Self-Regulatory Organizations; Chicago Board Options Exchange, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Revise an Administrative CBOE Membership Rule, 56754-56755 [E5-5245]
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56754
Federal Register / Vol. 70, No. 187 / Wednesday, September 28, 2005 / Notices
indebtedness of NU and its Nonutility
Subsidiaries. Hedges would be
accomplished through the entering into,
purchasing and selling of various risk
management instruments commonly
used in today’s capital markets, such as
interest rate, credit and equity swaps,
caps, collars, floors, options, forwards,
futures, forward issuance agreements,
the sale and/or purchase of various call
or put options or warrants, or
transactions involving the purchase or
sale, including short sales, of U.S.
Treasury Securities or U.S. government
agency (e.g., Fannie Mae) obligations, or
LIBOR-based swap instruments, and
similar products designed to manage
market price, credit and interest rate
risks. Hedges would be used as a means
of prudently managing the risk
associated with the outstanding security
(equity or debt) issued under the
authorization requested in this
Declaration. In no case will the notional
principal amount of any Hedge exceed
the face value of the underlying security
except to the extent necessary to adjust
for differing price movements between
the underlying and hedged securities or
to allow for the fees related to the
transaction. Transactions will be
entered into for a fixed or determinable
period.
Hedges would only be entered into
with counterparties (‘‘Approved
Counterparties’’) whose senior
unsecured debt ratings, or the senior
unsecured debt ratings of the parent
companies of the counterparties, as
published by S&P, are equal to or greater
than BBB, or an equivalent rating from
Moody’s or Fitch Inc. NU will not
engage in leveraged or speculative
transactions under the authority sought
in this Declaration. Fees, commissions
and other amounts payable to the
counterparty (excluding, however, the
swap or option payments) in connection
with any Hedge issued will not exceed
those generally obtainable in
competitive markets for parties of
comparable credit quality.
In addition, NU requests
authorization to enter into interest rate
hedging transactions with respect to
anticipated debt of NU and its
Nonutility Subsidiaries (the
‘‘Anticipatory Hedges’’), subject to
certain limitations and restrictions.
These Anticipatory Hedges would only
be entered into with Approved
Counterparties, and would be utilized to
fix and/or limit the interest rate risk
associated with any new issuance
through (i) a forward sale of exchangetraded U.S. Treasury futures contracts,
U.S. Treasury Securities and/or a
forward-dated swap (each a ‘‘Forward
Sale’’), (ii) the purchase of put options
VerDate Aug<31>2005
16:02 Sep 27, 2005
Jkt 205001
on U.S. Treasury Securities (a ‘‘Put
Options Purchase’’), (iii) a Put Options
Purchase in combination with the sale
of call options on U.S. Treasury
Securities (a ‘‘Zero Cost Collar’’), (iv)
transactions involving the purchase or
sale, including short sales, of U.S.
Treasury Securities, or (v) some
combination of a Forward Sale, Put
Options Purchase, Zero Cost Collar and/
or other derivative or cash transactions,
including, but not limited to structured
notes, caps and collars, appropriate for
the Anticipatory Hedges.
According to NU, it will comply with
Statement of Financial Accounting
Standards (‘‘SFAS’’) 133 (‘‘Accounting
for Derivative Instruments and Hedging
Activities’’) and SFAS 138 (‘‘Accounting
for Certain Derivative Instruments and
Certain Hedging Activities’’) or other
standards relating to accounting for
derivative transactions as are adopted
and implemented by the Financial
Accounting Standards Board (‘‘FASB’’).
NU represents that each Hedge and each
Anticipatory Hedge will qualify for
hedge accounting treatment under the
current FASB standards in effect and as
determined as of the date on which NU
enters into each such Hedge or
Anticipatory Hedge. NU will also
comply with any future FASB financial
disclosure requirements associated with
hedging transactions.4
For the Commission, by the Division of
Investment Management, pursuant to
delegated authority.
Jonathan G. Katz,
Secretary.
[FR Doc. E5–5248 Filed 9–27–05; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–52476; File No. SR–CBOE–
2005–67]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Inc.; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change To Revise an Administrative
CBOE Membership Rule
September 20, 2005.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
4 The proposed terms and conditions of the
Hedges and Anticipatory Hedges are substantially
the same as the Commission has approved in other
cases. In addition to the October 2001 Order, see
Dominion Resources, Holding Co. Act Release No.
27927 (December 22, 2004); Ameren Corporation,
Holding Co. Act Release No. 27860 (June 18, 2004);
NiSource Inc., Holding Co. Act Release No. 27789
(Dec. 30, 2003); FirstEnergy Corp., Holding Co. Act
Release No. 27694 (June 30, 2003).
