Self-Regulatory Organizations; International Securities Exchange, LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to $1 Strike Price Intervals Below $200 for Options on the KBW Bank Index (BKX), 60009-60011 [E9-27748]
Download as PDF
Federal Register / Vol. 74, No. 222 / Thursday, November 19, 2009 / Notices
provided for a uniform minimum
volume threshold per underlying class
to qualify for the introduction of a new
expiration year of LEAPs on equity, ETF
and TIR classes. The Exchange is
proposing to codify the changes made to
the OLPP by Amendment 2 as new
subparagraph (d) to Rule 5.8.
Strike Setting Parameters
Amendment 3 to the OLPP adopted
uniform objective standards to the range
of options series exercise (or strike)
prices available for trading on Sponsor
Exchanges to the OLPP as a quote
mitigation strategy. The Exchange is
proposing to codify the changes made to
the OLPP by Amendment 3 as new Rule
5.5A, Select Provisions of Options
Listing Procedures Plan. The Exchange
is proposing to create a new rule that
can be easily amended in the future if
other amendments to the OLPP are
made which similarly warrant being
codified into CBOE’s rules.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6(b) 6 of the Act, in general, and
furthers the objectives of Section
6(b)(5),7 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 persons engaged in
facilitating transactions in securities,
and 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 believes that codifying certain
provisions of the OLPP, as amended,
serves to foster investor protection.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
erowe on DSK5CLS3C1PROD with NOTICES
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
7 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
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15:22 Nov 18, 2009
Jkt 220001
The Exchange has filed the proposed
rule change pursuant to Section
19(b)(3)(A)(iii) of the Act 8 and Rule
19b–4(f)(6) thereunder.9 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 10 and
Rule 19b–4(f)(6)(iii) thereunder.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,
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–2009–084 on the
subject line.
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–
2009–084 and should be submitted on
or before December 10, 2009.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9–27749 Filed 11–18–09; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
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–2009–084. This file
number should be included on the
[Release No. 34–60992; File No. SR–ISE–
2009–95]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change Relating to $1 Strike Price
Intervals Below $200 for Options on
the KBW Bank Index (BKX)
8 15
U.S.C. 78s(b)(3)(A)(iii).
CFR 240.19b–4(f)(6).
10 15 U.S.C. 78s(b)(3)(A).
11 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.
9 17
No written comments were solicited
or received with respect to the proposed
rule change.
6 15
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
60009
PO 00000
Frm 00052
Fmt 4703
Sfmt 4703
November 12, 2009.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that, on
November 9, 2009, the International
12 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
1 15
E:\FR\FM\19NON1.SGM
19NON1
60010
Federal Register / Vol. 74, No. 222 / Thursday, November 19, 2009 / Notices
Securities Exchange, LLC (‘‘Exchange’’
or ‘‘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 Exchange. The Exchange has
filed the proposal as a ‘‘noncontroversial’’ proposed rule change
pursuant to Section 19(b)(3)(A)(iii) of
the Act 4 and Rule 19b–4(f)(6)
thereunder.5 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 proposes to amend
certain of its rules to allow the Exchange
to list options on the KBW Bank Index
(‘‘BKX’’) at $1 strike price intervals. The
text of the proposed rule change is
available on the Exchange’s Web site
https://www.ise.com, at the principal
office of the Exchange, 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.
erowe on DSK5CLS3C1PROD with NOTICES
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of the proposed rule
change is to amend ISE Rule 2009,
Terms of Index Option Contracts, to
allow the Exchange to list options on
the KBW Bank Index (‘‘BKX’’) at $1
strike price interval below $200.
Strike price intervals for options on
indexes are established in ISE Rule
2009(c)(1) at three levels: (a) At no less
than $5 generally, (b) at no less than
$2.50 for options on indexes that are
specifically listed in the rule, and (c) at
no less than $1 for Mini-Nasdaq-100
Index (MNX), which are based on 1⁄10th
the value of the Nasdaq 100 Index
4 15
5 17
U.S.C. 78s(b)(3)(A)(iii).
