Self-Regulatory Organizations; Chicago Board Options Exchange, Incorporated; Order Approving Proposed Rule Change Related to Sponsored Users, 38260-38261 [E8-15104]
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38260
Federal Register / Vol. 73, No. 129 / Thursday, July 3, 2008 / Notices
appropriate in the public interest,
consistent with the protection of
investors and the purposes fairly
intended by the policy and provisions of
the 1940 Act, and consistent with and
supported by Commission precedent.
Applicants also submit that the
provisions for recapture of Credit
Enhancements under the Contracts do
not violate Section 2(a)(32) and
27(i)(2)(A) of the 1940 Act and Rule
22c–1 thereunder.
For the Commission, by the Division of
Investment Management, pursuant to
delegated authority.
Florence E. Harmon,
Acting Secretary.
[FR Doc. E8–15071 Filed 7–2–08; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–58043; File No. SR–ODD–
2008–02]
Self-Regulatory Organizations; The
Options Clearing Corporation; Order
Granting Approval of Accelerated
Delivery of Supplement to the Options
Disclosure Document Reflecting
Changes to Disclosure Regarding
Certain Binary Stock and Index
Options, Range Options and Delayed
Start Options
June 26, 2008.
On June 9, 2008, The Options
Clearing Corporation (‘‘OCC’’) submitted
to the Securities and Exchange
Commission (‘‘Commission’’), pursuant
to Rule 9b–1 under the Securities
Exchange Act of 1934 (‘‘Act’’),1 five
preliminary copies of a supplement to
its options disclosure document
(‘‘ODD’’) reflecting changes to
disclosure regarding certain binary
options on stock and broad-based
indexes, range options and delayed start
options (‘‘DSOs’’).2 On June 26, 2008,
the OCC submitted to the Commission
five definitive copies of the
supplement.3
The ODD currently contains general
disclosures on the characteristics and
risks of trading standardized options.
Recently, the Chicago Board Options
Exchange, Incorporated (‘‘CBOE’’)
amended its rules to permit the listing
1 17
CFR 240.9b–1.
letter from Jean M. Cawley, Senior Vice
President and Deputy General Counsel, OCC, to
Sharon Lawson, Senior Special Counsel, Division of
Trading and Markets (‘‘Division’’), Commission,
dated June 9, 2008.
3 See letter from Jean M. Cawley, Senior Vice
President and Deputy General Counsel, OCC, to
Sharon Lawson, Senior Special Counsel, Division,
Commission, dated June 25, 2008.
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2 See
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and trading of certain binary index
options.4 The CBOE also recently
amended its rules to permit the listing
and trading of range options.5 The
proposed supplement amends the ODD
to accommodate these changes by
providing disclosure regarding certain
binary stock and index options, range
options and DSOs.6
Specifically, the proposed
supplement to the ODD adds new
disclosure regarding the characteristics
of binary index options on broad-based
indexes as well as the special risks of
these binary index options. The
proposed supplement to the ODD also
adds new disclosure regarding the
characteristics and special risks of range
options. Finally, the proposed
supplement makes disclosures regarding
the characteristics and special risks of
binary stock options and DSOs.7 The
proposed supplement is intended to be
read in conjunction with the more
general ODD, which, as described
above, discusses the characteristics and
risks of options generally.8
Rule 9b–1(b)(2)(i) under the Act 9
provides that an options market must
file five copies of an amendment or
supplement to the ODD with the
Securities Exchange Act Release No. 57850
(May 22, 2008), 73 FR 31169 (May 30, 2008) (SR–
CBOE–2006–105). CBOE Rule 22.3(a) permits it to
trade binary options on any broad-based index that
has been selected in accordance with CBOE Rule
24.2.
5 See Securities Exchange Act Release No. 57376
(February 25, 2008), 73 FR 11689 (March 4, 2008)
(SR–CBOE–2007–104). CBOE Rule 20.3(a) permits it
to trade range options on any index that is eligible
for options trading on CBOE.