PO 00000
Frm 00133
Fmt 4703
Sfmt 4703
(‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on
September 2, 2005, the Chicago Board
Options Exchange, Inc. (‘‘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. The Exchange has filed
the proposal as a ‘‘non-controversial’’
rule change pursuant to Section
19(b)(3)(A) of the Act,3 and Rule 19b–
4(f)(6) thereunder,4 which renders the
proposal effective upon filing with the
Commission. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to make a
change to an administrative CBOE
membership rule. The text of the
proposed rule change is below.
Proposed new language is in italics.
*
*
*
*
*
Chicago Board Options Exchange,
Incorporated
*
*
*
*
*
Rule 3.23 Integrated Billing System
Every member, other than members
that are approved to act solely as
lessors, must designate a Clearing
Member for the payment of the
member’s Exchange invoices by means
of the Exchange’s integrated billing
system (‘‘IBS’’). The designated Clearing
Member shall pay to the Exchange on a
timely basis any amount that is not
disputed pursuant to IBS procedures by
the member who is directly involved.
Such payments shall be drafted by the
Exchange against the designated
Clearing Member’s account at the
Clearing Corporation. The Clearing
Corporation shall have no liability in
connection with its forwarding to the
Exchange each month a check
representing the total amount that the
Exchange advises the Clearing
Corporation is owed to the Exchange.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
CBOE included statements concerning
the purpose of and basis for the
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A).
4 17 CFR 240.19b–4(f)(6).
2 17
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28SEN1
Federal Register / Vol. 70, No. 187 / Wednesday, September 28, 2005 / Notices
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
in Item IV below. The Exchange 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
CBOE is revising CBOE Rule 3.23—
Integrated Billing System, which
requires all members to designate a
CBOE Clearing Member for the payment
of CBOE invoices. The proposed rule
change exempts from the CBOE Rule
3.23 requirements those members that
are approved to act solely as lessors.
Members that are approved to act solely
as lessors have no trading functions on
the Exchange (e.g., approved to act as a
Market-Maker or Floor Broker) and
conduct no activities that would
necessitate the designation of a CBOE
Clearing Member for the payment of
CBOE invoices. Going forward, CBOE
will bill any fees owed by members that
are approved to act solely as lessors on
a manual basis.
2. Statutory Basis
The proposed rule change is
comprised of an administrative
membership rule change that is
designed to facilitate Exchange
operations and therefore the Exchange
believes the proposed rule change is
consistent with Section 6(b) of the Act 5
in general, and furthers the objectives of
Section 6(b)(5) 6 in particular, in that it
should promote just and equitable
principles of trade, serve to remove
impediments to and perfect the
mechanism of a free and open market
and a national market system, and
protect investors and the public interest.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
This proposed rule change does not
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 solicited
or received with respect to the proposed
rule change.
5 15
6 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
VerDate Aug<31>2005
16:02 Sep 27, 2005
Jkt 205001
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing rule change: (1)
Does not significantly affect the
protection of investors or the public
interest; (2) does not impose any
significant burden on competition; and
(3) does not become operative for 30
days from the date on which it was
filed, or such shorter time as the
Commission may designate if consistent
with the protection of investors and the
public interest, the proposed rule
change has become effective pursuant to
Section 19(b)(3)(A) of the Act 7 and Rule
19b–4(f)(6) thereunder.8
At any time within 60 days of the
filing of such proposed rule change, the
Commission may summarily abrogate
such rule change if it appears to the
Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors,
or otherwise in furtherance of the
purposes of the Act.
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:
Electronic Comments
• 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–CBOE–2005–67 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Jonathan G. Katz, Secretary,
Securities and Exchange Commission,
Station Place, 100 F Street, NE.,
Washington, DC 20549–9303.
All submissions should refer to File
Number SR–CBOE–2005–67. 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
7 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). As required by Rule
19b–4(f)(6)(ii), the Exchange has provided the
Commission with written notice of its intent to file
the proposed rule change at least five business days
prior to the filing date of this proposal.
8 17
PO 00000
Frm 00134
Fmt 4703
Sfmt 4703
56755
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 the filing also will be
available for inspection and copying at
the principal offices of the CBOE. 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–CBOE–2005–67 and should
be submitted on or before October 19,
2005.
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.9
Jonathan G. Katz,
Secretary.
[FR Doc. E5–5245 Filed 9–27–05; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–52479; File No. SR–ISE–
2004–04]
Self-Regulatory Organizations;
International Securities Exchange, Inc.;
Notice of Filing of Proposed Rule
Change and Amendments No. 1 and 2
Relating to Exposure Periods in the
Facilitation and Solicited Order
Mechanisms
September 21, 2005.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on February
23, 2004, the International Securities
Exchange, Inc. (‘‘ISE’’ 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 Exchange.
On September 7, 2005, the ISE filed
Amendment No. 1 to the proposed rule
change.3 On September 20, 2005, the
ISE filed Amendment No. 2 to the
9 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 Amendment No. 1 superseded and replaced
ISE’s original filing in its entirety.
