Self-Regulatory Organizations; Chicago Board Options Exchange, Incorporated; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Extend Two Pilot Programs, 15805-15807 [E8-5921]
Download as PDF
Federal Register / Vol. 73, No. 58 / Tuesday, March 25, 2008 / Notices
mstockstill on PROD1PC66 with NOTICES
out. The notice will also reiterate the
facts that the Company: (1) Will not
exercise any rights reserved by it under
any of the Contracts to impose
additional charges for transfers until at
least 30 days after the proposed
substitutions, and (2) will, for at least 30
days following the proposed
substitutions, permit such Contract
owners to transfer Contract values out of
the subaccounts holding shares of the
Replacement Portfolios to other
subaccounts and the fixed account
without those transfers being treated as
transfers for purposes of determining
the remaining number of transfers
permitted in the Contract year without
a transfer charge. The notice as
delivered in certain jurisdictions may
also explain that the right of a Contract
owner to make transfers in connection
with the proposed substitutions will not
affect such Contract owner’s right,
under insurance regulations in those
jurisdictions, to exchange his or her
Contract for a fixed-benefit life
insurance contract or a fixed-benefit
annuity Contract during the 60 days
following the substitutions.
40. The Company will carry out the
proposed substitutions by redeeming
shares of each Replaced Portfolio held
by the Accounts for cash and applying
the proceeds to the purchase of shares
of the Replacement Portfolios. The
proposed substitutions will take place at
relative net asset value with no change
in the amount of any Contract owner’s
Contract value or death benefit or in the
dollar value of his or her investment in
any of the Accounts. Contract owners
will not incur any fees or charges as a
result of the proposed substitutions, nor
will their rights or the Company’s
obligations under the Contracts be
altered in any way. All applicable
expenses incurred in connection with
the proposed substitutions, including
brokerage commissions and legal,
accounting, and other fees and
expenses, will be paid by the Company.
In addition, the proposed substitutions
will not impose any tax liability on
Contract owners. The proposed
substitutions will not cause the Contract
fees and charges currently being paid by
existing Contract owners to be greater
after the proposed substitutions than
before the proposed substitutions.
Applicants’ Legal Analysis
1. The Applicants request that the
Commission issue an order pursuant to
Section 26(c) of the Act approving the
substitution by the Company of Service
Class shares of Replacement Portfolio A
for shares of Replaced Portfolio A, and
the substitution of shares of
Replacement Portfolio B for shares of
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18:33 Mar 24, 2008
Jkt 214001
Replaced Portfolio B held by the
Accounts.
2. The Applicants assert that all the
Contracts expressly reserve for the
Company the right, subject to
compliance with applicable law, to
substitute shares of one fund or
portfolio held by a subaccount of an
Account for another. The prospectuses
for the Contracts and the Accounts
contain appropriate disclosure of this
right.
3. Applicants maintain that Contract
owners will be better served by the
proposed substitutions and that the
proposed substitutions are appropriate
given the Replacement Portfolios, the
Replaced Portfolios, and other
investment options available under the
Contracts. In the last three years,
Replacement Portfolio A has had
investment performance superior to that
of Replaced Portfolio A, and
Replacement Portfolio B has had
investment performance superior to that
of Replaced Portfolio B. In addition,
Replacement Portfolio A has had
substantially lower expenses over this
same period than Replaced Portfolio A,
and Replacement Portfolio B has had
substantially lower expenses over this
same period than Replaced Portfolio B.
4. Applicants believe that
Replacement Portfolio A and Replaced
Portfolio A are substantially the same in
their stated investment objectives and
principal investment strategies, and that
Replacement Portfolio B and Replaced
Portfolio B are substantially similar in
their stated investment objectives and
principal investment strategies, as to
afford investors continuity of
investment and risk.
5. Although each Replaced Portfolio
benefits from an expense reimbursement
arrangement that reduces the Portfolio’s
expenses, even after the reimbursement
for each Replaced Portfolio has been
taken into account, the expenses of the
corresponding Replacement Portfolio
are still significantly lower.
6. The Applicants represent that the
proposed substitutions retain for
Contract owners the investment
flexibility that is a central feature of the
Contracts. If the proposed substitutions
are carried out, all Contract owners will
be permitted to allocate purchase
payments and transfer Contract values
between and among the remaining
subaccounts as they could before the
proposed substitutions.
