Self-Regulatory Organizations; American Stock Exchange LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Related to the Listing and Trading of Options on Section 107 Securities, 54184-54186 [E8-21761]
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54184
Federal Register / Vol. 73, No. 182 / Thursday, September 18, 2008 / Notices
ETS to deliver a Product Description to
purchasers of ETS.
5. The Trust’s Web site, which will be
publicly accessible at no charge, will
contain the following information, on a
per ETS basis, for each Fund: (a) The
prior Business Day’s NAV and the
reported closing price, and a calculation
of the premium or discount of such
price against such NAV; and (b) data in
chart format displaying the frequency
distribution of discounts and premiums
of the daily closing price against the
NAV, within appropriate ranges, for
each of the four previous calendar
quarters (or the life of the Fund, if
shorter). In addition, the Product
Description for each Fund will state that
the Trust’s Web site has information
about the premiums and discounts at
which the ETS have traded.
6. The Prospectus and annual report
for each Fund also will include: (a) The
information listed in condition 5(b), (i)
in the case of the Prospectus, for the
most recently completed year (and the
most recently completed quarter or
quarters, as applicable) and (ii) in the
case of the annual report, for the
immediately preceding five years (or the
life of the Fund, if shorter); and (b) the
following data, calculated on a per ETS
basis for one, five and ten year periods
(or life of the Fund, if shorter), (i) the
cumulative total return and the average
annual total return based on NAV and
closing price, and (ii) the cumulative
total return of the relevant Underlying
Index.
7. The requested relief to permit ETF
operations will expire on the effective
date of any Commission rule under the
Act that provides relief permitting the
operation of index-based exchangetraded funds and exchange-traded funds
that seek to return a multiple, the
inverse or an inverse multiple of an
index.
For the Commission, by the Division of
Investment Management, under delegated
authority.
Florence E. Harmon,
Acting Secretary.
[FR Doc. E8–21763 Filed 9–17–08; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
dwashington3 on PRODPC61 with NOTICES
[File No. 500–1]
In the Matter of Cadema Corp. and
Caredata.com, Inc.; Order of
Suspension of Trading
It appears to the Securities and
Exchange Commission that there is a
15:26 Sep 17, 2008
By the Commission.
Florence E. Harmon,
Acting Secretary.
[FR Doc. E8–21938 Filed 9–16–08; 4:15 pm]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–58516; File No. SR–Amex–
2008–69]
Self-Regulatory Organizations;
American Stock Exchange LLC; Notice
of Filing and Immediate Effectiveness
of Proposed Rule Change Related to
the Listing and Trading of Options on
Section 107 Securities
September 11, 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
September 3, 2008, the American Stock
Exchange LLC (‘‘Amex’’ 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 prepared by the Exchange. Amex
filed the proposal pursuant to Section
19(b)(3)(A) of the Act 3 and Rule 19b–
4(f)(6) thereunder,4 which renders the
proposal effective upon filing with the
Commission. The Commission is
publishing this notice to solicit
1 15
September 16, 2008.
VerDate Aug<31>2005
lack of current and accurate information
concerning the securities of Cadema
Corp. because it has not filed any
periodic reports since the period ended
September 30, 2002.
It appears to the Securities and
Exchange Commission that there is a
lack of current and accurate information
concerning the securities of
Caredata.com, Inc. because it has not
filed any periodic reports since the
period ended September 30, 2000.
The Commission is of the opinion that
the public interest and the protection of
investors require a suspension of trading
in the securities of the above-listed
companies.
Therefore, it is ordered, pursuant to
Section 12(k) of the Securities Exchange
Act of 1934, that trading in the
securities of Cadema Corp. and
Caredata.com, Inc. is suspended for the
period from 9:30 a.m. EDT on
September 16, 2008, through 11:59 p.m.
EDT on September 29, 2008.
Jkt 214001
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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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 Exchange proposes to add new
Commentary .11 to Rule 915 and new
Commentary .12 to Rule 916 to enable
the listing and trading of options on
securities meeting the requirements of
Sections 107D, 107E, 107F, 107G, 107H
or 107I of the Amex Company Guide
(the ‘‘Company Guide’’).
