Self-Regulatory Organizations; American Stock Exchange LLC; Notice of Filing of Proposed Rule Change and Amendment No. 1 Thereto Relating to Amex Book Clerks, 18695-18698 [E7-6960]
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Federal Register / Vol. 72, No. 71 / Friday, April 13, 2007 / Notices
Management and Budget for extension
and approval.
Section 6 of the Securities Exchange
Act of 1934 (15 U.S.C. 78a et seq.) sets
out a framework for the registration and
regulation of national securities
exchanges. Under Commission Rule 6a–
3 (17 CFR 240.6a–3), one of the rules
that implements Section 6, a national
securities exchange (or an exchange
exempted from registration as a national
securities exchange based on limited
trading volume) must provide certain
supplemental information to the
Commission, including any material
(including notices, circulars, bulletins,
lists, and periodicals) issued or made
generally available to members of, or
participants or subscribers to, the
exchange. Rule 6a–3 also requires the
exchanges to file monthly reports that
set forth the volume and aggregate
dollar amount of securities sold on the
exchange each month.
The information required to be filed
with the Commission pursuant to Rule
6a–3 is designed to enable the
Commission to carry out its statutorily
mandated oversight functions and to
ensure that registered and exempt
exchanges continue to be in compliance
with the Act.
The respondents to the collection of
information are national securities
exchanges and exchanges that are
exempt from registration based on
limited trading volume.
The Commission estimates that each
respondent makes approximately 25
such filings on an annual basis at an
average cost of approximately $21 per
response. Currently, 12 respondents (ten
national securities exchanges and two
exempt exchanges) are subject to the
collection of information requirements
of Rule 6a–3. The Commission estimates
that the total burden for all respondents
is 150 hours (25 filings/respondent per
year × 0.5 hours/filing × 12 respondents)
and $6300 ($21/response × 25
responses/respondent per year × 12
respondents) per year.
Written comments are invited on: (a)
Whether the proposed collection of
information is necessary for the proper
performance of the functions of the
agency, including whether the
information shall have practical utility;
(b) the accuracy of the agency’s estimate
of the burden of the proposed collection
of information; (c) ways to enhance the
quality, utility, and clarity of the
information to be collected; and (d)
ways to minimize the burden of the
collection of information on
respondents, including through the use
of automated collection techniques or
other forms of information technology.
Consideration will be given to
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comments and suggestions submitted in
writing within 60 days of this
publication.
Comments should be directed to: R.
Corey Booth, Director/Chief Information
Officer, Securities and Exchange
Commission, c/o Shirley Martinson,
6432 General Green Way, Alexandria,
Virginia 22312 or send an e-mail to:
PRA_Mailbox@sec.gov. Comments must
be submitted within 60 days of this
notice.
Dated: April 5, 2007.
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7–7006 Filed 4–12–07; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–55583; File No. SR–Amex–
2006–107]
Self-Regulatory Organizations;
American Stock Exchange LLC; Notice
of Filing of Proposed Rule Change and
Amendment No. 1 Thereto Relating to
Amex Book Clerks
April 5, 2007.
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 November
14, 2006, the American Stock Exchange
LLC (‘‘Amex’’ 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 substantially prepared by the
Exchange. The Exchange filed
Amendment No. 1 to the proposal on
March 29, 2007. The Commission is
publishing this notice to solicit
comment on the proposed rule change,
as amended, from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to eliminate
the agency obligations of Exchange
options specialists and establish Amex
book clerks (‘‘ABCs’’). The text of the
proposed rule change is available at
Amex, the Commission’s Public
Reference Room, and https://
www.amex.com.
1 15
2 17
PO 00000
U.S.C. 78s(b)(1).
CFR 240.19b–4.
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18695
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
Amex 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
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 purpose of this proposed rule
change is to eliminate the obligation and
ability of an Exchange options specialist
to act as an agent in connection with
orders in his or her assigned options
classes. This proposal would also
permit the Exchange to designate
Exchange employees or independent
contractors to serve as ABCs,
responsible for maintaining and
operating the ANTE Central Book (i.e.,
the specialist’s customer limit order
book) and the ANTE Display Book.3 The
Exchange also seeks to amend certain
Exchange rules relating to the operation
of the Plan for the Purpose of Creating
and Operating an Intermarket Option
Linkage (‘‘Linkage Plan’’) to
accommodate the implementation of
pertinent ABC rules and other proposed
rule changes described herein.4 Finally,
this proposed rule change also would
implement several other amendments to
conform other Exchange rules to the
proposal. The Exchange notes that the
proposal substantially mirrors changes
recently adopted by the Chicago Board
3 The Exchange submits that all incoming
customer orders are represented in the ANTE
Central Book, and if marketable, will be
automatically executed subject to a number of
limited exceptions. Orders that are otherwise
eligible for automatic execution may not receive an
automatic execution: (i) Whenever the Amex Best
Bid or Offer (ABBO) crosses the National Best Bid
or Offer (NBBO) and causes an inversion in the
quote; or (ii) whenever a better bid or offer is being
disseminated by another options exchange and the
order is not eligible for automatic price matching.
