Self-Regulatory Organizations; Philadelphia Stock Exchange, Inc.; Notice of Filing and Order Granting Accelerated Approval of a Proposed Rule Change, as Modified by Amendment Nos. 3 and 4 Thereto, Relating to Delisting Securities Underlying Low ADV Options, 69276-69278 [E7-23754]
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69276
Federal Register / Vol. 72, No. 235 / Friday, December 7, 2007 / Notices
OCC is not proposing to accept
escrow deposits in lieu of clearing
margin for binary options. Therefore,
Rule 1506 will state that Rule 610,
which otherwise would permit such
deposits, does not apply to binary
options.
(7) Acceleration of Expiration Date—
Rule 1507(d)
This new provision will accelerate the
expiration date of a binary option other
than a CDO or CDBO when OCC
determines in its discretion that the
underlying interest value of such option
has become fixed prior to the expiration
of the option (e.g., where the equity
security underlying a binary option has
been converted by a merger into the
right to receive a fixed amount of cash).
If the option is out of the money, it will
expire unexercised. Otherwise, it will be
automatically exercised.
III. Discussion
Section 17A(b)(3)(F) of the Act
requires, among other things, that the
rules of a clearing agency be designed to
promote the prompt and accurate
clearance and settlement of securities
transactions.7 After careful review the
Commission finds that the proposed
rule change meets the requirements of
Section 17A(b)(3)(F) of the Act because,
by amending OCC’s By-Laws so that
OCC may clear and settle options on
binary options that have been approved
to be listed and traded on Amex and
that have been proposed to be listed and
traded on CBOE, it should help promote
the prompt and accurate clearance and
settlement of such securities
transactions.
IV. Conclusion
On the basis of the foregoing, the
Commission finds that the proposed
rule change is consistent with the
requirements of the Act and in
particular Section 17A of the Act and
the rules and regulations thereunder.8
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act, that the
proposed rule change (File No. SR–
OCC–2007–08) be and hereby is
approved.
For the Commission by the Division of
Trading and Markets, pursuant to delegated
authority.9
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7–23768 Filed 12–6–07; 8:45 am]
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BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–56881; File No. SR–Phlx–
2007–72]
Self-Regulatory Organizations;
Philadelphia Stock Exchange, Inc.;
Notice of Filing and Order Granting
Accelerated Approval of a Proposed
Rule Change, as Modified by
Amendment Nos. 3 and 4 Thereto,
Relating to Delisting Securities
Underlying Low ADV Options
December 3, 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
September 21, 2007, the Philadelphia
Stock Exchange, Inc. (‘‘Phlx’’ 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 Phlx. On
October 26, 2007, the Exchange filed
Amendment No. 1 to the proposed rule
change. The Exchange withdrew
Amendment No. 1 on October 31, 2007.
The Exchange filed Amendment No. 2
to the proposed rule change on October
31, 2007.3 On November 29, 2007, the
Exchange filed Amendment No. 3 to the
proposed rule change.4 On November
30, 2007, the Exchange filed
Amendment No. 4 to the proposed rule
change.5 The Commission is publishing
this notice to solicit comments on the
proposed rule change, as modified by
Amendment Nos. 3 and 4, from
interested persons and to approve the
proposal, as amended, on an accelerated
basis.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Phlx proposes to amend Phlx
Rule 1010 (‘‘Withdrawal of Approval of
Underlying Securities’’) to enable the
Exchange to cease listing additional
series of equity options and to delist the
class of equity options where the option
has been trading on the Exchange not
less than six (6) months and the
Exchange average daily volume
(‘‘ADV’’) of the entire class of options
was less than twenty (20) contracts over
the last six (6) month period.
1 15
U.S.C. 78s(b)(1).
17 CFR 240.19b–4.
3 Amendment No. 2 superseded and replaced the
original filing in its entirety.
4 Amendment No. 3 superseded and replaced
Amendment No. 2 in its entirety.
5 Partial Amendment No. 4 made a technical
change to the title of Phlx Rule 1010.
2
7 15
U.S.C. 78q–1(b)(3)(F).
approving the proposed rule change, the
Commission considered the proposal’s impact on
efficiency, competition and capital formation. 15
U.S.C. 78c(f).
9 17 CFR 200.30–3(a)(12).