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 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 Exchange proposes to adopt new
Commentary .11 to Rule 915 and new
Commentary .12 to Rule 916 to enable
the listing and trading of options on
index-linked securities (‘‘Index-Linked
Securities’’), commodity-linked
securities (‘‘Commodity-Linked
Securities’’), currency-linked securities
(‘‘Currency-Linked Securities’’), fixed
income-linked securities (‘‘Fixed
Income-Linked Securities’’), futureslinked securities (‘‘Futures-Linked
Securities’’) and combination-linked
securities (‘‘Combination-Linked
Securities’’) (collectively known as
‘‘Section 107 Securities’’ as defined in
Sections 107D, 107E, 107F, 107G, 107H
and 107I, respectively, of the Company
Guide) that are principally traded on a
national securities exchange and an
‘‘NMS Stock’’ (as defined in Rule 600 of
Regulation NMS under the Securities
Exchange Act of 1934 (the ‘‘1934 Act’’)).
Section 107 Securities are designed
for investors who desire to participate in
a specific market segment by providing
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Federal Register / Vol. 73, No. 182 / Thursday, September 18, 2008 / Notices
exposure to one or more identifiable
underlying securities, commodities,
currencies, derivative instruments or
market indexes of the foregoing
(‘‘Underlying Index’’ or ‘‘underlying
Indexes’’). Section 107 Securities are the
non-convertible debt of an issuer that
have a term of at least one (1) year but
not greater than thirty (30) years.
Despite the fact that Section 107
Securities are linked to an underlying
index, each trades as a single, exchangelisted security. Accordingly, rules
pertaining to the listing and trading of
standard equity options will apply to
Section 107 Securities. The Exchange
does not propose any changes to rules
pertaining to Stock Index Options.
Listing Criteria
The Exchange will consider listing
and trading options on Section 107
Securities provided the Section 107
Securities meet the criteria for
underlying securities set forth in
Commentary .01 to Rule 915. The
Exchange proposes that Section 107
Securities deemed appropriate for
options trading represent ownership of
a security that provides for the payment
at maturity, as described below.
• Index-Linked Securities are
securities that provide for the payment
at maturity of a cash amount based on
the performance of an underlying index
or indexes of equity securities (‘‘Equity
Reference Asset’’).
• Commodity-Linked Securities are
securities that provide for the payment
at maturity of a cash amount based on
the performance of one or more physical
commodities or commodity futures,
options or other commodity derivatives
or Commodity-Based Trust Shares or a
basket or index of any of the foregoing
(‘‘Commodity Reference Asset’’).
• Currency-Linked Securities are
securities that provide for the payment
at maturity of a cash amount based on
the performance of one or more
currencies, or options or currency
futures or other currency derivatives or
Currency Trust Shares 5 or a basket or
index of any of the foregoing (‘‘Currency
Reference Asset’’).
• Fixed Income-Linked Securities are
securities that provide for the payment
at maturity of a cash amount based on
the performance of one or more notes,
bonds, debentures or evidence of
dwashington3 on PRODPC61 with NOTICES
5 See
Amex Rule 1200B–AEMI(b). The term
‘‘Currency Trust Shares’’ means a security that (i)
is issued by a trust that holds a specified non-U.S.
currency deposited with the trust; (ii) when
aggregated in some specified minimum number
may be surrendered to the trust by the beneficial
owner to receive the specified non-U.S. currency;
and (iii) pays beneficial owners interest and other
distributions on the deposited non-U.S. currency, if
any, declared and paid by the trust.
