Self-Regulatory Organizations; Philadelphia Stock Exchange, Inc.; Notice of Filing and Order Granting Accelerated Approval to a Proposed Rule Change to Increase Position Limits and Exercise Limits for Options on Standard and Poor's Depositary Receipts (SPDRs®), 4911-4913 [E5-353]
Download as PDF
Federal Register / Vol. 70, No. 19 / Monday, January 31, 2005 / Notices
impose any burden on competition that
is not necessary or appropriate in
furtherance of the purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within 35 days of the date of
publication of this notice in the Federal
Register or within such longer period (i)
as the Commission may designate up to
90 days of such date if it finds such
longer period to be appropriate and
publishes its reasons for so finding, or
(ii) as to which Nasdaq consents, the
Commission will:
(A) By order approve such proposed
rule change, as amended; or
(B) Institute proceedings to determine
whether the proposed rule change
should be disapproved.
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for inspection and copying in
the Commission’s Public Reference
Room. Copies of such filing also will be
available for inspection and copying at
the principal office of Nasdaq. All
comments received will be posted
without change; the Commission does
not edit personal identifying
information from submissions. You
should submit only information that
you wish to make available publicly. All
submissions should refer to File
Number SR-NASD–2004–173 and
should be submitted on or before
February 22, 2005.
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.20
Margaret H. McFarland,
Deputy Secretary.
[FR Doc. 05–1697 Filed 1–28–05; 8:45 am]
BILLING CODE 8010–01–P
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–51071; File No. SR-Phlx2005–05]
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–NASD–2004–173 on the
subject line.
Self-Regulatory Organizations;
Philadelphia Stock Exchange, Inc.;
Notice of Filing and Order Granting
Accelerated Approval to a Proposed
Rule Change to Increase Position
Limits and Exercise Limits for Options
on Standard and Poor’s Depositary
Receipts (SPDRs)
Paper Comments
January 21, 2005.
• Send paper comments in triplicate
to Jonathan G. Katz, Secretary,
Securities and Exchange Commission,
450 Fifth Street, NW., Washington, DC
20549–0609.
All submissions should refer to File
Number SR–NASD–2004–173. This file
number should be included on the
subject line if e-mail is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
Pursuant to section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b-4 thereunder,2
notice is hereby given that on January
19, 2005, the Philadelphia Stock
Exchange, Inc., (‘‘Phlx’’ or ‘‘Exchange’’)
filed with the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I and II below, which Items have
been prepared by the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons. In
addition, the Commission is granting
accelerated approval of the proposed
rule change.
Electronic Comments
VerDate jul<14>2003
16:59 Jan 28, 2005
Jkt 205001
PO 00000
20 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
Frm 00100
Fmt 4703
Sfmt 4703
4911
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
Exchange Rule 1001, Position Limits, to
increase position limits and exercise
limits for options on the Standard and
Poor’s Depositary Receipts (‘‘SPDRs’’).3
The text of the proposed rule change is
available on the Phlx’s Web site (http:/
/www.phlx.com), at the Phlx’s Office of
the Secretary, and at the Commission’s
Public Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of, and basis for,
the proposed rule change and discussed
any comments it had received on the
proposed rule change. The text of these
statements may be examined at the
places specified in item III below. The
Phlx has prepared summaries, set forth
in Sections A, B, and C below, of the
most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend
Exchange Rule 1001 to increase the
position limits and exercise limits 4
applicable to options on SPDRs from
75,000 to 300,000 contracts on the same
side of the market. The Exchange began
trading options on SPDRs on the
Exchange’s electronic trading platform
for options, Phlx XL, on January 10,
2005. Given the expected institutional
demand for options on SPDRs, the
Exchange believes that the current
equity position limit of 75,000
contracts 5 is too low and could be a
deterrent to the successful trading of the
product. Options on SPDRs are 1/10th
the size of options on the Standard and
Poor’s 500 Index (‘‘SPX’’). Thus, a
position limit of 75,000 contracts in
options on SPDRs is equivalent to a
3 ‘‘Standard & Poor’s’’, ‘‘S&P’’, ‘‘S&P 500’’,
‘‘Standard & Poor’s 500’’, and ‘‘500’’ are trademarks
of The McGraw-Hill Companies, Inc. Neither
Standard & Poor’s nor its index compilation agent
makes any recommendation concerning the
advisability of investing in options on SPDRs.
