Self-Regulatory Organizations; American Stock Exchange LLC: Notice of Filing and Order Granting Accelerated Approval to Proposed Rule Change, as Amended, Relating to Linkage Order; Boston Stock Exchange, Inc., Chicago Board Options Exchange, Incorporated; International Securities Exchange, LLC, NYSE Arca, Inc., and Philadelphia Stock Exchange, Inc.: Notice of Filing and Order Granting Accelerated Approval to a Proposed Rule Change Relating to Linkage Orders, 70354-70356 [E7-23923]
Download as PDF
70354
Federal Register / Vol. 72, No. 237 / Tuesday, December 11, 2007 / Notices
respond to a Linkage Order and the
amount of time a member sending a
Linkage Order must wait before trading
through a nonresponsive Participant
should facilitate the more timely
execution of orders across the options
markets. In addition, the Commission
finds that it is appropriate to summarily
put into effect Joint Amendment No. 25
upon publication of this notice on a
temporary basis for 120 days. The
Commission believes that such action is
appropriate in the public interest, for
the protection of investors and the
maintenance of fair and orderly markets,
because it will facilitate implementation
of the Joint Amendment No. 25 in
conjunction with the recent expansion
of the options penny quoting pilot
program.
Copies of such filings also will be
available for inspection and copying at
the principal offices of the Amex, BSE,
CBOE, ISE, NYSE Arca, and 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 publicly available. All
submissions should refer to File
Number 4–429 and should be submitted
on or before January 2, 2008.
V. Conclusion
It is therefore ordered, pursuant to
Section 11A of the Act 10 and Rule
608(b)(4) thereunder,11 that Joint
Amendment No. 25 is summarily put
into effect until April 9, 2008.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7–23920 Filed 12–10–07; 8:45 am]
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 4–429 on the subject line.
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IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether proposed Joint
Amendment No. 25 is consistent with
the Act. Comments may be submitted by
any of the following methods:
SECURITIES AND EXCHANGE
COMMISSION
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 4–429. 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.
VerDate Aug<31>2005
19:12 Dec 10, 2007
Jkt 214001
BILLING CODE 8011–01–P
[Release No. 34–56898; File Nos. SR–Amex–
2007–124; SR–BSE–2007–50; SR–CBOE–
2007–144; SR–ISE–2007–108; SR–
NYSEArca–2007–116; SR–Phlx–2007–88]
Self-Regulatory Organizations;
American Stock Exchange LLC: Notice
of Filing and Order Granting
Accelerated Approval to Proposed
Rule Change, as Amended, Relating to
Linkage Order; Boston Stock
Exchange, Inc., Chicago Board
Options Exchange, Incorporated;
International Securities Exchange,
LLC, NYSE Arca, Inc., and Philadelphia
Stock Exchange, Inc.: Notice of Filing
and Order Granting Accelerated
Approval to a Proposed Rule Change
Relating to Linkage Orders
December 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
28, 2007, November 28, 2007, November
27, 2007, November 13, 2007, December
4, 2007, and November 27, 2007, the
American Stock Exchange LLC
(‘‘Amex’’), the Boston Stock Exchange,
Inc. (‘‘BSE’’), the Chicago Board Options
Exchange, Incorporated (‘‘CBOE’’); the
10 15
U.S.C. 78k–1.
CFR 242.608(b)(4).
12 17 CFR 200.30–3(a)(29).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
11 17
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International Securities Exchange, LLC
(‘‘ISE’’), the NYSE Arca, Inc. (‘‘NYSE
Arca’’), and the Philadelphia Stock
Exchange, Inc. (‘‘Phlx’’) (each, an
‘‘Exchange’’ and, collectively, the
‘‘Exchanges’’), respectively, filed with
the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule changes as described in
Items I and II below. On December 4,
2007, Amex filed Amendment No. 1 to
its proposed rule change. The
Commission is publishing this notice to
solicit comments on the proposed rule
changes from interested persons and is
approving the proposed rule changes on
an accelerated basis.
I. Self-Regulatory Organizations’
Statement of the Terms of Substance of
the Proposed Rule Changes
The Exchanges propose to amend
their respective rules pertaining to the
Intermarket Options Linkage
(‘‘Linkage’’) to conform such rules to
Joint Amendment No. 25 3 of the Plan
for the Purpose of Creating and
Operating an Intermarket Option
Linkage (‘‘Linkage Plan’’).4 The text of
the proposed rule changes are available
at the Exchanges’ Web sites,5 the
Exchanges’ principal offices, and at the
Commission’s Public Reference Room.
