Self-Regulatory Organizations; American Stock Exchange LLC; Order Approving Proposed Rule Change and Amendments No. 2 and 3 Thereto Relating to the Establishment of a New Class of Registered Options Trader Called a Supplemental Registered Options Trader (“SROT”), 20144-20145 [E6-5800]
Download as PDF
20144
Federal Register / Vol. 71, No. 75 / Wednesday, April 19, 2006 / Notices
budget for the FAF and the FASB for
calendar year 2006.
Section 109 of the Act also provides
that the standard setting body can have
additional sources of revenue for its
activities, such as earnings from sales of
publications, provided that each
additional source of revenue shall not
jeopardize the actual or perceived
independence of the standard setter. In
this regard, the Commission also
considered the interrelation of the
operating budgets of the FAF, the FASB
and the Government Accounting
Standards Board (‘‘GASB’’), the FASB’s
sister organization, which sets
accounting standards used by state and
local government entities. The
Commission has been advised by the
FAF that neither the FAF, the FASB nor
the GASB accept contributions from the
accounting profession.
After its review, the Commission
determined that the 2006 annual
accounting support fee for the FASB is
consistent with Section 109 of the Act.
Accordingly,
It is ordered, pursuant to Section 109
of the Act, that the FASB may act in
accordance with this determination of
the Commission.
By the Commission.
Nancy M. Morris,
Secretary.
[FR Doc. E6–5798 Filed 4–18–06; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–53635; File No. SR–Amex–
2005–075]
Self-Regulatory Organizations;
American Stock Exchange LLC; Order
Approving Proposed Rule Change and
Amendments No. 2 and 3 Thereto
Relating to the Establishment of a New
Class of Registered Options Trader
Called a Supplemental Registered
Options Trader (‘‘SROT’’)
cchase on PROD1PC60 with NOTICES
April 12, 2006.
I. Introduction
On July 14, 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 to establish a new class of
Registered Options Trader called a
Supplemental Registered Options
Trader (‘‘SROT’’). On November 4, 2005,
1 15
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
VerDate Aug<31>2005
17:09 Apr 18, 2006
Jkt 208001
the Amex filed Amendment No. 1 to the
proposed rule change.3 On December 7,
2005, the Amex filed Amendment No. 2
to the proposed rule change.4 On
January 13, 2006, the Amex filed
Amendment No. 3 to the proposed rule
change.5 The proposed rule change, as
amended, was published for comment
in the Federal Register on January 26,
2006.6 The Commission received no
comments from the public in response
to the proposed rule change. This order
approves the proposed rule, as amended
by Amendments No. 2 and 3.
II. Description
Amex proposes to adopt Amex Rule
993—ANTE to establish a new category
of registered options trader called an
SROT. Amex also proposes to adopt
amendments to existing Amex Rules
900—ANTE, 918—ANTE, 935—ANTE,
936—ANTE, 936C—ANTE, 950—ANTE,
951—ANTE, 958—ANTE and 958A—
ANTE to incorporate this new category
of trader into relevant existing rules.
The Amex proposes to define an
SROT as a ROT that is a member
organization so designated by the
Exchange and would be granted remote
quoting rights to enter bids and offers
electronically only from off the
Exchange’s physical trading floor,7 in at
least 300 option classes. A member
organization requesting approval to act
as an SROT would file an application
with the Exchange, and the Exchange
would initially choose a maximum of
six (6) SROTs, based upon criteria
including adequacy of resources,
operational history, market making and/
or specialist experience in a broad array
of securities, and the ability to interact
with order flow in all types of markets.
The Exchange proposes to designate a
committee (‘‘Committee’’) to make
SROT approval decisions, including
granting, withdrawing, denying, and
deferring approval.8 The proposed rule
3 Amendment No. 1 replaced and superseded the
original filing in its entirety.
4 Amendment No. 2 replaced and superseded
Amendment No. 1.
