Self-Regulatory Organizations; Chicago Board Options Exchange, Inc.; Order Approving a Proposed Rule Change Relating to Membership Rules, 5092-5093 [E6-1163]
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5092
Federal Register / Vol. 71, No. 20 / Tuesday, January 31, 2006 / Notices
Paper Comments
• Send paper comments in triplicate
to Nancy M. Morris, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–9303.
All submissions should refer to File
Number SR–CBOE–2005–117. 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 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–2005–117 and
should be submitted on or before
February 21, 2006.
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.17
Nancy M. Morris,
Secretary.
[FR Doc. E6–1162 Filed 1–30–06; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–53175; File No. SR–CBOE–
2005–101]
hsrobinson on PROD1PC70 with NOTICES
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Inc.; Order Approving a Proposed Rule
Change Relating to Membership Rules
January 25, 2006.
I. Introduction
On November 29, 2005, the Chicago
Board Options Exchange, Incorporated
17 17
CFR 200.30–3(a)(12).
VerDate Aug<31>2005
15:34 Jan 30, 2006
Jkt 208001
(‘‘CBOE’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’ or ‘‘SEC’’), 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 seeking to modify CBOE Rule
3.9, relating to investigation of
membership applicants.
The proposed rule change was
published in the Federal Register on
December 22, 2005.3 The Commission
received no comments on the proposed
rule change. On January 23, 2006, the
Exchange submitted Amendment No. 1
to the proposed rule change.4 This order
approves the proposed rule change, as
amended by Amendment No 1.
II. Description
The Exchange is proposing to amend
CBOE Rule 3.9 (‘‘Application
Procedures and Approval or
Disapproval’’) subsection (f), which
currently requires CBOE’s Membership
Department to investigate each
applicant applying to be a member
organization, each associated person
required to be approved by the
Membership Committee pursuant to
CBOE Rule 3.6(b), and each applicant
applying to be an individual member
(collectively ‘‘Membership
Applicants’’). As part of the current
application process, Membership
Applicants are required to submit
fingerprints to the Exchange,5 which
CBOE then forwards to the Federal
Bureau of Investigation.
The Exchange currently requires
Membership Applicants to submit new
fingerprints to the Exchange for
processing, as part of the investigation
process pursuant to CBOE Rule 3.9(f),
even if the Membership Applicant was
recently fingerprinted at the Exchange
or another SRO. The proposed rule
change would change this requirement
to permit the Exchange to accept the
results of a fingerprint-based criminal
records check of the Membership
Applicant conducted by the Exchange
or another SRO within the prior year
pursuant to that investigation process.
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 52952
(December 14, 2005), 70 FR 76087.
4 In Amendment No. 1, the Exchange proposed an
additional modification to CBOE Rule 3.9(f).
Specifically, the Exchange proposed a change so
that, as amended, the proposed rule would permit
the Exchange to rely on the results of a fingerprintbased criminal records check of an applicant
conducted by the Exchange itself, in addition to a
check conducted by another self-regulatory
organization (‘‘SRO’’), within the prior year.
Amendment No. 1 is a technical amendment and
therefore not subject to notice and comment.
5 See CBOE Rule 3.7(c).
2 17
PO 00000
Frm 00044
Fmt 4703
Sfmt 4703
III. Discussion
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.6 In particular, the
Commission finds that the proposed
rule change is consistent with Section
6(b)(5) of the Act 7 which requires,
among other things, that the rules of an
exchange be designed to promote just
and equitable principles of trade, to
remove impediments to and perfect the
mechanism of a free and open market,
and to protect investors and the public
interest.
In approving this proposed rule
change, the Commission notes that as
part of the application process, in
addition to a fingerprint-based criminal
records check, CBOE requires that a
Membership Applicant also submit a
Form U–4 (Uniform Application for
Securities Industry Registration or
Transfer). Form U–4 requires disclosure
of events that would constitute a
statutory disqualification under the Act.
Because the Exchange obtains this
information as part of the application
process, and because CBOE Rule 3.9(d)
requires Membership Applicants to
promptly update membership
application materials if the information
provided in the materials becomes
inaccurate or incomplete after the date
of submission, the Commission believes
that it is reasonable for the Exchange to
expect that its Membership Department
would have access to information that
would reveal whether a Membership
Applicant became subject to a statutory
disqualification subsequent to the date
of the results of a fingerprint-based
criminal records check conducted either
by the Exchange or by another SRO on
which CBOE would be relying.
IV. Conclusion
For the foregoing reasons, the
Commission finds that the proposed
rule change is consistent with the
requirements of the Act and the rules
and regulations thereunder.
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,8 that the
proposed rule change (SR–CBOE–2005–
101) is approved, as amended.
6 In approving this proposed rule change, the
Commission has considered the proposed rule’s
impact on efficiency, competition, and capital
formation. See 15 U.S.C. 78c(f).
7 15 U.S.C. 78f(b)(5).
8 15 U.S.C. 78s(b)(2).