In addition, if quotes are deemed unreliable or the
Exchange is experiencing communications or
systems problems, non-firm markets or delays in
the dissemination of quotes by the Options Price
Reporting Authority, orders will not be
automatically executed. In these limited cases,
incoming customer orders will be routed to the
ANTE Display Book for manual handling.
4 Exchange rules governing the operation of the
Linkage Plan are set forth under Amex Rules 940
through 945 and Amex Rule 941–ANTE.
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Options Exchange to eliminate DPM
agency responsibilities and establish
PAR Officials.5 The following
summarizes the effects this proposed
rule change would have on existing
Exchange rules.
a. Agency Responsibilities
Generally, Amex Rule 170 (applicable
to options transactions by Amex Rule
950–ANTE(l)) governs options
specialists on the Exchange and
describes the obligations imposed on an
options specialist. These obligations
include the general obligation, with
respect to each of a specialist’s assigned
options classes, to fulfill market-making
obligations and provide functions of a
floor broker (to the extent that the
options specialist acts as a floor broker).
Rule 170(b), in particular, describes the
floor broker and agency functions that
an options specialist is required to
perform. As a condition of being
registered as a specialist by the
Exchange, options specialists are
required to execute options orders on an
agency basis for those classes of options
assigned to them.6 Accordingly, all
options specialists on the Amex
presently act as both agent and principal
for orders in their respective assigned
options classes. The Exchange has now
determined that it is in the best interest
of the Exchange, its members, and
investors to eliminate the agency
obligation of options specialists.
This rule change proposes to
eliminate those provisions providing for
the options specialist’s broker and
agency functions and would provide
that an options specialist ‘‘shall not
execute orders as an agent or floor
broker.’’ 7 Instead, the Exchange
proposes to create a new category of
market participant, the ABC, who will
be responsible for maintaining and
operating the customer limit order book.
This responsibility would include
handling and executing orders that are
routed to the customer limit order book.
The proposal would clarify that the
specialists’ accounts shall continue to
be used by the ABC to execute P/A and
Satisfaction Orders routed to the
Exchange and that the specialists shall
continue to be liable for any charges
incurred in relation to executing such
orders. This change would afford
options specialists the ability to
concentrate their efforts exclusively on
their market-making functions and
would eliminate the potential conflicts
5 See
Securities Exchange Act Release No. 52798
(November 18, 2005), 70 FR 71344 (November 28,
2005).
6 See Amex Rule 950–ANTE(l), incorporating
Amex Rule 170 to options transactions.
7 Proposed Amex Rule 950–ANTE(l),
Commentary .01.
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associated with options specialists
acting as both principal and agent with
respect to orders they handle and trades
they make as options specialists.
The ABC would be an Exchange
employee or independent contractor
designated by the Exchange to be
responsible for: (i) Maintaining and
operating the customer limit order book
for the assigned options classes; and (ii)
effecting proper executions of orders
placed in the customer order limit book.
The ABC would be prohibited from
having an affiliation with any member
that is approved to act as a specialist,
registered options trader (‘‘ROT’’),
remote registered options trader
(‘‘RROT’’) and supplemental registered
options trader (‘‘SROT’’) on the
Exchange. The Exchange believes that
the responsibility for executing agency
orders at trading posts should belong to
the ABC, who has no interest that might
conflict with the duties owed to the
customer. Additionally, given that the
increased reliance on electronic order
execution has resulted in the virtual
elimination of manual order handling, a
vast majority of orders are currently
never handled or seen by specialists.
This trend effectively eliminates the
need for specialists to act in an agency
capacity and perform functions related
thereto.
b. Other Affected Rules
The Exchange is proposing
amendments to other Exchange rules to
allow the Exchange to reassign agency
responsibilities and obligations from the
options specialist to the ABC, as
detailed below.
Display Obligation. Currently, under
Amex Rule 958A–ANTE, an options
specialist is required to immediately
display the full price and size of any
eligible customer limit orders when
such orders represent buying or selling
interest that is at a better price or size
than the best disseminated Amex
quote.8 Because the options specialist
no longer would be operating the
customer limit order book or executing
orders as agent and since the vast
majority of orders are currently either
executed, displayed or booked
immediately and without any input
from a specialist, the Exchange proposes
to shift the display obligation in its
entirety from the options specialist to
the ABC.9 Accordingly, the ABC would
be required to maintain and keep active
8 See Amex Rule 958A–ANTE(e). See also
Securities Exchange Act Release No. 51062 (January
21, 2005), 70 FR 4163 (January 28, 2005) (File No.
SR–Amex–00–27).
9 The display obligation set forth in Amex Rule
958A–ANTE(e), along with the exceptions set forth
therein, would be moved to proposed Amex Rule
995–ANTE.
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the Exchange’s automated customer
limit order display facility in ANTE.
Due Diligence Responsibility. Under
the proposed rule, the ABC would be
required to use due diligence to execute
customer orders at the best prices
available to him or her under the rules
of the Exchange.