6 The proposed June supplement supersedes and
replaces the April 2008 supplement to the ODD to
accommodate the approval of trading of certain
binary index options and range options. See notes
4 and 5, supra. The April 2008 supplement
contained disclosure on binary options on
individual equity securities, including exchangetraded funds, and DSOs, which were previously
approved for trading by the Commission. See
Securities Exchange Act Release No. 56251 (August
14, 2007), 72 FR 46523 (August 20, 2007) (SR–
Amex–2004–27) (order approving the listing and
trading of binary options on individual stocks and
exchange-traded funds, also known as fixed return
options) and Securities Exchange Act Release No.
56855 (November 28, 2007), 72 FR 68610
(December 5, 2007) (CBOE–2006–90) (order
approving the listing and trading of DSOs).
7 The Commission notes that the disclosure
regarding binary stock options and DSOs in the
proposed June supplement is substantially similar
to that provided in the April 2008 supplement.
8 The Commission notes that the options markets
must continue to ensure that the ODD is in
compliance with the requirements of Rule 9b–
1(b)(2)(i) under the Act, 17 CFR 240.9b–1(b)(2)(i),
including when future changes regarding binary
index options, range options and/or DSOs are made.
Any future changes to the rules of the options
markets concerning binary index options, range
options and/or DSOs would need to be submitted
to the Commission under Section 19(b) of the Act.
15 U.S.C. 78s(b).
9 17 CFR 240.9b–1(b)(2)(i).
PO 00000
4 See
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Commission at least 30 days prior to the
date definitive copies are furnished to
customers, unless the Commission
determines otherwise, having due
regard to the adequacy of information
disclosed and the public interest and
protection of investors.10 In addition,
five copies of the definitive ODD, as
amended or supplemented, must be
filed with the Commission not later than
the date the amendment or supplement,
or the amended options disclosure
document, is furnished to customers.
The Commission has reviewed the
proposed supplement and finds, having
due regard to the adequacy of
information disclosed and the public
interest and protection of investors, that
the proposed supplement may be
furnished to customers as of the date of
this order.
It is therefore ordered, pursuant to
Rule 9b–1 under the Act,11 that
definitive copies of the proposed
supplement to the ODD (SR–ODD–
2008–02), reflecting changes to
disclosure regarding certain binary stock
and index options, range options and
DSOs may be furnished to customers as
of the date of this order.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Florence E. Harmon,
Acting Secretary.
[FR Doc. E8–15102 Filed 7–2–08; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–58051; File No. SR–CBOE–
2008–54]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Order Approving
Proposed Rule Change Related to
Sponsored Users
June 27, 2008.
On May 12, 2008, Chicago Board
Options Exchange, Incorporated
(‘‘CBOE’’) filed with the Securities and
Exchange Commission (‘‘Commission’’),
pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2 a
proposed rule change to amend CBOE
Rule 6.20A to permit Sponsored User
10 This provision permits the Commission to
shorten or lengthen the period of time which must
elapse before definitive copies may be furnished to
customers.
11 17 CFR 240.9b–1.
12 17 CFR 200.30–3(a)(39).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
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Federal Register / Vol. 73, No. 129 / Thursday, July 3, 2008 / Notices
access to all products traded on CBOE.
The proposed rule change was
published for comment in the Federal
Register on May 27, 2008.3 The
Commission received no comments
regarding the proposal.
The Commission has carefully
reviewed the proposed rule change and
finds that the proposed rule change is
consistent with the requirements of the
Act and the rules and regulations
thereunder applicable to a national
securities exchange 4 and, in particular,
Section 6(b)(5) of the Act,5 which
requires that an exchange have rules
designed to remove impediments to and
perfect the mechanism of a free and
open market and a national market
system, and, in general, protect
investors and the public interest.
