Joint Industry Plan; Order Approving Amendment to the National Market System Plan Governing the Consolidated Audit Trail, 45941-45943 [2020-16476]
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Federal Register / Vol. 85, No. 147 / Thursday, July 30, 2020 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.27
J. Matthew DeLesDernier,
Assistant Secretary.
[FR Doc. 2020–16472 Filed 7–29–20; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–89397; File No. 4–698]
Joint Industry Plan; Order Approving
Amendment to the National Market
System Plan Governing the
Consolidated Audit Trail
July 24, 2020.
I. Introduction
On April 14, 2020, the Operating
Committee for Consolidated Audit Trail,
LLC, on behalf of the Participants 1 to
the National Market System Plan
Governing the Consolidated Audit Trail
(the ‘‘CAT NMS Plan’’ or ‘‘Plan’’) 2 filed
with the Securities and Exchange
Commission (‘‘Commission’’ or ‘‘SEC’’)
pursuant to Section 11A(a)(3) of the
Securities Exchange Act of 1934
(‘‘Exchange Act’’),3 and Rule 608
thereunder,4 a proposed amendment
(‘‘Amendment’’) to the CAT NMS Plan
to revise data reporting requirements for
Firm Designated ID.5 The Amendment
was published for comment in the
Federal Register on June 17, 2020.6 No
comment letters were received. This
order approves the Amendment to the
Plan.
27 17
CFR 200.30–3(a)(12).
Participants are: BOX Options Exchange
LLC, Cboe BYX Exchange, Inc., Cboe BZX
Exchange, Inc., Cboe EDGA Exchange, Inc., Cboe
EDGX Exchange, Inc., Cboe C2 Options Exchange,
Inc., Cboe Exchange, Inc., Financial Industry
Regulatory Authority, Inc., Long-Term Stock
Exchange LLC, Investors’ Exchange, LLC, Miami
International Securities Exchange, LLC, MEMX
LLC, MIAX EMERALD, LLC, MIAX PEARL, LLC,
Nasdaq GEMX, LLC, Nasdaq ISE, LLC, Nasdaq
MRX, LLC, Nasdaq BX, Inc., Nasdaq PHLX LLC,
The NASDAQ Stock Market LLC, New York Stock
Exchange LLC, NYSE Arca, Inc., NYSE Chicago,
Inc., NYSE American, LLC and NYSE National, Inc.
(collectively, the ‘‘Participants,’’ ‘‘self-regulatory
organizations,’’ or ‘‘SROs’’).
2 The CAT NMS Plan was approved by the
Commission, as modified, on November 15, 2016.
See Securities Exchange Act Release No. 79318
(November 15, 2016), 81 FR 84696 (November 23,
2016) (‘‘CAT NMS Plan Approval Order’’).
3 15 U.S.C. 78k–1(a)(3).
4 17 CFR 242.608.
5 See Letter from Michael Simon, CAT NMS Plan
Operating Committee Chair, to Vanessa
Countryman, Secretary, Commission, dated April
14, 2020.
6 See Securities Exchange Act Release No. 89052
(June 11, 2020), 85 FR 36623 (‘‘Notice’’).
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II. Description of the Amendment
In the Amendment, the Participants
propose to amend the definition of
‘‘Firm Designated ID’’ to: (1) To prohibit
the use of account numbers as Firm
Designated IDs for trading accounts that
are not proprietary accounts; (2) to
require that the Firm Designated ID for
a trading account be persistent over time
for each Industry Member so that a
single account may be tracked across
time within a single Industry Member;
(3) to permit the use of relationship
identifiers as Firm Designated IDs in
certain circumstances; and (4) to permit
the use of entity identifiers as Firm
Designated IDs in certain
circumstances.7
A. Prohibition on Use of Account
Numbers
The Participants propose to amend
the definition of Firm Designated ID to
prohibit the use of account numbers as
Firm Designated IDs for accounts that
are not proprietary accounts. After
discussions with the industry, the
Participants have concluded that each
Industry Member must make its own
risk determination as to whether it
believes it is necessary to mask the
actual account number for any
proprietary account of the Industry
Member when reporting the Firm
Designated ID to CAT.