Public Order Book Responsibilities. In
addition to his or her responsibility for
maintaining orders in the electronic
customer order limit order book in
ANTE, the ABC also would be
prohibited from removing a booked
public customer order unless the order
is cancelled, expires, is transmitted in
accordance with Intermarket Option
Linkage (‘‘Linkage’’) obligations, or is
executed.
Linkage Obligations. As the options
specialist would no longer be executing
agency orders, this responsibility, and
any associated Linkage obligations that
previously were handled by the options
specialist, would now fall upon the
Exchange. As an employee (or
independent contractor) of the
Exchange, the ABC would be
responsible for handling Linkage orders
in the option classes appointed to him
or her. Specifically, an ABC would have
the means to: (1) Utilize an options
specialist’s account to route Principal
Acting as Agent (‘‘P/A’’) Orders 10 and
Satisfaction Orders to away markets
based on prior instructions that must be
provided by the options specialist to the
ABC, and (2) handle all Linkage orders
or portions of Linkage orders received
by the Exchange that are not
automatically executed. The ABC also
would have the means to utilize the
options specialist’s account to fill
Satisfaction Orders that result from a
Trade Through 11 that the Exchange
effects. Because the Linkage Plan
requires that P/A Orders be submitted
for the account of an eligible market
maker,12 the ABC must be able to utilize
the options specialist’s account to fulfill
the Linkage obligations imposed by
Amex rules.
Amex Linkage Rules would be
amended to require an options specialist
to make available its account to the ABC
for the purpose of enabling the ABC to
satisfy certain Linkage-related
obligations. Amex Linkage Rules also
would be amended to obligate the
10 A ‘‘Principal Acting as Agent (‘‘P/A’’) Order’’
is an order for the principal account of a specialist
(or equivalent entity on another Participant
Exchange under the Linkage Plan that is authorized
to represent public customer orders), reflecting the
terms of a related unexecuted public customer order
for which the specialist is acting as agent. See
Linkage Plan Section 2(16)(a).
11 See Amex Rule 940(b)(19).
12 See Linkage Plan Section 2(16)(a); see also
Amex Rule 940(10)(i).
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options specialist to provide the ABC
with prior written instructions for
routing P/A Orders, and Satisfaction
Orders to other markets.13 Since orders
routed pursuant to the Linkage can be
configured in numerous ways, these
written instructions would, with some
degree of specificity (i.e., state whether
the order should be routed
automatically, the means through which
the order should be routed, etc.), direct
how the ABC should handle responses
to Linkage Orders, as provided under
proposed Amex Rule 995–ANTE, as
well as detail the procedures the ABCs
would be required to follow when
utilizing the options specialists’
accounts.
Finally, when handling outbound P/A
Orders and Satisfaction Orders, the ABC
shall use due diligence to execute the
orders entrusted to him/her, act in
accordance with the prior written
instructions provided by the options
specialist for P/A Orders and
Satisfaction Orders that the ABC
represents, and act in accordance with
Amex rules regarding P/A and
Satisfaction Orders received through the
Linkage.
Compensation of ABCs. As an
Exchange employee or independent
contractor, the ABC’s compensation
would be determined and paid solely by
the Amex. No options specialist, ROT,
RROT or SROT would be permitted to
directly or indirectly compensate or
provide any other form of consideration
to an ABC.
Liability of the Exchange for Actions
of ABCs. The Exchange’s liability for the
actions of ABCs would be limited in the
same manner as currently provided
under existing Exchange rules,
including (but not limited to) Article IV,
Section 1(e) of the Amex Constitution
(Exchange Liability) and Amex Rule 61
(Exchange’s Costs of Defending Legal
Proceedings).
Firm Disseminated Market Quotes.
Amex Rule 958A–ANTE currently
provides that, in the case of an order
received by the options specialist, the
options specialist’s firm quote
obligation attaches at the time the order
is received by such specialist, regardless
of whether the options specialist is
actually aware of the order at that time.
13 The Exchange intends to file with the
Commission a request for an exemption from the
requirements set forth in Rule 608(c) of Regulation
NMS under the Act requiring the Exchange to
comply with and enforce compliance by its
members with certain provisions of the Linkage
Plan that require eligible market makers (such as
specialists and ROTs) through whom the P/A Order
is routed to be functioning as the agent with respect
to that order. This exemption would facilitate the
establishment of ABCs and their handling of
Linkage Orders.
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This provision is a direct consequence
of the fact that the options specialists
currently represent orders on the
customer limit order book in an agency
capacity from the moment such orders
are received on the book. However,
because the options specialist no longer
would be operating the customer limit
order book if the proposed rule change
were approved, Amex Rule 958A–ANTE
would be modified such that the firm
quote obligation would attach, when an
options specialist is the responsible
broker or dealer, at the same time those
obligations attach with respect to each
other responsible broker or dealer—that
is, when the order is announced to the
trading crowd either via electronic
display or by the ABC.