CFR 240.19b–4(f)(6).
VerDate Nov<24>2008
15:22 Nov 18, 2009
Jkt 220001
(NDX).6 Thus, BKX options can be listed
at $2.50 strike price intervals, as long as
the strike price is below $200.7
The Exchange now proposes that the
minimum strike price interval for BKX
options to be $1 or greater, as long as the
strike price is below $200. The
Exchange believes that $1 strike price
intervals in BKX options series will
provide investors with greater flexibility
by allowing them to establish positions
that are better tailored to meet their
investment objectives.
For initial series, the Exchange would
list at least two strike prices above and
two strike prices below the current
value of BKX at or about the time a
series is opened for trading on the
Exchange. As part of this initial listing,
the Exchange would list strike prices
that are within 5 points from the closing
value of BKX on the preceding day. As
for additional series, the Exchange
would be permitted to add series when
the Exchange deems it necessary to
maintain an orderly market, to meet
customer demand or when the
underlying BKX moves substantially
from the initial exercise price or prices.
To the extent that any additional strike
prices are listed by the Exchange, such
additional strike prices shall be within
thirty percent (30%) above or below the
closing value of BKX. The Exchange
would also be permitted to open
additional strike prices that are more
than 30% above or below the current
BKX value provided that demonstrated
customer interest exists for such series,
as expressed by institutional, corporate
or individual customers or their brokers.
Market-Makers trading for their own
account would not be considered when
determining customer interest. In
addition to the initial listed series, the
Exchange may list up to sixty (60)
additional series per expiration month
for each series in BKX options. In all
cases, however, $1 strike price intervals
may be listed on BKX options only
where the strike price is less than $200.
In addition, the Exchange notes that,
consistent with ISE Rule 2009(c), it shall
not list LEAPS on BKX options at
intervals less than $2.50.
The Exchange is also proposing to set
forth a delisting policy with respect to
BKX options. Specifically, the Exchange
6 Rule 2009 also discusses, among other things,
that the strike prices of options pursuant to the
Quarterly Options Series Program (‘‘Quarterly
Options Series’’) will be fixed at a price per share,
with at least two, but not more than five, strike
prices above and at least two, but not more than
five, strike prices below the value of the underlying
security at the time that a Quarterly Options Series
is opened for trading on the Exchange. For strike
price intervals for non-index options, see ISE Rule
504.
7 See ISE Rule 2009(c)(1)(lxxxii).
PO 00000
Frm 00053
Fmt 4703
Sfmt 4703
would regularly review series that are
outside a range of five (5) strikes above
and five (5) strikes below the current
value of the BKX and may delist series
with no open interest in both the put
and the call series having a: (i) strike
higher than the highest strike price with
open interest in the put and/or call
series for a given expiration month; and
(ii) strike lower than the lowest strike
price with open interest in the put and/
or call series for a given expiration
month.
Notwithstanding the proposed
delisting policy, customer requests to
add strikes and/or maintain strikes in
BKX options in series eligible for
delisting shall be granted.
Further, in connection with the
proposed delisting policy, if the
Exchange identifies series for delisting,
the Exchange shall notify other options
exchanges with similar delisting
policies regarding eligible series for
listing, and shall work with such other
exchanges to develop a uniform list of
series to be delisted, so as to ensure
uniform series delisting of multiply
listed BKX options.
It is expected that the proposed
delisting policy for BKX options will be
adopted by other options exchanges that
list and trade BKX options.
ISE has analyzed its capacity and
represents that it believes the Exchange
and the Options Price Reporting
Authority have the necessary systems
capacity to handle the additional traffic
associated with the listing and trading
of $1 strikes or greater for BKX options.
2. Statutory 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) of the
Exchange Act 8 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, the
proposed rule change will allow the
Exchange to list options on BKX options
at $1 strike intervals for the benefit of
investors and as a competitive response
to the listing of BKX options at $1 strike
price intervals by another exchange.
