Self-Regulatory Organizations; Chicago Board Options Exchange, Incorporated; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Related to Off-Floor LMMs, 25811-25813 [E8-10023]
Download as PDF
Federal Register / Vol. 73, No. 89 / Wednesday, May 7, 2008 / Notices
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–BSE–2008–02 and should
be submitted on or before May 28, 2008.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.9
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E8–10072 Filed 5–6–08; 8:45 am]
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–57747; File No. SR–CBOE–
2008–49]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Related to Off-Floor
LMMs
sroberts on PROD1PC70 with NOTICES
April 30, 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 April 24,
2008, the Chicago Board Options
Exchange, Incorporated (‘‘Exchange’’ or
‘‘CBOE’’) 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. The Exchange filed the
proposal as a ‘‘non-controversial’’
proposed rule change pursuant to
Section 19(b)(3)(A)(iii) of the Act 3 and
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).
1 15
VerDate Aug<31>2005
21:00 May 06, 2008
Jkt 214001
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
CBOE rules relating to Lead MarketMakers (‘‘LMMs’’). The text of the
proposed rule change 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.
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 those
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 parts of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
BILLING CODE 8010–01–P
9 17
Rule 19b–4(f)(6) thereunder.4 The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
1. Purpose
Last year, CBOE amended its rules to
provide Designated Primary MarketMakers (‘‘DPMs’’) with the flexibility to
operate remotely away from CBOE’s
trading floor as a so-called ‘‘Off-Floor
DPM.’’ 5 CBOE is now proposing to
provide LMMs with the same flexibility
to operate remotely away from CBOE’s
trading floor. Specifically, CBOE
proposes to amend Rule 8.15A, Lead
Market-Makers in Hybrid Classes, to
provide the following:
• An LMM generally will operate on
CBOE’s trading floor (‘‘On-Floor
LMM’’). However, an LMM can request
that the Exchange authorize the LMM to
function remotely away from CBOE’s
trading floor (‘‘Off-Floor LMM’’) on a
class-by-class basis.
4 17
CFR 240.19b–4(f)(6).
Securities Exchange Act Release No. 55531
(March 26, 2007), 72 FR 15736 (April 2, 2007) (SR–
CBOE–2006–94). See also Securities Exchange Act
Release No. 57568 (March 26, 2008), 73 FR 18016
(April 2, 2008) (SR–CBOE–2008–32) (immediately
effective rule change expanding the Off-Floor DPM
program, which had originally been limited to
equity option classes to include all option classes
traded on the Hybrid Trading System and Hybrid
2.0 Platform (collectively ‘‘Hybrid’’)).
5 See
PO 00000
Frm 00171
Fmt 4703
Sfmt 4703
25811
• An LMM can request that the
Exchange authorize it to operate as an
Off-Floor LMM in one or more Hybrid
classes. The Exchange will consider the
factors specified in Rule 8.15A(a)(i)(A),6
as well as the factors applicable to OffFloor DPMs specified in paragraph (g) of
Rule 8.83, Approval to Act as a DPM,7
in determining whether to permit an
LMM to operate as an Off-Floor LMM.
If an LMM is approved to operate as an
Off-Floor LMM in one or more Hybrid
classes, the Off-Floor LMM can have an
LMM designee trade in open outcry in
the option classes allocated to the OffFloor LMM, but the Off-Floor LMM
shall not receive a participation
entitlement under Rule 8.15B,
Participation Entitlement of LMMs, with
respect to orders represented in open
outcry.8
• An LMM that is approved to
operate as an Off-Floor LMM in one or
more Hybrid classes can request that the
Exchange authorize it to operate as an
On-Floor LMM in those option classes.
In making a determination pursuant to
this paragraph, the Exchange should
evaluate whether the change is in the
best interests of the Exchange, and may
6 CBOE Rule 8.15A(a)(i) provides that the factors
to be considered in selecting LMMs include:
Adequacy of capital; experience in trading index
options or options on ETFs; presence in the trading
crowd; adherence to CBOE Rules; and ability to
meet the obligations specified in the Rule. An
individual may be appointed as an LMM for one
expiration month at a time. When individual
members are associated with one or more other
members, only one member may receive an LMM
appointment.
