2016-13055

Federal Register, Volume 81 Issue 106 (Thursday, June 2, 2016)

[Federal Register Volume 81, Number 106 (Thursday, June 2, 2016)]

[Notices]

[Pages 35337-35345]

From the Federal Register Online via the Government Publishing Office [www.gpo.gov]

[FR Doc No: 2016-13055]

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COMMODITY FUTURES TRADING COMMISSION

Notice of Proposed Order and Request for Comment on a Proposal To

Exempt, Pursuant to the Authority in Section 4(c) of the Commodity

Exchange Act, the Federal Reserve Banks From Sections 4d and 22 of the

Commodity Exchange Act

AGENCY: Commodity Futures Trading Commission.

ACTION: Notice of proposed order and request for comment.

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SUMMARY: The Commodity Futures Trading Commission (``CFTC'' or

``Commission'') is proposing to permit Federal Reserve Banks to hold

money, securities, and property deposited into a customer account by a

systemically important derivatives clearing organization in accordance

with the standards to which Federal Reserve Banks are held, as

specified below. Thus, the Commission is proposing to exempt Federal

Reserve Banks that provide customer accounts and other services to

systemically important derivatives clearing organizations from Sections

4d and 22 of the Commodity Exchange Act (``CEA'' or the ``Act'').

DATES: Comments must be received by July 5, 2016.

ADDRESSES: You may submit comments by any of the following methods:

CFTC Web site: http://comments.cftc.gov. Follow the

instructions for submitting comments through the Comments Online

process on the Web site.

Mail: Christopher Kirkpatrick, Secretary of the

Commission, Commodity Futures Trading Commission, Three Lafayette

Centre, 1155 21st Street NW., Washington, DC 20581.

Hand Delivery/Courier: Same as Mail, above.

Federal eRulemaking Portal: http://www.regulations.gov.

Follow the instructions for submitting comments.

Please submit your comments using only one of these methods.

All comments must be submitted in English, or if not, accompanied

by an English translation. Comments will be posted as received to

http://www.cftc.gov. You should submit only information that you wish

to make available publicly. If you wish the Commission to consider

information that you believe is exempt from disclosure under the

Freedom of Information Act, a petition for confidential treatment of

the exempt information may be submitted according to the established

procedures in Sec. 145.9 of the Commission's regulations, 17 CFR

145.9.

The Commission reserves the right, but shall have no obligation, to

review, pre-screen, filter, redact, refuse or remove any or all of your

submission from http://www.cftc.gov that it may deem to be

inappropriate for publication, such as obscene language. All

submissions that have been redacted or removed that contain comments on

the merits of this action will be retained in the public comment file

and will be considered as required under the Administrative Procedure

Act and other applicable laws, and may be accessible under the Freedom

of Information Act.

FOR FURTHER INFORMATION CONTACT: Eileen A. Donovan, Deputy Director,

202-418-5096, [email protected]; M. Laura Astrada, Associate Director,

202-418-7622, [email protected]; or Parisa Abadi, Attorney-Advisor,

202-418-6620, [email protected], in each case, at the Division of

Clearing and Risk, Commodity Futures Trading Commission, Three

Lafayette Centre, 1155 21st Street NW., Washington, DC 20581; or Joe

Opron, Special Counsel, 312-596-0653, [email protected], Division of

Clearing and Risk, Commodity Futures Trading Commission, 525 West

Monroe Street, Suite 1100, Chicago, IL 60661.

SUPPLEMENTARY INFORMATION:

Table of Contents

I. Introduction

II. Background

A. Customer Protection

B. Designation of Financial Market Utilities Under Title VIII of

the Dodd-Frank Act

C. Access to Federal Reserve Bank Accounts and Services

III. Standards of Depository Liability

A. Depository Liability Under Section 4d of the CEA

B. Federal Reserve Bank Liability Under Federal Reserve Bank

Governing Documents

IV. Features Specific to the Federal Reserve Banks

V. Section 4(c) of the CEA

VI. Proposed Exemption From Sections 4d and 22 of the CEA

VII. Related Matters

A. Regulatory Flexibility Act

B. Paperwork Reduction Act

C. Cost and Benefit Considerations

VIII. Request for Comment

IX. Proposed Order of Exemption

I. Introduction

In 2013, in response to significant segregated account shortfalls

experienced by futures customers, the Commission adopted rules that

aimed to improve the protection of customer funds.\1\ Recognizing that

such protection is critical to the sound functioning of the futures and

swaps markets, the Commission reiterated that money, securities, and

other property deposited by customers must be carefully safeguarded and

segregated at all times.

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\1\ Enhancing Protections Afforded Customers and Customer Funds

Held by Futures Commission Merchants and Derivatives Clearing

Organizations, 78 FR 68506 (Nov. 14, 2013).

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That same year, the Commission adopted enhanced risk management

standards \2\ and additional requirements for compliance with the

derivatives clearing organization (``DCO'') core principles set forth

in the CEA \3\ for DCOs that are designated as systemically important

(``SIDCOs'') by the Financial Stability Oversight Council.\4\ The

Commission adopted these requirements in part because of the critical

role SIDCOs play in fostering

[[Page 35338]]

financial stability \5\ and because the ``failure of a SIDCO to

complete core clearing and settlement functions within a rapid period

could create systemic liquidity and credit dislocations on a global

scale.'' \6\ Accordingly, these additional requirements were designed

to promote a SIDCO's financial strength, operational integrity,

security, and reliability.\7\ By requiring a SIDCO's liquidity

arrangements to be highly reliable in stressed market conditions, the

Commission sought to bolster a SIDCO's ability to promptly meet its

cash obligations to its members in order to help avoid the loss of

market confidence and cascading defaults.\8\

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\2\ Enhanced Risk Management Standards for Systemically

Important Derivatives Clearing Organizations, 78 FR 49663 (Aug. 15,

2013).

\3\ See Section 5b(c)(2) of the CEA; see also Derivatives

Clearing Organizations and International Standards, 78 FR 72476

(Dec. 2, 2013).

\4\ Under Commission Regulation 39.2, a SIDCO is defined as a

financial market utility that is a registered DCO under Section 5b

of the Act, which has been designated by the Financial Stability

Oversight Council to be systemically important and for which the

Commission acts as the Supervisory Agency pursuant to Section 803(8)

of the Dodd-Frank Wall Street Reform and Consumer Protection Act

(``Dodd-Frank Act''). 17 CFR 39.2. ``Supervisory Agency'' is defined

as the Federal agency that has primary jurisdiction over a

designated financial market utility under Federal banking,

securities, or commodity futures laws. Section 803(8)(A) of the

Dodd-Frank Act, Public Law 111-203, 124 Stat. 1376 (2010). The text

of the Dodd-Frank Act is available at http://www.cftc.gov/idc/groups/public/@swaps/documents/file/hr4173_enrolledbill.pdf.

\5\ See, e.g., 78 FR at 49672.

\6\ Id. at 49674.

\7\ See id. at 49668-49669; see also 78 FR at 72509.

\8\ See 78 FR at 72509.

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Title VIII of the Dodd-Frank Act, entitled ``Payment, Clearing, and

Settlement Supervision Act of 2010,'' \9\ also included provisions

aimed at safeguarding the U.S. financial system. One example of this is

Section 806(a), which expressly permits the Board of Governors of the

Federal Reserve System (``Board'') to authorize a Federal Reserve Bank

to establish and maintain a deposit account for a SIDCO and provide

certain services to the SIDCO, subject to any applicable rules, orders,

standards, or guidelines prescribed by the Board.\10\

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\9\ Section 801 of the Dodd-Frank Act.