4 Exchange Rule 1002, Exercise Limits, refers to
exercise limits that correspond to aggregate long
positions as described in Exchange Rule 1001. The
position limit established in a given option under
Exchange Rule 1001 is also the exercise limit for
such option.
5 See Exchange Rule 1001, Commentary .05(a).
E:\FR\FM\31JAN1.SGM
31JAN1
4912
Federal Register / Vol. 70, No. 19 / Monday, January 31, 2005 / Notices
7,500 contract position limit in options
on SPX. Traders who trade options on
SPDRs to hedge positions in SPX
options are likely to find a position limit
of 75,000 contracts in options on SPDRs
too restrictive, which may adversely
affect the Exchange’s ability to provide
liquidity in this product.
Comparable products, such as options
on the Nasdaq-100 Index Tracking Stock
(‘‘QQQ’’),6 are subject to a 300,000
contract limit.7 The Exchange proposes
that options on SPDRs similarly be
subject to position limits and exercise
limits of 300,000 contracts. The
Exchange believes that increasing
position limits and exercise limits for
options on SPDRs would lead to a more
liquid and competitive market
environment for options on SPDRs that
would benefit customers interested in
this product.
Consistent with the reporting
requirement for QQQ options, the
Exchange would require that each
member or member organization that
maintains a position on the same side of
the market, for its own account or for
the account of a customer, report certain
information.8 This data would include,
but would not be limited to, the option
position, whether such position is
hedged and if so, a description of the
hedge and if applicable, the collateral
used to carry the position. Exchange
specialists and Registered Options
Traders (‘‘ROTs’’) would continue to be
exempt from this reporting requirement
as specialist and ROT information can
be accessed through the Exchange’s
market surveillance systems. In
addition, the general reporting
requirement for customer accounts that
maintain an aggregate position of 200 or
more option contracts would remain at
this level for options on SPDRs.9
the objectives of section 6(b)(5) of the
Act,11 in particular, in that it is designed
to perfect the mechanisms of a free and
open market and the national market
system, promote just and equitable
principles of trade and protect investors
and the public interest.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any inappropriate burden on
competition.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments on the proposed
rule change were neither solicited nor
received.
provisions of 5 U.S.C. 552, will be
available for inspection and copying in
the Commission’s Public Reference
Room. Copies of such filing also will be
available for inspection and copying at
the principal office of the Exchange. All
comments received will be posted
without change; the Commission does
not edit personal identifying
information from submissions. You
should submit only information that
you wish to make publicly available. All
submissions should refer to File
Number SR-Phlx-2005–05 and should
be submitted on or before February 22,
2005.
IV. Commission’s Findings and Order
Granting Accelerated Approval of
Proposed Rule Change
After careful review, the Commission
finds that the proposed rule change is
consistent with the requirements of the
III. Solicitation of Comments
Act and the rules and regulations
Interested persons are invited to
thereunder, applicable to a national
submit written data, views, and
securities exchange,12 and, in particular,
arguments concerning the foregoing,
the requirements of Section 6(b)(5) of
including whether the proposed rule
the Act.13 Specifically, the Commission
change is consistent with the Act.
finds that the proposed rule change
Comments may be submitted by any of
should ensure that the Exchange’s
the following methods:
position limits and exercise limits on
options on SPDRs provide its members
Electronic Comments
and member organizations with
• Use the Commission’s Internet
sufficient flexibility to participate in the
comment form (https://www.sec.gov/
market for such options in a manner
rules/sro.shtml); or
that should provide greater depth and
• Send an e-mail to ruleliquidity for all market participants.
