Self-Regulatory Organizations; American Stock Exchange LLC; Notice of Filing and Order Granting Accelerated Approval of a Proposed Rule Change Relating to the Continuation of a Quote Assist Feature in the ANTE System on a Pilot Program Basis, 26186-26188 [E7-8734]
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26186
Federal Register / Vol. 72, No. 88 / Tuesday, May 8, 2007 / Notices
SECURITIES AND EXCHANGE
COMMISSION
Proposed Collection; Comment
Request
Upon Written Request, Copies Available
From: Securities and Exchange
Commission, Office of Filings and
Information Services, Washington, DC
20549
cprice-sewell on PROD1PC66 with NOTICES
Extension:
Rule 19h–1, SEC File No. 270–247, OMB
Control No. 3235–0259.
Notice is hereby given that pursuant
to the Paperwork Reduction Act of 1995
(44 U.S.C. 3501 et seq.) the Securities
and Exchange Commission
(‘‘Commission’’) intends to submit to
the Office of Management and Budget a
request for extension of the previously
approved collection of information
discussed below.
• Rule 19h–1 (17 CFR 240.19h–1):
SRO notification of admission and/or
continuance despite statutory
disqualification.
Rule 19h–1 (‘‘Rule’’) under the
Securities Exchange Act of 1934 (17
U.S.C. 78a et seq.) prescribes the form
and content of notices and applications
by self-regulatory organizations
(‘‘SROs’’) regarding proposed
admissions to, or continuances in,
membership, participation or
association with a member of any
person subject to a statutory
disqualification.
The Commission uses the information
provided in the submissions filed
pursuant to Rule 19h–1 to review
decisions by SROs to permit the entry
into or continuance in the securities
business of persons who have
committed serious misconduct. The
filings submitted pursuant to the Rule
also permit inclusion of an application
to the Commission for consent to
associate with a member of an SRO
notwithstanding a Commission order
barring such association.
The Commission reviews filings made
pursuant to the Rule to ascertain
whether it is in the public interest to
permit the employment in the securities
business of persons subject to statutory
disqualification. The filings contain
information that is essential to the staff’s
review and ultimate determination on
whether an association or employment
is in the public interest and consistent
with investor protection.
It is estimated that approximately 5
respondents will make submissions
pursuant to this rule annually and that
they each will make 5 responses, for a
total burden of 200 hours, based upon
past submissions (25 × 8 = 200). The
staff estimates that the average number
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15:36 May 07, 2007
Jkt 211001
of hours necessary to complete a
submission pursuant to Rule 19h–1 is 8
hours. The average cost per hour for
completion of a submission is
approximately $101. Therefore, the total
cost of compliance for the respondents
is $20,200. (25 responses × 8 hours per
response × $101 per hour).
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
estimates 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
comments and suggestions submitted in
writing within 60 days of this
publication.
Direct your written comments to R.
Corey Booth, Director/Chief Information
Officer, Securities and Exchange
Commission, c/o Shirley Martinson,
6432 General Green Way, Alexandria,
VA 22312 or send an e-mail to:
PRA_Mailbox@sec.gov. Comments must
be submitted to OMB within 60 days of
this notice.
Dated: April 30, 2007.
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7–8737 Filed 5–7–07; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–55685; File No. SR–Amex–
2007–41]
Self-Regulatory Organizations;
American Stock Exchange LLC; Notice
of Filing and Order Granting
Accelerated Approval of a Proposed
Rule Change Relating to the
Continuation of a Quote Assist Feature
in the ANTE System on a Pilot Program
Basis
April 30, 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 April 24,
2006, the American Stock Exchange LLC
(‘‘Amex’’ or ‘‘Exchange’’) filed with the
1 15
2 17
PO 00000
U.S.C. 78s(b)(1).
CFR 240.19b–4.
Frm 00116
Fmt 4703
Sfmt 4703
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been
substantially prepared by the Exchange.
The Commission is publishing this
notice and order to solicit comments on
the proposed rule change from
interested persons and to grant
accelerated approval to the proposed
rule change.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
Amex Rule 958A—ANTE (e) (the
‘‘Rule’’) to extend until April 30, 2008,
its pilot program implementing a quoteassist feature in the Exchange’s ANTE
system (‘‘Pilot Program’’). The text of
the proposed rule change is available at
the Exchange, 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, the
Exchange 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 III below. Amex
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 Rule currently requires all option
specialists to execute or display
customer limit orders that improve the
bid or offer by price or size immediately
upon receipt, unless one of the
exceptions set forth in the Rule applies.
