Self-Regulatory Organizations; Chicago Board Options Exchange, Incorporated; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend CBOE Rules Relating to DPMs and LMMs, 8296-8298 [E9-3861]
Download as PDF
8296
Federal Register / Vol. 74, No. 35 / Tuesday, February 24, 2009 / Notices
Applicants agree that any order
granting the requested relief will be
subject to the following condition:
Any temporary exemption granted
pursuant to the application shall be
without prejudice to, and shall not limit
the Commission’s rights in any manner
with respect to, any Commission
investigation of, or administrative
proceedings involving or against,
Covered Persons, including, without
limitation, the consideration by the
Commission of a permanent exemption
from section 9(a) of the Act requested
pursuant to the application or the
revocation or removal of any temporary
exemptions granted under the Act in
connection with the application.
Temporary Order:
The Commission has considered the
matter and finds that Applicants have
made the necessary showing to justify
granting a temporary exemption.
Accordingly,
It is hereby ordered, pursuant to
section 9(c) of the Act, that Applicants
and any other Covered Persons are
granted a temporary exemption from the
provisions of section 9(a), solely with
respect to the Injunction, subject to the
condition in the application, from
February 17, 2009, until the
Commission takes final action on their
application for a permanent order.
By the Commission.
Elizabeth M. Murphy,
Secretary.
[FR Doc. E9–3841 Filed 2–23–09; 8:45 am]
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–59406; File No. SR–CBOE–
2009–006]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Amend CBOE Rules
Relating to DPMs and LMMs
mstockstill on PROD1PC66 with NOTICES
February 13, 2009.
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 February
11, 2009, the Chicago Board Options
Exchange, Incorporated (the ‘‘Exchange’’
or ‘‘CBOE’’) filed with the Securities
and Exchange Commission (the
‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
VerDate Nov<24>2008
17:23 Feb 23, 2009
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 relating to [sic]
DPMs and 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’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
self-regulatory organization 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 8011–01–P
1 15
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. Purpose
DPMs are member organizations that
function in option classes allocated to
them as a Market-Maker, and also are
subject to the obligations under Rule
8.85 or as otherwise provided in CBOE’s
Rules. LMMs, similarly, function in
option classes allocated to them as a
Market-Maker, and also are subject to
other obligations under Rule 8.15A (for
Hybrid classes) or as otherwise provided
in CBOE’s Rules. Recently, CBOE
amended its rules to provide DPMs with
the flexibility to operate remotely away
from CBOE’s trading floor as a so-called
‘‘Off-Floor DPM.’’ (See, e.g., Rules 8.80
and 8.83.) The purpose of this rule filing
is to amend CBOE’s rules to provide that
CBOE in its discretion may appoint an
‘‘On-Floor LMM’’ in option classes in
which an ‘‘Off-Floor DPM’’ is
appointed. Although CBOE does not
believe it is necessary for an On-Floor
LMM to be appointed in each option
3 15
4 17
Jkt 217001
PO 00000
U.S.C. 78s(b)(3)(A)(iii).
CFR 240.19b–4(f)(6).
Frm 00068
Fmt 4703
Sfmt 4703
class in which an ‘‘Off-Floor DPM’’ is
appointed, CBOE believes that having
an On-Floor LMM in an option class in
which an Off-Floor DPM has been
appointed provides additional
flexibility and may be beneficial.
In connection with this change, CBOE
also proposes to amend its rules relating
to the obligations of LMMs and LMM
participation entitlements, in option
classes in which both an On-Floor LMM
and an Off-Floor DPM have been
appointed. First, CBOE proposes to
amend paragraph (b)(i) of Rule 8.15A to
provide that in option classes in which
both an On-Floor LMM and an Off-Floor
DPM have been appointed, the On-Floor
LMM shall be obligated to comply with
the quoting obligations of MarketMakers in Hybrid classes as set forth in
Rule 8.7(d). These obligations generally
include a continuous open outcry
quoting obligation and the obligation to
continuously quote electronically in
60% of the series with less than nine
months to expiration of each allocated
class. The Off-Floor DPM would
continue to be required to meet the
continuous electronic quoting obligation
set forth in Rule 8.85(a)(i), namely, to
continuously quote in at least 90% of
the series of each multiply-listed option
class allocated to it and in 100% of the
series of each singly-listed option class
allocated to it. CBOE does not believe it
is necessary to require the On-Floor
LMM to satisfy the more extensive
electronic quoting obligation of DPMs
given that the Off-Floor DPM will be
performing this function and the OnFloor LMM will not be eligible to
receive a participation entitlement for
transactions executed electronically.