comments@sec.gov. Please include File
The Commission finds good cause for
Number SR-Phlx-2005–05 on the subject
approving this proposed rule change
line.
prior to the thirtieth day after
Paper Comments
publication of notice thereof in the
Federal Register. Specifically, the
• Send paper comments in triplicate
Commission believes that granting
to Jonathan G. Katz, Secretary,
accelerated approval to the proposed
Securities and Exchange Commission,
rule change should permit greater depth
450 Fifth Street, NW., Washington, DC
and liquidity in the options on SPDRs
20549–0609.
market that should benefit all market
All submissions should refer to File
2. Statutory Basis
participants, including retail investors.
Number SR-Phlx-2005–05. This file
The Exchange believes the proposed
Because the higher position limits and
number should be included on the
rule change is consistent with section
subject line if e-mail is used. To help the exercise limits mirror those that the
6(b) of the Act,10 in general, and furthers
Commission has previously approved
Commission process and review your
for like products, the Commission
comments more efficiently, please use
6 The Nasdaq-100, Nasdaq-100 Index, Nasdaq,
only one method. The Commission will believes it is consistent with sections
The Nasdaq Stock Market, Nasdaq-100 SharesSM,
14
15
Nasdaq-100 TrustSM, Nasdaq-100 Index Tracking
post all comments on the Commission’s 6(b)(5) and 19(b)(2) of the Act to
approve the Phlx’s proposed rule
StockSM, and QQQSM are trademarks or service
Internet Web site (https://www.sec.gov/
marks of The Nasdaq Stock Market, Inc. (‘‘Nasdaq’’)
change on an accelerated basis.
rules/sro.shtml). Copies of the
and have been licensed for use for certain purposes
submission, all subsequent
by the Phlx pursuant to a license agreement with
V. Conclusion
Nasdaq. The Nasdaq-100 Index (‘‘Index’’) is
amendments, all written statements
It is therefore ordered, pursuant to
determined, composed, and calculated by Nasdaq
with respect to the proposed rule
without regard to the licensee, the Nasdaq-100
section 19(b)(2) of the Act,16 that the
change that are filed with the
TrustSM, or the beneficial owners of Nasdaq-100
proposed rule change (SR–Phlx–2005–
Commission, and all written
SharesSM. Nasdaq has complete control and sole
discretion in determining, comprising, or
communications relating to the
12 In approving this proposal, the Commission has
calculating the Index or in modifying in any way
proposed rule change between the
considered its impact on efficiency, competition,
its method for determining, comprising, or
Commission and any person, other than and capital formation. 15 U.S.C. 78c(f).
calculating the Index in the future.
those that may be withheld from the
13 15 U.S.C. 78f(b)(5).
7 See Exchange Rule 1001.
14 15 U.S.C. 78f(b)(5).
8 See Exchange Rule 1003.
public in accordance with the
9 See
10 15
15 15
Exchange Rule 1003.
U.S.C. 78f(b).
VerDate jul<14>2003
17:46 Jan 28, 2005
11 15
Jkt 205001
PO 00000
U.S.C. 78f(b)(5).
Frm 00101
Fmt 4703
16 15
Sfmt 4703
E:\FR\FM\31JAN1.SGM
U.S.C. 78s(b)(2).
U.S.C. 78s(b)(2).
31JAN1
Federal Register / Vol. 70, No. 19 / Monday, January 31, 2005 / Notices
05) is hereby approved on an
accelerated basis.
DEPARTMENT OF STATE
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.17
Margaret H. McFarland,
Deputy Secretary.
[FR Doc. E5–353 Filed 1–28–05; 8:45 am]
4913
[Public Notice 4981]
BILLING CODE 8010–01–P
DEPARTMENT OF STATE
[Public Notice 4982]
Culturally Significant Objects Imported
for Exhibition Determinations: ‘‘Degas
Sculptures’’
Department of State.
Notice.