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.
8 15
U.S.C. 78f(b)(5).
E:\FR\FM\19NON1.SGM
19NON1
Federal Register / Vol. 74, No. 222 / Thursday, November 19, 2009 / Notices
IV. Solicitation of Comments
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 foregoing 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) by its terms, does not become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate, if
consistent with the protection of
investors and the public interest, it has
become effective pursuant to Section
19(b)(3)(A) of the Act 9 and Rule 19b–
4(f)(6) thereunder.10
The Exchange has requested that the
Commission waive the 30-day operative
delay to permit the Exchange to
compete effectively with other
exchanges that have implemented
similar rules permitting $1.00 strike
price intervals for options on the KBW
Bank Index.11 The Commission believes
such waiver is consistent with the
protection of investors and the public
interest.12 Accordingly, the Commission
designates the proposed rule change
operative upon filing with the
Commission.
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.
9 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6)(iii) requires the self-regulatory organization
to 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 has satisfied this requirement.
11 See Securities Exchange Act Release No. 60840
(October 20, 2009), 74 FR 55593 (October 28, 2009)
(SR–Phlx–2009–77).
12 For purposes only of waiving the 30-day
operative delay of this proposal, the Commission
has considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
erowe on DSK5CLS3C1PROD with NOTICES
10 17
VerDate Nov<24>2008
15:22 Nov 18, 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:
60011
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9–27748 Filed 11–18–09; 8:45 am]
BILLING CODE 8011–01–P
Electronic Comments
SOCIAL SECURITY ADMINISTRATION
• 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–ISE–2009–95 on the subject
line.
[Docket No. SSA–2009–0082]
Occupational Information Development
Advisory Panel
AGENCY:
Social Security Administration
(SSA).
ACTION: Notice of upcoming panel
teleconference meeting.
Paper Comments
DATES: December 3, 2009, 12 p.m.–2
p.m. (EST).
Call-in number: 1–866–244–4629.
Passcode: Panel Teleconference.
Leader/Host: Debra Tidwell-Peters.
SUPPLEMENTARY INFORMATION:
Type of meeting: This Panel
All submissions should refer to File
teleconference meeting is open to the
Number SR–ISE–2009–95. This file
public.
number should be included on the
Purpose: This discretionary Panel,
subject line if e-mail is used. To help the established under the Federal Advisory
Commission process and review your
Committee Act of 1972, as amended,
comments more efficiently, please use
shall report to the Commissioner of
only one method. The Commission will Social Security. The Panel will provide
post all comments on the Commission’s independent advice and
Internet Web site (https://www.sec.gov/
recommendations on plans and
rules/sro.shtml). Copies of the
activities to replace the Dictionary of
submission, all subsequent
Occupational Titles used in the Social
amendments, all written statements
Security Administration’s (SSA)
with respect to the proposed rule
disability determination process. The
Panel will advise the Agency as it
change that are filed with the
develops an occupational information
Commission, and all written
system tailored specifically for SSA’s
communications relating to the
disability programs and adjudicative
proposed rule change between the
Commission and any person, other than needs. Advice and recommendations
will relate to SSA’s disability programs
those that may be withheld from the
in the following areas: medical and
public in accordance with the
vocational analysis of disability claims;
provisions of 5 U.S.C. 552, will be
occupational analysis, including
available for inspection and copying in
definitions, ratings and capture of
the Commission’s Public Reference
Room on official business days between physical and mental/cognitive demands
of work and other occupational
the hours of 10 a.m. and 3 p.m. Copies
information critical to SSA disability
of such filing also will be available for
programs; data collection; use of
inspection and copying at the principal
occupational information in SSA’s
office of the Exchange. All comments
disability programs; and any other
received will be posted without change; area(s) that will enable SSA to develop
the Commission does not edit personal
an occupational information system
identifying information from
suited to its disability programs and
submissions. You should submit only
improve the medical-vocational
information that you wish to make
adjudication policies and processes.
available publicly. All submissions
Agenda: The agenda for the meeting
should refer to File Number SR–ISE–
will be posted on the Internet at
2009–95 and should be submitted on or https://www.ssa.gov/oidap/
before December 10, 2009.
meetinginformation at least one week
prior to the start date and may be
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
PO 00000
13 17
Frm 00054
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E:\FR\FM\19NON1.SGM
CFR 200.30–3(a)(12).