B. Persistent Firm Designated IDs
The Participants propose to amend
the definition of Firm Designated ID to
specify that Firm Designated IDs must
be unique and persistent over time,
rather than unique for each account for
each business date. Specifically, the
Participants propose to amend the
definition of ‘‘Firm Designated ID’’ in
Section 1.1 of the CAT NMS Plan so that
the definition of ‘‘Firm Designated ID’’
would read, in relevant part, as follows:
‘‘a unique and persistent identifier for
each trading account designated by
Industry Members for purposes of
providing data to the Central Repository
. . . where each such identifier is
unique among all identifiers from any
given Industry Member.’’ 8 The
7 See Notice, supra note 6, at 36626. Prior to this
amendment, ‘‘Firm Designated ID’’ was defined as
‘‘a unique identifier for each trading account
designated by Industry Members for purposes of
providing data to the Central Repository, where
each such identifier is unique among all identifiers
from any given Industry Member for each business
date.’’
8 The Participants state that if an Industry
Member assigns a new account number or entity
identifier to a client or customer due to a merger,
acquisition or some other corporate action, then the
Industry Member should create a new Firm
Designated ID to identify the new account
identifier/relationship identifier/entity identifier in
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45941
Participants state that with this change,
a single account (or relationship or
entity identifier as described below) can
be tracked across time within a single
Industry Member using the Firm
Designated ID, without requiring a
regulator to use Customer information.9
C. Relationship Identifiers
The Participants propose to amend
the definition of Firm Designated ID so
that Industry Members would be able to
provide a ‘‘relationship identifier’’ as
the Firm Designated ID when they do
not have an account number available to
their order handling and/or execution
system at the time of order receipt, but
can provide an identifier representing
the client’s trading relationship.
Specifically, the Participants propose to
amend the definition of a ‘‘Firm
Designated ID’’ in Section 1.1 of the
CAT NMS Plan to state that a Firm
Designated ID means, in part, ‘‘a unique
and persistent relationship identifier
when an Industry Member does not
have an account number available to its
order handling and/or execution system
at the time of order receipt, provided,
however, such identifier must be
masked.’’
The Participants state that
relationship identifiers are used by a
broker-dealer when it establishes the
parent relationship for a client using a
relationship identifier as opposed to an
actual parent account. The Participants
further state that a relationship
identifier is established prior to any
trading for a client and could be any of
a variety of identifiers, such as a short
name for a relevant individual or
institution. The proposed amendment
would allow Industry Members to use
relationship identifiers in circumstances
in which the account structure is not
available to an Industry Member’s
trading system at the time of order
placement. When a relationship
identifier is used instead of a parent
account, and an Industry Member places
an order on behalf of the client, any
executed trades will be kept in a firm
use at the Industry Member for the entity. In
addition, if a previously assigned Firm Designated
ID is no longer in use by an Industry Member (e.g.,
if the trading account associated with the Firm
Designated ID has been closed), then an Industry
Member may reuse the Firm Designated ID for
another trading account. The Participants represent
that the Plan Processor will maintain a history of
the use of each Firm Designated ID, including, for
example, the effective dates of the Firm Designated
ID with respect to each associated trading account.
See Notice, supra note 6, at 36625 n.9.
9 ‘‘Customer information’’ is Customer Account
Information and Customer Identifying Information
that will be captured by CAT and stored in a secure
database physically separated from the
transactional database. See CAT NMS Plan at
Section 1.1, and Appendix D, Section 9.1.
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account until they are allocated to the
proper subaccount(s) associated with
the relationship identifier.
The relationship identifier would be
required to be persistent over time and
unique among all identifiers from any
given Industry Member, similar to all
Firm Designated IDs as proposed by the
amendment. In addition, the
relationship identifier would have to be
masked, so that the relationship
identifier could not be a name or
otherwise indicate the identity of the
relationship, and the relationship
identifier could not be used alone to
reveal the identity of the relationship.10
Unlike the relationship identifier, the
entity identifier would not have to be
masked.
D. Entity Identifiers
The Participants propose to amend
the definition of Firm Designated ID so
that Industry Members could submit an
‘‘entity identifier’’ as a Firm Designated
ID when an employee of an Industry
Member with discretion over multiple
client accounts creates an aggregated
order for which a trading account
number of the Industry Member is not
available at the time of order
origination.11 Specifically, the
Participants propose to amend the
definition of Firm Designated ID by
stating that a Firm Designated ID means,
in part, ‘‘a unique and persistent entity
identifier when an employee of an
Industry Member is exercising
discretion over multiple client accounts
and creates an aggregated order for
which a trading account number of the
Industry Member is not available at the
time of order origination.’’
