Self-Regulatory Organizations; ICE Clear Europe Limited; Order Approving Proposed Rule Change Relating to Amendments to the ICE Clear Europe Counterparty Credit Risk Policy and Counterparty Credit Risk Procedures, 17886-17891 [2023-06057]
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Federal Register / Vol. 88, No. 57 / Friday, March 24, 2023 / Notices
takes such action, the Commission shall
institute proceedings to determine
whether the proposed rule should be
approved or disapproved.
IV. Solicitation of Comments
[FR Doc. 2023–06056 Filed 3–23–23; 8:45 am]
Interested persons are invited to
submit written data, views and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
PEARL–2023–13 on the subject line.
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Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–PEARL–2023–13. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
internet website (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for website viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change.
Persons submitting comments are
cautioned that we do not redact or edit
personal identifying information from
comment submissions. You should
submit only information that you wish
to make available publicly. All
submissions should refer to File
Number SR–PEARL–2023–13 and
should be submitted on or before April
14, 2023.
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For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.30
Sherry R. Haywood,
Assistant Secretary.
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Investment Company Act Release No.
34861; File No. 812–15329]
AGTB Fund Manager, LLC and AG
Twin Brook Capital Income Fund
March 20, 2023.
Securities and Exchange
Commission (‘‘Commission’’ or ‘‘SEC’’).
ACTION: Notice.
AGENCY:
Notice of an application under section
6(c) of the Investment Company Act of
1940 (the ‘‘Act’’) for an exemption from
sections 18(a)(2), 18(c) and 18(i) and
section 61(a) of the Act.
SUMMARY OF APPLICATION: Applicants
request an order to permit certain
closed-end management investment
companies that have elected to be
regulated as business development
companies (‘‘BDCs’’) to issue multiple
classes of shares with varying sales
loads and asset-based service and/or
distribution fees.
APPLICANTS: AGTB Fund Manager, LLC
and AG Twin Brook Capital Income
Fund.
FILING DATES: The application was filed
on April 29, 2022 and amended on June
2, 2022, June 22, 2022, September 29,
2022, and March 14, 2023.
HEARING OR NOTIFICATION OF HEARING: An
order granting the requested relief will
be issued unless the Commission orders
a hearing. Interested persons may
request a hearing on any application by
emailing the Commission’s Secretary at
Secretarys-Office@sec.gov and serving
the Applicants with a copy of the
request by email, if an email address is
listed for the relevant Applicant below,
or personally or by mail, if a physical
address is listed for the relevant
Applicant below. Hearing requests
should be received by the Commission
by 5:30 p.m. on April 14, 2023, and
should be accompanied by proof of
service on the Applicants, in the form
of an affidavit or, for lawyers, a
certificate of service. Pursuant to rule 0–
5 under the Act, hearing requests should
state the nature of the writer’s interest,
any facts bearing upon the desirability
of a hearing on the matter, the reason for
the request, and the issues contested.
Persons who wish to be notified of a
hearing may request notification by
emailing the Commission’s Secretary.
ADDRESSES: The Commission:
Secretarys-Office@sec.gov. Applicants:
Jenny B. Neslin, jneslin@
angelogordon.com.
FOR FURTHER INFORMATION CONTACT: Lisa
Reid Ragen, Branch Chief, at (202) 551–
6825 (Division of Investment
Management, Chief Counsel’s Office).
SUPPLEMENTARY INFORMATION: For
Applicants’ representations, legal
analysis, and conditions, please refer to
Applicants’ fourth amended and
restated application, dated March 14,
2023, which may be obtained via the
Commission’s website by searching for
the file number at the top of this
document, or for an Applicant using the
Company name search field, on the
SEC’s EDGAR system. The SEC’s
EDGAR system may be searched at
https://www.sec.gov/edgar/searchedgar/
legacy/companysearch.html. You may
also call the SEC’s Public Reference
Room at (202) 551–8090.
For the Commission, by the Division of
Investment Management, under delegated
authority.
Sherry R. Haywood,
Assistant Secretary.
[FR Doc. 2023–06062 Filed 3–23–23; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–97169; File No. SR–ICEEU–
2023–004]
Self-Regulatory Organizations; ICE
Clear Europe Limited; Order Approving
Proposed Rule Change Relating to
Amendments to the ICE Clear Europe
Counterparty Credit Risk Policy and
Counterparty Credit Risk Procedures
March 20, 2023.
I. Introduction
On January 20, 2023, ICE Clear
Europe Limited (‘‘ICE Clear Europe’’)
filed with the Securities and Exchange
Commission (‘‘Commission’’), pursuant
to Section 19(b)(1) of the Securities
Exchange Act of 1934 (the ‘‘Act’’),1 and
Rule 19b–4,2 a proposed rule change to
amend its Counterparty Credit Risk
Policy (the ‘‘CC Risk Policy’’) and
Counterparty Credit Risk Procedures
(the ‘‘CC Risk Procedures’’). The
proposed rule change was published for
comment in the Federal Register on
1 15
30 17
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2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
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Federal Register / Vol. 88, No. 57 / Friday, March 24, 2023 / Notices
February 7, 2023.3 The Commission did
not receive comments regarding the
proposed rule change. For the reasons
discussed below, the Commission is
approving the proposed rule change.
II. Description of the Proposed Rule
Change
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i. Background
ICE Clear Europe is registered with
the Commission as a clearing agency for
the purpose of clearing security-based
swaps. In its role as a clearing agency
for clearing security-based swaps, ICE
Clear Europe provides services to its
Clearing Members and receives banking,
investment, custody, and other financial
services from its Financial Service
Providers (‘‘FSPs’’).4 In providing
services to Clearing Members and
receiving services from FSPs, ICE Clear
Europe is exposed to counterparty risk.
Counterparty risk is the risk that ICE
Clear Europe suffers financial losses if a
Clearing Member or FSP defaults on its
obligations to ICE Clear Europe.
In 2021, ICE Clear Europe adopted the
CC Risk Policy and CC Risk
Procedures.5 The CC Risk Policy and CC
Risk Procedures describe how ICE Clear
Europe identifies, monitors, and
mitigates counterparty risk. In addition
to the CC Risk Policy and CC Risk
Procedures, ICE Clear Europe has also
established a Counterparty Credit Risk
Parameters document (the ‘‘CC Risk
Parameters’’).6
The proposed rule change would
amend the CC Risk Policy and the CC
Risk Procedures to make a number of
improvements to the versions adopted
in 2021. As described more fully below,
the proposed rule change would: (i)
apply both documents to the risks
arising from Links; 7 (ii) revise credit
3 Self-Regulatory Organizations; ICE Clear Europe
Limited; Notice of Filing of Proposed Rule Change
Relating to Amendments to the ICE Clear Europe
Counterparty Credit Risk Policy and Counterparty
Credit Risk Procedures, Exchange Act Release No.
96787 (Feb. 1, 2023); 88 FR 8018 (Feb. 7, 2023) (SR–
ICEEU–2023–004) (‘‘Notice’’).
4 Capitalized terms not otherwise defined herein
have the meanings assigned to them in the CC Risk
Policy and CC Risk Procedures.
5 See Self-Regulatory Organizations; ICE Clear
Europe Limited; Order Approving Proposed Rule
Change Relating to Adoption of the Counterparty
Credit Risk Policy and Counterparty Credit Risk
Procedures, Exchange Act Release No. 93880 (Dec.
30, 2021), 87 FR 513 (Jan. 5, 2022) (SR–ICEEU–
2021–015) (‘‘2021 Approval Order’’).
6 ICE Clear Europe included the CC Risk
Parameters as a confidential Exhibit 3 to this filing
and the 2021 Approval Order. The CC Risk
Parameters contain details relevant to the processes
set out in the CC Risk Policy and CC Risk
Procedures. For example, the CC Risk Parameters
contain the credit eligibility criteria that ICE Clear
Europe uses to assess prospective counterparties.
7 The proposed rule change would adopt the
definition of ‘‘Link’’ as found in Rule 17Ad–
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eligibility criteria; (iii) clarify how
frequently ICE Clear Europe reviews
counterparties; (iv) add a new defined
term for Systemically Important
Institution; (v) consider the risks arising
from cross-exposures and off-boarding;
(vi) specify additional mitigating actions
ICE Clear Europe may take in certain
circumstances; and (vii) revise
description of ICE Clear Europe’s
Counterparty Rating System.8
ii. Links
Currently, both the CC Risk Policy
and the CC Risk Procedures define
counterparty credit risk in relation to
Clearing Members and FSPs.