VerDate Aug<31>2005
15:26 Sep 17, 2008
Jkt 214001
indebtedness that include, but are not
limited to, U.S. Department of the
Treasury securities (‘‘Treasury
Securities’’), government-sponsored
entity securities (‘‘GSE Securities’’),
municipal securities, trust preferred
securities, supranational debt and debt
of a foreign country or a subdivision
thereof or a basket or index of any of the
foregoing (‘‘Fixed Income Reference
Asset’’);
• Futures-Linked Securities are
securities that provide for the payment
at maturity of a cash amount based on
the performance of an index of (a)
futures on Treasury Securities, GSE
Securities, supranational debt and debt
of a foreign country or a subdivision
thereof, or options or other derivatives
on any of the foregoing; or (b) interest
rate futures or options or derivatives on
the foregoing in this subparagraph (b)
(‘‘Futures Reference Asset’’); and
• Combination-Linked Securities are
securities that provide for the payment
at maturity of a cash amount based on
the performance of any combination of
two or more Equity Reference Assets,
Commodity Reference Assets, Currency
Reference Assets, Fixed Income
Reference Assets or Futures Reference
Assets (‘‘Combination Reference
Asset’’).
For the purposes of Commentary .11
to Rule 915, Equity Reference Assets,
Commodity Reference Assets, Currency
Reference Assets, Fixed Income
Reference Assets, Futures Reference
Assets and Combination Reference
Assets, will be collectively referred to as
‘‘Reference Assets,’’ as defined in
Sections 107D, 107E, 107F, 107G, 107H
and 107I, respectively, of the Company
Guide. Section 107 Securities must meet
the criteria and guidelines for
underlying securities set forth in
Commentary .01 to Rule 915, or the
Section 107 Securities must be
redeemable at the option of the holder
at least on a weekly basis through the
issuer at a price related to the applicable
underlying Reference Asset. In addition,
the issuing company is obligated to
issue or repurchase the securities in
aggregation units for cash or cash
equivalents satisfactory to the issuer of
Section 107 Securities which underlie
the option as described in the Section
107 Securities prospectus.
Continued Listing Requirements
Options on Section 107 Securities
will be subject to all Exchange rules
governing the trading of equity options.
The current continuing or maintenance
listing standards for options traded on
the Amex will continue to apply.
The Exchange proposes to establish
Commentary .12 to Rule 916 which will
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54185
include criteria related to the continued
listing of options on Section 107
Securities.
Under the applicable continued
listing criteria in proposed Commentary
.12 to Rule 916, options on Section 107
Securities initially approved for trading
pursuant to proposed Commentary .11
to Rule 915 may be subject to the
suspension of opening transactions as
follows: (1) Non-compliance with the
terms of proposed Commentary .11 to
Rule 915; (2) non-compliance with the
terms of Commentary .01 to Rule 916,
except that in the case of options
covering Section 107 Securities
approved pursuant to proposed
Commentary .11(c)(2) to Rule 915 that
are redeemable at the option of the
holder at least on a weekly basis, then
option contracts of the class covering
such Securities may only continue to be
open for trading as long as the Securities
are listed on a national securities
exchange and are an ‘‘NMS stock’’ as
defined in Rule 600 of Regulation NMS;
(3) in the case of any Section 107
Security trading pursuant to
Commentary .11 to Rule 915, the value
of the Reference Asset is no longer
calculated or available; or (4) such other
event shall occur or condition exist that
in the opinion of the Exchange makes
further dealing in such options on the
Exchange inadvisable.
The Exchange represents that the
listing and trading of options on Section
107 Securities pursuant to proposed
Commentary .11 to Rule 915 will not
have any effect on the rules pertaining
to position and exercise limits 6 or
margin.7
The Exchange will implement
surveillance procedures for options on
Section 107 Securities, including
adequate comprehensive surveillance
sharing agreements with markets trading
in non-U.S. components, as applicable.
The Amex represents that these
procedures will be adequate to properly
monitor Exchange trading of options on
these securities and to deter and detect
violations of Exchange rules.
2. Statutory Basis
The Exchange believes that the
proposal is consistent with Section 6 of
the Act,8 in general, and furthers the
objectives of Section 6(b)(5),9 in
particular, in that it is designed to
prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, to foster
cooperation and coordination with
6 See
Amex Rules 904 and 905.