The proposed amendment would
allow Industry Members to use entity
identifiers in circumstances in which an
account number is not available to an
Industry Member’s trading system at the
time of order placement. Entity
identifiers are comparable to
relationship identifiers described above,
except the entity identifier represents a
firm’s discretionary relationship with
the client rather than a firm trading
account or the client. The entity
identifier would be required to be
persistent over time and unique among
all identifiers from any given Industry
Member, similar to all Firm Designated
IDs as proposed by the amendment.
A. Prohibition on Use of Account
Numbers
The Commission believes that
amending the definition of Firm
Designated ID to prohibit the use of
account numbers as the Firm Designated
IDs for accounts that are not proprietary
accounts could reduce security risks
related to CAT Data by limiting the
capture of sensitive data that could be
used to effect an unauthorized
transaction in an account. With respect
to proprietary accounts, however, the
Commission believes it is appropriate to
allow Industry Members to continue to
have the option of using account
numbers for such accounts. The
Commission understands that the
Participants have previously published
guidance stating that acceptable Firm
Designated IDs for non-proprietary
accounts may include, ‘‘without
limitation, a newly created unique
identifier or an internal only identifier
used by a broker-dealer that cannot be
used to effect a transaction.’’ 13 The
Commission believes it is appropriate to
continue to allow Industry Members to
determine whether or not to use account
numbers of proprietary accounts as Firm
Designated IDs because the risks
associated with using proprietary
account numbers do not affect
customers, and the Industry Member
can determine for itself whether the
benefits of masking such account
numbers outweigh potential drawbacks.
10 The Participants have issued guidance stating
that an acceptable Firm Designated ID can be,
without limitation, a newly created unique
identifier or an internal only identifier used by a
broker-dealer that cannot be used to effect a
transaction. In addition, Industry Members could
employ a masking methodology to mask the actual
account number prior to the submission to CAT.
See CAT NMS Plan FAQ M2, available at: https://
www.catnmsplan.com/faq.
11 The Participants provided an example of the
use of an entity identifier as a Firm Designated ID
in the Notice. See Notice, supra note 6, at 36625.
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III. Discussion and Commission
Findings
After careful review, and for the
reasons discussed below, the
Commission finds that the Amendment
is appropriate in the public interest, for
the protection of investors and the
maintenance of fair and orderly markets,
and to remove impediments to, and
perfect the mechanisms of, a national
market system or otherwise in
furtherance of the purposes of the Act.12
B. Requirement for Persistent Firm
Designated IDs
The Commission believes that the
proposed requirement that Firm
Designated IDs be unique and persistent
over time for each Industry Member is
appropriate because without such
persistence, the ability to analyze
trading activity for specific accounts (or
relationship or entity identifiers) across
time using only CAT transaction data
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12 17
CFR 242.608.
supra note 10.
13 See
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could be difficult or impossible,
reducing the utility of such data to
regulators. The Participants represent
and the Commission agrees that
requiring Firm Designated IDs would
allow a single account (or relationship
or entity identifier) to be tracked across
time within a single Industry Member
without accessing Customer
information, which is stored and
maintained separately from order and
transaction data in the CAT.
C. Relationship Identifiers and Entity
Identifiers
The Commission believes that the
proposed amendment to the definition
of Firm Designated ID that would permit
the use of relationship and entity
identifiers is appropriate because it
allows Industry Members to report
relationship and entity identifiers in a
manner consistent with existing
business practices and workflows,
rather than requiring Industry Members
to build new systems and business
processes necessary to report Firm
Designated IDs based on individual
accounts.14 The Participants represent
that relevant clients that will receive an
allocation of the execution have
established accounts prior to the trade
that satisfy relevant regulatory
obligations for opening accounts, such
as Know Your Customer and other
customer obligations.15 The
Commission believes that the use of
relationship and entity identifiers,
because they must persistent over time
and be unique, is designed to allow
regulatory users to track clients and
entities across time within a single
Industry Member.