\10\ See Section 806(a) of the Dodd-Frank Act.

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The Commission believes that establishing SIDCO segregated customer

accounts at a Federal Reserve Bank and enabling SIDCOs to access

related services there would both augment a SIDCO's liquidity

arrangements and enhance the protection of customer funds.\11\ The

Commission recognizes, however, that Section 4d of the CEA was not

developed with a particular focus on the Federal Reserve Banks.\12\ As

a result, the unique role that the Federal Reserve Banks play in the

financial system was not expressly taken into account when the

Commission's standard of liability was developed for depositories. The

Commission notes that Federal Reserve financial services provided by

the Federal Reserve Banks are governed by the terms and conditions that

are set forth in various federal rules, Federal Reserve Board policies,

and Federal Reserve Bank operating circulars, which have been carefully

developed over several decades. The Commission further recognizes that

the Federal Reserve Banks could be exposed to liability under Sections

4d and 22 \13\ of the CEA, which could have disparate impact on the

treatment of deposits at the Federal Reserve Banks and ultimately harm

U.S. taxpayers. Accordingly, to facilitate SIDCOs' use of Federal

Reserve Banks as depositories for customer funds, the Commission is

proposing, pursuant to its authority under Section 4(c) of the CEA, to

exempt Federal Reserve Banks that provide customer accounts and other

services to SIDCOs from Sections 4d and 22 of the CEA.\14\ The

exemption would enable the Federal Reserve Banks to maintain SIDCO

customer accounts in accordance with the standards set forth in the

relevant Federal Reserve Bank governing documents, as specified below.

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\11\ See discussion infra Part VI.

\12\ Section 4d of the CEA permits customer funds to be

deposited with a bank, trust company, or DCO. 7 U.S.C. 6d.

\13\ As discussed in further detail below, Section 22 of the CEA

would typically provide for private rights of action for damages

against persons who violate Section 4d, or persons who willfully

aid, abet, counsel, induce, or procure the commission of a violation

of Section 4d. See discussion supra Part VI.

\14\ 7 U.S.C. 6(c); 7 U.S.C. 25.

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II. Background

A. Customer Protection

The protection of customers--and the safeguarding of money,

securities, or other property deposited by customers--is a fundamental

component of the regulatory and oversight framework of the futures and

swaps markets. Section 4d of the CEA requires a futures commission

merchant (``FCM'') to segregate from its own assets all money,

securities, and other property deposited by futures or cleared swaps

customers to margin, secure, or guarantee futures contracts and options

on futures contracts traded on designated contract markets, and cleared

swaps. Section 4d further requires an FCM to treat customer funds as

belonging to the customer, and prohibits an FCM from using the funds

deposited by a customer to margin or extend credit to any person other

than the customer that deposited the funds. Similarly, Section 4d of

the CEA prohibits a DCO and any depository that has received such funds

from holding, disposing of, or using such funds as belonging to the

depositing FCM or any person other than the customers of such FCM.

The importance of this statutory mandate to protect customer

funds--to treat them as belonging to customers and not use the funds

inappropriately--was reinforced in light of the FCM insolvency

proceedings involving MF Global, Inc. (``MF Global'') and Peregrine

Financial Group, Inc. (``Peregrine''). In October 2011, MF Global,

which was dually-registered as an FCM with the Commission and as a

securities broker-dealer with the U.S. Securities and Exchange

Commission, was placed into a liquidation proceeding under the

Securities Investor Protection Act by the Securities Investor

Protection Corporation. At the time, the trustee appointed to oversee

the liquidation of MF Global reported a potential $900 million

shortfall of funds necessary to repay the account balances due to

customers trading futures on designated contract markets, and an

approximately $700 million shortfall in funds immediately available to

repay the account balances of customers trading on foreign futures

markets. The shortfall in customer segregated accounts was attributed

by the MF Global trustee to significant transfers of funds out of the

customer accounts that were used by MF Global, Inc. for various

purposes other than to meet obligations to or on behalf of

customers.\15\

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\15\ See Report of the Trustee's Investigation and

Recommendations, In. re MF Global, Inc., No. 11-2790 (MG) SIPA

(Bankr. S.D.N.Y. Jun. 4, 2012). Customer claims were eventually paid

in full after customer funds were recovered through bankruptcy

proceedings and the Commission's enforcement action.

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Shortly thereafter, in 2012, the Commission filed a civil

injunctive complaint in federal district court against Peregrine and

its Chief Executive Officer and sole owner, Russell R. Wasendorf, Sr.

(``Wasendorf''), alleging that Peregrine and Wasendorf misappropriated

customer funds, violated customer fund segregation laws, and made false

statements regarding the amount of funds in customer segregated

accounts in financial statements filed with the Commission. According

to the complaint, Peregrine falsely represented that it held in excess

of $220 million of customer funds, when it actually held only

approximately $5.1 million.\16\ Spurred in part by these shocking

failures, the Commission promulgated several rules aimed at

strengthening the protection of customer funds and the U.S. financial

markets.\17\

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\16\ See Complaint, U.S. Commodity Futures Trading Commission v.

Peregrine Financial Group, Inc., and Russell R. Wasendorf, Sr., No.

12-cv-5383 (N.D. Ill. July 10, 2012).

\17\ See discussion supra Part I; see also, e.g., Investment of

Customer Funds and Funds Held in an Account for Foreign Futures and

Foreign Options Transactions, 76 FR 78776 (Dec. 19, 2011) (revising

the types of investments that an FCM or DCO could make with customer

funds under Regulation 1.25 to minimize the exposure of such funds

to liquidity, credit, and market risks).

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In an effort to further strengthen customer protection, the

Commission has also examined the current

[[Page 35339]]

regulatory framework through a series of roundtables and other public

meetings. The Commission held a public roundtable to solicit input on

customer protection issues from a broad cross-section of the

derivatives industry, including market participants, FCMs, DCOs, self-

regulatory organizations, securities regulators, and academics.\18\ The

Commission also hosted a public meeting of the Technology Advisory

Committee to discuss potential technological solutions directed at

enhancing the protection of customer funds.\19\

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\18\ Further information on the public roundtable, including

video recordings and transcripts of the discussions, are available

on the Commission's Web site. See http://www.cftc.gov/PressRoom/Events/opaevent_cftcstaff022912 (relating to Feb. 29, 2012); http://www.cftc.gov/PressRoom/Events/opaevent_cftcstaff030112 (relating to

Mar. 1, 2012).

\19\ Additional information, including documents submitted by

meeting participants, is available on the Commission's Web site. See

http://www.cftc.gov/PressRoom/Events/opaevent_tac072612.

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Customer protection continues to be a bedrock guiding principle for

the Commission, as the protection of customer funds is paramount to a

trusted marketplace.

B. Designation of Financial Market Utilities Under Title VIII of the

Dodd-Frank Act

Title VIII of the Dodd-Frank Act was enacted to mitigate risk in

the financial system and promote financial stability.\20\ Accordingly,

Section 804 of the Dodd-Frank Act requires the Financial Stability

Oversight Council (``Council'') \21\ to designate those financial

market utilities (``FMUs'') that the Council determines are, or are

likely to become, systemically important.\22\ An FMU includes any

person that manages or operates a multilateral system for the purpose

of transferring, clearing, or settling payments, securities, or other

financial transactions among financial institutions or between

financial institutions and the person.\23\ As noted by the Council,

FMUs are vital to the nation's financial infrastructure, and ``their

smooth operation is integral to the soundness of the financial system

and the overall economy.'' \24\

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\20\ See Section 802(b) of the Dodd-Frank Act.