(See Rule 8.15B(b).)
CBOE also proposes to amend
paragraphs (b)(iv) and (b)(vi) of Rule
8.15A to provide that the obligations set
forth therein will be assigned to the OffFloor DPM in those option classes in
which both an On-Floor LMM and an
Off-Floor DPM have been appointed.
CBOE believes that it is appropriate that
these two obligations, which pertain to
the prompt initiation of an opening
trading rotation and the use of a DPM’s
account for Linkage, be the
responsibility of the Off-Floor DPM
given that it will have the principal
electronic quoting obligation in the
option class and will be eligible to
receive a participation entitlement for
electronic transactions.
CBOE also proposes to amend Rule
8.15A and Rule 8.15B to provide that in
option classes in which both an OnFloor LMM and an Off-Floor DPM have
been appointed, the On-Floor LMM may
receive a participation entitlement with
respect to orders represented in open
E:\FR\FM\24FEN1.SGM
24FEN1
Federal Register / Vol. 74, No. 35 / Tuesday, February 24, 2009 / Notices
outcry on CBOE’s trading floor. CBOE
believes that it is appropriate for the OnFloor LMM to receive a participation
entitlement for orders represented in
open outcry given that the On-Floor
LMM will have a continuous open
outcry quoting obligation,5 is expected
to be continually present at the trading
station and resolve disputes relating to
transactions in the option classes in
which the LMM is appointed, make
competitive open outcry markets, and
promote CBOE in a manner likely to
enhance CBOE’s ability to compete
successfully for order flow in the classes
it trades, among other obligations. CBOE
notes that its rules currently provide
that an Off-Floor DPM shall not receive
a participation entitlement with respect
to orders represented in open outcry on
CBOE’s trading floor, so it is reasonable
for an On-Floor LMM to receive an
entitlement for open outcry transactions
given its obligations including the
continuous open outcry quoting
obligation.
Finally, CBOE notes that the
provisions of Rule 8.15A not being
amended by this proposed rule change
will continue to apply to the On-Floor
LMM that is appointed in option classes
in which an Off-Floor DPM is
appointed. For example, the On-Floor
LMM will continue to be obligated to
honor its displayed quotations (See Rule
8.15A(b)(ii)); perform these obligations
for a period of one expiration cycle (See
Rule 8.15A(b)(iii)); respond to open
outcry requests for quotes by a floor
broker (See Rule 8.15A(b)(v)); and
maintain information barriers that are
reasonably designed to prevent the
misuse of material, non-public
information with any affiliates that
conduct a brokerage operation in classes
allocated to the On-Floor LMM or act as
a specialist or Market-Maker in any
security underlying options allocated to
the LMM, and otherwise comply with
the requirements of Rule 4.18 regarding
the misuse of material, non-public
information (See Rule 8.15A(b)(vii)).
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with the
Securities Exchange Act of 1934 (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. 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, in that
allowing CBOE to appoint an On-Floor
LMM in an option class in which an
Off-Floor DPM has been appointed
provides additional flexibility and,
therefore, could be beneficial and
contribute to the maintenance of a fair
and orderly market.