II. Self-Regulatory Organizations’
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Changes
In its filing with the Commission,
each Exchange included statements
concerning the purpose of, and basis for,
its proposed rule change and discussed
any comments it received on the
proposed rule change. The text of the
statements may be examined at the
places specified in Item III below. The
Exchanges have prepared summaries,
set forth in Sections A, B, and C, below,
of the most significant aspects of such
statements.
3 See Securities Exchange Act Release No. 56893
(December 4, 2007).
4 On July 28, 2000, the Commission approved a
national market system plan for the purpose of
creating and operating an intermarket options
market linkage (‘‘Linkage’’) proposed by Amex,
CBOE, and ISE. See Securities Exchange Act
Release No. 43086 (July 28, 2000), 65 FR 48023
(August 4, 2000). Subsequently, Phlx, Pacific
Exchange, Inc. (n/k/a NYSE Arca, Inc.), and BSE
joined the Linkage Plan. See Securities Exchange
Act Release Nos. 43573 (November 16, 2000), 65 FR
70851 (November 28, 2000); 43574 (November 16,
2000), 65 FR 70850 (November 28, 2000); and 49198
(February 5, 2004), 69 FR 7029 (February 12, 2004).
5 See https://www.amex.com, https://
www.bostonstock.com, https://www.cboe.com,
https://www.iseoptions.com, https://www.nyse.com,
and https://www.phlx.com.
E:\FR\FM\11DEN1.SGM
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Federal Register / Vol. 72, No. 237 / Tuesday, December 11, 2007 / Notices
system, and, in general, to protect
investors and the public interest.
A. Self-Regulatory Organizations’
Statement for the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchanges propose to reduce
certain ‘‘turn-around’’ times in the
Linkage to 3 seconds. Specifically, if a
member 6 of an Exchange does not
receive a response to its Linkage Order 7
seconds, that member would be able to
reject any response purporting to be an
execution received thereafter. The
member would also be able to trade
through the Exchange that failed to
respond within 3 seconds after receiving
that order and, if the Exchange that sent
the Linkage Order cancels such
response, the member would be
required to cancel any purported trade
resulting from that order. The
Exchanges state that, as they have
become more automated, experience
with Linkage indicates that reducing the
turn-around time to 3 seconds is
expected to facilitate speedy executions
of orders while not adversely affecting
the ability of members to make markets
on their Exchanges. The Exchanges
submitted the proposed rule changes in
conjunction with Joint Amendment No.
25 to the Linkage Plan.8
2. Statutory Basis
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The Exchanges believe the proposed
rule changes are consistent with the Act
and the rules and regulations under the
Act applicable to national securities
exchanges and, in particular, the
requirements of Section 6(b) of the Act.9
Specifically, the Exchanges believe the
proposed rule changes are consistent
with the requirements of Section 6(b)(5)
of the Act 10 that the rules of an
exchange be designed to prevent
fraudulent and manipulative acts, 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
6 The term ‘‘member,’’ as used herein, includes
NYSE Arca OTP Holders and OTP Firms and
Boston Options Exchange (‘‘BOX’’) Options
Participants. See NYSE Arca Rules 1.1(q) and 1.1(r)
and Chapter 1, Sec. 1(a)(40) of BOX Rules,
respectively.
7 See Section 2(16) of the Linkage Plan. For the
purposes of these proposed rule changes only,
references to ‘‘Linkage Orders’’ herein pertain to
Principal Acting as Agent (‘‘P/A’’) Order and
Principal Orders. See Section 2(16)(a) and (b) of the
Linkage Plan, respectively, for definitions of ‘‘P/A
Order’’ and ‘‘Principal Order.’’
8 Joint Amendment No. 25 to the Linkage Plan
became summarily effective for a period not to
exceed 120 days on December 4, 2007. See supra
note 3.
9 15 U.S.C. 78f(b).
10 15 U.S.C. 78f(b)(5).
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19:12 Dec 10, 2007
Jkt 214001
B. Self-Regulatory Organizations’
Statement on Burden on Competition
The Exchanges believe that the
proposed rule changes would impose no
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act.
C. Self-Regulatory Organizations’
Statement on Comments on the
Proposed Rule Changes Received From
Members, Participants or Others
The Exchanges have neither solicited
nor received comments on these
proposals.
III. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
changes are 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
Numbers SR-Amex-2007–124; SR–BSE–
2007–50; SR–CBOE–2007–144; SR–ISE–
2007–108; SR-NYSEArca-2007–116; SRPhlx-2007–88 in 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
Numbers SR-Amex-2007–124; SR–BSE–
2007–50; SR–CBOE–2007–144; SR–ISE–
2007–108; SR-NYSEArca-2007–116; SRPhlx-2007–88. These file numbers
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
PO 00000
Frm 00067
Fmt 4703
Sfmt 4703
70355
available for inspection and copying in
the Commission’s Public Reference
Section, 100 F Street, NE., Washington,
DC 20549–1090 on business days
between the hours of 10 a.m. and 3 p.m.
Copies of such filing also will be
available for inspection and copying at
the principal office of the Exchanges.
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
Numbers SR-Amex-2007–124; SR–BSE–
2007–50; SR–CBOE–2007–144; SR–ISE–
2007–108; SR-NYSEArca-2007–116; SRPhlx-2007–88 and should be submitted
on or before January 2, 2008.
IV. Commission’s Findings and Order
Granting Accelerated Approval of
Proposed Rule Changes
After careful consideration, the
Commission finds that the proposed
rule changes are consistent with the
requirements of the Act and the rules
and regulations thereunder, applicable
to national securities exchanges.11 In
particular, the Commission finds that
the proposals are consistent with the
provisions of Section 6(b)(5) of the
Act 12 in that they are 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 reducing the
time required by an Exchange to
respond to a Linkage Order and
reducing the amount of time a member
sending a Linkage Order must wait
before trading through a nonresponsive
Exchange should facilitate the more
timely execution of orders across the
Exchanges.
The Commission also finds good
cause, pursuant to Section 19(b)(2) of
the Act 13 for approving the proposal
prior to the thirtieth day after the date
of publication of the notice of the filing
thereof in the Federal Register. Granting
accelerated approval would facilitate
the implementation of these changes in
conjunction with the implementation of
Joint Amendment No. 25 to the Linkage
Plan.14
11 In approving these proposed rule changes, the
Commission has considered their impact on
efficiency, competition, and capital formation. See
U.S.C. 78c(f).
12 15 U.S.C. 78f(b)(5).
13 15 U.S.C. 78s(b)(2).
14 See supra note 8.
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Federal Register / Vol. 72, No. 237 / Tuesday, December 11, 2007 / Notices
V. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act, that the
proposed rule change (SR-Amex-2007–
124), as amended, and proposed rule
changes (SR–BSE–2007–50; SR–CBOE–
2007–144; SR–ISE–2007–108; SRNYSEArca-2007–116; SR-Phlx-2007–88)
are hereby approved on an accelerated
basis.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7–23923 Filed 12–10–07; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–56903; File No. SR–CBOE–
2007–68]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Order Approving
Proposed Rule Change, as Modified by
Amendment No. 1, Relating to StockOption Orders
December 5, 2007.
I. Introduction
On June 20, 2007, the Chicago Board
Options Exchange, Incorporated
(‘‘CBOE’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’), pursuant to section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’),1 and Rule 19b–4
thereunder,2 a proposal to amend its
rules to provide for the electronic
handling and execution of stock-option
orders. The CBOE filed Amendment No.
1 to the proposal on October 19, 2007.3
The proposed rule change, as modified
by Amendment No. 1, was published for
comment in the Federal Register on
October 31, 2007.4 The Commission
received no comments regarding the
proposed rule change, as amended. This
order approves the proposed rule
change, as modified by Amendment No.
1.
II. Description of the Proposal
Currently, stock-option orders 5 are
handled manually on the CBOE and the
15 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 Amendment No. 1 replaces the original filing in
its entirety.
4 See Securities Exchange Act Release No. 56701
(October 25, 2007), 72 FR 61694.
5 A stock-option order is an order to buy or sell
a stated number of units of an underlying or a
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1 15
VerDate Aug<31>2005
19:12 Dec 10, 2007
Jkt 214001
options component is traded in open
outcry. The CBOE proposes to amend
CBOE Rule 6.53C, ‘‘Complex Orders on
the Hybrid System,’’ to allow stockoption orders to be submitted to the
Complex Order Book (‘‘COB’’) or
executed via a Complex Order Auction
(‘‘COA’’).6 The stock component of a
stock-option order will be executed
electronically on the CBOE’s electronic
stock trading facility, the CBOE Stock
Exchange (‘‘CBSX’’), consistent with
CBSX’s order execution rules.7 A stockoption order will not be executed on the
CBOE’s Hybrid System unless the stock
leg is executable on CBSX at the price(s)
necessary to achieve the desired net
price.8
An electronic stock-option order
accepted by the Hybrid System will be
auctioned in a COA when the
requirements for an auction are met. An
unexecuted stock-option order also
could be maintained in the COB or on
a PAR workstation, either of which
would monitor the marketability of the
order, taking into account the CBSX
market for the execution of the stock
component of the order.