Specifically, both documents define
counterparty credit risk as (i) the risk
that a Clearing Member misses its next
payment to ICE Clear Europe, leaving
ICE Clear Europe under-collateralized
and therefore increasing the risk of
using the Guaranty Fund contributions
of other Clearing Members and ICE
Clear Europe to manage a potential
default of that Clearing Member and (ii)
the risk that a FSP defaults without
returning cash to ICE Clear Europe,
leaving ICE Clear Europe with a loss on
its investments or expected return of
cash. The proposed rule change would
expand the definition of counterparty
credit risk, in both the CC Risk Policy
and the CC Risk Procedures, to include
the risk that a Link defaults, leaving ICE
Clear Europe to fund material
contractual or operational arrangements
associated with that Link.
In addition to taking into account the
risks arising from Links, the proposed
rule change would revise the overall
objective of ICE Clear Europe’s
counterparty credit risk management to
include minimizing the risk arising from
a Link defaulting. The current CC Risk
Policy provides that the objective of ICE
Clear Europe’s counterparty credit risk
management is minimizing the risk of
ICE Clear Europe being materially
under-collateralized as a result of a CM
defaulting, or realizing a material loss
due to an FSP defaulting. The proposed
change would add Links to this
objective, such that ICE Clear Europe’s
22(a)(8). Rule 17Ad–22(a)(8) defines a ‘‘Link’’ as ‘‘a
set of contractual and operational arrangements
between two or more clearing agencies, financial
market utilities, or trading markets that connect
them directly or indirectly for the purposes of
participating in settlement, cross margining,
expanding their services to additional instruments
or participants, or for any other purposes material
to their business.’’ 17 CFR 240.17Ad–22(a)(8).
8 The Counterparty Rating System is the system
that ICE Clear Europe uses to model and determine
a counterparty’s risk. ICE Clear Europe uses the
Counterparty Rating System to calculate a credit
score, and this credit score represents a
counterparty’s risk, in terms of its overall credit
quality.
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objective would include minimizing the
risk of loss due to a Link defaulting.
While revising the objective of ICE
Clear Europe’s counterparty credit risk
management to include Links, the
proposed rule change also would revise
how ICE Clear Europe achieves this
objective to include Links. Currently,
ICE Clear Europe minimizes
counterparty credit risk through the
following actions: (i) setting and
monitoring credit criteria for
counterparties; (ii) establishing a credit
score for each counterparty that
represents each counterparty’s credit
risk and classifying each counterparty in
relation to the risk it poses; (iii) taking
mitigating actions to reduce ICE Clear
Europe’s exposure; (iv) performing
reviews of counterparties; and (v)
setting and monitoring exposure limits
for counterparties. The proposed rule
change would add to this list
identifying, monitoring, and managing
risks from Links. Thus, in addition to
taking the actions set forth above to
minimize counterparty risk, under the
proposed rule change, ICE Clear Europe
also would identify, monitor, and
mange risks from Links.
Similarly, the proposed rule change
would add to ICE Clear Europe’s
mitigating actions certain actions
specific to Links. The CC Risk Policy
lists certain mitigating actions that ICE
Clear Europe may take to reduce its
exposure to a counterparty. These
actions include, among other things,
requiring a Clearing Member to reduce
its positions and changing ICE Clear
Europe’s usage of a FSP. The proposed
rule change would add to this list of
mitigating actions changing ICE Clear
Europe’s usage of a Link, which ICE
Clear Europe could undertake to reduce
its exposure to a Link.
In addition to revising the definition
of counterparty risk, the counterparty
risk management objective, and the list
of mitigating actions, the proposed rule
change also would revise how ICE Clear
Europe monitors counterparties to
account for Links. As mentioned above,
currently ICE Clear Europe uses its
Counterparty Rating System to calculate
a credit score that represents a
counterparty’s risk, in terms of the
overall credit quality of the
counterparty. Under the proposed rule
change, ICE Clear Europe would
continue to use its Counterparty Rating
System to calculate credit scores. The
proposed rule change would add
language to the CC Risk Policy and CC
Risk Parameters, however, to note that
ICE Clear Europe may use its
Counterparty Rating System or related
credit criteria to represent the credit
quality of counterparties. The new
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reference to related credit criteria
captures the fact that ICE Clear Europe
may need to consider additional credit
criteria to fully consider the risks of
Links. This additional credit criteria
could include, for example, the nature
of a Link’s operational arrangement with
ICE Clear Europe. Similarly, the
proposed rule change would add
language to the Counterparty Credit Risk
Procedures to note that, in addition to
monitoring counterparties through
credit scores, ICE Clear Europe may
monitor counterparties through public
news sources. Public news sources
could provide insight into events
affecting the financial standing of Links.
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iii. Credit Eligibility Criteria
ICE Clear Europe assesses prospective
counterparties against certain credit
eligibility criteria. The criteria that ICE
Clear Europe uses for this assessment
are set out in the CC Risk Parameters.
Overall, ICE Clear Europe uses this
assessment against the credit eligibility
criteria to assess the financial stability
of Clearing Members and FSPs.9
The current CC Risk Procedures note
that, as part of this assessment, FSPs
must be legal entities in approved
jurisdictions and comply with the credit
eligibility criteria and Unsecured Credit
Limits found in the CC Risk Parameters.
The proposed rule change would revise
this language to state that in addition to
complying with the credit eligibility
criteria and Unsecured Credit Limits
found in CC Risk Parameters, ICE Clear
Europe screens FSPs for Know-YourCustomer (‘‘KYC’’) and Anti-Money
Laundering (‘‘AML’’) purposes to
confirm they are not registered in
countries subject to monitoring by the
Financial Action Task Force 10 and to
confirm that they have appropriate KYC
processes. ICE Clear Europe is making
this change to codify in the CC Risk
Procedures its current practice of
screening FSPs with respect to KYC and
AML requirements.11
Moreover, the proposed rule change
would add language to note that
agreements with FSPs are subject to
review by ICE Clear Europe’s legal team,
and this review includes consideration
of legal risk associated with the
governing law of the relevant agreement
and the jurisdiction of the FSP. This
new language would replace the
statement, found in the current CC Risk
9 See
2021 Approval Order, 87 FR at 514.
Financial Action Task Force is an
intergovernmental organization founded in 1989 on
the initiative of the G7. It develops policies and
international standards to prevent money
laundering and terrorist financing. See https://
www.fatf-gafi.org/en/home.html.
11 Notice, 88 FR at 8018.
10 The
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Procedures, that FSPs must be legal
entities in approved jurisdictions.
Rather than only requiring FSPs be legal
entities in approved jurisdictions, in
practice ICE Clear Europe’s legal team
analyzes each agreement ICE Clear
Europe has with its FSPs and considers
the legal risk arising from the governing
law of the agreement and the
jurisdiction of the FSP. Thus, the new
language would better describe ICE
Clear Europe’s current practice and
codify this practice in the CC Risk
Procedures.12
Finally, the proposed rule change
would note that all of the credit
eligibility criteria, which ICE Clear
Europe uses in assessing prospective
counterparties, would be reviewed
periodically. This change to the CC Risk
Procedures would codify a periodic
review requirement that is currently set
out the CC Risk Parameters. That
document sets out the frequency of
reviews of the credit eligibility criteria
as well as the ICE Clear Europe
personnel responsible for conducting
and approving such reviews.
Specifically, the CC Risk Parameters
contain a list of various minimum credit
ratings that counterparties should meet,
and provide that this criteria will be
reviewed annually by ICE Clear
Europe’s Executive Risk Committee.
iv. Frequency of Reviews
The proposed rule change would
remove certain duplicative requirements
from the CC Risk Procedures. As part of
its monitoring of counterparty risk, ICE
Clear Europe reviews prospective and
current counterparties. These reviews
consist of, among other actions,
calculating credit scores for each
counterparty and reviewing limits on
ICE Clear Europe’s financial exposure to
a counterparty.13
The current CC Risk Procedures
contain duplicative requirements
concerning credit scores, continuous
monitoring, the watch list, and exposure
limits. The current CC Risk Procedures
provide, in Section 2.3.1, that ICE Clear
Europe uses its Counterparty Rating
System to calculate credit scores for
each counterparty on each day. The
current CC Risk Procedures provide, in
Section 2.4, that continuous monitoring
is conducted daily and the Watch List
and exposure limits are reviewed
weekly, monthly and quarterly.
With respect to Section 2.3.1, the
proposed rule change would delete ‘‘on
each day’’ and replace it with
‘‘periodically.’’ As amended, Section
2.3.1 would therefore state that ICE
Clear Europe uses its Counterparty
Rating System to calculate credit scores
for each Counterparty periodically as set
out in the Parameters. With respect to
Section 2.4, the proposed rule change
would delete ‘‘weekly.’’ As amended,
Section 2.4 would state that continuous
monitoring is conducted daily and the
Watch List and exposure limits are
reviewed monthly and quarterly.
