Self-Regulatory Organizations; The Depository Trust Company; Order Approving a Proposed Rule Change To Amend Rule 4, 72708-72711 [2020-25060]
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Federal Register / Vol. 85, No. 220 / Friday, November 13, 2020 / Notices
interests of the general public in this
proceeding.
4. The Commission directs the
Secretary of the Commission to arrange
for prompt publication of this notice in
the Federal Register.
By the Commission.
Erica A. Barker,
Secretary.
[FR Doc. 2020–25108 Filed 11–12–20; 8:45 am]
BILLING CODE 7710–FW–P
FOR FURTHER INFORMATION CONTACT:
Sean Robinson, 202–268–8405.
SUPPLEMENTARY INFORMATION: The
United States Postal Service® hereby
gives notice that, pursuant to 39 U.S.C.
3642 and 3632(b)(3), on October 23,
2020, it filed with the Postal Regulatory
Commission a USPS Request to Add
Priority Mail Contract 679 to
Competitive Product List. Documents
are available at www.prc.gov, Docket
Nos. MC2021–22, CP2021–23.
Sean Robinson,
Attorney, Corporate and Postal Business Law.
POSTAL SERVICE
[FR Doc. 2020–25064 Filed 11–12–20; 8:45 am]
Product Change—Priority Mail and
First-Class Package Service
Negotiated Service Agreement
BILLING CODE 7710–12–P
POSTAL SERVICE
Postal ServiceTM.
ACTION: Notice.
AGENCY:
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 required notice:
November 13, 2020.
FOR FURTHER INFORMATION CONTACT:
Sean Robinson, 202–268–8405.
SUPPLEMENTARY INFORMATION: The
United States Postal Service® hereby
gives notice that, pursuant to 39 U.S.C.
3642 and 3632(b)(3), on October 29,
2020, it filed with the Postal Regulatory
Commission a USPS Request to Add
Priority Mail & First-Class Package
Service Contract 176 to Competitive
Product List. Documents are available at
www.prc.gov, Docket Nos. MC2021–23,
CP2021–24.
SUMMARY:
Product Change—Priority Mail and
First-Class Package Service
Negotiated Service Agreement
Postal ServiceTM.
ACTION: Notice.
AGENCY:
BILLING CODE 7710–12–P
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 required notice:
November 13, 2020.
FOR FURTHER INFORMATION CONTACT:
Sean Robinson, 202–268–8405.
SUPPLEMENTARY INFORMATION: The
United States Postal Service® hereby
gives notice that, pursuant to 39 U.S.C.
3642 and 3632(b)(3), on October 30,
2020, it filed with the Postal Regulatory
Commission a USPS Request to Add
Priority Mail & First-Class Package
Service Contract 177 to Competitive
Product List. Documents are available at
www.prc.gov, Docket Nos. MC2021–24,
CP2021–25.
POSTAL SERVICE
Sean Robinson,
Attorney, Corporate and Postal Business Law.
Sean Robinson,
Attorney, Corporate and Postal Business Law.
[FR Doc. 2020–25065 Filed 11–12–20; 8:45 am]
SUMMARY:
[FR Doc. 2020–25066 Filed 11–12–20; 8:45 am]
Product Change—Priority Mail
Negotiated Service Agreement
BILLING CODE 7710–12–P
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 required notice:
November 13, 2020.
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Dated: November 10, 2020.
Vanessa A. Countryman,
Secretary.
[FR Doc. 2020–25214 Filed 11–10–20; 11:15 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–90372; File No. SR–DTC–
2020–011]
Postal ServiceTM.
ACTION: Notice.
AGENCY:
SUMMARY:
This meeting will be closed to
the public.
MATTERS TO BE CONSIDERED:
Commissioners, Counsel to the
Commissioners, the Secretary to the
Commission, and recording secretaries
will attend the closed meeting. Certain
staff members who have an interest in
the matters also may be present.
In the event that the time, date, or
location of this meeting changes, an
announcement of the change, along with
the new time, date, and/or place of the
meeting will be posted on the
Commission’s website at https://
www.sec.gov.
The General Counsel of the
Commission, or his designee, has
certified that, in his opinion, one or
more of the exemptions set forth in 5
U.S.C. 552b(c)(3), (5), (6), (7), (8), 9(B)
and (10) and 17 CFR 200.402(a)(3),
(a)(5), (a)(6), (a)(7), (a)(8), (a)(9)(ii) and
(a)(10), permit consideration of the
scheduled matters at the closed meeting.
The subject matter of the closed
meeting will consist of the following
topic:
Institution and settlement of
injunctive actions;
Institution and settlement of
administrative proceedings;
Resolution of litigation claims; and
Other matters relating to enforcement
proceedings.
At times, changes in Commission
priorities require alterations in the
scheduling of meeting agenda items that
may consist of adjudicatory,
examination, litigation, or regulatory
matters.
CONTACT PERSON FOR MORE INFORMATION:
For further information; please contact
Vanessa A. Countryman from the Office
of the Secretary at (202) 551–5400.
STATUS:
SECURITIES AND EXCHANGE
COMMISSION
Sunshine Act Meetings
2:00 p.m. on Wednesday,
November 18, 2020.
PLACE: The meeting will be held via
remote means and/or at the
Commission’s headquarters, 100 F
Street NE, Washington, DC 20549.
TIME AND DATE:
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Self-Regulatory Organizations; The
Depository Trust Company; Order
Approving a Proposed Rule Change To
Amend Rule 4
November 6, 2020
I. Introduction
On September 9, 2020, The
Depository Trust Company (‘‘DTC’’)
filed with the Securities and Exchange
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Commission (‘‘Commission’’), pursuant
to Section 19(b)(1) of the Securities
Exchange Act of 1934 (‘‘Act’’) 1 and Rule
19b–4 thereunder,2 proposed rule
change SR–DTC–2020–011. The
proposed rule change was published for
comment in the Federal Register on
September 28, 2020.3 The Commission
did not receive any comment letters on
the proposed rule change. For the
reasons discussed below, the
Commission is approving the proposed
rule change.