‘‘Immediately upon receipt’’ is defined
in the Rule ‘‘as soon as practicable
which shall mean, under normal market
conditions, no later than 30 seconds
after receipt’’.3
In order to assist the specialists in
complying with the Rule as described
above, the ANTE System provides
specialists with an automated quote
assist feature on a pilot program basis.4
3 See Securities Exchange Act Release No. 51062
(January 21, 2005) 70 FR 4163 (January 28, 2005).
4 See Securities Exchange Act Release Nos. 49747
(May 20, 2004), 69 FR 30344, 30347 (May 27, 2004)
(approving implementation of the ANTE system,
E:\FR\FM\08MYN1.SGM
08MYN1
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Federal Register / Vol. 72, No. 88 / Tuesday, May 8, 2007 / Notices
The quote assist feature automatically
displays eligible limit orders within a
configurable time that can be set on a
class-by-class basis by the Exchange.
The time frame within which limit
orders must be addressed, a maximum
of 30 seconds under the Rule, may be
set to a shorter time period by the
Exchange. The specialist maintaining
the quote assist feature may then use the
feature to automatically display orders
within a shorter time period than the
time period set by the Exchange.
While all customer limit orders are
expected to be displayed immediately,
the quote assist feature can be set to
automatically display limit orders at or
close to the end of the 30-second time
frame or within any other shorter time
frame established by the Exchange. In
instances where the specialist has not
addressed the order within the
applicable 30-second period, the quote
assist feature will automatically display
the eligible customer limit order in the
limit order book at or close to the end
of that period. The quote assist feature
helps to ensure that eligible customer
limit orders are displayed within the
required time period then in effect. Rule
958A—ANTE (e)(4) currently requires
the specialist to maintain and keep
active the limit order quote assist
feature. The specialist may establish the
time frame within which the quote
assist feature displays eligible customer
limit orders, which time frame does not
exceed the customer limit order display
requirement set forth in the Rule. The
specialist may deactivate the quote
assist feature provided Floor Official
approval is obtained. The specialist
must obtain Floor Official approval as
soon as practicable but in no event later
than three minutes after deactivation. If
the specialist does not receive approval
within three minutes after deactivation,
the Exchange will review the matter as
a regulatory issue. Floor Officials will
grant approval only in instances when
there is an unusual influx of orders or
movement of the underlying that would
result in gap pricing or other unusual
circumstances. The Exchange will
document all instances where a Floor
Official has granted approval.
The Exchange notes that the quote
assist feature does not relieve the
specialists of their obligation to display
customer limit orders immediately. To
the extent that a specialist excessively
relies on the quote assist feature to
display eligible limit orders without
including the quote assist feature on a pilot basis);
51955 (June 30, 2005), 70 FR 39812 (July 11, 2005)
(extending the Pilot Program until April 30, 2006);
and 53950 (June 6, 2006) 71 FR 34401 (June 14,
2006) (extending the Pilot Program until April 30,
2007).
VerDate Aug<31>2005
15:36 May 07, 2007
Jkt 211001
attempting to address the orders
immediately, the specialist could be
violating the Rule. However, brief or
intermittent reliance on the quote assist
feature by a specialist during an
unexpected surge in trading activity in
an option class would not violate the
Rule if used when the specialist is not
physically able to address all the
eligible limit orders within 30 seconds.
The Exchange has issued a regulatory
notice discussing excessive reliance on
the quote assist feature.
The Exchange will continue to
conduct surveillance to ensure that
specialists comply with their obligation
to execute or book all eligible limit
orders within the time period prescribed
by Exchange rules. The Exchange
commits to conduct surveillance
designed to detect whether specialists as
a matter of course rely on the quoteassist feature to display all eligible limit
orders. A practice of excessive reliance
upon the quote assist feature will be
reviewed by the Division of Regulation
and Compliance as a possible violation
of the Rule. The Exchange runs its limit
order display exception report at
various display intervals in an attempt
to detect a pattern suggestive of undue
reliance on the quote assist feature. The
Exchange reports to the Commission
every three months the statistical data it
uses to determine whether there has
been impermissible reliance on the
quote assist feature by specialists.
The Exchange now proposes to
continue the quote assist feature on a
pilot program basis from April 30, 2007
until April 30, 2008.
2. Statutory Basis
The proposed rule change is
consistent with Section 6(b) of the Act,5
in general, and furthers the objectives of
Section 6(b)(5) of the Act,6 in particular,
in that it is designed to prevent
fraudulent and manipulative acts and
practices and to promote just and
equitable principles of trade.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received from
Members, Participants, or Others
No written comments were solicited
or received with respect to the proposed
rule change.
