Self-Regulatory Organizations; Financial Industry Regulatory Authority, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Make Permanent a Pilot Program That Increases Options Position and Exercise Limits, 12487-12489 [E8-4513]
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Federal Register / Vol. 73, No. 46 / Friday, March 7, 2008 / Notices
For the Commission by the Division of
Trading and Markets, pursuant to delegated
authority.11
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E8–4401 Filed 3–6–08; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–57413; File No. SR–FINRA–
2008–007]
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Make Permanent a
Pilot Program That Increases Options
Position and Exercise Limits
March 3, 2008.
sroberts on PROD1PC70 with NOTICES
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
28, 2008, the Financial Industry
Regulatory Authority, Inc. (‘‘FINRA’’)
(f/k/a National Association of Securities
Dealers, Inc. (‘‘NASD’’)) 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 FINRA.
FINRA has designated this proposal as
non-controversial under Section
19(b)(3)(A)(iii) of the Act 3 and Rule
19b–4(f)(6) thereunder,4 which renders
the proposed rule change effective upon
filing with the Commission. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
FINRA seeks to amend NASD Rule
2860 (Options) to make permanent a
pilot program that increases options
position and exercise limits. In addition,
FINRA proposes to amend NASD IM–
2860–1 (Position Limits) to revise the
examples that illustrate the operation of
position limits with the proposed
permanent position limits. The text of
the proposed rule change is available on
FINRA’s Web site (https://
www.finra.org), at FINRA’s principal
office, and at the Commission’s Public
Reference Room.
11 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A)(iii).
4 17 CFR 240.19b–4(f)(6).
1 15
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II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
FINRA 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. FINRA 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
FINRA is proposing amendments to
its options position and exercise limits
in NASD Rule 2860 to make permanent
a pilot program that increases position
and exercise limits for both
standardized and conventional options.5
In addition, FINRA proposes to amend
NASD IM–2860–1 (Position Limits) to
revise the examples that illustrate the
operation of position limits with the
proposed permanent position limits.
NASD Rule 2860(b)(3) subjects
standardized and conventional options
to one of five different position limits.
Options exercise limits, which are set
forth in NASD Rule 2860(b)(4), and
which incorporate by reference the
position limits in Rule 2860(b)(3), also
would increase. The original pilot
program became effective on March 30,
2005, and has been extended five times.
It was scheduled to expire on March 1,
2008.6 FINRA is proposing to make the
5 A ‘‘conventional option’’ is an option contract
not issued, or subject to issuance by, the Options
Clearing Corporation. See NASD Rule 2860(b)(2)(O).
Currently, position limits for standardized and
conventional options are the same with respect to
the same underlying security. The proposed rule
change would maintain this parity between
standardized and conventional options. FINRA has
maintained parity between conventional and
standardized options since 1999. See Securities
Exchange Act Release No. 40932 (January 11, 1999),
64 FR 2930, 2931 (January 19, 1999) (SR–NASD–
98–92). Before 1999, position limits on
conventional options were three times greater than
the limits for standardized options. See Securities
Exchange Act Release No. 40087 (June 12, 1998), 63
FR 33746 (June 19, 1998) (SR–NASD–98–23).
FINRA’s limits on standardized equity options
are applicable only to those members that are not
also members of the exchange on which the option
is traded; the limits on conventional options are
applicable to all FINRA members. NASD Rule
2860(b)(1)(A); see also Securities Exchange Act
Release No. 40932 (January 11, 1999), 64 FR 2930,
2931 (January 19, 1999) (SR–NASD–98–92).
6 See Securities Exchange Act Release Nos. 52271
(August 16, 2005), 70 FR 49344 (August 23, 2005)
(SR–NASD–2005–097); 53346 (February 22, 2006),
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12487
pilot program permanent in order to
preserve the benefits to the marketplace
from the higher levels. The proposed
rule change also is substantively
identical to a proposal by the Chicago
Board Options Exchange, Inc. recently
approved by the Commission.7 FINRA
anticipates all other self-regulatory
organizations (‘‘SROs’’) with the pilot
program also will seek to make their
program permanent. Thus, the proposed
rule change will ensure that FINRA’s
position limits are consistent with those
of other SROs.