5 Amendment No. 3 made clarifying changes to
the Purpose section, as well as changes to the
proposed rule text relating to allocation of executed
contracts and affiliation limitations.
6 See Securities Exchange Act Release No. 53161
(January 20, 2005), 71 FR 4388.
7 See proposed Amex Rule 900—ANTE (50).
8 Pursuant to paragraph (a)(vi) to proposed Amex
Rule 993—ANTE, the Committee may not defer a
determination of the approval of the application of
an SROT applicant unless the basis for such
deferral has been objectively determined by the
Committee, subject to Securities and Exchange
Commission approval or effectiveness pursuant to
a proposed rule change filed under Section 19(b) of
the Act. The Committee would be required to
provide written notification to any SROT applicant
whose application is the subject of such deferral,
describing the objective basis for such deferral.
PO 00000
Frm 00078
Fmt 4703
Sfmt 4703
also includes provisions that govern
SROT applicant withdrawal, as well as
suspension and/or termination of SROT
appointments.
The Exchange would determine the
number and type of option classes
assigned to an SROT, with a minimum
of 300 option classes per SROT. SROTs
would be required to purchase or lease
one seat for every thirty (30) option
classes quoted and would be required to
provide continuous two-sided
quotations in at least 60% of the series
of their assigned classes. The proposed
rule would require that SROTs maintain
information barriers and that no SROT
be assigned to an options class where
the SROT has a direct or indirect
affiliate who is a specialist, ROT or
SROT in such option class. Commentary
to proposed Amex Rule 993—ANTE
also provides that quoting rights and the
designation as an SROT are nontransferable and that SROTs may trade
in a market-making capacity only in the
classes of options to which he/she is
assigned.
Amex proposes to modify Amex Rule
935—ANTE, which governs the
allocation of unexecuted contracts to
include SROTs. As proposed, when
more than one market participant is
quoting at the Amex Best Bid or Offer
(‘‘ABBO’’), and an SROT is not
interacting with its own firm’s orders,
the allocations in Amex Rule 935—
ANTE (a)(1)–(4) would apply. However,
when more than one market participant
is quoting at the ABBO, and an SROT
is interacting with its own firm’s orders,
the ANTE System will allocate the
remaining contracts after non-broker
dealer customer orders as follows:
(i) 20% to an SROT interacting with its
own firm’s orders; (ii) 20% to the
specialist; and (iii) the balance to
registered options traders.
Amex also proposes to modify Amex
Rule 958—ANTE, which governs ANTE
options transactions of registered
options traders and imposes certain
obligations, including engaging in
transactions that are reasonably
calculated to contribute to the
maintenance of a fair and orderly
market, making competitive bids and
offers necessary, in a market making
capacity, to contribute to the
maintenance of a fair and orderly
market, to include SROTs. Furthermore,
Amex proposes to modify Amex Rule
958A—ANTE, which is the Exchange’s
Firm Quote Rule, to apply to SROTs.
III. Discussion
After careful review, the Commission
finds that the proposed rule change, as
amended, is consistent with the
requirements of the Act and the rules
E:\FR\FM\19APN1.SGM
19APN1
cchase on PROD1PC60 with NOTICES
Federal Register / Vol. 71, No. 75 / Wednesday, April 19, 2006 / Notices
and regulations thereunder applicable to
a national securities exchange.9 In
particular, the Commission finds that
the proposal, as amended, is consistent
with the provisions of Section 6(b)(5) of
the Act,10 which require, among other
things, that a national securities
exchange’s rules be designed to promote
just and equitable principles of trade, to
remove impediments to and to perfect
the mechanism of a free and open
market and a national market system
and, in general, to protect investors and
the public interest.
Currently, the Exchange permits ROTs
to submit quotes only from the physical
trading floor. Under the proposal, a new
class of market participant, SROTs,
would be permitted to quote
electronically from off the Exchange’s
physical trading floor. Introducing a
new class of market participant able to
enter quotes from off the physical
trading floor should attract new market
makers to the Exchange, which should
increase the liquidity available in those
classes to which SROTs are assigned.