Rules Relating to ANTE’s Automatic
Execution Feature. Under established
procedures set forth in Amex Rule 933–
ANTE (ANTE Automatic Matching and
Execution of Options Orders), an order
eligible for automatic matching and
execution will not be automatically
executed if the Amex disseminated
quote is inferior to the NBBO by more
than the price matching amount and
instead is routed to the specialist for
manual handling. On the assumption
that the specialist would always be
responsible for representing such orders
as an agent, Commentary .01(b) provides
for automatic price matching series that
‘‘[i]f the Exchange’s best bid or offer is
inferior to the NBBO displayed by
another options exchange by more than
the price matching amount, the order
will be routed to the specialist and not
automatically executed.’’ In addition,
this Commentary also provides that if a
customer order exceeds the established
order size parameter, it will be routed to
the specialist and not automatically
executed. However, because the
Exchange has set the order size
parameter to 25,001 contracts, orders
should rarely exceed the established
order size parameter, and therefore,
would not be routed to the specialist for
manual handling. Similarly, for
automatic price improvement series,
Commentary .01(c) provides that a
‘‘customer order that exceeds the
established order size parameter will be
either automatically executed at the
Exchange’s best bid or offer if it is
within the automatic matching and
execution order size parameters * * *,
or it will be routed to the specialist and
not automatically executed.’’
Commentary .01(e) to Amex Rule
933–ANTE further provides instances in
which an order is re-routed to the
specialist and not automatically
executed. These situations are as
follows: (i) Where the current best bid
or offer for a series is crossed (e.g., 4.20
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18697
bid, 4 asked) or locked (e.g., 4 bid, 4
asked); 14 (ii) the specialist in
conjunction with a Floor Governor or
two Floor Officials determined quotes in
such options or options exchange(s) are
not reliable; or (iii) the Exchange is
experiencing communications or
systems problems, non-firm markets or
delays in the dissemination of quotes by
the Options Price Reporting Authority.
In order to make Amex Rule 933–
ANTE consistent with the proposal,
Commentary .01(b), (c) and (e) to Amex
Rule 933–ANTE would be revised to
provide that an order that is not
automatically executed will be routed to
the ABC rather than the specialist.
Duty To Report Unusual Activity.
Amex Rule 958A–ANTE also will
require the ABC, as well as the
specialist, to report to a Floor Official
any unusual activity, transactions, or
price changes or other unusual market
conditions or circumstances with
respect to the ABCs appointed option
classes that may be detrimental to the
maintenance of a fair and orderly
market.
General Options Specialist Rules.
There are also other Exchange rules
relating to options specialists that must
be amended to reflect the fact that
options specialists will not be operating
the customer limit order book or
executing orders as agent with respect to
their allocated option classes. For
example, Amex Rule 154 states, ‘‘[n]o
member or member organization shall
place with a specialist, acting as broker,
any order to effect on the Exchange any
transaction except at the market or at a
limited price.’’ The proposal would
amend Amex Rule 950–ANTE(f)
(incorporating Amex Rule 154 to
options transactions) to state that
Exchange specialists are prohibited from
acting as a floor broker or in an agency
capacity in connection with orders in
his or her assigned options classes.
Therefore, the proposal will require
members to use an independent floor
broker or book orders with the ABC
when warranted. Rule 950–ANTE(f)
would also be amended to make clear
that ABCs, not options specialists,
would accept stop, stop limit, spread or
straddle orders. Additionally, Amex
Rule 155 discusses the precedence
specialists are to assign to orders
entrusted to them as agents. The
proposal would amend Amex Rule 950–
ANTE(a) (incorporating Amex Rule 155
to options transactions) to impose the
precedence requirement on ABCs in the
case of options transactions. Finally,
Amex Rule 177 requires all specialists
to report certain activities or
14 See
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Amex Rule 951–ANTE, Commentary .01.
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information to a Floor Official. The
proposal would amend Amex Rule 950–
ANTE(a) (incorporating Rule 177 to
options) obligating the ABC, as well as
an options specialist, to report to a Floor
Official those activities and such
information as delineated in Amex Rule
177.
c. Implementation
Finally, to ensure a smooth and
orderly transition of the responsibility
for operating customer limit order book
and executing agency orders from
options specialists to ABCs, the
Exchange proposes to implement this
rule change to all applicable trading
posts over a 180-day period from the
effective date of this rule change. During
this 180-day transition period, any
options specialist who continues to
operate the customer limit order book
would continue to be subject to the
same agency obligations as currently
provided under Amex Rules 950–
ANTE(l) and 958A–ANTE(e), except
that, upon the approval of this proposal,
these prior obligations instead would be
reflected in a Regulatory Circular during
the 180-day transition period.
2. Statutory Basis
Amex believes the proposed rule
change is consistent with Section 6(b) of
the Act 15 in general and furthers the
objectives of Section 6(b)(5) of the Act 16
in particular in that it is designed to
prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, to foster
cooperation and coordination with
persons engaged in regulating, clearing,
settling, processing information with
respect to, and facilitating transactions
in securities, to remove impediments to
and perfect the mechanism of a free and
open market and a national market
system, and, in general, to protect
investors and the public interest; and is
not designed to permit unfair
discrimination between customers,
issuers, brokers, or dealers, or to
regulate by virtue of any authority
conferred by the Act matters not related
to the purpose of the Act or the
administration of the Exchange.
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B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange believes that this
proposed rule change would not impose
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act.
