Self-Regulatory Organizations; Chicago Board Options Exchange, Incorporated; Notice of Filing of Proposed Rule Change and Amendment No. 1 Thereto Relating to Market-Makers and Remote Market-Makers, 11168-11170 [E8-3798]
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11168
Federal Register / Vol. 73, No. 41 / Friday, February 29, 2008 / Notices
entering orders and receiving executions
of such orders.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The proposed rule change does 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
Written comments were neither
solicited nor received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change does not:
(i) Significantly affect the protection
of investors or the public interest;
(ii) Impose any significant burden on
competition; and
(iii) Become operative for 30 days
from the date on which it was filed, or
such shorter time as the Commission
may designate, if consistent with the
protection of investors and the public
interest, it has become effective
pursuant to Section 19(b)(3)(A) of the
Act 9 and Rule 19b–4(f)(6) thereunder.10
A proposed rule change filed
pursuant to Rule 19b–4(f)(6) may not
become operative prior to 30 days after
the date of filing unless the Commission
designates a shorter time if such action
is consistent with the protection of
investors and the public interest.11 The
Exchange has requested that the
Commission waive the 30-day operative
delay set forth in Rule 19b–4(f)(6)(iii)
under the Act.12 The Commission
believes that the earlier operative date is
consistent with the protection of
investors and the public interest
because it will allow the Exchange to
implement the changes to the
parameters governing SOIs without
delay. For these reasons, the
Commission designates the proposal to
be operative upon filing with the
Commission.13
rwilkins on PROD1PC63 with NOTICES
9 15
U.S.C. 78s(b)(3)(A).
10 17 CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6)(iii) requires that a self-regulatory
organization submit to the Commission 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 Commission notes that ISE has
satisfied the five-day pre-filing notice requirement.
11 17 CFR 240.19b–4(f)(6)(iii).
12 17 CFR 240.19b–4(f)(6)(iii).
13 For purposes only of accelerating the 30-day
operative delay of this proposal, the Commission
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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 rulecomments@sec.gov. Please include File
Number SR–ISE–2008–14 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–ISE–2008–14. 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 such filing also will be
available for inspection and copying at
the principal office of ISE. 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–ISE–2008–14 and should be
submitted on or before March 21, 2008.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E8–3841 Filed 2–28–08; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–57367; File No. SR–CBOE–
2007–120]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing of
Proposed Rule Change and
Amendment No. 1 Thereto Relating to
Market-Makers and Remote MarketMakers
February 21, 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 October
11, 2007, the Chicago Board Options
Exchange, Incorporated (‘‘CBOE’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III below, which Items have been
substantially prepared by the Exchange.
On February 13, 2008, the Exchange
filed Amendment No. 1 to the proposed
rule change.3 The Commission is
publishing this notice to solicit
comments on the proposed rule change,
as amended, from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
CBOE proposes to amend CBOE rules
relating to Market-Makers and Remote
Market-Makers (‘‘RMMs’’). The text of
the rule proposal is available on the
Exchange’s Web site (https://
www.cboe.org/legal), at the Exchange’s
Office of the Secretary and at the
Commission’s Public Reference Room.
14 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 Amendment 1 replaced the original filing in its
entirety.
1 15
has considered the proposed rule’s impact on
efficiency, competition, and capital formation. 15
U.S.C. 78c(f).
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Federal Register / Vol. 73, No. 41 / Friday, February 29, 2008 / Notices
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of, and basis for,
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item 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
rwilkins on PROD1PC63 with NOTICES
1. Purpose
CBOE proposes to amend CBOE rules
relating to Market-Makers and RMMs. In
particular, CBOE proposes to: (i) Delete
reference to RMMs in its rules; (ii)
amend CBOE Rule 8.3 and CBOE Rule
8.7 relating to the appointment of
Market-Makers and Market-Maker
obligations, respectively; and (iii)
update or delete outdated provisions in
other rules, including CBOE Rule 8.3A
relating to Class Quoting Limits
(‘‘CQLs’’).