The Commission notes that the
Committee will determine, based on
specified criteria, which member
organizations should be chosen to act as
SROTs. The existence of order flow
commitments between an SROT
applicant and order flow providers is
one factor the Committee will evaluate
in making its decisions. The Exchange
represents, and the Commission
emphasizes, that a future change to, or
termination of, any such commitments
would not be used by the Exchange at
any point in the future to terminate or
take remedial action against an SROT
and that the Committee would not take
remedial action solely because orders
subject to any such commitments were
not subsequently routed to the
Exchange. Similarly, the Exchange has
included the ‘‘willingness to promote
the Exchange’’ as a factor that the
Committee may consider when making
its application decisions. The Exchange
represents, and the Commission
emphasizes, that the Committee would
not apply this factor to in any way
restrict, either directly or indirectly, an
SROT’s activities as a market maker or
specialist on other exchanges, or to
restrict how SROTs handle orders held
by them in a fiduciary capacity to which
they owe a duty of best execution.
The Exchange also represents that
should the Committee decide not to
approve an SROT applicant, or should
9 In approving this proposal, the Commission has
considered the proposed rule’s impact on
efficiency, competition, and capital formation. 15
U.S.C. 78c(f).
10 15 U.S.C. 78f(b)(5).
VerDate Aug<31>2005
17:09 Apr 18, 2006
Jkt 208001
an SROT’s appointment be suspended
or terminated in one or more classes, an
SROT applicant or an SROT,
respectively, would be entitled to a
hearing under Article IV, Section 1(g) of
the Amex Constitution and Amex Rule
40. Additionally, should the Committee
decide to defer an SROT application,
the Committee must provide written
notification to any SROT applicant
whose application is the subject of such
deferral, describing the objective basis
for such deferral. Proposed Amex Rule
993(a)(vi)—ANTE prohibits the
Committee from deferring a
determination of the approval of the
application of an SROT applicant unless
the basis for such deferral has been
objectively determined by the
Committee, subject to Securities and
Exchange Commission approval or
effectiveness pursuant to a proposed
rule change filed under Section 19(b) of
the Act.
Proposed Amex Rule 993(c)—ANTE
sets forth the obligations that an SROT
would be required to fulfill.
Specifically, an SROT would be
required to generate continuous, twosided quotations in not less than 60% of
the series of their assigned classes. The
Commission believes that these
obligations for SROTs are consistent
with the Act. In particular, the
Commission believes that SROT’s
affirmative obligations are sufficient to
justify the benefits they receive as
market makers.
The Exchange also represents that
information barriers would be in place
to prevent the misuse of material, nonpublic information with any affiliates
that may conduct a brokerage business
in option classes assigned to an SROT,
or that may act as a market maker in any
security underlying options assigned to
an SROT. SROTs would also be required
to comply with Amex Rule 193
regarding the misuse of material nonpublic information between the affiliate
and the specialist organization.
The Commission believes that the
trade allocation algorithm that would
apply to SROTs is consistent with the
Act and should encourage SROTs to
quote competitively.
Finally, the Commission notes that an
SROT would be permitted to trade in a
market making capacity only in the
classes of options in which the SROT is
assigned and, furthermore, that quoting
rights and designation of an SROT
would be non-transferable.
As such, the Commission believes
that Amex’s proposal to adopt Amex
Rule 993—ANTE to establish a new
category of registered options trader
called an SROT and the corresponding
amendments to existing Amex Rules
PO 00000
Frm 00079
Fmt 4703
Sfmt 4703
20145
900—ANTE, 918—ANTE, 935—ANTE,
936—ANTE, 936C—ANTE, 950—ANTE,
951—ANTE, 958—ANTE and 958A—
ANTE, are consistent with the Act.
IV. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,11 that the
proposed rule change (SR–Amex–2005–
075), as amended by Amendments No.
