Self-Regulatory Organizations; Philadelphia Stock Exchange, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Expand and Permanently Adopt the $1 Strike Pilot Program, 2297-2299 [E8-350]
Download as PDF
Federal Register / Vol. 73, No. 9 / Monday, January 14, 2008 / Notices
generally is not included in newspaper
fund/trust tables, but is disseminated
over Nasdaq’s MFDS data feed.
Historically, Nasdaq spent more time
and effort compiling and disseminating
the News Media List, which justified its
higher fee. Over time, Nasdaq has
enhanced its processes and technology;
as a result, the effort it takes to compile
the two lists generally is the same.
Nasdaq follows similar processes in the
development of the Lists: both require
the same processing to set up, both are
disseminated to the public over the
same data feed using the same message
formats, and both require the same
technical support. Given the uniformity
of effort, Nasdaq believes that the
pricing distinction between the two
Lists is no longer valid and seeks with
this filing to establish a uniform price
for both. The new uniform price
represents a decrease in fees for the
News Media List and an increase for the
Supplemental List, which reflects
Nasdaq’s enhanced system and
extended reporting session.
With this filing, Nasdaq seeks to raise
the Supplemental List fee by $100 and
lower the News Media List by $25 as
compared to the fees currently being
charged, effective on January 1, 2008.
The increase reflects additional services
rendered in providing the Supplemental
List, and the decrease is for sake of
conformity. Fees were last raised over
two years ago.
2. Statutory Basis
Nasdaq believes that the proposed
rule change is consistent with section
6(b) of the Act 5 in general, and with
section 6(b)(4) of the Act,6 in particular,
in that the proposal provides for the
equitable allocation of reasonable dues,
fees and other charges among members
and issuers and other persons using any
facility or system which Nasdaq
operates or controls. The proposed rule
change establishes new uniform MFQS
fees based on increased services
rendered and uniformity of effort, and
also corrects certain errors in the rule
manual on a retroactive basis.
rmajette on PROD1PC64 with NOTICES
B. Self-Regulatory Organization’s
Statement on Burden on Competition
Nasdaq does not believe that the
proposed rule change will impose any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act.
5 15
6 15
U.S.C. 78f(b).
U.S.C. 78f(b)(4).
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15:22 Jan 11, 2008
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C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
Written comments were neither
solicited nor received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within 35 days of the date of
publication of this notice in the Federal
Register or within such longer period (i)
as the Commission may designate up to
90 days of such date if it finds such
longer period to be appropriate and
publishes its reasons for so finding, or
(ii) as to which Nasdaq consents, the
Commission will:
(A) By order approve such proposed
rule change; or
(B) institute proceedings to determine
whether the proposed rule change
should be disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml ); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–NASDAQ–2007–100 on the
subject line.
2297
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 such filing also will be
available for inspection and copying at
the principal office of Nasdaq. 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 SR–NASDAQ–2007–100 and
should be submitted on or before
February 4, 2008.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.7
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E8–393 Filed 1–11–08; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–57111; File No. SR–Phlx–
2008–01]
Self-Regulatory Organizations;
Philadelphia Stock Exchange, Inc.;
Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change To Expand and Permanently
Adopt the $1 Strike Pilot Program
January 8, 2008.
Pursuant to section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
• Send paper comments in triplicate
notice is hereby given that on January 3,
to Nancy M. Morris, Secretary,
2008, the Philadelphia Stock Exchange,
Securities and Exchange Commission,
Inc. (‘‘Phlx’’ or ‘‘Exchange’’) filed with
Station Place, 100 F Street, NE.,
the Securities and Exchange
Washington, DC 20549–1090.
Commission (‘‘Commission’’) the
All submissions should refer to File
proposed rule change as described in
Number SR–NASDAQ–2007–100. This
Items I and II below, which Items have
file number should be included on the
subject line if e-mail is used. To help the been substantially prepared by the
Exchange. Phlx filed the proposal
Commission process and review your
pursuant to section 19(b)(3)(A) of the
comments more efficiently, please use
3
4
only one method. The Commission will Act and Rule 19b–4(f)(6) thereunder,
which renders the proposal effective
post all comments on the Commission’s
upon filing with the Commission.5 The
Internet Web site (https://www.sec.gov/
rules/sro.shtml ). Copies of the
7 17 CFR 200.30–3(a)(12).
submission, all subsequent
1 15 U.S.C. 78s(b)(1).
amendments, all written statements
2 17 CFR 240.19b–4.
with respect to the proposed rule
3 15 U.S.C. 78s(b)(3)(A).
