Risk Management Requirements for Derivatives Clearing Organizations; Correction

---
identifier: "/us/fr/2011-6976"
source: "fr"
legal_status: "authoritative_unofficial"
title: "Risk Management Requirements for Derivatives Clearing Organizations; Correction"
title_number: 0
title_name: "Federal Register"
section_number: "2011-6976"
section_name: "Risk Management Requirements for Derivatives Clearing Organizations; Correction"
positive_law: false
currency: "2011-03-24"
last_updated: "2011-03-24"
format_version: "1.1.0"
generator: "[email protected]"
agency: "Commodity Futures Trading Commission"
document_number: "2011-6976"
document_type: "proposed_rule"
publication_date: "2011-03-24"
agencies:
  - "Commodity Futures Trading Commission"
cfr_references:
  - "17 CFR Part 39"
rin: "3038-AC98"
fr_citation: "76 FR 16588"
fr_volume: 76
fr_action: "Notice of proposed rulemaking; correction."
---


#  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.