Amex Rules 462.
8 15 U.S.C. 78f(b).
9 15 U.S.C. 78f(b)(5).
7 See
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54186
Federal Register / Vol. 73, No. 182 / Thursday, September 18, 2008 / Notices
persons engaged in facilitating
transactions in securities, to remove
impediments to and perfect the
mechanisms of a free and open market
and a national market system, and, in
general, to protect investors and the
public interest. The Exchange submits
that the instant proposal to adopt
generic initial and continued listing
criteria for options on Section 107
Securities will serve to provide
enhanced risk management tools for
investors that, to date, have been absent
in connection with Section 107
Securities. In addition, the Exchange
further believes that the proposed listing
criteria together with the Exchange’s
surveillance procedures will serve to
protect investors and the public interest.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The proposed rule change does not
impose any burden on competition that
is not necessary or appropriate in
furtherance of the purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were solicited
nor received with respect to the
proposed rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change: (1) Does not significantly affect
the protection of investors or the public
interest; (2) does not impose any
significant burden on competition; and
(3) by its terms does not become
operative for 30 days after the date of
this filing, 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 10 and
Rule 19b–4(f)(6) thereunder.11
A proposed rule change filed under
Rule 19b–4(f)(6) normally does not
become operative for 30 days after the
date of filing. However, Rule 19b–
4(f)(6)(iii) permits the Commission to
designate a shorter time if such action
is consistent with the protection of
investors and the public interest. The
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
11 17
VerDate Aug<31>2005
15:26 Sep 17, 2008
Jkt 214001
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street, NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–Amex–2008–69. 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
12 For purposes only of waiving the 30-day
operative delay, the Commission has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
13 See Securities Exchange Act Release Nos.
58203 (July 22, 2008), 73 FR 43812 (July 28, 2008)
(SR–NYSEArca–2008–57) and 58204 (July 22,
2008), 73 FR 43807 (July 28, 2008) (SR–CBOE–
2008–64).
PO 00000
Frm 00053
Fmt 4703
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for inspection and copying in
the Commission’s Public Reference
Room, 100 F Street, NE., Washington,
DC 20549, on official business days
between the hours of 10 a.m. and 3 p.m.
Copies of the filing also will be available
for inspection and copying at the
principal office of the Exchange. All
comments received will be posted
without change; the Commission does
not edit personal identifying
information from submissions. You
should submit only information that
you wish to make available publicly. All
submissions should refer to File
Number SR–Amex–2008–69 and should
be submitted on or before October 9,
2008.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Florence E. Harmon,
Acting Secretary.
[FR Doc. E8–21761 Filed 9–17–08; 8:45 am]
BILLING CODE 8010–01–P
• 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–Amex–2008–69 on the
subject line.
10 15
dwashington3 on PRODPC61 with NOTICES
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6)(iii) requires a self-regulatory organization to
provide the Commission with written notice of its
intent to file the proposed rule change, along with
a brief description and text of the proposed rule
change, at least five business days prior to the date
of filing of the proposed rule change, or such
shorter time as designated by the Commission. The
Exchange has fulfilled this requirement.
Exchange requests that the Commission
waive the 30-day operative delay so that
the Exchange is able to compete with
other options exchanges that are
currently permitted to list and trade
options on Section 107 Securities. The
Commission believes that waiving the
30-day operative delay is consistent
with the protection of investors and the
public interest.12 The Commission notes
the proposal is substantively identical to
proposals that were recently approved
by the Commission, and does not raise
any new regulatory issues.13 For these
reasons, the Commission designates the
proposed rule change as operative upon
filing.
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.