4 17 CFR 240.19b–4(f)(6).
change that are filed with the
5 The Exchange previously filed a proposed rule
Commission, and all written
change that was identical in all material respects to
communications relating to the
the instant proposal pursuant to section 19(b)(1) of
proposed rule change between the
the Act and Rule 19b–4 thereunder. See Securities
Commission and any person, other than Exchange Act Release No. 57086 (January 2, 2008)
Continued
those that may be withheld from the
Paper Comments
PO 00000
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14JAN1
2298
Federal Register / Vol. 73, No. 9 / Monday, January 14, 2008 / Notices
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
Commentary .05 to Phlx Rule 1012
(Series of Options Open for Trading) to
expand the $1 Strike Pilot Program (‘‘$1
Pilot’’) and to request permanent
approval of the $1 Pilot.6 The text of the
proposed rule change is available at the
Exchange, 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,
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 IV below. The Exchange has
prepared summaries, set forth in
sections A, B, and C below, of the most
significant aspects of such statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
rmajette on PROD1PC64 with NOTICES
1. Purpose
The purpose of the proposed rule
change is to expand the number of
options classes eligible for the $1 Pilot
and the range in which $1 strikes may
be listed, and to request permanent
approval of the $1 Pilot, thereby
providing investors with greater
flexibility in the trading of equity
options that overlie lower priced stocks
and allowing equity options positions
(SR–Phlx–2007–90). Phlx subsequently withdrew
such proposed rule change on January 3, 2008 and
filed the instant proposal for purposes of expediting
effectiveness of the proposal. See infra note 13 and
accompanying text.
6 The Commission approved the $1 Pilot on June
11, 2003. See Securities Exchange Act Release No.
48013 (June 11, 2003), 68 FR 35933 (June 17, 2003)
(SR–Phlx–2002–55). The $1 Pilot has subsequently
been extended through June 5, 2008. See Securities
Exchange Act Release Nos. 49801 (June 3, 2004), 69
FR 32652 (June 10, 2004) (SR–Phlx–2004–38)
(extending the $1 Pilot until June 5, 2005); 51768
(May 31, 2005), 70 FR 33250 (June 7, 2005) (SR–
Phlx–2005–35) (extending the $1 Pilot until June 5,
2006); 53938 (June 5, 2006), 71 FR 34178 (June 13,
2006) (SR–Phlx–2006–36) (extending the $1 Pilot
until June 5, 2007); and 55666 (April 25, 2007), 72
FR 23879 (May 1, 2007) (SR–Phlx–2007–29)
(extending the $1 Pilot until June 5, 2008). The
other options exchanges have similar $1 strike price
listing programs that were likewise extended
through June 5, 2008.
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15:22 Jan 11, 2008
Jkt 214001
that are better tailored to meet
investment objectives.
The $1 Pilot, under the terms set forth
in Commentary .05 to Phlx Rule 1012,
currently allows the Exchange to
establish $1 strike price intervals on
options classes overlying no more than
five individual stocks designated by the
Exchange where: (1) The underlying
stock closes below $20 on the primary
market on the trading day before
selection by the Exchange; (2) the $1
strike price is from $3 to $20; (3) the $1
strike price is no more than $5 above or
below the closing price of the
underlying stock on the preceding day;
and (4) the $1 strike price is not within
$0.50 of an existing $2.50 strike price in
the same series. The Exchange may not
list long-term option series (‘‘LEAPS’’)
at $1 strike price intervals for any class
selected for the $1 Pilot. In addition,
pursuant to the $1 Pilot, the Exchange
may list $1 strike prices on any other
option classes if those classes are
specifically designated by other
securities exchanges that employ a
similar $1 strike price program under
their respective rules.
The Exchange proposes to expand the
$1 Pilot to allow it to select a total of
10, instead of the current 5, individual
stocks on which option series may be
listed at $1 strike price intervals.
Additionally, the Exchange proposes to
expand the price range on which it may
list $1 strikes to $3–$50, instead of the
current $3–$20. The proposed expanded
and permanent $1 Pilot would be
known as the ‘‘$1 Strike Program.’’ The
Exchange notes that the existing
restrictions on listing $1 strikes would
continue to apply; i.e., no $1 strike price
may be listed that is greater than $5
from the underlying stock’s closing
price in its primary market on the
previous day or that would result in
strike prices being $0.50 apart.
