Self-Regulatory Organizations; Chicago Board Options Exchange, Incorporated; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to Professional Fees, 2901-2902 [2010-823]
Download as PDF
Federal Register / Vol. 75, No. 11 / Tuesday, January 19, 2010 / Notices
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–61329; File No. SR–CBOE–
2009–101]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Relating to Professional
Fees
January 11, 2010.
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 December
24, 2009, Chicago Board Options
Exchange, Incorporated (‘‘CBOE’’ or the
‘‘Exchange’’) 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
by CBOE. 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
CBOE is proposing to amend its Fees
Schedule as it relates to fees for certain
orders. 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.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
CBOE 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. CBOE has prepared
summaries, set forth in sections (A), (B),
and (C) below, of the most significant
aspects of such statements.
jlentini on DSKJ8SOYB1PROD with NOTICES
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
3 See
On December 17, 2009, the Securities
and Exchange Commission approved a
proposed rule change by the CBOE to
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
VerDate Nov<24>2008
16:28 Jan 15, 2010
Jkt 220001
CBOE Rule 1.1(ggg).
Securities Exchange Act Release No. 61198
(December 17, 2009) (SR–CBOE–2009–078).
5 The Options Regulatory Fee is assessed by
CBOE to each member for all options transactions
executed or cleared by the member that are cleared
by The Options Clearing Corporation (‘‘OCC’’) in the
customer range, excluding Linkage orders,
regardless of the exchange on which the transaction
occurs. Professional orders, which will use order
origin code ‘‘W,’’ are cleared in the customer range
at OCC.
4 See
1. Purpose
1 15
establish a Professional 3 designation.4
This designation provides that certain
non-broker-dealer customers will
participate in CBOE’s allocation process
on equal terms with broker-dealer
orders. In the aforementioned filing, the
Exchange represented that it intends to
establish, via a separate rule filing,
transaction fees applicable to
Professionals. In accordance with that
representation, the Exchange now
proposes to amend its fees schedule to
establish the transaction fees that would
be applicable to Professional orders.
These fees will be commencing on
January 4, 2010.
The Exchange proposes to charge
Professional orders in the same manner
that it charges Voluntary Professional
orders. Specifically, Professional orders
will be charged a $0.20 per contract
transaction fee in all equity options and
options on indexes, exchange-traded
funds and holding company depository
receipts (except those listed below). The
Exchange proposes a $0.40 per contract
transaction fee in DXL, OEX, XEO, and
DVS options and all volatility index
options, and a $0.85 per contract
transaction fee in credit default and
credit default basket options. The
Exchange proposes to amend footnote
14 (index option surcharge fee) to clarify
that the Surcharge Fee would apply to
Professionals.
The Exchange notes that the Options
Regulatory Fee contained in section 12
will apply to Professionals as it
currently does to Voluntary
Professionals (no changes to the text are
needed to reflect this).5 In addition, the
Exchange notes that, as with Voluntary
Professionals, Professional orders will
not be subject to the order handling
system order cancellation fee contained
in section 14 (no changes to the text are
needed to reflect this).
Lastly, the Exchange is proposing one
other change to its fees schedule that
will be applicable to both Voluntary
Professional orders and Professional
orders. Specifically, the Exchange is
proposing to amend section 20 (noncustomer linkage fees) to provide that
the non-customer linkage fees will be
PO 00000
Frm 00058
Fmt 4703
Sfmt 4703
2901
assessed on Voluntary Professional
orders and Professional orders.6
2. Statutory Basis
The proposed rule change is
consistent with Section 6(b) of the Act,7
in general, and furthers the objectives of
Section 6(b)(4) 8 of the Act in particular,
in that it is designed to provide for the
equitable allocation of reasonable dues,
fees, and other charges among CBOE
members and other persons using its
facilities. The proposed fee changes
would enable the Exchange to
implement the Professional designation.
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 purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
No written comments were solicited
or received with respect to the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change establishes or changes a due, fee,
or other charge imposed by the
Exchange, it has become effective
pursuant to Section 19(b)(3)(A) of the
Act 9 and Rule 19b–4(f)(2) 10 thereunder.
