Self-Regulatory Organizations; International Securities Exchange, LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change, as Modified by Amendment No. 2 Thereto, to Extend the Pilot Program to Expose All-Or-None Orders for an Additional One Month, 55879-55880 [E9-26025]
Download as PDF
Federal Register / Vol. 74, No. 208 / Thursday, October 29, 2009 / Notices
Options, the proposal is consistent with
the requirements of Section
17A(b)(3)(F),4 which requires, among
other things, that the rules of a clearing
agency are designed to promote the
prompt and accurate clearance and
settlement of securities transactions.
IV. Conclusion
On the basis of the foregoing, the
Commission finds that the proposal is
consistent with the requirements of the
Act and in particular with the
requirements of Section 17A of the Act 5
and the rules and regulations
thereunder.
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,6 that the
proposed rule change (File No. SR–
OCC–2009–14) be, and hereby is,
approved.7
For the Commission by the Division of
Trading and Markets, pursuant to delegated
authority.8
Elizabeth M. Murphy,
Secretary.
[FR Doc. E9–26027 Filed 10–28–09; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
Release No. 34–60866; File No. SR–ISE–
2009–81]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change, as Modified by Amendment
No. 2 Thereto, to Extend the Pilot
Program to Expose All-Or-None Orders
for an Additional One Month
October 22, 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 October
13, 2009, the International Securities
Exchange, LLC (the ‘‘Exchange’’ or the
‘‘ISE’’) filed with the Securities and
Exchange Commission the proposed
rule change as described in Items I and
II below, which items have been
prepared by the self-regulatory
organization. On October 19, 2009, ISE
filed Amendment No. 1 to the proposed
rule change. On October 21, 2009, ISE
dcolon on DSK2BSOYB1PROD with NOTICES
4 15
U.S.C. 78q–1(b)(3)(F).
U.S.C. 78q–1.
6 15 U.S.C. 78s(b)(2).
7 In approving the proposed rule change, the
Commission considered the proposal’s impact on
efficiency, competition, and capital formation. 15
U.S.C. 78c(f).
8 17 CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
5 15
VerDate Nov<24>2008
15:20 Oct 28, 2009
Jkt 220001
withdrew Amendment No. 1 and filed
Amendment No. 2 to the proposed rule
change.3 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 Exchange is proposing to amend
its rules to implement a broadcast
message that will inform members when
a non-marketable all-or-none limit order
is placed on the limit order book. The
text of the proposed rule change is as
follows, with deletions in [brackets] and
additions underlined:
Rule 717. Limitations on Orders
*
*
*
*
*
Supplementary Material to Rule 717
.01–.03 No Change.
.04 A non-marketable all-or-none
limit order shall be deemed ‘‘exposed’’
for the purposes of paragraphs (d) and
(e) one second following a broadcast
notifying members that such an order to
buy or sell a specified number of
contracts at a specified price has been
received in the options series. This
provision shall be in effect on a pilot
basis expiring [October 9, 2009]
November 9, 2009.
*
*
*
*
*
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 these statements may be examined at
the places specified in Item IV below.
The self-regulatory organization 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
(a) Purpose—Pursuant to ISE Rule
717(d) and (e), Electronic Access
Members must expose agency orders on
the Exchange for at least one second
before entering a contra-side proprietary
order or a contra-side order that was
solicited from a broker-dealer, or utilize
one of the Exchange’s execution
mechanisms that have one second
3 In Amendment No. 2, the Exchange made
technical, non-substantive corrections to the filing.
PO 00000
Frm 00076
Fmt 4703
Sfmt 4703
55879
exposure periods built into the
functionality.4
The Exchange operates an integrated
system that consolidates all market
maker quotes and orders, and
automatically disseminates the best bid
and offer. If a limit order is designated
as all-or-none, the contingency that the
order must be executed in full makes it
ineligible for display in the best bid or
offer. Nevertheless, such orders are
maintained in the system and remain
available for execution after all other
trading interest at the same price has
been exhausted.5 Upon the receipt of a
non-marketable all-or-none limit order,
the system automatically will send a
broadcast message to all members
notifying them that an all-or-none order
to buy or to sell a specified number of
contracts at a specified price has been
placed on the book.