7 CBOE Rule 8.83(g) provides that the factors to
be considered in determining whether to permit a
DPM to operate as an Off-Floor DPM include, but
are not limited to, any one or more of the following:
(i) Adequacy of capital; (ii) operational capacity;
(iii) trading experience of and observance of
generally accepted standards of conduct by the
applicant, its associated persons, and the DPM
Designees who will represent the applicant in its
capacity as a DPM; (iv) number and experience of
support personnel of the applicant who will be
performing functions related to the applicant’s DPM
business; (v) regulatory history of and history of
adherence to CBOE Rules by the applicant, its
associated persons, and the DPM Designees who
will represent the applicant in its capacity as a
DPM; (vi) willingness and ability of the applicant
to promote the Exchange as a marketplace; (vii)
performance evaluations conducted pursuant to
CBOE Rule 8.60, Evaluation of Trading Crowd
Performance; and (viii) in the event that one or
more shareholders, directors, officers, partners,
managers, members, DPM Designees, or other
principals of an applicant is or has previously been
a shareholder, director, officer, partner, manager,
member, DPM Designee, or other principal in
another DPM, adherence by such DPM to the
requirements set forth in Section C of Chapter VIII
of the CBOE Rules respecting DPM responsibilities
and obligations during the time period in which
such person(s) held such position(s) with the DPM.
8 In addition to the changes to CBOE Rule 8.15A,
CBOE is proposing related updates to paragraph (b)
of CBOE Rule 8.15B, Participation Entitlement of
LMMs, and subparagraphs (d)(v) and (vii) of CBOE
Rule 6.74, Crossing Orders.
E:\FR\FM\07MYN1.SGM
07MYN1
25812
Federal Register / Vol. 73, No. 89 / Wednesday, May 7, 2008 / Notices
sroberts on PROD1PC70 with NOTICES
consider any information that it believes
will be of assistance to it. Factors to be
considered may include, but are not
limited to, performance, operational
capacity of the Exchange or LMM,
efficiency, number and experience of
personnel of the LMM who will be
performing functions related to the
trading of the applicable securities,
number of securities involved, number
of Market-Makers affected, and trading
volume of the securities.9
• In addition, CBOE is proposing to
include a requirement that, as part of a
pilot program until March 14, 2009, an
Off-Floor LMM not allow more than one
Market-Maker affiliated with the OffFloor LMM to trade on CBOE’s trading
floor in any specific option class
allocated to the Off-Floor LMM and
provided such Market-Maker is trading
on a separate membership (absent the
pilot program, an Off-Floor LMM may
not allow any Market-Makers affiliated
with the Off-Floor LMM to trade on
CBOE’s trading floor in any class
allocated to the Off-Floor LMM) and
provided the Off-Floor LMM does not
have an LMM designee trading in open
outcry in the option classes allocated to
the Off-Floor LMM.10
Lastly, CBOE is proposing to update
the LMM obligations listed in Rule
8.15A to include a requirement that,
subject to paragraph (d) of Rule 54.7,
General Prohibitions (under the CBOE
Stock Exchange Rules), LMMs in Hybrid
classes (whether On-Floor or Off-Floor)
maintain information barriers that are
reasonably designed to prevent the
misuse of material, non-public
information with any affiliates that may
conduct a brokerage business in option
classes allocated to the LMM or act as
specialist or Market-Maker in any
security underlying options allocated to
the LMM, and otherwise comply with
the requirements of Rule 4.18,
Prevention of the Misuse of Material,
Non-Public Information.11
By permitting an LMM to function as
an Off-Floor LMM, CBOE believes that
the rule change provides more
flexibility to a member organization that
9 These proposed On-/Off-Floor LMM provisions
are substantially similar to the corresponding
provisions for On-/Off-Floor DPMs in paragraphs (g)
and .01 to CBOE Rule 8.83.