15 15
16 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
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17:52 Apr 12, 2007
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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
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 the Exchange consents,
the Commission will:
(A) By order approve the proposed
rule change, or
(B) Institute proceedings to determine
whether the proposed rule change
should be disapproved.
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 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 available publicly. All
submissions should refer to File
Number SR–Amex–2006–107 and
should be submitted on or before May
4, 2007.
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.17
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7–6960 Filed 4–12–07; 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:
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–Amex–2006–107 on
the subject line.
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–55602; File No. SR–Amex–
2007–33]
Self-Regulatory Organizations;
American Stock Exchange LLC; Notice
of Filing and Immediate Effectiveness
of Proposed Rule Change Relating to
the Extension of the Allocation and
Performance Evaluation Procedures
for Securities Admitted to Dealings on
an Unlisted Basis
April 9, 2007.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
• Send paper comments in triplicate
notice is hereby given that on April 3,
to Nancy M. Morris, Secretary,
2007, the American Stock Exchange LLC
Securities and Exchange Commission,
(the ‘‘Amex’’ or ‘‘Exchange’’), filed with
100 F Street, NE., Washington, DC
the Securities and Exchange
20549–1090.
Commission (‘‘Commission’’) the
All submissions should refer to File
proposed rule change as described in
Number SR–Amex–2006–107. This file
Items I and II below, which Items have
number should be included on the
been substantially prepared by
subject line if e-mail is used. To help the Exchange. The Exchange has designated
Commission process and review your
this proposal as non-controversial under
comments more efficiently, please use
Section 19(b)(3)(A)(iii) of the Act 4 and
only one method. The Commission will Rule 19b–4(f)(6) thereunder,5 which
post all comments on the Commission’s renders the proposed rule change
Internet Web site (https://www.sec.gov/
effective upon filing with the
rules/sro.shtml). Copies of the
Commission. The Commission is
submission, all subsequent
publishing this notice to solicit
amendments, all written statements
with respect to the proposed rule
17 17 CFR 200.30–3(a)(12).
change that are filed with the
1 15 U.S.C.78s(b)(1).
Commission, and all written
2 15 U.S.C. 78a.
communications relating to the
3 17 CFR 240.19b–4.
4 15 U.S.C. 78s(b)(3)(A)(iii).
proposed rule change between the
5 17 CFR 240.19b–4(f)(6).
Commission and any person, other than
Paper Comments
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Agencies
[Federal Register Volume 72, Number 71 (Friday, April 13, 2007)]
[Notices]
[Pages 18695-18698]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E7-6960]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-55583; File No. SR-Amex-2006-107]
Self-Regulatory Organizations; American Stock Exchange LLC;
Notice of Filing of Proposed Rule Change and Amendment No. 1 Thereto
Relating to Amex Book Clerks
April 5, 2007.
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 November 14, 2006, the American Stock Exchange LLC (``Amex'' 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 substantially prepared by the
Exchange. The Exchange filed Amendment No. 1 to the proposal on March
29, 2007. The Commission is publishing this notice to solicit comment
on the proposed rule change, as amended, from interested persons.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to eliminate the agency obligations of
Exchange options specialists and establish Amex book clerks (``ABCs'').
The text of the proposed rule change is available at Amex, the
Commission's Public Reference Room, and https://www.amex.com.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, Amex 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 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 purpose of this proposed rule change is to eliminate the
obligation and ability of an Exchange options specialist to act as an
agent in connection with orders in his or her assigned options classes.
This proposal would also permit the Exchange to designate Exchange
employees or independent contractors to serve as ABCs, responsible for
maintaining and operating the ANTE Central Book (i.e., the specialist's
customer limit order book) and the ANTE Display Book.\3\ The Exchange
also seeks to amend certain Exchange rules relating to the operation of
the Plan for the Purpose of Creating and Operating an Intermarket
Option Linkage (``Linkage Plan'') to accommodate the implementation of
pertinent ABC rules and other proposed rule changes described
herein.\4\ Finally, this proposed rule change also would implement
several other amendments to conform other Exchange rules to the
proposal. The Exchange notes that the proposal substantially mirrors
changes recently adopted by the Chicago Board
[[Page 18696]]
Options Exchange to eliminate DPM agency responsibilities and establish
PAR Officials.\5\ The following summarizes the effects this proposed
rule change would have on existing Exchange rules.
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\3\ The Exchange submits that all incoming customer orders are
represented in the ANTE Central Book, and if marketable, will be
automatically executed subject to a number of limited exceptions.
Orders that are otherwise eligible for automatic execution may not
receive an automatic execution: (i) Whenever the Amex Best Bid or
Offer (ABBO) crosses the National Best Bid or Offer (NBBO) and
causes an inversion in the quote; or (ii) whenever a better bid or
offer is being disseminated by another options exchange and the
order is not eligible for automatic price matching. In addition, if
quotes are deemed unreliable or the Exchange is experiencing
communications or systems problems, non-firm markets or delays in
the dissemination of quotes by the Options Price Reporting
Authority, orders will not be automatically executed. In these
limited cases, incoming customer orders will be routed to the ANTE
Display Book for manual handling.
