Notice2021-25348

Self-Regulatory Organizations; ICE Clear Credit LLC; Order Approving Proposed Rule Change Relating to the ICC CDS Instrument On-Boarding Policies and Procedures

Primary source

Metadata and text below are from the Federal Register, a public-domain U.S. government work. Always verify the official published version before relying on it for any legal matter.

Published
November 22, 2021

Issuing agencies

Securities and Exchange Commission

Full Text

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<title>Federal Register, Volume 86 Issue 222 (Monday, November 22, 2021)</title>
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[Federal Register Volume 86, Number 222 (Monday, November 22, 2021)]
[Notices]
[Pages 66382-66383]
From the Federal Register Online via the Government Publishing Office [<a href="http://www.gpo.gov">www.gpo.gov</a>]
[FR Doc No: 2021-25348]


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SECURITIES AND EXCHANGE COMMISSION

[Release No. 34-93581; File No. SR-ICC-2021-019]


Self-Regulatory Organizations; ICE Clear Credit LLC; Order 
Approving Proposed Rule Change Relating to the ICC CDS Instrument On-
Boarding Policies and Procedures

November 16, 2021.

I. Introduction

    On September 22, 2021, ICE Clear Credit LLC (``ICC'') 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 revise the 
ICC CDS Instrument On-boarding Policies and Procedures (``Instrument 
On-boarding Policy''). The proposed rule change was published for 
comment in the Federal Register on October 5, 2021.\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.
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    \1\ 15 U.S.C. 78s(b)(1).
    \2\ 17 CFR 240.19b-4.
    \3\ Self-Regulatory Organizations; ICE Clear Credit LLC; Notice 
of Filing of Proposed Rule Change Relating to the ICC CDS Instrument 
On-boarding Policies and Procedures; Exchange Act Release No. 93177 
(Sept. 29, 2021); 86 FR 55037 (Oct. 5, 2021) (SR-ICC-2021-019) 
(``Notice'').
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II. Description of the Proposed Rule Change

    The proposed rule change would revise Subsection III.A of the 
Instrument On-boarding Policy.\4\ Subsection III.A discusses the 
guiding principles that ICC maintains for considering instruments for 
clearing. Such principles are designed to ensure that ICC proceeds in a 
prudent manner with respect to instrument selection while also 
providing the best opportunity for Clearing Participants to minimize 
their risk.
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    \4\ Capitalized terms not otherwise defined herein have the 
meanings assigned to them in the Instrument On-boarding Policy or 
the ICC Rules, as applicable.
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    The proposed rule change would incorporate an additional guiding 
principle--ICC should consider selecting for clearing instruments that 
are constituents of the currently clearable On-The-Run (``OTR'') 
indices in order to provide additional instruments for Clearing 
Participants to hedge and mitigate indirect risk exposure from the OTR 
indices. For other instruments that are not constituents of currently 
clearable OTR indices, the proposed rule change would not alter the 
current guiding principles, which direct ICC to consider instrument 
open interest and volume when selecting instruments for clearing. 
Moreover, the proposed rule change would not alter the overall current 
guiding principles for all instruments, which direct ICC to consider 
selecting for clearing instruments that can be cleared through ICC's 
systems and processes and that support industry-wide initiatives and 
protocols.

