Archive for December 4, 2011

FINRA Guidance on Supervision of Social Media Websites and Other Electronic Communications

In August 2011, FINRA issued its third part (Notice 11-39) of a series of guidance on supervision of electronic communications.  Previous guidance was issued in January 2010 (Notice 10-06) and December 2007 (Notice 07-59).

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In the first guidance, FINRA changed its position from requiring firms to have supervisory policies and procedures to monitor all electronic communications technology used by the firm and its associated persons to conduct the firm’s business, by allowing modified risk-based principles.

This new guidance generally allows firms the flexibility to design supervisory review procedures for electronic communications that are appropriate to each firm’s business model.  For example, if the type of review will be automated, manual, or a combination of both methods.

A firm may use risk-based principles, including an examination of existing review processes, to determine the extent to which review of any communications is necessary.  However, there are specific exceptions requiring supervisory review of internal electronic communications and communications to the public.

FINRA rules and federal securities laws require review of all electronic communications in the following areas:

(1) NYSE Rule 472(b)(3) and NASD Rule 2711(b)(3)(A) require that a member’s legal and compliance department be copied on communications between non-research and research departments concerning the content of a research report; NYSE Rule 472(a)
and NASD Rules 2210 and 2211 require pre-approval by a principal of specified
communications with the public;

(2)  NYSE Rule 351(d) and NASD Rule 3070(c) require the identification and reporting of customer complaints; NYSE Rule 401A requires that the receipt of each complaint be
acknowledged by the member to the customer within 15 business days; and

(3)  NYSE Rule 410 and NASD Rule 3110(j) require the identification and prior written approval of every order error and other account designation change.

Also, the first guidance listed the following recommendations for executing risk-based procedures to review electronic communications effectively:

(1) Flag electronic communications that may evidence or contain customer complaints, problems, errors, orders or other instructions for an account; or evidence
conduct inconsistent with FINRA rules, federal securities laws and other
matters of importance to the member’s ability to adequately supervise its
business and manage the member’s reputational, financial and litigation risk.

(2) Identify such other business areas the member may identify as warranting supervisory review.

(3) Educate employees to understand and comply with the member’s policies and procedures regarding electronic communications.

(4) Identify the types of correspondence that will be pre- or post-reviewed.

(5) Identify the organizational position(s) responsible for conducting reviews of the
different types of correspondence.

(6) Monitor the implementation of, and compliance with, the member’s procedures for reviewing public correspondence.

(7) Periodically re-evaluate the effectiveness of the member’s procedures for reviewing public correspondence and consider any necessary revisions.

(8) Provide that all customer complaints, whether received via email or in other written form, are reported to FINRA in compliance with the FINRA reporting requirements.

(9) Prohibit employees from the use of electronic communications unless such communications are subject to supervisory and review procedures developed by the member.

(10) Conduct necessary and appropriate training and education.

It was noted that unless a member’s size and/or structure (e.g., a sole proprietor) is such that the member has no other reasonable alternative for reviewing an individual’s electronic communications, an individual may not conduct supervisory reviews of his or her own electronic communications.  Further risked-based procedures should prescribe
reasonable timeframes within which supervisors are expected to complete their reviews of correspondence, taking into consideration the type of review being conducted and the method of review being used.

The areas of concern for review of social media and other electronic communications can be found in the “content standards” listed in NYSE Rule 472 and NASD Rule 2210. For example, the use of confidential, proprietary and inside information; anti-money laundering issues; gifts and gratuities; private securities transactions; customer complaints; front-running; and rumor spreading).  When reviewing customer complaints, members should look for evidence that a customer has received a communication that is not in conformance with the member’s policies and procedures.

FINRA also noted that firms must adopt procedures to manage data feeds into their own websites.  Firms should also regularly review aspects of these data feeds for any red flags that indicate that the data may not be accurate, and should promptly take necessary measures to correct any inaccurate data.