Position and Exercise Limits
The standard position limits were last
increased nine years ago, on December
31, 1998.8 Since that time, there has
been a steady increase in the number of
accounts that approach the position
limit or have been granted an exemption
to the applicable position limit. To the
best of FINRA’s knowledge, during the
operation of the pilot program, there
have been very few violations of the
position limits or exercise limits and
none of these violations were deemed to
be a result of manipulative activities.
Growth in Options Market
Since the last position limit increase,
there has been an exponential increase
in the overall volume in options trading.
Part of this volume is attributable to a
corresponding increase in the number of
overall market participants. This growth
in market participants has in turn
brought about additional depth and
increased liquidity in options trading.
FINRA has no reason to believe that the
current trading volume in equity
options will not continue. Rather,
FINRA expects continued options
volume growth as opportunities for
investors to participate in the options
markets increase and evolve. FINRA
believes that the non-pilot position and
exercise limits might constrain liquidity
in the options markets.
Manipulation
Since the last position limit increase,
and throughout the duration of the pilot
program, FINRA has not encountered
any significant regulatory issues
regarding the applicable position limits.
Moreover, FINRA believes that there is
a lack of evidence of market
71 FR 10580 (March 1, 2006) (SR–NASD–2006–
025); 54334 (August 18, 2006), 71 FR 50961 (August
28, 2006) (SR–NASD–2006–097); 55225 (February
1, 2007), 72 FR 6634 (February 12, 2007) (SR–
NASD–2007–007); and 56265 (August 15, 2007), 72
FR 47102 (August 22, 2007) (SR–FINRA–2007–002).
7 See Securities Exchange Act Release No. 57352
(February 19, 2008), 73 FR 10076 (February 25,
2008) (SR–CBOE–2008–07).
8 See Securities Exchange Act Release No. 40875
(December 31, 1998), 64 FR 1842 (January 12, 1999).
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Federal Register / Vol. 73, No. 46 / Friday, March 7, 2008 / Notices
manipulation schemes, which justifies
the proposed permanent approval of the
pilot program. FINRA believes that its
existing surveillance procedures and
reporting requirements are reasonably
designed to detect unusual and/or
illegal trading activity. FINRA
represents that its surveillance and
reporting mechanisms (which have been
significantly enhanced since the last
position limit increase in 1999) will
serve to adequately address any
concerns the Commission may have
with respect to account(s) engaging in
any manipulative schemes resulting
from position limit violations.
No Adverse Consequences from Past
Increases
Equity option position limits have
been gradually expanded from 1,000
contracts in 1973 to the current level of
75,000 contracts for the largest and most
actively traded equity options. To date,
FINRA is unaware of any adverse affects
on the markets as a result of these past
increases in the limits for equity option
contracts.
2. Statutory Basis
FINRA believes that the proposed rule
change is consistent with the provisions
of Section 15A(b)(6) of the Act,9 which
requires, among other things, that
FINRA rules must be designed to
prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, and, in
general, to protect investors and the
public interest. The proposed rule
change would make permanent a pilot
program increasing options position and
exercise limits. FINRA’s experience
administering the higher limits of the
pilot program over the past three years
has not revealed any adverse concerns
or any other reasons to suggest that such
limits should not be made permanent.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
sroberts on PROD1PC70 with NOTICES
FINRA does not believe that the
proposed rule change will result in 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.
9 15
U.S.C. 78o–3(b)(6).
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III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
FINRA has designated the proposed
rule change as one that: (1) Does not
significantly affect the protection of
investors or the public interest; (2) does
not impose any significant burden on
competition; and (3) does not become
operative for 30 days from the date of
filing, or such shorter time as the
Commission may designate if consistent
with the protection of investors and the
public interest. Therefore, the foregoing
rule change has become effective
pursuant to Section 19(b)(3)(A) of the
Act 10 and subparagraph (f)(6) of Rule
19b–4 thereunder.11 FINRA notes that
the proposed rule change is based on a
similar proposal recently approved by
the Commission.12 FINRA has asked the
Commission to waive the operative
delay to permit the proposed rule
change to become operative prior to the
30th day after filing.
