Notice2025-15426

Self-Regulatory Organizations; the Options Clearing Corporation; Order Granting Approval of Proposed Rule Change by the Options Clearing Corporation Concerning Updates to Its Portfolio Revaluation Process for Purposes of Determining Intraday Margin Calls in Order To Better Manage OCC's Intraday Risk Exposure to Its Clearing Members

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Published
August 14, 2025

Issuing agencies

Securities and Exchange Commission

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<title>Federal Register, Volume 90 Issue 155 (Thursday, August 14, 2025)</title>
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[Federal Register Volume 90, Number 155 (Thursday, August 14, 2025)]
[Notices]
[Pages 39229-39231]
From the Federal Register Online via the Government Publishing Office [<a href="http://www.gpo.gov">www.gpo.gov</a>]
[FR Doc No: 2025-15426]


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SECURITIES AND EXCHANGE COMMISSION

[Release No. 34-103677; File No. SR-OCC-2025-007]


Self-Regulatory Organizations; the Options Clearing Corporation; 
Order Granting Approval of Proposed Rule Change by the Options Clearing 
Corporation Concerning Updates to Its Portfolio Revaluation Process for 
Purposes of Determining Intraday Margin Calls in Order To Better Manage 
OCC's Intraday Risk Exposure to Its Clearing Members

August 11, 2025.

I. Introduction

    On May 15, 2025, the Options Clearing Corporation (``OCC'') filed 
with the Securities and Exchange Commission (``Commission'') the 
proposed rule change SR-OCC-2025-007, pursuant to Section 19(b) of the 
Securities Exchange Act of 1934 (``Exchange Act'') \1\ and Rule 19b-4 
\2\ thereunder, to make updates to its portfolio revaluation process 
for purposes of determining intraday margin calls.\3\ The proposed rule 
change was published for public comment in the Federal Register on June 
2, 2025.\4\ The Commission has received public comment supporting the 
proposed rule change.\5\ On July 17, 2025, pursuant to Section 19(b)(2) 
of the Exchange Act,\6\ the Commission designated a longer period 
within which to approve, disapprove, or institute proceedings to 
determine whether to approve or disapprove the Proposed Rule Change, 
until August 5, 2025.\7\ For the reasons discussed below, the 
Commission is approving the proposed rule change (hereinafter defined 
as ``Proposed Rule Change'').
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    \1\ 15 U.S.C. 78s(b)(1).
    \2\ 17 CFR 240.19b-4.
    \3\ See Notice of Filing infra note 4, at 90 FR 23403.
    \4\ See Securities Exchange Act Release No. 103123 (May 27, 
2025), 90 FR 23403 (June 2, 2025) (File No. SR-OCC-2025-007) 
(``Notice of Filing'').
    \5\ Comments on the proposed rule change are available at 
<a href="https://www.sec.gov/comments/sr-occ-2025-007/srocc2025007.htm">https://www.sec.gov/comments/sr-occ-2025-007/srocc2025007.htm</a>.
    \6\ 15 U.S.C. 78s(b)(2).
    \7\ Securities Exchange Act Release No. 103493 (July 17, 2025), 
90 FR 34564 (July 22, 2025) (File No. SR-OCC-2025-007).
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II. Background

