[Federal Register Volume 66, Number 188 (Thursday, September 27, 2001)]
[Notices]
[Pages 49439-49442]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 01-24184]


-----------------------------------------------------------------------

SECURITIES AND EXCHANGE COMMISSION

[Release No. 34-44823; File No. SR-NFA-2001-01]


Self-Regulatory Organization; Notice of Filing and Immediate 
Effectiveness of Proposed Rule Change by National Futures Association 
Relating to Security Futures Products

September 20, 2001.
    Pursuant to Section 19(b)(7) of the Securities Exchange Act of 1934 
(``Exchange Act''),\1\ and Rule 19b-7 under the Exchange Act,\2\ notice 
is hereby given that on August 21, 2001, the National Futures 
Association (``NFA'') filed with the Securities and Exchange Commission 
(``SEC'' or ``Commission'') the proposed rule change described in Items 
I, II, III below, which Items have been prepared by NFA. The Commission 
is publishing this notice to solicit comments on the proposed rule 
change from interested persons.
---------------------------------------------------------------------------

    \1\ 15 U.S.C. 78s(b)(7).
    \2\ 17 CFR 240.19b-7.
---------------------------------------------------------------------------

    On July 20, 2001, the NFA submitted the proposed rule change to the 
Commodity Futures Trading Commission (``CFTC'') for approval. The CFTC 
approved the proposed rule change on August 20, 2001.\3\
---------------------------------------------------------------------------

    \3\ On August 29, 2001, the NFA submitted a proposed rule change 
to the CFTC to amend the ``Interpretive Notice on Obligation to 
Customers and Other Market Participants'' (``Interpretive Notice'') 
that is included in the instant proposed rule change. On September 
7, 2001, pursuant to Section 17(j) of the Commodity Exchange Act, 7 
U.S.C. 21(j), the CFTC deemed the proposed rule change to amend the 
aforementioned Interpretive Notice to be effective. Telephone 
conversation with Kathryn Camp, Associate General Counsel, NFA, and 
Marc McKayle and Andrew Shipe, Special Counsel, Division of Market 
Regulation (``Division''), Commission, on September 13, 2001. On 
September 18, 2001, the NFA filed a proposed rule change (SR-NFA-
2001-02) with the Commission that incorporates the amendment to the 
Interpretive Notice.
---------------------------------------------------------------------------

I. Self-Regulatory Organization's Description of the Proposed Rule 
Change

    The Commodity Futures Modernization Act of 2000 (``CFMA'') amended 
Section 15A of the Exchange Act to add new subsection (k),\4\ which 
makes NFA a national securities association for the limited purpose of 
regulating the activities of NFA Members who are registered as brokers 
or dealers in security futures products under Section 15(b)(11) of the 
Exchange Act.\5\ The most significant provisions of the proposed rule 
change would make the requirements that apply to the security futures 
activities of these NFA Members reasonably comparable to those that 
apply to NASD members,\6\ as required by Section 15(k)(2) of the 
Exchange Act.\7\
---------------------------------------------------------------------------

    \4\ 15 U.S.C. 78o-3(k).
    \5\ 15 U.S.C. 78o(b)(11)
    \6\ For purposes of clarity, references to ``NASDR,'' ``NASDR 
members'' and ``NASDR Conduct Rules'' in this notice have been 
changed to ``NASD,'' ``NASD members'' and ``NASD Rules,'' 
respectively. Telephone conversation with Kathryn Camp, Associate 
General Counsel, NFA, and Nancy Sanow, Assistant Director, and Marc 
McKayle, Special Counsel, Division, Commission, on September 19, 
2001.
    \7\ 15 U.S.C. 78o-3(k)(2).
---------------------------------------------------------------------------

II. Self-Regulatory Organization's Statement of the Purpose of, and 
Statutory Basis for, the Proposed Rule Change

    NFA has prepared statements concerning the purpose of, and basis 
for, the proposed rule change, burdens on competition, and comments 
received from members, participants, and others. The text of these 
statements may be examined at the places specified in Item IV below. 
These statements are set forth in Sections A, B, and C below. The text 
of the proposed rule change is available at the Office of the 
Secretary, NFA, and on the Commission's web site (http://www.sec.gov).

