Notice2021-27309

Self-Regulatory Organizations; ICE Clear Europe Limited; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to Amendments to the ICE Clear Europe Delivery Procedures

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Published
December 17, 2021

Issuing agencies

Securities and Exchange Commission

Full Text

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<title>Federal Register, Volume 86 Issue 240 (Friday, December 17, 2021)</title>
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[Federal Register Volume 86, Number 240 (Friday, December 17, 2021)]
[Notices]
[Pages 71692-71694]
From the Federal Register Online via the Government Publishing Office [<a href="http://www.gpo.gov">www.gpo.gov</a>]
[FR Doc No: 2021-27309]


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SECURITIES AND EXCHANGE COMMISSION

[Release No. 34-93764; File No. SR-ICEEU-2021-023]


Self-Regulatory Organizations; ICE Clear Europe Limited; Notice 
of Filing and Immediate Effectiveness of Proposed Rule Change Relating 
to Amendments to the ICE Clear Europe Delivery Procedures

December 13, 2021.
    Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934 
(``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given that 
on December 1, 2021, ICE Clear Europe Limited (``ICE Clear Europe'' or 
the ``Clearing House'') filed with the Securities and Exchange 
Commission (``Commission'') the proposed rule changes described in 
Items I, II and III below, which Items have been prepared primarily by 
ICE Clear Europe. ICC filed the proposed rule change pursuant to 
Section 19(b)(3)(A) of the Act \3\ and Rule 19b-4(f)(4)(ii) 
thereunder,\4\ such that the proposed rule change was immediately 
effective upon filing with the Commission. The Commission is publishing 
this notice to solicit comments on the proposed rule change from 
interested persons.
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    \1\ 15 U.S.C. 78s(b)(1).
    \2\ 17 CFR 240.19b-4.
    \3\ 15 U.S.C. 78s(b)(3)(A).
    \4\ 17 CFR 240.19b-4(f)(4)(ii).
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I. Clearing Agency's Statement of the Terms of Substance of the 
Proposed Rule Change

    The principal purpose of the proposed amendments is for ICE Clear 
Europe to amend its Delivery Procedures (``Delivery Procedures'' or 
``Procedures'') to add a new Part N1 to address ICE Futures US 
Emissions Futures Contracts which would be settled by delivery through 
the account of the Clearing House with the relevant registry and to 
make certain conforming changes elsewhere in the Delivery Procedures.

II. Clearing Agency's Statement of the Purpose of, and Statutory Basis 
for, the Proposed Rule Change

    In its filing with the Commission, ICE Clear Europe 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. ICE Clear Europe has prepared summaries, 
set forth in sections (A), (B), and (C) below, of the most significant 
aspects of such statements.

(A) Clearing Agency's Statement of the Purpose of, and Statutory Basis 
for, the Proposed Rule Change

(a) Purpose
    ICE Clear Europe is proposing to add a new Part N1 to the Delivery 
Procedures as well as make certain conforming changes elsewhere in the 
Delivery Procedures. Part N1 would apply to ICE Futures US Emissions 
Futures Contracts (i) for which physical delivery is specified as being 
``Applicable'' in the relevant Contract Terms, (ii) which go to 
physical delivery on the expiry date; and (iii) to which the Clearing 
House will announce by Circular that Part N1 specifically applies (such 
contracts ``ICE Deliverable US Emissions Contracts''). These would 
apply to all physically deliverable US emissions futures contracts that 
are delivered via the Californian CITSS Registry.
    Part N1 would provide that deliveries under ICE Deliverable US 
Emissions Contracts are effected upon (i) in the case of the Seller 
effecting delivery, the completion of the transfer of the relevant 
Allowances from the relevant Registry Account of the Seller to the 
relevant Registry Account of the Clearing House, and (ii) in the case 
of the Buyer taking delivery, the completion of the transfer of the 
relevant Allowances from the relevant Registry Account of the Clearing 
House