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
The Exchange has filed the proposed
rule change pursuant to Section
19(b)(3)(A)(iii) of the Act 7 and Rule
19b–4(f)(6) thereunder.8 Because the
proposed rule change does not: (i)
Significantly affect the protection of
investors or the public interest; (ii)
impose any significant burden on
competition; and (iii) become operative
prior to 30 days from the date on which
it was filed, or such shorter time as the
Commission may designate if consistent
with the protection of investors and the
public interest, the proposed rule
change has become effective pursuant to
Section 19(b)(3)(A) of the Act 9 and Rule
19b–4(f)(6)(iii) thereunder.10
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
6 15
U.S.C. 78f(b)(5).
U.S.C. 78s(b)(3)(A)(iii).
8 17 CFR 240.19b–4(f)(6).
9 15 U.S.C. 78s(b)(3)(A).
10 17 CFR 240.19b–4(f)(6)(iii). In addition, Rule
19b–4(f)(6)(iii) requires the Exchange to give the
Commission written notice of the Exchange’s intent
to file the proposed rule change along with a brief
description and the text of the proposed rule
change, at least five business days prior to the date
of filing of the proposed rule change, or such
shorter time as designated by the Commission. The
Exchange has satisfied the pre-filing requirement.
mstockstill on PROD1PC66 with NOTICES
7 15
5 Rule 8.7(d) provides that Market-Makers have a
continuous open outcry quoting obligation.
Specifically, it states ‘‘in response to any request for
quote by a floor broker, in-crowd Market-Makers
must provide a two-sided market complying with
the quote width requirements contained in Rule
8.7(b)(iv) for a minimum number of contracts
determined by the Exchange on a class by class
basis, which minimum shall be at least one contract
and which minimum can vary for non-broker-dealer
orders and broker-dealer orders.’’
VerDate Nov<24>2008
17:23 Feb 23, 2009
Jkt 217001
PO 00000
Frm 00069
Fmt 4703
Sfmt 4703
8297
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 rulecomments@sec.gov. Please include File
Number SR–CBOE–2009–006 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–CBOE–2009–006. 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 self-regulatory
organization. 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–
2009–006 and should be submitted on
or before March 17, 2009.
E:\FR\FM\24FEN1.SGM
24FEN1
8298
Federal Register / Vol. 74, No. 35 / Tuesday, February 24, 2009 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.11
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9–3861 Filed 2–23–09; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–59413; File No. SR–NSCC–
2009–01]
Self-Regulatory Organizations;
National Securities Clearing
Corporation; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Amend Addendum O
To Allow Admission of Entities That
Are Organized in a Country Other Than
the U.S. for Admission as Limited
Members
February 18, 2009.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 notice is hereby given that on
January 28, 2009, the National
Securities Clearing Corporation
(‘‘NSCC’’) 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 prepared primarily by NSCC.
NSCC filed the proposed rule change
pursuant to Section 19(b)(3)(A)(iii) of
the Act 2 and Rule 19b–4(f)(4)
thereunder 3 so that the proposal was
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 proposed rule change will permit
entities that are organized in a country
other than the United States and that are
not otherwise subject to U.S. Federal or
State regulation to be eligible to become
Mutual Fund/Insurance Services
Members, Fund Members, and
Insurance Carrier/Retirement Services
Members.
mstockstill on PROD1PC66 with NOTICES
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
NSCC included statements concerning
11 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 15 U.S.C. 78s(b)(3)(A)(iii).
3 17 CFR 240.19b–4(f)(4).
1 15
VerDate Nov<24>2008
17:23 Feb 23, 2009
Jkt 217001
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. NSCC 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
Prior to this rule change, NSCC
permitted entities that are organized in
a country other than the United States
and that are not otherwise subject to
U.S. Federal or State regulation (‘‘nonU.S. entities’’) to become Direct Clearing
Corporation Members only. The
proposed rule change amends
Addendum O to NSCC’s Rules and
Procedures by expanding the types of
membership categories available to nonU.S. entities. Specifically, non-U.S.
entities will be able to apply to be
Mutual Fund/Insurance Services
Members, Fund Members, and
Insurance Carrier/Retirement Services
Members.4
NSCC believes that such change is
appropriate because the admission
process that is already in place is
designed to mitigate the risks posed to
NSCC by admission of non-U.S.
members. For example, admission is
subject to an applicant’s demonstration
that it meets reasonable standards of
financial responsibility, operational
capability, and character, and each
member must continue to be in a
position to demonstrate to NSCC that it
meets these standards as an ongoing
condition of membership.
