Self-Regulatory Organizations; American Stock Exchange LLC; Order Approving Proposed Rule Change and Amendment No. 1 Thereto Relating to When Floor Official Approval for a Transaction in a High-Priced Security Is Necessary, 34509-34510 [E5-3060]
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Federal Register / Vol. 70, No. 113 / Tuesday, June 14, 2005 / Notices
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Monday, June 20, 2005
3 p.m. Affirmation Session (Public
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R. Michelle Schroll,
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[FR Doc. 05–11789 Filed 6–10–05; 10:55 am]
BILLING CODE 7590–01–M
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–51796; File No. SR–Amex2005–037]
Self-Regulatory Organizations;
American Stock Exchange LLC; Order
Approving Proposed Rule Change and
Amendment No. 1 Thereto Relating to
When Floor Official Approval for a
Transaction in a High-Priced Security
Is Necessary
June 7, 2005.
On April 4, 2005, the American Stock
Exchange LLC (‘‘Amex’’ or ‘‘Exchange’’)
filed with the Securities and Exchange
Commission (‘‘Commission’’), pursuant
to Section 19(b)(1) of the Securities
Exchange Act of 1934 (‘‘Act’’),1 and
Rule 19b–4 thereunder,2 a proposed rule
change amending its Rule 154,
Commentary .08 to require Amex floor
official approval for a transaction in a
stock at a price of $20 or more a share
only when the trade is to be made at the
greater of 1% or two dollars away from
the last previous sale, and making a
conforming amendment to its Rule 119,
governing indications, openings, and
reopenings. On April 20, 2005, Amex
submitted Amendment No. 1 to the
proposal.3 The Commission published
the proposed rule change, as amended,
for comment in the Federal Register on
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 In Amendment No. 1, Amex made minor, nonsubstantive changes to the text of the proposal and
a conforming amendment to Amex Rule 119.
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1 15
2 17
Frm 00069
Fmt 4703
Sfmt 4703
34509
May 3, 2005.4 The Commission did not
receive any comments on the proposed
rule change.
After careful consideration, the
Commission finds that the proposed
rule change, as amended, is consistent
with the requirements of the Act and the
rules and regulations thereunder that
are applicable to a national securities
exchange.5 In particular, the
Commission finds that the proposed
rule change, as amended, is consistent
with Section 6(b)(5) of the Act,6 which
requires, among other things, that the
rules of the Amex be designed to
prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, and, in
general, to protect investors and the
public interest. The Commission
believes that the proposal will help
enhance the efficient processing of
orders on the Exchange floor by
reducing the need for floor official
involvement in the normal course of
trading of higher priced securities. The
impact of the proposed rule change is
that, for very high-priced stocks that
trade at more than $200 per share,7 the
next trade may be up to 1% away from
the previous sale, without requiring
floor official approval.8 The
Commission believes that permitting
trades to be effected at the greater of 1%
or two dollars away from the last
previous sale is a moderate adjustment
relative to other price moves allowed
under Rule 154, Commentary .08 and
4 Securities Exchange Act Release No. 51621
(April 27, 2005), 70 FR 22930.
5 In approving the proposed rule change, the
Commission notes that it has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
6 15 U.S.C. 78f(b)(5).
7 In its proposal, the Exchange stated that
examples of such high-priced securities include
NVR, Inc. (ticker symbol: NVR), whose last sale on
March 22, 2005 was $795.50 and Seaboard
Corporation (ticker symbol: SEB), whose last sale on
March 22, 2005 was $1,124.00
8 Amex Rule 154, Commentary .08 places
limitations on the amount a stock may trade away
from its previous sale. Depending upon the price of
the stock, Commentary .08 allows a stock to trade
up to 50 cents, one dollar, or two dollars away from
its previous sale. For high-priced stocks trading at
more than $20 per share, Commentary .08 currently
limits members from effecting trades at more than
two dollars away from the previous sale. Specialists
who wish to effect trades outside the foregoing limit
have been required to obtain the prior approval of
an Amex floor official. Rule 154, Commentary .08
currently provides that, for stocks trading at $10 or
more (but less than $20) per share, the next trade
may execute at no more than one dollar away from
the last previous sale (which allows for a minimum
of just over 5% and a maximum of just under 10%
away from the last previous sale). For stocks trading
at less than $10 per share, the next trade may
execute at no more than 50 cents away from the last
previous sale (which allows for a minimum just
over 5% and, theoretically, a maximum of just
under 5000% away from the last previous sale).