For the reasons noted above, the
Commission finds that the Amendment
to the CAT NMS Plan is appropriate in
the public interest, for the protection of
investors and the maintenance of fair
and orderly markets, and to remove
impediments to, and perfect the
mechanisms of, a national market
system or otherwise in furtherance of
the purposes of the Act.16
IV. Impact on Efficiency, Competition,
and Capital Formation
In determining whether to approve a
CAT NMS Plan amendment, and
whether such amendment is in the
public interest, Rule 613 requires the
Commission to consider the impact of
the amendment on efficiency,
competition, and capital formation.17
14 See
also Notice, supra note 6, at 35525.
id. at 35524–25.
16 17 CFR 242.608.
17 See 17 CFR 242.613(a)(5); see also 15 U.S.C.
78c(f).
15 See
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Federal Register / Vol. 85, No. 147 / Thursday, July 30, 2020 / Notices
The Commission received no comment
letters addressing the impact of the
Amendment on efficiency, competition,
and capital formation.
The Commission believes that the
Amendment would improve the
efficiency of regulatory activities by
providing regulators with an identifier
that is time-persistent for each account
(or relationship or entity identifier)
within a broker-dealer. Under the Plan
prior to the Amendment, broker-dealers
are required to provide a Firm
Designated ID that is unique for each
account for each business date, but this
identifier could change over time. The
Amendment would allow regulators to
track an account’s (or relationship or
entity identifier’s) activity over time
using only transaction data.
The Commission believes that the
Amendment would not impact
competition in the market for brokerdealer services.18 Because the proposed
Amendment does not require Industry
Members to alter their existing
workflows, the Commission believes
individual broker-dealers will not incur
additional costs or realize cost savings
that would affect the availability or
prices of services in this market.
Because the Amendment concerns the
security of data used by regulators to
monitor market behavior and investigate
misconduct, and the processes by which
broker-dealers report such data, the
Commission does not anticipate that the
Amendment would encourage or
discourage assets being invested in the
capital markets and thus does not
expect the Amendment will
significantly affect capital formation.
V. Conclusion
It is therefore ordered, pursuant to
Section 11A of the Act,19 and Rule 608
thereunder,20 that the Amendment to
the Plan (File No. 4–698) be, and it
hereby is, approved.
By the Commission.
Vanessa A. Countryman,
Secretary.
[FR Doc. 2020–16476 Filed 7–29–20; 8:45 am]
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BILLING CODE 8011–01–P
18 See also Securities Exchange Act Release No.
77724 (April 27, 2016), 81 FR 30614, 30742 (May
17, 2016) (discussing the baseline of competition in
the market for broker-dealer services).
19 15 U.S.C. 78k–1.
20 17 CFR 242.608.
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SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–89393; File No. SR–OCC–
2020–008]
Self-Regulatory Organizations; The
Options Clearing Corporation; Notice
of Filing of Proposed Rule Change To
Enhance OCC’s Stock Loan Close-Out
Process
July 24, 2020.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Exchange Act’’),1 and Rule 19b–4
thereunder,2 notice is hereby given that
on July 14, 2020, the Options Clearing
Corporation (‘‘OCC’’) 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 primarily by OCC. 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 would
amend OCC Rules 2211 and 2211A,
which concern the close-out of a
defaulting Hedge Clearing Member’s or
Market Loan Clearing Member’s (each a
‘‘defaulting Clearing Member’’) stock
loan positions, respectively, to require
Lending Clearing Members or
Borrowing Clearing Members (each a
‘‘non-defaulting Clearing Member’’)
whom OCC instructs to buy-in or sellout securities to execute such
transactions and provide OCC notice of
such action by the settlement time for a
Clearing Member’s obligations to OCC
on the business day after OCC gives the
instruction.3 In addition, OCC proposes
to amend Rules 2211 and 2211A to
provide that if a non-defaulting Clearing
Member so instructed does not execute
the trades and provide notice by that
time, OCC will terminate the Stock Loan
and effect settlement based upon the
Marking Price at the close of business
on the day that OCC provided the
instruction. OCC submitted the
proposed amendments to OCC’s Rules
in Exhibit 5. Material proposed to be
added to OCC’s Rules as currently in
effect is marked by underlining and
material proposed to be deleted is
marked with strikethrough text. All
terms with initial capitalization that are
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 ‘‘Buy-in’’ refers to a non-defaulting lender
purchasing replacement stock. ‘‘Sell-out’’ refers to
a non-defaulting borrower selling the loaned
securities in order to recoup its collateral.