Furthermore, Addendum O to NSCC’s
rules establishes additional admissions
criteria applicable to non-U.S. entities
that address the unique risks associated
with their admission, including: (1)
That the entity is not subject to U.S.
Federal or State regulation; (2) that the
operation of the laws of the entity’s
home country and time zone differences
4 Rule 2 and Addendum B address admission of
applicants as members of NSCC. Admission of an
applicant whose use of NSCC services is limited to
mutual fund services and/or insurance and
retirement processing services is subject to the
following provisions of Addendum B, depending on
the particular capacity in which the applicant seeks
to act: Section 2 of Addendum B (Mutual Fund/
Insurance Services Members); Section 3 of
Addendum B (Fund Members); Section 4 of
Addendum B (Insurance Carrier/Retirement
Services Members). NSCC has not yet established
admission criteria applicable to non-U.S entities
that are insurance companies. NSCC will file a
proposed rule change extending Addendum O to
such non-U.S. applicants at such time as it has
established applicable criteria.
PO 00000
Frm 00070
Fmt 4703
Sfmt 4703
may impede the successful exercise of
NSCC’s rights and remedies,
particularly in the event of the entity’s
failure to settle; and (3) that financial
information about the non-U.S. entity
made available to NSCC for monitoring
purposes may be less adequate than
information about U.S.-based entities.5
In addition to executing the standard
NSCC membership agreement,
Addendum O requires that the non-U.S.
entity enter into a series of undertakings
and agreements that are designed to
address jurisdictional concerns and to
assure that NSCC is provided with
audited financial information in a
format that is acceptable to NSCC. The
non-U.S. entity must also be subject to
regulation in its home country and be in
good standing with its home country
regulator. In order to address the risks
presented by acceptance of financial
statements prepared in non-U.S. GAAP,
Addendum O provides for a higher
capital requirement than that otherwise
applicable for admission under NSCC
rules.
NSCC believes that the proposed rule
change is consistent with the
requirements of Section 17A(b)(3)(F) of
the Act 6 because the proposed policy
does not unfairly discriminate against
non-U.S. entities seeking admission to
NSCC because it appropriately takes
into account the unique risks to the
clearing corporation raised by their
admission.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
NSCC does not believe that the
proposed rule change will have any
impact, or impose any burden, on
competition.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
NSCC has not solicited or received
written comments relating to the
proposed rule change. NSCC will notify
the Commission of any written
comments it receives.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section
5 Addendum O was adopted by NSCC pursuant
to Securities Exchange Act Release No. 58344, (Aug.
12, 2008), 73 FR 48413 (Aug. 19, 2008) [File No.
SR–NSCC–2007–15]. Certain of the criteria set forth
in Addendum O may be waived where
inappropriate to a particular applicant or class of
applicants (e.g., a foreign government, international
or national central securities depositories).
6 15 U.S.C. 78q–1(b)(3)(F).
E:\FR\FM\24FEN1.SGM
24FEN1
Agencies
[Federal Register Volume 74, Number 35 (Tuesday, February 24, 2009)]
[Notices]
[Pages 8296-8298]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E9-3861]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-59406; File No. SR-CBOE-2009-006]
Self-Regulatory Organizations; Chicago Board Options Exchange,
Incorporated; Notice of Filing and Immediate Effectiveness of Proposed
Rule Change To Amend CBOE Rules Relating to DPMs and LMMs
February 13, 2009.
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 February 11, 2009, the Chicago Board Options Exchange,
Incorporated (the ``Exchange'' or ``CBOE'') filed with the Securities
and Exchange Commission (the ``Commission'') the proposed rule change
as described in Items I and II below, which Items have been 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 relating to
[sic] DPMs and 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'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 self-regulatory organization
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
DPMs are member organizations that function in option classes
allocated to them as a Market-Maker, and also are subject to the
obligations under Rule 8.85 or as otherwise provided in CBOE's Rules.