10 This provision is substantially similar to an
existing provision in CBOE’s rules respecting OffFloor DPM obligations. See paragraph (a)(v) of
CBOE Rule 8.85, DPM Obligations. CBOE is
proposing a related cross-reference update to
paragraph (c)(vii)(1) of CBOE Rule 8.3.
11 This language is substantially similar to
existing language in CBOE’s rules respecting e-DPM
obligations. See paragraph (x) of CBOE Rule 8.93,
e-DPM Obligations. In addition, the Exchange is
proposing to modify CBOE Rule 8.15A to make
clear that the rule applies to Hybrid Trading System
and Hybrid 2.0 Platform option classes.
VerDate Aug<31>2005
21:00 May 06, 2008
Jkt 214001
may wish to function remotely, and
provides more flexibility to CBOE when
allocating option classes to the best
applicant. It also removes a potential
operational dilemma for a Market-Maker
that functions as a DPM in some classes
and an LMM in others, but that would
like to function remotely away from the
trading floor as a DPM/LMM in all of its
option classes. Accordingly, CBOE
believes that the proposed rule change
is designed to promote just and
equitable principles of trade.
Commission,14 the proposed rule
change has become effective pursuant to
Section 19(b)(3)(A) of the Act 15 and
Rule 19b–4(f)(6) thereunder.16 At any
time within 60 days of the filing of such
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.
2. Statutory Basis
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:
The Exchange believes the proposed
rule change is consistent with the Act
and the rules and regulations under the
Act applicable to a national securities
exchange and, in particular, the
requirements of Section 6(b) of the
Act.12 Specifically, the Exchange
believes the proposed rule change is
consistent with the Section 6(b)(5) Act 13
requirements that the rules of an
exchange be designed to promote just
and equitable principles of trade, to
prevent fraudulent and manipulative
acts and, in general, to protect investors
and the public interest.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
CBOE 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 neither solicited nor
received comments on the proposal.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing rule 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, provided that the selfregulatory organization has given the
Commission written notice of its intent
to file 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
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–2008–49 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–2008–49. 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, 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
14 CBOE
fulfilled this requirement.
U.S.C. 78s(b)(3)(A).
16 17 CFR 240.19b–4(f)(6).
12 15
U.S.C. 78f(b).
13 15 U.S.C. 78f(b)(5).
PO 00000
Frm 00172
Fmt 4703
15 15
Sfmt 4703
E:\FR\FM\07MYN1.SGM
07MYN1
Federal Register / Vol. 73, No. 89 / Wednesday, May 7, 2008 / Notices
office of the 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–
2008–49 and should be submitted on or
before May 28, 2008.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E8–10023 Filed 5–6–08; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–57752; File No. SR–CBOE–
2008–51]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Lowering the
Appointment Cost of SPX Options
May 1, 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 April 30,
2008, the Chicago Board Options
Exchange, Incorporated (‘‘Exchange’’ or
‘‘CBOE’’) 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
proposal as a ‘‘non-controversial’’
proposed rule change pursuant to
Section 19(b)(3)(A)(iii) of the Act 3 and
Rule 19b–4(f)(6) thereunder.4 The
Commission is publishing this notice to
solicit comments on the proposed rule
change 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 proposes to amend
CBOE rules to lower the appointment
cost for options on the Standard &
Poor’s 500 (SPX). The text of the
proposed rule change is available on the
Exchange’s Web site (https://
www.cboe.org/Legal ), at the Exchange’s
17 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
VerDate Aug<31>2005
21:00 May 06, 2008
Office of the 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, 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 those
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 parts 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 purpose of this rule change is to
amend CBOE Rule 8.3 to lower the
appointment cost for SPX options.
Presently, SPX has an appointment cost
of 1.0. CBOE proposes to reduce the
appointment cost to .95 effective May 1,
2008. Members then could utilize the
excess membership capacity of .05 to
hold an appointment and quote
electronically in an appropriate number
of Hybrid 2.0 option classes, which
promotes competition and efficiency.