\21\ The Council was established by Section 111 of the Dodd-

Frank Act. In general, the Council is tasked with identifying risks

to the financial stability of the United States that could arise

from the material financial distress or failure, or ongoing

activities, of large, interconnected bank holding companies or

nonbank financial companies, or that could arise outside the

financial services marketplace, promoting market discipline, by

eliminating expectations on the part of shareholders, creditors, and

counterparties of such companies that the Government will shield

them from losses in the event of failure, and responding to emerging

threats to the stability of the United States financial system.

Section 112(a)(1) of the Dodd-Frank Act.

\22\ See Section 804(a) of the Dodd-Frank Act. The term

``systemically important'' means a situation where the failure of or

a disruption to the functioning of a financial market utility could

create, or increase, the risk of significant liquidity or credit

problems spreading among financial institutions or markets and

thereby threaten the stability of the financial system of the United

States. Section 803(9) of the Dodd-Frank Act; see also Authority to

Designate Financial Market Utilities as Systemically Important, 76

FR 44763, 44774 (July 27, 2011).

\23\ Section 803(6)(A) of the Dodd-Frank Act.

\24\ 76 FR at 44763.

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In determining whether an FMU is systemically important, the

Council follows a detailed two-stage designation process, using

statutory considerations \25\ and other metrics to assess, among other

things, ``whether possible disruptions [to the functioning of an FMU]

are potentially severe, not necessarily in the sense that they

themselves might trigger damage to the U.S. economy, but because such

disruptions might reduce the ability of financial institutions or

markets to perform their normal intermediation functions.'' \26\ Thus,

if a systemically important FMU fails to perform, this failure could

pose significant risk to its participants and to the U.S. financial

system more broadly. For example, if a systemically important FMU fails

to complete timely settlement, there could be significant credit and/or

liquidity problems for its participants and participants' customers. On

July 18, 2012, the Council designated eight FMUs as systemically

important under Title VIII.\27\ Two of these designated FMUs, Chicago

Mercantile Exchange, Inc. and ICE Clear Credit LLC, are SIDCOs.

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\25\ Under Section 804(a)(2) of the Dodd-Frank Act, in

determining whether an FMU is or is likely to become systemically

important, the Council must take into consideration the following:

(A) The aggregate monetary value of transactions processed by the

FMU; (B) the aggregate exposure of the FMU to its counterparties;

(C) the relationship, interdependencies, or other interactions of

the FMU with other FMUs or payment, clearing, or settlement

activities; (D) the effect that the failure of or a disruption to

the FMU would have on critical markets, financial institutions, or

the broader financial system; and (E) any other factors the Council

deems appropriate.

\26\ 76 FR at 44766.

\27\ See Press Release, Financial Stability Oversight Council,

Financial Stability Oversight Council Makes First Designations in

Effort to Protect Against Future Financial Crises (July 18, 2012),

available at http://www.treasury.gov/press-center/press-releases/Pages/tg1645.aspx.

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C. Access to Federal Reserve Bank Accounts and Services

As noted above, Section 806(a) of the Dodd-Frank Act permits the

Board to authorize a Federal Reserve Bank to establish and maintain an

account for a SIDCO and provide to the SIDCO the services listed in

Section 11A(b) of the Federal Reserve Act, subject to any applicable

rules, orders, standards, or guidelines prescribed by the Board.\28\ In

adopting regulations pursuant to Section 806(a) of the Dodd-Frank Act,

the Board noted that the ``terms and conditions for access to Federal

Reserve Bank accounts and services are intended to facilitate the use

of [Federal] Reserve Bank accounts and services by a designated FMU in

order to reduce settlement risk and strengthen settlement processes,

while limiting the risk presented by the designated FMU to the

[Federal] Reserve Banks.'' \29\ Accordingly, the Board ``expects that

[Federal] Reserve Banks would provide services that are consistent with

a designated FMU's need for safe and sound settlement processes under

account and service agreements generally consistent with the provisions

of existing [Federal] Reserve Bank operating circulars for such

services.'' \30\ Highlighting the importance of Federal Reserve Bank

operating circulars in this regard, the Board further requires that

designated FMUs be in compliance with existing operating circulars.\31\

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\28\ The services listed in Section 11A(b) of the Federal

Reserve Act include wire transfers, settlement, and securities

safekeeping, as well as services regarding currency and coin, check

clearing and collection, and automated clearing house transactions.

See 12 U.S.C. 248a(b). Section 806(a) of the Dodd-Frank Act also

permits the Board to authorize a Federal Reserve Bank to establish

deposit accounts under the first undesignated paragraph of Section

13 of the Federal Reserve Act, 12 U.S.C. 342.

\29\ Financial Market Utilities (Regulation HH), 78 FR 14024,

14025 (Mar. 4, 2013).

\30\ Id.

\31\ See 12 CFR 234.5(b)(2) (setting forth rules to govern

Federal Reserve Bank accounts held by designated FMUs).

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III. Standards of Depository Liability

A. Depository Liability Under Section 4d of the CEA

Under Section 4d of the CEA, a depository, which may be a bank,

trust company, or a DCO, will be held liable for the improper transfers

of customer funds by an FCM or DCO if it knew or should have known that

the transfer was improper.\32\ While a depository has no affirmative

obligation to police or monitor an FCM or DCO account holder's

compliance with the CEA or Commission regulations, a depository cannot

ignore signs of wrongdoing.\33\

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\32\ See CFTC Interpretative Letter No. 79-1, [1977-1980

Transfer Binder] Comm. Fut. L. Rep. (CCH) ] 20,835 (May 29, 1979).

Section 4d of the CEA covers customer funds only; it does not relate

to proprietary funds of clearing members.

\33\ See 78 FR at 68539.

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To ensure that a depository that holds customer funds has been

informed that

[[Page 35340]]

the deposited funds are those of customers being held in accordance

with Section 4d of the CEA, the Commission requires an FCM or DCO to

obtain from each depository with which it deposits customer funds a

written acknowledgment in this regard.\34\ Commission regulations

require FCMs and DCOs to use a template acknowledgment letter in order

to promote a uniform understanding among FCMs, DCOs, and depositories

as to their obligations under the CEA and Commission regulations with

respect to the proper treatment of customer funds. The template

acknowledgment letter contains a provision that reflects the

Commission's expectation that a depository will engage in its customary

practices and will be held liable for a violation of Section 4d if it

knew or should have known of the violation.\35\

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\34\ See 17 CFR 1.20, Appendices A and B.

\35\ See 78 FR at 68535; see also 17 CFR 1.20(g)(4)(ii).

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It is important to note that as the aforementioned standard of

liability was developed, the unique nature of the Federal Reserve Banks

was not taken into account. Indeed, until recently, there was no

statutory authority permitting a SIDCO to hold customer funds at a

Federal Reserve Bank. However, and as discussed below, the standard of

liability for Federal Reserve Banks acting as depositories has been

carefully developed by the Board and not the Commission.