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1 15
2 17
Frm 00082
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45943
not otherwise defined herein have the
same meaning as set forth in the ByLaws and Rules.4
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.
(A) Clearing Agency’s Statement of the
Purpose of, and Statutory Basis for, the
Proposed Rule Change
(1) Purpose
OCC proposes amendments to OCC
Rules 2211 and 2211A designed to
ensure that OCC has authority and
operational capacity to take timely
action to contain losses and liquidity
demands and continue to meet its
obligations in the event of a Clearing
Member default by more closely
aligning the close-out of stock loan
positions through buy-in and sell-out
transactions with the timing of an
auction of a defaulting Clearing
Member’s other positions and to ensure
that the close-out of a defaulting
Clearing Member’s stock loan positions
by buy-in or sell-out transactions occurs
within OCC’s two-day liquidation
assumption. The proposed amendments
to the Rules are discussed in more detail
below.
Background
OCC operates two programs in which
it acts as a central counterparty for stock
loan transactions: (1) The Stock Loan/
Hedge Program and (2) Market Loan
Program (collectively, the ‘‘Stock Loan
Programs’’). Stock Loan/Hedge Program
transactions are initiated directly
between Clearing Members on a
bilateral basis (i.e., ‘‘broker-to-broker’’
model) and Market Loan Program
transactions are initiated on either a
broker-to-broker basis or anonymously
through the matching of bids and offers
(i.e., ‘‘market’’ model). Both programs
rely on The Depository Trust Company
(‘‘DTC’’) to facilitate the settlement of
equity securities and cash collateral
between members.
Under the Stock Loan Programs, OCC
novates the transaction and becomes the
4 OCC’s By-Laws and Rules can be found on
OCC’s public website: https://optionsclearing.com/
about/publications/bylaws.jsp.
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Agencies
[Federal Register Volume 85, Number 147 (Thursday, July 30, 2020)]
[Notices]
[Pages 45941-45943]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2020-16476]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-89397; File No. 4-698]
Joint Industry Plan; Order Approving Amendment to the National
Market System Plan Governing the Consolidated Audit Trail
July 24, 2020.
I. Introduction
On April 14, 2020, the Operating Committee for Consolidated Audit
Trail, LLC, on behalf of the Participants \1\ to the National Market
System Plan Governing the Consolidated Audit Trail (the ``CAT NMS
Plan'' or ``Plan'') \2\ filed with the Securities and Exchange
Commission (``Commission'' or ``SEC'') pursuant to Section 11A(a)(3) of
the Securities Exchange Act of 1934 (``Exchange Act''),\3\ and Rule 608
thereunder,\4\ a proposed amendment (``Amendment'') to the CAT NMS Plan
to revise data reporting requirements for Firm Designated ID.\5\ The
Amendment was published for comment in the Federal Register on June 17,
2020.\6\ No comment letters were received. This order approves the
Amendment to the Plan.
---------------------------------------------------------------------------
\1\ The Participants are: BOX Options Exchange LLC, Cboe BYX
Exchange, Inc., Cboe BZX Exchange, Inc., Cboe EDGA Exchange, Inc.,
Cboe EDGX Exchange, Inc., Cboe C2 Options Exchange, Inc., Cboe
Exchange, Inc., Financial Industry Regulatory Authority, Inc., Long-
Term Stock Exchange LLC, Investors' Exchange, LLC, Miami
International Securities Exchange, LLC, MEMX LLC, MIAX EMERALD, LLC,
MIAX PEARL, LLC, Nasdaq GEMX, LLC, Nasdaq ISE, LLC, Nasdaq MRX, LLC,
Nasdaq BX, Inc., Nasdaq PHLX LLC, The NASDAQ Stock Market LLC, New
York Stock Exchange LLC, NYSE Arca, Inc., NYSE Chicago, Inc., NYSE
American, LLC and NYSE National, Inc. (collectively, the
``Participants,'' ``self-regulatory organizations,'' or ``SROs'').