7. The Applicants maintain that the
proposed substitutions are not the type
of substitution that Section 26(c) was
designed to prevent. Unlike traditional
unit investment trusts where a depositor
could only substitute an investment
security in a manner which
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Sfmt 4703
15805
permanently affected all the investors in
the trust, the Contracts provide each
Contract owner with the right to
exercise his or her own judgment and
transfer Contract values into other
subaccounts and the fixed account.
Moreover, the Contracts will offer
Contract owners the opportunity to
transfer amounts out of the affected
subaccounts into any of the remaining
subaccounts without cost or
disadvantage. The proposed
substitutions, therefore, will not result
in the type of costly forced redemption
that Section 26(c) was designed to
prevent.
Conclusion
Applicants submit that, for all the
reasons stated above, the proposed
substitutions are consistent with the
protection of investors and the purposes
fairly intended by the policy and
provisions of the Act.
For the Commission, by the Division of
Investment Management, under delegated
authority.
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E8–5919 Filed 3–24–08; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–57519; File No. SR–CBOE–
2008–29]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Extend Two Pilot
Programs
March 18, 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 March 13,
2008, 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 and II
below, which Items have been
substantially prepared by the Exchange.
The Exchange filed the proposed rule
change pursuant to Section 19(b)(3)(A)
of the Act 3 and Rule 19b–4(f)(6)
thereunder, which renders it effective
upon filing with the Commission.4 The
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A).
4 17 CFR 240.19b–4(f)(6).
2 17
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15806
Federal Register / Vol. 73, No. 58 / Tuesday, March 25, 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
CBOE proposes to amend its rules to
extend for an additional year, until
March 14, 2009, two existing pilot
programs.
The text of the proposed rule change
is available on the CBOE’s Web site
(https://www.cboe.org/Legal), at the
Exchange’s Office of Secretary, 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,
CBOE 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
mstockstill on PROD1PC66 with NOTICES
1. Purpose
The purpose of this rule change is to
extend for an additional year, until
March 14, 2009, two existing pilot
programs.
First, CBOE proposes to amend CBOE
Rules 8.4(c)(i), 8.85, 8.91 and 8.93(vii) to
extend, until March 14, 2009, the pilot
programs that allow a Remote Market
Maker (‘‘RMM’’), an Off-Floor DPM, and
an e-DPM to have up to one separate
affiliated Market-Maker physically
present in the trading crowds where it
operates as an RMM, Off-Floor DPM, or
e-DPM, respectively. (Such MarketMakers would be required to trade on a
separate membership.) 5
Second, CBOE proposes to amend
Rules 8.3(c)(viii) and 8.4(c)(ii) to extend,
until March 14, 2009, the pilot program
which allows a CBOE member or
member firm to have multiple
5 These pilot programs previously were extended
for one year until March 14, 2008. See Securities
Exchange Act Release No. 55438 (March 9, 2007),
72 FR 12642 (March 16, 2007) (SR–CBOE–2007–19)
(granting immediate effectiveness to SR–CBOE–
2007–19). See also Securities Exchange Act Release
No. 55531 (March 26, 2007), 72 FR 15736 (April 2,
2007) (SR–CBOE–2006–94) (order allowing DPM’s
to operate away from CBOE’s trading floor).
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18:33 Mar 24, 2008
Jkt 214001
aggregation units operating as separate
Market-Makers or RMMs within the
same class, provided they satisfy certain
criteria set forth in CBOE Rule
8.4(c)(ii)(A)–(C).6
CBOE initially proposed to extend
these two pilot programs in its pending
rule filing, SR–CBOE–2007–120, which
filing proposes to amend CBOE rules
relating Market-Makers and RMMs in
various respects.7 SR–CBOE–2007–120
has been published for comment in the
Federal Register, and the comment
period expires on March 21, 2008.8
Because these pilot programs are
scheduled to expire prior to when the
comment period expires on SR–CBOE–
2007–120 and the time by when the SEC
may approve SR–CBOE–2007–120,
CBOE determined to seek a one-year
extension of the two pilot programs in
this rule filing.
As noted in SR–CBOE–2007–120,
CBOE believes that both of these two
pilot programs have been successful,
and CBOE has not experienced any
negative effects with respect to the pilot
programs. Accordingly, CBOE believes
that the proposed rule change is
designed to promote just and equitable
principles of trade, and will enhance
competition and liquidity in the option
classes in which the market participants
who participate in the pilot programs
trade.