8 In
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The text of the proposed rule change
is available at Phlx, the Commission’s
Public Reference Room, and https://
www.phlx.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
Phlx 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. The Phlx 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 the proposed rule
change is to amend Phlx Rule 1010 to
enable the Exchange to cease listing
additional series of options and to delist
the class of options where the option
has been listed on the Exchange not less
than six (6) months and the ADV of the
entire class of options overlying the
security over the last six (6) month
period was less than twenty (20)
contracts.
The Exchange’s current Rule 1010
indicates that, allowing for exceptional
circumstances, where requirements for
continued listing (also known as
maintenance criteria) for listed options
are not met, additional series of options
will not be opened and the options
contracts may be delisted. The
continued listing criteria in Phlx Rule
1010 is specific to the type of
underlying security (e.g., equity
securities, Exchange Traded Fund
Shares, Trade Issued Receipts,
American Depository Receipts, Holding
Company Depository Receipts) and may
include the number of outstanding
shares of the underlying security, the
number of security holders, trading
volume, and price.
The Exchange proposes to enhance
Phlx Rule 1010 by providing that the
Exchange will not open for trading any
additional series of equity option
contracts of the class overlying a
security and may delist the class of
options if:
• The option has been listed on the
Exchange not less than six (6) months;
and
• The Exchange average daily volume
of the entire class of options over the
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last six (6) month period was less than
twenty (20) contracts.
The proposal also would provide that
if an option is singly listed only on the
Exchange, the Exchange will cease to
add new series and may delist the
option when there is no remaining open
interest in the product.
The proposal further indicates that if
the Exchange determines to delist an
option it will notify the affected
specialist (the specialist allocated
trading in the option in question) not
less than ten (10) days before the
scheduled delisting date. Within two (2)
days after receiving the notification, the
specialist has the opportunity to
respond in writing with a justification
for and/or explanation of the low ADV
in the relevant option and why he or she
believes that the Exchange should
continue to list the option. While the
specialist’s justification will not be
dispositive to the Exchange’s decision to
delist, the Exchange may take the
justification into consideration. The
Exchange will indicate its delisting
decision in writing to the specialist that
submitted the justification letter.
The Exchange believes that its low
ADV delisting proposal is consistent
with the Phlx maintenance and delisting
criteria in Phlx Rule 1010 and should
reduce or eliminate the quotation traffic
attendant to low volume options listings
that may nevertheless experience
significant quoting activity. The
Exchange believes that this should in
turn diminish the total number of
strikes that need to be maintained by the
Exchange and potentially may thereby
reduce technology costs for the
Exchange and its member organizations
and free up Exchange capacity. The
Phlx further believes that expanding the
Exchange’s ability to manage its
quotation traffic should benefit not only
the Exchange and its members, but also
public and professional traders and
ultimately the industry. Moreover, the
proposal complements and extends the
Exchange’s efforts with respect to quote
mitigation.6
The Exchange notes that the proposal
to stop adding series of equity options
6 See, e.g., Securities Exchange Act Release Nos.
55080 (January 10, 2007), 72 FR 2324 (January 18,
2007) (SR–Phlx–2006–51) (establishing
performance evaluations for streaming quote traders
(‘‘SQTs’’) and remote SQTs (‘‘RSQTs’’) to measure
efficient quoting); 55027 (December 29, 2006), 72
FR 1358 (January 11, 2007) (SR–Phlx–2006–53)
(permitting options allocations to SQTs and RSQTs
by root symbol to promote quoting efficiency);
55114 (January 17, 2007), 72 FR 3185 (January 24,
2007) (SR–Phlx–2006–81) (establishing maximum
number of quoters (‘‘MNQ’’) in equity options to
manage quote traffic and bandwidth capacity); and
56261 (August 15, 2007), 72 FR 47112 (August 22,
2007) (SR–Phlx–2007–51) (increasing the MNQ
levels to include additional participants).
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16:30 Dec 06, 2007
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and to delist low ADV options is similar
to low volume options delisting
procedures in use by other options
exchanges.7
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act,8 in general, and furthers the
objectives of Section 6(b)(5) of the Act,9
in particular, in that it is designed to
perfect the mechanism of a free and
open market and the national market
system, protect investors and the public
interest, and promote just and equitable
principles of trade. The proposal would
achieve this by enhancing Phlx Rule
1010 regarding maintenance listings to
allow for delisting historically low
volume options, thereby reducing or
eliminating attendant quote traffic.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange believes that the
proposed rule change will 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.