With respect to both changes, ICE
Clear Europe maintains that it is not
decreasing the frequency of its
reviews.14 Rather, ICE Clear Europe is
amending Section 2.3.1 to rely instead
on the general statement in Section 2.4
that continuous monitoring is
conducted daily. Thus, Section 2.4
would control, and ICE Clear Europe
would still calculate credit scores on a
daily basis, despite replacing ‘‘on each
day’’ with ‘‘periodically’’ in Section
2.3.1. Moreover, ICE Clear Europe
maintains that under amended Section
2.4, it would still conduct continuous
monitoring and risk reviews on a daily
basis.15 ICE Clear Europe is deleting
‘‘weekly’’ because it maintains that it
would conduct the risk reviews daily,
rather than weekly.
Finally, the CC Risk Procedures
currently state that ICE Clear Europe’s
findings and recommendations from its
reviews of counterparties are approved
based on the CC Risk Parameters. The
proposed rule change would amend this
statement in the CC Risk Procedures to
provide that the review frequency and
criteria, in addition to ICE Clear
Europe’s findings and recommendations
from its reviews of counterparties, are
approved based on the CC Risk
Parameters. This change would better
align the CC Risk Procedures with the
CC Risk Parameters. Specifically, the CC
Risk Parameters make certain ICE Clear
Europe personnel responsible for
reviewing and approving findings and
recommendations from risk reviews,
and sets out the frequency and criteria
for the risk reviews.
v. Systemically Important Institution
As part of mitigating its counterparty
credit risk, ICE Clear Europe sets and
monitors limits on its financial
exposures to its counterparties. These
exposure limits effectively cap ICE Clear
Europe’s risk of loss arising from a
particular counterparty and therefore act
as an overall mitigation of counterparty
risk.16
As explained in the current CC Risk
Procedures, ICE Clear Europe sets an
exposure limit for each Clearing
14 Notice,
12 Notice,
88 FR at 8018.
13 See 2021 Approval Order, 87 FR at 514.
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88 FR at 8019.
88 FR at 8019.
16 See 2021 Approval Order, 87 FR at 514.
15 Notice,
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Member as a percentage of that Clearing
Member’s capital. As further explained
in the current CC Risk Procedures, the
capital that ICE Clear Europe considers
for this purpose can include the balance
sheet of a Clearing Member’s parent
company. ICE Clear Europe would
consider the balance sheet of a Clearing
Member’s parent company if: (i) it
considers the Clearing Member to be an
integral part of a large systemically
important institution headquartered in a
robust legal jurisdiction; or (ii) it has a
formal and enforceable recourse to the
Clearing Member’s parent company via
a guarantee or equivalent undertaking.
The proposed rule change would amend
the first consideration, so that ICE Clear
Europe would consider the balance
sheet of a Clearing Member’s parent
company if it considers the Clearing
Member to be an integral part of a large
group that is a Systemically Important
Institution. The proposed rule change
would define a Systemically Important
Institution as an institution with assets
greater than 200 billion Euros that is
treated as a Globally Systemically
Important Institution by the European
Banking Authority. These changes are
aimed at objectively defining when ICE
Clear Europe should consider the
balance sheet of a parent company in
eligible capital for the purposes of the
exposure limit.17
vi. Cross-Exposures and Off-Boarding
As discussed above, ICE Clear Europe
monitors counterparties daily. This
monitoring includes a number of items,
such as daily credit scores and reviews
of public news.18 The proposed rule
change would expand the CC Risk
Procedures to include monitoring for
cross-exposures, which are exposures
that a counterparty may have to its
affiliates that are also ICE Clear Europe
counterparties, and the risks that could
arise when off-boarding counterparties.
Specifically, the proposed rule change
would add language to Section 2.4 to
note that ICE Clear Europe’s monitoring
of counterparty credit risk includes
monitoring of cross-exposures among a
Clearing Member and its affiliates. The
proposed rule change also would add
language to Section 3.1.1 of the CC Risk
Procedures stating that ICE Clear Europe
monitors at least monthly credit CrossExposures among counterparties and
their affiliates in all their capacities as
counterparties to ICE Clear Europe.
The proposed rule change also would
expand the CC Risk Procedures to
consider the potential risks to ICE Clear
Europe that could arise when it
vii. Mitigating Actions
In addition to assessing and
monitoring counterparties, ICE Clear
Europe also has the authority to take
actions with respect to counterparties to
mitigate risks presented by those
counterparties.19 For example, ICE Clear
Europe may subject a counterparty to
additional monitoring or reduce its
usage of an FSP. ICE Clear Europe may
also add counterparties to the Watch
List, which is a list of counterparties
that ICE Clear Europe subjects to
enhanced monitoring and mitigating
action if necessary. The proposed rule
change would amend the CC Risk
Procedures to note two additional
mitigating actions that ICE Clear Europe
could take against counterparties in
certain circumstances.
First, the proposed rule change would
add a statement to Section 2.3.2 of the
CC Risk Procedures that Clearing
Members are added automatically to the
Watch List if they reach the Watch List
Criteria. Specifically, Clearing Members
whose credit scores meet certain
thresholds indicating financial
weakness are automatically added to the
Watch List. This criteria is set out in the
CC Risk Parameters.
Second, the proposed rule change
would add language to Section 2.3.1 to
note that submissions of quarterly
financial statements by counterparties
later than the days mandated by ICE
Clear Europe’s Rules will be
communicated and escalated as set out
in the CC Risk Parameters. The CC Risk
Parameters require communication with
counterparties and escalation to ICE
Clear Europe’s Head of Regulation and
Compliance of late quarterly financial
submissions.
viii. Counterparty Rating System
Finally, the proposed rule change
would clarify the description of ICE
Clear Europe’s Counterparty Rating
System found in the CC Risk
Procedures. As mentioned above, the
Counterparty Rating System is the
system that ICE Clear Europe uses to
model and determine a counterparty’s
credit risk. ICE Clear Europe uses the
Counterparty Rating System to calculate
17 Notice,
18 See
88 FR at 8019.
2021 Approval Order, 87 FR at 514.
terminates its relationship with a
counterparty. These risks could include,
for example, open contractual
obligations or money owed to ICE Clear
Europe. The proposed rule change
would add language to Section 2.1 of
the CC Risk Procedures stating that ICE
Clear Europe ensures all counterparty
risks are eliminated prior to off-boarding
counterparties.
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19 See
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17889
a credit score, and this credit score
represents a counterparty’s credit risk.
The proposed rule change would
delete a statement in the CC Risk
Procedures that ICE Clear Europe’s
Counterparty Rating System may
incorporate exposure information
reflecting the risk of the Clearing
Member’s portfolio held with ICE Clear
Europe. The proposed rule change is
deleting this statement because ICE
Clear Europe is revising its relevant risk
model to consider the credit quality of
a Clearing Member, rather than the risk
associated with a Clearing Member’s
portfolio. ICE Clear Europe is making
this change to better align the credit
scores with the credit quality of Clearing
Members.20
III. Discussion and Commission
Findings
Section 19(b)(2)(C) of the Act 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 the
rules and regulations thereunder
applicable to such organization.21 For
the reasons discussed below, the
Commission finds that the proposed
rule change is consistent with Section
17A(b)(3)(F) of the Act,22 and Rules
17Ad–22(e)(3)(i) and (e)(20)
thereunder.23
i. Consistency With Section 17A(b)(3)(F)
of the Act
Section 17A(b)(3)(F) of the Act
requires, among other things, that the
rules of ICE Clear Europe be designed to
promote the prompt and accurate
clearance and settlement of securities
transactions and, to the extent
applicable, derivative agreements,
contracts, and transactions.24 Based on
its review of the record, and for the
reasons discussed below, the
Commission believes the proposed
changes to the CC Risk Policy and CC
Risk Procedures are consistent with the
promotion of the prompt and accurate
clearance and settlement of securities
transactions.
The Commission believes the
proposed rule change overall would
improve ICE Clear Europe’s ability to
manage counterparty risk using the CC
Risk Policy and CC Risk Procedures.
One way the proposed rule change
would do that is by expanding the risks
20 ICE Clear Europe manages the risk associated
with a Clearing Member’s portfolio through its
margin and guaranty fund requirements.
21 15 U.S.C. 78s(b)(2)(C).
22 15 U.S.C. 78q–1(b)(3)(F).