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with the Act
and the rules and regulations under the
Act applicable to a national securities
exchange and, in particular, the
requirements of Section 6(b) of the Act.5
Specifically, the Exchange believes the
proposed rule change is consistent with
the Section 6(b)(5) Act 6 requirements
that the rules of an exchange be
designed to promote just and equitable
principles of trade, to prevent
fraudulent and manipulative acts and,
in general, to protect investors and the
public interest.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
CBOE 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 neither solicited nor
received comments on the proposal.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing rule 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, provided that the selfregulatory organization has given the
Commission written notice of its intent
to file 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,7 the proposed rule change
has become effective pursuant to
Section 19(b)(3)(A) of the Act 8 and Rule
19b–4(f)(6) thereunder.9 At any time
within 60 days of the filing of such
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.
Under Rule 19b–4(f)(6) of the Act,10
the proposal does not become operative
for 30 days after the date of its filing, or
such shorter time as the Commission
may designate if consistent with the
protection of investors and the public
interest. The Exchange has requested
that the Commission waive the 30-day
operative delay, so that the proposal
may take effect on May 1, 2008.
Lowering the appointment cost on SPX
options will allow Market-Makers who
have an appointment in SPX additional
options classes in which they could act
as Market-Makers. Thus, the Exchange
believes that waiving the 30-day
operative period will promote
competition and efficiency without
undue delay. The Commission agrees
and, consistent with the protection of
investors and the public interest, has
determined to waive the 30-day
7 CBOE
fulfilled this requirement.
U.S.C. 78s(b)(3)(A).
9 17 CFR 240.19b–4(f)(6).
10 Id.
8 15
5 15
6 15
Jkt 214001
PO 00000
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
Frm 00173
Fmt 4703
Sfmt 4703
25813
E:\FR\FM\07MYN1.SGM
07MYN1
Agencies
[Federal Register Volume 73, Number 89 (Wednesday, May 7, 2008)]
[Notices]
[Pages 25811-25813]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E8-10023]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-57747; File No. SR-CBOE-2008-49]
Self-Regulatory Organizations; Chicago Board Options Exchange,
Incorporated; Notice of Filing and Immediate Effectiveness of Proposed
Rule Change Related to Off-Floor LMMs
April 30, 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 April 24, 2008, the Chicago Board Options Exchange, Incorporated
(``Exchange'' or ``CBOE'') 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. The Exchange filed the proposal as a ``non-
controversial'' proposed rule change pursuant to Section
19(b)(3)(A)(iii) of the Act \3\ and Rule 19b-4(f)(6) thereunder.\4\ 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
The Exchange proposes to amend CBOE rules relating to Lead Market-
Makers (``LMMs''). The text of the proposed rule change 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.
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 those 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 parts of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule Change
1. Purpose
Last year, CBOE amended its rules to provide Designated Primary
Market-Makers (``DPMs'') with the flexibility to operate remotely away
from CBOE's trading floor as a so-called ``Off-Floor DPM.'' \5\ CBOE is
now proposing to provide LMMs with the same flexibility to operate
remotely away from CBOE's trading floor. Specifically, CBOE proposes to
amend Rule 8.15A, Lead Market-Makers in Hybrid Classes, to provide the
following:
---------------------------------------------------------------------------
\5\ See Securities Exchange Act Release No. 55531 (March 26,
2007), 72 FR 15736 (April 2, 2007) (SR-CBOE-2006-94). See also
Securities Exchange Act Release No. 57568 (March 26, 2008), 73 FR
18016 (April 2, 2008) (SR-CBOE-2008-32) (immediately effective rule
change expanding the Off-Floor DPM program, which had originally
been limited to equity option classes to include all option classes
traded on the Hybrid Trading System and Hybrid 2.0 Platform
(collectively ``Hybrid'')).
---------------------------------------------------------------------------
An LMM generally will operate on CBOE's trading floor
(``On-Floor LMM''). However, an LMM can request that the Exchange
authorize the LMM to function remotely away from CBOE's trading floor
(``Off-Floor LMM'') on a class-by-class basis.