2 and 3, be, and it hereby is, approved.
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.12
Nancy M. Morris,
Secretary.
[FR Doc. E6–5800 Filed 4–18–06; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–53637; File No. SR-CBOE–
2004–65]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Order Approving
Proposed Rule Change and
Amendments Nos. 1 and 2 Thereto
Relating to Restrictions on Arbitrators
serving on CBOE’s Arbitration
Committee
April 12, 2006.
I. Introduction
On October 14, 2004, the Chicago
Board Options Exchange, Incorporated
(‘‘CBOE’’ or the ‘‘Exchange’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’), pursuant
to Section 19(b)(1) of the Securities
Exchange Act of 1934 (the ‘‘Exchange
Act’’) 1 and Rule 19b–4 thereunder,2 a
proposed rule change to amend rules
concerning restrictions on the activities
of arbitrators who serve as members of
the CBOE Arbitration Committee
(‘‘Committee’’). On December 13, 2005
and February 15, 2006, CBOE filed
Amendments Nos. 1 and 2, respectively,
to the proposed rule change including
amendments to CBOE Rules 18.10,
18.13 and 18.14 concerning the removal
of arbitrators and restrictions on the
activities of arbitrators who serve as
members of the Committee.3 The
11 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 Amendment No. 1 replaced the original filing in
its entirety. Amendment No. 2 replaced the rule text
in the original filing and Amendment No. 1 in their
entirety. Also, Amendment No. 2 supplemented the
‘‘Purpose’’ section of Amendment No. 1 with
additional explanations as to the basis for certain
proposed rule amendments.
12 17
E:\FR\FM\19APN1.SGM
19APN1
Agencies
[Federal Register Volume 71, Number 75 (Wednesday, April 19, 2006)]
[Notices]
[Pages 20144-20145]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E6-5800]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-53635; File No. SR-Amex-2005-075]
Self-Regulatory Organizations; American Stock Exchange LLC; Order
Approving Proposed Rule Change and Amendments No. 2 and 3 Thereto
Relating to the Establishment of a New Class of Registered Options
Trader Called a Supplemental Registered Options Trader (``SROT'')
April 12, 2006.
I. Introduction
On July 14, 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 to establish a new class of Registered Options
Trader called a Supplemental Registered Options Trader (``SROT''). On
November 4, 2005, the Amex filed Amendment No. 1 to the proposed rule
change.\3\ On December 7, 2005, the Amex filed Amendment No. 2 to the
proposed rule change.\4\ On January 13, 2006, the Amex filed Amendment
No. 3 to the proposed rule change.\5\ The proposed rule change, as
amended, was published for comment in the Federal Register on January
26, 2006.\6\ The Commission received no comments from the public in
response to the proposed rule change. This order approves the proposed
rule, as amended by Amendments No. 2 and 3.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ Amendment No. 1 replaced and superseded the original filing
in its entirety.
\4\ Amendment No. 2 replaced and superseded Amendment No. 1.
\5\ Amendment No. 3 made clarifying changes to the Purpose
section, as well as changes to the proposed rule text relating to
allocation of executed contracts and affiliation limitations.
\6\ See Securities Exchange Act Release No. 53161 (January 20,
2005), 71 FR 4388.
---------------------------------------------------------------------------
II. Description
Amex proposes to adopt Amex Rule 993--ANTE to establish a new
category of registered options trader called an SROT. Amex also
proposes to adopt amendments to existing Amex Rules 900--ANTE, 918--
ANTE, 935--ANTE, 936--ANTE, 936C--ANTE, 950--ANTE, 951--ANTE, 958--ANTE
and 958A--ANTE to incorporate this new category of trader into relevant
existing rules.