FINRA allowed lexicon-based reviews (those based on sensitive words or phrases, the presence of which may signal problematic communications) of correspondence.  The firm should utilize an appropriate lexicon, and take reasonable security measures to keep the list confidential and periodically evaluate the efficacy of the lexicon.  Including the ability to conduct searches that exclude any trailers or disclaimers used by the member, as these trailers or disclaimers often contain sensitive words such as “guarantee” (e.g., “firm does not guarantee”) which would “flag” every such e-mail.

For record retention of social media and other electronic communications, firms must ensure that it can retain records of those communications as required by Rules 17a-3 and 17a-4 under the Securities Exchange Act of 1934 and NASD Rule 3110.

Communications that recommend specific investment products was sited to often present greater challenges for a firm’s compliance program than other communications. They may trigger the FINRA suitability rule, thus creating possible substantive liability for the firm or a registered representative.  Consequently, these communications must often include additional disclosure in order to provide the customer with a sound basis for evaluating the facts with respect to the product.  They also might trigger other requirements under the federal securities laws.  FINRA has brought disciplinary actions
regarding interactive electronic communications that contained misleading statements about investment products that the communications recommended.  For these reasons, firms must adopt policies and procedures reasonably designed to address communications that recommend specific investment products.  As a best practice,
FINRA advised that firms should consider prohibiting all interactive electronic
communications that recommend a specific investment product and any link to such
a recommendation unless a registered principal has previously approved the content.  In addition, if their social media sites include functions that make their content widely available or that limit access to one or more individuals.  Rule 2310 requires a broker-dealer to determine that a recommendation is suitable for every investor to whom it is made.

The definition of “public appearance” in NASD Rule 2210 includes unscripted participation in an interactive electronic forum such as a chat room or online seminar.  Rule 2210 does not require firms to have a registered principal approve in advance the extemporaneous remarks of personnel who participate in public appearances.  However, these interactive electronic forums are subject to other supervisory requirements and to the content requirements of FINRA’s communications rule.

The content standards of FINRA’s communications rules apply to interactive electronic communications that the firm or its personnel send through a social media site. While prior principal approval is not required under Rule 2210 for interactive electronic forums, firms must supervise these interactive electronic communications under NASD Rule 3010 in a manner reasonably designed to ensure that they do not violate the content requirements of FINRA’s communications rules.

FINRA considers static postings to constitute “advertisements” under Rule 2210. If a firm or its registered representative sponsors such a blog, it must obtain prior principal approval of any such posting. Today, however, many blogs enable users to engage in real-time interactive communications.  If the blog is used to engage in real-time interactive communications, FINRA would consider the blog to be an interactive electronic forum that does not require prior principal approval; however, such communications must be supervised.  Under certain circumstances, third-party posts may become attributable to the firm.  Whether third-party content is attributable to a firm depends on whether the firm has (1) involved itself in the preparation of the content, the “entanglement theory.” or (2) explicitly or implicitly endorsed or approved the content, the “adoption theory.”

Social networking sites also contain non-static, real-time communications, such as interactive posts on sites such as Twitter and Facebook. The portion of a social networking site that provides for these interactive communications constitutes an interactive electronic forum, and firms are not required to have a registered principal approve these communications prior to use. Of course, firms still must supervise these communications.

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FinCEN Extends Deadline for Adopting New CTR and SAR

Today, the Financial Crimes Enforcement Network (FinCEN) extended the deadline for
financial institutions to utilize the new fully electronic filing of the Currency Transaction Report (CTR) and the Suspicious Activity Report (SAR) to March 31, 2013.

It was initially proposed that the new reports be implemented by June 30, 2012, the same date proposed for ending the legacy filing option forms, which was also extended to March 31, 2013.  It is expected that this extended timeframe for incorporating the new CTR and SAR will ease the industry’s transition to these new reports including
any necessary changes to internal processes and information technology systems.

FinCEN stated that they will continue to accept submissions to its Bank Secrecy Act
E-Filing System that use the most current “legacy” forms (such as the CTR, CTR by Casinos, and industry-specific SARs) until the mandated use of the new reports in 2013. And will continue to engage industry and our federal and state regulatory and
examination partners on questions and issues arising through the utilization of the new CTR and SAR.