The proposal will expand the scope of
Sponsored User access, which has
previously been approved by the
Commission,6 beyond CBOE’s FLEX
Hybrid Trading System (‘‘FLEX’’) and
the CBOE Stock Exchange facility
(‘‘CBSX’’) to all other products that are
traded on CBOE. Sponsored Users who
access other products trading on CBOE
will be subject to the same requirements
as Sponsored Users on FLEX and
CBSX.7 In addition, although the
number of Sponsored Users who may
access products other than FLEX and
CBSX will be limited to fifteen, CBOE
will admit applicants in a nondiscriminatory manner using a first-in,
first-out method. In this regard, CBOE’s
actions will be subject to review under
Chapter XIX of its rules.
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act, that the
proposed rule change (SR–CBOE–2008–
54) be, and it hereby is, approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.8
Florence E. Harmon,
Acting Secretary.
[FR Doc. E8–15104 Filed 7–2–08; 8:45 am]
BILLING CODE 8010–01–P
mstockstill on PROD1PC66 with NOTICES
3 See
Securities Exchange Act Release No. 57836
(May 19, 2008), 73 FR 30430.
4 In approving this proposed rule change, the
Commission has considered the proposed rule’s
impact on efficiency, competition, and capital
formation. 15 U.S.C. 78c(f).
5 15 U.S.C. 78f(b)(5).
6 See Securities Exchange Act Release No. 56792
(November 15, 2007), 72 FR 65776 (November 23,
2007) (SR–CBOE–2006–99) (approving proposed
rule change to permit sponsored user access to
FLEX). See also Securities Exchange Act Release
No. 57646 (April 10, 2008), 73 FR 20726 (April 16,
2008) (SR–CBOE–2008–37) (notice of filing and
immediate effectiveness of proposed rule change to
permit sponsored user access to CBSX).
7 See CBOE Rule 6.20A.
8 17 CFR 200.30–3(a)(12).
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SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–58038; File No. SR–ISE–
2008–50]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change Relating to the Exposure of
Public Customer Orders to all ISE
Members
June 26, 2008.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on June 23,
2008, the International Securities
Exchange, LLC (‘‘ISE’’ 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 ISE.
The ISE has designated the proposed
rule change as a ‘‘non-controversial’’
rule change pursuant to Section
19(b)(3)(A) 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
The ISE proposes to amend ISE Rule
803 relating to the exposure of public
customer orders. The text of the
proposed rule change is available on
ISE’s Web site at https://www.ise.com, at
ISE’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
ISE 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 ISE has prepared
summaries, set forth in Sections A, B,
and C below, of the most significant
aspects of such statements.
PO 00000
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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38261
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of this proposed rule
change is to amend ISE Rule 803
relating to the exposure of public
customer orders. Pursuant to
Commission approval, before a Primary
Market Maker (‘‘PMM’’) sends a public
customer order through the intermarket
linkage (‘‘Linkage’’) when ISE is not at
the national best bid or offer (‘‘NBBO’’),
the Exchange exposes these customer
orders to all its market makers to give
them an opportunity to match the
NBBO.5
Specifically, before the PMM sends a
Linkage Order on behalf of a public
customer, the public customer order is
exposed at the NBBO price for a period
established by the Exchange not to
exceed one second. During this
exposure period, Exchange market
makers may enter responses up to the
size of the order being exposed in the
regular trading increment applicable to
the option. If at the end of the exposure
period, the order is executable at the
then-current NBBO and the ISE is not at
the then-current NBBO, the order is
executed against responses that equal or
better the then-current NBBO.6 The
exposure period will be terminated if
the exposed order becomes executable
on the ISE at the prevailing NBBO or if
the Exchange receives an unrelated
order that could trade against the
exposed order at the prevailing NBBO
price.7 If, after an order is exposed, the
order is not executed in full on the
Exchange at the then-current NBBO or
better, and it is marketable against the
then-current NBBO, the PMM sends a
Linkage Order on the customer’s behalf
for the balance of the order as provided
in Rule 803(c)(2)(ii) even though there
may be other ISE members who would
be willing to execute the order at the
better price. If the balance of the order
is not marketable against the then5 See Securities Exchange Act Release No. 57812
(May 12, 2008), 73 FR 28846 (May 19, 2008) (Notice
of Filing of Amendment No. 1 to the Proposed Rule
Change and Order Granting Accelerated Approval
of Proposed Rule Change, As Modified by
Amendment No. 1 Thereto, Relating to the
Exposure of Public Customer Orders).