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–Phlx–2007–72 on the
subject line.
7 See, e.g., Securities Exchange Act Release Nos.
55154 (January 23, 2007), 72 FR 4743 (February 1,
2007) (SR–CBOE–2006–92) (delisting equity options
classes where ADV is less than 20 contracts); 56154
(July 27, 2007), 72 FR 43303 (August 3, 2007) (SR–
CBOE–2007–85) (providing exceptions to delisting
policy under certain circumstances); 55161 (January
24, 2007), 72 FR 4754 (February 1, 2007) (SR–ISE–
2006–62) (delisting equity options classes where
ADV is less than 20 contracts); and 55162 (January
24, 2007), 72 FR 4738 (February 1, 2007) (SR–
Amex–2006–106) (delisting equity options classes
where equity options ADV is less than 25
contracts).
8 15 U.S.C. 78f(b).
9 15 U.S.C. 78f(b)(5).
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69277
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–Phlx–2007–72. 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, 100 F Street, NE., Washington,
DC 20549, on official business days
between the hours of 10 a.m. and 3 p.m.
Copies of the filing also will be available
for inspection and copying at the
principal office of the Phlx. 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–Phlx–2007–72 and should
be submitted on or before December 28,
2007.
IV. Commission’s Findings and Order
Granting Accelerated Approval of
Proposed Rule Change.
After careful consideration, the
Commission finds that the Exchange’s
proposal to modify its rule regarding
maintenance listings to allow for
delisting of historically low volume
options and to cease listing additional
series of options is consistent with the
requirements of the Section 6(b) of the
Act 10 and the rules and regulations
thereunder applicable to a national
securities exchange.11 In particular, the
Commission believes that the proposed
rule change is consistent with Section
6(b)(5) of the Act, which requires,
10 15
U.S.C. 78f(b).
approving this proposed rule change, the
Commission has considered its impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
11 In
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Federal Register / Vol. 72, No. 235 / Friday, December 7, 2007 / Notices
among other things, that the rules of a
national securities exchange be
designed to promote just and equitable
principles of trade, to perfect the
mechanism of a free and open market
and a national market system, and, in
general, to protect investors and the
public interest.12 The Commission
proposal should help to mitigate quote
traffic of the Exchange and manage
capacity concerns by providing the
Exchange with the ability to cease
listing new series in, and possibly
delist, options classes with low trading
volume, thus reducing or eliminating
quotations in such classes that may
experience significant quoting activity,
but very little trading activity.
The Phlx has requested that the
Commission find good cause for
approving the proposed rule change
prior to the thirtieth day after
publication of the notice thereof in the
Federal Register. The Commission
believes that granting accelerated
approval of the proposal will allow the
Phlx to immediately implement its
delisting policy, which should help to
reduce options quote traffic on the
Exchange. The Commission notes that
Phlx’s proposal is similar to delisting
strategies adopted by other exchanges,
which also were adopted to mitigate
options quote traffic.13 Accordingly, the
Commission finds good cause, pursuant
to Section 19(b)(2) of the Act,14 for
approving the proposed rule change
prior to the thirtieth day after
publication of the notice thereof in the
Federal Register.
V. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,15 that the
proposed rule change, as amended (SR–
Phlx–2007–72), is hereby approved on
an accelerated basis.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7–23754 Filed 12–6–07; 8:45 am]
pwalker on PROD1PC71 with NOTICES
BILLING CODE 8011–01–P
collection and supporting documents, to
Andrea Lage, who may be reached at
(202) 663–1399.
DEPARTMENT OF STATE
[Public Notice: 6010]
60-Day Notice of Proposed Information
Collection: DS–160, Nonimmigrant
Visa Electronic Application, OMB
1405–XXXX
Notice of request for public
comments.
ACTION:
SUMMARY: The Department of State is
seeking Office of Management and
Budget (OMB) approval for the
information collection described below.
The purpose of this notice is to allow 60
days for public comment in the Federal
Register preceding submission to OMB.
We are conducting this process in
accordance with the Paperwork
Reduction Act of 1995.
• Title of Information Collection:
Nonimmigrant Visa Electronic
Application.
• OMB Control Number: None.