    OCC is a central counterparty (``CCP''), which means that, as part 
of its function as a clearing agency, it interposes itself as the buyer 
to every seller and the seller to every buyer for certain financial 
transactions. As the CCP for the listed options markets in the United 
States,\8\ as well as for certain futures and stock loans, OCC is 
exposed to certain risks arising from providing clearing and settlement 
services to its Clearing Members.\9\ Because OCC is obligated to 
perform on the contracts it clears, even where one of its Clearing 
Members defaults, one such risk to which OCC is exposed is credit risk 
in the form of exposure to a Clearing Member's trading activities. OCC 
manages such credit risk, in part, by collecting collateral from its 
Clearing Members in the form of margin. OCC sets margin requirements 
and collects margin daily; however, it may also collect margin intraday 
under certain circumstances.
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    \8\ OCC describes itself as ``the sole clearing agency for 
standardized equity options listed on a national securities exchange 
registered with the Commission (`listed options').'' See Securities 
Exchange Act Release No. 96533 (Dec. 19, 2022), 87 FR 79015 (Dec. 
23, 2022) (File No. SR-OCC-2022-012).
    \9\ Capitalized terms not defined herein have the same meaning 
as provided in OCC's By-Laws and Rules, which can be found on OCC's 
public website: <a href="https://www.theocc.com/Company-Information/Documents-and-Archives/By-Laws-and-Rules">https://www.theocc.com/Company-Information/Documents-and-Archives/By-Laws-and-Rules</a>.
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    At the start of each business day, OCC collects the required margin 
for each marginable account calculated by OCC's proprietary System for 
Theoretical Analysis and Numerical Simulation (``STANS''), based on the 
account's end-of-day positions \10\ from the previous business day. OCC 
is also authorized to make intraday margin calls in certain defined 
circumstances, such as to reflect changes in the market price of 
options held in a short position, size of a Clearing Member's 
positions, value of securities deposited as margin, or otherwise to 
protect OCC, other Clearing Members or the general public, among other 
circumstances.\11\
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    \10\ The term ``end-of-day positions'' refers to the positions 
held by Clearing Members after the markets have closed each business 
day. See Notice of Filing, 90 FR at 23404 n.4.
    \11\ See OCC Rule 609(a).
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    OCC monitors the impact of intraday price movements on Clearing 
Member positions as a potential basis for collecting additional 
margin.\12\ Specifically, OCC uses price movements throughout the day 
to calculate updated profit and loss (``P&L'') for each account based 
on a Clearing Member's start-of-day positions in that account.\13\ OCC 
may call for additional margin intraday if it observes losses in an 
account beyond a threshold; \14\ specifically, when OCC observes 
unrealized losses greater than 50 percent of an account's total risk 
charges.\15\ While this process addresses price movements, it does not 
take intraday position changes into account for purposes of monitoring 
P&L changes and issuing related margin calls. OCC believes that 
incorporating intraday position changes into its portfolio revaluation 
process will help mitigate intraday risk exposures to its Clearing 
Members driven by position changes in the Clearing Members' 
portfolios.\16\ Accordingly, OCC proposes to change its portfolio 
revaluation process to incorporate current positions.\17\
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    \12\ OCC refers to this process as portfolio revaluation. See 
Notice of Filing, 90 FR at 23404.
    \13\ The term ``start-of-day positions'' refers to Clearing 
Member end-of-day positions from the prior trading day adjusted for 
corporate actions, but does not include any positions generated from 
overnight extended trading hours. See Notice of Filing, 90 FR at 
23404 n.9.
    \14\ See OCC Rule 609(a)(3) (stating that OCC may require the 
deposit of intra-day margin to reflect changes in the value of 
securities deposited by the Clearing Member as margin).
    \15\ Total risk charges consist of expected shortfall (``ES''), 
stress test charges, and add-on charges. See Notice of Filing, 90 FR 
at 23407. ES is the estimated average of potential losses higher 
than the 99 percent value at risk (VaR) threshold. See Notice of 
Filing, 90 FR at 23407 n.28. VaR refers to a statistical technique 
that is used in risk management to measure the potential risk of 
loss for a given set of assets over a particular time horizon. See 
id.
    \16\ See Notice of Filing, 90 FR at 23408.
    \17\ The term ``current positions'' refers to Clearing Member 
positions at a certain point in time during the regular trading 
hours (``RTH''), which includes positions from the start-of-day and 
those generated during extended trading hours and RTH. See Notice of 
Filing, 90 FR at 23405 n.11.
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    Under the current revaluation process, to calculate updated account 
P&L throughout the day, OCC revalues start-of-day positions with 
current prices at set intervals (``revaluation runs,'' or ``runs'') 
during standard equity trading hours between 8:30 a.m. CT and 3:15 p.m. 
CT. Under the Proposed Rule Change, OCC proposes to revalue current 
positions, rather than start-of-day positions, at the time of each 
intraday revalulation run. Among other things, this would account for 
potentially risk-reducing or risk-increasing position changes in a 
Clearing Member's portfolio over the course of the trading day. For 
instance,

[[Page 39230]]