B. Federal Reserve Bank Liability Under Federal Reserve Bank Governing

Documents

The Federal Reserve System, which serves as the nation's central

bank, was created by an act of Congress in 1913. The Federal Reserve

System consists of a seven member Board, and twelve Federal Reserve

Banks. The Federal Reserve Banks operate under the general supervision

of the Board, although each Bank has a Board of Directors that oversees

its operations. Federal Reserve Banks generate their own income, which

is generally from interest earned on U.S. government securities that

are acquired in the course of Federal Reserve monetary policy actions

and from the provision of priced services to depository institutions.

Federal Reserve Banks do not, however, operate for a profit. Indeed,

each year they return to the U.S. Department of Treasury all earnings

in excess of Federal Reserve Bank operating and other expenses. Federal

Reserve Banks are, in essence, the operating arms of the United States'

central banking system. In addition to their many responsibilities,

Federal Reserve Banks operate as a bank for depository institutions and

the U.S. government.\36\

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\36\ For example, Federal Reserve Banks provide checking

accounts for the U.S. Department of Treasury, issue and redeem U.S.

government securities, and act in other ways as a fiscal agent for

the U.S. government. See Federal Reserve Board, The Structure of the

Federal Reserve System (Apr. 17, 2009), http://www.federalreserve.gov/pubs/frseries/frseri3.htm.

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Some of the services provided by Federal Reserve Banks include the

provision of funds and book-entry securities accounts, as well as

certain financial services, such as wire transfers, book-entry

securities transfers, and multilateral settlement services. These

accounts and services are governed by account agreements, operating

circulars issued by Federal Reserve Banks for each service, the Federal

Reserve Act, and Federal Reserve regulations and policies, and, with

respect to book-entry securities services, the regulations of the

domestic issuer of the securities or the issuer's regulator (``Federal

Reserve Bank Governing Documents'').\37\ Additionally, one or more

Federal Reserve Banks have established proprietary accounts for SIDCOs

\38\ pursuant to Section 806 of the Dodd-Frank Act. These proprietary

accounts are also governed by the Federal Reserve Bank Governing

Documents.

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\37\ See, e.g., Federal Reserve Bank Operating Circular No. 6

(governing funds transfers through the Fedwire Funds Service);

Federal Reserve Bank Operating Circular No. 7 (governing the

maintenance of and transfer services for book-entry securities

accounts); 12 CFR part 210, subpart B (governing funds transfers

through the Fedwire Funds Service); 31 CFR part 357, subpart B

(setting forth the Department of the Treasury's regulations

governing book-entry treasury bonds, notes, and bills).

\38\ A SIDCO's proprietary account holds the proprietary funds

of its clearing members.

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The Federal Reserve Banks' standard of liability for the financial

services it offers to depository institutions has been developed over

the 100-plus years of Federal Reserve Bank operations, in many cases

hand-in-hand with the development of federal and state statutory and

regulatory provisions, as well as common law governing securities

transfers, funds transfers, and other payment mechanisms. The operating

circulars of the Federal Reserve Banks began having uniform terms and

conditions across Federal Reserve Bank districts as of January 2, 1998.

The 1998 version of the uniform Operating Circular 1 (Account

Relationships) sets out the Federal Reserve Banks' standard and scope

of liability that limits a Federal Reserve Bank's liability to only

damages suffered by the account holder that are caused by the Federal

Reserve Bank's failure to exercise ordinary care, and does not include

lost profits, claims by third parties, or consequential or incidental

damages.\39\

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\39\ See Federal Reserve Board, Financial Services, https://web.archive.org/web/19990125095428/http:/www.frbservices.org/ (last

visited Apr. 28, 2016). Prior to 1998, each Federal Reserve Bank had

its own system with different numbered operating circulars; as a

result, the circular language was not necessarily uniform.

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The Commission understands that, in accordance with the Federal

Reserve Bank Governing Documents, the Federal Reserve Banks are

authorized to act on the instructions received through the use of

procedures agreed upon with the account holders, without any liability

or obligation to inquire as to the legitimacy or accuracy of the

instruction or the transaction. By agreement with the respective

account holders, the procedures for accepting an instruction are not

used to detect an error in the transmission or content of the

instruction, or compliance by the account holder with its legal

obligations. In addition to limiting the areas of liability, the

Commission understands that the Federal Reserve Bank Governing

Documents limit a Federal Reserve Bank's liability in maintaining an

account or acting on such an instruction to actual damages that are

incurred solely by the account holder \40\ and that are proximately

caused by the Federal Reserve Bank's failure to exercise ordinary care

or act in good faith in accordance with the Federal Reserve Bank

Governing Documents.

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\40\ Under the Federal Reserve Bank Governing Documents, the

Federal Reserve Banks are not liable to third parties.

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IV. Features Specific to the Federal Reserve Banks

As noted above, Federal Reserve Banks play a unique role in the

U.S. banking and payment system as compared to commercial banks and

other depositories and payment service providers.\41\ The standards set

forth in the Federal Reserve Bank Governing Documents are reflective of

this unique role and have been developed over the years to capture the

distinctive nature of

[[Page 35341]]

the Federal Reserve Banks. In addition to the accounts and services

that Federal Reserve Banks provide to the government and to other

depository institutions, the Federal Reserve Banks supervise and

examine member banks for safety and soundness. They also participate in

the setting of U.S. monetary policy, an activity that is the primary

responsibility of the Federal Reserve System. Moreover, in an effort to

reduce U.S. taxpayer burden, Congress requires that the residual

earnings of each Federal Reserve Bank be distributed to the U.S.

Treasury's general fund.\42\ In fact, the Federal Reserve Banks have

sent to the U.S. Treasury approximately $98.7 billion in residual

earnings in 2014 and about $500 billion on a cumulative basis since

2008.\43\

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\41\ Federal Reserve Banks `` `are not operated for the profit

of shareholders;' rather, they `were created and are operated in

furtherance of the national fiscal policy.' '' See Starr Int'l Co.

v. Fed. Reserve Bank of New York, 742 F.3d 37, 40 (2d Cir. 2014)

(quoting Fed. Reserve Bank of Bos. v. Comm'r of Corps. & Taxation of

the Commonwealth of Mass., 499 F.2d 60, 62 (1st Cir. 1974)).

``Because Federal Reserve Banks `conduct important governmental

functions regarding' matters including the `general fiscal duties of

the United States,' they are `instrumentalities of the federal

government.' '' See id. (quoting Fed. Reserve Bank of St. Louis v.

Metrocentre Improvement Dist. #1, 657 F.2d 183, 185-186 (8th Cir.

1981)).

\42\ The current congressional mandate requires that Federal

Reserve Banks transfer their residual earnings in excess of $10

billion to the U.S. Treasury. See FAST Act, Pub. L. 114-94, 129

Stat. 1312 (2015). For prior congressional mandates in this regard,

see, e.g., District of Columbia Appropriations Act, Pub. L. 106-113,

113 Stat. 1501 (1999) (requiring that, in fiscal year 2000, Federal

Reserve Banks transfer their residual earnings in the amount of

$3,752,000,000 to the U.S. Treasury's general fund); Omnibus Budget

Reconciliation Act of 1993, Pub. L. 103-66, 107 Stat. 312 (requiring

that, during fiscal years 1997 and 1998, Federal Reserve Banks

transfer their residual earnings in excess of 3 percent of the total

paid-in capital and surplus to the U.S. Treasury's general fund).