Further, they will soon make available industry testing arrangements, demonstration reports, and other helpful technical information for the new CTR and SAR, and will subsequently announce when the new reports will be made available for filing purposes. At that time, financial institutions will be able to file either the legacy forms or the new fully electronic reports.

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CFTC Proposes Risk Management Guidelines for Swaps Clearing Members

In August 2011, the CFTC issued proposals to enhance risk management procedures
for clearing swaps. The intent of the proposed regulations is to facilitate customer
access to clearing and to enhance risk management at the clearing member level.
The CFTC believes that clearing members provide the portals through which market participants gain access to derivatives clearing organizations (“DCOs”) as well as the first line of risk management.

These proposals are consistent with the international standards established by the International Organization of Securities Commissions (“IOSCO”).  The applicable IOSCO principles are: Principle 6, which states that: [a] market should not permit DEA [direct electronic access] unless there are in place effective systems and controls reasonably designed to enable the management of risk with regard to fair and orderly trading including, in particular, automated pre-trade controls that enable intermediaries to implement appropriate trading limits.  Principle 7, which states that: [i]ntermediaries (including, as appropriate, clearing firms) should use controls, including automated pre-trade controls, which can limit or prevent a DEA Customer from placing an order that exceeds a relevant intermediary’s existing position or credit limits.

The proposals address risk management for cleared trades by FCMs, swap dealers (“SDs”), and major swap participants (“MSPs”) that are clearing members.

Proposed Section 1.73 of the Commodity Exchange Act would apply to clearing members that are FCMs; proposed Section 23.609 would apply to clearing members that are SDs or MSPs.  These provisions would require clearing members to have procedures to limit the financial risks they incur as a result of clearing trades and liquid resources to meet the obligations that arise.  Specifically, clearing members would be required to develop and implement procedures to: (1) establish credit and market risk-based limits based on position size, order size, margin requirements, or similar factors; (2) use automated means to screen orders for compliance with the risk-based limits; (3)monitor for adherence to the risk-based limits intra-day and overnight; (4) conduct stress tests of all positions in the proprietary account and all positions in any customer account that could pose material risk to the futures commission merchant at least once per week; (5) evaluate its ability to meet initial margin requirements at least once per week; (6) evaluate its ability to meet variation margin requirements in cash at least once per week; (7) evaluate its ability to liquidate the positions it clears in an orderly manner, and estimate the cost of the liquidation at least once per month; and (8) test all lines of credit at least once per quarter.

The CFTC observed these elements as sound risk management programs operating at DCOs and FCMs.  However, they stated that these proposals do not prescribe the particular means of fulfilling these obligations.  As with prior regulations for DCOs, clearing members will have flexibility in developing procedures that meet their needs. For example, items (1) and (2) could be addressed through simple numerical limits on order or position size or through more complex margin-based limits.  Further examples could include price limits to reject orders that are too far away from the market, or limits on the number of orders that could be placed in a short time.  Also, they listed some tools that could be used to monitor for risk and to mitigate and are important elements of a good risk management program: (i) the ability to see all working and filled orders for intraday risk management; (ii) a “kill button” that cancels all open orders for an account and disconnects electronic access, (iii) each clearing member should establish written procedures to comply with this regulation and to keep records documenting its compliance.

Comments were requested by September 30, 2011, on all aspects of the risk
management proposal.  Specifically, (i) the extent to which each DCO already requires clearing member FCMs, SDs, and MSPs to have each component, and audits compliance with such requirement; (ii) the extent to which each component has otherwise been incorporated into existing risk management systems of clearing member FCMs, SDs, and MSPs; and (iii) the potential costs and benefits of each component.

 

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SEC Adopts Dodd-Frank Act Exclusion for Advisers as Family Offices

In June of this year, the SEC issued a new rule that redefined advisers operating as family offices.  These companies are generally exempt from registration.   Effective March 30, 2012, any company that was holding out as a family office and does not meet the new qualifications must register as investment advisers.

