76 FR 57 pg. 16588 - Risk Management Requirements for Derivatives Clearing Organizations; Correction
Type: PRORULEVolume: 76Number: 57Page: 16588
FR document: [FR Doc. 2011-6976 Filed 3-23-11; 8:45 am]
Agency: Commodity Futures Trading Commission
Official PDF Version: PDF Version
COMMODITY FUTURES TRADING COMMISSION
17 CFR Part 39
RIN 3038-AC98
Risk Management Requirements for Derivatives Clearing Organizations; Correction
AGENCY:
Commodity Futures Trading Commission.
ACTION:
Notice of proposed rulemaking; correction.
SUMMARY:
This document corrects incorrect text published in the Federal Register of January 20, 2011, regarding Risk Management Requirements for Derivatives Clearing Organizations.
FOR FURTHER INFORMATION CONTACT:
Phyllis Dietz, 202-418-5449.
Correction
In proposed rule document 2011-690, in the issue of Thursday, January 20, 2011, on page 3726, in the first column, the text of proposed § 39.19(c)(1)(iv), which reads "End-of-day positions for each clearing member, by customer origin and house origin" should read, "End-of-day positions for each clearing member, by customer origin and house origin; and for customer origin, separately, the gross positions of each beneficial owner."
Dated: March 18, 2011.
David A. Stawick,
Secretary of the Commission.
[FR Doc. 2011-6976 Filed 3-23-11; 8:45 am]
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