\43\ See Press Release, Board of Governors of the Federal

Reserve System, Reserve Bank Income and Expense Data and Transfers

to the Treasury for 2014 (Jan. 9, 2015), available at http://www.federalreserve.gov/newsevents/press/other/20150109a.htm; Annual

Report, Board of Governors of the Federal Reserve System (2014),

available at http://www.federalreserve.gov/publications/annual-report/files/2014-annual-report.pdf.

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Federal Reserve Banks also do not provide financial services to

businesses generally; rather, they serve only account holders

authorized by statute, such as depository institutions and the U.S.

government.\44\ In addition, Federal Reserve Banks may engage in a set

range of services and only with the respective account holder. As such,

Federal Reserve Banks do not provide the range of related account

services that a commercial bank might provide, such as offering

services to executives of the account holder as an additional incentive

to do business with the bank. Therefore, the Commission believes that

the Federal Reserve Banks do not have the potential conflict of

interest that may arise when a commercial bank provides such services.

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\44\ See, e.g., Federal Reserve Bank of Richmond, Consumer

Issues and Information, available at https://www.richmondfed.org/faqs/consumer/ (last visited Feb. 26, 2016) (stating that ``Federal

Reserve Banks are not authorized to open accounts for individuals[;

rather, o]nly depository institutions and certain other financial

entities may open an account at a Federal Reserve Bank''); see also

Section 806(a) of the Dodd-Frank Act (authorizing accounts at a

Federal Reserve Bank for designated FMUs).

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Moreover, Federal Reserve Banks play a distinctive, dual role with

respect to SIDCOs, as they may be both account service providers and

participants in the supervision of SIDCOs. Under Title VIII of the

Dodd-Frank Act, the Board may participate in any Commission examination

of a SIDCO and otherwise consult and share information with the

Commission regarding SIDCOs. Federal Reserve Banks may be delegated

authority to assist the Board in fulfilling this function.\45\

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\45\ See Federal Reserve Board, The Structure of the Federal

Reserve System (Apr. 17, 2009), http://www.federalreserve.gov/pubs/frseries/frseri3.htm (noting that some supervisory responsibilities

are delegated to the Federal Reserve Banks by the Board).

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Further, Title VIII of the Dodd-Frank Act expressly permits the

Commission and the Board to provide confidential supervisory

information to, among others, the Federal Reserve Banks.\46\ Although a

Federal Reserve Bank may have access to confidential supervisory

information regarding a particular SIDCO, Board staff has represented

that it has a long-standing ``Wall Policy'' that generally prohibits,

subject to the limitations contained therein, the sharing of

confidential supervisory information with Federal Reserve Bank account

services staff, and requires that care be exercised to avoid actual or

apparent conflict between a Federal Reserve Bank's role as a provider

of financial services and its role as a regulator, supervisor, and

lender.\47\ The Board has adopted certain standards regarding the

organization, operations, and business practices of Federal Reserve

Bank financial services which, among other things, generally prohibit

Federal Reserve Bank personnel involved in day-to-day monetary policy,

bank supervision, or the lending function from providing confidential

information obtained in the course of their duties to Federal Reserve

Bank personnel involved in day-to-day account services. In addition,

the Wall Policy would generally prohibit Board supervisory staff from

sharing any confidential supervisory information they receive about a

SIDCO with the Federal Reserve Bank staff responsible for managing the

SIDCO's account and financial services. Accordingly, given the unique

role that Federal Reserve Banks play in the U.S. financial system,

Federal Reserve Bank account services staff are unlikely to face

conflicts of interest that would motivate them to overlook information

that would otherwise raise suspicion of wrongdoing.

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\46\ See Section 809(e)(2) of the Dodd-Frank Act.

\47\ Federal Reserve's Key Policies for the Provision of

Financial Services: Standards Related to Priced-Service Activities

of the Federal Reserve Banks (1984), available at http://www.federalreserve.gov/paymentsystems/pfs_standards.htm. The policy

permits certain limited exceptions in cases where such disclosure

fulfills an important supervisory objective, preserves the integrity

of the payment mechanism, or protects the assets of the Federal

Reserve Banks. In such cases, information will be provided on a

need-to-know basis and only with the approval of senior management.

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V. Section 4(c) of the CEA

Section 4(c) of the CEA provides that, in order to promote

responsible economic or financial innovation and fair competition, the

Commission, by rule, regulation, or order, after notice and opportunity

for hearing, may exempt any agreement, contract, or transaction, or

class thereof, including any person or class of persons offering,

entering into, rendering advice, or rendering other services with

respect to, the agreement, contract, or transaction, from the contract

market designation requirements of Section 4(a) of the CEA, or any

other provision of the CEA other than certain enumerated provisions, if

the Commission determines that the exemption would be consistent with

the public interest.\48\

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\48\ 7 U.S.C. 6(c).

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VI. Proposed Exemption From Sections 4d and 22 of the CEA

The Commission proposes to exempt Federal Reserve Banks that

provide customer accounts and other services to SIDCOs from Sections 4d

and 22 of the CEA. The Commission further proposes to permit SIDCOs to

maintain customer accounts with a Federal Reserve Bank pursuant to the

standard of liability set forth in the Federal Reserve Bank Governing

Documents. The proposed exemption would, however, require a Federal

Reserve Bank to segregate customer funds deposited by a SIDCO from the

proprietary funds deposited by a SIDCO, and to reply to any request

from Commission staff for confirmation of account balances or for

provision of any other information regarding the SIDCO account.

As discussed above, Title VIII of the Dodd-Frank Act supports

Federal Reserve Banks acting as depositories for SIDCOs. A Federal

Reserve Bank, in its capacity as an instrument of the U.S. central

bank, does not present the same types of risks as traditional

commercial banks. Federal Reserve Banks are an integral part of the

Federal Reserve System, serving the public interest and helping to

maintain stability in the U.S. financial markets. Further, deposits at

a Federal Reserve Bank have the lowest

[[Page 35342]]

credit risk. The Board and, through their role in the Federal Reserve

System, Federal Reserve Banks are also the source of liquidity with

regard to U.S. dollar deposits. A SIDCO would, therefore, face much

lower credit and liquidity risk with a deposit at a Federal Reserve

Bank than it would with a deposit at a commercial bank.

Moreover, customer funds held at a Federal Reserve Bank would not

be exposed to the risks associated with a commercial bank insolvency.

As a result, the Commission believes that customer funds would be

protected in an account held by a Federal Reserve Bank and would

continue to be required to be segregated from the funds deposited in

the SIDCO's proprietary account. The Commission notes that the standard

of liability as set forth in the Federal Reserve Bank Governing

Documents appears to be appropriate in the context of Federal Reserve

Banks because this standard has been developed over the years to more

appropriately reflect the unique nature of the Federal Reserve Banks.

At this time, the Commission does not have any reason to believe that

holding a Federal Reserve Bank to this standard would have the

potential to harm futures and cleared swaps customers.

The Federal Reserve Banks would also be exempt from liability under

Section 22 of the CEA. Section 22 of the CEA provides for private

rights of action for damages against persons who violate the CEA, or

persons who willfully aid, abet, counsel, induce, or procure the

commission of a violation of the CEA.\49\ The proposed exemption would

preclude a third party from succeeding in a private right of action

under Section 22 for a violation of Section 4d.\50\ The Commission

believes that an exemption from Section 22 is appropriate because, for

those requirements from which the Federal Reserve Banks are exempt, it

follows that there should be no claim under Section 22 of the CEA with

respect to those requirements. The Commission further notes that under

the Federal Reserve Bank Governing Documents, the Federal Reserve Banks

are currently insulated from third-party claims. While the Commission

continues to believe that private claims empower injured parties to

seek compensation for damages where the Commission lacks the resources

to do so on their behalf, and the prospect of such claims serves the

public interest in deterring misconduct, the Commission believes that,

for the reasons discussed herein, exempting the Federal Reserve Banks

from liability under Section 22 of the CEA would also serve the public

interest.