Under the proposal, the CBOE
proposes to process stock-option orders
in a manner that is substantially similar
to the way that the CBOE currently
processes complex orders comprised
solely of options. However, a stockoption order submitted to the COB
would seek to trade first against other
stock-option orders in the COB, and
second against individual orders or
quotes on the CBOE.9 Similarly, a stockoption order submitted to a COA would
trade in the sequence set forth in CBOE
Rule 6.53C(d)(v)(1)–(4), except that
subparagraph (d)(v)(1), relating to
individual orders and quotes residing in
the EBook, would be applied last in
sequence.10 The CBOE believes that
related security coupled with either (a) the
purchase or sale of option contract(s) on the
opposite side of the market representing either the
same number of units of the underlying or related
security or the number of units of the underlying
security necessary to create a delta neutral position
or (b) the purchase or sale of an equal number of
put and call option contracts, each having the same
exercise price, expiration date and each
representing the same number of units of stock as,
and on the opposite side of the market from, the
underlying security or related security portion of
the order. See CBOE Rule 1.1(ii) and CBOE Rule
6.53C(a)(10).
6 See CBOE Rule 6.53C, Commentary .06 (c) and
(d).
7 See CBOE Rule 6.53C, Commentary .06(a).
8 See CBOE Rule 6.53C, Commentary .06(a).
9 See CBOE Rule 6.53C, Commentary .06(c). In
contrast, a complex order comprised solely of
options would seek to execute first against orders
and quotes in the EBook, if possible, and then
against other complex orders in the COB. See CBOE
Rule 6.53C(c)(ii).
10 See CBOE Rule 6.53C, Commentary .06(d).
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Frm 00068
Fmt 4703
Sfmt 4703
because a portion of a stock-option
order would be executed on a different
platform (CBSX), it is more practical to
execute resting stock-option orders
against other stock-option orders
received by the Hybrid System before
scanning for executions against the legs
on the CBSX book and the Hybrid
options book.
The options leg of a stock-option
order will not trade ahead of any public
customer option resting on the Hybrid
book. Specifically, the options leg of a
stock-option order will not be executed
on the Hybrid System at the CBOE’s best
bid (offer) in a series if one or more
public customer orders are resting on
the electronic book at that price, unless
the options leg trades with such public
customer order(s).11 Accordingly, the
CBOE notes that the proposal is
consistent with CBOE Rule 6.45A(b)(iii),
which provides the options leg of a
stock-option order with priority over
bids (offers) in the trading crowd at the
same price, but not over public
customer bids (offers) in the limit order
book at the same price.12
III. Discussion
After careful review, the Commission
finds that the proposed rule change, as
amended, is consistent with the
requirements of the Act and the rules
and regulations thereunder applicable to
a national securities exchange.13 In
particular, the Commission finds that
the proposal is consistent with section
6(b)(5) of the Act,14 which requires,
among other things, that the rules of a
national securities exchange be
designed to prevent fraudulent and
manipulative acts and practices, 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
11 See
CBOE Rule 6.53C, Commentary .06(b).
CBOE provides the following example to
illustrate how the Hybrid System would protect the
priority of a resting public customer options order:
a customer enters a stock-option order to buy 100
shares of XYZ (trading at around $40) and sell a 45
call with a net price of $39.00. A public customer
order to sell the 45 call for $1 is resting on the
Hybrid book. When executing the stock-option
order against auction responses, the Hybrid System
will not allow the options leg of the transaction to
trade at $1 or higher, thereby preserving the resting
limit order’s priority at that price. An execution
could occur where the options leg prints at $0.99
and the stock trade prints at $39.99, in accordance
with CBSX priority rules. This execution would
meet the stock-option order’s limit price and would
not violate priority on CBOE or CBSX.
13 In approving the proposed rule change, the
Commission has considered the proposed rule’s
impact on efficiency, competition, and capital
formation. See 15 U.S.C. 78c(f).
14 15 U.S.C. 78f(b)(5).
