Sunshine Act Meeting, 28732 [E7-9779]
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28732
Federal Register / Vol. 72, No. 98 / Tuesday, May 22, 2007 / Notices
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 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.
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,
VA 22312 or send an e-mail to:
PRA_Mailbox@sec.gov. Comments must
be submitted within 60 days of this
notice.
Dated: May 16, 2007.
J. Lynn Taylor,
Assistant Secretary.
[FR Doc. E7–9809 Filed 5–21–07; 8:45 am]
BILLING CODE 8010–01–P
Sunshine Act Meeting
FEDERAL REGISTER CITATION OF PREVIOUS
ANNOUNCEMENT: [To be published].
PLACE:
[Release No. 34–55772; File No. SR–CBOE–
2007–45]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Relating to the
Implementation of a ‘‘Holdback Timer’’
May 16, 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 May 8,
2007, the Chicago Board Options
Exchange, Incorporated (‘‘Exchange’’ or
‘‘CBOE’’) 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 Exchange filed the
proposal as a ‘‘non-controversial’’
proposed rule change pursuant to
Section 19(b)(3)(A)(iii) of the Act 3 and
Rule 19b–4(f)(6) thereunder.4 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
SECURITIES AND EXCHANGE
COMMISSION
STATUS:
SECURITIES AND EXCHANGE
COMMISSION
Closed Meeting.
100 F Street, NE., Washington,
DC.
DATE AND TIME OF PREVIOUSLY ANNOUNCED
MEETING: Thursday, May 17, 2007 at
The Exchange proposes to amend
CBOE Rule 6.23A pertaining to the
implementation of a ‘‘holdback timer.’’
The text of the proposed rule change is
available on the Exchange’s Web site
(https://www.cboe.com), at the
Exchange’s Office of the Secretary and
at the Commission’s Public Reference
Room.
CHANGE IN THE MEETING:
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
Dated: May 17, 2007.
Nancy M. Morris,
Secretary.
[FR Doc. E7–9779 Filed 5–21–07; 8:45 am]
In its filing with the Commission, the
self-regulatory organization 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 those 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 parts of such
statements.
9:45 a.m.
jlentini on PROD1PC65 with NOTICES
Cancellation of
Meeting.
The Closed Meeting scheduled for
Thursday, May 17, 2007 has been
cancelled.
For further information please contact
the Office of the Secretary at (202) 551–
5400.
BILLING CODE 8010–01–P
1 15
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A)(iii).
4 17 CFR 240.19b–4(f)(6).
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A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
CBOE proposes to implement an
additional quote mitigation strategy.
Specifically, CBOE intends to
systematically limit the dissemination
of quotations and other changes to
CBOE’s best bid and offer (e.g., orders
that improve CBOE’s best bid and offer)
according to prescribed time criteria
(‘‘holdback timer’’). For instance, if
there is a change in the price of a
security underlying an option, multiple
market participants may adjust the price
or size of their quotes. Rather than
disseminating each individual change,
the holdback timer permits CBOE to
wait until multiple market participants
have adjusted their quotes and then to
disseminate a new quotation. This
mechanism helps to prevent the
‘‘flickering’’ of quotations. CBOE
proposes to codify the holdback timer in
Rule 6.23A.
CBOE will utilize a holdback timer
that delays quotation updates to OPRA
for no longer than one (1) second, and
will only be used in option classes
trading on the Hybrid Trading System
and Hybrid 2.0 Platform. CBOE may
vary the holdback timer by option class.
If the holdback timer is not being
utilized in an option class trading on the
Hybrid Trading System or Hybrid 2.0
Platform, CBOE will notify its members.
CBOE does not intend to disclose the
length of the holdback timer to its
members or non-members. CBOE notes
that the holdback timer addresses the
dissemination to OPRA of quotation
updates and other changes to CBOE’s
best bid and offer, and not the execution
of orders.
The Commission recently approved
the International Securities Exchange’s
(‘‘ISE’’) and the American Stock
Exchange’s (‘‘Amex’’) usage of a
holdback timer as a quote mitigation
strategy.5 Additionally, and as noted in
the approval orders codifying the ISE’s
and Amex’s usage of a holdback timer,
the Securities Information and Financial
Markets Association strongly endorsed
the usage of a holdback timer as a quote
mitigation strategy.6
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with the Act
5 See Securities Exchange Act Release Nos. 55161
(January 24, 2007), 72 FR 4754 (February 1, 2007)
(order approving SR–ISE–2006–62); 55162 (January
24, 2007), 72 FR 4738 (February 1, 2007) (order
approving SR–Amex–2006–106).
6 Id.
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Agencies
[Federal Register Volume 72, Number 98 (Tuesday, May 22, 2007)]
[Notices]
[Page 28732]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E7-9779]
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SECURITIES AND EXCHANGE COMMISSION
Sunshine Act Meeting
Federal Register Citation of Previous Announcement: [To be published].
Status: Closed Meeting.
Place: 100 F Street, NE., Washington, DC.
Date and Time of Previously Announced Meeting: Thursday, May 17, 2007
at 9:45 a.m.
Change in the Meeting: Cancellation of Meeting.
The Closed Meeting scheduled for Thursday, May 17, 2007 has been
cancelled.
For further information please contact the Office of the Secretary
at (202) 551-5400.
Dated: May 17, 2007.
Nancy M. Morris,
Secretary.
[FR Doc. E7-9779 Filed 5-21-07; 8:45 am]
BILLING CODE 8010-01-P