• Type of Request: New Collection.
• Originating Office: Bureau of
Consular Affairs, Visa Services (CA/
VO).
• Form Number: DS–160.
• Respondents: All nonimmigrant
visa applicants.
• Estimated Number of Respondents:
12,300,000.
• Estimated Number of Responses:
12,300,000.
• Average Hours Per Response: 75
minutes.
• Total Estimated Burden:
153,750,000 hours.
• Frequency: Once per visa
application.
• Obligation to Respond: Required to
Obtain Benefit.
DATES: The Department will accept
comments from the public up to 60 days
from December 7, 2007.
ADDRESSES: You may submit comments
by any of the following methods:
• Web: Persons with access to the
internet may also view and comment on
this notice by going to the
regulations.gov Web site at
http:www.regulations.gov/index/cfm.
• Mail (paper, disk, or CD–ROM
submissions): Chief, Legislation and
Regulations Division, Visa Services—
DS–160, 2401 E Street, NW.,
Washington DC 20520–30106.
You must include the DS form number
(if applicable), information collection
title, and OMB control number in any
correspondence.
12 15
FOR FURTHER INFORMATION CONTACT:
13 See
We are
soliciting public comments to permit
the Department to:
• Evaluate whether the proposed
information collection is necessary for
the proper performance of our
functions.
• Evaluate the accuracy of our
estimate of the burden of the proposed
collection, including the validity of the
methodology and assumptions used.
• Enhance the quality, utility, and
clarity of the information to be
collected.
• Minimize the reporting burden on
those who are to respond, including the
use of automated collection techniques
or other forms of technology.
SUPPLEMENTARY INFORMATION:
Abstract of Proposed Collection
The Nonimmigrant Visa Electronic
Application (DS–160) will be used to
collect biographical information from
individuals seeking a nonimmigrant
visa. The consular officer uses the
information collected to determine the
applicant’s eligibility for a visa. This
collection combines questions from
current information collections DS–156
(Nonimmigrant Visa Application), DS–
156E (Nonimmigrant Treaty Trader
Investor Application), DS–156K
´
(Nonimmigrant Fiance Application),
DS–157 (Nonimmigrant Supplemental
Visa Application), DS–158 (Contact
Information and Work History
Application), and DS–3052
(Nonimmigrant V Visa Application).
Methodology
The DS–160 will be submitted
electronically to the Department via the
Internet. The applicant will be
instructed to print a confirmation page
containing a bar-coded record locator,
which will be scanned at the time of
processing. Applicants who submit the
electronic application will no longer
submit paper-based applications to the
Department.
Dated: November 20, 2007.
June H. Kunsman,
Managing Director, Bureau of Consular
Affairs, Department of State.
[FR Doc. E7–23814 Filed 12–6–07; 8:45 am]
Direct requests for additional
information regarding the collection
listed in this notice, including requests
for copies of the proposed information
U.S.C. 78f(b)(5).
supra, note 6.
14 15 U.S.C. 78s(b)(2).
15 15 U.S.C. 78s(b)(2).
16 17 CFR 200.30–3(a)(12).
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Agencies
[Federal Register Volume 72, Number 235 (Friday, December 7, 2007)]
[Notices]
[Pages 69276-69278]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E7-23754]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-56881; File No. SR-Phlx-2007-72]
Self-Regulatory Organizations; Philadelphia Stock Exchange, Inc.;
Notice of Filing and Order Granting Accelerated Approval of a Proposed
Rule Change, as Modified by Amendment Nos. 3 and 4 Thereto, Relating to
Delisting Securities Underlying Low ADV Options
December 3, 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 September 21, 2007, the Philadelphia Stock Exchange, Inc. (``Phlx''
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 Phlx. On
October 26, 2007, the Exchange filed Amendment No. 1 to the proposed
rule change. The Exchange withdrew Amendment No. 1 on October 31, 2007.
The Exchange filed Amendment No. 2 to the proposed rule change on
October 31, 2007.\3\ On November 29, 2007, the Exchange filed Amendment
No. 3 to the proposed rule change.\4\ On November 30, 2007, the
Exchange filed Amendment No. 4 to the proposed rule change.\5\ The
Commission is publishing this notice to solicit comments on the
proposed rule change, as modified by Amendment Nos. 3 and 4, from
interested persons and to approve the proposal, as amended, on an
accelerated basis.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2 \ 17 CFR 240.19b-4.
