[Federal Register Volume 68, Number 115 (Monday, June 16, 2003)]
[Notices]
[Pages 35745-35746]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 03-15085]


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

SECURITIES AND EXCHANGE COMMISSION

[Release No. 34-48006; File No. SR-FICC-2003-04]


Self-Regulatory Organizations; Notice of Filing and Order 
Granting Accelerated Approval of Proposed Rule Change by the Fixed 
Income Clearing Corporation Relating to Intrabank Clearing for the GCF 
Repo Service

June 10, 2003.
    Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934 
(``Act'') \1\, notice is hereby given that on March 31, 2003, the Fixed 
Income Clearing Corporation (``FICC'') filed with the Securities and 
Exchange Commission (``Commission'') the proposed rule change as 
described in Items I and II below, which items have been prepared 
primarily by FICC.\2\ The Commission is publishing this notice and 
order to solicit comments on the proposed rule change from interested 
parties and to grant accelerated approval of the proposed rule change.
---------------------------------------------------------------------------

    \1\ 15 U.S.C. 78s(b)(1).
    \2\ A copy of FICC's proposed rule change is available at the 
Commission's Public Reference Section or through FICC.
---------------------------------------------------------------------------

I. Self-Regulatory Organization's Statement of the Terms of Substance 
of the Proposed Rule Change

    The proposed rule change would allow FICC to shift its GCF Repo 
service from an interbank service to an intrabank one.

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

    In its filing with the Commission, FICC 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. FICC has prepared summaries, set forth in sections (A), 
(B), and (C) below, of the most significant aspects of these 
statements.\3\
---------------------------------------------------------------------------

    \3\ The Commission has modified the text of the summaries 
prepared by FICC.
---------------------------------------------------------------------------

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

    Since its introduction in 1998, the GCF Repo service of the 
Government Securities Division of FICC has grown in participation, 
volume, and importance to become a significant financing vehicle 
alternative to delivery-versus-payment and tri-party repos. However, 
attendant to its success have been certain payments system risk issues 
that arise from the interbank funds settlements related to the service.
    In order to allow for sufficient time to identify, study, and 
implement satisfactory solutions to these issues, FICC is shifting the 
GCF Repo service from an interbank service to an intrabank one. This 
means that only those GCF Repo participants that clear within the same 
clearing bank will be permitted to trade GCF Repos with one another. 
FICC intends to return the GCF Repo service to interbank status as soon 
as it is able to resolve the attendant payments system risk issues.\4\
---------------------------------------------------------------------------

    \4\ FICC will file a proposed rule change to return to interbank 
clearing for its GCF.
---------------------------------------------------------------------------

    Members of FICC's Government Securities Division have been notified 
of this change via Important Notice and have been given sufficient time 
to switch to intrabank service.
    The proposed rule change is consistent with the requirements of 
Section 17A of the Act \5\ and the rules and regulations thereunder 
because it because it will allow FICC time to identify and implement a 
solution to the payment system risk issues that arise from settling GCF 
Repo transactions in an interbank environment.
---------------------------------------------------------------------------

    \5\ 15 U.S.C. 78q-1.
---------------------------------------------------------------------------

(B) Self-Regulatory Organization's Statement on Burden on Competition

    FICC does not believe that the proposed rule change will have any 
impact or impose any burden on competition.

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

    Written comments relating to the proposed rule change have not yet 
been solicited or received. FICC will notify the Commission of any 
written comment received by FICC.

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

    The Commission finds that the proposal, which allows FICC to shift 
to intrabank clearing for its GCF Repo service, is consistent with 
Section 17A(b)(3)(F) because it should help perfect the mechanism of a 
national system for the prompt and accurate clearance and settlement of 
securities transactions. Allowing FICC to move to intrabank clearing 
for GCF Repo transactions will permit FICC to continue to offer the GCF 
Repo service to its participants so they will continue to have 
uninterrupted access to liquidity pools within their clearing banks 
while providing FICC time to devise a solution to reduce the risks 
arising from the interbank funds settlement aspect of the service when 
offered as an interbank service.
    FICC has requested that its proposed rule change be approved prior 
to the thirtieth day of the date of publication of notice of the 
filing. The Commission finds good cause for approving the proposed rule 
change prior to the thirtieth day after the date of publication of 
notice of the filing because such approval will allow FICC to 
immediately stop the risk associated with interbank funds settlements 
while still offering the GCF Repo service to its members on an 
intrabank basis.

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. Persons making written submissions 
should file six copies thereof with the Secretary, Securities and 
Exchange Commission, 450 Fifth Street, NW., Washington, DC 20549-0609. 
Comments may also be submitted electronically at the following e-mail 
address: [email protected]. All comment letters should refer to 
File No. SR-FICC-2003-04. This file number should be included on the 
subject line if e-mail is used. To help us process and review comments 
more efficiently, comments should be sent in hardcopy or by e-mail but 
not by both methods. 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

[[Page 35746]]

provisions of 5 U.S.C. 552, will be available for inspection and 
copying in the Commission's Public Reference Room, 450 Fifth Street, 
NW., Washington, DC 20549. Copies of such filing also will be available 
for inspection and copying at the principal office of FICC. All 
submissions should refer to File No. SR-FICC-2003-04 and should be 
submitted by July 7, 2003.
    It is therefore ordered, pursuant to Section 19(b)(2) of the 
Act,\6\ that the proposed rule change is hereby approved on an 
accelerated basis.
---------------------------------------------------------------------------

    \6\ 15 U.S.C. 78s(b)(2).

    For the Commission by the Division of Market Regulation, 
pursuant to delegated authority.\7\
---------------------------------------------------------------------------

    \7\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------

Margaret H. McFarland,
Deputy Secretary.
[FR Doc. 03-15085 Filed 6-13-03; 8:45 am]
BILLING CODE 8010-01-P