\4\ Exchange rules governing the operation of the Linkage Plan
are set forth under Amex Rules 940 through 945 and Amex Rule 941-
ANTE.
\5\ See Securities Exchange Act Release No. 52798 (November 18,
2005), 70 FR 71344 (November 28, 2005).
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a. Agency Responsibilities
Generally, Amex Rule 170 (applicable to options transactions by
Amex Rule 950-ANTE(l)) governs options specialists on the Exchange and
describes the obligations imposed on an options specialist. These
obligations include the general obligation, with respect to each of a
specialist's assigned options classes, to fulfill market-making
obligations and provide functions of a floor broker (to the extent that
the options specialist acts as a floor broker). Rule 170(b), in
particular, describes the floor broker and agency functions that an
options specialist is required to perform. As a condition of being
registered as a specialist by the Exchange, options specialists are
required to execute options orders on an agency basis for those classes
of options assigned to them.\6\ Accordingly, all options specialists on
the Amex presently act as both agent and principal for orders in their
respective assigned options classes. The Exchange has now determined
that it is in the best interest of the Exchange, its members, and
investors to eliminate the agency obligation of options specialists.
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\6\ See Amex Rule 950-ANTE(l), incorporating Amex Rule 170 to
options transactions.
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This rule change proposes to eliminate those provisions providing
for the options specialist's broker and agency functions and would
provide that an options specialist ``shall not execute orders as an
agent or floor broker.'' \7\ Instead, the Exchange proposes to create a
new category of market participant, the ABC, who will be responsible
for maintaining and operating the customer limit order book. This
responsibility would include handling and executing orders that are
routed to the customer limit order book. The proposal would clarify
that the specialists' accounts shall continue to be used by the ABC to
execute P/A and Satisfaction Orders routed to the Exchange and that the
specialists shall continue to be liable for any charges incurred in
relation to executing such orders. This change would afford options
specialists the ability to concentrate their efforts exclusively on
their market-making functions and would eliminate the potential
conflicts associated with options specialists acting as both principal
and agent with respect to orders they handle and trades they make as
options specialists.
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\7\ Proposed Amex Rule 950-ANTE(l), Commentary .01.
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The ABC would be an Exchange employee or independent contractor
designated by the Exchange to be responsible for: (i) Maintaining and
operating the customer limit order book for the assigned options
classes; and (ii) effecting proper executions of orders placed in the
customer order limit book. The ABC would be prohibited from having an
affiliation with any member that is approved to act as a specialist,
registered options trader (``ROT''), remote registered options trader
(``RROT'') and supplemental registered options trader (``SROT'') on the
Exchange. The Exchange believes that the responsibility for executing
agency orders at trading posts should belong to the ABC, who has no
interest that might conflict with the duties owed to the customer.
Additionally, given that the increased reliance on electronic order
execution has resulted in the virtual elimination of manual order
handling, a vast majority of orders are currently never handled or seen
by specialists. This trend effectively eliminates the need for
specialists to act in an agency capacity and perform functions related
thereto.
b. Other Affected Rules
The Exchange is proposing amendments to other Exchange rules to
allow the Exchange to reassign agency responsibilities and obligations
from the options specialist to the ABC, as detailed below.
Display Obligation. Currently, under Amex Rule 958A-ANTE, an
options specialist is required to immediately display the full price
and size of any eligible customer limit orders when such orders
represent buying or selling interest that is at a better price or size
than the best disseminated Amex quote.\8\ Because the options
specialist no longer would be operating the customer limit order book
or executing orders as agent and since the vast majority of orders are
currently either executed, displayed or booked immediately and without
any input from a specialist, the Exchange proposes to shift the display
obligation in its entirety from the options specialist to the ABC.\9\
Accordingly, the ABC would be required to maintain and keep active the
Exchange's automated customer limit order display facility in ANTE.
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\8\ See Amex Rule 958A-ANTE(e). See also Securities Exchange Act
Release No. 51062 (January 21, 2005), 70 FR 4163 (January 28, 2005)
(File No. SR-Amex-00-27).
\9\ The display obligation set forth in Amex Rule 958A-ANTE(e),
along with the exceptions set forth therein, would be moved to
proposed Amex Rule 995-ANTE.
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Due Diligence Responsibility. Under the proposed rule, the ABC
would be required to use due diligence to execute customer orders at
the best prices available to him or her under the rules of the
Exchange.
Public Order Book Responsibilities. In addition to his or her
responsibility for maintaining orders in the electronic customer order
limit order book in ANTE, the ABC also would be prohibited from
removing a booked public customer order unless the order is cancelled,
expires, is transmitted in accordance with Intermarket Option Linkage
(``Linkage'') obligations, or is executed.