\2\ The CAT NMS Plan was approved by the Commission, as
modified, on November 15, 2016. See Securities Exchange Act Release
No. 79318 (November 15, 2016), 81 FR 84696 (November 23, 2016)
(``CAT NMS Plan Approval Order'').
\3\ 15 U.S.C. 78k-1(a)(3).
\4\ 17 CFR 242.608.
\5\ See Letter from Michael Simon, CAT NMS Plan Operating
Committee Chair, to Vanessa Countryman, Secretary, Commission, dated
April 14, 2020.
\6\ See Securities Exchange Act Release No. 89052 (June 11,
2020), 85 FR 36623 (``Notice'').
---------------------------------------------------------------------------
II. Description of the Amendment
In the Amendment, the Participants propose to amend the definition
of ``Firm Designated ID'' to: (1) To prohibit the use of account
numbers as Firm Designated IDs for trading accounts that are not
proprietary accounts; (2) to require that the Firm Designated ID for a
trading account be persistent over time for each Industry Member so
that a single account may be tracked across time within a single
Industry Member; (3) to permit the use of relationship identifiers as
Firm Designated IDs in certain circumstances; and (4) to permit the use
of entity identifiers as Firm Designated IDs in certain
circumstances.\7\
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\7\ See Notice, supra note 6, at 36626. Prior to this amendment,
``Firm Designated ID'' was defined as ``a unique identifier for each
trading account designated by Industry Members for purposes of
providing data to the Central Repository, where each such identifier
is unique among all identifiers from any given Industry Member for
each business date.''
---------------------------------------------------------------------------
A. Prohibition on Use of Account Numbers
The Participants propose to amend the definition of Firm Designated
ID to prohibit the use of account numbers as Firm Designated IDs for
accounts that are not proprietary accounts. After discussions with the
industry, the Participants have concluded that each Industry Member
must make its own risk determination as to whether it believes it is
necessary to mask the actual account number for any proprietary account
of the Industry Member when reporting the Firm Designated ID to CAT.
B. Persistent Firm Designated IDs
The Participants propose to amend the definition of Firm Designated
ID to specify that Firm Designated IDs must be unique and persistent
over time, rather than unique for each account for each business date.
Specifically, the Participants propose to amend the definition of
``Firm Designated ID'' in Section 1.1 of the CAT NMS Plan so that the
definition of ``Firm Designated ID'' would read, in relevant part, as
follows: ``a unique and persistent identifier for each trading account
designated by Industry Members for purposes of providing data to the
Central Repository . . . where each such identifier is unique among all
identifiers from any given Industry Member.'' \8\ The Participants
state that with this change, a single account (or relationship or
entity identifier as described below) can be tracked across time within
a single Industry Member using the Firm Designated ID, without
requiring a regulator to use Customer information.\9\
---------------------------------------------------------------------------
\8\ The Participants state that if an Industry Member assigns a
new account number or entity identifier to a client or customer due
to a merger, acquisition or some other corporate action, then the
Industry Member should create a new Firm Designated ID to identify
the new account identifier/relationship identifier/entity identifier
in use at the Industry Member for the entity. In addition, if a
previously assigned Firm Designated ID is no longer in use by an
Industry Member (e.g., if the trading account associated with the
Firm Designated ID has been closed), then an Industry Member may
reuse the Firm Designated ID for another trading account. The
Participants represent that the Plan Processor will maintain a
history of the use of each Firm Designated ID, including, for
example, the effective dates of the Firm Designated ID with respect
to each associated trading account. See Notice, supra note 6, at
36625 n.9.
\9\ ``Customer information'' is Customer Account Information and
Customer Identifying Information that will be captured by CAT and
stored in a secure database physically separated from the
transactional database. See CAT NMS Plan at Section 1.1, and
Appendix D, Section 9.1.
---------------------------------------------------------------------------
C. Relationship Identifiers
The Participants propose to amend the definition of Firm Designated
ID so that Industry Members would be able to provide a ``relationship
identifier'' as the Firm Designated ID when they do not have an account
number available to their order handling and/or execution system at the
time of order receipt, but can provide an identifier representing the
client's trading relationship. Specifically, the Participants propose
to amend the definition of a ``Firm Designated ID'' in Section 1.1 of
the CAT NMS Plan to state that a Firm Designated ID means, in part, ``a
unique and persistent relationship identifier when an Industry Member
does not have an account number available to its order handling and/or
execution system at the time of order receipt, provided, however, such
identifier must be masked.''