LMMs, similarly, function in option classes allocated to them as a
Market-Maker, and also are subject to other obligations under Rule
8.15A (for Hybrid classes) or as otherwise provided in CBOE's Rules.
Recently, CBOE amended its rules to provide DPMs with the flexibility
to operate remotely away from CBOE's trading floor as a so-called
``Off-Floor DPM.'' (See, e.g., Rules 8.80 and 8.83.) The purpose of
this rule filing is to amend CBOE's rules to provide that CBOE in its
discretion may appoint an ``On-Floor LMM'' in option classes in which
an ``Off-Floor DPM'' is appointed. Although CBOE does not believe it is
necessary for an On-Floor LMM to be appointed in each option class in
which an ``Off-Floor DPM'' is appointed, CBOE believes that having an
On-Floor LMM in an option class in which an Off-Floor DPM has been
appointed provides additional flexibility and may be beneficial.
In connection with this change, CBOE also proposes to amend its
rules relating to the obligations of LMMs and LMM participation
entitlements, in option classes in which both an On-Floor LMM and an
Off-Floor DPM have been appointed. First, CBOE proposes to amend
paragraph (b)(i) of Rule 8.15A to provide that in option classes in
which both an On-Floor LMM and an Off-Floor DPM have been appointed,
the On-Floor LMM shall be obligated to comply with the quoting
obligations of Market-Makers in Hybrid classes as set forth in Rule
8.7(d). These obligations generally include a continuous open outcry
quoting obligation and the obligation to continuously quote
electronically in 60% of the series with less than nine months to
expiration of each allocated class. The Off-Floor DPM would continue to
be required to meet the continuous electronic quoting obligation set
forth in Rule 8.85(a)(i), namely, to continuously quote in at least 90%
of the series of each multiply-listed option class allocated to it and
in 100% of the series of each singly-listed option class allocated to
it. CBOE does not believe it is necessary to require the On-Floor LMM
to satisfy the more extensive electronic quoting obligation of DPMs
given that the Off-Floor DPM will be performing this function and the
On-Floor LMM will not be eligible to receive a participation
entitlement for transactions executed electronically. (See Rule
8.15B(b).)
CBOE also proposes to amend paragraphs (b)(iv) and (b)(vi) of Rule
8.15A to provide that the obligations set forth therein will be
assigned to the Off-Floor DPM in those option classes in which both an
On-Floor LMM and an Off-Floor DPM have been appointed. CBOE believes
that it is appropriate that these two obligations, which pertain to the
prompt initiation of an opening trading rotation and the use of a DPM's
account for Linkage, be the responsibility of the Off-Floor DPM given
that it will have the principal electronic quoting obligation in the
option class and will be eligible to receive a participation
entitlement for electronic transactions.
CBOE also proposes to amend Rule 8.15A and Rule 8.15B to provide
that in option classes in which both an On-Floor LMM and an Off-Floor
DPM have been appointed, the On-Floor LMM may receive a participation
entitlement with respect to orders represented in open
[[Page 8297]]
outcry on CBOE's trading floor. CBOE believes that it is appropriate
for the On-Floor LMM to receive a participation entitlement for orders
represented in open outcry given that the On-Floor LMM will have a
continuous open outcry quoting obligation,\5\ is expected to be
continually present at the trading station and resolve disputes
relating to transactions in the option classes in which the LMM is
appointed, make competitive open outcry markets, and promote CBOE in a
manner likely to enhance CBOE's ability to compete successfully for
order flow in the classes it trades, among other obligations. CBOE
notes that its rules currently provide that an Off-Floor DPM shall not
receive a participation entitlement with respect to orders represented
in open outcry on CBOE's trading floor, so it is reasonable for an On-
Floor LMM to receive an entitlement for open outcry transactions given
its obligations including the continuous open outcry quoting
obligation.