19NON1
Agencies
[Federal Register Volume 74, Number 222 (Thursday, November 19, 2009)]
[Notices]
[Pages 60009-60011]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E9-27748]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-60992; File No. SR-ISE-2009-95]
Self-Regulatory Organizations; International Securities Exchange,
LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule
Change Relating to $1 Strike Price Intervals Below $200 for Options on
the KBW Bank Index (BKX)
November 12, 2009.
Pursuant to Section 19(b)(1) \1\ of the Securities Exchange Act of
1934 (the ``Act'') \2\ and Rule 19b-4 thereunder,\3\ notice is hereby
given that, on November 9, 2009, the International
[[Page 60010]]
Securities Exchange, LLC (``Exchange'' or ``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 Exchange. The Exchange has filed the proposal
as a ``non-controversial'' proposed rule change pursuant to Section
19(b)(3)(A)(iii) of the Act \4\ and Rule 19b-4(f)(6) thereunder.\5\ 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\ 15 U.S.C. 78a.
\3\ 17 CFR 240.19b-4.
\4\ 15 U.S.C. 78s(b)(3)(A)(iii).
\5\ 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 certain of its rules to allow the
Exchange to list options on the KBW Bank Index (``BKX'') at $1 strike
price intervals. The text of the proposed rule change is available on
the Exchange's Web site https://www.ise.com, at the principal office of
the Exchange, 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
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of the proposed rule change is to amend ISE Rule 2009,
Terms of Index Option Contracts, to allow the Exchange to list options
on the KBW Bank Index (``BKX'') at $1 strike price interval below $200.
Strike price intervals for options on indexes are established in
ISE Rule 2009(c)(1) at three levels: (a) At no less than $5 generally,
(b) at no less than $2.50 for options on indexes that are specifically
listed in the rule, and (c) at no less than $1 for Mini-Nasdaq-100
Index (MNX), which are based on \1/10\th the value of the Nasdaq 100
Index (NDX).\6\ Thus, BKX options can be listed at $2.50 strike price
intervals, as long as the strike price is below $200.\7\
---------------------------------------------------------------------------
\6\ Rule 2009 also discusses, among other things, that the
strike prices of options pursuant to the Quarterly Options Series
Program (``Quarterly Options Series'') will be fixed at a price per
share, with at least two, but not more than five, strike prices
above and at least two, but not more than five, strike prices below
the value of the underlying security at the time that a Quarterly
Options Series is opened for trading on the Exchange. For strike
price intervals for non-index options, see ISE Rule 504.
\7\ See ISE Rule 2009(c)(1)(lxxxii).
---------------------------------------------------------------------------
The Exchange now proposes that the minimum strike price interval
for BKX options to be $1 or greater, as long as the strike price is
below $200. The Exchange believes that $1 strike price intervals in BKX
options series will provide investors with greater flexibility by
allowing them to establish positions that are better tailored to meet
their investment objectives.
For initial series, the Exchange would list at least two strike
prices above and two strike prices below the current value of BKX at or
about the time a series is opened for trading on the Exchange. As part
of this initial listing, the Exchange would list strike prices that are
within 5 points from the closing value of BKX on the preceding day. As
for additional series, the Exchange would be permitted to add series
when the Exchange deems it necessary to maintain an orderly market, to
meet customer demand or when the underlying BKX moves substantially
from the initial exercise price or prices. To the extent that any
additional strike prices are listed by the Exchange, such additional
strike prices shall be within thirty percent (30%) above or below the
closing value of BKX. The Exchange would also be permitted to open
additional strike prices that are more than 30% above or below the
current BKX value provided that demonstrated customer interest exists
for such series, as expressed by institutional, corporate or individual
customers or their brokers. Market-Makers trading for their own account
would not be considered when determining customer interest. In addition
to the initial listed series, the Exchange may list up to sixty (60)
additional series per expiration month for each series in BKX options.