Finally, CBOE notes that these pilot
programs were initially adopted, in part,
due to CBOE’s usage of an algorithm
that allocates 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—
specifically CBOE’s ultimate matching
algorithm, ‘‘UMA.’’ In January 2008,
CBOE determined to utilize a pro-rata
algorithm, instead of UMA, as the
applicable matching algorithm in all
Hybrid classes. In the event CBOE
determines to utilize the UMA
algorithm in the future in a Hybrid
option class, CBOE commits to
providing data to the Commission
relating to the pilot programs which
allow an RMM, an Off-Floor DPM, and
an e-DPM to have up to one separate
6 This pilot program previously was extended for
one year until March 14, 2008. See Securities
Exchange Act Release No. 55474 (March 15, 2007),
72 FR 13324 (March 21, 2007) (SR–CBOE–2007–20)
(granting immediate effectiveness to SR–CBOE–
2007–20).
7 Among other changes, SR–CBOE–2007–120
proposes to delete reference to RMMs in CBOE’s
rules, amend CBOE Rules 8.3 and 8.7 relating to the
appointment of Market-Makers and Market-Maker
obligations, respectively, and update or delete
outdated provisions in other rules, including CBOE
Rule 8.3A relating to Class Quoting Limits.
8 See Securities Exchange Act Release No. 57367
(February 21, 2008), 73 FR 11168 (February 29,
2008) (SR–CBOE–2007–120).
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Fmt 4703
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affiliated Market-Maker physically
present in the trading crowds where it
operates as an RMM, Off-Floor DPM, or
e-DPM, respectively.
2. Statutory Basis
CBOE believes that the proposed rule
change is consistent with Section 6(b) of
the Act,9 in general, and furthers the
objectives of Section 6(b)(5) of the Act,10
in particular, in that it is designed to
prevent fraudulent and manipulative
acts and practices, promote just and
equitable principles of trade, remove
impediments to and perfect the
mechanisms of a free and open market
and a national market system, and, in
general, 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 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
The Exchange has neither solicited
nor received written comments on the
proposed rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The Exchange has filed the proposed
rule change pursuant to Section
19(b)(3)(A)(iii) of the Act 11 and Rule
19b–4(f)(6) thereunder.12 Because the
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
prior to 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, the
proposed rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act and Rule 19b–4(f)(6)(iii)
thereunder.13
9 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
11 15 U.S.C. 78s(b)(3)(A)(iii).
12 17 CFR 240.19b–4(f)(6).
13 Rule 19b–4(f)(6) also requires the Exchange to
give 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 Exchange
has satisfied the pre-filing requirement.
10 15
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Federal Register / Vol. 73, No. 58 / Tuesday, March 25, 2008 / Notices
A proposed rule change filed under
Rule 19b–4(f)(6) normally does not
become operative prior to 30 days after
the date of the filing. However, pursuant
to Rule 19b–4(f)(6)(iii),14 the
Commission may designate a shorter
time if such action is consistent with the
protection of investors and the public
interest. CBOE has asked the
Commission to waive the 30-day
operative delay so that the proposal may
become operative immediately upon
filing. The Exchange believes the waiver
of this period will allow it to continue
the pilot programs without undue delay,
which it believes is in the public
interest as it will avoid inconvenience
and interruption to the public. The
Commission believes such waiver is
consistent with the protection of
investors and the public interest
because it presents no new issues and
will allow the pilot programs to operate
without interruption. For this reason,
the Commission designates the proposal
to be operative upon filing with the
Commission.15
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:
mstockstill on PROD1PC66 with NOTICES
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–2008–29 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–2008–29. This file
number should be included on the
14 17
CFR 240.19b–4(f)(6)(iii).
purposes only of waiving the 30-day preoperative period, the Commission has considered
the proposed rule’s impact on efficiency,
competition and capital formation. 15 U.S.C. 78c(f).
15 For
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18:33 Mar 24, 2008
Jkt 214001
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 will also be
available for inspection and copying at
the principal office of CBOE. 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–2008–29 and should be
submitted on or before April 15, 2008.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E8–5921 Filed 3–24–08; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–57524; File No. SR–Amex–
2008–05]
Self-Regulatory Organizations;
American Stock Exchange LLC; Notice
of Filing and Order Granting
Accelerated Approval to Proposed
Rule Change as Modified by
Amendment No. 1 Thereto Relating to
Smaller Reporting Companies
March 18, 2008.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934
(‘‘Exchange Act’’) and Rule 19b–4
thereunder,2 notice is hereby given that
on January 25, 2008, the American
Stock Exchange LLC (‘‘Amex’’ or
‘‘Exchange’’) filed with the Securities
16 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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15807
and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the Exchange. On March 13, 2008,
Amex submitted Amendment No. 1 to
the proposed rule change.3 This order
provides notice of the proposed rule
change and approves the proposed rule
change, as amended, on an accelerated
basis.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
Sections 801, 802, 803, 807, and 809 of
the Amex Company Guide (‘‘Company
Guide’’) to conform to recent
Commission amendments to rules and
forms under the Securities Act of 1933 4
( ‘‘Securities Act’’) and the Exchange
Act relating to smaller reporting
companies.