12 The
E:\FR\FM\11DEN1.SGM
11DEN1
Agencies
[Federal Register Volume 72, Number 237 (Tuesday, December 11, 2007)]
[Notices]
[Pages 70354-70356]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E7-23923]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-56898; File Nos. SR-Amex-2007-124; SR-BSE-2007-50; SR-
CBOE-2007-144; SR-ISE-2007-108; SR-NYSEArca-2007-116; SR-Phlx-2007-88]
Self-Regulatory Organizations; American Stock Exchange LLC:
Notice of Filing and Order Granting Accelerated Approval to Proposed
Rule Change, as Amended, Relating to Linkage Order; Boston Stock
Exchange, Inc., Chicago Board Options Exchange, Incorporated;
International Securities Exchange, LLC, NYSE Arca, Inc., and
Philadelphia Stock Exchange, Inc.: Notice of Filing and Order Granting
Accelerated Approval to a Proposed Rule Change Relating to Linkage
Orders
December 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 28, 2007, November 28, 2007, November 27, 2007, November
13, 2007, December 4, 2007, and November 27, 2007, the American Stock
Exchange LLC (``Amex''), the Boston Stock Exchange, Inc. (``BSE''), the
Chicago Board Options Exchange, Incorporated (``CBOE''); the
International Securities Exchange, LLC (``ISE''), the NYSE Arca, Inc.
(``NYSE Arca''), and the Philadelphia Stock Exchange, Inc. (``Phlx'')
(each, an ``Exchange'' and, collectively, the ``Exchanges''),
respectively, filed with the Securities and Exchange Commission
(``Commission'') the proposed rule changes as described in Items I and
II below. On December 4, 2007, Amex filed Amendment No. 1 to its
proposed rule change. The Commission is publishing this notice to
solicit comments on the proposed rule changes from interested persons
and is approving the proposed rule changes on an accelerated basis.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organizations' Statement of the Terms of Substance
of the Proposed Rule Changes
The Exchanges propose to amend their respective rules pertaining to
the Intermarket Options Linkage (``Linkage'') to conform such rules to
Joint Amendment No. 25 \3\ of the Plan for the Purpose of Creating and
Operating an Intermarket Option Linkage (``Linkage Plan'').\4\ The text
of the proposed rule changes are available at the Exchanges' Web
sites,\5\ the Exchanges' principal offices, and at the Commission's
Public Reference Room.
---------------------------------------------------------------------------
\3\ See Securities Exchange Act Release No. 56893 (December 4,
2007).
\4\ On July 28, 2000, the Commission approved a national market
system plan for the purpose of creating and operating an intermarket
options market linkage (``Linkage'') proposed by Amex, CBOE, and
ISE. See Securities Exchange Act Release No. 43086 (July 28, 2000),
65 FR 48023 (August 4, 2000). Subsequently, Phlx, Pacific Exchange,
Inc. (n/k/a NYSE Arca, Inc.), and BSE joined the Linkage Plan. See
Securities Exchange Act Release Nos. 43573 (November 16, 2000), 65
FR 70851 (November 28, 2000); 43574 (November 16, 2000), 65 FR 70850
(November 28, 2000); and 49198 (February 5, 2004), 69 FR 7029
(February 12, 2004).
\5\ See https://www.amex.com, https://www.bostonstock.com, https://
www.cboe.com, https://www.iseoptions.com, https://www.nyse.com, and
https://www.phlx.com.
---------------------------------------------------------------------------
II. Self-Regulatory Organizations' Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Changes
In its filing with the Commission, each Exchange included
statements concerning the purpose of, and basis for, its proposed rule
change and discussed any comments it received on the proposed rule
change. The text of the statements may be examined at the places
specified in Item III below. The Exchanges have prepared summaries, set
forth in Sections A, B, and C, below, of the most significant aspects
of such statements.
[[Page 70355]]
A. Self-Regulatory Organizations' Statement for the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchanges propose to reduce certain ``turn-around'' times in
the Linkage to 3 seconds. Specifically, if a member \6\ of an Exchange
does not receive a response to its Linkage Order \7\ seconds, that
member would be able to reject any response purporting to be an
execution received thereafter. The member would also be able to trade
through the Exchange that failed to respond within 3 seconds after
receiving that order and, if the Exchange that sent the Linkage Order
cancels such response, the member would be required to cancel any
purported trade resulting from that order. The Exchanges state that, as
they have become more automated, experience with Linkage indicates that
reducing the turn-around time to 3 seconds is expected to facilitate
speedy executions of orders while not adversely affecting the ability
of members to make markets on their Exchanges. The Exchanges submitted
the proposed rule changes in conjunction with Joint Amendment No. 25 to
the Linkage Plan.\8\
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\6\ The term ``member,'' as used herein, includes NYSE Arca OTP
Holders and OTP Firms and Boston Options Exchange (``BOX'') Options
Participants. See NYSE Arca Rules 1.1(q) and 1.1(r) and Chapter 1,
Sec. 1(a)(40) of BOX Rules, respectively.