E:\FR\FM\14JNN1.SGM
14JNN1
34510
Federal Register / Vol. 70, No. 113 / Tuesday, June 14, 2005 / Notices
appropriate in maintaining adequate
trade-to-trade price continuity.
The Commission likewise finds that
the proposed conforming change to
Amex Rule 119, which governs
indications, openings, and reopenings,
is consistent with the Act. As amended,
Amex Rule 119(3)(a)(iii) will provide
that a ‘‘significant order imbalance’’ is
one which results in a reopening at a
price change constituting the greater of
1% or two dollars from the last previous
sale for stocks that trade at $20 or more,
thus limiting the frequency of trading
halts and improving the efficient
handling of orders in very high-priced
stocks on the Exchange floor.
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,9 that the
proposed rule change (SR–Amex-2005–
037) and Amendment No. 1 thereto be,
and hereby is, approved.
designated this proposal as one
establishing or changing a due, fee, or
other charge imposed by the CBOE
under Section 19(b)(3)(A)(ii) of the Act,4
and Rule 19b–4(f)(2) thereunder,5 which
renders the proposal effective upon
filing with the Commission. The
Commission is publishing this notice to
solicit comments on the proposed rule
change, as amended, from interested
persons.
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.10
Margaret H. McFarland,
Deputy Secretary.
[FR Doc. E5–3060 Filed 6–13–05; 8:45 am]
CHICAGO BOARD OPTIONS
EXCHANGE, INC. FEES SCHEDULE
[MARCH 2] APRIL 20, 2005
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–51749; File No. SR-CBOE–
2005–31]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change and Amendment No. 1
Thereto Relating to Transaction Fees
in Options on the Russell 2000 Index
May 26, 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 April 20,
2005, the Chicago Board Options
Exchange, Incorporated (‘‘CBOE’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I, II and III
below, which Items have been prepared
by the CBOE. On May 17, 2005, the
CBOE filed Amendment No. 1 to the
proposed rule change.3 The CBOE has
9 15
U.S.C. 78s(b)(2).
CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 In Amendment No. 1, the Exchange made a few
technical corrections to the purpose section and
rule text of the proposed rule change and added a
sentence to the purpose section to clarify the reason
for the proposed reduction in the license fee. The
effective date of the original proposed rule change
10 17
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20:14 Jun 13, 2005
Jkt 205001
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend its
Fees Schedule relating to transaction
fees in options on the Russell 2000
Index (‘‘RUT’’). Below is the text of the
proposed rule change. Proposed new
language is italicized; proposed
deletions are in [brackets].
1. OPTIONS TRANSACTION FEES
(1)(3)(4)(7): PER CONTRACT
EQUITY OPTIONS (13):
I.—VIII. Unchanged.
QQQQ and SPDR OPTIONS:
I.—VI. Unchanged.
INDEX OPTIONS (includes Dow Jones
DIAMONDS, OEF and other ETF and
HOLDRs options):
I. CUSTOMER (2):
•
•
•
•
S&P 100, PREMIUM > or = $1—$.35
S&P 100, PREMIUM < $1—$.20
MNX and NDX—$.15
RUT and REDUCED VALUE
RUSSELL 2000—$.15
• ETF and HOLDRs options (except
DIA)—$.15
• OTHER INDEXES, PREMIUM > OR =
$1—$.45
• OTHER INDEXES, PREMIUM < $1—
$.25
II. MARKET-MAKER AND DPM—
EXCLUDING DOW JONES PRODUCTS
(10)—$.24
MARKET-MAKER—DOW JONES
PRODUCTS (10)—$.34
III. MEMBER FIRM PROPRIETARY:
(11)
• FACILITATION OF CUSTOMER
ORDER, MNX and NDX—$.24
• FACILITATION OF CUSTOMER
ORDER, OTHER INDEXES—$.20
is April 20, 2005, and the effective date of the
amendment is May 17, 2005. For purposes of
calculating the 60-day period within which the
Commission may summarily abrogate the proposed
rule change, as amended, under Section 19(b)(3)(C)
of the Act, the Commission considers the period to
commence on May 17, 2005, the date on which the
Exchange submitted Amendment No. 1. See 15
U.S.C. 78s(b)(3)(C).
