77 FR 231 pg. 71369 - Capital, Margin, and Segregation Requirements for Security-Based Swap Dealers and Major Security-Based Swap Participants and Capital Requirements for Broker-Dealers
Type: PRORULEVolume: 77Number: 231Page: 71369
Docket number: [Release No. 34-68071; File No. S7-08-12]
FR document: [FR Doc. C1-2012-26164 Filed 11-29-12; 8:45 am]
Agency: Securities and Exchange Commission
Official PDF Version: PDF Version
SECURITIES AND EXCHANGE COMMISSION
17 CFR Part 240
[Release No. 34-68071; File No. S7-08-12]
RIN 3235-AL12
Capital, Margin, and Segregation Requirements for Security-Based Swap Dealers and Major Security-Based Swap Participants and Capital Requirements for Broker-Dealers
Correction
In proposed rule document 2012-26164, appearing on pages 70214-70354 in the issue of Friday, November 23, 2012, make the following correction:
§ 240.15c3-1 [Corrected]
On page 70330, the table is reprinted in its entirety as set forth below.
| Length of time to maturity of CDS contract | Basis point spread | 100 or less (%) | 101-300 (%) | 301-400 (%) | 401-500 (%) | 501-699 (%) | 700 or more (%) |
|---|---|---|---|---|---|---|---|
| 12 months or less | 1.00 | 2.00 | 5.00 | 7.50 | 10.00 | 15.00 | |
| 13 months to 24 months | 1.50 | 3.50 | 7.50 | 10.00 | 12.50 | 17.50 | |
| 25 months to 36 months | 2.00 | 5.00 | 10.00 | 12.50 | 15.00 | 20.00 | |
| 37 months to 48 months | 3.00 | 6.00 | 12.50 | 15.00 | 17.50 | 22.50 | |
| 49 months to 60 months | 4.00 | 7.00 | 15.00 | 17.50 | 20.00 | 25.00 | |
| 61 months to 72 months | 5.50 | 8.50 | 17.50 | 20.00 | 22.50 | 27.50 | |
| 73 months to 84 months | 7.00 | 10.00 | 20.00 | 22.50 | 25.00 | 30.00 | |
| 85 months to 120 months | 8.50 | 15.00 | 22.50 | 25.00 | 27.50 | 40.00 | |
| 121 months and longer | 10.00 | 20.00 | 25.00 | 27.50 | 30.00 | 50.00 |
[FR Doc. C1-2012-26164 Filed 11-29-12; 8:45 am]
BILLING CODE 1505-01-D