\7\ See Section 2(16) of the Linkage Plan. For the purposes of
these proposed rule changes only, references to ``Linkage Orders''
herein pertain to Principal Acting as Agent (``P/A'') Order and
Principal Orders. See Section 2(16)(a) and (b) of the Linkage Plan,
respectively, for definitions of ``P/A Order'' and ``Principal
Order.''
\8\ Joint Amendment No. 25 to the Linkage Plan became summarily
effective for a period not to exceed 120 days on December 4, 2007.
See supra note 3.
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2. Statutory Basis
The Exchanges believe the proposed rule changes are consistent with
the Act and the rules and regulations under the Act applicable to
national securities exchanges and, in particular, the requirements of
Section 6(b) of the Act.\9\ Specifically, the Exchanges believe the
proposed rule changes are consistent with the requirements of Section
6(b)(5) of the Act \10\ that the rules of an exchange be designed to
prevent fraudulent and manipulative acts, 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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\9\ 15 U.S.C. 78f(b).
\10\ 15 U.S.C. 78f(b)(5).
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B. Self-Regulatory Organizations' Statement on Burden on Competition
The Exchanges believe that the proposed rule changes would impose
no burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act.
C. Self-Regulatory Organizations' Statement on Comments on the Proposed
Rule Changes Received From Members, Participants or Others
The Exchanges have neither solicited nor received comments on these
proposals.
III. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
changes are 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 Numbers SR-Amex-2007-124; SR-BSE-2007-50; SR-CBOE-2007-144; SR-
ISE-2007-108; SR-NYSEArca-2007-116; SR-Phlx-2007-88 in 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 Numbers SR-Amex-2007-124; SR-BSE-
2007-50; SR-CBOE-2007-144; SR-ISE-2007-108; SR-NYSEArca-2007-116; SR-
Phlx-2007-88. These file numbers 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 Section, 100 F Street, NE., Washington, DC 20549-1090 on
business days between the hours of 10 a.m. and 3 p.m. Copies of such
filing also will be available for inspection and copying at the
principal office of the Exchanges. 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 Numbers SR-Amex-2007-124; SR-BSE-2007-50; SR-CBOE-2007-144; SR-
ISE-2007-108; SR-NYSEArca-2007-116; SR-Phlx-2007-88 and should be
submitted on or before January 2, 2008.
IV. Commission's Findings and Order Granting Accelerated Approval of
Proposed Rule Changes
After careful consideration, the Commission finds that the proposed
rule changes are consistent with the requirements of the Act and the
rules and regulations thereunder, applicable to national securities
exchanges.\11\ In particular, the Commission finds that the proposals
are consistent with the provisions of Section 6(b)(5) of the Act \12\
in that they are 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
reducing the time required by an Exchange to respond to a Linkage Order
and reducing the amount of time a member sending a Linkage Order must
wait before trading through a nonresponsive Exchange should facilitate
the more timely execution of orders across the Exchanges.
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\11\ In approving these proposed rule changes, the Commission
has considered their impact on efficiency, competition, and capital
formation. See U.S.C. 78c(f).
\12\ 15 U.S.C. 78f(b)(5).
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The Commission also finds good cause, pursuant to Section 19(b)(2)
of the Act \13\ for approving the proposal prior to the thirtieth day
after the date of publication of the notice of the filing thereof in
the Federal Register. Granting accelerated approval would facilitate
the implementation of these changes in conjunction with the
implementation of Joint Amendment No. 25 to the Linkage Plan.\14\
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\13\ 15 U.S.C. 78s(b)(2).
\14\ See supra note 8.
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[[Page 70356]]
V. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the Act,
that the proposed rule change (SR-Amex-2007-124), as amended, and
proposed rule changes (SR-BSE-2007-50; SR-CBOE-2007-144; SR-ISE-2007-
108; SR-NYSEArca-2007-116; SR-Phlx-2007-88) are hereby approved on an
accelerated basis.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\15\
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\15\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7-23923 Filed 12-10-07; 8:45 am]
BILLING CODE 8011-01-P