4 15 U.S.C. 78s(b)(3)(A)(ii).
5 17 CFR 240.19b-4(f)(2).
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Frm 00070
Fmt 4703
Sfmt 4703
• NON-FACILITATION ORDER—$.24
IV. BROKER-DEALER (EXCLUDING
THE PRODUCTS BELOW) INDEX
CUSTOMER RATES
• ETF, HOLDRS, RUT and REDUCED
VALUE RUSSELL 2000, PREMIUM >
or = $1—$.45
• ETF, HOLDRS, RUT and REDUCED
VALUE RUSSELL 2000, PREMIUM <
$1—$.25
• MNX and NDX—$.25
V. NON-MEMBER MARKET MAKER:
• S&P 100 (including OEF), PREMIUM
> or = $1—$.37
• S&P 100 (including OEF), PREMIUM
< $1—$.22
• OTHER INDEXES, PREMIUM > or =
$1—$.47
• OTHER INDEXES, PREMIUM < $1—
$.27
VI. MNX and NDX LICENSE FEE
(15)—$.10
VII. RUT DPM and MARKET MAKER
LICENSE FEE (Russell 2000 cash settled
index) (12)—$[.40].10
VIII. LINKAGE ORDERS (8)(15):
• S&P 100 (OEF), PREMIUM > or = $1—
$.35
• S&P 100 (OEF), PREMIUM < $1—$.20
• OTHER INDEXES, PREMIUM > OR =
$1—$.45
• OTHER INDEXES, PREMIUM < $1—
$.25
2. MARKET-MAKER, e-DPM & DPM
MARKETING FEE (in option classes in
which a DPM has been appointed)(6)
Unchanged.
3. FLOOR BROKERAGE FEE (1)(5):
Unchanged.
4. RAES ACCESS FEE (RETAIL
AUTOMATIC EXECUTION SYSTEM)
(1)(4): Unchanged.
Notes: (1)–(11) Unchanged.
(12) The RUT License [Transaction]
Fee applies to all RUT contracts traded
by the DPM and other Market-Makers.
[The RUT DPM shall be assessed for any
shortfall between the proceeds of the
RUT License Fee and the Exchange’s
license obligation to Russell.]
(13)–(15) Unchanged.
5.–21. Unchanged.
Remainder of Fee Schedule—
Unchanged.
*
*
*
*
*
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
CBOE included statements concerning
the purpose of, and basis for, the
proposed rule change and discussed any
comments it received on the proposed
rule change. The text of these statements
may be examined at the places specified
E:\FR\FM\14JNN1.SGM
14JNN1
Agencies
[Federal Register Volume 70, Number 113 (Tuesday, June 14, 2005)]
[Notices]
[Pages 34509-34510]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E5-3060]
=======================================================================
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-51796; File No. SR-Amex-2005-037]
Self-Regulatory Organizations; American Stock Exchange LLC; Order
Approving Proposed Rule Change and Amendment No. 1 Thereto Relating to
When Floor Official Approval for a Transaction in a High-Priced
Security Is Necessary
June 7, 2005.
On April 4, 2005, the American Stock Exchange LLC (``Amex'' or
``Exchange'') filed with the Securities and Exchange Commission
(``Commission''), pursuant to Section 19(b)(1) of the Securities
Exchange Act of 1934 (``Act''),\1\ and Rule 19b-4 thereunder,\2\ a
proposed rule change amending its Rule 154, Commentary .08 to require
Amex floor official approval for a transaction in a stock at a price of
$20 or more a share only when the trade is to be made at the greater of
1% or two dollars away from the last previous sale, and making a
conforming amendment to its Rule 119, governing indications, openings,
and reopenings. On April 20, 2005, Amex submitted Amendment No. 1 to
the proposal.\3\ The Commission published the proposed rule change, as
amended, for comment in the Federal Register on May 3, 2005.\4\ The
Commission did not receive any comments on the proposed rule change.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ In Amendment No. 1, Amex made minor, non-substantive changes
to the text of the proposal and a conforming amendment to Amex Rule
119.