In all cases, however, $1 strike price intervals may be listed on BKX
options only where the strike price is less than $200. In addition, the
Exchange notes that, consistent with ISE Rule 2009(c), it shall not
list LEAPS on BKX options at intervals less than $2.50.
The Exchange is also proposing to set forth a delisting policy with
respect to BKX options. Specifically, the Exchange would regularly
review series that are outside a range of five (5) strikes above and
five (5) strikes below the current value of the BKX and may delist
series with no open interest in both the put and the call series having
a: (i) strike higher than the highest strike price with open interest
in the put and/or call series for a given expiration month; and (ii)
strike lower than the lowest strike price with open interest in the put
and/or call series for a given expiration month.
Notwithstanding the proposed delisting policy, customer requests to
add strikes and/or maintain strikes in BKX options in series eligible
for delisting shall be granted.
Further, in connection with the proposed delisting policy, if the
Exchange identifies series for delisting, the Exchange shall notify
other options exchanges with similar delisting policies regarding
eligible series for listing, and shall work with such other exchanges
to develop a uniform list of series to be delisted, so as to ensure
uniform series delisting of multiply listed BKX options.
It is expected that the proposed delisting policy for BKX options
will be adopted by other options exchanges that list and trade BKX
options.
ISE has analyzed its capacity and represents that it believes the
Exchange and the Options Price Reporting Authority have the necessary
systems capacity to handle the additional traffic associated with the
listing and trading of $1 strikes or greater for BKX options.
2. Statutory 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) of the Exchange Act \8\ 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, the proposed rule
change will allow the Exchange to list options on BKX options at $1
strike intervals for the benefit of investors and as a competitive
response to the listing of BKX options at $1 strike price intervals by
another exchange.
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\8\ 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.
[[Page 60011]]
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 foregoing 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) by its terms, does not become operative for 30 days from the
date on which it was filed, or such shorter time as the Commission may
designate, if consistent with the protection of investors and the
public interest, it has become effective pursuant to Section
19(b)(3)(A) of the Act \9\ and Rule 19b-4(f)(6) thereunder.\10\
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\9\ 15 U.S.C. 78s(b)(3)(A).
\10\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)(iii)
requires the self-regulatory organization to 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 has satisfied this requirement.
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The Exchange has requested that the Commission waive the 30-day
operative delay to permit the Exchange to compete effectively with
other exchanges that have implemented similar rules permitting $1.00
strike price intervals for options on the KBW Bank Index.\11\ The
Commission believes such waiver is consistent with the protection of
investors and the public interest.\12\ Accordingly, the Commission
designates the proposed rule change operative upon filing with the
Commission.
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\11\ See Securities Exchange Act Release No. 60840 (October 20,
2009), 74 FR 55593 (October 28, 2009) (SR-Phlx-2009-77).
\12\ For purposes only of waiving the 30-day operative delay of
this proposal, the Commission has considered the proposed rule's
impact on efficiency, competition, and capital formation. See 15
U.S.C. 78c(f).
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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-ISE-2009-95 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-ISE-2009-95. This file
number should be included on the subject line if e-mail is used. To
help the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for inspection and
copying in the Commission's Public Reference Room on official business
days between the hours of 10 a.m. and 3 p.m. Copies of such filing also
will be available for inspection and copying at the principal 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-ISE-
2009-95 and should be submitted on or before December 10, 2009.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\13\
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\13\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9-27748 Filed 11-18-09; 8:45 am]
BILLING CODE 8011-01-P