II. Description of the Proposed Rule
Change
A. Background
DTC is the central securities
depository (‘‘CSD’’) for substantially all
corporate and municipal debt and
equity securities available for trading in
the United States.4 As a covered
clearing agency that provides CSD
services,5 DTC provides a central
location in which securities may be
immobilized, and interests in those
securities are reflected in accounts
maintained for its Participants, which
are financial institutions such as brokers
or banks.6 DTC does not provide central
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 Securities Exchange Act Release No. 89952
(September 22, 2020), 85 FR 60847 (September 28,
2020) (SR–DTC–2020–011) (‘‘Notice’’).
4 Each capitalized term not otherwise defined
herein has its respective meaning as set forth in
DTC’s rules, including, but not limited to, the
Rules, By-Laws and Organization Certificate of DTC
(the ‘‘Rules’’) and the DTC Settlement Service
Guide (the ‘‘Settlement Guide’’), available at https://
www.dtcc.com/legal/rules-and-procedures.aspx.
The Settlement Guide is a Procedure of DTC filed
with the Commission that, among other things,
operationalizes and supplements the DTC Rules
that relate to settlement.
5 A covered clearing agency is defined as a
registered clearing agency that provides the services
of a central counterparty (‘‘CCP’’) or CSD. See 17
CFR 240.17Ad–22(a)(5). CSD services means
services of a clearing agency that is a securities
depository as described in Section 3(a)(23)(A) of the
Exchange Act. See 17 CFR 240.17Ad–22(a)(3).
Specifically, the definition of a clearing agency
includes, in part, ‘‘any person, such as a securities
depository that (i) acts as a custodian of securities
in connection with a system for the central
handling of securities whereby all securities of a
particular class or series of any issuer deposited
within the system are treated as fungible and may
be transferred, loaned, or pledged by bookkeeping
entry without physical delivery of securities
certificates, or (ii) otherwise permits or facilitates
the settlement of securities transactions or the
hypothecation or lending of securities without
physical delivery of securities certificates.’’ 15
U.S.C. 78c(a)(23)(A).
6 See, e.g., Securities Exchange Act Release No.
20221 (September 23, 1983), 48 FR 45167, 45168
(October 3, 1983) (File No. 600–1) (‘‘A securities
depository is a ‘‘custodial’’ clearing agency that
operates a centralized system for the handling of
securities certificates. Depositories accept deposits
of securities from broker-dealers, banks, and other
financial institutions; credit those securities to the
depositing participants (sic) accounts; and,
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counterparty services and therefore does
not become party to its Participants’
transactions or guarantee settlement on
behalf of its Participants.7
DTC provides settlement services for
virtually all broker-to-broker equity and
listed corporate and municipal debt
securities transactions in the U.S., as
well as institutional trades, money
market instruments and other financial
obligations. For end-of-day net funds
settlement, the DTC settlement system
records money debits and credits to
Participant settlement accounts
throughout a Business Day.8 At the end
of a Business Day, a Participant’s
settlement account will have a net debit
(i.e., the sum of all money charges to a
Participant’s account exceeds the sum of
all money credits), net credit (i.e., the
sum of all money credits to a
Participant’s account exceeds the sum of
all money charges), or zero balance.
This final balance will determine
whether the Participant has an
obligation to pay or to be paid as part
of the process of DTC completing
settlement on that Business Day. A
Participant that fails to pay its net debit
balance and therefore defaults on its
settlement obligations on a Business
Day will not have paid for the securities
processed for delivery versus payment,
and the securities will not be credited
to its account.
DTC represents that there may be
circumstances in which the amount of
settlement payments received or
available to DTC on a Business Day is
not sufficient to pay all Participants
with an end-of-day net credit balance on
that Business Day (a ‘‘settlement gap’’).9
A settlement gap could occur on a
Business Day as a result of a Participant
pursuant to participant’s (sic) instructions, effect
book-entry movements of securities. The physical
securities deposited with a depository are held in
a fungible bulk; each participant or pledgee having
an interest in securities of a given issue credited to
its account has a pro rata interest in the physical
securities of the issue held in custody by the
securities depository in its nominee name.
Depositories collect and pay dividends and interest
to participants for securities held on deposit.
Depositories also provide facilities for payment by
participants to other participants in connection
with book-entry deliveries of securities. . . .’’).
7 A clearing agency that provides central
counterparty services interposes itself between the
counterparties to securities transactions, acting
functionally as the buyer to every seller and the
seller to every buyer. 17 CFR 240.17Ad–22(a)(2).
8 Credits to a Participant settlement account arise
from deliveries versus payment, receipt of payment
orders, principal and interest distributions in
respect of securities held, intraday settlement
progress payments and any other items or
transactions that give rise to a credit. Debits to a
Participant settlement account are primarily due to
receives versus payment, as well as other types of
charges to the account permitted under the Rules.
See Notice, supra note 3, 85 FR at 60848.
9 See id.
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Default, where a Participant fails to pay
its settlement obligation (a ‘‘default
gap’’). A settlement gap could also occur
on a Business Day as a result of causes
other than a Participant Default (a ‘‘nondefault gap’’). Examples of a non-default
gap could include a scenario in which
the funds required to complete
settlement are not available to DTC due
to an operational or data issue arising at
DTC or at a Participant or Settling Bank,
a cyber incident, or other business
disruption.10 According to DTC, its
failure to complete settlement on a
given Business day could cause
significant market-wide effects.11
B. The Participants Fund and Rule 4
The Participants Fund is prefunded
and represents the aggregate of the
deposits that each DTC Participant is
required to make under DTC’s Rules.12
The Rules provide for a minimum
deposit to the Participants Fund, and
Participants with higher levels of
activity that impose greater liquidity
risk to the DTC settlement system have
proportionally larger required
deposits.13 DTC has stated that the
Participants Fund is a mutualized prefunded liquidity and loss resource, and
that DTC does not have an obligation to
repay the Participants Fund and the
application of the Participants Fund
does not convert to a loss.14 Once DTC
applies the Participants Fund, the
Participants are required, upon the
demand of DTC, to replenish their
shares of the Participants Fund to satisfy
10 DTC is subject to a number of regulatory
requirements related to its operational and cyber
risks, including Rule 17Ad–22(e)(17) and
Regulation Systems Compliance and Integrity.