\3\ Amendment No. 2 superseded and replaced the original filing
in its entirety.
\4\ Amendment No. 3 superseded and replaced Amendment No. 2 in
its entirety.
\5\ Partial Amendment No. 4 made a technical change to the title
of Phlx Rule 1010.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Phlx proposes to amend Phlx Rule 1010 (``Withdrawal of Approval
of Underlying Securities'') to enable the Exchange to cease listing
additional series of equity options and to delist the class of equity
options where the option has been trading on the Exchange not less than
six (6) months and the Exchange average daily volume (``ADV'') of the
entire class of options was less than twenty (20) contracts over the
last six (6) month period.
The text of the proposed rule change is available at Phlx, the
Commission's Public Reference Room, and https://www.phlx.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 Phlx 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. The Phlx 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 the proposed rule change is to amend Phlx Rule 1010
to enable the Exchange to cease listing additional series of options
and to delist the class of options where the option has been listed on
the Exchange not less than six (6) months and the ADV of the entire
class of options overlying the security over the last six (6) month
period was less than twenty (20) contracts.
The Exchange's current Rule 1010 indicates that, allowing for
exceptional circumstances, where requirements for continued listing
(also known as maintenance criteria) for listed options are not met,
additional series of options will not be opened and the options
contracts may be delisted. The continued listing criteria in Phlx Rule
1010 is specific to the type of underlying security (e.g., equity
securities, Exchange Traded Fund Shares, Trade Issued Receipts,
American Depository Receipts, Holding Company Depository Receipts) and
may include the number of outstanding shares of the underlying
security, the number of security holders, trading volume, and price.
The Exchange proposes to enhance Phlx Rule 1010 by providing that
the Exchange will not open for trading any additional series of equity
option contracts of the class overlying a security and may delist the
class of options if:
The option has been listed on the Exchange not less than
six (6) months; and
The Exchange average daily volume of the entire class of
options over the
[[Page 69277]]
last six (6) month period was less than twenty (20) contracts.
The proposal also would provide that if an option is singly listed
only on the Exchange, the Exchange will cease to add new series and may
delist the option when there is no remaining open interest in the
product.
The proposal further indicates that if the Exchange determines to
delist an option it will notify the affected specialist (the specialist
allocated trading in the option in question) not less than ten (10)
days before the scheduled delisting date. Within two (2) days after
receiving the notification, the specialist has the opportunity to
respond in writing with a justification for and/or explanation of the
low ADV in the relevant option and why he or she believes that the
Exchange should continue to list the option. While the specialist's
justification will not be dispositive to the Exchange's decision to
delist, the Exchange may take the justification into consideration. The
Exchange will indicate its delisting decision in writing to the
specialist that submitted the justification letter.
The Exchange believes that its low ADV delisting proposal is
consistent with the Phlx maintenance and delisting criteria in Phlx
Rule 1010 and should reduce or eliminate the quotation traffic
attendant to low volume options listings that may nevertheless
experience significant quoting activity. The Exchange believes that
this should in turn diminish the total number of strikes that need to
be maintained by the Exchange and potentially may thereby reduce
technology costs for the Exchange and its member organizations and free
up Exchange capacity. The Phlx further believes that expanding the
Exchange's ability to manage its quotation traffic should benefit not
only the Exchange and its members, but also public and professional
traders and ultimately the industry. Moreover, the proposal complements
and extends the Exchange's efforts with respect to quote mitigation.\6\
---------------------------------------------------------------------------
\6\ See, e.g., Securities Exchange Act Release Nos. 55080
(January 10, 2007), 72 FR 2324 (January 18, 2007) (SR-Phlx-2006-51)
(establishing performance evaluations for streaming quote traders
(``SQTs'') and remote SQTs (``RSQTs'') to measure efficient
quoting); 55027 (December 29, 2006), 72 FR 1358 (January 11, 2007)
(SR-Phlx-2006-53) (permitting options allocations to SQTs and RSQTs
by root symbol to promote quoting efficiency); 55114 (January 17,
2007), 72 FR 3185 (January 24, 2007) (SR-Phlx-2006-81) (establishing
maximum number of quoters (``MNQ'') in equity options to manage
quote traffic and bandwidth capacity); and 56261 (August 15, 2007),
72 FR 47112 (August 22, 2007) (SR-Phlx-2007-51) (increasing the MNQ
levels to include additional participants).