[[Page 71693]]

to the relevant Registry Account of the Buyer. Such delivery would take 
place during the Delivery Period for the relevant ICE Deliverable US 
Emissions Contracts in accordance with the relevant Contract Terms, and 
neither delivery by Seller nor receipt of delivery by Buyer would 
require performance by the other to occur simultaneously.
    The amendments would further specify certain details of the 
delivery process and address certain responsibilities of the Clearing 
House and relevant parties for delivery under ICE Deliverable US 
Emissions Contracts. Delivery under an ICE Deliverable US Emissions 
Contract would be based on Open Contract Positions after expiration of 
the relevant Contract Set. The delivery process would occur over three 
consecutive Business Days. The amendments would include a delivery 
timetable with a detailed timeframe for relevant confirmations of 
intent to deliver or receive, nominations of parties to delivery or 
receive, delivery confirmations, invoicing, release of delivery margin 
and sales proceeds following completion of delivery and other matters.
    The amendments would also detail certain limitations of liability 
for the Clearing House and ICE Futures US. Neither such party would be 
liable as a result of the performance or non-performance of any 
Registry or Registry Operator, any errors in the account details 
entered into the relevant Registry systems or otherwise provided in 
respect of a delivery, or for complying with the contractual 
obligations owed to the Registry in respect of any registry account(s), 
among other matters.
    In addition, the amendments would also update Section 5.1 of the 
Delivery Procedures to include the ICE Deliverable US Emissions 
Contracts in the list of Clearing House contracts which, subject to 
delivery obligations, would allow sellers and buyers to nominate 
transferors and transferees, respectively, and to more clearly 
distinguish emissions contracts subject to bilateral delivery under 
existing Part N of the Delivery Procedures from those under the new 
Part N1.
(b) Statutory Basis
    ICE Clear Europe believes that the proposed amendments to the 
Delivery Procedures are consistent with the requirements of Section 17A 
of the Act \5\ and the regulations thereunder applicable to it. In 
particular, Section 17A(b)(3)(F) of the Act \6\ requires, among other 
things, that the rules of a clearing agency be designed to promote the 
prompt and accurate clearance and settlement of securities transactions 
and, to the extent applicable, derivative agreements, contracts, and 
transactions, the safeguarding of securities and funds in the custody 
or control of the clearing agency or for which it is responsible, and 
the protection of investors and the public interest. The proposed 
changes to the Delivery Procedures are designed to establish delivery 
procedures relating to certain ICE Futures US Emissions Futures 
Contracts under which delivery will be made through the Registry 
Account of the Clearing House. The amendments would also set out the 
role, responsibilities and liabilities of the Clearing House, Clearing 
Members and designated transferors and transferees in the physical 
delivery process, in line with Delivery Procedures for other types of 
ICE Futures US Emissions Contracts. As a result, ICE Deliverable US 
Emissions Contracts delivered through a Clearing House Registry Account 
under Part N1, will be cleared by the Clearing House in the 
substantially same manner as ICE Deliverable US Emissions Contracts 
delivered bilaterally, with modifications to reflect the different mode 
of delivery, and will be supported by ICE Clear Europe's existing F&O 
financial resources, risk management, systems and operational 
arrangements. Accordingly, ICE Clear Europe believes that its financial 
resources, risk management, systems and operational arrangements are 
sufficient to support clearing of such contracts and to manage the 
risks associated with such contracts. As a result, in ICE Clear 
Europe's view, the amendments would be consistent with the prompt and 
accurate clearance and settlement of the contracts, and the protection 
of investors and the public interest consistent with the requirements 
of Section 17A(b)(3)(F) of the Act.\7\ (In ICE Clear Europe's view, the 
amendments would not affect the safeguarding of funds or securities in 
the custody or control of the clearing agency or for which it is 
responsible, within the meaning of Section 17A(b)(3)(F).\8\)
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    \5\ 15 U.S.C. 78q-1.
    \6\ 15 U.S.C. 78q-1(b)(3)(F).
    \7\ 15 U.S.C. 78q-1(b)(3)(F).
    \8\ 15 U.S.C. 78q-1(b)(3)(F).
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    In addition, Rule 17Ad-22(e)(10) \9\ provides that ``[e]ach covered 
clearing agency shall establish, implement, maintain and enforce 
written policies and procedures reasonable designed to, as applicable 
[. . .] establish and maintain transparent written standards that state 
its obligations with respect to the delivery of physical instruments, 
and establish and maintain operational practices that identify, monitor 
and manage the risks associated with such physical deliveries.'' As 
discussed above, the amendments would establish a new set of procedures 
applicable to the settlement of certain ICE Deliverable US Emissions 
Contracts that are to be settled by delivery through the Clearing House 
Registry Account. The procedures would address, among other matters, 
delivery specifications for such contracts, limitation of liability for 
the Clearing House and ICE Futures US in respect of the delivery of 
such contracts, and certain other documentation and timing matters, 
consistent with the requirements of the Clearing House. Clearance of 
the ICE Deliverable US Emissions Contracts would otherwise be supported 
by ICE Clear Europe's existing financial resources, risk management, 
systems and operational arrangements. The amendments thus appropriately 
clarify the role and responsibilities of the Clearing House and 
Clearing Members with respect to physical delivery. As a result, ICE 
Clear Europe believes the amendments are consistent with the 
requirements of Rule 17Ad-22(e)(10).\10\
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    \9\ 17 CFR 240.17Ad-22(e)(10).
    \10\ 17 CFR 240.17Ad-22(e)(10).
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(B) Clearing Agency's Statement on Burden on Competition