At any time within 60 days of the filing
of the proposed rule change the
Commission may summarily abrogate
such proposed rule change if it appears
to the Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors,
6 Under the non-customer linkage fee, for any
non-customer order routed to other exchanges,
CBOE assesses the following costs to the member
that submitted the non-customer order to CBOE: (i)
Charge a $0.05 per contract routing fee, (ii) pass
through all actual charges assessed by the away
exchange(s) (these are calculated on an order-byorder basis since different away exchanges charge
different amounts), and (iii) charge CBOE’s
customary execution fees applicable to the order.
The routing fee helps offset costs incurred by the
Exchange in connection with using an unaffiliated
broker-dealer to access other exchanges. Passing
through charges assessed by other exchanges for
‘‘linkage’’ executions and charging for related CBOE
executions are appropriate because non-customer
order flow can route directly to those exchanges if
desired and the Exchange chooses not to absorb
those costs at this time.
7 15 U.S.C. 78f(b).
8 15 U.S.C. 78f(b)(4).
9 15 U.S.C. 78s(b)(3)(A).
10 17 CFR 19b–4(f)(2).
E:\FR\FM\19JAN1.SGM
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2902
Federal Register / Vol. 75, No. 11 / Tuesday, January 19, 2010 / Notices
or otherwise in furtherance of the
purposes of the Act.
2009–101 and should be submitted on
or before February 9, 2010.
IV. Solicitation of Comments
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Florence E. Harmon,
Deputy Secretary.
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–2009–101 on the
subject line.
jlentini on DSKJ8SOYB1PROD with NOTICES
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–2009–101. 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,11 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 CBOE. 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–
11 The text of the proposed rule change is
available on CBOE’s Web site at https://
www.cboe.org/legal, on the Commission’s Web site
at https://www.sec.gov, at CBOE, and at the
Commission’s Public Reference Room.
VerDate Nov<24>2008
16:28 Jan 15, 2010
Jkt 220001
[FR Doc. 2010–823 Filed 1–15–10; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–61326; File No. SR–Phlx–
2009–113]
Self-Regulatory Organizations;
NASDAQ OMX PHLX, Inc.; Notice of
Filing of Proposed Rule Change by
NASDAQ OMX PHLX, Inc. Relating to
Index Option Position Limits
January 11, 2010.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
notice is hereby given that on December
29, 2009, NASDAQ OMX PHLX, Inc.
(‘‘Phlx’’ or ‘‘Exchange’’) 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 by the Exchange. 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, pursuant to Section
19(b)(1) of the Act 3 and Rule 19b–4
thereunder,4 proposes to increase the
position limits 5 for certain narrowbased (industry) index option
contracts.6 Phlx also proposes to amend
Rule 1001A to delete obsolete references
to index options which no longer trade
on the Exchange, and to delete the word
‘‘Phlx’’ from the term ‘‘Phlx/KBW Bank
Index’’.
The text of the proposed rule change
is set forth below. Proposed new
language is in italics and deleted
language is bracketed.
12 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 15 U.S.C. 78s(b)(1).
4 17 CFR 240.19b–4.
5 Position limits generally impose a ceiling on the
number of option contracts in each class on the
same side of the market (i.e., aggregating long calls
and short puts or long puts and short calls) that can
be held or written by an investor or group of
investors acting in concert.
6 Also known as Sector Index Options.
1 15
PO 00000
Frm 00059
Fmt 4703
Sfmt 4703
Rule 1001A.
Position Limits
(a) Except as otherwise indicated, the
position limit for a broad-based (market)
index option shall be 25,000 contracts
on the same side of the market. All other
broad-based (market) index options
contracts shall be subject to a contract
limitation fixed by the Exchange, which
shall not be larger than the limits
provided in this section (a), except
certain positions must be aggregated in
accordance with paragraph (d) or (e)
below:
[(i) Respecting the Value Line
Composite Index, VLE, and the U.S. Top
100 Index, TPX, 75,000 contracts total,
of which no more than 45,000 contracts
can be in the nearest expiration month.