DTC’s overall approach to operational risk is
summarized in its Disclosure Framework, available
at https://www.dtcc.com/legal/policy-andcompliance. Among other things, DTC manages its
operational risk pursuant to the Clearing Agency
Operational Risk Management Framework, which
the Commission approved in a separate rule filing.
See Securities Exchange Act Release No. 81745
(September 28, 2017), 82 FR 46332 (October 4,
2017) (SR–DTC–2017–014).
11 See Notice, supra note 3, 85 FR at 60848–49
(citing, e.g., Rule 9(B), supra note 4, which states:
‘‘Each Participant and the Corporation shall settle
the balance of the Settlement Account of the
Participant on a daily basis in accordance with
these Rules and the Procedures. Except as provided
in the Procedures, the Corporation shall not be
obligated to make any settlement payments to any
Participants until the Corporation has received all
of the settlement payments that Settling Banks and
Participants are required to make to the
Corporation.’’).
12 See Rule 4 (Participants Fund and Participants
Investment), supra note 4.
13 See id.
14 Securities Exchange Act Release No. 83950
(August 27, 2018), 83 FR 44393 (August 30, 2018)
(SR–DTC–2017–804).
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their minimum deposits.15 DTC further
represents that the principal purpose of
the Participants Fund is to be one of the
foundational liquidity resources
available to DTC to fund a shortfall in
order to complete settlement on a
Business Day.16
Currently, Section 4 of Rule 4
provides that, if there is a Defaulting
Participant and the amount charged to
the Actual Participants Fund Deposit of
the Defaulting Participant pursuant to
Section 3 of Rule 4 17 is not sufficient to
complete settlement, DTC may apply
the Actual Participants Fund Deposits of
Participants other than the Defaulting
Participant (each, a ‘‘non-defaulting
Participant’’), and apply such other
liquidity resources as may be available
to DTC, including, but not limited to,
the End-of-Day Credit Facility.18 DTC
recognizes that currently, certain
provisions of Rule 4 might be construed
to narrow the scope of use of the
Participants Fund (and any other
liquidity resources) for settlement to a
default gap only.19 In order to ensure
that DTC may use the Participants Fund
and other liquidity resources to fund a
settlement gap regardless of its cause,
DTC has proposed revising Rule 4, as
discussed below.
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C. Description of Proposed Changes
DTC states that Section 4 of Rule 4
does not address the use of the
Participants Fund to complete
settlement when there is a non-default
gap and could be construed as limiting
the pro rata application of the
Participants Fund to fund a settlement
gap to default scenarios.20 DTC further
represents that, on each Business Day,
settlement occurs during a tight
15 See Section 4 of Rule 4 (Participants Fund and
Participants Investment), supra note 4.
16 See Notice, supra note 3, 85 FR at 60849 (citing
DTC’s Settlement Guide which provides that the
Participants Fund creates liquidity and collateral
resources to support the business of DTC and to
cover losses and liabilities incident to that
business).
17 Section 3 of Rule 4 provides that if a
Participant is obligated to DTC pursuant to the
Rules and the Procedures and fails to satisfy any
such obligation, DTC shall, to the extent necessary
to eliminate such obligation, apply some or all of
the Actual Participants Fund Deposit of such
Participant to such obligation to satisfy the
Participant Default. See Section 3 of Rule 4, supra
note 4.
18 Section 2 of Rule 4 provides that ‘‘End-of-Day
Credit Facility’’ is any credit facility maintained by
DTC for the purpose of funding the end-of-day
settlement of transactions processed through the
facilities of DTC. See Section 2 of Rule 4, supra note
4. Also see Securities Exchange Act Release No.
80605 (May 5, 2017), 82 FR 21850 (May 10, 2017)
(SR–DTC–2017–802; NSCC–2017–802) (renewing
the committed revolving credit facility of DTC and
National Securities Clearing Corporation).
19 See Notice, supra note 3, 85 FR at 60852.
20 See Notice, supra note 3, 85 FR at 60850.
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timeframe, in conjunction with the
Federal Reserve’s National Settlement
Service and Fedwire.21 If there is a
delay with the receipt or disbursement
of funds for settlement, DTC would
need to address those problems quickly
in order to complete settlement on that
Business Day.22
In the Notice, DTC describes the
proposed changes to address this
situation and expressly ensure that the
Participants Fund could be used to
complete settlement in the event of a
non-default gap. First, DTC proposes to
amend Section 4 of Rule 4 to state that
(i) the Participants Fund, (ii) the
existing retained earnings or undivided
profits of DTC, and (iii) any other
liquidity resources as may be available
(including, but not limited to, the Endof-Day Credit Facility), would be
available to DTC as liquidity resources
to fund settlement on a Business Day,
regardless of whether the settlement gap
is a default gap or a non-default gap.
The proposal would state that DTC may
apply its available resources to fund
settlement, in such order and in such
amounts as it determines, in its sole
discretion. Second, DTC proposes to
provide that a determination to apply
the Participants Fund shall be made by
either the Chief Executive Officer, Chief
Risk Officer, Chief Financial Officer, a
member of any management committee,
Treasurer or any Managing Director as
may be designated by the Chief Risk
Officer from time to time. The proposal
also states that the Board of Directors (or
an authorized Committee thereof) shall
be promptly informed of the
determination.23 Third, DTC proposes
to make certain clarifying and
conforming changes, including to clarify
that a Participant’s pro rata share of an
application of the Participants Fund
would be the same whether there is a
default gap or a non-default gap, and to
make minor changes for conformity and
readability.