6 Executions will be allocated pro-rata based on
size (i.e., the percentage of the total number of
contracts available at the same price that is
represented by the size of a market maker’s
response).
7 The order is executed against orders and quotes
on the book and responses received during the
exposure period in price priority. At the same price,
customer orders are executed first in time priority
and then all other interest (orders, quotes and
responses) are allocated pro-rata based on size.
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Agencies
[Federal Register Volume 73, Number 129 (Thursday, July 3, 2008)]
[Notices]
[Pages 38260-38261]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E8-15104]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-58051; File No. SR-CBOE-2008-54]
Self-Regulatory Organizations; Chicago Board Options Exchange,
Incorporated; Order Approving Proposed Rule Change Related to Sponsored
Users
June 27, 2008.
On May 12, 2008, Chicago Board Options Exchange, Incorporated
(``CBOE'') filed with the Securities and Exchange Commission
(``Commission''), pursuant to Section 19(b)(1) of the Securities
Exchange Act of 1934 (``Act'') \1\ and Rule 19b-4 thereunder,\2\ a
proposed rule change to amend CBOE Rule 6.20A to permit Sponsored User
[[Page 38261]]
access to all products traded on CBOE. The proposed rule change was
published for comment in the Federal Register on May 27, 2008.\3\ The
Commission received no comments regarding the proposal.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ See Securities Exchange Act Release No. 57836 (May 19,
2008), 73 FR 30430.
---------------------------------------------------------------------------
The Commission has carefully reviewed the proposed rule change and
finds that the proposed rule change is consistent with the requirements
of the Act and the rules and regulations thereunder applicable to a
national securities exchange \4\ and, in particular, Section 6(b)(5) of
the Act,\5\ which requires that an exchange have rules designed to
remove impediments to and perfect the mechanism of a free and open
market and a national market system, and, in general, protect investors
and the public interest.
---------------------------------------------------------------------------
\4\ In approving this proposed rule change, the Commission has
considered the proposed rule's impact on efficiency, competition,
and capital formation. 15 U.S.C. 78c(f).
\5\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
The proposal will expand the scope of Sponsored User access, which
has previously been approved by the Commission,\6\ beyond CBOE's FLEX
Hybrid Trading System (``FLEX'') and the CBOE Stock Exchange facility
(``CBSX'') to all other products that are traded on CBOE. Sponsored
Users who access other products trading on CBOE will be subject to the
same requirements as Sponsored Users on FLEX and CBSX.\7\ In addition,
although the number of Sponsored Users who may access products other
than FLEX and CBSX will be limited to fifteen, CBOE will admit
applicants in a non-discriminatory manner using a first-in, first-out
method. In this regard, CBOE's actions will be subject to review under
Chapter XIX of its rules.
---------------------------------------------------------------------------
\6\ See Securities Exchange Act Release No. 56792 (November 15,
2007), 72 FR 65776 (November 23, 2007) (SR-CBOE-2006-99) (approving
proposed rule change to permit sponsored user access to FLEX). See
also Securities Exchange Act Release No. 57646 (April 10, 2008), 73
FR 20726 (April 16, 2008) (SR-CBOE-2008-37) (notice of filing and
immediate effectiveness of proposed rule change to permit sponsored
user access to CBSX).
\7\ See CBOE Rule 6.20A.
---------------------------------------------------------------------------
It is therefore ordered, pursuant to Section 19(b)(2) of the Act,
that the proposed rule change (SR-CBOE-2008-54) be, and it hereby is,
approved.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\8\
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\8\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Acting Secretary.
[FR Doc. E8-15104 Filed 7-2-08; 8:45 am]
BILLING CODE 8010-01-P