Comments on FICC Rulemaking

Notice of Filing of Proposed Rule Change to Revise the MBSD Clearing Rules to Move Certain DRC Items (Mark-to-Market Items, Cash Obligation Items and Accrued Principal and Interest) from the Required Fund Deposit Calculation to Cash Settlement, Revise Certain Thresholds and Parameters in the Intraday Mark-to-Market Charge, Establish a New Intraday VaR Charge and Make Certain Other Clarifications