The pilot program expanding position
and exercise limits on standardized and
conventional options was scheduled to
expire on March 1, 2008. The
Commission believes that waiving the
30-day operative delay of FINRA’s
proposal is consistent with the
protection of investors and the public
interest because it will allow the
position and exercise limits to remain at
consistent levels during the transition
from the pilot program to permanent
status.13 Therefore, the Commission
designates the proposal to be operative
upon filing.
At any time within 60 days of the
filing of the proposed rule change, the
Commission may summarily abrogate
the 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
10 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.
FINRA has fulfilled this requirement.
12 See Securities Exchange Act Release No. 57352
(February 19, 2008), 73 FR 10076 (February 25,
2008) (order granting accelerated approval to SR–
CBOE–2008–07).
13 For purposes only of waiving the 30-day
operative delay, the Commission has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
11 17
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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
No. SR–FINRA–2008–007 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–FINRA–2008–007. 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 Commissions
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 FINRA. 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–FINRA–2008–007 and
should be submitted on or before March
28, 2008.
E:\FR\FM\07MRN1.SGM
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Federal Register / Vol. 73, No. 46 / Friday, March 7, 2008 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E8–4513 Filed 3–6–08; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–57416; File No. SR–ISE–
2008–20]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change, as Modified by Amendment
No. 1 Thereto, To Make Permanent Two
Pilot Programs That Increase Position
and Exercise Limits on Equity Options
March 3, 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
28, 2008, the International Securities
Exchange, LLC (‘‘Exchange’’ or ‘‘ISE’’),
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. On February 29, 2008, NYSE
submitted Amendment No. 1 to the
proposed rule change.3 The Exchange
has designated this proposal as noncontroversial under Section
19(b)(3)(A)(iii) of the Act 4 and Rule
19b–4(f)(6) thereunder,5 which renders
the proposed rule change effective upon
filing with the Commission. The
Commission is publishing this notice to
solicit comments on the proposed rule
change, as amended, from interested
persons.
sroberts on PROD1PC70 with NOTICES
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange seeks to make
permanent two pilot programs that
increase position and exercise limits for
equity options. To permanently
establish the two pilot programs, the
Exchange proposes to amend Rule 412,
Position Limits, and Rule 414, Exercise
Limits. The text of the proposed rule
change is available on the Exchange’s
Web site (https://www.ise.com), at the
14 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 In Amendment No. 1, the Exchange made a
technical correction to the proposed rule text.
4 15 U.S.C. 78s(b)(3)(A)(iii).
5 17 CFR 240.19b–4(f)(6).
1 15
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18:46 Mar 06, 2008
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Exchange’s principal office, and at the
Commission’s Public Reference Room.
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
The purpose of the proposed rule
change is to make permanent two pilot
programs that increase position and
exercise limits for equity options. To
permanently establish the two pilot
programs, the Exchange proposes to
amend Rule 412, Position Limits, and
Rule 414, Exercise Limits. Rule 412
subjects equity options to one of five
different position limits depending on
the trading volume and outstanding
shares of the underlying security. Rule
414 establishes exercise limits for the
corresponding options at the same
levels as the corresponding security’s
position limits.
The first pilot program, the ‘‘Rule 412
Pilot Program,’’ commenced on March
2, 2005, and provides for an increase to
the standard (or ‘‘non-pilot’’) position
and exercise limits for equity option
contracts and for options on the
PowerShares QQQ Trust (‘‘QQQQ’’).6
The second pilot program, the ‘‘iShares
Russell 2000 Index Fund (‘IWM’)
6 The Rule 412 Pilot Program was approved by
the Commission on March 2, 2005. See Securities
Exchange Act Release No. 51295 (March 2, 2005),
70 FR 11292 (March 8, 2005) (SR–ISE–2005–14).
The Rule 412 Pilot Program has been extended five
times for six month periods by the Commission,
and expires on March 1, 2008. See Securities
Exchange Act Release Nos. 52265 (August 15,
2005), 70 FR 48996 (August 22, 2005) (SR–ISE–
2005–39); 53345 (February 22, 2006), 71 FR 10579
(March 1, 2006) (SR–ISE–2006–10); 54335 (August
18, 2006), 71 FR 50954 (August 28, 2006) (SR–ISE–
2006–47); 55311 (February 16, 2007), 72 FR 8408
(February 26, 2007) (SR–ISE–2007–15); and 56263
(August 15, 2007), 72 FR 47105 (August 22, 2007)
(SR–ISE–2007–69).