CBOE proposes to delete CBOE Rule
8.4 and, as a result, individuals and
member organizations that are registered
as RMMs would be considered MarketMakers under CBOE’s rules.4 RMMs
were established in 2005 to allow
market participants the ability to stream
electronic quotations from a location
outside of the physical trading station
for an option class. At the time, MarketMakers were restricted from submitting
electronic quotations from a location
outside of the physical trading station.
Over time, CBOE has amended its rules
to permit Market-Makers to create a
virtual trading crowd appointment and
submit electronic quotations away from
CBOE’s trading floor in a MarketMaker’s appointed classes. While on the
trading floor, a Market-Maker is not
required to be present in the trading
station where a class is located in order
to stream electronic quotations into the
class.5
The obligations of Market-Makers and
RMMs are generally the same, and
Market-Makers in Hybrid and Hybrid
2.0 option classes can function remotely
4 In connection with this change, CBOE proposes
to make related changes to CBOE Rules 3.2, 3.3,
6.45A, 6.45B, 8.7, 8.13, 8.85, and 8.92 which
reference the term RMM, and delete Rule 8.61,
which pertains to the evaluation of RMMs.
5 See CBOE Rule 8.3(c)(vi).
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if they choose. Additionally, the
‘‘appointment costs’’ and transaction
fees of RMMs and Market-Makers are
identical. Accordingly, CBOE does not
see any reason to continue to maintain
a category of market participant called
RMM.
In connection with the deletion of the
reference to RMMs, CBOE proposes to
amend the definition of Market-Maker
to include member organizations.
Currently, an RMM can be either an
individual or a member organization.
Under CBOE Rule 8.1, however, a
Market-Maker is defined as an
individual (either a member or a
nominee of a member organization)
registered with CBOE for the purpose of
making transactions as dealer-specialist
on CBOE in accordance with the
provisions of Chapter VIII. Therefore,
CBOE proposes to amend the definition
of Market-Maker to include member
organizations. CBOE also proposes to
amend CBOE Rule 3.3 to clarify that the
member organization membership
statuses that are approved by the
Membership Committee include MarketMaker.6
CBOE also proposes to delete
Interpretation and Policy .02 to CBOE
Rule 3.8, and amend CBOE Rule
3.8(a)(ii) to allow any member
organization that is the owner or lessee
of more than one membership to
designate one individual to be the
nominee for all memberships utilized by
the organization. However, for each
membership utilized for trading in open
outcry on the trading floor, the
organization must designate a different
individual to be the nominee for each of
the memberships. Currently, only
RMMs, e-DPMs and Off-Floor DPMs are
permitted to designate one individual to
be the nominee for all memberships
utilized by the organization. CBOE
believes it is appropriate to allow any
member organization to designate one
individual to be the nominee for all
memberships utilized by the
organization, and if any of the
memberships are utilized for trading in
open outcry on the trading floor, the
organization must designate a different
individual to be the nominee for each of
the memberships.
CBOE also proposes to update and
amend CBOE Rule 8.3 pertaining to the
appointment of Market-Makers. First,
CBOE proposes to amend paragraph (a)
of CBOE Rule 8.3 to provide that
appointments can be selected by
Market-Makers or made by CBOE
consistent with the factors set forth in
6 Interpretation .02 of CBOE Rule 3.3 is also
proposed to be amended to include reference to
Lead Market-Maker.
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11169
paragraph (a). Second, CBOE proposes
to amend paragraph (c)(ii) to delete the
requirement that a Market-Maker may
hold an appointment in an appropriate
number of Hybrid option classes that are
located at one trading station. This
limitation which requires that
appointments in Hybrid option classes
must be located at one trading station is
not necessary. Moreover, since all
option classes are either Hybrid 2.0
option classes or Hybrid 3.0 option
classes, it is irrelevant.