An LMM can request that the Exchange authorize it to
operate as an Off-Floor LMM in one or more Hybrid classes. The Exchange
will consider the factors specified in Rule 8.15A(a)(i)(A),\6\ as well
as the factors applicable to Off-Floor DPMs specified in paragraph (g)
of Rule 8.83, Approval to Act as a DPM,\7\ in determining whether to
permit an LMM to operate as an Off-Floor LMM. If an LMM is approved to
operate as an Off-Floor LMM in one or more Hybrid classes, the Off-
Floor LMM can have an LMM designee trade in open outcry in the option
classes allocated to the Off-Floor LMM, but the Off-Floor LMM shall not
receive a participation entitlement under Rule 8.15B, Participation
Entitlement of LMMs, with respect to orders represented in open
outcry.\8\
---------------------------------------------------------------------------
\6\ CBOE Rule 8.15A(a)(i) provides that the factors to be
considered in selecting LMMs include: Adequacy of capital;
experience in trading index options or options on ETFs; presence in
the trading crowd; adherence to CBOE Rules; and ability to meet the
obligations specified in the Rule. An individual may be appointed as
an LMM for one expiration month at a time. When individual members
are associated with one or more other members, only one member may
receive an LMM appointment.
\7\ CBOE Rule 8.83(g) provides that the factors to be considered
in determining whether to permit a DPM to operate as an Off-Floor
DPM include, but are not limited to, any one or more of the
following: (i) Adequacy of capital; (ii) operational capacity; (iii)
trading experience of and observance of generally accepted standards
of conduct by the applicant, its associated persons, and the DPM
Designees who will represent the applicant in its capacity as a DPM;
(iv) number and experience of support personnel of the applicant who
will be performing functions related to the applicant's DPM
business; (v) regulatory history of and history of adherence to CBOE
Rules by the applicant, its associated persons, and the DPM
Designees who will represent the applicant in its capacity as a DPM;
(vi) willingness and ability of the applicant to promote the
Exchange as a marketplace; (vii) performance evaluations conducted
pursuant to CBOE Rule 8.60, Evaluation of Trading Crowd Performance;
and (viii) in the event that one or more shareholders, directors,
officers, partners, managers, members, DPM Designees, or other
principals of an applicant is or has previously been a shareholder,
director, officer, partner, manager, member, DPM Designee, or other
principal in another DPM, adherence by such DPM to the requirements
set forth in Section C of Chapter VIII of the CBOE Rules respecting
DPM responsibilities and obligations during the time period in which
such person(s) held such position(s) with the DPM.
\8\ In addition to the changes to CBOE Rule 8.15A, CBOE is
proposing related updates to paragraph (b) of CBOE Rule 8.15B,
Participation Entitlement of LMMs, and subparagraphs (d)(v) and
(vii) of CBOE Rule 6.74, Crossing Orders.
---------------------------------------------------------------------------
An LMM that is approved to operate as an Off-Floor LMM in
one or more Hybrid classes can request that the Exchange authorize it
to operate as an On-Floor LMM in those option classes. In making a
determination pursuant to this paragraph, the Exchange should evaluate
whether the change is in the best interests of the Exchange, and may
[[Page 25812]]
consider any information that it believes will be of assistance to it.
Factors to be considered may include, but are not limited to,
performance, operational capacity of the Exchange or LMM, efficiency,
number and experience of personnel of the LMM who will be performing
functions related to the trading of the applicable securities, number
of securities involved, number of Market-Makers affected, and trading
volume of the securities.\9\
---------------------------------------------------------------------------
\9\ These proposed On-/Off-Floor LMM provisions are
substantially similar to the corresponding provisions for On-/Off-
Floor DPMs in paragraphs (g) and .01 to CBOE Rule 8.83.