The text of the proposed rule change
is available on the Amex’s Web site at
https://www.amex.com, the Office of the
Secretary, the Amex 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 III 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 the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Commission recently adopted
amendments to the disclosure and
reporting requirements under the
Securities Act and the Exchange Act in
order to simplify and provide regulatory
relief for smaller companies (the
‘‘Smaller Reporting Company
3 Amendment No. 1 replaced and superseded the
original filing in its entirety. Amendment No. 1 was
filed to make revisions to the rule filing and to the
text of the proposed rule change to reflect recently
approved changes to the Amex Company Guide.
See Securities Exchange Act Release No. 57393
(February 27, 2008), 73 FR 11962 (March 5, 2008)
(order approving SR–Amex–2007–79). Amendment
No. 1 also made other, technical corrections.
4 15 U.S.C. 77(a) et seq.
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Agencies
[Federal Register Volume 73, Number 58 (Tuesday, March 25, 2008)]
[Notices]
[Pages 15805-15807]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E8-5921]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-57519; File No. SR-CBOE-2008-29]
Self-Regulatory Organizations; Chicago Board Options Exchange,
Incorporated; Notice of Filing and Immediate Effectiveness of Proposed
Rule Change To Extend Two Pilot Programs
March 18, 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 March 13, 2008, 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 and II below, which Items have been substantially prepared by
the Exchange. The Exchange filed the proposed rule change pursuant to
Section 19(b)(3)(A) of the Act \3\ and Rule 19b-4(f)(6) thereunder,
which renders it effective upon filing with the Commission.\4\ The
[[Page 15806]]
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).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
CBOE proposes to amend its rules to extend for an additional year,
until March 14, 2009, two existing pilot programs.
The text of the proposed rule change is available on the CBOE's Web
site (https://www.cboe.org/Legal), at the Exchange's Office of
Secretary, 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, CBOE 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 this rule change is to extend for an additional
year, until March 14, 2009, two existing pilot programs.
First, CBOE proposes to amend CBOE Rules 8.4(c)(i), 8.85, 8.91 and
8.93(vii) to extend, until March 14, 2009, the pilot programs that
allow a Remote Market Maker (``RMM''), an Off-Floor DPM, and an e-DPM
to have up to one separate affiliated Market-Maker physically present
in the trading crowds where it operates as an RMM, Off-Floor DPM, or e-
DPM, respectively. (Such Market-Makers would be required to trade on a
separate membership.) \5\
---------------------------------------------------------------------------
\5\ These pilot programs previously were extended for one year
until March 14, 2008. See Securities Exchange Act Release No. 55438
(March 9, 2007), 72 FR 12642 (March 16, 2007) (SR-CBOE-2007-19)
(granting immediate effectiveness to SR-CBOE-2007-19). See also
Securities Exchange Act Release No. 55531 (March 26, 2007), 72 FR
15736 (April 2, 2007) (SR-CBOE-2006-94) (order allowing DPM's to
operate away from CBOE's trading floor).
---------------------------------------------------------------------------
Second, CBOE proposes to amend Rules 8.3(c)(viii) and 8.4(c)(ii) to
extend, until March 14, 2009, the pilot program which allows a CBOE
member or member firm to have multiple aggregation units operating as
separate Market-Makers or RMMs within the same class, provided they
satisfy certain criteria set forth in CBOE Rule 8.4(c)(ii)(A)-(C).\6\
---------------------------------------------------------------------------
\6\ This pilot program previously was extended for one year
until March 14, 2008. See Securities Exchange Act Release No. 55474
(March 15, 2007), 72 FR 13324 (March 21, 2007) (SR-CBOE-2007-20)
(granting immediate effectiveness to SR-CBOE-2007-20).
---------------------------------------------------------------------------
CBOE initially proposed to extend these two pilot programs in its
pending rule filing, SR-CBOE-2007-120, which filing proposes to amend
CBOE rules relating Market-Makers and RMMs in various respects.\7\ SR-
CBOE-2007-120 has been published for comment in the Federal Register,
and the comment period expires on March 21, 2008.\8\ Because these
pilot programs are scheduled to expire prior to when the comment period
expires on SR-CBOE-2007-120 and the time by when the SEC may approve
SR-CBOE-2007-120, CBOE determined to seek a one-year extension of the
two pilot programs in this rule filing.