AGENCY:
ACTION:
SUMMARY: Notice is hereby given of the
following determinations: Pursuant to
the authority vested in me by the Act of
October 19, 1965 (79 Stat. 985; 22 U.S.C.
2459), Executive Order 12047 of March
27, 1978, the Foreign Affairs Reform and
Restructuring Act of 1998 (112 Stat.
2681, et seq.; 22 U.S.C. 6501 note, et
seq.), Delegation of Authority No. 234 of
October 1, 1999, Delegation of Authority
No. 236 of October 19, 1999, as
amended, and Delegation of Authority
No. 257 of April 15, 2003 [68 FR 19875],
I hereby determine that the objects to be
included in the exhibition ‘‘Degas
Sculptures’’, imported from abroad for
temporary exhibition within the United
States, are of cultural significance. The
objects are imported pursuant to loan
agreements with the foreign owners. I
also determine that the exhibition or
display of the exhibit objects at the
Milwaukee Art Museum, from on or
about February 19, 2005, until on or
about June 5, 2005, and at possible
additional venues yet to be determined,
is in the national interest. Public Notice
of these Determinations is ordered to be
published in the Federal Register.
FOR FURTHER INFORMATION CONTACT: For
further information, including a list of
the exhibit objects, contact Richard
Lahne, Attorney-Adviser, Office of the
Legal Adviser, U.S. Department of State
(telephone: 202–453–8058). The address
is U.S. Department of State, SA–44, 301
4th Street, SW., Room 700, Washington,
DC 20547–0001.
Dated: January 21, 2005.
C. Miller Crouch,
Principal Deputy Assistant Secretary for
Educational and Cultural Affairs, Department
of State.
[FR Doc. 05–1741 Filed 1–28–05; 8:45 am]
Determination under Trade
Agreements Act of 1979.
ACTION:
EFFECTIVE DATE:
Culturally Significant Objects Imported
for Exhibition Determinations: ‘‘Fra
Angelico’’
SUMMARY: Notice is hereby given of the
following determinations: Pursuant to
the authority vested in me by the Act of
October 19, 1965 (79 Stat. 985; 22 U.S.C.
2459), Executive Order 12047 of March
27, 1978, the Foreign Affairs Reform and
Restructuring Act of 1998 (112 Stat.
2681, et seq.; 22 U.S.C. 6501 note, et
seq.), Delegation of Authority No. 234 of
October 1, 1999, and Delegation of
Authority No. 236 of October 19, 1999,
as amended, and Delegation of
Authority No. 257 of April 15, 2003 [68
FR 19875], I hereby determine that the
objects to be included in the exhibition
‘‘Fra Angelico,’’ imported from abroad
for temporary exhibition within the
United States, are of cultural
significance. The objects are imported
pursuant to a loan agreement with the
foreign owners. I also determine that the
exhibition or display of the exhibit
objects at The Metropolitan Museum of
Art, New York, NY from on or about
October 25, 2005 to on or about January
29, 2006, and at possible additional
venues yet to be determined, is in the
national interest. Public Notice of these
determinations is ordered to be
published in the Federal Register.
FOR FURTHER INFORMATION CONTACT: For
further information, including a list of
the exhibit objects, contact Carol B.
Epstein, Attorney-Adviser, Office of the
Legal Adviser, Department of State,
(telephone: 202/453–8048). The address
is Department of State, SA–44, 301 4th
Street, SW., Room 700, Washington, DC
20547–0001.
Dated: January 25, 2005.
C. Miller Crouch,
Principal Deputy Assistant Secretary for
Educational and Cultural Affairs, Department
of State.
[FR Doc. 05–1742 Filed 1–28–05; 8:45 am]
BILLING CODE 4710–08–P
OFFICE OF THE UNITED STATES
TRADE REPRESENTATIVE
Determination Regarding Waiver of
Discriminatory Purchasing
Requirements With Respect to Goods
and Services Covered by Chapter 15 of
the U.S.-Australia Free Trade
Agreement
BILLING CODE 4710–08–P
Office of the United States
Trade Representative.