The Participants state that relationship identifiers are used by a
broker-dealer when it establishes the parent relationship for a client
using a relationship identifier as opposed to an actual parent account.
The Participants further state that a relationship identifier is
established prior to any trading for a client and could be any of a
variety of identifiers, such as a short name for a relevant individual
or institution. The proposed amendment would allow Industry Members to
use relationship identifiers in circumstances in which the account
structure is not available to an Industry Member's trading system at
the time of order placement. When a relationship identifier is used
instead of a parent account, and an Industry Member places an order on
behalf of the client, any executed trades will be kept in a firm
[[Page 45942]]
account until they are allocated to the proper subaccount(s) associated
with the relationship identifier.
The relationship identifier would be required to be persistent over
time and unique among all identifiers from any given Industry Member,
similar to all Firm Designated IDs as proposed by the amendment. In
addition, the relationship identifier would have to be masked, so that
the relationship identifier could not be a name or otherwise indicate
the identity of the relationship, and the relationship identifier could
not be used alone to reveal the identity of the relationship.\10\
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\10\ The Participants have issued guidance stating that an
acceptable Firm Designated ID can be, without limitation, a newly
created unique identifier or an internal only identifier used by a
broker-dealer that cannot be used to effect a transaction. In
addition, Industry Members could employ a masking methodology to
mask the actual account number prior to the submission to CAT. See
CAT NMS Plan FAQ M2, available at: https://www.catnmsplan.com/faq.
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D. Entity Identifiers
The Participants propose to amend the definition of Firm Designated
ID so that Industry Members could submit an ``entity identifier'' as a
Firm Designated ID when an employee of an Industry Member with
discretion over multiple client accounts creates an aggregated order
for which a trading account number of the Industry Member is not
available at the time of order origination.\11\ Specifically, the
Participants propose to amend the definition of Firm Designated ID by
stating that a Firm Designated ID means, in part, ``a unique and
persistent entity identifier when an employee of an Industry Member is
exercising discretion over multiple client accounts and creates an
aggregated order for which a trading account number of the Industry
Member is not available at the time of order origination.''
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\11\ The Participants provided an example of the use of an
entity identifier as a Firm Designated ID in the Notice. See Notice,
supra note 6, at 36625.
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The proposed amendment would allow Industry Members to use entity
identifiers in circumstances in which an account number is not
available to an Industry Member's trading system at the time of order
placement. Entity identifiers are comparable to relationship
identifiers described above, except the entity identifier represents a
firm's discretionary relationship with the client rather than a firm
trading account or the client. The entity identifier would be required
to be persistent over time and unique among all identifiers from any
given Industry Member, similar to all Firm Designated IDs as proposed
by the amendment. Unlike the relationship identifier, the entity
identifier would not have to be masked.
III. Discussion and Commission Findings
After careful review, and for the reasons discussed below, the
Commission finds that the Amendment is appropriate in the public
interest, for the protection of investors and the maintenance of fair
and orderly markets, and to remove impediments to, and perfect the
mechanisms of, a national market system or otherwise in furtherance of
the purposes of the Act.\12\
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\12\ 17 CFR 242.608.
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A. Prohibition on Use of Account Numbers
The Commission believes that amending the definition of Firm
Designated ID to prohibit the use of account numbers as the Firm
Designated IDs for accounts that are not proprietary accounts could
reduce security risks related to CAT Data by limiting the capture of
sensitive data that could be used to effect an unauthorized transaction
in an account. With respect to proprietary accounts, however, the
Commission believes it is appropriate to allow Industry Members to
continue to have the option of using account numbers for such accounts.
The Commission understands that the Participants have previously
published guidance stating that acceptable Firm Designated IDs for non-
proprietary accounts may include, ``without limitation, a newly created
unique identifier or an internal only identifier used by a broker-
dealer that cannot be used to effect a transaction.'' \13\ The
Commission believes it is appropriate to continue to allow Industry
Members to determine whether or not to use account numbers of
proprietary accounts as Firm Designated IDs because the risks
associated with using proprietary account numbers do not affect
customers, and the Industry Member can determine for itself whether the
benefits of masking such account numbers outweigh potential drawbacks.