---------------------------------------------------------------------------
\5\ Rule 8.7(d) provides that Market-Makers have a continuous
open outcry quoting obligation. Specifically, it states ``in
response to any request for quote by a floor broker, in-crowd
Market-Makers must provide a two-sided market complying with the
quote width requirements contained in Rule 8.7(b)(iv) for a minimum
number of contracts determined by the Exchange on a class by class
basis, which minimum shall be at least one contract and which
minimum can vary for non-broker-dealer orders and broker-dealer
orders.''
---------------------------------------------------------------------------
Finally, CBOE notes that the provisions of Rule 8.15A not being
amended by this proposed rule change will continue to apply to the On-
Floor LMM that is appointed in option classes in which an Off-Floor DPM
is appointed. For example, the On-Floor LMM will continue to be
obligated to honor its displayed quotations (See Rule 8.15A(b)(ii));
perform these obligations for a period of one expiration cycle (See
Rule 8.15A(b)(iii)); respond to open outcry requests for quotes by a
floor broker (See Rule 8.15A(b)(v)); and maintain information barriers
that are reasonably designed to prevent the misuse of material, non-
public information with any affiliates that conduct a brokerage
operation in classes allocated to the On-Floor LMM or act as a
specialist or Market-Maker in any security underlying options allocated
to the LMM, and otherwise comply with the requirements of Rule 4.18
regarding the misuse of material, non-public information (See Rule
8.15A(b)(vii)).
2. Statutory Basis
The Exchange believes the proposed rule change is consistent with
the Securities Exchange Act of 1934 (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.
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, in that allowing CBOE to appoint an On-Floor LMM in an option
class in which an Off-Floor DPM has been appointed provides additional
flexibility and, therefore, could be beneficial and contribute to the
maintenance of a fair and orderly market.
---------------------------------------------------------------------------
\6\ 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
The Exchange has filed the proposed rule change pursuant to Section
19(b)(3)(A)(iii) of the Act \7\ and Rule 19b-4(f)(6) thereunder.\8\
Because the proposed rule change does not: (i) Significantly affect the
protection of investors or the public interest; (ii) impose any
significant burden on competition; and (iii) become operative prior to
30 days from the date on which it was filed, or such shorter time as
the Commission may designate if consistent with the protection of
investors and the public interest, the proposed rule change has become
effective pursuant to Section 19(b)(3)(A) of the Act \9\ and Rule 19b-
4(f)(6)(iii) thereunder.\10\
---------------------------------------------------------------------------
\7\ 15 U.S.C. 78s(b)(3)(A)(iii).
\8\ 17 CFR 240.19b-4(f)(6).
\9\ 15 U.S.C. 78s(b)(3)(A).
\10\ 17 CFR 240.19b-4(f)(6)(iii). In addition, Rule 19b-
4(f)(6)(iii) requires the Exchange to give the Commission written
notice of the Exchange's intent to file the proposed rule change
along with a brief description and the text of the proposed rule
change, at least five business days prior to the date of filing of
the proposed rule change, or such shorter time as designated by the
Commission. The Exchange has satisfied the pre-filing requirement.
---------------------------------------------------------------------------
At any time within 60 days of the filing of the proposed rule
change, the Commission may summarily abrogate such rule change if it
appears to the Commission that such action is necessary or appropriate
in the public interest, for the protection of investors, or otherwise
in furtherance of the purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://
www.sec.gov/rules/sro.shtml); or
Send an e-mail to rule-comments@sec.gov. Please include
File Number SR-CBOE-2009-006 on the subject line.
Paper Comments
Send paper comments in triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange Commission, 100 F Street, NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-CBOE-2009-006. 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 self-regulatory
organization. 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-2009-006 and should be submitted on or before March 17, 2009.
[[Page 8298]]
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\11\
---------------------------------------------------------------------------
\11\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9-3861 Filed 2-23-09; 8:45 am]
BILLING CODE 8011-01-P