23 17 CFR 240.17Ad–22(e)(3)(i) and (e)(20).
24 15 U.S.C. 78q–1(b)(3)(F).
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that ICE Clear Europe considers when it
is evaluating counterparties. For
example, the proposed rule change
would require that ICE Clear Europe
consider the risks arising from Links
and consider the risks associated with
KYC and Anti-Money Laundering
requirements when evaluating FSPs.
Similarly, the proposed rule change
would require that ICE Clear Europe
consider the risks arising from its
agreements with FSPs, specifically legal
risk associated with the governing law
of the agreement and the jurisdiction of
the FSP, rather than only requiring FSPs
be legal entities in approved
jurisdictions. Finally, the proposed rule
change would require ICE Clear Europe
to monitor counterparties’ cross
exposures and the risks created when
off-boarding a counterparty. The
Commission believes all of these
changes would expand ICE Clear
Europe’s counterparty risk monitoring
and management to include risks that
are not currently considered by ICE
Clear Europe.
The Commission believes that the
proposed rule change would improve
ICE Clear Europe’s counterparty risk
management by establishing actions ICE
Clear Europe would take to monitor and
mitigate counterparties that present
increased risk, such as requiring that
ICE Clear Europe add a counterparty to
the Watch List if it meets criteria set out
in the CC Risk Parameters. Moreover,
the proposed rule change would require
ICE Clear Europe to internally escalate
a counterparty’s late submission of
quarterly financial statements for further
review and action. The Commission
believes requiring these actions would
help ensure that ICE Clear Europe takes
immediate steps to monitor
counterparties that present additional
risk, either by meeting the criteria for
inclusion on the Watch List or failing to
timely file the required quarterly
financial statements.
In addition to expanding the risks that
ICE Clear Europe considers and
establishing actions to take with respect
to counterparties that present increased
risk, the Commission believes the
proposed rule change would improve
ICE Clear Europe’s counterparty risk
management by clarifying the frequency
of the various reviews conducted by ICE
Clear Europe. Specifically, the proposed
rule change would require that ICE
Clear Europe review all credit eligibility
criteria periodically and that review
frequency and criteria be approved
based on the CC Risk Parameters.
Similarly, the proposed rule change
would clarify that ICE Clear Europe
calculates credit scores, looks at public
news, conducts continuous monitoring,
VerDate Sep<11>2014
19:18 Mar 23, 2023
Jkt 259001
and completes risk reviews daily. The
Commission believes these changes
would help ensure ICE Clear Europe is
using correct and current criteria to
evaluate counterparties and reviewing
and monitoring counterparties daily.
Finally, the Commission believes that
two other changes discussed above
would clarify important aspects of ICE
Clear Europe’s counterparty risk
management. First, the Commission
believes that adding a definition for
Systemically Important Institution and
no longer considering whether a
Systemically Important Institution is in
a robust legal jurisdiction would define
objective criteria for considering the
balance sheet of a Clearing Member’s
parent company in setting the exposure
limit for that Clearing Member. Defining
objective criteria with regard to the
setting of exposure limits, in turn,
would improve the consistency with
which ICE Clear Europe applies such
limits to control the potential loss that
could arise out of a Clearing Member
default. Second, the proposed rule
change would clarify the description of
ICE Clear Europe’s Counterparty Rating
System because it considers the credit
quality of a Clearing Member, rather
than the risk associated with a Clearing
Member’s portfolio. The proposed
change would better align the
measurement (credit ratings) with what
it seeks to measure (a member’s credit
quality).
The Commission believes
counterparty risk poses a risk to ICE
Clear Europe’s financial resources. For
example, default by a Clearing Member
could leave ICE Clear Europe undercollateralized, and default by an FSP
could cause ICE Clear Europe to lose its
investments or expected return of cash.
Similarly, default by a Link could
require ICE Clear Europe to fund
material contractual or operational
arrangements associated with that Link.
The Commission believes that such
losses could threaten ICE Clear Europe’s
ability to operate and clear and settle
transactions. Thus, the Commission
believes that effective management of
ICE Clear Europe’s counterparty risk
could help ICE Clear Europe mitigate
risks to the financial resources needed
to continue clearing and settling
transactions. The Commission therefore
believes that, by improving ICE Clear
Europe’s ability to manage and mitigate
counterparty risk, the proposed rule
change would thereby promote the
prompt and accurate clearance and
settlement of securities transactions.
PO 00000
Frm 00109
Fmt 4703
Sfmt 4703
Therefore, the Commission finds that
the proposed rule change is consistent
with Section 17A(b)(3)(F) of the Act.25
ii. Consistency With Rule 17Ad–
22(e)(3)(i) Under the Act
Rule 17Ad–22(e)(3)(i) requires that
ICE Clear Europe establish, implement,
maintain, and enforce written policies
and procedures reasonably designed to,
among other things, maintain a sound
risk management framework for
comprehensively managing legal, credit,
liquidity, operational, general business,
investment, custody, and other risks
that arise in or are borne by ICE Clear
Europe, which includes risk
management policies, procedures, and
systems designed to identify, measure,
monitor, and manage the range of risks
that arise in or are borne by ICE Clear
Europe, that are subject to review on a
specified periodic basis and approved
by the board of directors annually.26 As
discussed above, the proposed rule
change would make a number of
improvements to the CC Risk Policy and
the CC Risk Procedures. The
Commission believes these
improvements would enhance ICE Clear
Europe’s ability to comprehensively
measure and manage the risks posed by
counterparties.
With respect to measuring
counterparty risks, the Commission
believes that requiring ICE Clear Europe
to consider KYC and AML requirements
when reviewing prospective and
existing FSPs would enable ICE Clear
Europe to consider the risks arising from
compliance with these requirements.
The Commission further believes that
requiring ICE Clear Europe to consider
legal risk associated with the governing
law of the agreement and the
jurisdiction of the FSP would help
ensure that ICE Clear Europe considers
this associated risk. Similarly, the
Commission believes that taking into
consideration counterparties’ crossexposures, and the risks that arise when
terminating a relationship with a
counterparty, would enable ICE Clear
Europe to identify and manage the risks
posed by counterparties’ affiliates and
the risks that could arise when ICE Clear
Europe terminates a counterparty.
With respect to managing
counterparty risks, the Commission
believes that requiring ICE Clear Europe
to add counterparties to the Watch List
when meeting certain criteria and to
escalate late submission of quarterly
financial statements for further review
and action would help ICE Clear Europe
to identify at-risk counterparties for
25 15
26 17
E:\FR\FM\24MRN1.SGM
U.S.C. 78q–1(b)(3)(F).
CFR 240.17Ad–22(e)(3)(i).
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further monitoring and mitigating
action.
Therefore, the Commission finds that
the proposed rule change is consistent
with Rule 17Ad–22(e)(3)(i).27
iii. Consistency With Rule 17Ad–
22(e)(20) Under the Act
On the basis of the foregoing, the
Commission finds that the proposed
rule change is consistent with the
requirements of the Act, and in
particular, with the requirements of
Section 17A(b)(3)(F) of the Act,30 and
Rules 17Ad–22(e)(3)(i) and (e)(20)
thereunder.31
It is therefore ordered pursuant to
Section 19(b)(2) of the Act 32 that the
proposed rule change (SR–ICEEU–2023–
004), be, and hereby is, approved.33
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.34
Sherry R. Haywood,
Assistant Secretary.
[FR Doc. 2023–06057 Filed 3–23–23; 8:45 am]
BILLING CODE 8011–01–P
27 17
CFR 240.17Ad–22(e)(3)(i).
CFR 240.17Ad–22(e)(20).
29 17 CFR 240.17Ad–22(e)(20).
30 15 U.S.C. 78q–1(b)(3)(F).
31 17 CFR 240.17Ad–22(e)(3)(i) and (e)(20).
32 15 U.S.C. 78s(b)(2).
33 In approving the proposed rule change, the
Commission considered the proposal’s impact on
efficiency, competition, and capital formation. 15
U.S.C. 78c(f).
34 17 CFR 200.30–3(a)(12).
lotter on DSK11XQN23PROD with NOTICES1
28 17
19:18 Mar 23, 2023
solicit comments on the proposed rule
change from interested persons.
Sunshine Act Meetings
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
FEDERAL REGISTER CITATION OF PREVIOUS
ANNOUNCEMENT: 88 FR 16687, March 20,
PREVIOUSLY ANNOUNCED TIME AND DATE OF
THE MEETING: Wednesday, March 22,
2023 at 10:00 a.m.