In connection with the March 21, 2007, transfer
of sponsorship of the Nasdaq-100 Trust, the name
of the trust was changed to the ‘‘PowerShares QQQ
Trust.’’ See QQQQ prospectus available at https://
www.powershares.com/pdf/P-QQQ-PRO-1.pdf.
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Fmt 4703
Sfmt 4703
12489
Option Pilot Program,’’ commenced on
January 25, 2007, and increases the
position and exercise limits for IWM
options from 250,000 contracts to
500,000 contracts.7
The standard position limits were last
increased in 1998. Since that time, there
has been a steady increase in the
number of accounts that (a) approach
the position limit; (b) exceed the
position limits; and (c) are granted an
exemption to the applicable position
limit. The Exchange represents that over
the course of the last year, when both
pilot programs were in effect, the
Exchange’s Market Surveillance
Department encountered only a handful
of violations. The Exchange believes
that all of these violations were deemed
inadvertent and were due primarily to
miscounting, technical problems, or a
misinterpretation of position limit
calculation methodologies. None of
these violations were deemed to be a
result of manipulative activities.
Since the last position limit increase,
there has been an exponential increase
in the overall volume of exchange
traded options. Part of this volume is
attributable to a corresponding increase
in the number of overall market
participants. This growth in market
participants has in turn brought about
additional depth and increased liquidity
in exchange traded options.
Further, since the last position limit
increase, and throughout the duration of
the two pilot programs, the Exchange
has not encountered any regulatory
issues regarding the applicable position
limits, and states that there is a lack of
evidence of market manipulation
schemes, which justifies making
permanent the Rule 412 and IWM
Option Pilot Programs.
As the anniversary of listed options
trading approaches its 35th year, the
Exchange believes that the existing
surveillance procedures and options
reporting requirements at the ISE, at
other options exchanges, and at the
several clearing firms are capable of
properly identifying unusual and/or
illegal trading activity. The Exchange’s
7 The IWM Option Pilot Program doubles the
position and exercise limits for IWM options under
the Rule 412 Pilot Program. See Rule 412,
Supplementary Materials .01. Absent both of these
pilot programs, the standard position and exercise
limit for IWM options is 75,000 option contracts.
The proposal that established the IWM Option
Pilot Program was effective upon filing. See
Securities Exchange Act Release No. 55175 (January
25, 2007), 72 FR 4753 (February 1, 2007) (SR–ISE–
2007–07). The IWM Option Pilot Program has been
extended twice by the Commission and expires on
March 1, 2008. See Securities Exchange Act Release
Nos. 56020 (July 6, 2007), 72 FR 38109 (July 12,
2007) (SR–ISE–2007–56); and 57144 (January 14,
2008), 73 FR 3785 (January 22, 2008) (SR–ISE–
2008–03).
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Agencies
[Federal Register Volume 73, Number 46 (Friday, March 7, 2008)]
[Notices]
[Pages 12487-12489]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E8-4513]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-57413; File No. SR-FINRA-2008-007]
Self-Regulatory Organizations; Financial Industry Regulatory
Authority, Inc.; Notice of Filing and Immediate Effectiveness of
Proposed Rule Change To Make Permanent a Pilot Program That Increases
Options Position and Exercise Limits
March 3, 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 28, 2008, the Financial Industry Regulatory Authority, Inc.
(``FINRA'') (f/k/a National Association of Securities Dealers, Inc.
(``NASD'')) 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 FINRA. FINRA
has designated this proposal as non-controversial under Section
19(b)(3)(A)(iii) of the Act \3\ and Rule 19b-4(f)(6) thereunder,\4\
which renders the proposed rule change effective upon filing with the
Commission. The 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)(iii).