Sfmt 4703
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–58513; File No. SR–CBOE–
2008–92]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Relating to Hybrid
Electronic Quoting Fee
September 11, 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 August
29, 2008, the Chicago Board Options
Exchange, Incorporated ( ‘‘Exchange’’ or
‘‘CBOE’’) filed with the Securities and
Exchange Commission (the
‘‘Commission’’) the proposed rule
change as described in Items I, II and III
below, which Items have been prepared
by the CBOE. The Commission is
publishing this notice to solicit
14 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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Agencies
[Federal Register Volume 73, Number 182 (Thursday, September 18, 2008)]
[Notices]
[Pages 54184-54186]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E8-21761]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-58516; File No. SR-Amex-2008-69]
Self-Regulatory Organizations; American Stock Exchange LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change
Related to the Listing and Trading of Options on Section 107 Securities
September 11, 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 September 3, 2008, the American Stock Exchange LLC (``Amex'' 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 prepared by the Exchange. Amex filed
the proposal pursuant to Section 19(b)(3)(A) of the Act \3\ and Rule
19b-4(f)(6) thereunder,\4\ which renders the proposal effective upon
filing with the Commission. The Commission is publishing this notice to
solicit comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ 15 U.S.C. 78s(b)(3)(A).
\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 add new Commentary .11 to Rule 915 and new
Commentary .12 to Rule 916 to enable the listing and trading of options
on securities meeting the requirements of Sections 107D, 107E, 107F,
107G, 107H or 107I of the Amex Company Guide (the ``Company Guide'').
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 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 Exchange proposes to adopt new Commentary .11 to Rule 915 and
new Commentary .12 to Rule 916 to enable the listing and trading of
options on index-linked securities (``Index-Linked Securities''),
commodity-linked securities (``Commodity-Linked Securities''),
currency-linked securities (``Currency-Linked Securities''), fixed
income-linked securities (``Fixed Income-Linked Securities''), futures-
linked securities (``Futures-Linked Securities'') and combination-
linked securities (``Combination-Linked Securities'') (collectively
known as ``Section 107 Securities'' as defined in Sections 107D, 107E,
107F, 107G, 107H and 107I, respectively, of the Company Guide) that are
principally traded on a national securities exchange and an ``NMS
Stock'' (as defined in Rule 600 of Regulation NMS under the Securities
Exchange Act of 1934 (the ``1934 Act'')).
Section 107 Securities are designed for investors who desire to
participate in a specific market segment by providing
[[Page 54185]]
exposure to one or more identifiable underlying securities,
commodities, currencies, derivative instruments or market indexes of
the foregoing (``Underlying Index'' or ``underlying Indexes''). Section
107 Securities are the non-convertible debt of an issuer that have a
term of at least one (1) year but not greater than thirty (30) years.
Despite the fact that Section 107 Securities are linked to an
underlying index, each trades as a single, exchange-listed security.
Accordingly, rules pertaining to the listing and trading of standard
equity options will apply to Section 107 Securities. The Exchange does
not propose any changes to rules pertaining to Stock Index Options.
Listing Criteria
The Exchange will consider listing and trading options on Section
107 Securities provided the Section 107 Securities meet the criteria
for underlying securities set forth in Commentary .01 to Rule 915. The
Exchange proposes that Section 107 Securities deemed appropriate for
options trading represent ownership of a security that provides for the
payment at maturity, as described below.
Index-Linked Securities are securities that provide for
the payment at maturity of a cash amount based on the performance of an
underlying index or indexes of equity securities (``Equity Reference
Asset'').
Commodity-Linked Securities are securities that provide
for the payment at maturity of a cash amount based on the performance
of one or more physical commodities or commodity futures, options or
other commodity derivatives or Commodity-Based Trust Shares or a basket
or index of any of the foregoing (``Commodity Reference Asset'').
Currency-Linked Securities are securities that provide for
the payment at maturity of a cash amount based on the performance of
one or more currencies, or options or currency futures or other
currency derivatives or Currency Trust Shares \5\ or a basket or index
of any of the foregoing (``Currency Reference Asset'').
---------------------------------------------------------------------------
\5\ See Amex Rule 1200B-AEMI(b). The term ``Currency Trust
Shares'' means a security that (i) is issued by a trust that holds a
specified non-U.S. currency deposited with the trust; (ii) when
aggregated in some specified minimum number may be surrendered to
the trust by the beneficial owner to receive the specified non-U.S.
currency; and (iii) pays beneficial owners interest and other
distributions on the deposited non-U.S. currency, if any, declared
and paid by the trust.