The following
item will not be considered during the
Open Meeting on Wednesday, March
22, 2023:
• The Commission will consider
whether to adopt amendments to Form
PF, the confidential reporting form for
certain Commission registered
investment advisers to private funds, to
require current reporting for certain
private fund advisers and revise certain
reporting requirements.
CONTACT PERSON FOR MORE INFORMATION:
For further information, please contact
Vanessa A. Countryman from the Office
of the Secretary at (202) 551–5400.
Authority: 5 U.S.C. 552b.
CHANGES IN THE MEETING:
Dated: March 21, 2023.
J. Matthew DeLesDernier,
Deputy Secretary.
[FR Doc. 2023–06208 Filed 3–22–23; 11:15 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
IV. Conclusion
VerDate Sep<11>2014
SECURITIES AND EXCHANGE
COMMISSION
2023.
Rule 17Ad–22(e)(20) requires that ICE
Clear Europe establish, implement,
maintain, and enforce written policies
and procedures reasonably designed to
identify, monitor, and manage risks
related to any link ICE Clear Europe
establishes with one or more other
clearing agencies, financial market
utilities, or trading markets.28 As
discussed above, the proposed rule
change would amend the CC Risk Policy
and the CC Risk Procedures to account
for the risks arising from Links. Among
other things, ICE Clear Europe would
consider as a counterparty credit risk
the risk that a Link defaults; take steps
to minimize the risk of loss due to a
Link defaulting; and identify, monitor,
and mange risks arising from Links. The
Commission believes these actions are
reasonably designed to identify,
monitor, and manage risks related to
any Link that ICE Clear Europe may
establish.
Therefore, the Commission finds that
the proposed rule change is consistent
with Rule 17Ad–22(e)(20).29
Jkt 259001
17891
[Release No. 34–97160; File No. SR–BX–
2023–007]
Self-Regulatory Organizations; Nasdaq
BX, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Modify Equity 4, Rule
4120 To Establish Common Criteria
and Procedures for Halting and
Resuming Trading in Equity Securities
in the Event of Regulatory or
Operational Issues, Reorganize the
Text of the Rule, and Make Conforming
Changes to Related Rules
March 20, 2023.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on March 8,
2023, Nasdaq BX, Inc. (‘‘BX’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the self-regulatory organization. The
Commission is publishing this notice to
1 15
2 17
PO 00000
U.S.C. 78s(b)(1).
CFR 240.19b–4.
Frm 00110
Fmt 4703
Sfmt 4703
The Exchange proposes to modify
Equity 4, Rule 4120 to establish
common criteria and procedures for
halting and resuming trading in equity
securities in the event of regulatory or
operational issues, reorganize the text of
the rule, and make conforming changes
to related rules. The text of the proposed
rule change is available on the
Exchange’s website at https://
listingcenter.nasdaq.com/rulebook/bx/
rules, at the principal office of the
Exchange, and at the Commission’s
Public Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange 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. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
In conjunction with adoption of an
amended Nasdaq UTP Plan proposed by
its participants (‘‘Amended Nasdaq UTP
Plan’’),3 the Exchange is amending Rule
3 On February 11, 2021, the Nasdaq UTP Plan
participants filed Amendment 50 to the Plan, to
revise provisions governing regulatory and
operational halts. See Letter from Robert Brooks,
Chairman, UTP Operating Committee, Nasdaq UTP
Plan, to Vanessa Countryman, Secretary, Securities
and Exchange Commission, dated February 11,
2021. The Nasdaq UTP Plan subsequently filed two
partial amendments to the 50th Amendment, on
March 31, 2021 and on April 7, 2021. The SEC
approved the amendments on May 28, 2021. See
Securities Exchange Act Release No. 34–92071
(May 28, 2021), 86 FR 29846 (June 3, 2021) (S7–24–
89). The Amended Nasdaq UTP Plan includes
provisions requiring participant self-regulatory
organizations (‘‘SROs’’) to honor a Regulatory Halt
declared by the Primary Listing Market. The
provisions in the Nasdaq UTP Plan, and the plan
for consolidation of data for non-Nasdaq-listed
securities, the Consolidated Tape System and
Consolidated Quotations System (collectively, the
‘‘CTA/CQS Plan’’), include provisions similar to the
changes proposed by the Exchange in this filing.
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Agencies
[Federal Register Volume 88, Number 57 (Friday, March 24, 2023)]
[Notices]
[Pages 17886-17891]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2023-06057]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-97169; File No. SR-ICEEU-2023-004]
Self-Regulatory Organizations; ICE Clear Europe Limited; Order
Approving Proposed Rule Change Relating to Amendments to the ICE Clear
Europe Counterparty Credit Risk Policy and Counterparty Credit Risk
Procedures
March 20, 2023.
I. Introduction
On January 20, 2023, ICE Clear Europe Limited (``ICE Clear
Europe'') filed with the Securities and Exchange Commission
(``Commission''), pursuant to Section 19(b)(1) of the Securities
Exchange Act of 1934 (the ``Act''),\1\ and Rule 19b-4,\2\ a proposed
rule change to amend its Counterparty Credit Risk Policy (the ``CC Risk
Policy'') and Counterparty Credit Risk Procedures (the ``CC Risk
Procedures''). The proposed rule change was published for comment in
the Federal Register on
[[Page 17887]]
February 7, 2023.\3\ The Commission did not receive comments regarding
the proposed rule change. For the reasons discussed below, the
Commission is approving the proposed rule change.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ Self-Regulatory Organizations; ICE Clear Europe Limited;
Notice of Filing of Proposed Rule Change Relating to Amendments to
the ICE Clear Europe Counterparty Credit Risk Policy and
Counterparty Credit Risk Procedures, Exchange Act Release No. 96787
(Feb. 1, 2023); 88 FR 8018 (Feb. 7, 2023) (SR-ICEEU-2023-004)
(``Notice'').
---------------------------------------------------------------------------
II. Description of the Proposed Rule Change
i. Background
ICE Clear Europe is registered with the Commission as a clearing
agency for the purpose of clearing security-based swaps. In its role as
a clearing agency for clearing security-based swaps, ICE Clear Europe
provides services to its Clearing Members and receives banking,
investment, custody, and other financial services from its Financial
Service Providers (``FSPs'').\4\ In providing services to Clearing
Members and receiving services from FSPs, ICE Clear Europe is exposed
to counterparty risk. Counterparty risk is the risk that ICE Clear
Europe suffers financial losses if a Clearing Member or FSP defaults on
its obligations to ICE Clear Europe.
---------------------------------------------------------------------------
\4\ Capitalized terms not otherwise defined herein have the
meanings assigned to them in the CC Risk Policy and CC Risk
Procedures.
---------------------------------------------------------------------------
In 2021, ICE Clear Europe adopted the CC Risk Policy and CC Risk
Procedures.\5\ The CC Risk Policy and CC Risk Procedures describe how
ICE Clear Europe identifies, monitors, and mitigates counterparty risk.
In addition to the CC Risk Policy and CC Risk Procedures, ICE Clear
Europe has also established a Counterparty Credit Risk Parameters
document (the ``CC Risk Parameters'').\6\
---------------------------------------------------------------------------
\5\ See Self-Regulatory Organizations; ICE Clear Europe Limited;
Order Approving Proposed Rule Change Relating to Adoption of the
Counterparty Credit Risk Policy and Counterparty Credit Risk
Procedures, Exchange Act Release No. 93880 (Dec. 30, 2021), 87 FR
513 (Jan. 5, 2022) (SR-ICEEU-2021-015) (``2021 Approval Order'').
\6\ ICE Clear Europe included the CC Risk Parameters as a
confidential Exhibit 3 to this filing and the 2021 Approval Order.
The CC Risk Parameters contain details relevant to the processes set
out in the CC Risk Policy and CC Risk Procedures. For example, the
CC Risk Parameters contain the credit eligibility criteria that ICE
Clear Europe uses to assess prospective counterparties.
---------------------------------------------------------------------------
The proposed rule change would amend the CC Risk Policy and the CC
Risk Procedures to make a number of improvements to the versions
adopted in 2021. As described more fully below, the proposed rule
change would: (i) apply both documents to the risks arising from Links;
\7\ (ii) revise credit eligibility criteria; (iii) clarify how
frequently ICE Clear Europe reviews counterparties; (iv) add a new
defined term for Systemically Important Institution; (v) consider the
risks arising from cross-exposures and off-boarding; (vi) specify
additional mitigating actions ICE Clear Europe may take in certain
circumstances; and (vii) revise description of ICE Clear Europe's
Counterparty Rating System.\8\
---------------------------------------------------------------------------
\7\ The proposed rule change would adopt the definition of
``Link'' as found in Rule 17Ad-22(a)(8). Rule 17Ad-22(a)(8) defines
a ``Link'' as ``a set of contractual and operational arrangements
between two or more clearing agencies, financial market utilities,
or trading markets that connect them directly or indirectly for the
purposes of participating in settlement, cross margining, expanding
their services to additional instruments or participants, or for any
other purposes material to their business.'' 17 CFR 240.17Ad-
22(a)(8).