---------------------------------------------------------------------------
The Exchange notes that the proposal to stop adding series of
equity options and to delist low ADV options is similar to low volume
options delisting procedures in use by other options exchanges.\7\
---------------------------------------------------------------------------
\7\ See, e.g., Securities Exchange Act Release Nos. 55154
(January 23, 2007), 72 FR 4743 (February 1, 2007) (SR-CBOE-2006-92)
(delisting equity options classes where ADV is less than 20
contracts); 56154 (July 27, 2007), 72 FR 43303 (August 3, 2007) (SR-
CBOE-2007-85) (providing exceptions to delisting policy under
certain circumstances); 55161 (January 24, 2007), 72 FR 4754
(February 1, 2007) (SR-ISE-2006-62) (delisting equity options
classes where ADV is less than 20 contracts); and 55162 (January 24,
2007), 72 FR 4738 (February 1, 2007) (SR-Amex-2006-106) (delisting
equity options classes where equity options ADV is less than 25
contracts).
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2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act,\8\ in general, and furthers the objectives of Section
6(b)(5) of the Act,\9\ in particular, in that it is designed to perfect
the mechanism of a free and open market and the national market system,
protect investors and the public interest, and promote just and
equitable principles of trade. The proposal would achieve this by
enhancing Phlx Rule 1010 regarding maintenance listings to allow for
delisting historically low volume options, thereby reducing or
eliminating attendant quote traffic.
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\8\ 15 U.S.C. 78f(b).
\9\ 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 the proposed rule change will 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.
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-Phlx-2007-72 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-Phlx-2007-72. 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, 100 F Street, NE.,
Washington, DC 20549, on official business days between the hours of 10
a.m. and 3 p.m. Copies of the filing also will be available for
inspection and copying at the principal office of the Phlx. 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-Phlx-2007-72 and should be
submitted on or before December 28, 2007.
IV. Commission's Findings and Order Granting Accelerated Approval of
Proposed Rule Change.
After careful consideration, the Commission finds that the
Exchange's proposal to modify its rule regarding maintenance listings
to allow for delisting of historically low volume options and to cease
listing additional series of options is consistent with the
requirements of the Section 6(b) of the Act \10\ and the rules and
regulations thereunder applicable to a national securities
exchange.\11\ In particular, the Commission believes that the proposed
rule change is consistent with Section 6(b)(5) of the Act, which
requires,
[[Page 69278]]
among other things, that the rules of a national securities exchange be
designed to promote just and equitable principles of trade, to perfect
the mechanism of a free and open market and a national market system,
and, in general, to protect investors and the public interest.\12\ The
Commission proposal should help to mitigate quote traffic of the
Exchange and manage capacity concerns by providing the Exchange with
the ability to cease listing new series in, and possibly delist,
options classes with low trading volume, thus reducing or eliminating
quotations in such classes that may experience significant quoting
activity, but very little trading activity.
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\10\ 15 U.S.C. 78f(b).
\11\ In approving this proposed rule change, the Commission has
considered its impact on efficiency, competition, and capital
formation. See 15 U.S.C. 78c(f).
\12\ 15 U.S.C. 78f(b)(5).
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The Phlx has requested that the Commission find good cause for
approving the proposed rule change prior to the thirtieth day after
publication of the notice thereof in the Federal Register. The
Commission believes that granting accelerated approval of the proposal
will allow the Phlx to immediately implement its delisting policy,
which should help to reduce options quote traffic on the Exchange. The
Commission notes that Phlx's proposal is similar to delisting
strategies adopted by other exchanges, which also were adopted to
mitigate options quote traffic.\13\ Accordingly, the Commission finds
good cause, pursuant to Section 19(b)(2) of the Act,\14\ for approving
the proposed rule change prior to the thirtieth day after publication
of the notice thereof in the Federal Register.
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\13\ See supra, note 6.
\14\ 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,\15\ that the proposed rule change, as amended (SR-Phlx-2007-72),
is hereby approved on an accelerated basis.
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\15\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Trading and Markets, pursuant
to delegated authority.\16\
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\16\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7-23754 Filed 12-6-07; 8:45 am]
BILLING CODE 8011-01-P