Third, CBOE proposes to amend and
reorganize paragraph (c)(vii) of CBOE
Rule 8.3 pertaining to the two current
pilot programs that are in effect, and
also to extend for an additional year the
pilot programs. Specifically:
• Proposed new subparagraph (1) of
CBOE Rule 8.3(c)(vii) describes the
existing pilot program which allows an
e-DPM or Off-Floor DPM to have one
affiliated Market-Maker trade on CBOE’s
trading floor and submit electronic
quotations in any specific option class
allocated to the e-DPM or Off-Floor
DPM, provided such affiliated MarketMaker trades on a separate membership
and is present in the trading crowd (see
CBOE Rules 8.85(a)(v) and 8.93(vii)). As
noted above, CBOE also proposes to
extend for an additional year, until
March 14, 2009, this pilot program, as
it believes that the pilot program has
been successful, and CBOE has not
experienced any negative effects with
respect to the pilot program.
• Proposed new subparagraph (2) of
CBOE Rule 8.3(c)(vii) maintains the
existing pilot program which permits an
RMM to have one affiliated MarketMaker trade in open outcry and submit
electronic quotations in any specific
option class in which the Market-Maker
holds an appointment, provided such
affiliated Market-Maker trades on a
separate membership (see CBOE Rule
8.4(c)(i)). However, because CBOE is
deleting reference to RMMs,
subparagraph (2) of CBOE Rule
8.3(c)(vii) states that a Market-Maker in
a class may have one affiliated MarketMaker trade in open outcry and submit
electronic quotations in any specific
option class in which the Market-Maker
holds an appointment, provided such
affiliated Market-Maker trades on a
separate membership and is present in
the trading crowd. As noted above,
CBOE proposes to extend for an
additional year, until March 14, 2009,
the pilot program, as CBOE believes that
it has been successful, and CBOE has
not experienced any negative effects
with respect to the pilot program.
• Proposed new subparagraph (3) of
CBOE Rule 8.3(c)(vii) provides that
there is no restriction on (a) affiliated
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Federal Register / Vol. 73, No. 41 / Friday, February 29, 2008 / Notices
Market-Makers holding an appointment
and submitting electronic quotations in
the same class, provided CBOE uses an
allocation algorithm in the class that
does not allocate electronic trades, in
whole or in part, in an equal percentage
based on the number of market
participants quoting at the best bid or
offer; or (b) affiliated Market-Makers
holding an appointment in the same
class for purposes of trading in open
outcry.
• Proposed new subparagraph (4) of
CBOE Rule 8.3(c)(vii) simply restates
the multiple aggregation unit pilot
program currently applicable to RMMs
(see CBOE Rule 8.4(c)(ii)) and MarketMakers (see CBOE Rule 8.3(c)(viii)).
CBOE also proposes to extend for an
additional year, until March 14, 2009,
the pilot program. CBOE believes that
the pilot program has been successful,
and CBOE has not experienced any
negative effects with respect to the pilot
program.
With regard to the obligations of
Market-Makers, CBOE proposes to
amend CBOE Rule 8.7 to delete
references to RMMs and other outdated
references to appointed trading stations.
Additionally, CBOE proposes to delete
reference to DPMs representing orders
as agent in CBOE Rule 8.7(d)(i)(C), as
DPMs cannot act as an agent for orders
(see Rule 8.85(c)).