\8\ The Counterparty Rating System is the system that ICE Clear
Europe uses to model and determine a counterparty's risk. ICE Clear
Europe uses the Counterparty Rating System to calculate a credit
score, and this credit score represents a counterparty's risk, in
terms of its overall credit quality.
---------------------------------------------------------------------------
ii. Links
Currently, both the CC Risk Policy and the CC Risk Procedures
define counterparty credit risk in relation to Clearing Members and
FSPs. Specifically, both documents define counterparty credit risk as
(i) the risk that a Clearing Member misses its next payment to ICE
Clear Europe, leaving ICE Clear Europe under-collateralized and
therefore increasing the risk of using the Guaranty Fund contributions
of other Clearing Members and ICE Clear Europe to manage a potential
default of that Clearing Member and (ii) the risk that a FSP defaults
without returning cash to ICE Clear Europe, leaving ICE Clear Europe
with a loss on its investments or expected return of cash. The proposed
rule change would expand the definition of counterparty credit risk, in
both the CC Risk Policy and the CC Risk Procedures, to include the risk
that a Link defaults, leaving ICE Clear Europe to fund material
contractual or operational arrangements associated with that Link.
In addition to taking into account the risks arising from Links,
the proposed rule change would revise the overall objective of ICE
Clear Europe's counterparty credit risk management to include
minimizing the risk arising from a Link defaulting. The current CC Risk
Policy provides that the objective of ICE Clear Europe's counterparty
credit risk management is minimizing the risk of ICE Clear Europe being
materially under-collateralized as a result of a CM defaulting, or
realizing a material loss due to an FSP defaulting. The proposed change
would add Links to this objective, such that ICE Clear Europe's
objective would include minimizing the risk of loss due to a Link
defaulting.
While revising the objective of ICE Clear Europe's counterparty
credit risk management to include Links, the proposed rule change also
would revise how ICE Clear Europe achieves this objective to include
Links. Currently, ICE Clear Europe minimizes counterparty credit risk
through the following actions: (i) setting and monitoring credit
criteria for counterparties; (ii) establishing a credit score for each
counterparty that represents each counterparty's credit risk and
classifying each counterparty in relation to the risk it poses; (iii)
taking mitigating actions to reduce ICE Clear Europe's exposure; (iv)
performing reviews of counterparties; and (v) setting and monitoring
exposure limits for counterparties. The proposed rule change would add
to this list identifying, monitoring, and managing risks from Links.
Thus, in addition to taking the actions set forth above to minimize
counterparty risk, under the proposed rule change, ICE Clear Europe
also would identify, monitor, and mange risks from Links.
Similarly, the proposed rule change would add to ICE Clear Europe's
mitigating actions certain actions specific to Links. The CC Risk
Policy lists certain mitigating actions that ICE Clear Europe may take
to reduce its exposure to a counterparty. These actions include, among
other things, requiring a Clearing Member to reduce its positions and
changing ICE Clear Europe's usage of a FSP. The proposed rule change
would add to this list of mitigating actions changing ICE Clear
Europe's usage of a Link, which ICE Clear Europe could undertake to
reduce its exposure to a Link.
In addition to revising the definition of counterparty risk, the
counterparty risk management objective, and the list of mitigating
actions, the proposed rule change also would revise how ICE Clear
Europe monitors counterparties to account for Links. As mentioned
above, currently ICE Clear Europe uses its Counterparty Rating System
to calculate a credit score that represents a counterparty's risk, in
terms of the overall credit quality of the counterparty. Under the
proposed rule change, ICE Clear Europe would continue to use its
Counterparty Rating System to calculate credit scores. The proposed
rule change would add language to the CC Risk Policy and CC Risk
Parameters, however, to note that ICE Clear Europe may use its
Counterparty Rating System or related credit criteria to represent the
credit quality of counterparties. The new
[[Page 17888]]
reference to related credit criteria captures the fact that ICE Clear
Europe may need to consider additional credit criteria to fully
consider the risks of Links. This additional credit criteria could
include, for example, the nature of a Link's operational arrangement
with ICE Clear Europe. Similarly, the proposed rule change would add
language to the Counterparty Credit Risk Procedures to note that, in
addition to monitoring counterparties through credit scores, ICE Clear
Europe may monitor counterparties through public news sources. Public
news sources could provide insight into events affecting the financial
standing of Links.
iii. Credit Eligibility Criteria
ICE Clear Europe assesses prospective counterparties against
certain credit eligibility criteria. The criteria that ICE Clear Europe
uses for this assessment are set out in the CC Risk Parameters.
Overall, ICE Clear Europe uses this assessment against the credit
eligibility criteria to assess the financial stability of Clearing
Members and FSPs.\9\
---------------------------------------------------------------------------
\9\ See 2021 Approval Order, 87 FR at 514.
---------------------------------------------------------------------------
The current CC Risk Procedures note that, as part of this
assessment, FSPs must be legal entities in approved jurisdictions and
comply with the credit eligibility criteria and Unsecured Credit Limits
found in the CC Risk Parameters. The proposed rule change would revise
this language to state that in addition to complying with the credit
eligibility criteria and Unsecured Credit Limits found in CC Risk
Parameters, ICE Clear Europe screens FSPs for Know-Your-Customer
(``KYC'') and Anti-Money Laundering (``AML'') purposes to confirm they
are not registered in countries subject to monitoring by the Financial
Action Task Force \10\ and to confirm that they have appropriate KYC
processes. ICE Clear Europe is making this change to codify in the CC
Risk Procedures its current practice of screening FSPs with respect to
KYC and AML requirements.\11\
---------------------------------------------------------------------------
\10\ The Financial Action Task Force is an intergovernmental
organization founded in 1989 on the initiative of the G7. It
develops policies and international standards to prevent money
laundering and terrorist financing. See https://www.fatf-gafi.org/en/home.html.
\11\ Notice, 88 FR at 8018.
---------------------------------------------------------------------------
Moreover, the proposed rule change would add language to note that
agreements with FSPs are subject to review by ICE Clear Europe's legal
team, and this review includes consideration of legal risk associated
with the governing law of the relevant agreement and the jurisdiction
of the FSP. This new language would replace the statement, found in the
current CC Risk Procedures, that FSPs must be legal entities in
approved jurisdictions. Rather than only requiring FSPs be legal
entities in approved jurisdictions, in practice ICE Clear Europe's
legal team analyzes each agreement ICE Clear Europe has with its FSPs
and considers the legal risk arising from the governing law of the
agreement and the jurisdiction of the FSP. Thus, the new language would
better describe ICE Clear Europe's current practice and codify this
practice in the CC Risk Procedures.\12\
---------------------------------------------------------------------------
\12\ Notice, 88 FR at 8018.
---------------------------------------------------------------------------
Finally, the proposed rule change would note that all of the credit
eligibility criteria, which ICE Clear Europe uses in assessing
prospective counterparties, would be reviewed periodically. This change
to the CC Risk Procedures would codify a periodic review requirement
that is currently set out the CC Risk Parameters. That document sets
out the frequency of reviews of the credit eligibility criteria as well
as the ICE Clear Europe personnel responsible for conducting and
approving such reviews. Specifically, the CC Risk Parameters contain a
list of various minimum credit ratings that counterparties should meet,
and provide that this criteria will be reviewed annually by ICE Clear
Europe's Executive Risk Committee.
iv. Frequency of Reviews
The proposed rule change would remove certain duplicative
requirements from the CC Risk Procedures. As part of its monitoring of
counterparty risk, ICE Clear Europe reviews prospective and current
counterparties. These reviews consist of, among other actions,
calculating credit scores for each counterparty and reviewing limits on
ICE Clear Europe's financial exposure to a counterparty.\13\
---------------------------------------------------------------------------
\13\ See 2021 Approval Order, 87 FR at 514.
---------------------------------------------------------------------------
The current CC Risk Procedures contain duplicative requirements
concerning credit scores, continuous monitoring, the watch list, and
exposure limits. The current CC Risk Procedures provide, in Section
2.3.1, that ICE Clear Europe uses its Counterparty Rating System to
calculate credit scores for each counterparty on each day. The current
CC Risk Procedures provide, in Section 2.4, that continuous monitoring
is conducted daily and the Watch List and exposure limits are reviewed
weekly, monthly and quarterly.