A. Self-Regulatory Organization's Statement of the Purpose of, and 
Statutory Basis for, the Proposed Rule Change

1. Purpose
    The CFMA lifted the 18-year ban on single stock futures and narrow-
based security indices (security futures products) and regulates these 
products as both securities and futures. The CFMA amended Section 15A 
of the Exchange Act to add new subsection (k),\8\ which makes NFA a 
national securities association for the limited purpose of regulating 
the activities of NFA Members who are registered as brokers or dealers 
in security futures products under Section 15(b)(11) of the Exchange 
Act,\9\ which was also added by the CFMA. Section 15A(k)(2) \10\ 
requires NFA to have anti-fraud, anti-manipulation, and customer 
protection rules reasonably comparable to those of the National 
Association of Securities Dealers, Inc. (``NASD'') for the purpose of 
governing the security futures activities of these Section 15(b)(11) 
\11\ broker-dealers.
---------------------------------------------------------------------------

    \8\ 15 U.S.C. 78o-3(k).
    \9\ 15 U.S.C. 78o(b)(11)
    \10\ 15 U.S.C. 78o-3(k)(2).
    \11\ 15 U.S.C. 78o(b)(11).
---------------------------------------------------------------------------

    NFA represents that it already has anti-fraud, anti-manipulation, 
and customer protection rules that have proven effective in governing 
the futures activities of NFA Members. However, NFA's rules sometimes 
take a different approach than NASD's rules and, as a result, they do 
not correspond in every instance. Therefore, NFA has adopted the 
proposed rule change in order to ensure that NFA meets the standards 
imposed by Section 15A(k)(2) of the Exchange Act.\12\
---------------------------------------------------------------------------

    \12\ 15 U.S.C. 78o-3(k)(2).
---------------------------------------------------------------------------

    In NFA staff's discussions with SEC staff, SEC staff suggested that 
NFA's rules should be comparable to those NASD rules that apply to 
options since both are derivative instruments. SEC staff also told NFA 
in include those rules that apply to writing options since the risks of 
futures transactions are more similar to the risks of writing options 
than to the risks of purchasing them. These principles guided NFA in 
developing the proposed rule change. A more detailed discussion of the 
rule change follows.
a. Bylaw 1101 (Doing Business With Non-Members)
    Bylaw 1101 prohibits NFA Members from doing business with non-
Members who are required to be registered with the CFTC as futures 
commission merchants (``FCMs''), introducing brokers (``IBs''), 
commodity pool operators (``CPOs''), or commodity trading advisors 
(``CTAs''). Section 4f(a)(4)(C) of the Commodity Exchange Act (``CEA'') 
\13\ provides that registered futures associations may not prohibit 
their members from doing security futures business with FCMs and IBs 
registered under Section 4f(a)(2) of the CEA.\14\ Bylaw 1101 has been 
amended accordingly.
---------------------------------------------------------------------------

    \13\ 7 U.S.C. 6f(a)(4)(C).
    \14\ 7 U.S.C. 6f(a)(2).
---------------------------------------------------------------------------

b. Bylaw 1507, Compliance Rule 1-1, and Code of Arbitration Section 1 
(Definitions)
    The definition of futures has been amended to include security 
futures products. The amendments make it clear that NFA has both 
compliance and arbitration jurisdiction over security futures 
transactions involving its NFA Members.
    Compliance Rule 1-1 has also been amended to add a definition of 
``Exchange Act,'' since the Exchange Act

[[Page 49440]]

is now referred to in a number of places in the Compliance Rules.
c. Compliance Rule 2-7 (Designated Security Futures Principals)
    Proposed Compliance Rule 2-7(b) requires NFA Members who register 
as broker-dealers under Section 15(b)(11) of the Exchange Act \15\ 
(``passported Members'') to designate one or more security futures 
principals and requires the principal to take the Series 30 examination 
(for futures branch office managers), which will be updated to include 
questions regarding supervision of activities involving security 
futures products.\16\ This is comparable to NASD Rule 1022(f), which 
requires NASD members who engage in options transactions to have at 
least one registered options principal.
---------------------------------------------------------------------------

    \15\ 15 U.S.C. 78o(b)(11).
    \16\ Current registrants will not have to take the Series 30 
examination if they take an appropriate training course.
---------------------------------------------------------------------------

    Corresponding changes to Compliance Rules 2-8, 2-29, and 2-30 
require a designated security futures principal to review discretionary 
trades, approve promotional material, and approve customer accounts for 
security futures transactions.
d. Compliance Rules 2-22 and 2-26
    Compliance Rule 2-22 has been amended to prohibit NFA Members from 
implying that they have been sponsored, recommended, or approved by any 
federal or state regulatory body. This makes it comparable to NASD Rule 
2210(d)(2)(J).
    CFTC Regulations 155.3\17\ and 155.4\18\ dictate the terms under 
which an associated person (``AP'') of one Member can open and trade an 
account with another Member. Compliance Rule 2-26 has been amended to 
incorporate these regulations in order to make it comparable to NASD 
Rule 3050.
---------------------------------------------------------------------------