On July 9, 2009, the Exchange
adopted a proposed rule change on a
three-month pilot basis to specify that a
non-marketable all-or-none limit order
is deemed ‘‘exposed’’ for the purposes
of Rule 717(d) and (e) one second
following a broadcast notifying
members that such an order to buy or
sell a specified number of contracts at
a specified price has been received in
the options series. Thus, all of the terms
of the order will be disclosed to all
members. The current pilot program is
set to expire on October 9, 2009.6 The
Exchange now proposes to extend the
current pilot program for another
month, until November 9, 2009.
(b) Basis—The basis under the
Securities Exchange Act of 1934
(‘‘Exchange Act’’) for this proposed rule
change is the requirement under Section
6(b)(5) that an exchange have rules that
are designed to promote just and
equitable principles of trade, and to
remove impediments to and perfect the
mechanism for a free and open market
and a national market system, and in
general, to protect investors and the
public interest. In particular, under the
proposed rule change all-or-none orders
will continue to be exposed to all
members so that there is a greater
opportunity for market participants to
interact with such orders.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The proposed rule change does not
impose any burden on competition that
4 See ISE Rule 716(d) (Facilitation Mechanism),
Rule 716(e) (Solicited Order Mechanism) and Rule
723 (Price Improvement Mechanism for Crossing
Transactions).
5 Supplementary Material .02 to ISE Rule 713.
6 See Exchange Act Release No. 60311 (July 15,
2009), 74 FR 36290 (July 22, 2009).
E:\FR\FM\29OCN1.SGM
29OCN1
55880
Federal Register / Vol. 74, No. 208 / Thursday, October 29, 2009 / Notices
is not necessary or appropriate in
furtherance of the purposes of the Act.
or otherwise in furtherance of the
purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any
unsolicited written comments from
members or other interested parties.
IV. Solicitation of Comments
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the proposed rule change: (i)
Does not significantly affect the
protection of investors or the public
interest; (ii) does not impose any
significant burden on competition; and
(iii) does not become operative for 30
days after the date of the 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 7 and Rule 19b–
4(f)(6) thereunder.8
A proposed rule change filed under
Rule 19b–4(f)(6) normally may not
become operative prior to 30 days after
the date of filing.9 However, Rule 19b–
4(f)(6)(iii) 10 permits the Commission to
designate a shorter time if such action
is consistent with the protection of
investors and the public interest. ISE
has requested that the Commission
waive the 30-day operative delay. The
Commission notes that waiver of the
operative delay will permit the existing
pilot to continue for one month without
further delay. The Commission also
notes that no comments were received
to date on the existing pilot.11
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,
• 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
No. SR–ISE–2009–81 on the subject
line.
7 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6).
9 17 CFR 240.19b–4(f)(6)(iii). In addition, Rule
19b–4(f)(6)(iii) requires that a self-regulatory
organization submit to the Commission written
notice of its intent to file the proposed rule change,
along with a brief description and text of the
proposed rule change, at least five business days
prior to the date of filing of the proposed rule
change, or such shorter time as designated by the
Commission. The Exchange satisfied this
requirement.
10 Id.
11 For the 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).
dcolon on DSK2BSOYB1PROD with NOTICES
8 17
VerDate Nov<24>2008
15:20 Oct 28, 2009
Jkt 220001
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
• 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
No. SR–ISE–2009–81. 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 changes between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for inspection and copying in
the Commission’s Public Reference
Room, 100 F Street, NE., Washington,
DC 20549, on official business days
between the hours of 10 a.m. and 3 p.m.
Copies of such filing also will be
available for inspection and copying at
the principal office of ISE. 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 No.
SR–ISE–2009–81 and should be
submitted on or before November 19,
2009.
Frm 00077
Fmt 4703
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–60865; File No. SR–ISE–
2009–82]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change To Expand the Penny Pilot
Program
October 22, 2009.
