liquidity Charge Margin so that these
margin requirements reflect a single
rather than separate trades, which may
result in a lower level of margin being
collected. The Commission believes that
these changes would help ensure that
LCH SA’s margin requirements are
commensurate with the risks associated
with clearing Index Basis Packages,
including by reflecting the lower risk
levels commensurate with Index Basis
Packages viewed as a single instrument,
as opposed to the individual component
instruments that make up the Index
Basis Package.
Therefore, for the above reasons the
Commission finds that the proposed
rule change is consistent with Rule
17Ad–22(e)(6)(i).13
C. Consistency With Rule 17Ad–
22(e)(6)(iii)
Rule 17Ad–22(e)(6)(iii) requires a
covered clearing agency that provides
central counterparty services to cover its
credit exposures to its participants by
establishing a risk-based margin system
that, as applicable, calculates margin
sufficient to cover its potential future
exposure to participants in the interval
between the last margin collection and
the close out of positions following a
participant default.14 As noted above,
with respect to the liquidity charge
margin, LCH SA proposes to charge a
specific bid/ask spread for each Index
family underlying an Index Basis
Package identified as such, rather than
use the current Liquidity Charge Margin
algorithm based on charging bid/ask
spreads for each individual component
in the package taken independently.
These proposed changes reflect that, in
the event of a Clearing Member default,
Index Basis Packages most likely would
be sold off as a single instrument in a
dedicated auction, rather than broken
apart into individual components with
each component instrument sold in an
independent auction. By helping to
ensure that the liquidity charge margin
applied to Index Basis Packages would
be commensurate with the risks
associated with clearing Index Basis
12 17
CFR 240.17Ad–22(e)(6)(i).
CFR 240.17Ad–22(e)(6)(i).
14 17 CFR 240.17Ad–22(e)(6)(iii).
13 17
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17:18 Jan 07, 2020
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Packages, the Commission believes that
the proposed rule change would be
consistent with the requirement to have
margin sufficient to cover potential
future exposure to participants in the
interval between the last margin
collection and the close out of positions
following a participant default.
IV. Conclusion
On the basis of the foregoing, the
Commission finds that the proposed
rule change is consistent with the
requirements of the Act, and in
particular, with the requirements of
Section 17A(b)(3)(F) of the Act 15 and
Rules 17Ad–22(e)(6)(i) and (iii)
thereunder.16
It is therefore ordered pursuant to
Section 19(b)(2) of the Act 17 that the
proposed rule change (SR–LCH SA–
2019–009), be, and hereby is,
approved.18
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.19
J. Matthew DeLesDernier,
Assistant Secretary.
[FR Doc. 2020–00062 Filed 1–7–20; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
Sunshine Act Meetings
Notice is hereby given,
pursuant to the provisions of the
Government in the Sunshine Act, Public
Law 94–409, that the Securities and
Exchange Commission Asset
Management Advisory Committee
(‘‘AMAC’’) will hold a public meeting
on Tuesday, January 14, 2020 at 9:00
a.m.
PLACE: The meeting will be held in
Multi-Purpose Room LL–006 at the
Commission’s headquarters, 100 F
Street NE, Washington, DC.
STATUS: The meeting will begin at 9:00
a.m. and will be open to the public.
Seating will be on a first-come, firstserved basis. Doors will open at 8:30
a.m. Visitors will be subject to security
checks. The meeting will be webcast on
the Commission’s website at
www.sec.gov.
MATTERS TO BE CONSIDERED: On
December 30, 2019, the Commission
TIME AND DATE:
15 15
U.S.C. 78q–1(b)(3)(F).
CFR 240.17Ad–22(e)(6)(i) and (iii).
17 15 U.S.C. 78s(b)(2).
18 In approving the proposed rule change, the
Commission considered the proposal’s impact on
efficiency, competition, and capital formation. 15
U.S.C. 78c(f).
19 17 CFR 200.30–3(a)(12).