As stated in the Commission order
approving Phlx’s $1 Pilot and in the
subsequent extensions of the $1 Pilot,7
the Exchange believes that $1 strike
price intervals provide greater trading
flexibility to investors so that they may
better achieve their investment
objectives. The Exchange states that its
member firms representing customers
have requested that Phlx seek to expand
the $1 Pilot both in terms of the number
of classes that can be selected by the
Exchange and the range in which $1
strikes may be listed.
Phlx’s last $1 Pilot report (the
‘‘Report’’) reviewed the Exchange’s
positive experience with the $1 Pilot.8
7 See
id.
8 See Securities Exchange Act Release No. 55666
(April 25, 2007), 72 FR 23879 (May 1, 2007) (SR–
PO 00000
Frm 00087
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The Exchange states that the Report
showed the strength and efficacy of the
$1 Pilot on the Exchange, as reflected by
the increase in the percentage of $1
strikes in comparison to total options
volume traded on Phlx at $1 strike price
intervals and other options volume and
the continuing robust open interest of
options traded on Phlx at $1 strike price
intervals. With regard to the impact on
systems capacities, Phlx’s analysis of
the $1 Pilot showed that the impact on
Phlx’s, OPRA’s, and market data
vendors’ respective automated systems
has been negligible. The Exchange states
that, as indicated in the Report, the $1
Pilot has not created, and in the future
should not create, capacity problems for
the systems of OPRA. Phlx represents
that it has sufficient capacity to handle
an expansion of the $1 Pilot, as
proposed.
Finally, because the $1 Pilot has been
very successful in allowing investors to
establish equity options positions that
are better tailored to meeting their
investment objectives, Phlx requests
that the $1 Pilot, as expanded, be
approved on a permanent basis.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with section 6(b)
of the Act,9 in general, and furthers the
objectives of section 6(b)(5),
specifically,10 in that it is designed to
promote just and equitable principles of
trade, to perfect the mechanism of a free
and open market and the national
market system, and, in general, to
protect investors and the public interest.
The proposal should achieve this by
allowing continued listing of options at
$1 strike price intervals within certain
parameters, thereby stimulating
customer interest in options overlying
the lowest tier of stocks and creating
greater trading opportunities and
flexibility and providing customers with
the ability to more closely tailor
investment strategies to the precise
movement of the underlying stocks.
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 that is not
necessary or appropriate in furtherance
of the purposes of the Act.
Phlx–2007–29) (enclosing the Report as Exhibit 3 to
the filing).
9 15 U.S.C. 78f(b).
10 15 U.S.C. 78f(b)(5).
E:\FR\FM\14JAN1.SGM
14JAN1
Federal Register / Vol. 73, No. 9 / Monday, January 14, 2008 / Notices
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange states that no written
comments on the proposed rule change
were either solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change: (1) Does not significantly affect
the protection of investors or the public
interest; (2) does not impose any
significant burden on competition; and
(3) by its terms does not become
operative for 30 days after the date of
this filing, or such shorter time as the
Commission may designate if consistent
with the protection of investors and the
public interest, the proposed rule
change has become effective pursuant to
section 19(b)(3)(A) of the Act 11 and
Rule 19b–4(f)(6) thereunder.12
A proposed rule change filed under
Rule 19b–4(f)(6) normally does not
become operative for 30 days after the
date of filing. However, Rule 19b–
4(f)(6)(iii) permits the Commission to
designate a shorter time if such action
is consistent with the protection of
investors and the public interest. The
Exchange requests that the Commission
waive the 30-day operative delay so that
the Exchange can immediately
implement listing rules that are similar
to those of other options exchanges.13
The Commission believes that waiving
the 30-day operative delay is consistent
with the protection of investors and the
public interest because the proposed
rule change will provide the Exchange’s
members and customers with added
flexibility in the trading of equity
options and promote, without undue
delay, additional competition in the
market for such options.14 The
Commission expects the Exchange to
continue to monitor for options with
little or no open interest and trading
activity and to act promptly to delist
such options. In addition, the
11 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6)(iii) requires a self-regulatory organization to
provide the Commission with written notice of its
intent to file the proposed rule change, along with
a brief description and text of the proposed rule
change, at least five business days prior to the date
of filing of the proposed rule change, or such
shorter time as designated by the Commission. The
Exchange has fulfilled this requirement.
13 See, e.g., Securities Exchange Act Release No.
57049 (December 27, 2007), 73 FR 528 (January 3,
2008) (SR–CBOE–2007–125).