The Amex proposes to define an SROT as a ROT that is a member
organization so designated by the Exchange and would be granted remote
quoting rights to enter bids and offers electronically only from off
the Exchange's physical trading floor,\7\ in at least 300 option
classes. A member organization requesting approval to act as an SROT
would file an application with the Exchange, and the Exchange would
initially choose a maximum of six (6) SROTs, based upon criteria
including adequacy of resources, operational history, market making
and/or specialist experience in a broad array of securities, and the
ability to interact with order flow in all types of markets. The
Exchange proposes to designate a committee (``Committee'') to make SROT
approval decisions, including granting, withdrawing, denying, and
deferring approval.\8\ The proposed rule also includes provisions that
govern SROT applicant withdrawal, as well as suspension and/or
termination of SROT appointments.
---------------------------------------------------------------------------
\7\ See proposed Amex Rule 900--ANTE (50).
\8\ Pursuant to paragraph (a)(vi) to proposed Amex Rule 993--
ANTE, the Committee may not defer a determination of the approval of
the application of an SROT applicant unless the basis for such
deferral has been objectively determined by the Committee, subject
to Securities and Exchange Commission approval or effectiveness
pursuant to a proposed rule change filed under Section 19(b) of the
Act. The Committee would be required to provide written notification
to any SROT applicant whose application is the subject of such
deferral, describing the objective basis for such deferral.
---------------------------------------------------------------------------
The Exchange would determine the number and type of option classes
assigned to an SROT, with a minimum of 300 option classes per SROT.
SROTs would be required to purchase or lease one seat for every thirty
(30) option classes quoted and would be required to provide continuous
two-sided quotations in at least 60% of the series of their assigned
classes. The proposed rule would require that SROTs maintain
information barriers and that no SROT be assigned to an options class
where the SROT has a direct or indirect affiliate who is a specialist,
ROT or SROT in such option class. Commentary to proposed Amex Rule
993--ANTE also provides that quoting rights and the designation as an
SROT are non-transferable and that SROTs may trade in a market-making
capacity only in the classes of options to which he/she is assigned.
Amex proposes to modify Amex Rule 935--ANTE, which governs the
allocation of unexecuted contracts to include SROTs. As proposed, when
more than one market participant is quoting at the Amex Best Bid or
Offer (``ABBO''), and an SROT is not interacting with its own firm's
orders, the allocations in Amex Rule 935--ANTE (a)(1)-(4) would apply.
However, when more than one market participant is quoting at the ABBO,
and an SROT is interacting with its own firm's orders, the ANTE System
will allocate the remaining contracts after non-broker dealer customer
orders as follows: (i) 20% to an SROT interacting with its own firm's
orders; (ii) 20% to the specialist; and (iii) the balance to registered
options traders.
Amex also proposes to modify Amex Rule 958--ANTE, which governs
ANTE options transactions of registered options traders and imposes
certain obligations, including engaging in transactions that are
reasonably calculated to contribute to the maintenance of a fair and
orderly market, making competitive bids and offers necessary, in a
market making capacity, to contribute to the maintenance of a fair and
orderly market, to include SROTs. Furthermore, Amex proposes to modify
Amex Rule 958A--ANTE, which is the Exchange's Firm Quote Rule, to apply
to SROTs.
III. Discussion
After careful review, the Commission finds that the proposed rule
change, as amended, is consistent with the requirements of the Act and
the rules
[[Page 20145]]
and regulations thereunder applicable to a national securities
exchange.\9\ In particular, the Commission finds that the proposal, as
amended, is consistent with the provisions of Section 6(b)(5) of the
Act,\10\ which require, among other things, that a national securities
exchange's rules be designed to promote just and equitable principles
of trade, to remove impediments to and to perfect the mechanism of a
free and open market and a national market system and, in general, to
protect investors and the public interest.
---------------------------------------------------------------------------
\9\ In approving this proposal, the Commission has considered
the proposed rule's impact on efficiency, competition, and capital
formation. 15 U.S.C. 78c(f).