    ICE Clear Europe does not believe the proposed amendments would 
have any impact, or impose any burden, on competition not necessary or 
appropriate in furtherance of the purposes of the Act. The proposed 
amendments to the Delivery Procedures are intended to establish a new 
set of procedures applicable to the settlement of certain ICE Futures 
US Emissions Futures Contracts under which delivery will be made 
through the Registry Account of the Clearing House. ICE Clear Europe 
does not believe the amendments would adversely affect competition 
among Clearing Members, materially affect the cost of clearing, 
adversely affect access to clearing in the new contracts for Clearing 
Members or their customers, or otherwise adversely affect competition 
in clearing services. Accordingly, ICE Clear Europe does not believe 
that the amendments would impose any impact or burden on competition 
that is not appropriate in furtherance of the purpose of the Act.

(C) Clearing Agency's Statement on Comments on the Proposed Rule Change 
Received From Members, Participants or Others

    Written comments relating to the proposed amendments have not been 
solicited or received by ICE Clear

[[Page 71694]]

Europe. ICE Clear Europe will notify the Commission of any comments 
received with respect to the proposed rule change.

III. Date of Effectiveness of the Proposed Rule Change and Timing for 
Commission Action

    The foregoing rule change has become effective pursuant to Section 
19(b)(3)(A) of the Act \11\ and paragraph (f) of Rule 19b-4 \12\ 
thereunder. At any time within 60 days of the filing of the proposed 
rule change, the Commission summarily may temporarily suspend such rule 
change if it appears to the Commission that such action is necessary or 
appropriate in the public interest, for the protection of investors, or 
otherwise in furtherance of the purposes of the Act.
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    \11\ 15 U.S.C. 78s(b)(3)(A).
    \12\ 17 CFR 240.19b-4(f).
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IV. Solicitation of Comments

    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

    <bullet> Use the Commission's internet comment form (<a href="http://www.sec.gov/rules/sro.shtml">http://www.sec.gov/rules/sro.shtml</a>) or
    <bullet> Send an email to <a href="/cdn-cgi/l/email-protection#5624233a337b35393b3b333822251625333578313920"><span class="__cf_email__" data-cfemail="a4d6d1c8c189c7cbc9c9c1cad0d7e4d7c1c78ac3cbd2">[email&#160;protected]</span></a>. Please include 
File Number SR-ICEEU-2021-023 on the subject line.

Paper Comments

    <bullet> 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-ICEEU-2021-023. 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 (<a href="http://www.sec.gov/rules/sro.shtml">http://www.sec.gov/rules/sro.shtml</a>). 
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 filings will also be available for inspection 
and copying at the principal office of ICE Clear Europe and on ICE 
Clear Europe's website at <a href="https://www.theice.com/clear-europe/regulation">https://www.theice.com/clear-europe/regulation</a>.
    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-ICEEU-2021-023 and should be 
submitted on or before January 7, 2022.
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    \13\ 17 CFR 200.30-3(a)(12).

    For the Commission, by the Division of Trading and Markets, 
pursuant to delegated authority.\13\
J. Matthew DeLesDernier,
Assistant Secretary.
[FR Doc. 2021-27309 Filed 12-16-21; 8:45 am]
BILLING CODE 8011-01-P


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Indexed from Federal Register on December 17, 2021.

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