III. Discussion and Commission
Findings
Section 19(b)(2)(C) of the Act 24
directs the Commission to approve a
proposed rule change of a selfregulatory organization if it finds that
such proposed rule change is consistent
with the requirements of the Act and
rules and regulations thereunder
applicable to such organization. After
21 See id.; see also, Settlement Guide at 19–20,
supra note 4.
22 See Notice, supra note 3, 85 FR at 60849.
23 The requirement that DTC would also promptly
notify the Commission in the event that the
Participants Fund were used to complete settlement
would remain unchanged.
24 15 U.S.C. 78s(b)(2)(C).
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carefully considering the proposed rule
change, the Commission finds that the
proposed rule change is consistent with
the requirements of the Act and the
rules and regulations thereunder
applicable to DTC. In particular, the
Commission finds that the proposed
rule change is consistent with Section
17A(b)(3)(F) of the Act and Rules 17Ad–
22(e)(1) and (e)(2)(i) promulgated under
the Act,25 for the reasons described
below.
A. Consistency With Section
17A(b)(3)(F)
Section 17A(b)(3)(F) of the Act
requires, in part, that the rules of a
clearing agency, such as DTC, be
designed to promote the prompt and
accurate clearance and settlement of
securities transactions.26
DTC proposes to amend Section 4 of
Rule 4 to provide expressly for the pro
rata application of the Participants
Fund, retained earnings, and any other
liquidity resources, including DTC’s
credit facility, to any settlement gap,
including a non-default gap. As noted
above, settlement occurs during a tight
timeframe on each Business Day. If
there is a delay with the receipt or
disbursement of funds for settlement, it
would need to be addressed quickly in
order to complete settlement on that
Business Day. The proposal would
clarify which resources DTC can access
and use in the most time-efficient and
effective manner to ensure settlement.27
The proposal is designed to allow DTC
to take timely and effective action to
fund a settlement gap, regardless of
whether it is a default or non-default
gap, and therefore complete settlement,
by identifying and applying appropriate
liquidity resources, which is consistent
with the promotion of robust risk
management. By improving DTC’s
ability take timely action to fund a
settlement gap and, thereby, reducing
DTC’s settlement risk at the end of a
Business Day, the Commission believes
that DTC should improve DTC’s ability
to provide prompt and accurate
clearance and settlement of securities
25 15 U.S.C. 78q–1(b)(3)(F); 17 CFR 240.17Ad–
22(e)(1) and (e)(2)(i).
26 Id.
27 The Commission further believes that use of the
Participants Fund may be the most efficient method
of completing settlement at the end of a Business
Day on a tight timeframe, as it generally consists of
cash which, pursuant to DTC’s Investment Policy,
must be held in demand deposit, savings or
checking bank accounts that provide same day
access to funds. See Exchange Act Release No.
88513 (March 30, 2020), 85 FR 19047, 19048 (April
3, 2020). The Commission observes that, as a
general matter, it likely could take more time to
access retained earnings or draw down on the credit
facility.
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transactions that are processed and
settled through DTC’s system.
The proposal would also make other
clarifying and conforming changes to
provide enhanced transparency with
respect to use of the Participants Fund
and other resources for settlement.
Further, the proposal would specify the
particular DTC personnel whose
approval could authorize the use of the
Participants Fund to finance a
settlement gap. By making such
changes, the Commission believes that
the proposal is designed to provide clear
and consistent Rules, by expressly
addressing the scope and manner of
DTC’s use of the Participants Fund and
other available resources to complete
settlement on a given Business Day,
thereby allowing DTC to provide
prompt and accurate clearance and
settlement of securities transactions.
B. Consistency With Rule 17Ad–22(e)(1)
Rule 17Ad–22(e)(1) under the Act
requires that DTC establish, implement,
maintain and enforce written policies
and procedures reasonably designed to
provide for a well-founded, clear,
transparent, and enforceable legal basis
for each aspect of its activities in all
relevant jurisdictions.28
As discussed above, current Section 4
of Rule 4 does not address the use of the
Participants Fund or other liquidity
resources to complete settlement when
there is a non-default gap, and DTC is
concerned that it could be construed as
limiting the pro rata application of the
Participants Fund to fund a settlement
gap to default scenarios. The proposal
would amend Rule 4 to expressly state
that the Participants Fund, DTC’s
retained earnings, and other liquidity
resources may be used by DTC to fund
a settlement gap to complete settlement
on a Business Day, whether the
settlement gap is the result of a
Participant Default or otherwise. In
addition, the proposal makes clarifying
and conforming changes and provides
governance regarding the application of
the Participants Fund.
The Commission believes that the
above changes are designed to ensure
greater certainty in the Rules regarding
what resources would be available to
DTC to complete settlement in the event
of a settlement gap. The proposal would
provide a clear, transparent and
enforceable legal basis for DTC to apply
the Participants Fund, retained
earnings, or other liquidity resources to
any settlement gap. It would also clarify
that a Participant’s pro rata share of an
application of the Participants Fund
would be the same whether there is a
default gap or a non-default gap, and
expressly state that DTC may apply its
available resources to fund settlement,
in such order and in such amounts as
it determines, in its sole discretion.
Therefore, the Commission believes
the proposal is designed to help ensure
that DTC’s Rules remain well-founded,
transparent, and legally enforceable in
all relevant jurisdictions, consistent
with Rule 17Ad–22(e)(1) under the
Act.29
C. Consistency With Rule 17Ad–
22(e)(2)(i) and (v)
Rule 17Ad–22(e)(2) under the Act
requires, in part, that DTC establish,
implement, maintain and enforce
written policies and procedures
reasonably designed to provide for
governance arrangements that (i) are
clear and transparent, and (v) specify
clear and direct lines of responsibility.30
As discussed above, the proposal
would provide that a determination to
apply the Participants Fund shall be
made by either the Chief Executive
Officer, Chief Risk Officer, Chief
Financial Officer, a member of any
management committee, Treasurer or
any Managing Director as may be
designated by the Chief Risk Officer
from time to time. The proposal would
also provide that the Board of Directors
(or an authorized Committee thereof)
shall be promptly informed of the
determination. With this proposal, the
Rules would expressly define who
would be responsible for making the
determination to apply the Participants
Fund to a settlement gap and would
require that the Board of Directors (or its
authorized Committee) would be
informed of such determination
promptly.