With respect to Section 2.3.1, the proposed rule change would
delete ``on each day'' and replace it with ``periodically.'' As
amended, Section 2.3.1 would therefore state that ICE Clear Europe uses
its Counterparty Rating System to calculate credit scores for each
Counterparty periodically as set out in the Parameters. With respect to
Section 2.4, the proposed rule change would delete ``weekly.'' As
amended, Section 2.4 would state that continuous monitoring is
conducted daily and the Watch List and exposure limits are reviewed
monthly and quarterly.
With respect to both changes, ICE Clear Europe maintains that it is
not decreasing the frequency of its reviews.\14\ Rather, ICE Clear
Europe is amending Section 2.3.1 to rely instead on the general
statement in Section 2.4 that continuous monitoring is conducted daily.
Thus, Section 2.4 would control, and ICE Clear Europe would still
calculate credit scores on a daily basis, despite replacing ``on each
day'' with ``periodically'' in Section 2.3.1. Moreover, ICE Clear
Europe maintains that under amended Section 2.4, it would still conduct
continuous monitoring and risk reviews on a daily basis.\15\ ICE Clear
Europe is deleting ``weekly'' because it maintains that it would
conduct the risk reviews daily, rather than weekly.
---------------------------------------------------------------------------
\14\ Notice, 88 FR at 8019.
\15\ Notice, 88 FR at 8019.
---------------------------------------------------------------------------
Finally, the CC Risk Procedures currently state that ICE Clear
Europe's findings and recommendations from its reviews of
counterparties are approved based on the CC Risk Parameters. The
proposed rule change would amend this statement in the CC Risk
Procedures to provide that the review frequency and criteria, in
addition to ICE Clear Europe's findings and recommendations from its
reviews of counterparties, are approved based on the CC Risk
Parameters. This change would better align the CC Risk Procedures with
the CC Risk Parameters. Specifically, the CC Risk Parameters make
certain ICE Clear Europe personnel responsible for reviewing and
approving findings and recommendations from risk reviews, and sets out
the frequency and criteria for the risk reviews.
v. Systemically Important Institution
As part of mitigating its counterparty credit risk, ICE Clear
Europe sets and monitors limits on its financial exposures to its
counterparties. These exposure limits effectively cap ICE Clear
Europe's risk of loss arising from a particular counterparty and
therefore act as an overall mitigation of counterparty risk.\16\
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\16\ See 2021 Approval Order, 87 FR at 514.
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As explained in the current CC Risk Procedures, ICE Clear Europe
sets an exposure limit for each Clearing
[[Page 17889]]
Member as a percentage of that Clearing Member's capital. As further
explained in the current CC Risk Procedures, the capital that ICE Clear
Europe considers for this purpose can include the balance sheet of a
Clearing Member's parent company. ICE Clear Europe would consider the
balance sheet of a Clearing Member's parent company if: (i) it
considers the Clearing Member to be an integral part of a large
systemically important institution headquartered in a robust legal
jurisdiction; or (ii) it has a formal and enforceable recourse to the
Clearing Member's parent company via a guarantee or equivalent
undertaking. The proposed rule change would amend the first
consideration, so that ICE Clear Europe would consider the balance
sheet of a Clearing Member's parent company if it considers the
Clearing Member to be an integral part of a large group that is a
Systemically Important Institution. The proposed rule change would
define a Systemically Important Institution as an institution with
assets greater than 200 billion Euros that is treated as a Globally
Systemically Important Institution by the European Banking Authority.
These changes are aimed at objectively defining when ICE Clear Europe
should consider the balance sheet of a parent company in eligible
capital for the purposes of the exposure limit.\17\
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\17\ Notice, 88 FR at 8019.
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vi. Cross-Exposures and Off-Boarding
As discussed above, ICE Clear Europe monitors counterparties daily.
This monitoring includes a number of items, such as daily credit scores
and reviews of public news.\18\ The proposed rule change would expand
the CC Risk Procedures to include monitoring for cross-exposures, which
are exposures that a counterparty may have to its affiliates that are
also ICE Clear Europe counterparties, and the risks that could arise
when off-boarding counterparties.
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\18\ See 2021 Approval Order, 87 FR at 514.
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Specifically, the proposed rule change would add language to
Section 2.4 to note that ICE Clear Europe's monitoring of counterparty
credit risk includes monitoring of cross-exposures among a Clearing
Member and its affiliates. The proposed rule change also would add
language to Section 3.1.1 of the CC Risk Procedures stating that ICE
Clear Europe monitors at least monthly credit Cross-Exposures among
counterparties and their affiliates in all their capacities as
counterparties to ICE Clear Europe.
The proposed rule change also would expand the CC Risk Procedures
to consider the potential risks to ICE Clear Europe that could arise
when it terminates its relationship with a counterparty. These risks
could include, for example, open contractual obligations or money owed
to ICE Clear Europe. The proposed rule change would add language to
Section 2.1 of the CC Risk Procedures stating that ICE Clear Europe
ensures all counterparty risks are eliminated prior to off-boarding
counterparties.
vii. Mitigating Actions
In addition to assessing and monitoring counterparties, ICE Clear
Europe also has the authority to take actions with respect to
counterparties to mitigate risks presented by those counterparties.\19\
For example, ICE Clear Europe may subject a counterparty to additional
monitoring or reduce its usage of an FSP. ICE Clear Europe may also add
counterparties to the Watch List, which is a list of counterparties
that ICE Clear Europe subjects to enhanced monitoring and mitigating
action if necessary. The proposed rule change would amend the CC Risk
Procedures to note two additional mitigating actions that ICE Clear
Europe could take against counterparties in certain circumstances.
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\19\ See 2021 Approval Order, 87 FR at 514.
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First, the proposed rule change would add a statement to Section
2.3.2 of the CC Risk Procedures that Clearing Members are added
automatically to the Watch List if they reach the Watch List Criteria.
Specifically, Clearing Members whose credit scores meet certain
thresholds indicating financial weakness are automatically added to the
Watch List. This criteria is set out in the CC Risk Parameters.
Second, the proposed rule change would add language to Section
2.3.1 to note that submissions of quarterly financial statements by
counterparties later than the days mandated by ICE Clear Europe's Rules
will be communicated and escalated as set out in the CC Risk
Parameters. The CC Risk Parameters require communication with
counterparties and escalation to ICE Clear Europe's Head of Regulation
and Compliance of late quarterly financial submissions.
viii. Counterparty Rating System
Finally, the proposed rule change would clarify the description of
ICE Clear Europe's Counterparty Rating System found in the CC Risk
Procedures. As mentioned above, the Counterparty Rating System is the
system that ICE Clear Europe uses to model and determine a
counterparty's credit risk. ICE Clear Europe uses the Counterparty
Rating System to calculate a credit score, and this credit score
represents a counterparty's credit risk.
The proposed rule change would delete a statement in the CC Risk
Procedures that ICE Clear Europe's Counterparty Rating System may
incorporate exposure information reflecting the risk of the Clearing
Member's portfolio held with ICE Clear Europe. The proposed rule change
is deleting this statement because ICE Clear Europe is revising its
relevant risk model to consider the credit quality of a Clearing
Member, rather than the risk associated with a Clearing Member's
portfolio. ICE Clear Europe is making this change to better align the
credit scores with the credit quality of Clearing Members.\20\
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\20\ ICE Clear Europe manages the risk associated with a
Clearing Member's portfolio through its margin and guaranty fund
requirements.
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III. Discussion and Commission Findings
Section 19(b)(2)(C) of the Act 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 the rules and regulations thereunder applicable to such
organization.\21\ For the reasons discussed below, the Commission finds
that the proposed rule change is consistent with Section 17A(b)(3)(F)
of the Act,\22\ and Rules 17Ad-22(e)(3)(i) and (e)(20) thereunder.\23\
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\21\ 15 U.S.C. 78s(b)(2)(C).
\22\ 15 U.S.C. 78q-1(b)(3)(F).
\23\ 17 CFR 240.17Ad-22(e)(3)(i) and (e)(20).
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i. Consistency With Section 17A(b)(3)(F) of the Act
Section 17A(b)(3)(F) of the Act requires, among other things, that
the rules of ICE Clear Europe be designed to promote the prompt and
accurate clearance and settlement of securities transactions and, to
the extent applicable, derivative agreements, contracts, and
transactions.\24\ Based on its review of the record, and for the
reasons discussed below, the Commission believes the proposed changes
to the CC Risk Policy and CC Risk Procedures are consistent with the
promotion of the prompt and accurate clearance and settlement of
securities transactions.