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\13\ See supra note 10.
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B. Requirement for Persistent Firm Designated IDs
The Commission believes that the proposed requirement that Firm
Designated IDs be unique and persistent over time for each Industry
Member is appropriate because without such persistence, the ability to
analyze trading activity for specific accounts (or relationship or
entity identifiers) across time using only CAT transaction data could
be difficult or impossible, reducing the utility of such data to
regulators. The Participants represent and the Commission agrees that
requiring Firm Designated IDs would allow a single account (or
relationship or entity identifier) to be tracked across time within a
single Industry Member without accessing Customer information, which is
stored and maintained separately from order and transaction data in the
CAT.
C. Relationship Identifiers and Entity Identifiers
The Commission believes that the proposed amendment to the
definition of Firm Designated ID that would permit the use of
relationship and entity identifiers is appropriate because it allows
Industry Members to report relationship and entity identifiers in a
manner consistent with existing business practices and workflows,
rather than requiring Industry Members to build new systems and
business processes necessary to report Firm Designated IDs based on
individual accounts.\14\ The Participants represent that relevant
clients that will receive an allocation of the execution have
established accounts prior to the trade that satisfy relevant
regulatory obligations for opening accounts, such as Know Your Customer
and other customer obligations.\15\ The Commission believes that the
use of relationship and entity identifiers, because they must
persistent over time and be unique, is designed to allow regulatory
users to track clients and entities across time within a single
Industry Member.
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\14\ See also Notice, supra note 6, at 35525.
\15\ See id. at 35524-25.
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For the reasons noted above, the Commission finds that the
Amendment to the CAT NMS Plan is appropriate in the public interest,
for the protection of investors and the maintenance of fair and orderly
markets, and to remove impediments to, and perfect the mechanisms of, a
national market system or otherwise in furtherance of the purposes of
the Act.\16\
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\16\ 17 CFR 242.608.
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IV. Impact on Efficiency, Competition, and Capital Formation
In determining whether to approve a CAT NMS Plan amendment, and
whether such amendment is in the public interest, Rule 613 requires the
Commission to consider the impact of the amendment on efficiency,
competition, and capital formation.\17\
[[Page 45943]]
The Commission received no comment letters addressing the impact of the
Amendment on efficiency, competition, and capital formation.
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\17\ See 17 CFR 242.613(a)(5); see also 15 U.S.C. 78c(f).
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The Commission believes that the Amendment would improve the
efficiency of regulatory activities by providing regulators with an
identifier that is time-persistent for each account (or relationship or
entity identifier) within a broker-dealer. Under the Plan prior to the
Amendment, broker-dealers are required to provide a Firm Designated ID
that is unique for each account for each business date, but this
identifier could change over time. The Amendment would allow regulators
to track an account's (or relationship or entity identifier's) activity
over time using only transaction data.
The Commission believes that the Amendment would not impact
competition in the market for broker-dealer services.\18\ Because the
proposed Amendment does not require Industry Members to alter their
existing workflows, the Commission believes individual broker-dealers
will not incur additional costs or realize cost savings that would
affect the availability or prices of services in this market.
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\18\ See also Securities Exchange Act Release No. 77724 (April
27, 2016), 81 FR 30614, 30742 (May 17, 2016) (discussing the
baseline of competition in the market for broker-dealer services).
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Because the Amendment concerns the security of data used by
regulators to monitor market behavior and investigate misconduct, and
the processes by which broker-dealers report such data, the Commission
does not anticipate that the Amendment would encourage or discourage
assets being invested in the capital markets and thus does not expect
the Amendment will significantly affect capital formation.
V. Conclusion
It is therefore ordered, pursuant to Section 11A of the Act,\19\
and Rule 608 thereunder,\20\ that the Amendment to the Plan (File No.
4-698) be, and it hereby is, approved.
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\19\ 15 U.S.C. 78k-1.
\20\ 17 CFR 242.608.
By the Commission.
Vanessa A. Countryman,
Secretary.
[FR Doc. 2020-16476 Filed 7-29-20; 8:45 am]
BILLING CODE 8011-01-P