Paper Comments
PO 00000
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Elizabeth M. Murphy,
Secretary.
[FR Doc. E9–26025 Filed 10–28–09; 8:45 am]
Sfmt 4703
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 October
19, 2009, the International Securities
Exchange, LLC (the ‘‘Exchange’’ or the
‘‘ISE’’) filed with the Securities and
Exchange Commission (‘‘SEC’’ or
‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the self-regulatory organization. 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 is proposing to amend its
rules relating to a pilot program to quote
and to trade certain options in pennies.
The text of the proposed rule change is
as follows, with deletions in [brackets]
and additions in italics:
Rule 710. Minimum Trading
Increments
(a) The Board may establish minimum
trading increments for options traded on
the Exchange. Such changes by the
Board will be designated as a stated
policy, practice, or interpretation with
respect to the administration of this
Rule 710 within the meaning of
subparagraph (3)(A) of Section 19(b) of
the Exchange Act and will be filed with
the SEC as a rule change for
effectiveness upon filing. Until such
time as the Board makes a change in the
increments, the following principles
shall apply:
12 17
CFR 200.30–3(a)(12).
U.S.C. 78s (b)(1).
2 17 CFR 240.19b–4.
1 15
E:\FR\FM\29OCN1.SGM
29OCN1
Agencies
[Federal Register Volume 74, Number 208 (Thursday, October 29, 2009)]
[Notices]
[Pages 55879-55880]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E9-26025]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
Release No. 34-60866; File No. SR-ISE-2009-81]
Self-Regulatory Organizations; International Securities
Exchange, LLC; Notice of Filing and Immediate Effectiveness of Proposed
Rule Change, as Modified by Amendment No. 2 Thereto, to Extend the
Pilot Program to Expose All-Or-None Orders for an Additional One Month
October 22, 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 October 13, 2009, the International Securities Exchange, LLC
(the ``Exchange'' or the ``ISE'') filed with the Securities and
Exchange Commission the proposed rule change as described in Items I
and II below, which items have been prepared by the self-regulatory
organization. On October 19, 2009, ISE filed Amendment No. 1 to the
proposed rule change. On October 21, 2009, ISE withdrew Amendment No. 1
and filed Amendment No. 2 to the proposed rule change.\3\ 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\ In Amendment No. 2, the Exchange made technical, non-
substantive corrections to the filing.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange is proposing to amend its rules to implement a
broadcast message that will inform members when a non-marketable all-
or-none limit order is placed on the limit order book. The text of the
proposed rule change is as follows, with deletions in [brackets] and
additions underlined:
Rule 717. Limitations on Orders
* * * * *
Supplementary Material to Rule 717
.01-.03 No Change.
.04 A non-marketable all-or-none limit order shall be deemed
``exposed'' for the purposes of paragraphs (d) and (e) one second
following a broadcast notifying members that such an order to buy or
sell a specified number of contracts at a specified price has been
received in the options series. This provision shall be in effect on a
pilot basis expiring [October 9, 2009] November 9, 2009.
* * * * *
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 these statements may be examined at
the places specified in Item IV below. The self-regulatory organization
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
(a) Purpose--Pursuant to ISE Rule 717(d) and (e), Electronic Access
Members must expose agency orders on the Exchange for at least one
second before entering a contra-side proprietary order or a contra-side
order that was solicited from a broker-dealer, or utilize one of the
Exchange's execution mechanisms that have one second exposure periods
built into the functionality.\4\
---------------------------------------------------------------------------
\4\ See ISE Rule 716(d) (Facilitation Mechanism), Rule 716(e)
(Solicited Order Mechanism) and Rule 723 (Price Improvement
Mechanism for Crossing Transactions).
---------------------------------------------------------------------------
The Exchange operates an integrated system that consolidates all
market maker quotes and orders, and automatically disseminates the best
bid and offer. If a limit order is designated as all-or-none, the
contingency that the order must be executed in full makes it ineligible
for display in the best bid or offer. Nevertheless, such orders are
maintained in the system and remain available for execution after all
other trading interest at the same price has been exhausted.\5\ Upon
the receipt of a non-marketable all-or-none limit order, the system
automatically will send a broadcast message to all members notifying
them that an all-or-none order to buy or to sell a specified number of
contracts at a specified price has been placed on the book.