\4\ Securities Exchange Act Release No. 51621 (April 27, 2005),
70 FR 22930.
---------------------------------------------------------------------------
After careful consideration, the Commission finds that the proposed
rule change, as amended, is consistent with the requirements of the Act
and the rules and regulations thereunder that are applicable to a
national securities exchange.\5\ In particular, the Commission finds
that the proposed rule change, as amended, is consistent with Section
6(b)(5) of the Act,\6\ which requires, among other things, that the
rules of the Amex be designed to prevent fraudulent and manipulative
acts and practices, to promote just and equitable principles of trade,
and, in general, to protect investors and the public interest. The
Commission believes that the proposal will help enhance the efficient
processing of orders on the Exchange floor by reducing the need for
floor official involvement in the normal course of trading of higher
priced securities. The impact of the proposed rule change is that, for
very high-priced stocks that trade at more than $200 per share,\7\ the
next trade may be up to 1% away from the previous sale, without
requiring floor official approval.\8\ The Commission believes that
permitting trades to be effected at the greater of 1% or two dollars
away from the last previous sale is a moderate adjustment relative to
other price moves allowed under Rule 154, Commentary .08 and
[[Page 34510]]
appropriate in maintaining adequate trade-to-trade price continuity.
---------------------------------------------------------------------------
\5\ In approving the proposed rule change, the Commission notes
that it has considered the proposed rule's impact on efficiency,
competition, and capital formation. See 15 U.S.C. 78c(f).
\6\ 15 U.S.C. 78f(b)(5).
\7\ In its proposal, the Exchange stated that examples of such
high-priced securities include NVR, Inc. (ticker symbol: NVR), whose
last sale on March 22, 2005 was $795.50 and Seaboard Corporation
(ticker symbol: SEB), whose last sale on March 22, 2005 was
$1,124.00
\8\ Amex Rule 154, Commentary .08 places limitations on the
amount a stock may trade away from its previous sale. Depending upon
the price of the stock, Commentary .08 allows a stock to trade up to
50 cents, one dollar, or two dollars away from its previous sale.
For high-priced stocks trading at more than $20 per share,
Commentary .08 currently limits members from effecting trades at
more than two dollars away from the previous sale. Specialists who
wish to effect trades outside the foregoing limit have been required
to obtain the prior approval of an Amex floor official. Rule 154,
Commentary .08 currently provides that, for stocks trading at $10 or
more (but less than $20) per share, the next trade may execute at no
more than one dollar away from the last previous sale (which allows
for a minimum of just over 5% and a maximum of just under 10% away
from the last previous sale). For stocks trading at less than $10
per share, the next trade may execute at no more than 50 cents away
from the last previous sale (which allows for a minimum just over 5%
and, theoretically, a maximum of just under 5000% away from the last
previous sale).
---------------------------------------------------------------------------
The Commission likewise finds that the proposed conforming change
to Amex Rule 119, which governs indications, openings, and reopenings,
is consistent with the Act. As amended, Amex Rule 119(3)(a)(iii) will
provide that a ``significant order imbalance'' is one which results in
a reopening at a price change constituting the greater of 1% or two
dollars from the last previous sale for stocks that trade at $20 or
more, thus limiting the frequency of trading halts and improving the
efficient handling of orders in very high-priced stocks on the Exchange
floor.
It is therefore ordered, pursuant to Section 19(b)(2) of the
Act,\9\ that the proposed rule change (SR-Amex-2005-037) and Amendment
No. 1 thereto be, and hereby is, approved.
---------------------------------------------------------------------------
\9\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Market Regulation,
pursuant to delegated authority.\10\
---------------------------------------------------------------------------
\10\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Margaret H. McFarland,
Deputy Secretary.
[FR Doc. E5-3060 Filed 6-13-05; 8:45 am]
BILLING CODE 8010-01-P