(ii) Respecting the National Over-theCounter Index, XOC, 75,000 contracts
total.
(iii) Respecting the Nasdaq Composite
Index, (1) 50,000 contracts total for fullsize options, with 30,000 contracts in
the nearest expiration month, and (2)
500,000 contracts total for mini size
options, with 300,000 contracts total in
the nearest expiration month.]
(i[v]) Respecting the Full Value
Russell 2000® Options and the Reduced
Value Russell 2000® Options, there
shall be no position limits.
(ii[v]) Respecting the Full Value
Nasdaq 100 Options and the Reduced
Value Nasdaq 100 Options, there shall
be no position limits.
(b)(i) In determining compliance with
Rule 1001, option contracts on a
narrow-based (industry) index shall,
subject to the procedures specified in
subparagraph (iii) of this rule, be subject
to the following position limits:
—18,000 contracts (or 54,000 contracts for
options on the PHLX Oil Service Sector,
PHLX Semiconductor Sector, PHLX Utility
Sector, PHLX Gold/Silver Sector, PHLX
Housing Sector, SIG Energy MLP Index, SIG
Oil Exploration & Production Index and the
NASDAQ China Index) if the Exchange
determines, at the time of a review conducted
pursuant to subparagraph (ii) of this
paragraph (b), that any single underlying
stock accounted, on average, for 30% or more
of the index value during the 30-day period
immediately preceding the review; or
—24,000 contracts (or 72,000 contracts for
options on the PHLX Oil Service Sector,
PHLX Semiconductor Sector, PHLX Utility
Sector, PHLX Gold/Silver Sector, PHLX
Housing Sector, SIG Energy MLP Index, SIG
Oil Exploration & Production Index and the
NASDAQ China Index) if the Exchange
determines, at the time of a review conducted
pursuant to subparagraph (ii) of this
paragraph (b), that any single underlying
stock accounted, on average, for 20% or more
of the index value or that any five underlying
stocks together accounted, on average, for
more than 50% of the index value, but that
E:\FR\FM\19JAN1.SGM
19JAN1
Agencies
[Federal Register Volume 75, Number 11 (Tuesday, January 19, 2010)]
[Notices]
[Pages 2901-2902]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-823]
[[Page 2901]]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-61329; File No. SR-CBOE-2009-101]
Self-Regulatory Organizations; Chicago Board Options Exchange,
Incorporated; Notice of Filing and Immediate Effectiveness of Proposed
Rule Change Relating to Professional Fees
January 11, 2010.
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 December 24, 2009, Chicago Board Options Exchange, Incorporated
(``CBOE'' or the ``Exchange'') 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 by CBOE. 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.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
CBOE is proposing to amend its Fees Schedule as it relates to fees
for certain orders. 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.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, CBOE 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. CBOE has prepared summaries, set forth in sections (A),
(B), and (C) below, of the most significant aspects of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
On December 17, 2009, the Securities and Exchange Commission
approved a proposed rule change by the CBOE to establish a Professional
\3\ designation.\4\ This designation provides that certain non-broker-
dealer customers will participate in CBOE's allocation process on equal
terms with broker-dealer orders. In the aforementioned filing, the
Exchange represented that it intends to establish, via a separate rule
filing, transaction fees applicable to Professionals. In accordance
with that representation, the Exchange now proposes to amend its fees
schedule to establish the transaction fees that would be applicable to
Professional orders. These fees will be commencing on January 4, 2010.
---------------------------------------------------------------------------
\3\ See CBOE Rule 1.1(ggg).
\4\ See Securities Exchange Act Release No. 61198 (December 17,
2009) (SR-CBOE-2009-078).
---------------------------------------------------------------------------
The Exchange proposes to charge Professional orders in the same
manner that it charges Voluntary Professional orders. Specifically,
Professional orders will be charged a $0.20 per contract transaction
fee in all equity options and options on indexes, exchange-traded funds
and holding company depository receipts (except those listed below).