E:\FR\FM\31JAN1.SGM
31JAN1
Federal Register / Vol. 71, No. 20 / Tuesday, January 31, 2006 / Notices
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.9
Nancy M. Morris,
Secretary.
[FR Doc. E6–1163 Filed 1–30–06; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–53172; File No. SR–CBOE–
2006–07]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change Relating to the Dividend,
Merger, and Short Stock Interest
Spread Fee Cap Program
January 24, 2006.
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
13, 2006, 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 CBOE. CBOE has designated the
proposed rule change as one
establishing or changing a due, fee, or
other charge, pursuant to Section
19(b)(3)(A)(ii) of the Act 3 and Rule
19B–4(f)(2) 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,
as amended, from interested persons.
hsrobinson on PROD1PC70 with NOTICES
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
CBOE proposes to amend its Fees
Schedule to amend the definitions of
dividend, merger and short stock
interest spreads for purposes of the
Exchange’s strategy fee cap program.
The text of the proposed rule change
is available on CBOE’s Web site at
https://www.cboe.com, at the Office of
the Secretary at CBOE, and at the
Commission’s Public Reference Room.
9 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A)(ii).
4 17 CFR 240.19b–4(f)(2).
1 15
VerDate Aug<31>2005
15:34 Jan 30, 2006
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 received on the
proposal. 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
The Exchange currently caps marketmaker, firm, and broker-dealer
transaction fees associated with
dividend spread, merger spread and
short stock interest spread transactions
(‘‘Strategy Fee Cap’’). The definition of
each strategy is set forth on the CBOE
Fees Schedule.5 The Strategy Fee Cap is
in effect as a pilot program that is due
to expire on March 1, 2006.
The Exchange proposes to amend the
definitions of dividend, merger and
short stock interest spreads for purposes
of the Strategy Fee Cap program, in
order to add clarity and to make the
definitions more consistent with each
other.
First, the Exchange proposes to
amend the definitions of dividend,
merger, and short stock interest spreads
in order to clarify that transactions done
to achieve a dividend, merger or short
stock interest arbitrage do not
necessarily need to be ‘‘spreads’’ in
order to qualify for the Strategy Fee Cap.
According to the market participants
(generally professionals) that engage in
these strategies, each of these strategies
can be achieved either by purchasing
and selling the same option series or
different options series. Accordingly, as
explained in further detail below, the
Exchange proposes to revise each
definition to refer to each strategy as a
‘‘strategy’’ instead of as a ‘‘spread’’ and
to change each definition in certain
respects to make clear that transactions
done to achieve a dividend, merger, or
short stock interest arbitrage that
involve only one options series may also
qualify for the Strategy Fee Cap.
Second, the Exchange is also
proposing changes to the definition of
each strategy to better reflect the
similarities between the strategies.
5 See
Jkt 208001
PO 00000
CBOE Fees Schedule, fn. 13.
Frm 00045
Fmt 4703
Sfmt 4703
5093
Dividend, merger, and short stock
interest strategies are strategies that
have similar economic risks and are
executed in similar ways. As explained
in more detail below, each proposed
definition will be clarified to reflect that
each strategy involves the ‘‘purchase,
sale and exercise’’ of options. Each
proposed definition will also be
clarified to reflect that the options
involved must be of the ‘‘same class’’.
The Exchange defines a dividend
spread for purposes of the Strategy Fee
Cap as any trade done to achieve a
dividend arbitrage between any two
deep-in-the-money options. The
Exchange proposes to change ‘‘dividend
spread’’ to ‘‘dividend strategy’’, and
proposes to define a dividend strategy
as ‘‘transactions done to achieve a
dividend arbitrage involving the
purchase, sale and exercise of in-themoney options of the same class,
executed prior to the date on which the
underlying stock goes ex-dividend.’’
The word ‘‘two’’ is not included in the
new definition so that transactions
involving only a single options series
that are done to achieve a dividend
arbitrage may also qualify for the
Strategy Fee Cap. The word ‘‘deep’’ is
also not included in the new definition
because the options used do not
necessarily need to be deep-in-themoney options and also because of the
difficulty in defining what constitutes
‘‘deep’’ in-the-money. The definition is
clarified by making explicit two
requirements: the options must be of the
same class and the transactions must be
effected prior to the date on which the
underlying stock goes ex-dividend.
The Exchange defines a merger spread
for purposes of the Strategy Fee Cap as
a transaction executed pursuant to a
strategy involving the simultaneous
purchase and sale of options of the same
class and expiration date, but with
different strike prices, followed by the
exercise of the resulting long options
position, each executed prior to the date
on which shareholders of record are
required to elect their respective form of
consideration, i.e., cash or stock. The
Exchange proposes to change ‘‘merger
spread’’ to ‘‘merger strategy’’, and
proposes to define a merger strategy as
‘‘transactions done to achieve a merger
arbitrage involving the purchase, sale
and exercise of options of the same class
and expiration date, executed prior to
the date on which shareholders of
record are required to elect their
respective form of consideration, i.e.,
cash or stock.’’ The proposed definition
does not include the words ‘‘but with
different strike prices’’ so that
transactions involving only a single
options series that are done to achieve
E:\FR\FM\31JAN1.SGM
31JAN1
Agencies
[Federal Register Volume 71, Number 20 (Tuesday, January 31, 2006)]
[Notices]
[Pages 5092-5093]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E6-1163]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-53175; File No. SR-CBOE-2005-101]
Self-Regulatory Organizations; Chicago Board Options Exchange,
Inc.; Order Approving a Proposed Rule Change Relating to Membership
Rules
January 25, 2006.