CBOE also proposes to update CBOE
Rule 8.3A pertaining to CQLs. CBOE
proposes to amend paragraph (a) to state
that the DPM and e-DPMs (if applicable)
assigned to a product and MarketMakers who hold an appointment in the
product are entitled to quote
electronically in the product for as long
as they maintain an appointment in the
product. CBOE proposes to amend
paragraphs (b) and (c) to delete
reference to March 18, 2005, and also to
provide that any Market-Maker holding
an appointment in a product prior to its
addition to the Hybrid 2.0 Platform or
Hybrid Trading System, respectively,
will be entitled to quote electronically
in the product. Finally, CBOE proposes
to delete existing Interpretation .02, as
it is outdated.
rwilkins on PROD1PC63 with NOTICES
2. Statutory Basis
The Exchange believes the rule
proposal is consistent with the Act and
the rules and regulations thereunder
applicable to a national securities
exchange and, in particular, the
requirements of Section 6(b) of the Act.7
Specifically, the Exchange believes that
the proposed rule change is consistent
with the requirements under Section
6(b)(5) of the Act 8 that the rules of an
exchange be designed to promote just
and equitable principles of trade, to
remove impediments to and perfect the
mechanism of a free and open market
and a national market system, and, in
general, to protect investors and the
public interest.
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 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
The Exchange neither solicited nor
received comments on the proposal.
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 CBOE 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–CBOE–2007–120 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–CBOE–2007–120. 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–CBOE–2007–120 and
should be submitted on or before March
21, 2008.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.9
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E8–3798 Filed 2–28–08; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–57360; File No. SR–ISE–
2008–06]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change To Create a Delta Hedging
Exemption from Equity Options
Position Limits
February 20, 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 February
1, 2008, the International Securities
9 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
7 15
U.S.C. 78f(b).
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8 15
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U.S.C. 78f(b)(5).
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Agencies
[Federal Register Volume 73, Number 41 (Friday, February 29, 2008)]
[Notices]
[Pages 11168-11170]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E8-3798]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-57367; File No. SR-CBOE-2007-120]
Self-Regulatory Organizations; Chicago Board Options Exchange,
Incorporated; Notice of Filing of Proposed Rule Change and Amendment
No. 1 Thereto Relating to Market-Makers and Remote Market-Makers
February 21, 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 October 11, 2007, the Chicago Board Options Exchange, Incorporated
(``CBOE'' or ``Exchange'') filed with the Securities and Exchange
Commission (``Commission'') the proposed rule change as described in
Items I, II, and III below, which Items have been substantially
prepared by the Exchange. On February 13, 2008, the Exchange filed
Amendment No. 1 to the proposed rule change.\3\ The Commission is
publishing this notice to solicit comments on the proposed rule change,
as amended, from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ Amendment 1 replaced the original filing in its entirety.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
CBOE proposes to amend CBOE rules relating to Market-Makers and
Remote Market-Makers (``RMMs''). The text of the rule proposal is
available on the Exchange's Web site (https://www.cboe.org/legal), at
the Exchange's Office of the Secretary and at the Commission's Public
Reference Room.
[[Page 11169]]
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of, and basis for, the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item 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
CBOE proposes to amend CBOE rules relating to Market-Makers and
RMMs. In particular, CBOE proposes to: (i) Delete reference to RMMs in
its rules; (ii) amend CBOE Rule 8.3 and CBOE Rule 8.7 relating to the
appointment of Market-Makers and Market-Maker obligations,
respectively; and (iii) update or delete outdated provisions in other
rules, including CBOE Rule 8.3A relating to Class Quoting Limits
(``CQLs'').
CBOE proposes to delete CBOE Rule 8.4 and, as a result, individuals
and member organizations that are registered as RMMs would be
considered Market-Makers under CBOE's rules.\4\ RMMs were established
in 2005 to allow market participants the ability to stream electronic
quotations from a location outside of the physical trading station for
an option class. At the time, Market-Makers were restricted from
submitting electronic quotations from a location outside of the
physical trading station. Over time, CBOE has amended its rules to
permit Market-Makers to create a virtual trading crowd appointment and
submit electronic quotations away from CBOE's trading floor in a
Market-Maker's appointed classes. While on the trading floor, a Market-
Maker is not required to be present in the trading station where a
class is located in order to stream electronic quotations into the
class.\5\
---------------------------------------------------------------------------
\4\ In connection with this change, CBOE proposes to make
related changes to CBOE Rules 3.2, 3.3, 6.45A, 6.45B, 8.7, 8.13,
8.85, and 8.92 which reference the term RMM, and delete Rule 8.61,
which pertains to the evaluation of RMMs.