\4\ 17 CFR 240.19b-4(f)(6).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
FINRA seeks to amend NASD Rule 2860 (Options) to make permanent a
pilot program that increases options position and exercise limits. In
addition, FINRA proposes to amend NASD IM-2860-1 (Position Limits) to
revise the examples that illustrate the operation of position limits
with the proposed permanent position limits. The text of the proposed
rule change is available on FINRA's Web site (https://www.finra.org), at
FINRA's principal office, and at the Commission's Public Reference
Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, FINRA 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. FINRA 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
FINRA is proposing amendments to its options position and exercise
limits in NASD Rule 2860 to make permanent a pilot program that
increases position and exercise limits for both standardized and
conventional options.\5\ In addition, FINRA proposes to amend NASD IM-
2860-1 (Position Limits) to revise the examples that illustrate the
operation of position limits with the proposed permanent position
limits.
---------------------------------------------------------------------------
\5\ A ``conventional option'' is an option contract not issued,
or subject to issuance by, the Options Clearing Corporation. See
NASD Rule 2860(b)(2)(O). Currently, position limits for standardized
and conventional options are the same with respect to the same
underlying security. The proposed rule change would maintain this
parity between standardized and conventional options. FINRA has
maintained parity between conventional and standardized options
since 1999. See Securities Exchange Act Release No. 40932 (January
11, 1999), 64 FR 2930, 2931 (January 19, 1999) (SR-NASD-98-92).
Before 1999, position limits on conventional options were three
times greater than the limits for standardized options. See
Securities Exchange Act Release No. 40087 (June 12, 1998), 63 FR
33746 (June 19, 1998) (SR-NASD-98-23).
FINRA's limits on standardized equity options are applicable
only to those members that are not also members of the exchange on
which the option is traded; the limits on conventional options are
applicable to all FINRA members. NASD Rule 2860(b)(1)(A); see also
Securities Exchange Act Release No. 40932 (January 11, 1999), 64 FR
2930, 2931 (January 19, 1999) (SR-NASD-98-92).
---------------------------------------------------------------------------
NASD Rule 2860(b)(3) subjects standardized and conventional options
to one of five different position limits. Options exercise limits,
which are set forth in NASD Rule 2860(b)(4), and which incorporate by
reference the position limits in Rule 2860(b)(3), also would increase.
The original pilot program became effective on March 30, 2005, and has
been extended five times. It was scheduled to expire on March 1,
2008.\6\ FINRA is proposing to make the pilot program permanent in
order to preserve the benefits to the marketplace from the higher
levels. The proposed rule change also is substantively identical to a
proposal by the Chicago Board Options Exchange, Inc. recently approved
by the Commission.\7\ FINRA anticipates all other self-regulatory
organizations (``SROs'') with the pilot program also will seek to make
their program permanent. Thus, the proposed rule change will ensure
that FINRA's position limits are consistent with those of other SROs.
---------------------------------------------------------------------------
\6\ See Securities Exchange Act Release Nos. 52271 (August 16,
2005), 70 FR 49344 (August 23, 2005) (SR-NASD-2005-097); 53346
(February 22, 2006), 71 FR 10580 (March 1, 2006) (SR-NASD-2006-025);
54334 (August 18, 2006), 71 FR 50961 (August 28, 2006) (SR-NASD-
2006-097); 55225 (February 1, 2007), 72 FR 6634 (February 12, 2007)
(SR-NASD-2007-007); and 56265 (August 15, 2007), 72 FR 47102 (August
22, 2007) (SR-FINRA-2007-002).
\7\ See Securities Exchange Act Release No. 57352 (February 19,
2008), 73 FR 10076 (February 25, 2008) (SR-CBOE-2008-07).
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Position and Exercise Limits
The standard position limits were last increased nine years ago, on
December 31, 1998.\8\ Since that time, there has been a steady increase
in the number of accounts that approach the position limit or have been
granted an exemption to the applicable position limit. To the best of
FINRA's knowledge, during the operation of the pilot program, there
have been very few violations of the position limits or exercise limits
and none of these violations were deemed to be a result of manipulative
activities.
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\8\ See Securities Exchange Act Release No. 40875 (December 31,
1998), 64 FR 1842 (January 12, 1999).