---------------------------------------------------------------------------
\7\ Among other changes, SR-CBOE-2007-120 proposes to delete
reference to RMMs in CBOE's rules, amend CBOE Rules 8.3 and 8.7
relating to the appointment of Market-Makers and Market-Maker
obligations, respectively, and update or delete outdated provisions
in other rules, including CBOE Rule 8.3A relating to Class Quoting
Limits.
\8\ See Securities Exchange Act Release No. 57367 (February 21,
2008), 73 FR 11168 (February 29, 2008) (SR-CBOE-2007-120).
---------------------------------------------------------------------------
As noted in SR-CBOE-2007-120, CBOE believes that both of these two
pilot programs have been successful, and CBOE has not experienced any
negative effects with respect to the pilot programs. Accordingly, CBOE
believes that the proposed rule change is designed to promote just and
equitable principles of trade, and will enhance competition and
liquidity in the option classes in which the market participants who
participate in the pilot programs trade.
Finally, CBOE notes that these pilot programs were initially
adopted, in part, due to CBOE's usage of an algorithm that allocates
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--
specifically CBOE's ultimate matching algorithm, ``UMA.'' In January
2008, CBOE determined to utilize a pro-rata algorithm, instead of UMA,
as the applicable matching algorithm in all Hybrid classes. In the
event CBOE determines to utilize the UMA algorithm in the future in a
Hybrid option class, CBOE commits to providing data to the Commission
relating to the pilot programs which allow an RMM, an Off-Floor DPM,
and an e-DPM to have up to one separate affiliated Market-Maker
physically present in the trading crowds where it operates as an RMM,
Off-Floor DPM, or e-DPM, respectively.
2. Statutory Basis
CBOE believes that the proposed rule change is consistent with
Section 6(b) of the Act,\9\ in general, and furthers the objectives of
Section 6(b)(5) of the Act,\10\ in particular, in that it is designed
to prevent fraudulent and manipulative acts and practices, promote just
and equitable principles of trade, remove impediments to and perfect
the mechanisms of a free and open market and a national market system,
and, in general, protect investors and the public interest.
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\9\ 15 U.S.C. 78f(b).
\10\ 15 U.S.C. 78f(b)(5).
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B. Self Regulatory 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.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received from Members, Participants or Others
The Exchange has neither solicited nor received written comments on
the proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The Exchange has filed the proposed rule change pursuant to Section
19(b)(3)(A)(iii) of the Act \11\ and Rule 19b-4(f)(6) thereunder.\12\
Because the 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 prior to
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, the proposed rule change has become
effective pursuant to Section 19(b)(3)(A) of the Act and Rule 19b-
4(f)(6)(iii) thereunder.\13\
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\11\ 15 U.S.C. 78s(b)(3)(A)(iii).
\12\ 17 CFR 240.19b-4(f)(6).
\13\ Rule 19b-4(f)(6) also requires the Exchange to give 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 Exchange has satisfied the pre-filing requirement.
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[[Page 15807]]
A proposed rule change filed under Rule 19b-4(f)(6) normally does
not become operative prior to 30 days after the date of the filing.
However, pursuant to Rule 19b-4(f)(6)(iii),\14\ the Commission may
designate a shorter time if such action is consistent with the
protection of investors and the public interest. CBOE has asked the
Commission to waive the 30-day operative delay so that the proposal may
become operative immediately upon filing. The Exchange believes the
waiver of this period will allow it to continue the pilot programs
without undue delay, which it believes is in the public interest as it
will avoid inconvenience and interruption to the public. The Commission
believes such waiver is consistent with the protection of investors and
the public interest because it presents no new issues and will allow
the pilot programs to operate without interruption. For this reason,
the Commission designates the proposal to be operative upon filing with
the Commission.\15\
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\14\ 17 CFR 240.19b-4(f)(6)(iii).
\15\ For purposes only of waiving the 30-day pre-operative
period, the Commission has considered the proposed rule's impact on
efficiency, competition and capital formation. 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-CBOE-2008-29 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-2008-29. 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 will also be available for
inspection and copying at the principal office of CBOE. 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-2008-29 and should be
submitted on or before April 15, 2008.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\16\
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\16\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. E8-5921 Filed 3-24-08; 8:45 am]
BILLING CODE 8011-01-P