Therefore, the Commission believes
the proposal is designed to provide for
governance arrangements regarding the
use of the Participants Fund to complete
settlement that are clear and transparent
and specify clear and direct lines of
responsibility, consistent with Rule
17Ad–22(e)(2)(i) and (v) under the
Act.31
D. Consistency With Rule 17Ad–
22(e)(7)(i)
Rule 17Ad–22(e)(7)(i) under the Act
requires, in part, that a covered clearing
agency, like DTC, establish, implement,
maintain and enforce written policies
and procedures reasonably designed to
effectively measure, monitor, and
manage the liquidity risk that arises in
or is borne by the covered clearing
29 Id.
30 17
28 17
CFR 240.17Ad–22(e)(1).
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17:19 Nov 12, 2020
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31 Id.
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agency, including measuring,
monitoring, and managing its settlement
and funding flows on an ongoing and
timely basis, and its use of intraday
liquidity, by maintaining sufficient
liquid resources to effect same-day
settlement of payment obligations with
a high degree of confidence under a
wide range of foreseeable stress
scenarios.32
As described above, the proposal
would clarify that the Participants Fund
and other resources may be applied by
DTC to fund settlement in the event of
a default or non-default gap. The
proposed change is designed to help
ensure that DTC is able to manage its
settlement and funding flows on a
timely basis and effect same day
settlement of payment obligations in
certain foreseeable stress scenarios.
Therefore, the Commission believes
that the proposal is reasonably designed
to help DTC effectively manage liquidity
risk in a timely manner to complete
settlement, and accordingly is
consistent with Rule 17Ad–22(e)(7)(i).33
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 of the Act 34 and the rules
and regulations promulgated
thereunder.
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act 35 that
proposed rule change SR–DTC–2020–
011, be, and hereby is, approved.36
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.37
J. Matthew DeLesDernier,
Assistant Secretary.
[FR Doc. 2020–25060 Filed 11–12–20; 8:45 am]
BILLING CODE 8011–01–P
32 17
CFR 240.17Ad–22(e)(7)(i).
33 Id.
34 15
U.S.C. 78q–1.
U.S.C. 78s(b)(2).
36 In approving the proposed rule change, the
Commission considered the proposals’ impact on
efficiency, competition, and capital formation. 15
U.S.C. 78c(f).
37 17 CFR 200.30–3(a)(12).
35 15
E:\FR\FM\13NON1.SGM
13NON1
Agencies
[Federal Register Volume 85, Number 220 (Friday, November 13, 2020)]
[Notices]
[Pages 72708-72711]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2020-25060]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-90372; File No. SR-DTC-2020-011]
Self-Regulatory Organizations; The Depository Trust Company;
Order Approving a Proposed Rule Change To Amend Rule 4
November 6, 2020
I. Introduction
On September 9, 2020, The Depository Trust Company (``DTC'') filed
with the Securities and Exchange
[[Page 72709]]
Commission (``Commission''), pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (``Act'') \1\ and Rule 19b-4
thereunder,\2\ proposed rule change SR-DTC-2020-011. The proposed rule
change was published for comment in the Federal Register on September
28, 2020.\3\ The Commission did not receive any comment letters on the
proposed rule change. For the reasons discussed below, the Commission
is approving the proposed rule change.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ Securities Exchange Act Release No. 89952 (September 22,
2020), 85 FR 60847 (September 28, 2020) (SR-DTC-2020-011)
(``Notice'').
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II. Description of the Proposed Rule Change
A. Background
DTC is the central securities depository (``CSD'') for
substantially all corporate and municipal debt and equity securities
available for trading in the United States.\4\ As a covered clearing
agency that provides CSD services,\5\ DTC provides a central location
in which securities may be immobilized, and interests in those
securities are reflected in accounts maintained for its Participants,
which are financial institutions such as brokers or banks.\6\ DTC does
not provide central counterparty services and therefore does not become
party to its Participants' transactions or guarantee settlement on
behalf of its Participants.\7\
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\4\ Each capitalized term not otherwise defined herein has its
respective meaning as set forth in DTC's rules, including, but not
limited to, the Rules, By-Laws and Organization Certificate of DTC
(the ``Rules'') and the DTC Settlement Service Guide (the
``Settlement Guide''), available at https://www.dtcc.com/legal/rules-and-procedures.aspx. The Settlement Guide is a Procedure of DTC
filed with the Commission that, among other things, operationalizes
and supplements the DTC Rules that relate to settlement.
\5\ A covered clearing agency is defined as a registered
clearing agency that provides the services of a central counterparty
(``CCP'') or CSD. See 17 CFR 240.17Ad-22(a)(5). CSD services means
services of a clearing agency that is a securities depository as
described in Section 3(a)(23)(A) of the Exchange Act. See 17 CFR
240.17Ad-22(a)(3). Specifically, the definition of a clearing agency
includes, in part, ``any person, such as a securities depository
that (i) acts as a custodian of securities in connection with a
system for the central handling of securities whereby all securities
of a particular class or series of any issuer deposited within the
system are treated as fungible and may be transferred, loaned, or
pledged by bookkeeping entry without physical delivery of securities
certificates, or (ii) otherwise permits or facilitates the
settlement of securities transactions or the hypothecation or
lending of securities without physical delivery of securities
certificates.'' 15 U.S.C. 78c(a)(23)(A).
\6\ See, e.g., Securities Exchange Act Release No. 20221
(September 23, 1983), 48 FR 45167, 45168 (October 3, 1983) (File No.