New rule 202(a)(11)(G)-1 of the Investment Advisers Act (the “Act”) provides that any company engaged in the business of providing investment advice, directly or indirectly, primarily to members of a single family on July 21, 2011, and that is not registered under the Act in reliance on section 203(b)(3) of the Act on July 20, 2011, is exempt from registration as an investment adviser under this Act at March 30, 2012, provided that the company continues to meet the requirements of section 203(b)(3).

Further, any company existing on July 21, 2011 that would qualify as a family office under this new rule but for it having as a client one or more non-profit organizations, charitable foundations, charitable trusts, or other charitable organizations that have received funding from one or more individuals or companies that are not family clients shall be deemed to be a family office under this section until December 31, 2013, provided that such non-profit or charitable organization(s) do not accept any additional funding from any non-family client after August 31, 2011 (other than funding received prior to December 31, 2013 and provided in fulfillment of any pledge made prior to August 31, 2011).

The rule includes a grandfather clause that allows a family office as defined below shall include any person, who was not registered or required to be registered under the Act on January 1, 2010, solely because such person provides investment advice to, and was engaged before January 1, 2010 in providing investment advice to:

(1) Natural persons who, at the time of their applicable investment, are officers, directors, or employees of the family office who have invested with the family office before January 1, 2010 and are accredited investors, as defined in Regulation D under the Securities Act of 1933;

(2)  Any company owned exclusively and controlled by one or more family members; or

(3)  Any investment adviser registered under the Act that provides investment advice to the family office and who identifies investment opportunities to the family office, and invests in such transactions on substantially the same terms as the family office invests, but does not invest in other funds advised by the family office, and whose assets as to which the family office directly or indirectly provides investment advice represents, in the aggregate, not more than 5 percent of the value of the total assets as to which the family office provides investment advice; provided that a family office that would not be a family office but for this subsection (c) shall be deemed to be an investment adviser for purposes of the Act’s prohibited transactions rule.

Rule 202(a)(11)(G)-1 defines family office as a company (including its directors, partners, members, managers, trustees, and employees acting within the scope of their position or employment) that:  (i) has no clients other than family clients; provided that if a person that is not a family client becomes a client of the family office as a result of the death of a family member or key employee or other involuntary transfer from a family member or key employee, that person shall be deemed to be a family client for purposes of this rule for one year following the completion of the transfer of legal title to the assets resulting from the involuntary event;  (ii) is wholly owned by family clients and is exclusively controlled (directly or indirectly) by one or more family members and/or family entities; and  (iii) does not hold itself out to the public as an
investment adviser.

A family client includes a family member which means all lineal descendants (including by adoption, stepchildren, foster children, and individuals that were a minor when another family member became a legal guardian of that individual) of a common ancestor (who may be living or deceased), and such lineal descendants’ spouses or spousal equivalents; provided that the common ancestor is no more than 10 generations removed from the youngest generation of family members.

Families are allowed to choose a common ancestor and it does not always have to be the same common ancestor.  Also, there is no formal documentation or procedure required for designating or re-designating a common ancestor.

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CFTC Issues Dodd-Frank Amendments for Position Limits on Derivatives

On November 18, 2011, the CFTC issued final and interim amendments to sections 4a(a)(2) and (5) of the Commodity Exchange Act.  The intent was to enhance their authority to prevent or minimize negative economic impact that could result from excessive speculative trading.

Section 4a(a)2 was amended to set position limits for futures and options contracts traded on a designated contract market (“DCM”).

Section 4a(a)(5) was amended with position limits set for swaps traded on a DCM.  Also, aggregated positions limits were set for contracts based on the same underlying commodity for: (i) contracts listed by DCMs; (ii) swaps that are not traded on a registered market, but affect a “significant price discovery function”; and (iii) foreign board of trade contracts (“FBOT”) that are price-linked to a DCM or swap execution facility and made available for trading on the FBOT directly within the United States.