The Exchange proposes a $0.40 per contract transaction fee in DXL, OEX,
XEO, and DVS options and all volatility index options, and a $0.85 per
contract transaction fee in credit default and credit default basket
options. The Exchange proposes to amend footnote 14 (index option
surcharge fee) to clarify that the Surcharge Fee would apply to
Professionals.
The Exchange notes that the Options Regulatory Fee contained in
section 12 will apply to Professionals as it currently does to
Voluntary Professionals (no changes to the text are needed to reflect
this).\5\ In addition, the Exchange notes that, as with Voluntary
Professionals, Professional orders will not be subject to the order
handling system order cancellation fee contained in section 14 (no
changes to the text are needed to reflect this).
---------------------------------------------------------------------------
\5\ The Options Regulatory Fee is assessed by CBOE to each
member for all options transactions executed or cleared by the
member that are cleared by The Options Clearing Corporation
(``OCC'') in the customer range, excluding Linkage orders,
regardless of the exchange on which the transaction occurs.
Professional orders, which will use order origin code ``W,'' are
cleared in the customer range at OCC.
---------------------------------------------------------------------------
Lastly, the Exchange is proposing one other change to its fees
schedule that will be applicable to both Voluntary Professional orders
and Professional orders. Specifically, the Exchange is proposing to
amend section 20 (non-customer linkage fees) to provide that the non-
customer linkage fees will be assessed on Voluntary Professional orders
and Professional orders.\6\
---------------------------------------------------------------------------
\6\ Under the non-customer linkage fee, for any non-customer
order routed to other exchanges, CBOE assesses the following costs
to the member that submitted the non-customer order to CBOE: (i)
Charge a $0.05 per contract routing fee, (ii) pass through all
actual charges assessed by the away exchange(s) (these are
calculated on an order-by-order basis since different away exchanges
charge different amounts), and (iii) charge CBOE's customary
execution fees applicable to the order. The routing fee helps offset
costs incurred by the Exchange in connection with using an
unaffiliated broker-dealer to access other exchanges. Passing
through charges assessed by other exchanges for ``linkage''
executions and charging for related CBOE executions are appropriate
because non-customer order flow can route directly to those
exchanges if desired and the Exchange chooses not to absorb those
costs at this time.
---------------------------------------------------------------------------
2. Statutory Basis
The proposed rule change is consistent with Section 6(b) of the
Act,\7\ in general, and furthers the objectives of Section 6(b)(4) \8\
of the Act in particular, in that it is designed to provide for the
equitable allocation of reasonable dues, fees, and other charges among
CBOE members and other persons using its facilities. The proposed fee
changes would enable the Exchange to implement the Professional
designation.
---------------------------------------------------------------------------
\7\ 15 U.S.C. 78f(b).
\8\ 15 U.S.C. 78f(b)(4).
---------------------------------------------------------------------------
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 purposes of the Act.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
No written comments were solicited or received with respect to the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change establishes or changes a
due, fee, or other charge imposed by the Exchange, it has become
effective pursuant to Section 19(b)(3)(A) of the Act \9\ and Rule 19b-
4(f)(2) \10\ thereunder. At any time within 60 days of the filing of
the proposed rule change the Commission may summarily abrogate such
proposed rule change if it appears to the Commission that such action
is necessary or appropriate in the public interest, for the protection
of investors,
[[Page 2902]]
or otherwise in furtherance of the purposes of the Act.
---------------------------------------------------------------------------
\9\ 15 U.S.C. 78s(b)(3)(A).
\10\ 17 CFR 19b-4(f)(2).
---------------------------------------------------------------------------
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-2009-101 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-2009-101. 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,\11\ 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 CBOE. 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-2009-101 and should be
submitted on or before February 9, 2010.
---------------------------------------------------------------------------
\11\ The text of the proposed rule change is available on CBOE's
Web site at https://www.cboe.org/legal, on the Commission's Web site
at https://www.sec.gov, at CBOE, and at the Commission's Public
Reference Room.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\12\
---------------------------------------------------------------------------
\12\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-823 Filed 1-15-10; 8:45 am]
BILLING CODE 8011-01-P