    \17\ 17 CFR 155.3
    \18\ 18 CFR 155.4
---------------------------------------------------------------------------

e. Compliance Rule 2-29 (Promotional Material)
    NFA's and NASD's promotional material rules are comparable for the 
most part. NASD's rules do, however, contain several requirements that 
are either not included or not explicitly stated in NFA's rules. The 
amendments to Compliance Rule 2-29 are intended to make it more like 
NASD's promotional material rules in the way it applies to promotional 
material for security futures products.
    The amendment to Compliance Rule 2-29(b) adds new subsection (6) 
regarding testimonials. This requirement is actually stricter than NASD 
Rule 2210(d)(2)(D), which is the comparable NASD requirement, since the 
proposed NFA requirement actually prohibits the use of any testimonial 
that is not representative of all reasonably comparable accounts.
    A new section (j) has been added to be comparable with various 
requirements in NASD Rules 2210 and 2220. This section applies only to 
the promotional material of passported NFA Members (and their 
Associates) that specifically refers to security futures products. 
Among other things, Compliance Rules 2-29(j):
     Requires promotional material that solicits for a trading 
program to be managed by an FCM or IB Member to include the cumulative 
performance history of the Member's customers who have used the trading 
program or to state that the program is unproven;
     Requires NFA Members to provide customers with supporting 
documentation, upon request, for any claims, comparisons, 
recommendations, statistics, and other technical data made in the 
promotional material;
     Prohibits promotional material from referring to past 
trading recommendations in security futures products, the underlying 
securities, or derivatives thereof unless it describes all other 
recommendations made for similar products over the last year;
     Prohibits promotional material for security futures 
products from making specific trading recommendations unless the 
material discloses conflicts of interest based on activities in the 
underlying security and offers to provide information on all 
recommendations made for similar products over the last year;
     Provides that promotional material that is not accompanied 
or preceded by the disclosure statement for security futures products 
can only contain a general description of security futures products, 
the name of the NFA Member, and the person to contact for a current 
disclosure statement; and
     Requires NFA Members to pre-file all mass media 
advertising that relates to security futures products (unless it merely 
mentions them as one of the services it offers).
f. Compliance Rule 2-30 (Suitability)
    Two statutory provisions effectively require NFA to have 
suitability rules comparable to those of NASD. First, the suitability 
requirements are customer protection rules that are included in the 
requirements for qualification under Section 15A(k) of the Exchange 
Act.\19\ Second, the listing requirements in Section 2(a)(1)(D)(i)(V) 
of the CEA \20\ essentially bar transactions by FCMs, IBs, CTAs, CPOs, 
and APs that are not subject to suitability requirements comparable to 
those of NASD.
---------------------------------------------------------------------------

    \19\ 15 U.S.C. 78o-3(k).
    \20\ 7 U.S.C. 4(a)(1)(D)(i)(V).
---------------------------------------------------------------------------

    NFA Compliance Rule 2-30 requires NFA Members (and their 
Associates) to obtain information about each customer's experience, 
income, net worth and age before opening a futures account. It also 
requires NFA Members to give risk disclosure, with the risk disclosures 
required by the CFTC as the minimum. Compliance Rule 2-30 requires NFA 
Members to provide additional risk disclosure if the customer needs it 
to make an informed judgment about whether he or she should be involved 
in the futures markets. In fact, if the Member believes that futures 
are simply too risky for that customer, the Member must tell the 
customer that he has no business trading futures. This is true even if 
the Member makes no recommendations whatsoever to the customer. If the 
customer still decides to trade futures, however, the Member may open 
the account.
    Like NASD requirements, Compliance Rule 2-30 is designed to keep 
customers from trading futures if they are unsuitable. Unlike NFA 
Compliance Rule 2-30, however, NASD Rules 2310, 2860(16), 2860(19), and 
IM-2860-2: (1) require members to obtain more extensive information 
from natural person customers; (2) require members to specifically 
approve of disapprove security options accounts based on an evaluation 
of the customer' suitability to trade those products; and (3) 
explicitly prohibit members from making unsuitable recommendations. 
Therefore. NFA has added a new section (j) to Compliance Rule 2-30 to 
include these requirements for security futures and apply them to NFA 
Members who are not also NASD members and therefore are not subject to 
the NASD's suitability requirements).
    NFA and a number of other self-regulatory organizations are 
currently drafting a standardized disclosure statement that must be 
given to all security futures customers. Compliance Rule 2-30(b) has 
been revised to required NFA Members to provide this statement when or 
before and account is approved to trade security futures products.
g. Compliance Rule 2-37 (Security Futures Products)
    Compliance Rule 2-37 is an entirely new rule that applies only to 
the