\5\ See CBOE Rule 8.3(c)(vi).
---------------------------------------------------------------------------
The obligations of Market-Makers and RMMs are generally the same,
and Market-Makers in Hybrid and Hybrid 2.0 option classes can function
remotely if they choose. Additionally, the ``appointment costs'' and
transaction fees of RMMs and Market-Makers are identical. Accordingly,
CBOE does not see any reason to continue to maintain a category of
market participant called RMM.
In connection with the deletion of the reference to RMMs, CBOE
proposes to amend the definition of Market-Maker to include member
organizations. Currently, an RMM can be either an individual or a
member organization. Under CBOE Rule 8.1, however, a Market-Maker is
defined as an individual (either a member or a nominee of a member
organization) registered with CBOE for the purpose of making
transactions as dealer-specialist on CBOE in accordance with the
provisions of Chapter VIII. Therefore, CBOE proposes to amend the
definition of Market-Maker to include member organizations. CBOE also
proposes to amend CBOE Rule 3.3 to clarify that the member organization
membership statuses that are approved by the Membership Committee
include Market-Maker.\6\
---------------------------------------------------------------------------
\6\ Interpretation .02 of CBOE Rule 3.3 is also proposed to be
amended to include reference to Lead Market-Maker.
---------------------------------------------------------------------------
CBOE also proposes to delete Interpretation and Policy .02 to CBOE
Rule 3.8, and amend CBOE Rule 3.8(a)(ii) to allow any member
organization that is the owner or lessee of more than one membership to
designate one individual to be the nominee for all memberships utilized
by the organization. However, for each membership utilized for trading
in open outcry on the trading floor, the organization must designate a
different individual to be the nominee for each of the memberships.
Currently, only RMMs, e-DPMs and Off-Floor DPMs are permitted to
designate one individual to be the nominee for all memberships utilized
by the organization. CBOE believes it is appropriate to allow any
member organization to designate one individual to be the nominee for
all memberships utilized by the organization, and if any of the
memberships are utilized for trading in open outcry on the trading
floor, the organization must designate a different individual to be the
nominee for each of the memberships.
CBOE also proposes to update and amend CBOE Rule 8.3 pertaining to
the appointment of Market-Makers. First, CBOE proposes to amend
paragraph (a) of CBOE Rule 8.3 to provide that appointments can be
selected by Market-Makers or made by CBOE consistent with the factors
set forth in paragraph (a). Second, CBOE proposes to amend paragraph
(c)(ii) to delete the requirement that a Market-Maker may hold an
appointment in an appropriate number of Hybrid option classes that are
located at one trading station. This limitation which requires that
appointments in Hybrid option classes must be located at one trading
station is not necessary. Moreover, since all option classes are either
Hybrid 2.0 option classes or Hybrid 3.0 option classes, it is
irrelevant.
Third, CBOE proposes to amend and reorganize paragraph (c)(vii) of
CBOE Rule 8.3 pertaining to the two current pilot programs that are in
effect, and also to extend for an additional year the pilot programs.
Specifically:
Proposed new subparagraph (1) of CBOE Rule 8.3(c)(vii)
describes the existing pilot program which allows an e-DPM or Off-Floor
DPM to have one affiliated Market-Maker trade on CBOE's trading floor
and submit electronic quotations in any specific option class allocated
to the e-DPM or Off-Floor DPM, provided such affiliated Market-Maker
trades on a separate membership and is present in the trading crowd
(see CBOE Rules 8.85(a)(v) and 8.93(vii)). As noted above, CBOE also
proposes to extend for an additional year, until March 14, 2009, this
pilot program, as it believes that the pilot program has been
successful, and CBOE has not experienced any negative effects with
respect to the pilot program.