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\49\ 7 U.S.C. 25. By enacting Section 22, Congress provided

private rights of action as a means for addressing violations of the

Act as an alternative or supplement to Commission enforcement

action. Specifically, Congress found that private damages actions

are ``critical to protecting the public and fundamental to

maintaining the credibility of the futures market.'' H.R. Rep. No.

97-565, at 57 (1982).

\50\ Cf. Effective Date for Swap Regulation, 76 FR 42508, 42517

(July 19, 2011) (stating that ``exemptive relief would, in effect,

preclude a person from succeeding in a private right of action under

CEA section 22(a)''). However, for the avoidance of doubt, the

Commission believes that an express exemption from Section 22 of the

CEA for the Federal Reserve Banks is appropriate.

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Federal Reserve Banks were created and are operated in furtherance

of the national interest; they are not for-profit enterprises.

Moreover, as discussed above, Federal Reserve Banks return all earnings

in excess of operating and other expenses to the U.S. Treasury. All

such amounts transferred to the U.S. Treasury's general fund inure to

the benefit of U.S. taxpayers. In this case, private claims against a

Federal Reserve Bank would reduce the amount of excess earnings that

could be returned to the U.S. Treasury. In the Commission's view, the

benefits afforded customers by holding SIDCO customer funds at a

Federal Reserve Bank exceed the benefits of preserving the ability to

bring any private claims under Section 22 of the CEA.

Furthermore, the Commission recognizes that Title VIII of the Dodd-

Frank Act permits a Federal Reserve Bank to have access to confidential

supervisory information. Specifically, Section 809(e)(2) provides that

the Board of Governors or any Supervisory Agency may provide

confidential supervisory information and other information obtained

under Title VIII to each other and to the Federal Reserve Banks, State

financial institution supervisory agencies, and foreign financial

supervisors, provided, however, that no person or entity receiving

information pursuant to this section may disseminate such information

to entities or persons other than those listed in this paragraph

without complying with applicable law, including section 8 of the CEA

(7 U.S.C. 12). By permitting the Federal Reserve Banks to receive

confidential supervisory information, Congress recognized the unique

role of Federal Reserve Banks in the U.S. financial system, as

distinguished from the role of commercial banks and other depository

institutions. The Commission further recognizes, however, that the fact

that Board supervisory staff may have access to confidential

supervisory information about a SIDCO could create the false perception

that Federal Reserve Bank staff responsible for managing the SIDCO's

account and financial services would gain special knowledge about the

SIDCO. Accordingly, and notwithstanding the Wall Policy described

above, the Commission recognizes that a Federal Reserve Bank acting as

a depository for customer funds could face greater scrutiny than a

commercial bank acting as such. As a result, the proposed exemption

would specify that: (1) Pursuant to the Wall Policy, information

obtained by the Board supervisory staff during the course of

supervising SIDCOs or any counterparty to a SIDCO will not be

attributed by the Commission to any Federal Reserve Bank providing

accounts and financial services to SIDCO account holders; and (2) a

Federal Reserve Bank acting as a depository for SIDCO customer funds or

otherwise providing account services to a SIDCO would continue to be

held to the standard of liability set forth in the Federal Reserve Bank

Governing Documents.

Finally, the unique role that the Federal Reserve Banks play in the

Federal Reserve System was not expressly taken into account when the

Commission's standard of liability was developed for depositories. In

fact, as described above, it was the Dodd-Frank Act that, for the first

time, authorized designated FMUs (including SIDCOs) that are not banks

or trust companies to open deposit accounts with a Federal Reserve

Bank. However, while the Federal Reserve Banks may establish deposit

accounts for SIDCOs, such accounts are subject to any applicable rules,

orders, standards, or guidelines prescribed by the Board.\51\ The

Commission notes that the Board has prescribed detailed rules and

standards that govern account services provided to SIDCOs by the

Federal Reserve Banks.\52\ These rules and standards have been

carefully developed to provide clarity surrounding the provision of

Federal Reserve financial services and to promote consistency in the

treatment of deposit accounts at the Federal Reserve Banks for the

benefit of the U.S. financial system. The Commission is concerned that

exposing the Federal Reserve Banks to the standard of liability set

forth in Section 4d of the CEA, as well as to potential third-party

claims under Section 22 of the CEA, could disrupt these goals and

ultimately

[[Page 35343]]

harm the U.S. financial system and, by extension, U.S. taxpayers.

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\51\ See Section 806(a) of the Dodd-Frank Act.

\52\ See 12 CFR 234.5 (setting forth the conditions and

requirements for Federal Reserve Banks to open and maintain accounts

for and provide financial services to designated FMUs); see also

discussion supra Part III.B (discussing the Federal Reserve Bank

Governing Documents).

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For the reasons discussed above, the Commission believes that the

proposed exemption would promote the safeguarding of futures and

cleared swaps customer funds in a manner that would also benefit U.S.

taxpayers. In light of the foregoing, the Commission believes the

proposed exemption would promote responsible economic and financial

innovation and fair competition, and would be consistent with the

``public interest,'' as that term is used in Section 4(c) of the CEA.

VII. Related Matters

A. Regulatory Flexibility Act

The Regulatory Flexibility Act (``RFA'') \53\ requires that

agencies consider whether the proposed exemption will have a

significant economic impact on a substantial number of small entities

and, if so, provide a regulatory flexibility analysis respecting the

impact. The Commission believes that the proposed exemption will not

have a significant economic impact on a substantial number of small

entities. The exemption proposed by the Commission will impact SIDCOs

and Federal Reserve Banks. The Commission has previously established

certain definitions of ``small entities'' to be used by the Commission

in evaluating the impact of its actions on small entities in accordance

with the RFA.\54\ The Commission has previously determined that DCOs,

including SIDCOs, are not small entities for purposes of the RFA.\55\

Similarly, the Commission believes that Federal Reserve Banks are not

small entities for purposes of the RFA.

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\53\ 5 U.S.C. 601 et seq.

\54\ See 47 FR 18618, 18618-21 (Apr. 30, 1982).

\55\ See New Regulatory Framework for Clearing Organizations, 66

FR 45604, 45609 (Aug. 29, 2001).

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Accordingly, the Commission does not expect the proposed exemption

to have a significant impact on a substantial number of small entities.

Therefore, the Chairman, on behalf of the Commission, hereby certifies,

pursuant to 5 U.S.C. 605(b), that the proposed exemption would not have

a significant economic impact on a substantial number of small

entities. The Commission invites the public to comment on whether the

entities covered by this proposed exemption should be considered small

entities for purposes of the RFA, and, if so, whether there is a

significant impact on a substantial number of small entities.