Linkage Obligations. As the options specialist would no longer be
executing agency orders, this responsibility, and any associated
Linkage obligations that previously were handled by the options
specialist, would now fall upon the Exchange. As an employee (or
independent contractor) of the Exchange, the ABC would be responsible
for handling Linkage orders in the option classes appointed to him or
her. Specifically, an ABC would have the means to: (1) Utilize an
options specialist's account to route Principal Acting as Agent (``P/
A'') Orders \10\ and Satisfaction Orders to away markets based on prior
instructions that must be provided by the options specialist to the
ABC, and (2) handle all Linkage orders or portions of Linkage orders
received by the Exchange that are not automatically executed. The ABC
also would have the means to utilize the options specialist's account
to fill Satisfaction Orders that result from a Trade Through \11\ that
the Exchange effects. Because the Linkage Plan requires that P/A Orders
be submitted for the account of an eligible market maker,\12\ the ABC
must be able to utilize the options specialist's account to fulfill the
Linkage obligations imposed by Amex rules.
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\10\ A ``Principal Acting as Agent (``P/A'') Order'' is an order
for the principal account of a specialist (or equivalent entity on
another Participant Exchange under the Linkage Plan that is
authorized to represent public customer orders), reflecting the
terms of a related unexecuted public customer order for which the
specialist is acting as agent. See Linkage Plan Section 2(16)(a).
\11\ See Amex Rule 940(b)(19).
\12\ See Linkage Plan Section 2(16)(a); see also Amex Rule
940(10)(i).
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Amex Linkage Rules would be amended to require an options
specialist to make available its account to the ABC for the purpose of
enabling the ABC to satisfy certain Linkage-related obligations. Amex
Linkage Rules also would be amended to obligate the
[[Page 18697]]
options specialist to provide the ABC with prior written instructions
for routing P/A Orders, and Satisfaction Orders to other markets.\13\
Since orders routed pursuant to the Linkage can be configured in
numerous ways, these written instructions would, with some degree of
specificity (i.e., state whether the order should be routed
automatically, the means through which the order should be routed,
etc.), direct how the ABC should handle responses to Linkage Orders, as
provided under proposed Amex Rule 995-ANTE, as well as detail the
procedures the ABCs would be required to follow when utilizing the
options specialists' accounts.
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\13\ The Exchange intends to file with the Commission a request
for an exemption from the requirements set forth in Rule 608(c) of
Regulation NMS under the Act requiring the Exchange to comply with
and enforce compliance by its members with certain provisions of the
Linkage Plan that require eligible market makers (such as
specialists and ROTs) through whom the P/A Order is routed to be
functioning as the agent with respect to that order. This exemption
would facilitate the establishment of ABCs and their handling of
Linkage Orders.
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Finally, when handling outbound P/A Orders and Satisfaction Orders,
the ABC shall use due diligence to execute the orders entrusted to him/
her, act in accordance with the prior written instructions provided by
the options specialist for P/A Orders and Satisfaction Orders that the
ABC represents, and act in accordance with Amex rules regarding P/A and
Satisfaction Orders received through the Linkage.
Compensation of ABCs. As an Exchange employee or independent
contractor, the ABC's compensation would be determined and paid solely
by the Amex. No options specialist, ROT, RROT or SROT would be
permitted to directly or indirectly compensate or provide any other
form of consideration to an ABC.
Liability of the Exchange for Actions of ABCs. The Exchange's
liability for the actions of ABCs would be limited in the same manner
as currently provided under existing Exchange rules, including (but not
limited to) Article IV, Section 1(e) of the Amex Constitution (Exchange
Liability) and Amex Rule 61 (Exchange's Costs of Defending Legal
Proceedings).
Firm Disseminated Market Quotes. Amex Rule 958A-ANTE currently
provides that, in the case of an order received by the options
specialist, the options specialist's firm quote obligation attaches at
the time the order is received by such specialist, regardless of
whether the options specialist is actually aware of the order at that
time. This provision is a direct consequence of the fact that the
options specialists currently represent orders on the customer limit
order book in an agency capacity from the moment such orders are
received on the book. However, because the options specialist no longer
would be operating the customer limit order book if the proposed rule
change were approved, Amex Rule 958A-ANTE would be modified such that
the firm quote obligation would attach, when an options specialist is
the responsible broker or dealer, at the same time those obligations
attach with respect to each other responsible broker or dealer--that
is, when the order is announced to the trading crowd either via
electronic display or by the ABC.
Rules Relating to ANTE's Automatic Execution Feature. Under
established procedures set forth in Amex Rule 933-ANTE (ANTE Automatic
Matching and Execution of Options Orders), an order eligible for
automatic matching and execution will not be automatically executed if
the Amex disseminated quote is inferior to the NBBO by more than the
price matching amount and instead is routed to the specialist for
manual handling. On the assumption that the specialist would always be
responsible for representing such orders as an agent, Commentary .01(b)
provides for automatic price matching series that ``[i]f the Exchange's
best bid or offer is inferior to the NBBO displayed by another options
exchange by more than the price matching amount, the order will be
routed to the specialist and not automatically executed.'' In addition,
this Commentary also provides that if a customer order exceeds the
established order size parameter, it will be routed to the specialist
and not automatically executed. However, because the Exchange has set
the order size parameter to 25,001 contracts, orders should rarely
exceed the established order size parameter, and therefore, would not
be routed to the specialist for manual handling. Similarly, for
automatic price improvement series, Commentary .01(c) provides that a
``customer order that exceeds the established order size parameter will
be either automatically executed at the Exchange's best bid or offer if
it is within the automatic matching and execution order size parameters
* * *, or it will be routed to the specialist and not automatically
executed.''