Proposed new subparagraph (2) of CBOE Rule 8.3(c)(vii)
maintains the existing pilot program which permits an RMM to have one
affiliated Market-Maker trade in open outcry and submit electronic
quotations in any specific option class in which the Market-Maker holds
an appointment, provided such affiliated Market-Maker trades on a
separate membership (see CBOE Rule 8.4(c)(i)). However, because CBOE is
deleting reference to RMMs, subparagraph (2) of CBOE Rule 8.3(c)(vii)
states that a Market-Maker in a class may have one affiliated Market-
Maker trade in open outcry and submit electronic quotations in any
specific option class in which the Market-Maker holds an appointment,
provided such affiliated Market-Maker trades on a separate membership
and is present in the trading crowd. As noted above, CBOE proposes to
extend for an additional year, until March 14, 2009, the pilot program,
as CBOE believes that it has been successful, and CBOE has not
experienced any negative effects with respect to the pilot program.
Proposed new subparagraph (3) of CBOE Rule 8.3(c)(vii)
provides that there is no restriction on (a) affiliated
[[Page 11170]]
Market-Makers holding an appointment and submitting electronic
quotations in the same class, provided CBOE uses an allocation
algorithm in the class that does not allocate electronic trades, in
whole or in part, in an equal percentage based on the number of market
participants quoting at the best bid or offer; or (b) affiliated
Market-Makers holding an appointment in the same class for purposes of
trading in open outcry.
Proposed new subparagraph (4) of CBOE Rule 8.3(c)(vii)
simply restates the multiple aggregation unit pilot program currently
applicable to RMMs (see CBOE Rule 8.4(c)(ii)) and Market-Makers (see
CBOE Rule 8.3(c)(viii)). CBOE also proposes to extend for an additional
year, until March 14, 2009, the pilot program. CBOE believes that the
pilot program has been successful, and CBOE has not experienced any
negative effects with respect to the pilot program.
With regard to the obligations of Market-Makers, CBOE proposes to
amend CBOE Rule 8.7 to delete references to RMMs and other outdated
references to appointed trading stations. Additionally, CBOE proposes
to delete reference to DPMs representing orders as agent in CBOE Rule
8.7(d)(i)(C), as DPMs cannot act as an agent for orders (see Rule
8.85(c)).
CBOE also proposes to update CBOE Rule 8.3A pertaining to CQLs.
CBOE proposes to amend paragraph (a) to state that the DPM and e-DPMs
(if applicable) assigned to a product and Market-Makers who hold an
appointment in the product are entitled to quote electronically in the
product for as long as they maintain an appointment in the product.
CBOE proposes to amend paragraphs (b) and (c) to delete reference to
March 18, 2005, and also to provide that any Market-Maker holding an
appointment in a product prior to its addition to the Hybrid 2.0
Platform or Hybrid Trading System, respectively, will be entitled to
quote electronically in the product. Finally, CBOE proposes to delete
existing Interpretation .02, as it is outdated.
2. Statutory Basis
The Exchange believes the rule proposal is consistent with the Act
and the rules and regulations thereunder applicable to a national
securities exchange and, in particular, the requirements of Section
6(b) of the Act.\7\ Specifically, the Exchange believes that the
proposed rule change is consistent with the requirements under Section
6(b)(5) of the Act \8\ that the rules of an exchange be designed to
promote just and equitable principles of trade, to remove impediments
to and perfect the mechanism of a free and open market and a national
market system, and, in general, to protect investors and the public
interest.
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\7\ 15 U.S.C. 78f(b).
\8\ 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 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
The Exchange neither solicited nor received comments on the
proposal.
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 CBOE 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 rule-comments@sec.gov. Please include
File Number SR-CBOE-2007-120 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-CBOE-2007-120. 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-CBOE-2007-120 and should be
submitted on or before March 21, 2008.
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\9\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\9\
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E8-3798 Filed 2-28-08; 8:45 am]
BILLING CODE 8011-01-P