Notice2022-08799

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
April 26, 2022

Issuing agencies

Securities and Exchange Commission

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<title>Federal Register, Volume 87 Issue 80 (Tuesday, April 26, 2022)</title>
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[Federal Register Volume 87, Number 80 (Tuesday, April 26, 2022)]
[Notices]
[Pages 24599-24601]
From the Federal Register Online via the Government Publishing Office [<a href="http://www.gpo.gov">www.gpo.gov</a>]
[FR Doc No: 2022-08799]


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SECURITIES AND EXCHANGE COMMISSION

[Release No. 34-94762; File No. SR-ICEEU-2022-009]


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

April 20, 2022.
    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 April 12, 2022, 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. ICE Clear Europe 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

[[Page 24600]]

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 Part N of its Delivery Procedures (``Delivery 
Procedures'' or ``Procedures'') to include delivery specifications 
applicable to a new ICE Futures Europe futures contract, the ICE 
Deliverable Carbon Credit Contract, and to make certain conforming 
changes elsewhere in the Delivery Procedures. Such contracts would be 
settled by delivery of qualifying carbon credits through a Registry 
approved by the Clearing House and in the same manner as delivery under 
ICE Deliverable US Emissions Contracts.

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 amend Part N of its Delivery 
Procedures to include delivery procedures applicable to settlement of a 
new ICE Futures Europe futures contract, the ICE Futures Europe Carbon 
Credit Contract, which will be cleared by ICE Clear Europe. The 
amendments to Part N would detail settlement procedures applicable to 
ICE Futures Europe Carbon Credit Contracts (i) for which physical 
delivery is specified as being ``Applicable'' in the relevant Contract 
Terms, and (ii) which go to physical delivery on the expiry date (such 
contracts ``ICE Deliverable Carbon Credit Contracts''). The amendments 
would make certain other clarifications to Part N, which also addresses 
ICE Deliverable US Emissions Contracts, as well as conforming changes 
elsewhere in the Delivery Procedures. As a result of the amendments, 
settlement under ICE Deliverable Carbon Credit Contracts would 
generally be made under the same delivery procedures as settlement 
under ICE Deliverable US Emissions Contracts, except as noted in the 
amended procedures.
    The amendments to Part N would clarify that the definition of 
``Allowance'' means any and all transferrable or assignable interests 
(in property, equity, contract or otherwise) in an instrument, 
certificate, permit, asset, security, right, contract or allowance that 
is designed as a deliverable instrument for an ICE Deliverable US 
Emissions Contract in the relevant Contract Terms.
    A parallel definition of ``Carbon Credit'' would be added for the 
ICE Deliverable Carbon Credit Contract, which would provide that such 
any and all transferrable or assignable interests (in property, equity, 
contract or otherwise) in an instrument, certificate, permit, asset, 
security, right, contract or allowance that is designed as a 
deliverable instrument for an ICE Deliverable Carbon Contract in the 
relevant Contract Terms.
    The definition of ``Registry'' and the details about the procedures 
relating to bilateral delivery (i.e., delivery directly between a 
seller and buyer, rather than through a Clearing House account) through 
a Registry approved by the Clearing House would be updated to apply to 
the physical delivery of Carbon Credits under ICE Deliverable Carbon 
Credit Contracts (as applicable) in addition to the physical delivery 
of Allowances under US Emissions Contracts (as applicable).
    The discussion about the Clearing House's processes with respect to 
Exchange for Physicals (EFPs) and Exchange for Swaps (EFSs) would be 
updated to apply to EFPs and EFSs made in accordance with ICE Futures 
Europe Rules and Procedures (to address the ICE Deliverable Carbon 
Credit Contracts) in addition to ICE Futures US Rules and procedures 
(as applicable).
    The amendments would add a new paragraph 2.6 to the Delivery 
Specifications section which specifies that, for the avoidance of 
doubt, (i) the Registry would be a Delivery Facility; and (ii) 
Allowances and Carbon Credits shall be Deliverables (both changes tie 
the delivery specifications to relevant defined terms used in the 
Rules).
    The amendments would update the discussion of limitations of 
liability for the Clearing House and ICE Futures US to also apply to 
ICE Futures Europe (as the exchange for the ICE Deliverable Carbon 
Credit Contracts).
    Finally, the section describing and providing a Delivery Timetable 
detailing processes and timing related to the delivery of Allowances 
under ICE Deliverable US Emissions Contracts would be updated to apply 
to delivery of Carbon Credits under the ICE Deliverable Carbon Credit 
Contracts as well (as applicable).
(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 new ICE Delivery Carbon Credit Contracts to be 
traded on ICE Futures Europe and cleared at ICE Clear Europe, under 
which physical delivery will be made through the Registry approved by 
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, particularly the ICE Deliverable US 
Emissions Contracts. ICE Deliverable Carbon Credit Contracts 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,

[[Page 24601]]

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 include in Part N procedures 
applicable to the settlement of ICE Deliverable Carbon Credit Contracts 
that are to be settled by delivery through a Registry approved by the 
Clearing House. The procedures would address, among other matters and 
in line with the procedures applicable to ICE Deliverable US Emissions 
Contracts, bilateral delivery specifications for ICE Deliverable Carbon 
Credit Contracts, limitation of liability for the Clearing House and 
ICE Futures Europe 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 
Carbon Credit Contracts would 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 
delivery procedures for a new contract to be traded on ICE Futures 
Europe and cleared at ICE Clear Europe, the ICE Deliverable Carbon 
Credit Contracts. Delivery of ICE Deliverable Carbon Credit Contracts 
will be made through a Registry approved by 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 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#5220273e377f313d3f3f373c2621122137317c353d24"><span class="__cf_email__" data-cfemail="1062657c753d737f7d7d757e6463506375733e777f66">[email&#160;protected]</span></a>. Please include 
File Number SR-ICEEU-2022-009 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-2022-009. 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-2022-009 and should be 
submitted on or before May 17, 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. 2022-08799 Filed 4-25-22; 8:45 am]
BILLING CODE 8011-01-P


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