---------------------------------------------------------------------------
Fixed Income-Linked Securities are securities that provide
for the payment at maturity of a cash amount based on the performance
of one or more notes, bonds, debentures or evidence of indebtedness
that include, but are not limited to, U.S. Department of the Treasury
securities (``Treasury Securities''), government-sponsored entity
securities (``GSE Securities''), municipal securities, trust preferred
securities, supranational debt and debt of a foreign country or a
subdivision thereof or a basket or index of any of the foregoing
(``Fixed Income Reference Asset'');
Futures-Linked Securities are securities that provide for
the payment at maturity of a cash amount based on the performance of an
index of (a) futures on Treasury Securities, GSE Securities,
supranational debt and debt of a foreign country or a subdivision
thereof, or options or other derivatives on any of the foregoing; or
(b) interest rate futures or options or derivatives on the foregoing in
this subparagraph (b) (``Futures Reference Asset''); and
Combination-Linked Securities are securities that provide
for the payment at maturity of a cash amount based on the performance
of any combination of two or more Equity Reference Assets, Commodity
Reference Assets, Currency Reference Assets, Fixed Income Reference
Assets or Futures Reference Assets (``Combination Reference Asset'').
For the purposes of Commentary .11 to Rule 915, Equity Reference
Assets, Commodity Reference Assets, Currency Reference Assets, Fixed
Income Reference Assets, Futures Reference Assets and Combination
Reference Assets, will be collectively referred to as ``Reference
Assets,'' as defined in Sections 107D, 107E, 107F, 107G, 107H and 107I,
respectively, of the Company Guide. Section 107 Securities must meet
the criteria and guidelines for underlying securities set forth in
Commentary .01 to Rule 915, or the Section 107 Securities must be
redeemable at the option of the holder at least on a weekly basis
through the issuer at a price related to the applicable underlying
Reference Asset. In addition, the issuing company is obligated to issue
or repurchase the securities in aggregation units for cash or cash
equivalents satisfactory to the issuer of Section 107 Securities which
underlie the option as described in the Section 107 Securities
prospectus.
Continued Listing Requirements
Options on Section 107 Securities will be subject to all Exchange
rules governing the trading of equity options. The current continuing
or maintenance listing standards for options traded on the Amex will
continue to apply.
The Exchange proposes to establish Commentary .12 to Rule 916 which
will include criteria related to the continued listing of options on
Section 107 Securities.
Under the applicable continued listing criteria in proposed
Commentary .12 to Rule 916, options on Section 107 Securities initially
approved for trading pursuant to proposed Commentary .11 to Rule 915
may be subject to the suspension of opening transactions as follows:
(1) Non-compliance with the terms of proposed Commentary .11 to Rule
915; (2) non-compliance with the terms of Commentary .01 to Rule 916,
except that in the case of options covering Section 107 Securities
approved pursuant to proposed Commentary .11(c)(2) to Rule 915 that are
redeemable at the option of the holder at least on a weekly basis, then
option contracts of the class covering such Securities may only
continue to be open for trading as long as the Securities are listed on
a national securities exchange and are an ``NMS stock'' as defined in
Rule 600 of Regulation NMS; (3) in the case of any Section 107 Security
trading pursuant to Commentary .11 to Rule 915, the value of the
Reference Asset is no longer calculated or available; or (4) such other
event shall occur or condition exist that in the opinion of the
Exchange makes further dealing in such options on the Exchange
inadvisable.
The Exchange represents that the listing and trading of options on
Section 107 Securities pursuant to proposed Commentary .11 to Rule 915
will not have any effect on the rules pertaining to position and
exercise limits \6\ or margin.\7\
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\6\ See Amex Rules 904 and 905.
\7\ See Amex Rules 462.