B. Paperwork Reduction Act

The purposes of the Paperwork Reduction Act of 1995 (``PRA'') \56\

are, among other things, to minimize the paperwork burden to the

private sector, ensure that any collection of information by a

government agency is put to the greatest possible uses, and minimize

duplicative information collections across the government. The PRA

applies to all information, ``regardless of form or format,'' whenever

the government is ``obtaining, causing to be obtained [or] soliciting''

information, and requires ``disclosure to third parties or the public,

of facts or opinions,'' when the information collection calls for

``answers to identical questions posed to, or identical reporting or

recordkeeping requirements imposed on, ten or more persons.'' The PRA

would not apply in this case given that the exemption would not impose

any new recordkeeping or information collection requirements, or other

collections of information on ten or more persons that require approval

of the Office of Management and Budget.

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\56\ 44 U.S.C. 3501 et seq.

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C. Cost and Benefit Considerations

1. Costs

The proposed exemption would exempt the Federal Reserve Banks from

Sections 4d and 22 of the CEA. The Commission recognizes that such

relief could represent a cost to a SIDCO, its FCM clearing members, and

the FCMs' customers in the event of a loss of the deposited customer

funds. For instance, if customer funds were lost due to the fault of a

Federal Reserve Bank, the SIDCO, FCM clearing member, or customer would

not have a cause of action under the CEA. Rather, as discussed above,

the Federal Reserve Banks would be held to the standard of liability

set forth in the Federal Reserve Bank Governing Documents.\57\ This

cost, however, will never be realized if an incident does not occur.

Therefore, given the resilience of the Federal Reserve Banks and the

standards set forth in the Federal Reserve Bank Governing Documents,

the Commission estimates that the circumstances that may give rise to

such costs would be remote. Similarly, as discussed above, while the

Commission continues to believe that private claims empower injured

parties to seek compensation for damages where the Commission lacks the

resources to do so on their behalf, and the prospect of such claims

serves the public interest in deterring misconduct, the Commission

believes that, for the reasons discussed herein, exempting the Federal

Reserve Banks from liability under Section 22 of the CEA would also

serve the public interest. The Commission further believes that the

condition in the proposed exemption that would require Federal Reserve

Banks to segregate customer funds deposited by a SIDCO from the

proprietary funds deposited by a SIDCO and the benefits of facilitating

SIDCOs' use of these accounts mitigate any costs that would flow from

the loss of protection under Section 4d of the CEA.

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\57\ For a more detailed discussion of the standard of liability

set forth in the Federal Reserve Bank Governing Documents, see

discussion supra Part IV.

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As described above, the Commission has reinforced and enhanced the

provisions of Section 4d of the CEA in order to further protect

customer funds, and this proposal represents a limited exception to

those provisions.

2. Benefits

The proposed exemption would benefit market participants by

permitting SIDCOs to deposit customer funds at the Federal Reserve

Banks. Whereas commercial banks present credit and liquidity risks to a

SIDCO, its FCM clearing members, and the FCMs' customers, the Federal

Reserve Banks are substantially insulated from such risks. As discussed

in greater detail above, Title VIII of the Dodd-Frank Act was enacted

to mitigate systemic risk in the financial system and to promote

financial stability, in part, through an enhanced supervisory framework

for SIDCOs. In addition to this framework, Title VIII, and more

specifically, Section 806(a) of the Dodd-Frank Act, permits the Board

to authorize a Federal Reserve Bank to establish and maintain an

account for a SIDCO and provide to the SIDCO certain financial

services. By enacting Title VIII in general, and Section 806(a) in

particular, Congress recognized the importance of reducing systemic

risk and providing SIDCOs with a potential safeguard during an

extraordinary liquidity event. The proposed exemption would therefore

help promote Congress's goal of better preparing the U.S. financial

system for potential future liquidity events. A SIDCO's access to

Federal Reserve Bank deposit accounts is also consistent with the

international standards set forth in the Principles for Financial

Market Infrastructures (``PFMIs''), which acknowledge the protections

afforded by central banks from such credit and liquidity risks.\58\

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\58\ See, e.g., CPSS-IOSCO, PFMIs, ] 3.9.3 (noting that

``[c]entral banks have the lowest credit risk and are the source of

liquidity with regard to their currency of issue''); see also PFMIs,

Key Consideration 8 (specifying that a financial market

infrastructure ``with access to central bank accounts, payment

services, or securities services should use these services, where

practical, to enhance its management of liquidity risk'').

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[[Page 35344]]

Moreover, the Federal Reserve Banks' standard of liability, as set

forth in the Federal Reserve Bank Governing Documents, is better suited

for the Federal Reserve Banks than Section 4d of the CEA, which was

designed to govern customer funds deposited with a commercial bank,

trust company, or DCO. Unlike commercial banks, Federal Reserve Banks

do not operate for profit and serve only account holders authorized by

statute, such as depository institutions and the U.S. government.

Indeed, each year they return to the U.S. Department of Treasury all

earnings in excess of Federal Reserve Bank operating and other

expenses, such as litigation expenses. By exempting the Federal Reserve

Banks from certain potential enforcement actions and private suits, the

proposed exemption would reduce the Federal Reserve Banks' exposure to

litigation. Because the Federal Reserve Banks return their earnings to

the U.S. Department of Treasury's general fund, U.S. taxpayers may

benefit from the proposed exemption. Therefore, the Commission believes

that it is appropriate to apply the Federal Reserve Bank's standard of

liability in order to facilitate the use of these accounts.

3. Section 15(a) Factors

Section 15(a) of the CEA requires the Commission to consider the

costs and benefits of its action before issuing an order under the

CEA.\59\ By its terms, Section 15(a) does not require the Commission to

quantify the costs and benefits of an order or to determine whether the

benefits of the order outweigh its costs. Rather, Section 15(a) simply

requires the Commission to ``consider the costs and benefits'' of its

action.

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\59\ 7 U.S.C. 19(a).

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Section 15(a) of the CEA further specifies that costs and benefits

shall be evaluated in light of five broad areas of market and public

concern: (1) Protection of market participants and the public; (2)

efficiency, competitiveness, and financial integrity of futures

markets; (3) price discovery; (4) sound risk management practices; and

(5) other public interest considerations. The Commission may in its

discretion give greater weight to any one of the five enumerated areas

and could in its discretion determine that, notwithstanding its costs,

a particular order is necessary or appropriate to protect the public

interest or to effectuate any of the provisions or to accomplish any of

the purposes of the CEA.

a. Protection of Market Participants and the Public

The proposed exemption would serve to facilitate SIDCOs' use of

Federal Reserve Banks as depositories for customer funds. As the

Federal Reserve System is the nation's central bank, such accounts

would provide SIDCOs with the lowest possible credit risk in the event

of a market disruption. Moreover, as Federal Reserve Banks are the

source of liquidity with regard to U.S. dollar deposits, SIDCOs with

access to a deposit account at a Federal Reserve Bank would also be

better equipped to handle a liquidity event. As SIDCOs have been so

designated because of their importance to the broader financial system,

reducing these risks would protect market participants and the public.

b. Efficiency, Competitiveness, and Financial Integrity

A temporary or permanent disruption to the operations of a SIDCO

could cause wide-spread and significant damage to the financial

integrity of derivatives markets as a whole. Therefore, by facilitating

a SIDCO's use of Federal Reserve Banks as depositories for customer

funds, the proposed exemption would reduce liquidity and credit risk to

the SIDCO, which would, in turn, promote the financial integrity of the

derivatives markets.