16 17
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949
published notice of the Committee
meeting (Release No. 34–87835),
indicating that the meeting is open to
the public and inviting the public to
submit written comments to the
Committee. This Sunshine Act notice is
being issued because a majority of the
Commission may attend the meeting.
The meeting will include a discussion
of various aspects of the asset
management industry as well as
administrative items.
CONTACT PERSON FOR MORE INFORMATION:
For further information, please contact
Vanessa A. Countryman from the Office
of the Secretary at (202) 551–5400.
Dated: January 6, 2020.
Vanessa A. Countryman,
Secretary.
[FR Doc. 2020–00168 Filed 1–6–20; 4:15 pm]
BILLING CODE 8011–01–P
SURFACE TRANSPORTATION BOARD
[Docket No. FD 36372]
Union Pacific Railroad Company—
Temporary Trackage Rights
Exemption—BNSF Railway Company
Union Pacific Railroad Company
(UP), a Class I rail carrier, has filed a
verified notice of exemption under 49
CFR 1180.2(d)(8) for the acquisition of
temporary overhead trackage rights over
an approximately 51.7-mile rail line of
BNSF Railway Company (BNSF)
between milepost 579.3 near Mill Creek,
Okla., on BNSF’s Creek Subdivision and
milepost 631.0 near Joe Junction, Tex.,
on BNSF’s Madill Subdivision, pursuant
to the terms of a Temporary Trackage
Rights Agreement (Agreement).1
UP states that the purpose of the
temporary trackage rights is to permit it
to move empty and loaded unit ballast
trains solely for UP’s maintenance of
way projects. The Agreement provides
that the trackage rights are temporary in
nature and are scheduled to expire on
December 31, 2020.
The transaction may be consummated
on or after January 22, 2020, the
effective date of the exemption (30 days
after the verified notice was filed).
As a condition to this exemption, any
employees affected by the acquisition of
the temporary trackage rights will be
protected by the conditions imposed in
Norfolk & Western Railway—Trackage
Rights—Burlington Northern, Inc., 354
I.C.C. 605 (1978), as modified in
Mendocino Coast Railway—Lease &
Operate—California Western Railroad,
360 I.C.C. 653 (1980), and any
1 A copy of the Agreement was filed with the
verified notice.
E:\FR\FM\08JAN1.SGM
08JAN1
Agencies
[Federal Register Volume 85, Number 5 (Wednesday, January 8, 2020)]
[Notices]
[Page 949]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2020-00168]
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SECURITIES AND EXCHANGE COMMISSION
Sunshine Act Meetings
TIME AND DATE: Notice is hereby given, pursuant to the provisions of
the Government in the Sunshine Act, Public Law 94-409, that the
Securities and Exchange Commission Asset Management Advisory Committee
(``AMAC'') will hold a public meeting on Tuesday, January 14, 2020 at
9:00 a.m.
PLACE: The meeting will be held in Multi-Purpose Room LL-006 at the
Commission's headquarters, 100 F Street NE, Washington, DC.
STATUS: The meeting will begin at 9:00 a.m. and will be open to the
public. Seating will be on a first-come, first-served basis. Doors will
open at 8:30 a.m. Visitors will be subject to security checks. The
meeting will be webcast on the Commission's website at www.sec.gov.
MATTERS TO BE CONSIDERED: On December 30, 2019, the Commission
published notice of the Committee meeting (Release No. 34-87835),
indicating that the meeting is open to the public and inviting the
public to submit written comments to the Committee. This Sunshine Act
notice is being issued because a majority of the Commission may attend
the meeting.
The meeting will include a discussion of various aspects of the
asset management industry as well as administrative items.
CONTACT PERSON FOR MORE INFORMATION: For further information, please
contact Vanessa A. Countryman from the Office of the Secretary at (202)
551-5400.
Dated: January 6, 2020.
Vanessa A. Countryman,
Secretary.
[FR Doc. 2020-00168 Filed 1-6-20; 4:15 pm]
BILLING CODE 8011-01-P