600-1) (``A securities depository is a ``custodial'' clearing agency
that operates a centralized system for the handling of securities
certificates. Depositories accept deposits of securities from
broker-dealers, banks, and other financial institutions; credit
those securities to the depositing participants (sic) accounts; and,
pursuant to participant's (sic) instructions, effect book-entry
movements of securities. The physical securities deposited with a
depository are held in a fungible bulk; each participant or pledgee
having an interest in securities of a given issue credited to its
account has a pro rata interest in the physical securities of the
issue held in custody by the securities depository in its nominee
name. Depositories collect and pay dividends and interest to
participants for securities held on deposit. Depositories also
provide facilities for payment by participants to other participants
in connection with book-entry deliveries of securities. . . .'').
\7\ A clearing agency that provides central counterparty
services interposes itself between the counterparties to securities
transactions, acting functionally as the buyer to every seller and
the seller to every buyer. 17 CFR 240.17Ad-22(a)(2).
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DTC provides settlement services for virtually all broker-to-broker
equity and listed corporate and municipal debt securities transactions
in the U.S., as well as institutional trades, money market instruments
and other financial obligations. For end-of-day net funds settlement,
the DTC settlement system records money debits and credits to
Participant settlement accounts throughout a Business Day.\8\ At the
end of a Business Day, a Participant's settlement account will have a
net debit (i.e., the sum of all money charges to a Participant's
account exceeds the sum of all money credits), net credit (i.e., the
sum of all money credits to a Participant's account exceeds the sum of
all money charges), or zero balance. This final balance will determine
whether the Participant has an obligation to pay or to be paid as part
of the process of DTC completing settlement on that Business Day. A
Participant that fails to pay its net debit balance and therefore
defaults on its settlement obligations on a Business Day will not have
paid for the securities processed for delivery versus payment, and the
securities will not be credited to its account.
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\8\ Credits to a Participant settlement account arise from
deliveries versus payment, receipt of payment orders, principal and
interest distributions in respect of securities held, intraday
settlement progress payments and any other items or transactions
that give rise to a credit. Debits to a Participant settlement
account are primarily due to receives versus payment, as well as
other types of charges to the account permitted under the Rules. See
Notice, supra note 3, 85 FR at 60848.
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DTC represents that there may be circumstances in which the amount
of settlement payments received or available to DTC on a Business Day
is not sufficient to pay all Participants with an end-of-day net credit
balance on that Business Day (a ``settlement gap'').\9\ A settlement
gap could occur on a Business Day as a result of a Participant Default,
where a Participant fails to pay its settlement obligation (a ``default
gap''). A settlement gap could also occur on a Business Day as a result
of causes other than a Participant Default (a ``non-default gap'').
Examples of a non-default gap could include a scenario in which the
funds required to complete settlement are not available to DTC due to
an operational or data issue arising at DTC or at a Participant or
Settling Bank, a cyber incident, or other business disruption.\10\
According to DTC, its failure to complete settlement on a given
Business day could cause significant market-wide effects.\11\
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\9\ See id.
\10\ DTC is subject to a number of regulatory requirements
related to its operational and cyber risks, including Rule 17Ad-
22(e)(17) and Regulation Systems Compliance and Integrity. DTC's
overall approach to operational risk is summarized in its Disclosure
Framework, available at https://www.dtcc.com/legal/policy-and-compliance. Among other things, DTC manages its operational risk
pursuant to the Clearing Agency Operational Risk Management
Framework, which the Commission approved in a separate rule filing.
See Securities Exchange Act Release No. 81745 (September 28, 2017),
82 FR 46332 (October 4, 2017) (SR-DTC-2017-014).
\11\ See Notice, supra note 3, 85 FR at 60848-49 (citing, e.g.,
Rule 9(B), supra note 4, which states: ``Each Participant and the
Corporation shall settle the balance of the Settlement Account of
the Participant on a daily basis in accordance with these Rules and
the Procedures. Except as provided in the Procedures, the
Corporation shall not be obligated to make any settlement payments
to any Participants until the Corporation has received all of the
settlement payments that Settling Banks and Participants are
required to make to the Corporation.'').
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B. The Participants Fund and Rule 4
The Participants Fund is prefunded and represents the aggregate of
the deposits that each DTC Participant is required to make under DTC's
Rules.\12\ The Rules provide for a minimum deposit to the Participants
Fund, and Participants with higher levels of activity that impose
greater liquidity risk to the DTC settlement system have proportionally
larger required deposits.\13\ DTC has stated that the Participants Fund
is a mutualized pre-funded liquidity and loss resource, and that DTC
does not have an obligation to repay the Participants Fund and the
application of the Participants Fund does not convert to a loss.\14\
Once DTC applies the Participants Fund, the Participants are required,
upon the demand of DTC, to replenish their shares of the Participants
Fund to satisfy
[[Page 72710]]
their minimum deposits.\15\ DTC further represents that the principal
purpose of the Participants Fund is to be one of the foundational
liquidity resources available to DTC to fund a shortfall in order to
complete settlement on a Business Day.\16\
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\12\ See Rule 4 (Participants Fund and Participants Investment),
supra note 4.
\13\ See id.
\14\ Securities Exchange Act Release No. 83950 (August 27,
2018), 83 FR 44393 (August 30, 2018) (SR-DTC-2017-804).
\15\ See Section 4 of Rule 4 (Participants Fund and Participants
Investment), supra note 4.
\16\ See Notice, supra note 3, 85 FR at 60849 (citing DTC's
Settlement Guide which provides that the Participants Fund creates
liquidity and collateral resources to support the business of DTC
and to cover losses and liabilities incident to that business).
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Currently, Section 4 of Rule 4 provides that, if there is a
Defaulting Participant and the amount charged to the Actual
Participants Fund Deposit of the Defaulting Participant pursuant to
Section 3 of Rule 4 \17\ is not sufficient to complete settlement, DTC
may apply the Actual Participants Fund Deposits of Participants other
than the Defaulting Participant (each, a ``non-defaulting
Participant''), and apply such other liquidity resources as may be
available to DTC, including, but not limited to, the End-of-Day Credit
Facility.\18\ DTC recognizes that currently, certain provisions of Rule
4 might be construed to narrow the scope of use of the Participants
Fund (and any other liquidity resources) for settlement to a default
gap only.\19\ In order to ensure that DTC may use the Participants Fund
and other liquidity resources to fund a settlement gap regardless of
its cause, DTC has proposed revising Rule 4, as discussed below.