The Commission does not anticipate the proposed exemption to have a

significant impact on the efficiency and competitiveness of the

derivatives markets.

c. Price Discovery

The Commission does not anticipate the proposed exemption to have

an impact on the price discovery process.

d. Sound Risk Management Practices

The Commission believes that establishing SIDCO segregated customer

accounts and enabling SIDCOs to access related services at a Federal

Reserve Bank would improve a SIDCO's ability to manage liquidity risk

and protect customer funds. Additionally, the Commission believes that

the availability of a Federal Reserve Bank account could allow a SIDCO

to reduce its concentration risk by adding an additional creditworthy

depository in which to diversify funds. Accordingly, the proposed

exemption promotes sound risk management practices.

The Commission further notes that, notwithstanding the proposed

exemption from Section 4d of the CEA, the Federal Reserve Banks would

still be required to segregate customer funds deposited by a SIDCO from

the proprietary funds deposited by a SIDCO and adhere to the

longstanding standards of liability that govern the Federal Reserve

Banks.

e. Other Public Interest Considerations

The Commission believes that facilitating a SIDCO's access to

Federal Reserve Bank accounts will promote the public interest by

bolstering a SIDCO's ability to conduct settlements with a high degree

of confidence under a wide range of stress scenarios, thereby

increasing the likelihood of the SIDCO being able to provide its

customers with access to their funds in times of market distress.

VIII. Request for Comment

The Commission requests comment on all aspects of the proposed

exemption, including, without limitation, the Commission's

determination that the proposed exemption is consistent with the public

interest, and the Commission's consideration of the costs and benefits

of the proposed exemption.

The Commission requests comment regarding whether the proposed

exemption should be expanded to include those customer accounts that

are established pursuant to the CEA and that are held at Federal

Reserve Banks by designated FMUs for which the Commission is not the

Supervisory Agency.

IX. Proposed Order of Exemption

After considering the above factors, the Commission proposes to

issue the following:

Proposed Order

Pursuant to Title VIII of the Dodd-Frank Wall Street Reform and

Consumer Protection Act (``Dodd-Frank Act''), the Commodity Futures

Trading Commission (``Commission'') is the supervisory agency for

certain derivatives clearing organizations (``DCOs'') that have been

designated by the Financial Stability Oversight Council as

systemically important. Under Section 806(a) of the Dodd-Frank Act,

the Board of Governors (``Board'') of the Federal Reserve System is

permitted to authorize a Federal Reserve Bank to establish and

maintain a deposit account for a systemically important DCO

(``SIDCO'') and provide certain services to the SIDCO, subject to

any applicable rules, orders, standards, or guidelines prescribed by

the Board.

DCOs, including SIDCOs, are required to hold funds belonging to

customers of their clearing members in accounts subject to

[[Page 35345]]

Section 4d of the Commodity Exchange Act (``CEA''). In addition,

Section 22 of the CEA would typically provide for private rights of

action for damages against persons who violate Section 4d, or

persons who willfully aid, abet, counsel, induce, or procure the

commission of a violation of Section 4d. However, the Commission

understands that deposit accounts maintained by any Federal Reserve

Bank would also be governed by applicable account agreements,

operating circulars issued by Federal Reserve Banks for each

service, the Federal Reserve Act, and Federal Reserve regulations

and policies, and, with respect to book-entry securities services,

the regulations of the domestic issuer of the securities or the

issuer's regulator (``Federal Reserve Bank Governing Documents'').

The Federal Reserve Bank Governing Documents, as may be amended from

time to time, include, but are not limited to, Federal Reserve Bank

Operating Circular No. 6 (governing funds transfers through the

Fedwire Funds Service); Federal Reserve Bank Operating Circular No.

7 (governing the maintenance of and transfer services for book-entry

securities accounts); 12 CFR part 210, subpart B (governing funds

transfers through the Fedwire Funds Service); and 31 CFR part 357,

subpart B (setting forth the U.S. Department of the Treasury's

regulations governing book-entry treasury bonds, notes, and bills).

The Commission understands that under the Federal Reserve Bank

Governing Documents, a Federal Reserve Bank has no requirement or

obligation to inquire as to the legitimacy or accuracy of the

instructions, or the transactions related to those instructions, or

compliance by the SIDCO with its obligations under the CEA. To the

extent that liability may accrue under the Federal Reserve Bank

Governing Documents, the Commission understands that the Federal

Reserve Bank may be held liable only for actual damages that are (i)

incurred solely by the SIDCO account holder, and (ii) proximately

caused by the Federal Reserve Bank's failure to exercise ordinary

care or act in good faith in accordance with the Federal Reserve

Bank Governing Documents. The Commission proposes to exempt the

Federal Reserve Banks in order to facilitate Federal Reserve Banks'

ability to accept SIDCO customer accounts.

Therefore, it is ordered, pursuant to Section 4(c) of the CEA, 7

U.S.C. 6(c), that the Federal Reserve Banks are granted an exemption

from Sections 4d and 22 of the CEA, subject to the terms and

conditions specified herein:

1. Segregation. Money, securities, and property deposited into a

customer account established pursuant to the CEA by a SIDCO with a

Federal Reserve Bank shall be separately accounted for and

segregated from the money, securities, and property deposited into a

proprietary account of the SIDCO depositing such funds and from the

money, securities, and property deposited into the account of any

person other than the customers for whom the money, securities, or

property is held.

2. Information Requests. Federal Reserve Banks must reply

promptly and directly to any request for confirmation of account

balances or provision of any other information regarding or related

to the SIDCO customer account(s) that are established pursuant to

the CEA from the director of the Division of Clearing and Risk of

the Commission, or any successor division, or such director's

designees.

3. Applicability to Federal Reserve Banks. Subject to the

conditions contained herein, the order applies to all Federal

Reserve Banks that provide customer accounts and other services to

SIDCOs. In addition, pursuant to the Federal Reserve's Key Policies

for the Provision of Financial Services: Standards Related to

Priced-Service Activities of the Federal Reserve Banks, information

obtained by the Board of Governors of the Federal Reserve System or

its designees during the course of supervising SIDCOs, pursuant to

Title VIII of the Dodd-Frank Act, or any counterparty to a SIDCO

under any authority, shall not be attributed by the Commission to

any Federal Reserve Bank providing accounts and financial services

to SIDCO account holders.

4. Reservation of Rights. This order is based upon the analysis

set forth above. Any material change in law or circumstances

pursuant to which this order is granted might require the Commission

to reconsider its finding that the exemption contained herein is

appropriate and/or consistent with the public interest and purposes

of the CEA. Further, the Commission reserves the right, in its

discretion, to revisit any of the terms and conditions of the relief

provided herein, including but not limited to, making a

determination that certain entities described herein should be

subject to the Commission's full jurisdiction, and to condition,

suspend, terminate, or otherwise modify or restrict the exemption

granted in this order, as appropriate, upon its own motion.

Issued in Washington, DC, on May 27, 2016, by the Commission.

Christopher J. Kirkpatrick,

Secretary of the Commission.

Appendix to Notice of Proposed Order and Request for Comment on a

Proposal To Exempt, Pursuant to the Authority in Section 4(c) of the

Commodity Exchange Act, the Federal Reserve Banks From Sections 4d and

22 of the Commodity Exchange Act--Commission Voting Summary

On this matter, Chairman Massad and Commissioners Bowen and

Giancarlo voted in the affirmative. No Commissioner voted in the

negative.

[FR Doc. 2016-13055 Filed 6-1-16; 8:45 am]

BILLING CODE 6351-01-P

 

Last Updated: June 2, 2016