14 For purposes only of waiving the 30-day
operative delay, the Commission has also
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
rmajette on PROD1PC64 with NOTICES
12 17
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15:22 Jan 11, 2008
Jkt 214001
Commission expects that Phlx will
continue to monitor the trading volume
associated with the additional options
series listed as a result of this proposal
and the effect of these additional series
on market fragmentation and on the
capacity of the Exchange’s, OPRA’s, and
vendors’ automated systems. For these
reasons, the Commission designates the
proposed rule change as operative upon
filing.
At any time within 60 days of the
filing of the proposed rule change, the
Commission may summarily abrogate
such rule change if it appears to the
Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors,
or otherwise in furtherance of the
purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–Phlx–2008–01 on the
subject line.
2299
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 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–Phlx–2008–01 and should
be submitted on or before February 4,
2008.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E8–350 Filed 1–11–08; 8:45 am]
BILLING CODE 8011–01–P
SMALL BUSINESS ADMINISTRATION
Data Collection Available for Public
Comments and Recommendations
Notice and request for
comments.
ACTION:
SUMMARY: In accordance with the
Paperwork Reduction Act of 1995, this
notice announces the Small Business
Administration’s intentions to request
approval on a new and/or currently
approved information collection.
Paper Comments
DATES: Submit comments on or before
March 14, 2008.
• Send paper comments in triplicate
ADDRESSES: Send all comments
to Nancy M. Morris, Secretary,
regarding whether this information
Securities and Exchange Commission,
collection is necessary for the proper
100 F Street, NE., Washington, DC
performance of the function of the
20549–1090.
agency, whether the burden estimates
All submissions should refer to File
are accurate, and if there are ways to
Number SR–Phlx–2008–01. This file
minimize the estimated burden and
number should be included on the
subject line if e-mail is used. To help the enhance the quality of the collection, to
Jules Lichtenstein, Senior Economist,
Commission process and review your
Office of Advocacy, Small Business
comments more efficiently, please use
only one method. The Commission will Administration, 409 3rd Street, SW., 7th
post all comments on the Commission’s Floor, Washington, DC 20416.
FOR FURTHER INFORMATION CONTACT:
Internet Web site (https://www.sec.gov/
Jules Lichtenstein, Senior Economist,
rules/sro.shtml). Copies of the
Office of Advocacy, 202–205–6537,
submission, all subsequent
jules.lichtenstein@sba.gov, or Curtis B.
amendments, all written statements
Rich, Management Analyst, 202–205–
with respect to the proposed rule
7030, curtis.rich@sba.gov.
change that are filed with the
Commission, and all written
SUPPLEMENTARY INFORMATION:
communications relating to the
Title: ‘‘High-Tech Immigrant
proposed rule change between the
Entrepreneurship in the U.S.’’
Commission and any person, other than
Description of Respondents: Firms in
those that may be withheld from the
selected industries in the Dun and
public in accordance with the
Bradstreet database that doubled in
provisions of 5 U.S.C. 552, will be
revenues and employees between 2002
available for inspection and copying in
and 2006.
the Commission’s Public Reference
15 17 CFR 200.30–3(a)(12).
Room, 100 F Street, NE., Washington,
PO 00000
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14JAN1
Agencies
[Federal Register Volume 73, Number 9 (Monday, January 14, 2008)]
[Notices]
[Pages 2297-2299]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E8-350]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-57111; File No. SR-Phlx-2008-01]
Self-Regulatory Organizations; Philadelphia Stock Exchange, Inc.;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Expand and Permanently Adopt the $1 Strike Pilot Program
January 8, 2008.
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 January 3, 2008, 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 Exchange.
Phlx filed the proposal pursuant to section 19(b)(3)(A) of the Act \3\
and Rule 19b-4(f)(6) thereunder,\4\ which renders the proposal
effective upon filing with the Commission.\5\ The
[[Page 2298]]
Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ 15 U.S.C. 78s(b)(3)(A).
\4\ 17 CFR 240.19b-4(f)(6).
\5\ The Exchange previously filed a proposed rule change that
was identical in all material respects to the instant proposal
pursuant to section 19(b)(1) of the Act and Rule 19b-4 thereunder.