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\17\ Section 3 of Rule 4 provides that if a Participant is
obligated to DTC pursuant to the Rules and the Procedures and fails
to satisfy any such obligation, DTC shall, to the extent necessary
to eliminate such obligation, apply some or all of the Actual
Participants Fund Deposit of such Participant to such obligation to
satisfy the Participant Default. See Section 3 of Rule 4, supra note
4.
\18\ Section 2 of Rule 4 provides that ``End-of-Day Credit
Facility'' is any credit facility maintained by DTC for the purpose
of funding the end-of-day settlement of transactions processed
through the facilities of DTC. See Section 2 of Rule 4, supra note
4. Also see Securities Exchange Act Release No. 80605 (May 5, 2017),
82 FR 21850 (May 10, 2017) (SR-DTC-2017-802; NSCC-2017-802)
(renewing the committed revolving credit facility of DTC and
National Securities Clearing Corporation).
\19\ See Notice, supra note 3, 85 FR at 60852.
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C. Description of Proposed Changes
DTC states that Section 4 of Rule 4 does not address the use of the
Participants Fund to complete settlement when there is a non-default
gap and could be construed as limiting the pro rata application of the
Participants Fund to fund a settlement gap to default scenarios.\20\
DTC further represents that, on each Business Day, settlement occurs
during a tight timeframe, in conjunction with the Federal Reserve's
National Settlement Service and Fedwire.\21\ If there is a delay with
the receipt or disbursement of funds for settlement, DTC would need to
address those problems quickly in order to complete settlement on that
Business Day.\22\
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\20\ See Notice, supra note 3, 85 FR at 60850.
\21\ See id.; see also, Settlement Guide at 19-20, supra note 4.
\22\ See Notice, supra note 3, 85 FR at 60849.
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In the Notice, DTC describes the proposed changes to address this
situation and expressly ensure that the Participants Fund could be used
to complete settlement in the event of a non-default gap. First, DTC
proposes to amend Section 4 of Rule 4 to state that (i) the
Participants Fund, (ii) the existing retained earnings or undivided
profits of DTC, and (iii) any other liquidity resources as may be
available (including, but not limited to, the End-of-Day Credit
Facility), would be available to DTC as liquidity resources to fund
settlement on a Business Day, regardless of whether the settlement gap
is a default gap or a non-default gap. The proposal would state that
DTC may apply its available resources to fund settlement, in such order
and in such amounts as it determines, in its sole discretion. Second,
DTC proposes to provide that a determination to apply the Participants
Fund shall be made by either the Chief Executive Officer, Chief Risk
Officer, Chief Financial Officer, a member of any management committee,
Treasurer or any Managing Director as may be designated by the Chief
Risk Officer from time to time. The proposal also states that the Board
of Directors (or an authorized Committee thereof) shall be promptly
informed of the determination.\23\ Third, DTC proposes to make certain
clarifying and conforming changes, including to clarify that a
Participant's pro rata share of an application of the Participants Fund
would be the same whether there is a default gap or a non-default gap,
and to make minor changes for conformity and readability.
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\23\ The requirement that DTC would also promptly notify the
Commission in the event that the Participants Fund were used to
complete settlement would remain unchanged.
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III. Discussion and Commission Findings
Section 19(b)(2)(C) of the Act \24\ directs the Commission to
approve a proposed rule change of a self-regulatory organization if it
finds that such proposed rule change is consistent with the
requirements of the Act and rules and regulations thereunder applicable
to such organization. After carefully considering the proposed rule
change, the Commission finds that the proposed rule change is
consistent with the requirements of the Act and the rules and
regulations thereunder applicable to DTC. In particular, the Commission
finds that the proposed rule change is consistent with Section
17A(b)(3)(F) of the Act and Rules 17Ad-22(e)(1) and (e)(2)(i)
promulgated under the Act,\25\ for the reasons described below.
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\24\ 15 U.S.C. 78s(b)(2)(C).
\25\ 15 U.S.C. 78q-1(b)(3)(F); 17 CFR 240.17Ad-22(e)(1) and
(e)(2)(i).
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A. Consistency With Section 17A(b)(3)(F)
Section 17A(b)(3)(F) of the Act requires, in part, that the rules
of a clearing agency, such as DTC, be designed to promote the prompt
and accurate clearance and settlement of securities transactions.\26\
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\26\ Id.
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DTC proposes to amend Section 4 of Rule 4 to provide expressly for
the pro rata application of the Participants Fund, retained earnings,
and any other liquidity resources, including DTC's credit facility, to
any settlement gap, including a non-default gap. As noted above,
settlement occurs during a tight timeframe on each Business Day. If
there is a delay with the receipt or disbursement of funds for
settlement, it would need to be addressed quickly in order to complete
settlement on that Business Day. The proposal would clarify which
resources DTC can access and use in the most time-efficient and
effective manner to ensure settlement.\27\ The proposal is designed to
allow DTC to take timely and effective action to fund a settlement gap,
regardless of whether it is a default or non-default gap, and therefore
complete settlement, by identifying and applying appropriate liquidity
resources, which is consistent with the promotion of robust risk
management. By improving DTC's ability take timely action to fund a
settlement gap and, thereby, reducing DTC's settlement risk at the end
of a Business Day, the Commission believes that DTC should improve
DTC's ability to provide prompt and accurate clearance and settlement
of securities
[[Page 72711]]
transactions that are processed and settled through DTC's system.
---------------------------------------------------------------------------
\27\ The Commission further believes that use of the
Participants Fund may be the most efficient method of completing
settlement at the end of a Business Day on a tight timeframe, as it
generally consists of cash which, pursuant to DTC's Investment
Policy, must be held in demand deposit, savings or checking bank
accounts that provide same day access to funds. See Exchange Act
Release No. 88513 (March 30, 2020), 85 FR 19047, 19048 (April 3,
2020). The Commission observes that, as a general matter, it likely
could take more time to access retained earnings or draw down on the
credit facility.