I. Introduction
On November 29, 2005, the Chicago Board Options Exchange,
Incorporated (``CBOE'' or ``Exchange'') filed with the Securities and
Exchange Commission (``Commission'' or ``SEC''), 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 seeking to modify CBOE Rule
3.9, relating to investigation of membership applicants.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
The proposed rule change was published in the Federal Register on
December 22, 2005.\3\ The Commission received no comments on the
proposed rule change. On January 23, 2006, the Exchange submitted
Amendment No. 1 to the proposed rule change.\4\ This order approves the
proposed rule change, as amended by Amendment No 1.
II. Description
The Exchange is proposing to amend CBOE Rule 3.9 (``Application
Procedures and Approval or Disapproval'') subsection (f), which
currently requires CBOE's Membership Department to investigate each
applicant applying to be a member organization, each associated person
required to be approved by the Membership Committee pursuant to CBOE
Rule 3.6(b), and each applicant applying to be an individual member
(collectively ``Membership Applicants''). As part of the current
application process, Membership Applicants are required to submit
fingerprints to the Exchange,\5\ which CBOE then forwards to the
Federal Bureau of Investigation.
---------------------------------------------------------------------------
\3\ See Securities Exchange Act Release No. 52952 (December 14,
2005), 70 FR 76087.
\4\ In Amendment No. 1, the Exchange proposed an additional
modification to CBOE Rule 3.9(f). Specifically, the Exchange
proposed a change so that, as amended, the proposed rule would
permit the Exchange to rely on the results of a fingerprint-based
criminal records check of an applicant conducted by the Exchange
itself, in addition to a check conducted by another self-regulatory
organization (``SRO''), within the prior year. Amendment No. 1 is a
technical amendment and therefore not subject to notice and comment.
\5\ See CBOE Rule 3.7(c).
---------------------------------------------------------------------------
The Exchange currently requires Membership Applicants to submit new
fingerprints to the Exchange for processing, as part of the
investigation process pursuant to CBOE Rule 3.9(f), even if the
Membership Applicant was recently fingerprinted at the Exchange or
another SRO. The proposed rule change would change this requirement to
permit the Exchange to accept the results of a fingerprint-based
criminal records check of the Membership Applicant conducted by the
Exchange or another SRO within the prior year pursuant to that
investigation process.
III. Discussion
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.\6\
In particular, the Commission finds that the proposed rule change is
consistent with Section 6(b)(5) of the Act \7\ which requires, among
other things, that the rules of an exchange be designed to promote just
and equitable principles of trade, to remove impediments to and perfect
the mechanism of a free and open market, and to protect investors and
the public interest.
---------------------------------------------------------------------------
\6\ In approving this proposed rule change, the Commission has
considered the proposed rule's impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
\7\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
In approving this proposed rule change, the Commission notes that
as part of the application process, in addition to a fingerprint-based
criminal records check, CBOE requires that a Membership Applicant also
submit a Form U-4 (Uniform Application for Securities Industry
Registration or Transfer). Form U-4 requires disclosure of events that
would constitute a statutory disqualification under the Act. Because
the Exchange obtains this information as part of the application
process, and because CBOE Rule 3.9(d) requires Membership Applicants to
promptly update membership application materials if the information
provided in the materials becomes inaccurate or incomplete after the
date of submission, the Commission believes that it is reasonable for
the Exchange to expect that its Membership Department would have access
to information that would reveal whether a Membership Applicant became
subject to a statutory disqualification subsequent to the date of the
results of a fingerprint-based criminal records check conducted either
by the Exchange or by another SRO on which CBOE would be relying.
IV. Conclusion
For the foregoing reasons, the Commission finds that the proposed
rule change is consistent with the requirements of the Act and the
rules and regulations thereunder.
It is therefore ordered, pursuant to Section 19(b)(2) of the
Act,\8\ that the proposed rule change (SR-CBOE-2005-101) is approved,
as amended.
---------------------------------------------------------------------------
\8\ 15 U.S.C. 78s(b)(2).
[[Page 5093]]
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For the Commission, by the Division of Market Regulation,
pursuant to delegated authority.\9\
Nancy M. Morris,
Secretary.
---------------------------------------------------------------------------
\9\ 17 CFR 200.30-3(a)(12).
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[FR Doc. E6-1163 Filed 1-30-06; 8:45 am]
BILLING CODE 8010-01-P