Commentary .01(e) to Amex Rule 933-ANTE further provides instances
in which an order is re-routed to the specialist and not automatically
executed. These situations are as follows: (i) Where the current best
bid or offer for a series is crossed (e.g., 4.20 bid, 4 asked) or
locked (e.g., 4 bid, 4 asked); \14\ (ii) the specialist in conjunction
with a Floor Governor or two Floor Officials determined quotes in such
options or options exchange(s) are not reliable; or (iii) the Exchange
is experiencing communications or systems problems, non-firm markets or
delays in the dissemination of quotes by the Options Price Reporting
Authority.
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\14\ See Amex Rule 951-ANTE, Commentary .01.
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In order to make Amex Rule 933-ANTE consistent with the proposal,
Commentary .01(b), (c) and (e) to Amex Rule 933-ANTE would be revised
to provide that an order that is not automatically executed will be
routed to the ABC rather than the specialist.
Duty To Report Unusual Activity. Amex Rule 958A-ANTE also will
require the ABC, as well as the specialist, to report to a Floor
Official any unusual activity, transactions, or price changes or other
unusual market conditions or circumstances with respect to the ABCs
appointed option classes that may be detrimental to the maintenance of
a fair and orderly market.
General Options Specialist Rules. There are also other Exchange
rules relating to options specialists that must be amended to reflect
the fact that options specialists will not be operating the customer
limit order book or executing orders as agent with respect to their
allocated option classes. For example, Amex Rule 154 states, ``[n]o
member or member organization shall place with a specialist, acting as
broker, any order to effect on the Exchange any transaction except at
the market or at a limited price.'' The proposal would amend Amex Rule
950-ANTE(f) (incorporating Amex Rule 154 to options transactions) to
state that Exchange specialists are prohibited from acting as a floor
broker or in an agency capacity in connection with orders in his or her
assigned options classes. Therefore, the proposal will require members
to use an independent floor broker or book orders with the ABC when
warranted. Rule 950-ANTE(f) would also be amended to make clear that
ABCs, not options specialists, would accept stop, stop limit, spread or
straddle orders. Additionally, Amex Rule 155 discusses the precedence
specialists are to assign to orders entrusted to them as agents. The
proposal would amend Amex Rule 950-ANTE(a) (incorporating Amex Rule 155
to options transactions) to impose the precedence requirement on ABCs
in the case of options transactions. Finally, Amex Rule 177 requires
all specialists to report certain activities or
[[Page 18698]]
information to a Floor Official. The proposal would amend Amex Rule
950-ANTE(a) (incorporating Rule 177 to options) obligating the ABC, as
well as an options specialist, to report to a Floor Official those
activities and such information as delineated in Amex Rule 177.
c. Implementation
Finally, to ensure a smooth and orderly transition of the
responsibility for operating customer limit order book and executing
agency orders from options specialists to ABCs, the Exchange proposes
to implement this rule change to all applicable trading posts over a
180-day period from the effective date of this rule change. During this
180-day transition period, any options specialist who continues to
operate the customer limit order book would continue to be subject to
the same agency obligations as currently provided under Amex Rules 950-
ANTE(l) and 958A-ANTE(e), except that, upon the approval of this
proposal, these prior obligations instead would be reflected in a
Regulatory Circular during the 180-day transition period.
2. Statutory Basis
Amex believes the proposed rule change is consistent with Section
6(b) of the Act \15\ in general and furthers the objectives of Section
6(b)(5) of the Act \16\ in particular in that it is designed to prevent
fraudulent and manipulative acts and practices, to promote just and
equitable principles of trade, to foster cooperation and coordination
with persons engaged in regulating, clearing, settling, processing
information with respect to, and facilitating transactions in
securities, to remove impediments to and perfect the mechanism of a
free and open market and a national market system, and, in general, to
protect investors and the public interest; and is not designed to
permit unfair discrimination between customers, issuers, brokers, or
dealers, or to regulate by virtue of any authority conferred by the Act
matters not related to the purpose of the Act or the administration of
the Exchange.
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\15\ 15 U.S.C. 78f(b).
\16\ 15 U.S.C. 78f(b)(5).
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange believes that this proposed rule change would 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
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 the Exchange consents, the Commission will:
(A) By order approve the proposed rule change, or
(B) Institute proceedings to determine whether the proposed rule
change should be disapproved.
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-Amex-2006-107 on the subject line.
Paper Comments
Send paper comments in triplicate to Nancy M. Morris,
Secretary, Securities and Exchange Commission, 100 F Street, NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-Amex-2006-107. 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
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 available publicly. All submissions should refer to File Number
SR-Amex-2006-107 and should be submitted on or before May 4, 2007.
For the Commission, by the Division of Market Regulation,
pursuant to delegated authority.\17\
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\17\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7-6960 Filed 4-12-07; 8:45 am]
BILLING CODE 8010-01-P