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\24\ 15 U.S.C. 78q-1(b)(3)(F).
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The Commission believes the proposed rule change overall would
improve ICE Clear Europe's ability to manage counterparty risk using
the CC Risk Policy and CC Risk Procedures. One way the proposed rule
change would do that is by expanding the risks
[[Page 17890]]
that ICE Clear Europe considers when it is evaluating counterparties.
For example, the proposed rule change would require that ICE Clear
Europe consider the risks arising from Links and consider the risks
associated with KYC and Anti-Money Laundering requirements when
evaluating FSPs. Similarly, the proposed rule change would require that
ICE Clear Europe consider the risks arising from its agreements with
FSPs, specifically legal risk associated with the governing law of the
agreement and the jurisdiction of the FSP, rather than only requiring
FSPs be legal entities in approved jurisdictions. Finally, the proposed
rule change would require ICE Clear Europe to monitor counterparties'
cross exposures and the risks created when off-boarding a counterparty.
The Commission believes all of these changes would expand ICE Clear
Europe's counterparty risk monitoring and management to include risks
that are not currently considered by ICE Clear Europe.
The Commission believes that the proposed rule change would improve
ICE Clear Europe's counterparty risk management by establishing actions
ICE Clear Europe would take to monitor and mitigate counterparties that
present increased risk, such as requiring that ICE Clear Europe add a
counterparty to the Watch List if it meets criteria set out in the CC
Risk Parameters. Moreover, the proposed rule change would require ICE
Clear Europe to internally escalate a counterparty's late submission of
quarterly financial statements for further review and action. The
Commission believes requiring these actions would help ensure that ICE
Clear Europe takes immediate steps to monitor counterparties that
present additional risk, either by meeting the criteria for inclusion
on the Watch List or failing to timely file the required quarterly
financial statements.
In addition to expanding the risks that ICE Clear Europe considers
and establishing actions to take with respect to counterparties that
present increased risk, the Commission believes the proposed rule
change would improve ICE Clear Europe's counterparty risk management by
clarifying the frequency of the various reviews conducted by ICE Clear
Europe. Specifically, the proposed rule change would require that ICE
Clear Europe review all credit eligibility criteria periodically and
that review frequency and criteria be approved based on the CC Risk
Parameters. Similarly, the proposed rule change would clarify that ICE
Clear Europe calculates credit scores, looks at public news, conducts
continuous monitoring, and completes risk reviews daily. The Commission
believes these changes would help ensure ICE Clear Europe is using
correct and current criteria to evaluate counterparties and reviewing
and monitoring counterparties daily.
Finally, the Commission believes that two other changes discussed
above would clarify important aspects of ICE Clear Europe's
counterparty risk management. First, the Commission believes that
adding a definition for Systemically Important Institution and no
longer considering whether a Systemically Important Institution is in a
robust legal jurisdiction would define objective criteria for
considering the balance sheet of a Clearing Member's parent company in
setting the exposure limit for that Clearing Member. Defining objective
criteria with regard to the setting of exposure limits, in turn, would
improve the consistency with which ICE Clear Europe applies such limits
to control the potential loss that could arise out of a Clearing Member
default. Second, the proposed rule change would clarify the description
of ICE Clear Europe's Counterparty Rating System because it considers
the credit quality of a Clearing Member, rather than the risk
associated with a Clearing Member's portfolio. The proposed change
would better align the measurement (credit ratings) with what it seeks
to measure (a member's credit quality).
The Commission believes counterparty risk poses a risk to ICE Clear
Europe's financial resources. For example, default by a Clearing Member
could leave ICE Clear Europe under-collateralized, and default by an
FSP could cause ICE Clear Europe to lose its investments or expected
return of cash. Similarly, default by a Link could require ICE Clear
Europe to fund material contractual or operational arrangements
associated with that Link. The Commission believes that such losses
could threaten ICE Clear Europe's ability to operate and clear and
settle transactions. Thus, the Commission believes that effective
management of ICE Clear Europe's counterparty risk could help ICE Clear
Europe mitigate risks to the financial resources needed to continue
clearing and settling transactions. The Commission therefore believes
that, by improving ICE Clear Europe's ability to manage and mitigate
counterparty risk, the proposed rule change would thereby promote the
prompt and accurate clearance and settlement of securities
transactions.
Therefore, the Commission finds that the proposed rule change is
consistent with Section 17A(b)(3)(F) of the Act.\25\
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\25\ 15 U.S.C. 78q-1(b)(3)(F).
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ii. Consistency With Rule 17Ad-22(e)(3)(i) Under the Act
Rule 17Ad-22(e)(3)(i) requires that ICE Clear Europe establish,
implement, maintain, and enforce written policies and procedures
reasonably designed to, among other things, maintain a sound risk
management framework for comprehensively managing legal, credit,
liquidity, operational, general business, investment, custody, and
other risks that arise in or are borne by ICE Clear Europe, which
includes risk management policies, procedures, and systems designed to
identify, measure, monitor, and manage the range of risks that arise in
or are borne by ICE Clear Europe, that are subject to review on a
specified periodic basis and approved by the board of directors
annually.\26\ As discussed above, the proposed rule change would make a
number of improvements to the CC Risk Policy and the CC Risk
Procedures. The Commission believes these improvements would enhance
ICE Clear Europe's ability to comprehensively measure and manage the
risks posed by counterparties.
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\26\ 17 CFR 240.17Ad-22(e)(3)(i).
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With respect to measuring counterparty risks, the Commission
believes that requiring ICE Clear Europe to consider KYC and AML
requirements when reviewing prospective and existing FSPs would enable
ICE Clear Europe to consider the risks arising from compliance with
these requirements. The Commission further believes that requiring ICE
Clear Europe to consider legal risk associated with the governing law
of the agreement and the jurisdiction of the FSP would help ensure that
ICE Clear Europe considers this associated risk. Similarly, the
Commission believes that taking into consideration counterparties'
cross-exposures, and the risks that arise when terminating a
relationship with a counterparty, would enable ICE Clear Europe to
identify and manage the risks posed by counterparties' affiliates and
the risks that could arise when ICE Clear Europe terminates a
counterparty.
With respect to managing counterparty risks, the Commission
believes that requiring ICE Clear Europe to add counterparties to the
Watch List when meeting certain criteria and to escalate late
submission of quarterly financial statements for further review and
action would help ICE Clear Europe to identify at-risk counterparties
for
[[Page 17891]]
further monitoring and mitigating action.
Therefore, the Commission finds that the proposed rule change is
consistent with Rule 17Ad-22(e)(3)(i).\27\
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\27\ 17 CFR 240.17Ad-22(e)(3)(i).
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iii. Consistency With Rule 17Ad-22(e)(20) Under the Act
Rule 17Ad-22(e)(20) requires that ICE Clear Europe establish,
implement, maintain, and enforce written policies and procedures
reasonably designed to identify, monitor, and manage risks related to
any link ICE Clear Europe establishes with one or more other clearing
agencies, financial market utilities, or trading markets.\28\ As
discussed above, the proposed rule change would amend the CC Risk
Policy and the CC Risk Procedures to account for the risks arising from
Links. Among other things, ICE Clear Europe would consider as a
counterparty credit risk the risk that a Link defaults; take steps to
minimize the risk of loss due to a Link defaulting; and identify,
monitor, and mange risks arising from Links. The Commission believes
these actions are reasonably designed to identify, monitor, and manage
risks related to any Link that ICE Clear Europe may establish.
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\28\ 17 CFR 240.17Ad-22(e)(20).
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Therefore, the Commission finds that the proposed rule change is
consistent with Rule 17Ad-22(e)(20).\29\
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\29\ 17 CFR 240.17Ad-22(e)(20).
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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(b)(3)(F) of the
Act,\30\ and Rules 17Ad-22(e)(3)(i) and (e)(20) thereunder.\31\
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\30\ 15 U.S.C. 78q-1(b)(3)(F).
\31\ 17 CFR 240.17Ad-22(e)(3)(i) and (e)(20).
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It is therefore ordered pursuant to Section 19(b)(2) of the Act
\32\ that the proposed rule change (SR-ICEEU-2023-004), be, and hereby
is, approved.\33\
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\32\ 15 U.S.C. 78s(b)(2).
\33\ In approving the proposed rule change, the Commission
considered the proposal's impact on efficiency, competition, and
capital formation. 15 U.S.C. 78c(f).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\34\
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\34\ 17 CFR 200.30-3(a)(12).
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Sherry R. Haywood,
Assistant Secretary.
[FR Doc. 2023-06057 Filed 3-23-23; 8:45 am]
BILLING CODE 8011-01-P