under the current process, a Clearing Member's start-of-day positions 
may present unrealized losses that exceed the threshold, which could 
lead to a margin call. If the Clearing Member's current positions at 
the time of an intraday revaluation run lead to a higher P&L compared 
to the start-of-day positions, the current process would not account 
for that risk-reducing change; however, under the Proposed Rule Change, 
the Clearing Member's margin call could be reduced in that situation.
    OCC also proposes to change the frequency with which it conducts 
the revaluation process. Currently, OCC completes a revaluation run 
once every 40 minutes. Under the Proposed Rule Change, OCC would 
complete a run once every five minutes.\18\ Where OCC's internal system 
determines there has been an account P&L breach,\19\ it automatically 
sends an email alert to OCC's Market Risk and Default Management team 
(``MRDM''). Currently, such determinations and alerts occur once every 
40-minutes. OCC proposes to keep the alert interval at 40 minutes, but 
to make it configurable such that it could change in the future.
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    \18\ As noted above, OCC completes revaluation runs between 8:30 
a.m. CT and 3:15 p.m. CT.
    \19\ As noted above, the threshold for a breach is when an 
account experiences unrealized losses greater than 50 percent of 
that account's total risk charges. To avoid confusion with other 
terminology, OCC proposes to replace the phrase ``total risk 
charge'' with ``total risk margin charge'' in its documentation.
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    Other than the basis for and frequency of portfolio revaluation, 
OCC does not propose to change its existing related monitoring, 
escalation, and margin call processes. Both currently and as proposed, 
MRDM would verify and escalate breaches to OCC's Financial Risk 
Management team (``FRM'') to recommend an intraday margin call. The 
determination to approve or defer an intraday margin call would be made 
by an OCC employee at the Executive Director level or higher. Such 
calls would be made at or around noon CT if approved. Any intraday 
margin call to be made after 1:30 p.m. CT would continue to require 
approval by OCC senior management.\20\
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    \20\ The senior management positions authorized to approve a 
late intraday margin call are Chief Financial Risk Officer, Chief 
Executive Officer, Chief Operating Officer, or Chief Risk Officer.
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    OCC has stated that this process would have no impact on OCC's 
calculation of STANS margin requirements or other models.\21\ Based on 
a review of the potential impact over a one-year period, however, the 
proposed change would have had an impact on the frequency and size of 
intraday margin calls.\22\ During the period reviewed, the total number 
of margin calls would have increased 34 percent from 93 to 125, but the 
average margin call amount would have decreased 19.3 percent from $69.3 
million to $55.9 million.\23\
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    \21\ See Notice of Filing, 90 FR at 23405.
    \22\ See Notice of Filing, 90 FR at 23407.
    \23\ The minimum call amount would remain the same starting at 
$500,000, but under the proposed methodology the largest call amount 
would have decreased 21.8 percent to $682.7 million. The total 
margin collected from intraday calls over the period would have 
increased 7.8 percent from $6.45 billion to $6.99 billion.
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III. Discussion and Commission Findings

    Section 19(b)(2)(C) of the Exchange 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 Exchange Act and the rules and regulations 
thereunder applicable to such organization.\24\ Under the Commission's 
Rules of Practice, the ``burden to demonstrate that a proposed rule 
change is consistent with the Exchange Act and the rules and 
regulations issued thereunder . . . is on the self-regulatory 
organization [`SRO'] that proposed the rule change.'' \25\
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    \24\ 15 U.S.C. 78s(b)(2)(C).
    \25\ Rule 700(b)(3), Commission Rules of Practice, 17 CFR 
201.700(b)(3).
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    The description of a proposed rule change, its purpose and 
operation, its effect, and a legal analysis of its consistency with 
applicable requirements must all be sufficiently detailed and specific 
to support an affirmative Commission finding,\26\ and any failure of an 
SRO to provide this information may result in the Commission not having 
a sufficient basis to make an affirmative finding that a proposed rule 
change is consistent with the Exchange Act and the applicable rules and 
regulations.\27\ Moreover, ``unquestioning reliance'' on an SRO's 
representations in a proposed rule change is not sufficient to justify 
Commission approval of a proposed rule change.\28\
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    \26\ Id.
    \27\ Id.
    \28\ Susquehanna Int'l Group, LLP v. Securities and Exchange 
Commission, 866 F.3d 442, 447 (D.C. Cir. 2017).
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    After carefully considering the Proposed Rule Change, the 
Commission finds that the Proposed Rule Change is consistent with the 
requirements of the Exchange Act and the rules and regulations 
thereunder applicable to OCC. More specifically, the Commission finds 
that the proposal is consistent with Sections 17A(b)(3)(F) of the 
Exchange Act,\29\ and Rule 17ad-22(e)(6) \30\ thereunder, as described 
in detail below.
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    \29\ 15 U.S.C. 78q-1(b)(3)(F).
    \30\ 17 CFR 240.17ad-22(e)(6).
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A. Consistency With Section 17A(b)(3)(F) of the Exchange Act

    Section 17A(b)(3)(F) of the Exchange Act requires, among other 
things, that a clearing agency's rules are designed to assure the 
safeguarding of securities and funds which are in the custody or 
control of the clearing agency or for which it is responsible.\31\ 
Based on the Commission's review of the record, and for the reasons 
described below, the Proposed Rule Change described above is consistent 
with assuring the safeguarding of securities and funds which are in 
OCC's custody or control or for which it is responsible.
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    \31\ 15 U.S.C. 78q-1(b)(3)(F).
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    As discussed above, OCC sets margin requirements using end-of-day 
account positions, but also has a system in place to call for 
additional margin intraday based on price changes that impact the 
positions of Clearing Members. OCC's current system applies intraday 
price changes to start-of-day positions, but does not account for a 
Clearing Member's trades made throughout the day. Where OCC observes 
losses in excess of a preset threshold, OCC may make intraday margin 
calls, which are generally requested at a central collection time 
during the business day.
    OCC now proposes revaluing Clearing Member accounts based on change 
in both prices and positions throughout the day. Accounting for changes 
in positions as well as in prices will provide OCC with a more current 
view of its exposures. More current exposure information increases the 
likelihood that OCC will accurately determine when it needs to call for 
additional margin and how much additional margin is necessary. 
Increasing the accuracy of OCC's intraday margin call processes will 
increase the likelihood that OCC collects sufficient margin collateral 
to mitigate OCC's credit exposure to a Clearing Member default, which, 
in turn, helps assure the safeguarding of non-defaulting Clearing 
Members' collateral by reducing the likelihood that OCC would be forced 
to charge losses to the Clearing Fund, which is mutualized among 
Clearing Members.
    Accordingly, the Proposed Rule Change is consistent with the 
requirements of Section 17A(b)(3)(F) of the Act.\32\
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    \32\ 15 U.S.C. 78q-1(b)(3)(F).