5 15
6 15
PO 00000
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
Frm 00117
Fmt 4703
Sfmt 4703
26187
III. Solicitation of Comments
Interested persons are invited to
submit written data, views and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–Amex–2007–41 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Nancy M. Morris, Secretary,
Securities and Exchange Commission,
Station Place, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–Amex–2007–41. 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 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–2007–41 and should
be submitted on or before May 29, 2007.
IV. Commission’s Findings and Order
Granting Accelerated Approval of the
Proposed Rule Change
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
E:\FR\FM\08MYN1.SGM
08MYN1
26188
Federal Register / Vol. 72, No. 88 / Tuesday, May 8, 2007 / Notices
exchange.7 In particular, the
Commission finds that the proposed
rule change is consistent with the
requirements of Section 6(b)(5) of the
Act,8 which requires, among other
things, that the rules of the 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 a national market system, and, in
general, to protect investors and the
public interest.
The Commission believes that the
quote assist feature should help to
ensure that eligible customer limit
orders are displayed within the required
time period. The Commission notes that
the Exchange represents that it will
continue to conduct surveillance to
ensure that specialists comply with
their obligation to execute or book all
eligible limit orders within the time
period prescribed by Exchange rules,
and that excessive reliance upon the
quote assist feature will be reviewed by
the Exchange as a possible violation of
the Rule.
The Exchange has requested that the
Commission approve the proposed rule
change prior to the thirtieth day after
publication of notice of the filing in the
Federal Register. The Commission
believes that granting accelerated
approval will allow the Exchange to
continue to operate the Pilot Program
without interruption. Accordingly, the
Commission finds good cause, pursuant
to Section 19(b)(2) of the Act,9 for
approving the proposal prior to the
thirtieth day after publication of the
notice of the filing thereof in the
Federal Register.
V. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,10 that the
proposed rule change (SR–Amex–2007–
41) is hereby approved on an
accelerated basis.
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.11
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7–8734 Filed 5–7–07; 8:45 am]
cprice-sewell on PROD1PC66 with NOTICES
BILLING CODE 8010–01–P
7 In
approving the proposed rule, the Commission
has considered the rule’s impact on efficiency,
competition and capital formation. See 15 U.S.C.
78c(f).
8 15 U.S.C. 78f(b)(5).
9 15 U.S.C. 78s(b)(2).
10 15 U.S.C. 78s(b)(2).
11 17 CFR 200.30–3(a)(12).
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15:36 May 07, 2007
Jkt 211001
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–55684; File No. SR–BSE–
2007–17]
Self-Regulatory Organizations; Boston
Stock Exchange, Inc.; Notice of Filing
and Immediate Effectiveness of
Proposed Rule Change To Extend the
$1 Strike Pilot Program for an
Additional Year
April 30, 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 April 25,
2007, the Boston Stock Exchange, Inc.
(‘‘BSE’’ 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 BSE. The
Exchange has filed the proposal as a
‘‘non-controversial’’ rule change
pursuant to Section 19(b)(3)(A) of the
Act 3 and Rule 19b–4(f)(6) thereunder,4
which renders it effective upon filing
with the Commission. The Commission
is publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend its
rules to extend its $1 strike pilot
program (‘‘Pilot Program’’) for an
additional year until June 5, 2008. The
text of the proposed rule change is
available at BSE, the Commission’s
Public Reference Room, and https://
www.bostonstock.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, BSE
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. BSE has prepared
summaries, set forth in Sections A, B,
and C below, of the most significant
aspects of such statements.
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A).
4 17 CFR 240.19b–4(f)(6).
2 17
PO 00000
Frm 00118
Fmt 4703
Sfmt 4703
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of the proposed rule
change is to extend the Pilot Program 5
under the Rules of the Boston Options
Exchange (‘‘BOX’’) for an additional
year. The Pilot Program allows the
Boston Options Exchange Regulation
(‘‘BOXR’’), the department of BSE with
the delegated regulatory authority over
BOX, to list options on a pilot basis on
up to five selected underlying equities
trading below $20 at $1 strike price
intervals and to list $1 strike prices on
any equity option included in the $1
strike price pilot program of any other
options exchange until June 5, 2007.
The proposed rule change retains the
text of Supplementary Material .02 to
Section 6 of Chapter IV of the BOX
Rules, as currently established on a pilot
basis, and seeks to extend the operation
of the Pilot Program for another year
until June 5, 2008.
