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Notice2026-115672026-06-10

Self-Regulatory Organizations; ICE Clear Credit LLC; Notice of Filing of Proposed Rule Change Relating to the Treasury Clearing Service Initial Margin Approach Model Description Document, Treasury Clearing Service Guaranty Fund and Stress Test Approach Model Description Document, and Treasury Clearing Service Risk Parameter Setting and Review Policy

Securities and Exchange Commission

Document Excerpt

Document Headings Document headings vary by document type but may contain the following: the agency or agencies that issued and signed a document the number of the CFR title and the number of each part the document amends, proposes to amend, or is directly related to the agency docket number / agency internal file number the RIN which identifies each regulatory action listed in the Unified Agenda of Federal Regulatory and Deregulatory Actions See the Document Drafting Handbook for more details. Securities and Exchange Commission [Release No. 34-105619; File No. SR-ICC-2026-005] June 5, 2026. Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934, 15 U.S.C. 78s(b)(1) and Rule 19b-4, 17 CFR 240.19b-4 , notice is hereby given that on May 28, 2026, ICE Clear Credit LLC (“ICC” or “ICE Clear Credit”) filed with the Securities and Exchange Commission (“Commission”) the proposed rule change, security-based swap submission, or advance notice as described in Items I, II and III below, which Items have been prepared by ICC. The Commission is publishing this notice to solicit comments on the proposed rule change, security-based swap submission, or advance notice from interested persons. I. Clearing Agency's Statement of the Terms of Substance of the Proposed Rule Change The principal purpose of the proposed rule change is to revise certain documentation governing ICC's U.S. Treasury (“Treasury”) clearing service (the “Treasury Clearing Service”), including the Treasury Clearing Service Initial Margin (“IM”) Approach Model Description Document (“IM Approach Model Description”), Treasury Clearing Service Guaranty Fund (“GF”) and Stress Test Approach Model Description Document (“GF and Stress Test Approach Model Description”), and Treasury Clearing Service Risk Parameter Setting and Review Policy (“Risk Parameter Policy”). Such policies and procedure

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Citation: 91 FR 35286