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[[Page 39231]]

B. Consistency With SEC Rule 17ad-22(e)(6)(ii) of the Exchange Act

    Rule 17ad-22(e)(6)(ii) under the Exchange Act requires, inter alia, 
that a covered clearing agency (``CCA'') establish, implement, 
maintain, and enforce written policies and procedures reasonably 
designed to cover, if the CCA provides central counterparty services, 
its credit exposures to its participants by establishing a risk-based 
margin system that, at a minimum, among other things, (i) monitors 
intraday exposures on an ongoing basis \33\ and (ii) includes the 
authority and operational capacity to make intraday margin calls, as 
frequently as circumstances warrant, including when risk thresholds 
specified by the CCA are breached.\34\
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    \33\ 17 CFR 240.17ad-22(e)(6)(ii)(B).
    \34\ 17 CFR 240.17ad-22(e)(6)(ii)(C)(1).
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    OCC's Proposed Rule Change is designed to monitor Clearing Member 
account valuations to collect margin more closely aligned to OCC's risk 
exposure. OCC assumes risk on every transaction it clears because it 
must guarantee those transactions in connection with its role as both 
buyer to every seller and seller to every buyer. One aspect of the 
OCC's risk is credit exposure to its Clearing Members. As described 
above, OCC already maintains a process for monitoring exposures 
intraday, and now proposes to incorporate intraday position changes 
into that monitoring process, which will provide OCC a more accurate 
view of the positions to which it is exposed. OCC also proposes to 
increase the frequency of its intraday monitoring from once every 40 
minutes to once every 5 minutes, which will provide OCC with more 
granular information to OCC regarding its intraday exposures. Although 
OCC does not propose to change the frequency with which OCC's system 
provides alerts of intraday threshold breaches at this time, the 
proposal would make such frequency configurable, which would allow OCC 
to change the frequency in the event it determines that doing so would 
be more appropriate for the markets it serves.\35\ The proposed changes 
are, therefore, reasonably designed to allow OCC to monitor its 
intraday exposures on an ongoing basis.\36\
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    \35\ The Commission declined to adopt a minimum monitoring 
frequency for intraday exposures and has stated that the requirement 
for ongoing monitoring is designed to allow a CCA to determine what 
monitoring frequency is appropriate for its particular market. 
Covered Clearing Agency Resilience and Recovery and Orderly Wind-
Down Plans, Securities Exchange Act Release 101446, 89 FR 91000, 
91001 (Nov. 18, 2024) (File No. S7-10-23).
    \36\ OCC's rules already authorize it to make margin intraday 
margin calls. OCC has processes in place related monitoring, 
escalation, and margin call processes. As described above, OCC is 
not proposing to remove or change those processes such that it would 
continue to execute intraday margin calls as it has in the past 
based on its internal governance and operational processes.
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    Accordingly, the Proposed Rule Change is consistent with the 
requirements of Rule 17ad-22(e)(6)(ii).\37\
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    \37\ 17 CFR 240.17ad-22(e)(6)(ii).
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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 
Exchange Act, and in particular, the requirements of Section 17A of the 
Exchange Act \38\ and the rules and regulations thereunder.
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    \38\ In approving the Proposed Rule Change, the Commission has 
considered the proposed rules' impact on efficiency, competition, 
and capital formation. See 15 U.S.C. 78c(f).
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    It is therefore ordered, pursuant to Section 19(b)(2) of the 
Exchange Act,\39\ that the Proposed Rule Change (SR-OCC-2025-007) be, 
and hereby is, approved.
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    \39\ 15 U.S.C. 78s(b)(2).

    For the Commission, by the Division of Trading and Markets, 
pursuant to delegated authority.\40\
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    \40\ 17 CFR 200.30-3(a)(12).
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Vanessa A. Countryman,
Secretary.
[FR Doc. 2025-15426 Filed 8-13-25; 8:45 am]
BILLING CODE 8011-01-P


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