[[Page 49441]]

security futures activities of passported NFA Members and their 
Associates.
     Section 15A(k)(2)(A) of the Exchange Act \21\ requires NFA 
to enforce relevant provisions of the securities laws. Compliance Rule 
2-37(a) requires passported NFA Members and their Associates to comply 
with Sections 9(a), 9(b), and 10(b) of the Exchange Act,\22\ and 
Compliance Rule 2-37(b) requires passported NFA Members to have 
procedures reasonably designed to achieve compliance with applicable 
securities laws.
---------------------------------------------------------------------------

    \21\ 15 U.S.C. 78o-3(k)(2)(A).
    \22\ 15 U.S.C. 78i(a), 78i(b), and 78j(b).
---------------------------------------------------------------------------

     Compliance Rule 2-37(c) requires passported NFA Members 
that carry accounts to provide security futures customers with annual 
information of NFA's BASIC system, which discloses disciplinary 
information regarding NFA Members and their Associates. This 
requirement is similar to NASD Rule 2280.
     Compliance Rule 2-37(d)-(f) requires Associate of 
passported NFA Members to report certain information (e.g., significant 
customer complaints) to their sponsors and requires those NFA Members 
to report similar information to NFA. NFA Members also be required to 
file quarterly reports with NFA containing statistical information 
about customer complaints received during the quarter. These 
requirements are comparable to NASD Rule 3070.
h. Interpretive Notice Regarding Enhanced Supervisory Requirements
    This notice, found at Paragraph 9021 of the National Futures 
Association Manual, requires enhanced supervisory procedures for firms 
that have a significant number of Associates who were previously 
employed at firms closed down for sales practice fraud. Although the 
notice is generally stricter than NASD Rule 3010(b)(2), which is the 
comparable NASD requirement, it has been amended to provide that firms 
must have written supervisory procedures for complying with the 
requirements for the notice and all applicable provisions of the 
securities laws and must file quarterly reports with NFA concerning 
their compliance with the requirements of the notice.

i. Interpretive Notice Regarding Obligations to Customers and Other 
Market Participants

    Both NFA and NASD have rules prohibiting their respective members 
from engaging in conduct inconsistent with just and equitable 
principles of trade as well as manipulative or fraudulent practices. 
See NFA Compliance Rules 2-2 and 2-4 and NASD Rules 2110 and 2120. 
Nonetheless, several NASD interpretive memoranda explicitly prohibit 
some specific conduct that has not been explicitly prohibited by NFA 
rules or interpretive notices. NFA's new interpretive notice explicitly 
prohibits this conduct.
    One of the linchpins of the futures industry is the concept that 
registrants may not trade ahead of customer orders. Most, if not all, 
the futures exchanges have rules prohibiting their members from 
engaging in this conduct, and CFTC Regulations 155.3(a) \23\ and 
155.4(a) \24\ require FCMs and IBs to have and enforce procedures to 
insure that they and their employees do not trade ahead of customer 
orders. Although NFA does not have a specific requirement prohibiting 
NFA Members and Associates from trading ahead of customer orders, NFA 
has always considered it a violation of Compliance Rule 2-4. However, 
in order to make NFA rules more comparable to NASD IM-2110-2, NFA has 
specifically prohibited that conduct in this new interpretive notice. 
As noted previously, CFTC Regulation 155.3 25 and 155.4 \26\ 
have also been incorporated by reference into NFA Compliance Rule 2-26.
---------------------------------------------------------------------------

    \23\ 17 CFR 155.3(a).
    \24\ 17 CFR 155.4(a).
    \25\ 17 CFR 155.3.
    \26\ 17 CFR 155.4.
---------------------------------------------------------------------------

    This interpretive notice also contains several provisions that 
apply only to passported NFA Members and their Associates when they 
engage in security futures activities. These provisions: (1) prohibit 
trading ahead of research reports (comparable to NASD IM-2110-4); (2) 
prohibit trading based on knowledge or an imminent block transaction 
(generally comparable to NASD IM-2110-3), with an exception for hedging 
counterpart risk under approved exchange block rules; and (3) require a 
sound basis for evaluating the facts regarding a particular security 
futures product (comparable to NASD Rule 2210(d)(1)(A)).

j. Interpretive Notice Regarding Special Supervisory Requirements for 
NFA Members Registered as Broker-Dealers Under Section 15(b)(11) of the 
Exchange Act