AGENCY:
17 17
CFR 200.30–3(a)(12).
VerDate jul<14>2003
16:59 Jan 28, 2005
Jkt 205001
PO 00000
Frm 00102
Fmt 4703
Sfmt 4703
January 24, 2005.
Jean
Heilman Grier, Senior Procurement
Negotiator, Office of the United States
Trade Representative, (202) 395–5097,
or Melida Hodgson, Assistant General
Counsel, Office of the United States
Trade Representative, (202) 395–9512.
On May 18, 2004, the United States
and Australia entered into the United
States-Australia Free Trade Agreement
(‘‘the USAFTA’’). Chapter 15 of the
USAFTA sets forth certain obligations
with respect to government
procurement of goods and services, as
specified in Annex 15–A of the
USAFTA. On August 3, 2004, the
President signed into law the United
States-Australia Free Trade Agreement
Implementation Act (‘‘the USAFTA
Act’’) (Pub. L. 108–286, 19 U.S.C. 3805
note). In section 101 of the USAFTA
Act, the Congress approved the
USAFTA and the statement of
administrative action proposed to
implement the USAFTA that the
President submitted to Congress. The
USAFTA entered into force on January
1, 2005.
Section 1–201 of Executive Order
12260 of December 31, 1980 (46 FR
1653) delegates the functions of the
President under Sections 301 and 302 of
the Trade Agreements Act of 1979 (‘‘the
Trade Agreements Act’’) (19 U.S.C.
2511, 2512) to the United States Trade
Representative.
Now, therefore, I, Robert B. Zoellick,
United States Trade Representative, in
conformity with the provisions of
Sections 301 and 302 of the Trade
Agreements Act, and Executive Order
12260, and in order to carry out U.S.
obligations under Chapter 15 of the
USAFTA, do hereby determine that:
1. Australia is a country, which,
pursuant to the USAFTA, will provide
appropriate reciprocal competitive
government procurement opportunities
to United States products and suppliers
of such products. In accordance with
section 301(b)(3) of the Trade
Agreements Act, Australia is designated
for purposes of section 301(a) of the
Trade Agreements Act.
2. With respect to eligible products of
Australia (i.e., goods and services
covered by the Schedules of the United
States in Annex 15–A of the USAFTA)
and suppliers of such products, the
application of any law, procedure, or
practice regarding government
procurement that would, if applied to
such products and suppliers, result in
treatment less favorable than accorded—
FOR FURTHER INFORMATION CONTACT:
E:\FR\FM\31JAN1.SGM
31JAN1
Agencies
[Federal Register Volume 70, Number 19 (Monday, January 31, 2005)]
[Notices]
[Pages 4911-4913]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E5-353]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-51071; File No. SR-Phlx-2005-05]
Self-Regulatory Organizations; Philadelphia Stock Exchange, Inc.;
Notice of Filing and Order Granting Accelerated Approval to a Proposed
Rule Change to Increase Position Limits and Exercise Limits for Options
on Standard and Poor's Depositary Receipts (SPDRs[supreg])
January 21, 2005.
Pursuant to section 19(b)(1) of the Securities Exchange Act of 1934
(``Act'') \1\ and Rule 19b-4 thereunder,\2\ notice is hereby given that
on January 19, 2005, the Philadelphia Stock Exchange, Inc., (``Phlx''
or ``Exchange'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I and
II below, which Items have been prepared by the Exchange. The
Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons. In addition, the
Commission is granting accelerated approval of the proposed rule
change.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend Exchange Rule 1001, Position Limits,
to increase position limits and exercise limits for options on the
Standard and Poor's Depositary Receipts (``SPDRs[supreg]'').\3\ The
text of the proposed rule change is available on the Phlx's Web site
(https://www.phlx.com), at the Phlx's Office of the Secretary, and at
the Commission's Public Reference Room.