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The proposal would also make other clarifying and conforming
changes to provide enhanced transparency with respect to use of the
Participants Fund and other resources for settlement. Further, the
proposal would specify the particular DTC personnel whose approval
could authorize the use of the Participants Fund to finance a
settlement gap. By making such changes, the Commission believes that
the proposal is designed to provide clear and consistent Rules, by
expressly addressing the scope and manner of DTC's use of the
Participants Fund and other available resources to complete settlement
on a given Business Day, thereby allowing DTC to provide prompt and
accurate clearance and settlement of securities transactions.
B. Consistency With Rule 17Ad-22(e)(1)
Rule 17Ad-22(e)(1) under the Act requires that DTC establish,
implement, maintain and enforce written policies and procedures
reasonably designed to provide for a well-founded, clear, transparent,
and enforceable legal basis for each aspect of its activities in all
relevant jurisdictions.\28\
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\28\ 17 CFR 240.17Ad-22(e)(1).
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As discussed above, current Section 4 of Rule 4 does not address
the use of the Participants Fund or other liquidity resources to
complete settlement when there is a non-default gap, and DTC is
concerned that it could be construed as limiting the pro rata
application of the Participants Fund to fund a settlement gap to
default scenarios. The proposal would amend Rule 4 to expressly state
that the Participants Fund, DTC's retained earnings, and other
liquidity resources may be used by DTC to fund a settlement gap to
complete settlement on a Business Day, whether the settlement gap is
the result of a Participant Default or otherwise. In addition, the
proposal makes clarifying and conforming changes and provides
governance regarding the application of the Participants Fund.
The Commission believes that the above changes are designed to
ensure greater certainty in the Rules regarding what resources would be
available to DTC to complete settlement in the event of a settlement
gap. The proposal would provide a clear, transparent and enforceable
legal basis for DTC to apply the Participants Fund, retained earnings,
or other liquidity resources to any settlement gap. It would also
clarify that a Participant's pro rata share of an application of the
Participants Fund would be the same whether there is a default gap or a
non-default gap, and expressly state that DTC may apply its available
resources to fund settlement, in such order and in such amounts as it
determines, in its sole discretion.
Therefore, the Commission believes the proposal is designed to help
ensure that DTC's Rules remain well-founded, transparent, and legally
enforceable in all relevant jurisdictions, consistent with Rule 17Ad-
22(e)(1) under the Act.\29\
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\29\ Id.
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C. Consistency With Rule 17Ad-22(e)(2)(i) and (v)
Rule 17Ad-22(e)(2) under the Act requires, in part, that DTC
establish, implement, maintain and enforce written policies and
procedures reasonably designed to provide for governance arrangements
that (i) are clear and transparent, and (v) specify clear and direct
lines of responsibility.\30\
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\30\ 17 CFR 240.17Ad-22(e)(2)(i) and (v).
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As discussed above, the proposal would provide that a determination
to apply the Participants Fund shall be made by either the Chief
Executive Officer, Chief Risk Officer, Chief Financial Officer, a
member of any management committee, Treasurer or any Managing Director
as may be designated by the Chief Risk Officer from time to time. The
proposal would also provide that the Board of Directors (or an
authorized Committee thereof) shall be promptly informed of the
determination. With this proposal, the Rules would expressly define who
would be responsible for making the determination to apply the
Participants Fund to a settlement gap and would require that the Board
of Directors (or its authorized Committee) would be informed of such
determination promptly.
Therefore, the Commission believes the proposal is designed to
provide for governance arrangements regarding the use of the
Participants Fund to complete settlement that are clear and transparent
and specify clear and direct lines of responsibility, consistent with
Rule 17Ad-22(e)(2)(i) and (v) under the Act.\31\
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\31\ Id.
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D. Consistency With Rule 17Ad-22(e)(7)(i)
Rule 17Ad-22(e)(7)(i) under the Act requires, in part, that a
covered clearing agency, like DTC, establish, implement, maintain and
enforce written policies and procedures reasonably designed to
effectively measure, monitor, and manage the liquidity risk that arises
in or is borne by the covered clearing agency, including measuring,
monitoring, and managing its settlement and funding flows on an ongoing
and timely basis, and its use of intraday liquidity, by maintaining
sufficient liquid resources to effect same-day settlement of payment
obligations with a high degree of confidence under a wide range of
foreseeable stress scenarios.\32\
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\32\ 17 CFR 240.17Ad-22(e)(7)(i).
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As described above, the proposal would clarify that the
Participants Fund and other resources may be applied by DTC to fund
settlement in the event of a default or non-default gap. The proposed
change is designed to help ensure that DTC is able to manage its
settlement and funding flows on a timely basis and effect same day
settlement of payment obligations in certain foreseeable stress
scenarios.
Therefore, the Commission believes that the proposal is reasonably
designed to help DTC effectively manage liquidity risk in a timely
manner to complete settlement, and accordingly is consistent with Rule
17Ad-22(e)(7)(i).\33\
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\33\ Id.
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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 of the Act
\34\ and the rules and regulations promulgated thereunder.
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\34\ 15 U.S.C. 78q-1.
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It is therefore ordered, pursuant to Section 19(b)(2) of the Act
\35\ that proposed rule change SR-DTC-2020-011, be, and hereby is,
approved.\36\
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\35\ 15 U.S.C. 78s(b)(2).
\36\ In approving the proposed rule change, the Commission
considered the proposals' impact on efficiency, competition, and
capital formation. 15 U.S.C. 78c(f).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\37\
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\37\ 17 CFR 200.30-3(a)(12).
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J. Matthew DeLesDernier,
Assistant Secretary.
[FR Doc. 2020-25060 Filed 11-12-20; 8:45 am]
BILLING CODE 8011-01-P