See Securities Exchange Act Release No. 57086 (January 2, 2008) (SR-
Phlx-2007-90). Phlx subsequently withdrew such proposed rule change
on January 3, 2008 and filed the instant proposal for purposes of
expediting effectiveness of the proposal. See infra note 13 and
accompanying text.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend Commentary .05 to Phlx Rule 1012
(Series of Options Open for Trading) to expand the $1 Strike Pilot
Program (``$1 Pilot'') and to request permanent approval of the $1
Pilot.\6\ The text of the proposed rule change is available at the
Exchange, the Commission's Public Reference Room, and https://
www.phlx.com.
---------------------------------------------------------------------------
\6\ The Commission approved the $1 Pilot on June 11, 2003. See
Securities Exchange Act Release No. 48013 (June 11, 2003), 68 FR
35933 (June 17, 2003) (SR-Phlx-2002-55). The $1 Pilot has
subsequently been extended through June 5, 2008. See Securities
Exchange Act Release Nos. 49801 (June 3, 2004), 69 FR 32652 (June
10, 2004) (SR-Phlx-2004-38) (extending the $1 Pilot until June 5,
2005); 51768 (May 31, 2005), 70 FR 33250 (June 7, 2005) (SR-Phlx-
2005-35) (extending the $1 Pilot until June 5, 2006); 53938 (June 5,
2006), 71 FR 34178 (June 13, 2006) (SR-Phlx-2006-36) (extending the
$1 Pilot until June 5, 2007); and 55666 (April 25, 2007), 72 FR
23879 (May 1, 2007) (SR-Phlx-2007-29) (extending the $1 Pilot until
June 5, 2008). The other options exchanges have similar $1 strike
price listing programs that were likewise extended through June 5,
2008.
---------------------------------------------------------------------------
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, 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 IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of the proposed rule change is to expand the number of
options classes eligible for the $1 Pilot and the range in which $1
strikes may be listed, and to request permanent approval of the $1
Pilot, thereby providing investors with greater flexibility in the
trading of equity options that overlie lower priced stocks and allowing
equity options positions that are better tailored to meet investment
objectives.
The $1 Pilot, under the terms set forth in Commentary .05 to Phlx
Rule 1012, currently allows the Exchange to establish $1 strike price
intervals on options classes overlying no more than five individual
stocks designated by the Exchange where: (1) The underlying stock
closes below $20 on the primary market on the trading day before
selection by the Exchange; (2) the $1 strike price is from $3 to $20;
(3) the $1 strike price is no more than $5 above or below the closing
price of the underlying stock on the preceding day; and (4) the $1
strike price is not within $0.50 of an existing $2.50 strike price in
the same series. The Exchange may not list long-term option series
(``LEAPS'') at $1 strike price intervals for any class selected for the
$1 Pilot. In addition, pursuant to the $1 Pilot, the Exchange may list
$1 strike prices on any other option classes if those classes are
specifically designated by other securities exchanges that employ a
similar $1 strike price program under their respective rules.
The Exchange proposes to expand the $1 Pilot to allow it to select
a total of 10, instead of the current 5, individual stocks on which
option series may be listed at $1 strike price intervals. Additionally,
the Exchange proposes to expand the price range on which it may list $1
strikes to $3-$50, instead of the current $3-$20. The proposed expanded
and permanent $1 Pilot would be known as the ``$1 Strike Program.'' The
Exchange notes that the existing restrictions on listing $1 strikes
would continue to apply; i.e., no $1 strike price may be listed that is
greater than $5 from the underlying stock's closing price in its
primary market on the previous day or that would result in strike
prices being $0.50 apart.
As stated in the Commission order approving Phlx's $1 Pilot and in
the subsequent extensions of the $1 Pilot,\7\ the Exchange believes
that $1 strike price intervals provide greater trading flexibility to
investors so that they may better achieve their investment objectives.
The Exchange states that its member firms representing customers have
requested that Phlx seek to expand the $1 Pilot both in terms of the
number of classes that can be selected by the Exchange and the range in
which $1 strikes may be listed.
---------------------------------------------------------------------------
\7\ See id.
---------------------------------------------------------------------------
Phlx's last $1 Pilot report (the ``Report'') reviewed the
Exchange's positive experience with the $1 Pilot.\8\ The Exchange
states that the Report showed the strength and efficacy of the $1 Pilot
on the Exchange, as reflected by the increase in the percentage of $1
strikes in comparison to total options volume traded on Phlx at $1
strike price intervals and other options volume and the continuing
robust open interest of options traded on Phlx at $1 strike price
intervals. With regard to the impact on systems capacities, Phlx's
analysis of the $1 Pilot showed that the impact on Phlx's, OPRA's, and
market data vendors' respective automated systems has been negligible.