---------------------------------------------------------------------------
\3\ ``Standard & Poor's[supreg]'', ``S&P[supreg]'', ``S&P
500[supreg]'', ``Standard & Poor's 500'', and ``500'' are trademarks
of The McGraw-Hill Companies, Inc. Neither Standard & Poor's nor its
index compilation agent makes any recommendation concerning the
advisability of investing in options on SPDRs[supreg].
---------------------------------------------------------------------------
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of, and basis for, the proposed rule change and
discussed any comments it had received on the proposed rule change. The
text of these statements may be examined at the places specified in
item III below. The Phlx has prepared summaries, set forth in Sections
A, B, and C below, of the most significant aspects of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend Exchange Rule 1001 to increase the
position limits and exercise limits \4\ applicable to options on SPDRs
from 75,000 to 300,000 contracts on the same side of the market. The
Exchange began trading options on SPDRs on the Exchange's electronic
trading platform for options, Phlx XL, on January 10, 2005. Given the
expected institutional demand for options on SPDRs, the Exchange
believes that the current equity position limit of 75,000 contracts \5\
is too low and could be a deterrent to the successful trading of the
product. Options on SPDRs are 1/10th the size of options on the
Standard and Poor's 500 Index (``SPX''). Thus, a position limit of
75,000 contracts in options on SPDRs is equivalent to a
[[Page 4912]]
7,500 contract position limit in options on SPX. Traders who trade
options on SPDRs to hedge positions in SPX options are likely to find a
position limit of 75,000 contracts in options on SPDRs too restrictive,
which may adversely affect the Exchange's ability to provide liquidity
in this product.
---------------------------------------------------------------------------
\4\ Exchange Rule 1002, Exercise Limits, refers to exercise
limits that correspond to aggregate long positions as described in
Exchange Rule 1001. The position limit established in a given option
under Exchange Rule 1001 is also the exercise limit for such option.
\5\ See Exchange Rule 1001, Commentary .05(a).
---------------------------------------------------------------------------
Comparable products, such as options on the Nasdaq-100 Index
Tracking Stock (``QQQ''),\6\ are subject to a 300,000 contract
limit.\7\ The Exchange proposes that options on SPDRs similarly be
subject to position limits and exercise limits of 300,000 contracts.
The Exchange believes that increasing position limits and exercise
limits for options on SPDRs would lead to a more liquid and competitive
market environment for options on SPDRs that would benefit customers
interested in this product.
---------------------------------------------------------------------------
\6\ The Nasdaq-100[supreg], Nasdaq-100 Index[supreg],
Nasdaq[supreg], The Nasdaq Stock Market[supreg], Nasdaq-100
SharesSM, Nasdaq-100 TrustSM, Nasdaq-100 Index
Tracking StockSM, and QQQSM are trademarks or
service marks of The Nasdaq Stock Market, Inc. (``Nasdaq'') and have
been licensed for use for certain purposes by the Phlx pursuant to a
license agreement with Nasdaq. The Nasdaq-100 Index[supreg]
(``Index'') is determined, composed, and calculated by Nasdaq
without regard to the licensee, the Nasdaq-100 TrustSM,
or the beneficial owners of Nasdaq-100 SharesSM. Nasdaq
has complete control and sole discretion in determining, comprising,
or calculating the Index or in modifying in any way its method for
determining, comprising, or calculating the Index in the future.
\7\ See Exchange Rule 1001.
---------------------------------------------------------------------------
Consistent with the reporting requirement for QQQ options, the
Exchange would require that each member or member organization that
maintains a position on the same side of the market, for its own
account or for the account of a customer, report certain
information.\8\ This data would include, but would not be limited to,
the option position, whether such position is hedged and if so, a
description of the hedge and if applicable, the collateral used to
carry the position. Exchange specialists and Registered Options Traders
(``ROTs'') would continue to be exempt from this reporting requirement
as specialist and ROT information can be accessed through the
Exchange's market surveillance systems. In addition, the general
reporting requirement for customer accounts that maintain an aggregate
position of 200 or more option contracts would remain at this level for
options on SPDRs.\9\
---------------------------------------------------------------------------
\8\ See Exchange Rule 1003.