\10\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
Currently, the Exchange permits ROTs to submit quotes only from the
physical trading floor. Under the proposal, a new class of market
participant, SROTs, would be permitted to quote electronically from off
the Exchange's physical trading floor. Introducing a new class of
market participant able to enter quotes from off the physical trading
floor should attract new market makers to the Exchange, which should
increase the liquidity available in those classes to which SROTs are
assigned.
The Commission notes that the Committee will determine, based on
specified criteria, which member organizations should be chosen to act
as SROTs. The existence of order flow commitments between an SROT
applicant and order flow providers is one factor the Committee will
evaluate in making its decisions. The Exchange represents, and the
Commission emphasizes, that a future change to, or termination of, any
such commitments would not be used by the Exchange at any point in the
future to terminate or take remedial action against an SROT and that
the Committee would not take remedial action solely because orders
subject to any such commitments were not subsequently routed to the
Exchange. Similarly, the Exchange has included the ``willingness to
promote the Exchange'' as a factor that the Committee may consider when
making its application decisions. The Exchange represents, and the
Commission emphasizes, that the Committee would not apply this factor
to in any way restrict, either directly or indirectly, an SROT's
activities as a market maker or specialist on other exchanges, or to
restrict how SROTs handle orders held by them in a fiduciary capacity
to which they owe a duty of best execution.
The Exchange also represents that should the Committee decide not
to approve an SROT applicant, or should an SROT's appointment be
suspended or terminated in one or more classes, an SROT applicant or an
SROT, respectively, would be entitled to a hearing under Article IV,
Section 1(g) of the Amex Constitution and Amex Rule 40. Additionally,
should the Committee decide to defer an SROT application, the Committee
must provide written notification to any SROT applicant whose
application is the subject of such deferral, describing the objective
basis for such deferral. Proposed Amex Rule 993(a)(vi)--ANTE prohibits
the Committee from deferring a determination of the approval of the
application of an SROT applicant unless the basis for such deferral has
been objectively determined by the Committee, subject to Securities and
Exchange Commission approval or effectiveness pursuant to a proposed
rule change filed under Section 19(b) of the Act.
Proposed Amex Rule 993(c)--ANTE sets forth the obligations that an
SROT would be required to fulfill. Specifically, an SROT would be
required to generate continuous, two-sided quotations in not less than
60% of the series of their assigned classes. The Commission believes
that these obligations for SROTs are consistent with the Act. In
particular, the Commission believes that SROT's affirmative obligations
are sufficient to justify the benefits they receive as market makers.
The Exchange also represents that information barriers would be in
place to prevent the misuse of material, non-public information with
any affiliates that may conduct a brokerage business in option classes
assigned to an SROT, or that may act as a market maker in any security
underlying options assigned to an SROT. SROTs would also be required to
comply with Amex Rule 193 regarding the misuse of material non-public
information between the affiliate and the specialist organization.
The Commission believes that the trade allocation algorithm that
would apply to SROTs is consistent with the Act and should encourage
SROTs to quote competitively.
Finally, the Commission notes that an SROT would be permitted to
trade in a market making capacity only in the classes of options in
which the SROT is assigned and, furthermore, that quoting rights and
designation of an SROT would be non-transferable.
As such, the Commission believes that Amex's proposal to adopt Amex
Rule 993--ANTE to establish a new category of registered options trader
called an SROT and the corresponding amendments to existing Amex Rules
900--ANTE, 918--ANTE, 935--ANTE, 936--ANTE, 936C--ANTE, 950--ANTE,
951--ANTE, 958--ANTE and 958A--ANTE, are consistent with the Act.
IV. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the
Act,\11\ that the proposed rule change (SR-Amex-2005-075), as amended
by Amendments No. 2 and 3, be, and it hereby is, approved.
---------------------------------------------------------------------------
\11\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Market Regulation,
pursuant to delegated authority.\12\
---------------------------------------------------------------------------
\12\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Nancy M. Morris,
Secretary.
[FR Doc. E6-5800 Filed 4-18-06; 8:45 am]
BILLING CODE 8010-01-P