The Exchange states that, as indicated in the Report, the $1 Pilot has
not created, and in the future should not create, capacity problems for
the systems of OPRA. Phlx represents that it has sufficient capacity to
handle an expansion of the $1 Pilot, as proposed.
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\8\ See Securities Exchange Act Release No. 55666 (April 25,
2007), 72 FR 23879 (May 1, 2007) (SR-Phlx-2007-29) (enclosing the
Report as Exhibit 3 to the filing).
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Finally, because the $1 Pilot has been very successful in allowing
investors to establish equity options positions that are better
tailored to meeting their investment objectives, Phlx requests that the
$1 Pilot, as expanded, be approved on a permanent basis.
2. Statutory Basis
The Exchange believes that its proposal is consistent with section
6(b) of the Act,\9\ in general, and furthers the objectives of section
6(b)(5), specifically,\10\ in that it is designed to promote just and
equitable principles of trade, to perfect the mechanism of a free and
open market and the national market system, and, in general, to protect
investors and the public interest. The proposal should achieve this by
allowing continued listing of options at $1 strike price intervals
within certain parameters, thereby stimulating customer interest in
options overlying the lowest tier of stocks and creating greater
trading opportunities and flexibility and providing customers with the
ability to more closely tailor investment strategies to the precise
movement of the underlying stocks.
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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 Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition that is not necessary or appropriate
in furtherance of the purposes of the Act.
[[Page 2299]]
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange states that no written comments on the proposed rule
change were either solicited or received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change: (1) Does not
significantly affect the protection of investors or the public
interest; (2) does not impose any significant burden on competition;
and (3) by its terms does not become operative for 30 days after the
date of this filing, or such shorter time as the Commission may
designate if consistent with the protection of investors and the public
interest, the proposed rule change has become effective pursuant to
section 19(b)(3)(A) of the Act \11\ and Rule 19b-4(f)(6)
thereunder.\12\
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\11\ 15 U.S.C. 78s(b)(3)(A).
\12\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)(iii)
requires a self-regulatory organization to provide the Commission
with written notice of its intent to file the proposed rule change,
along with a brief description and text of the proposed rule change,
at least five business days prior to the date of filing of the
proposed rule change, or such shorter time as designated by the
Commission. The Exchange has fulfilled this requirement.
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A proposed rule change filed under Rule 19b-4(f)(6) normally does
not become operative for 30 days after the date of filing. However,
Rule 19b-4(f)(6)(iii) permits the Commission to designate a shorter
time if such action is consistent with the protection of investors and
the public interest. The Exchange requests that the Commission waive
the 30-day operative delay so that the Exchange can immediately
implement listing rules that are similar to those of other options
exchanges.\13\ The Commission believes that waiving the 30-day
operative delay is consistent with the protection of investors and the
public interest because the proposed rule change will provide the
Exchange's members and customers with added flexibility in the trading
of equity options and promote, without undue delay, additional
competition in the market for such options.\14\ The Commission expects
the Exchange to continue to monitor for options with little or no open
interest and trading activity and to act promptly to delist such
options. In addition, the Commission expects that Phlx will continue to
monitor the trading volume associated with the additional options
series listed as a result of this proposal and the effect of these
additional series on market fragmentation and on the capacity of the
Exchange's, OPRA's, and vendors' automated systems. For these reasons,
the Commission designates the proposed rule change as operative upon
filing.
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\13\ See, e.g., Securities Exchange Act Release No. 57049
(December 27, 2007), 73 FR 528 (January 3, 2008) (SR-CBOE-2007-125).
\14\ For purposes only of waiving the 30-day operative delay,
the Commission has also considered the proposed rule's impact on
efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
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At any time within 60 days of the filing of the proposed rule
change, the Commission may summarily abrogate such rule change if it
appears to the Commission that such action is necessary or appropriate
in the public interest, for the protection of investors, or otherwise
in furtherance of the purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://
www.sec.gov/rules/sro.shtml); or
Send an e-mail to rule-comments@sec.gov. Please include
File Number SR-Phlx-2008-01 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-2008-01. 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 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-Phlx-2008-01 and should be
submitted on or before February 4, 2008.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\15\
Florence E. Harmon,
Deputy Secretary.
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\15\ 17 CFR 200.30-3(a)(12).
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[FR Doc. E8-350 Filed 1-11-08; 8:45 am]
BILLING CODE 8011-01-P