\9\ See Exchange Rule 1003.
---------------------------------------------------------------------------
2. Statutory Basis
The Exchange believes the proposed rule change is consistent with
section 6(b) of the Act,\10\ in general, and furthers the objectives of
section 6(b)(5) of the Act,\11\ in particular, in that it is designed
to perfect the mechanisms of a free and open market and the national
market system, promote just and equitable principles of trade and
protect investors and the public interest.
---------------------------------------------------------------------------
\10\ 15 U.S.C. 78f(b).
\11\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any inappropriate burden on competition.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
Written comments on the proposed rule change were neither solicited
nor received.
III. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://
www.sec.gov/rules/sro.shtml); or
Send an e-mail to rule-comments@sec.gov. Please include
File Number SR-Phlx-2005-05 on the subject line.
Paper Comments
Send paper comments in triplicate to Jonathan G. Katz,
Secretary, Securities and Exchange Commission, 450 Fifth Street, NW.,
Washington, DC 20549-0609.
All submissions should refer to File Number SR-Phlx-2005-05. This
file number should be included on the subject line if e-mail is used.
To help the Commission process and review your comments more
efficiently, please use only one method. The Commission will post all
comments on the Commission's Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the submission, all subsequent amendments,
all written statements with respect to the proposed rule change that
are filed with the Commission, and all written communications relating
to the proposed rule change between the Commission and any person,
other than those that may be withheld from the public in accordance
with the provisions of 5 U.S.C. 552, will be available for inspection
and copying in the Commission's Public Reference Room. Copies of such
filing also will be available for inspection and copying at the
principal office of the Exchange. All comments received will be posted
without change; the Commission does not edit personal identifying
information from submissions. You should submit only information that
you wish to make publicly available. All submissions should refer to
File Number SR-Phlx-2005-05 and should be submitted on or before
February 22, 2005.
IV. Commission's Findings and Order Granting Accelerated Approval of
Proposed Rule Change
After careful review, the Commission finds that the proposed rule
change is consistent with the requirements of the Act and the rules and
regulations thereunder, applicable to a national securities
exchange,\12\ and, in particular, the requirements of Section 6(b)(5)
of the Act.\13\ Specifically, the Commission finds that the proposed
rule change should ensure that the Exchange's position limits and
exercise limits on options on SPDRs provide its members and member
organizations with sufficient flexibility to participate in the market
for such options in a manner that should provide greater depth and
liquidity for all market participants.
---------------------------------------------------------------------------
\12\ In approving this proposal, the Commission has considered
its impact on efficiency, competition, and capital formation. 15
U.S.C. 78c(f).
\13\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
The Commission finds good cause for approving this proposed rule
change prior to the thirtieth day after publication of notice thereof
in the Federal Register. Specifically, the Commission believes that
granting accelerated approval to the proposed rule change should permit
greater depth and liquidity in the options on SPDRs market that should
benefit all market participants, including retail investors. Because
the higher position limits and exercise limits mirror those that the
Commission has previously approved for like products, the Commission
believes it is consistent with sections 6(b)(5) \14\ and 19(b)(2) \15\
of the Act to approve the Phlx's proposed rule change on an accelerated
basis.
---------------------------------------------------------------------------
\14\ 15 U.S.C. 78f(b)(5).
\15\ 15 U.S.C. 78s(b)(2).
---------------------------------------------------------------------------
V. Conclusion
It is therefore ordered, pursuant to section 19(b)(2) of the
Act,\16\ that the proposed rule change (SR-Phlx-2005-
[[Page 4913]]
05) is hereby approved on an accelerated basis.
---------------------------------------------------------------------------
\16\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Market Regulation,
pursuant to delegated authority.\17\
---------------------------------------------------------------------------
\17\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Margaret H. McFarland,
Deputy Secretary.
[FR Doc. E5-353 Filed 1-28-05; 8:45 am]
BILLING CODE 8010-01-P