Section 4a(a)2, requires spot-month (nearest delivery month) limits for “referenced contracts”  which includes: (i) 28 selected physical commodity futures and options contracts (“core referenced futures contracts”); (ii) look-alike contracts (see below) that settle-off and are based on the same commodity for the same delivery location as the core referenced futures contracts; (iii) contracts with a reference price based only on the combination of a least one referenced contract price, or one or more prices in the same commodity as that underlying the core referenced futures contract; (iv) inter-commodity spreads with two components, one or both of which are referenced contracts.

The CFTC clarified that if a swap contract that utilizes as its sole floating reference price, the prices generated directly or indirectly from a core referenced contract, then it is considered a look-alike contract.

The implementation of the spot-month limits, which will be intraday monitored, will be in two (2) phases.  First, the limits for referenced contracts would be set at a level based on existing limits determined by the DCM.  In the second phase, the spot-limits for physical delivery contracts will be adjusted on a regular schedule, set to 25% of the CFTC’s determined estimated deliverable supply (see definition below).  Also in the second phase, non-spot-month limits for agricultural contracts subject to position limits, referred to as “legacy limits” will be set pending availability of positional data on physical commodity swaps.  Single-month position limits will be set at the same level as the all-months-combined limits.  Also, specified energy and metal reference contracts were required to report on a non-spot-month basis 50% of the projected aggregate position limit.

The CFTC will defer setting limits, following collection of 12 months of swaps positional data, for those non-spot-month limits, non-legacy referenced contracts dependent on open interest levels and swaps positional data.

Because the SEC and the CFTC  defined the term “swap” in the April 27, 2012 adopting release, the compliance dates for all spot-month and non-spot-month legacy limits is 60-days after the term “swap” was defined by both the SEC and the CFTC.

Futures, options and swaps entered in good faith prior to the compliance date are grandfathered for only non-spot position limits.

Def:  Deliverable supply is the quantity of the commodity meeting a derivative contract’s delivery specifications that can reasonably be expected to be readily available to short traders and saleable by long traders at its market value in normal cash marketing channels at the derivative contract’s delivery points during the specified delivery period.

DCMs are to submit estimates of deliverable supply to the CFTC to update spot-month limits, annually, by December 31st.

For cash-settled contracts (other than natural gas), an interim final rule was adopted requiring a spot-month limit set at 25% of the estimated deliverable supply.

The amendments expanded the statutory definition of bona fide hedge to include a position in a futures contract established to reduce the risks of a swap position as a bona fide hedge, provided that either: (i) the counterparty to such swap position would have qualified for a bona fide hedging transaction exemption; or (ii) the swap meets the requirement of bona fide hedging transaction.  In addition, a bona fide hedging transaction or position must represent a substitute for a physical market transaction.

There were several other amendments affecting bona fide hedging, and other exemptions as summarized below:

  • Bona fide hedging transactions are exempt from position limits.
  • Expands the list of enumerated hedge transactions to include hedging of anticipated merchandising activity, royalty payments, and service contracts.
  • Clarifies the conditions under which swaps executed opposite a commercial counterparty would be recognized as bona fide hedging.
  • Reduces the burden of claiming a pass-through swap exemption.
  • Clarifies that cash market risk can be hedged on a one-to-one transactional basis or can be hedged as a portfolio of risk.
  • Eliminates the restriction on holding hedges in cash-settled contracts up through the last trading day.
  • Reduces to monthly the daily filing requirements for cash market information on Form 404 and Form 404S.
  • Allows for self-effectuating notice filings for those hedge exemptions that require such a filing.
  • Provides exemptions for financial distress situations.

Other exempted contracts included commodity indexed or commodity based funds, defined in the rule as those contracts based on an index comprised of prices of commodities that are not the same, excluding any type of spread contract.

Finally, the new amendments significantly altered how traders aggregated accounts to determine their holdings.  Traders are now required to aggregate the accounts on which they have control of trading decisions.  In addition, aggregation is required for those accounts or pools with identical trading strategies, including passively managed index funds, without the threshold of 10% ownership.  All exempt traders must file with the CFTC a notice, effective upon filing, setting the circumstances that warrant disaggregation and a certification that they meet the exemption conditions.

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