    Both the NFA and the NASD have extensive requirements regarding 
supervision. In some areas, however, the NASD's requirements are more 
detailed than NFA's. Therefore, NFA has adopted a new interpretive 
notice to NFA Compliance Rule 2-9 (Supervision) regarding Special 
Supervisory Requirements for Security Futures Products. The 
interpretive notice, which applies only to security futures activities 
by passported NFA Members, is intended to be comparable to various 
supervisory requirements in NASD Rules 2210(f), 2860(18), 2860(20), and 
3010.
    Among other things, this interpretive notice requires that:
     A designated security futures principal approves all 
policies and procedures relating to security futures products;
     Each security futures sales office has a designated 
security futures principal;
     NFA Members adopt and enforce procedures requiring a 
designated security futures principal to review correspondence relating 
to security futures products;
     A designated security futures principal oversees reviews 
of branch offices and guaranteed IBs that engage in security futures 
activities, including a yearly on-site audit of each office that 
engages in security futures activities; and
     NFA Members check securities records as well as futures 
records when deciding whether to hire an employee or guarantee an IB.

k. Interpretive Notice on Use of Past or Projected Performance and 
Disclosing Conflicts of Interest for Security Futures Products

    NFA has also adopted a new interpretive notice to NFA Compliance 
Rule 2-29 on Use of Past or Project Performance and Disclosing 
Conflicts of Interest for Security Futures Products. The notice mostly 
describes positions taken by NFA's Business Conduct Committee and 
Hearing Panels regarding past and projected performance and is intended 
to be comparable to some of the specific provisions of NASD Rules 2210 
and 2220. It also explains the responsibilities of passported NFA 
Members under new section (j) of Compliance Rule 2-29.

2. Statutory Basis

    The rule change is authorized by, and consistent with, Section 
15A(k) of the Exchange Act.\27\ The proposed amendments are designed to 
make NFA's rules correspond more closely to NASD's rules, as is 
contemplated by Section 15A(k) of the Exchange Act.
---------------------------------------------------------------------------

    \27\ 15 U.S.C. 78o-3(k).
---------------------------------------------------------------------------

B. Self-Regulatory Organization's Statement on Burden on Competition

    The rule change will not impose any burden on competition that is 
not

[[Page 49442]]

necessary or appropriate in furtherance of the purposes of the Exchange 
Act and the CEA, as they were amended by the CFMA. In fact, the CFMA is 
designed to promote an even regulatory playing field among securities 
and futures registrants--and among NFA members and NASD members--so 
that neither group has a competitive advantage over the other. NFA's 
rule change achieves that objective.

C. Self-Regulatory Organization's Statement of Comments on the Proposed 
Rule Change Received From Members, Participants, or Others

    NFA worked with Member committees and industry trade associations 
in developing the rule change. NFA did not, however, publish the rule 
change for comment by its membership. NFA received one written comment 
letter from an industry trade association, which generally supported 
the rule change.

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

    The proposed rule change has become effective on August 20, 2001, 
which is the date of approval of the proposed rule change by the CFTC.
    Within 60 days of the date of effectiveness of the proposed rule 
change, the Commission, after consultation with the CFTC, may summarily 
abrogate the proposed rule change and require that the proposed rule 
change be refiled in accordance with the provisions of Section 19(b)(1) 
of the Exchange Act.\28\
---------------------------------------------------------------------------

    \28\ 15 U.S.C. 78s(b)(1).
---------------------------------------------------------------------------

IV. Solicitation of Comments

    Interested persons are invited to submit written data, views and 
arguments concerning the foregoing, including whether the proposed rule 
change conflicts with the Exchange Act. Persons making written 
submissions should file nine copies of the submission with the 
Secretary, Securities and Exchange Commission, 450 Fifth Street, NW., 
Washington, DC 20549-0609. Comments also may be submitted 
electronically to the following e-mail address: [email protected]. 
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 inspection and copying in the 
Commission's Public Reference Room. Copies of these filings also will 
be available for inspection and copying at the principal office of NFA. 
Electronically submitted comments will be posted on the Commission's 
Internet website (http://www.sec.gov.). All submissions should refer to 
File No. SR-NFA-2001-01 and should be submitted by October 18, 2001.

    For the Commission, by the Division of Market Regulation, 
pursuant to delegated authority.\29\
---------------------------------------------------------------------------

    \29\ 17 CFR 200.30-3(a)(75).
---------------------------------------------------------------------------

Margaret H. McFarland,
Deputy Secretary.
[FR Doc. 01-24184 Filed 9-26-01; 8:45 am]
BILLING CODE 8010-01-M