---------------------------------------------------------------------------
\5\ Supplementary Material .02 to ISE Rule 713.
---------------------------------------------------------------------------
On July 9, 2009, the Exchange adopted a proposed rule change on a
three-month pilot basis to specify that a non-marketable all-or-none
limit order is deemed ``exposed'' for the purposes of Rule 717(d) and
(e) one second following a broadcast notifying members that such an
order to buy or sell a specified number of contracts at a specified
price has been received in the options series. Thus, all of the terms
of the order will be disclosed to all members. The current pilot
program is set to expire on October 9, 2009.\6\ The Exchange now
proposes to extend the current pilot program for another month, until
November 9, 2009.
---------------------------------------------------------------------------
\6\ See Exchange Act Release No. 60311 (July 15, 2009), 74 FR
36290 (July 22, 2009).
---------------------------------------------------------------------------
(b) Basis--The basis under the Securities Exchange Act of 1934
(``Exchange Act'') for this proposed rule change is the requirement
under Section 6(b)(5) that an exchange have rules that are designed to
promote just and equitable principles of trade, and to remove
impediments to and perfect the mechanism for a free and open market and
a national market system, and in general, to protect investors and the
public interest. In particular, under the proposed rule change all-or-
none orders will continue to be exposed to all members so that there is
a greater opportunity for market participants to interact with such
orders.
B. Self-Regulatory Organization's Statement on Burden on Competition
The proposed rule change does not impose any burden on competition
that
[[Page 55880]]
is not necessary or appropriate in furtherance of the purposes of the
Act.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
The Exchange has not solicited, and does not intend to solicit,
comments on this proposed rule change. The Exchange has not received
any unsolicited written comments from members or other interested
parties.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the proposed rule change: (i) Does not significantly affect
the protection of investors or the public interest; (ii) does not
impose any significant burden on competition; and (iii) does not become
operative for 30 days after the date of the 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 \7\ and
Rule 19b-4(f)(6) thereunder.\8\
---------------------------------------------------------------------------
\7\ 15 U.S.C. 78s(b)(3)(A).
\8\ 17 CFR 240.19b-4(f)(6).
---------------------------------------------------------------------------
A proposed rule change filed under Rule 19b-4(f)(6) normally may
not become operative prior to 30 days after the date of filing.\9\
However, Rule 19b-4(f)(6)(iii) \10\ permits the Commission to designate
a shorter time if such action is consistent with the protection of
investors and the public interest. ISE has requested that the
Commission waive the 30-day operative delay. The Commission notes that
waiver of the operative delay will permit the existing pilot to
continue for one month without further delay. The Commission also notes
that no comments were received to date on the existing pilot.\11\
---------------------------------------------------------------------------
\9\ 17 CFR 240.19b-4(f)(6)(iii). In addition, Rule 19b-
4(f)(6)(iii) requires that a self-regulatory organization submit to
the Commission written notice of its intent to file the proposed
rule change, along with a brief description and text of the proposed
rule change, at least five business days prior to the date of filing
of the proposed rule change, or such shorter time as designated by
the Commission. The Exchange satisfied this requirement.
\10\ Id.
\11\ For the 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).
---------------------------------------------------------------------------
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 No. SR-ISE-2009-81 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 No. SR-ISE-2009-81. 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 changes between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for inspection and
copying in the Commission's Public Reference Room, 100 F Street, NE.,
Washington, DC 20549, on official business days between the hours of 10
a.m. and 3 p.m. Copies of such filing also will be available for
inspection and copying at the principal office of ISE. 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 No. SR-ISE-2009-81 and should be
submitted on or before November 19, 2009.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\12\
---------------------------------------------------------------------------
\12\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Elizabeth M. Murphy,
Secretary.
[FR Doc. E9-26025 Filed 10-28-09; 8:45 am]
BILLING CODE 8011-01-P