---------------------------------------------------------------------------
In addition, CBOE is proposing to include a requirement
that, as part of a pilot program until March 14, 2009, an Off-Floor LMM
not allow more than one Market-Maker affiliated with the Off-Floor LMM
to trade on CBOE's trading floor in any specific option class allocated
to the Off-Floor LMM and provided such Market-Maker is trading on a
separate membership (absent the pilot program, an Off-Floor LMM may not
allow any Market-Makers affiliated with the Off-Floor LMM to trade on
CBOE's trading floor in any class allocated to the Off-Floor LMM) and
provided the Off-Floor LMM does not have an LMM designee trading in
open outcry in the option classes allocated to the Off-Floor LMM.\10\
---------------------------------------------------------------------------
\10\ This provision is substantially similar to an existing
provision in CBOE's rules respecting Off-Floor DPM obligations. See
paragraph (a)(v) of CBOE Rule 8.85, DPM Obligations. CBOE is
proposing a related cross-reference update to paragraph (c)(vii)(1)
of CBOE Rule 8.3.
---------------------------------------------------------------------------
Lastly, CBOE is proposing to update the LMM obligations listed in
Rule 8.15A to include a requirement that, subject to paragraph (d) of
Rule 54.7, General Prohibitions (under the CBOE Stock Exchange Rules),
LMMs in Hybrid classes (whether On-Floor or Off-Floor) maintain
information barriers that are reasonably designed to prevent the misuse
of material, non-public information with any affiliates that may
conduct a brokerage business in option classes allocated to the LMM or
act as specialist or Market-Maker in any security underlying options
allocated to the LMM, and otherwise comply with the requirements of
Rule 4.18, Prevention of the Misuse of Material, Non-Public
Information.\11\
---------------------------------------------------------------------------
\11\ This language is substantially similar to existing language
in CBOE's rules respecting e-DPM obligations. See paragraph (x) of
CBOE Rule 8.93, e-DPM Obligations. In addition, the Exchange is
proposing to modify CBOE Rule 8.15A to make clear that the rule
applies to Hybrid Trading System and Hybrid 2.0 Platform option
classes.
---------------------------------------------------------------------------
By permitting an LMM to function as an Off-Floor LMM, CBOE believes
that the rule change provides more flexibility to a member organization
that may wish to function remotely, and provides more flexibility to
CBOE when allocating option classes to the best applicant. It also
removes a potential operational dilemma for a Market-Maker that
functions as a DPM in some classes and an LMM in others, but that would
like to function remotely away from the trading floor as a DPM/LMM in
all of its option classes. Accordingly, CBOE believes that the proposed
rule change is designed to promote just and equitable principles of
trade.
2. Statutory Basis
The Exchange believes the proposed rule change is consistent with
the Act and the rules and regulations under the Act applicable to a
national securities exchange and, in particular, the requirements of
Section 6(b) of the Act.\12\ Specifically, the Exchange believes the
proposed rule change is consistent with the Section 6(b)(5) Act \13\
requirements that the rules of an exchange be designed to promote just
and equitable principles of trade, to prevent fraudulent and
manipulative acts and, in general, to protect investors and the public
interest.
---------------------------------------------------------------------------
\12\ 15 U.S.C. 78f(b).
\13\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
B. Self-Regulatory Organization's Statement on Burden on Competition
CBOE 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 neither solicited nor received comments on the
proposal.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing rule 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, provided that the self-regulatory organization
has given the Commission written notice of its intent to file 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,\14\ the proposed rule change has become effective
pursuant to Section 19(b)(3)(A) of the Act \15\ and Rule 19b-4(f)(6)
thereunder.\16\ At any time within 60 days of the filing of such
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.
---------------------------------------------------------------------------
\14\ CBOE fulfilled this requirement.
\15\ 15 U.S.C. 78s(b)(3)(A).
\16\ 17 CFR 240.19b-4(f)(6).
---------------------------------------------------------------------------
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-2008-49 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-2008-49. 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, 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
[[Page 25813]]
office of the 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-2008-49 and should be submitted on or before May 28, 2008.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\17\
---------------------------------------------------------------------------
\17\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E8-10023 Filed 5-6-08; 8:45 am]
BILLING CODE 8010-01-P