Chapter IV, Section 6 of the BOX
Rules establishes guidelines regarding
the addition of options series for trading
on BOX. Under the Pilot Program, in
order to be eligible for selection into the
Pilot Program, the underlying stock
must close below $20 on its primary
market on the previous trading day. If
selected for the Pilot Program, BOXR
may list strike prices at $1 intervals
from $3 to $20, but no $1 strike price
may be listed that is greater than $5
from the underlying stock’s closing
price on its primary market on the
previous day. BOXR also may list $1
strikes on any other options class
designated by another options exchange
that employs a similar pilot program
under its rules. BOXR may not list longterm option series (‘‘LEAPS’’) at $1
strike price intervals for any class
selected for the Pilot Program. BOXR
also is restricted from listing any series
that would result in strike prices being
$0.50 apart.
The Pilot Program was initially
proposed in reaction to the general
decrease in stock prices and the
proliferation of stocks trading below
$20, including some of the most widely
held and actively traded equity
securities listed on the New York Stock
5 BSE implemented the Pilot Program in February
2004 and extended it three times through June 5,
2007. See Securities Exchange Act Release Nos.
49292 (February 20, 2004), 69 FR 8993 (February
26, 2004) (SR–BSE–2004–01) (establishing the Pilot
Program); 49806 (June 4, 2004), 69 FR 32640 (June
10, 2004) (SR–BSE–2004–22); 51778 (June 2, 2005),
70 FR 33562 (June 8, 2005) (SR–BSE–2005–18); and
53855 (May 24, 2006), 71 FR 30973 (May 31, 2006)
(SR–BSE–2006–19).
E:\FR\FM\08MYN1.SGM
08MYN1
Agencies
[Federal Register Volume 72, Number 88 (Tuesday, May 8, 2007)]
[Notices]
[Pages 26186-26188]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E7-8734]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-55685; File No. SR-Amex-2007-41]
Self-Regulatory Organizations; American Stock Exchange LLC;
Notice of Filing and Order Granting Accelerated Approval of a Proposed
Rule Change Relating to the Continuation of a Quote Assist Feature in
the ANTE System on a Pilot Program Basis
April 30, 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 April 24, 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 and
II below, which Items have been substantially prepared by the Exchange.
The Commission is publishing this notice and order to solicit comments
on the proposed rule change from interested persons and to grant
accelerated approval to the proposed rule change.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend Amex Rule 958A--ANTE (e) (the
``Rule'') to extend until April 30, 2008, its pilot program
implementing a quote-assist feature in the Exchange's ANTE system
(``Pilot Program''). The text of the proposed rule change is available
at the Exchange, 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, the Exchange 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 III below. Amex 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 Rule currently requires all option specialists to execute or
display customer limit orders that improve the bid or offer by price or
size immediately upon receipt, unless one of the exceptions set forth
in the Rule applies. ``Immediately upon receipt'' is defined in the
Rule ``as soon as practicable which shall mean, under normal market
conditions, no later than 30 seconds after receipt''.\3\
---------------------------------------------------------------------------
\3\ See Securities Exchange Act Release No. 51062 (January 21,
2005) 70 FR 4163 (January 28, 2005).
---------------------------------------------------------------------------
In order to assist the specialists in complying with the Rule as
described above, the ANTE System provides specialists with an automated
quote assist feature on a pilot program basis.\4\
[[Page 26187]]
The quote assist feature automatically displays eligible limit orders
within a configurable time that can be set on a class-by-class basis by
the Exchange. The time frame within which limit orders must be
addressed, a maximum of 30 seconds under the Rule, may be set to a
shorter time period by the Exchange. The specialist maintaining the
quote assist feature may then use the feature to automatically display
orders within a shorter time period than the time period set by the
Exchange.
---------------------------------------------------------------------------
\4\ See Securities Exchange Act Release Nos. 49747 (May 20,
2004), 69 FR 30344, 30347 (May 27, 2004) (approving implementation
of the ANTE system, including the quote assist feature on a pilot
basis); 51955 (June 30, 2005), 70 FR 39812 (July 11, 2005)
(extending the Pilot Program until April 30, 2006); and 53950 (June
6, 2006) 71 FR 34401 (June 14, 2006) (extending the Pilot Program
until April 30, 2007).
