Securities and Exchange Commission
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. 34-105712; File No. SR-OCC-2026-005] June 17, 2026. Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934 (“Exchange Act” or “Act”), [ 1 ] and Rule 19b-4 thereunder, [ 2 ] notice is hereby given that on June 5, 2026, The Options Clearing Corporation (“OCC”) filed with the Securities and Exchange Commission (“Commission”) the proposed rule change as described in Items I, II, and III below, which Items have been prepared primarily by OCC. The Commission is publishing this notice to solicit comments on the proposed rule change from interested persons. I. Clearing Agency's Statement of the Terms of Substance of the Proposed Rule Change This proposed rule change would amend OCC's System for Theoretical Analysis and Numerical Simulation (“STANS”) Methodology Description  [ 3 ] that would incorporate options implied interest rates as an additional source of interest rates inputs for constructing the interest rate discount curve (“discount curve”) used in options pricing. OCC filed the proposed changes to the STANS Methodology Description as confidential Exhibit 5 to File No. SR-OCC-2026-005. Material proposed to be added to the STANS Methodology Description as currently in effect is underlined and material proposed to be deleted is marked in strikethrough text. All capitalized terms not defined herein have the same meaning as set forth in the O…
Citation: 91 FR 37461