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The Exchange will implement surveillance procedures for options on
Section 107 Securities, including adequate comprehensive surveillance
sharing agreements with markets trading in non-U.S. components, as
applicable. The Amex represents that these procedures will be adequate
to properly monitor Exchange trading of options on these securities and
to deter and detect violations of Exchange rules.
2. Statutory Basis
The Exchange believes that the proposal is consistent with Section
6 of the Act,\8\ in general, and furthers the objectives of Section
6(b)(5),\9\ in particular, in that it is designed to prevent fraudulent
and manipulative acts and practices, to promote just and equitable
principles of trade, to foster cooperation and coordination with
[[Page 54186]]
persons engaged in facilitating transactions in securities, to remove
impediments to and perfect the mechanisms of a free and open market and
a national market system, and, in general, to protect investors and the
public interest. The Exchange submits that the instant proposal to
adopt generic initial and continued listing criteria for options on
Section 107 Securities will serve to provide enhanced risk management
tools for investors that, to date, have been absent in connection with
Section 107 Securities. In addition, the Exchange further believes that
the proposed listing criteria together with the Exchange's surveillance
procedures will serve to protect investors and the public interest.
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\8\ 15 U.S.C. 78f(b).
\9\ 15 U.S.C. 78f(b)(5).
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B. Self-Regulatory Organization's Statement on Burden on Competition
The proposed rule change does not impose any burden on competition
that is not necessary or appropriate in furtherance of the purposes of
the Act.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were solicited nor received with respect to the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change: (1) Does not
significantly affect the protection of investors or the public
interest; (2) does not impose any significant burden on competition;
and (3) by its terms does not become operative for 30 days after the
date of this filing, 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 \10\ and Rule 19b-4(f)(6)
thereunder.\11\
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\10\ 15 U.S.C. 78s(b)(3)(A).
\11\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)(iii)
requires a self-regulatory organization to provide the Commission
with written notice of its intent to file the proposed rule change,
along with a brief description and text of the proposed rule change,
at least five business days prior to the date of filing of the
proposed rule change, or such shorter time as designated by the
Commission. The Exchange has fulfilled this requirement.
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A proposed rule change filed under Rule 19b-4(f)(6) normally does
not become operative for 30 days after the date of filing. However,
Rule 19b-4(f)(6)(iii) permits the Commission to designate a shorter
time if such action is consistent with the protection of investors and
the public interest. The Exchange requests that the Commission waive
the 30-day operative delay so that the Exchange is able to compete with
other options exchanges that are currently permitted to list and trade
options on Section 107 Securities. The Commission believes that waiving
the 30-day operative delay is consistent with the protection of
investors and the public interest.\12\ The Commission notes the
proposal is substantively identical to proposals that were recently
approved by the Commission, and does not raise any new regulatory
issues.\13\ For these reasons, the Commission designates the proposed
rule change as operative upon filing.
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\12\ For purposes only of waiving the 30-day operative delay,
the Commission has considered the proposed rule's impact on
efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
\13\ See Securities Exchange Act Release Nos. 58203 (July 22,
2008), 73 FR 43812 (July 28, 2008) (SR-NYSEArca-2008-57) and 58204
(July 22, 2008), 73 FR 43807 (July 28, 2008) (SR-CBOE-2008-64).
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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-Amex-2008-69 on the subject line.
Paper Comments
Send paper comments in triplicate to Secretary, Securities
and Exchange Commission, 100 F Street, NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-Amex-2008-69. This file
number should be included on the subject line if e-mail is used. To
help the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/
sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for inspection and
copying in the Commission's Public Reference Room, 100 F Street, NE.,
Washington, DC 20549, on official business days between the hours of 10
a.m. and 3 p.m. Copies of the filing also will be available for
inspection and copying at the principal office of the Exchange. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make available publicly. All
submissions should refer to File Number SR-Amex-2008-69 and should be
submitted on or before October 9, 2008.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
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\14\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Acting Secretary.
[FR Doc. E8-21761 Filed 9-17-08; 8:45 am]
BILLING CODE 8010-01-P