---------------------------------------------------------------------------
While all customer limit orders are expected to be displayed
immediately, the quote assist feature can be set to automatically
display limit orders at or close to the end of the 30-second time frame
or within any other shorter time frame established by the Exchange. In
instances where the specialist has not addressed the order within the
applicable 30-second period, the quote assist feature will
automatically display the eligible customer limit order in the limit
order book at or close to the end of that period. The quote assist
feature helps to ensure that eligible customer limit orders are
displayed within the required time period then in effect. Rule 958A--
ANTE (e)(4) currently requires the specialist to maintain and keep
active the limit order quote assist feature. The specialist may
establish the time frame within which the quote assist feature displays
eligible customer limit orders, which time frame does not exceed the
customer limit order display requirement set forth in the Rule. The
specialist may deactivate the quote assist feature provided Floor
Official approval is obtained. The specialist must obtain Floor
Official approval as soon as practicable but in no event later than
three minutes after deactivation. If the specialist does not receive
approval within three minutes after deactivation, the Exchange will
review the matter as a regulatory issue. Floor Officials will grant
approval only in instances when there is an unusual influx of orders or
movement of the underlying that would result in gap pricing or other
unusual circumstances. The Exchange will document all instances where a
Floor Official has granted approval.
The Exchange notes that the quote assist feature does not relieve
the specialists of their obligation to display customer limit orders
immediately. To the extent that a specialist excessively relies on the
quote assist feature to display eligible limit orders without
attempting to address the orders immediately, the specialist could be
violating the Rule. However, brief or intermittent reliance on the
quote assist feature by a specialist during an unexpected surge in
trading activity in an option class would not violate the Rule if used
when the specialist is not physically able to address all the eligible
limit orders within 30 seconds. The Exchange has issued a regulatory
notice discussing excessive reliance on the quote assist feature.
The Exchange will continue to conduct surveillance to ensure that
specialists comply with their obligation to execute or book all
eligible limit orders within the time period prescribed by Exchange
rules. The Exchange commits to conduct surveillance designed to detect
whether specialists as a matter of course rely on the quote-assist
feature to display all eligible limit orders. A practice of excessive
reliance upon the quote assist feature will be reviewed by the Division
of Regulation and Compliance as a possible violation of the Rule. The
Exchange runs its limit order display exception report at various
display intervals in an attempt to detect a pattern suggestive of undue
reliance on the quote assist feature. The Exchange reports to the
Commission every three months the statistical data it uses to determine
whether there has been impermissible reliance on the quote assist
feature by specialists.
The Exchange now proposes to continue the quote assist feature on a
pilot program basis from April 30, 2007 until April 30, 2008.
2. Statutory Basis
The proposed rule change is consistent with Section 6(b) of the
Act,\5\ in general, and furthers the objectives of Section 6(b)(5) of
the Act,\6\ in particular, in that it is designed to prevent fraudulent
and manipulative acts and practices and to promote just and equitable
principles of trade.
---------------------------------------------------------------------------
\5\ 15 U.S.C. 78f(b).
\6\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition.
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. 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-2007-41 on the subject line.
Paper Comments
Send paper comments in triplicate to Nancy M. Morris,
Secretary, Securities and Exchange Commission, Station Place, 100 F
Street NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-Amex-2007-41. 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 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-2007-41 and should be submitted on or before May
29, 2007.
IV. Commission's Findings and Order Granting Accelerated Approval of
the Proposed Rule Change
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
[[Page 26188]]
exchange.\7\ In particular, the Commission finds that the proposed rule
change is consistent with the requirements of Section 6(b)(5) of the
Act,\8\ which requires, among other things, that the rules of the
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 a national market system, and, in general, to protect
investors and the public interest.
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\7\ In approving the proposed rule, the Commission has
considered the rule's impact on efficiency, competition and capital
formation. See 15 U.S.C. 78c(f).
\8\ 15 U.S.C. 78f(b)(5).
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The Commission believes that the quote assist feature should help
to ensure that eligible customer limit orders are displayed within the
required time period. The Commission notes that the Exchange represents
that it will continue to conduct surveillance to ensure that
specialists comply with their obligation to execute or book all
eligible limit orders within the time period prescribed by Exchange
rules, and that excessive reliance upon the quote assist feature will
be reviewed by the Exchange as a possible violation of the Rule.
The Exchange has requested that the Commission approve the proposed
rule change prior to the thirtieth day after publication of notice of
the filing in the Federal Register. The Commission believes that
granting accelerated approval will allow the Exchange to continue to
operate the Pilot Program without interruption. Accordingly, the
Commission finds good cause, pursuant to Section 19(b)(2) of the
Act,\9\ for approving the proposal prior to the thirtieth day after
publication of the notice of the filing thereof in the Federal
Register.
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\9\ 15 U.S.C. 78s(b)(2).
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V. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the
Act,\10\ that the proposed rule change (SR-Amex-2007-41) is hereby
approved on an accelerated basis.
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\10\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Market Regulation,
pursuant to delegated authority.\11\
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\11\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7-8734 Filed 5-7-07; 8:45 am]
BILLING CODE 8010-01-P