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.\5\ For the reasons given below, the Commission finds that 
the proposed rule change is consistent with Section 17A(b)(3)(F) of the 
Act and Rule 17Ad-22(e)(21).\6\
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    \5\ 15 U.S.C. 78s(b)(2)(C).
    \6\ 15 U.S.C. 78q-1(b)(3)(F) and 17 CFR 240.17Ad-22(e)(21).
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A. 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 ICC be designed to promote the prompt and accurate 
clearance and settlement of securities transactions and, to the extent 
applicable, derivative agreements, contracts, and transactions, as well 
as to assure the safeguarding of securities and funds which are in the 
custody or control of ICC or for which it is responsible.\7\ As 
discussed above, the proposed rule change would add to the Instrument 
On-boarding Policy, as a further guiding principle, that ICC should 
consider selecting for clearing instruments that are constituents of 
the currently clearable OTR indices in order to provide Clearing 
Participants additional instruments to hedge and mitigate indirect risk 
exposure from the OTR indices. The Commission believes that this 
additional guiding principle should encourage ICC to select for 
clearing instruments that, as constituents of the currently clearable 
OTR indices, could help ICC's Clearing Participants mitigate indirect 
risk exposure from the OTR indices. The Commission believes that such 
potential risk mitigation would encourage Clearing Participants to 
centrally clear additional transactions, which, in turn, should promote 
the prompt and accurate clearance and settlement of those instruments.
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    \7\ 15 U.S.C. 78q-1(b)(3)(F).
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    Moreover, as set forth in the new guiding principle, the Commission 
believes that clearing instruments that are constituents of the 
currently clearable OTR indices could allow ICC's Clearing Participants 
to hedge and mitigate indirect risk exposure from the OTR indices. 
Thus, assuming that ICC selects such instruments for clearing, the 
Commission believes that the new guiding principle could result in 
ICC's Clearing Participants mitigating their overall indirect risk 
exposure to OTR indices, and thereby could reduce the overall risks to 
ICC in clearing and settling transactions in OTR indices. The 
Commission further believes that

[[Page 66383]]

these risks, if not adequately managed, could disrupt ICC's ability to 
clear and settle transactions in other products and safeguard 
securities and funds in its custody and control. Thus the Commission 
believes that, in directing ICC to select for clearing instruments that 
could allow Clearing Participants to hedge and mitigate their overall 
risk exposure, the proposed rule change could, in turn, result in a 
reduction of risk to ICC and thereby could help promote the prompt and 
accurate clearance and settlement of securities transactions and help 
assure the safeguarding of securities and funds in ICC's custody and 
control.
    Therefore, the Commission finds that the proposed rule change would 
promote the prompt and accurate clearance and settlement of securities 
transactions and assure the safeguarding of securities and funds in 
ICC's custody and control, consistent with the Section 17A(b)(3)(F) of 
the Act.\8\
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    \8\ 15 U.S.C. 78q-1(b)(3)(F).
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B. Consistency With Rule 17Ad-22(e)(21)

    Rule 17Ad-22(e)(21) requires that ICC establish, implement, 
maintain and enforce written policies and procedures reasonably 
designed to, among other things, be efficient and effective in meeting 
the requirements of its participants and the markets it serves.\9\ As 
discussed above, the proposed rule change would add to the Instrument 
On-boarding Policy, as a further guiding principle, that ICC should 
consider selecting for clearing instruments that are constituents of 
the currently clearable OTR indices in order to provide Clearing 
Participants additional instruments to hedge and mitigate indirect risk 
exposure from the OTR indices. The Commission believes that this 
additional guiding principle should encourage ICC to select for 
clearing additional instruments that would serve the needs of its 
Clearing Participants in hedging and mitigating indirect risk exposure 
from the OTR indices. The Commission therefore believes this new 
guiding principle could help ICC to be effective in meeting the 
requirements of its participants, consistent with Rule 17Ad-
22(e)(21).\10\
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    \9\ 17 CFR 240.17Ad-22(e)(21).
    \10\ 17 CFR 240.17Ad-22(e)(21).
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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 \11\ and Rule 17Ad-22(e)(21).\12\
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    \11\ 15 U.S.C. 78q-1(b)(3)(F).
    \12\ 17 CFR 240.17Ad-22(e)(21).
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    It is therefore ordered pursuant to Section 19(b)(2) of the Act 
\13\ that the proposed rule change (SR-ICC-2021-019) be, and hereby is, 
approved.\14\
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    \13\ 15 U.S.C. 78s(b)(2).
    \14\ 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).
    \15\ 17 CFR 200.30-3(a)(12).

    For the Commission, by the Division of Trading and Markets, 
pursuant to delegated authority.\15\
J. Matthew DeLesDernier,
Assistant Secretary.
[FR Doc. 2021-25348 Filed 11-19-21; 8:45 am]
BILLING CODE 8011-01-P


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Indexed from Federal Register on November 22, 2021.

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