1 15
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Agencies
[Federal Register Volume 70, Number 187 (Wednesday, September 28, 2005)]
[Notices]
[Pages 56754-56755]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E5-5245]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-52476; File No. SR-CBOE-2005-67]
Self-Regulatory Organizations; Chicago Board Options Exchange,
Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule
Change To Revise an Administrative CBOE Membership Rule
September 20, 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 September 2, 2005, the Chicago Board Options Exchange, Inc.
(``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.
The Exchange has filed the proposal as a ``non-controversial'' rule
change pursuant to Section 19(b)(3)(A) of the Act,\3\ and Rule 19b-
4(f)(6) thereunder,\4\ which renders the proposal effective upon filing
with the Commission. The Commission is publishing this notice to
solicit comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ 15 U.S.C. 78s(b)(3)(A).
\4\ 17 CFR 240.19b-4(f)(6).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to make a change to an administrative CBOE
membership rule. The text of the proposed rule change is below.
Proposed new language is in italics.
* * * * *
Chicago Board Options Exchange, Incorporated
* * * * *
Rule 3.23 Integrated Billing System
Every member, other than members that are approved to act solely as
lessors, must designate a Clearing Member for the payment of the
member's Exchange invoices by means of the Exchange's integrated
billing system (``IBS''). The designated Clearing Member shall pay to
the Exchange on a timely basis any amount that is not disputed pursuant
to IBS procedures by the member who is directly involved. Such payments
shall be drafted by the Exchange against the designated Clearing
Member's account at the Clearing Corporation. The Clearing Corporation
shall have no liability in connection with its forwarding to the
Exchange each month a check representing the total amount that the
Exchange advises the Clearing Corporation is owed to the Exchange.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, CBOE included statements
concerning the purpose of and basis for the
[[Page 56755]]
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 in Item IV below. The Exchange 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
CBOE is revising CBOE Rule 3.23--Integrated Billing System, which
requires all members to designate a CBOE Clearing Member for the
payment of CBOE invoices. The proposed rule change exempts from the
CBOE Rule 3.23 requirements those members that are approved to act
solely as lessors. Members that are approved to act solely as lessors
have no trading functions on the Exchange (e.g., approved to act as a
Market-Maker or Floor Broker) and conduct no activities that would
necessitate the designation of a CBOE Clearing Member for the payment
of CBOE invoices. Going forward, CBOE will bill any fees owed by
members that are approved to act solely as lessors on a manual basis.
2. Statutory Basis
The proposed rule change is comprised of an administrative
membership rule change that is designed to facilitate Exchange
operations and therefore the Exchange believes the proposed rule change
is consistent with Section 6(b) of the Act \5\ in general, and furthers
the objectives of Section 6(b)(5) \6\ in particular, in that it should
promote just and equitable principles of trade, serve to remove
impediments to and perfect the mechanism of a free and open market and
a national market system, and protect investors and the public
interest.
---------------------------------------------------------------------------
\5\ 15 U.S.C. 78f(b).
\6\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
B. Self-Regulatory Organization's Statement on Burden on Competition
This proposed rule change does not 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 solicited or received with respect to the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing rule change: (1) Does not significantly
affect the protection of investors or the public interest; (2) does not
impose any significant burden on competition; and (3) does not become
operative for 30 days from the date on which it was filed, or such
shorter time as the Commission may designate if consistent with the
protection of investors and the public interest, the proposed rule
change has become effective pursuant to Section 19(b)(3)(A) of the Act
\7\ and Rule 19b-4(f)(6) thereunder.\8\
---------------------------------------------------------------------------
\7\ 15 U.S.C. 78s(b)(3)(A).
\8\ 17 CFR 240.19b-4(f)(6). As required by Rule 19b-4(f)(6)(ii),
the Exchange has provided the Commission with written notice of its
intent to file the proposed rule change at least five business days
prior to the filing date of this proposal.
---------------------------------------------------------------------------
At any time within 60 days of the filing of such proposed rule
change, the Commission may summarily abrogate such rule change if it
appears to the Commission that such action is necessary or appropriate
in the public interest, for the protection of investors, or otherwise
in furtherance of the purposes of the Act.
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:
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-CBOE-2005-67 on the subject line.
Paper Comments
Send paper comments in triplicate to Jonathan G. Katz,
Secretary, Securities and Exchange Commission, Station Place, 100 F
Street, NE., Washington, DC 20549-9303.
All submissions should refer to File Number SR-CBOE-2005-67. 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 the
filing also will be available for inspection and copying at the
principal offices of the CBOE. 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-CBOE-2005-67 and should be submitted on or before
October 19, 2005.
For the Commission, by the Division of Market Regulation,
pursuant to delegated authority.\9\
---------------------------------------------------------------------------
\9\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Jonathan G. Katz,
Secretary.
[FR Doc. E5-5245 Filed 9-27-05; 8:45 am]
BILLING CODE 8010-01-P