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Growth in Options Market
Since the last position limit increase, there has been an
exponential increase in the overall volume in options trading. Part of
this volume is attributable to a corresponding increase in the number
of overall market participants. This growth in market participants has
in turn brought about additional depth and increased liquidity in
options trading. FINRA has no reason to believe that the current
trading volume in equity options will not continue. Rather, FINRA
expects continued options volume growth as opportunities for investors
to participate in the options markets increase and evolve. FINRA
believes that the non-pilot position and exercise limits might
constrain liquidity in the options markets.
Manipulation
Since the last position limit increase, and throughout the duration
of the pilot program, FINRA has not encountered any significant
regulatory issues regarding the applicable position limits. Moreover,
FINRA believes that there is a lack of evidence of market
[[Page 12488]]
manipulation schemes, which justifies the proposed permanent approval
of the pilot program. FINRA believes that its existing surveillance
procedures and reporting requirements are reasonably designed to detect
unusual and/or illegal trading activity. FINRA represents that its
surveillance and reporting mechanisms (which have been significantly
enhanced since the last position limit increase in 1999) will serve to
adequately address any concerns the Commission may have with respect to
account(s) engaging in any manipulative schemes resulting from position
limit violations.
No Adverse Consequences from Past Increases
Equity option position limits have been gradually expanded from
1,000 contracts in 1973 to the current level of 75,000 contracts for
the largest and most actively traded equity options. To date, FINRA is
unaware of any adverse affects on the markets as a result of these past
increases in the limits for equity option contracts.
2. Statutory Basis
FINRA believes that the proposed rule change is consistent with the
provisions of Section 15A(b)(6) of the Act,\9\ which requires, among
other things, that FINRA rules must be designed to prevent fraudulent
and manipulative acts and practices, to promote just and equitable
principles of trade, and, in general, to protect investors and the
public interest. The proposed rule change would make permanent a pilot
program increasing options position and exercise limits. FINRA's
experience administering the higher limits of the pilot program over
the past three years has not revealed any adverse concerns or any other
reasons to suggest that such limits should not be made permanent.
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\9\ 15 U.S.C. 78o-3(b)(6).
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B. Self-Regulatory Organization's Statement on Burden on Competition
FINRA does not believe that the proposed rule change will result in
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
FINRA has designated the proposed rule change as one that: (1) Does
not significantly affect the protection of investors or the public
interest; (2) does not impose any significant burden on competition;
and (3) does not become operative for 30 days from the date of filing,
or such shorter time as the Commission may designate if consistent with
the protection of investors and the public interest. Therefore, the
foregoing rule change has become effective pursuant to Section
19(b)(3)(A) of the Act \10\ and subparagraph (f)(6) of Rule 19b-4
thereunder.\11\ FINRA notes that the proposed rule change is based on a
similar proposal recently approved by the Commission.\12\ FINRA has
asked the Commission to waive the operative delay to permit the
proposed rule change to become operative prior to the 30th day after
filing.
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\10\ 15 U.S.C. 78s(b)(3)(A).
\11\ 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. FINRA has fulfilled this requirement.
\12\ See Securities Exchange Act Release No. 57352 (February 19,
2008), 73 FR 10076 (February 25, 2008) (order granting accelerated
approval to SR-CBOE-2008-07).
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The pilot program expanding position and exercise limits on
standardized and conventional options was scheduled to expire on March
1, 2008. The Commission believes that waiving the 30-day operative
delay of FINRA's proposal is consistent with the protection of
investors and the public interest because it will allow the position
and exercise limits to remain at consistent levels during the
transition from the pilot program to permanent status.\13\ Therefore,
the Commission designates the proposal to be operative upon filing.
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\13\ For purposes only of waiving the 30-day operative delay,
the Commission has 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 the 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 No. SR-FINRA-2008-007 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-FINRA-2008-007. 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 Commissions 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 FINRA. 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-FINRA-2008-007 and should be
submitted on or before March 28, 2008.
[[Page 12489]]
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
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\14\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. E8-4513 Filed 3-6-08; 8:45 am]
BILLING CODE 8011-01-P