Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing of Proposed Rule Change, as Modified by Amendment No. 1, Relating To Elimination of Market Maker Requirement for Each Option Series, 5829-5831 [2010-2337]
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Federal Register / Vol. 75, No. 23 / Thursday, February 4, 2010 / Notices
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:
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–2335 Filed 2–3–10; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–61443; File No. SR–
NASDAQ–2010–007]
• 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–Phlx–2010–13 on the subject
line.
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing of Proposed Rule Change, as
Modified by Amendment No. 1,
Relating To Elimination of Market
Maker Requirement for Each Option
Series
Paper Comments
January 29, 2010.
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
srobinson on DSKHWCL6B1PROD with NOTICES
Electronic Comments
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 January
14, 2009, The NASDAQ Stock Market
LLC (‘‘NASDAQ’’) 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 NASDAQ. On January 26,
2009, the Exchange filed Amendment
No. 1 to the proposal. The Commission
is publishing this notice to solicit
comments on the proposed rule change,
as amended, from interested persons.
All submissions should refer to File No.
SR–Phlx–2010–13. 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 such filing also will be
available for inspection and copying at
the principal office of Phlx. 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–Phlx–2010–13 and should be
submitted on or before February 25,
2010.
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I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
NASDAQ is filing a proposal for the
NASDAQ Options Market (‘‘NOM’’ or
‘‘Exchange’’) to delete from the NASDAQ
rulebook Section 5, Minimum
Participation Requirement for Opening
Trading of Option Series,3 of Chapter
IV, Securities Traded on NOM.
The text of the proposed rule change
is available from NASDAQ’s website at
https://nasdaq.cchwallstreet.com, at
NASDAQ’s principal office, and at the
Commission’s Public Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
10 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 See Amendment No. 1.
1 15
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5829
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in Sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
NASDAQ is proposing the
elimination of a requirement that at
least one Options Market Maker be
registered for trading a particular series
before it may be opened for trading on
NOM.
An Options Market Maker is a
Participant 4 registered with NASDAQ
as a Market Maker.5 Market Makers on
NOM have certain obligations such as
maintaining two-sided markets and
participating in transactions that are
‘‘reasonably calculated to contribute to
the maintenance of a fair and orderly
market.’’ 6 To register as a Market Maker,
a Participant must file a written
application with NASDAQ Regulation,
which will consider an applicant’s
market making ability and other factors
it deems appropriate in determining
whether to approve an applicant’s
registration.7 All Market Makers are
designated as specialists on NOM for all
purposes under the Act or rules
thereunder.8 The NOM Rules place no
limit on the number of qualifying
entities that may become Market
Makers.9 The good standing of a Market
Maker may be suspended, terminated,
or withdrawn if the conditions for
approval cease to be maintained or the
Market Maker violates any of its
agreements with NASDAQ or any
provisions of the NOM Rules.10 A
Participant that has qualified as a
Market Maker may register to make
markets in individual series of
options.11
Currently Section 5 of Chapter IV of
the NOM rulebook provides in relevant
part that after a particular class of
options has been approved for listing on
4 The term ‘‘Options Participant’’ or ‘‘Participant’’
means a firm, or organization that is registered with
the Exchange pursuant to Chapter II of the NOM
Rules for purposes of participating in options
trading on NOM as a ‘‘NASDAQ Options Order
Entry Firm’’ or ‘‘NASDAQ Options Market Maker.’’
5 See NOM Rules, Chapter VII, Section 2.
6 See NOM Rules, Chapter VII, Section 5(a).
7 See NOM Rules, Chapter VII, Section 2(a).
8 See NOM Rules, Chapter VII, Section 2.
9 See NOM Rules, Chapter VII, Rule 2(c).
10 See NOM Rules, Chapter VII, Section 4(b).
11 See NOM Rules, Chapter VII, Section 3(a).
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04FEN1
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5830
Federal Register / Vol. 75, No. 23 / Thursday, February 4, 2010 / Notices
NOM by NASDAQ Regulation,
NASDAQ will allow trading in series of
options in that class only if there is at
least one Market Maker registered for
trading that particular series. The
Exchange is proposing to eliminate this
requirement in order to expand the
number of series available to investors
for trading and for hedging risks
associated with securities underlying
those options, as well as to enhance
markets in products which are likely to
receive customer order flow. The
Exchange places a high value on its
Market Makers and believes that
eliminating the listing requirement to
have a Market Maker in every series
would permit Market Makers, who
currently may choose to serve as Market
Makers solely to permit an options to
trade on NOM, to focus their expertise
on the products that are more consistent
with their business objectives or more
likely to receive customer order flow.
Eliminating the Market Maker listing
requirement would provide the
Exchange the opportunity to trade
options that may have occasional
interest but that do not necessarily
require a two-sided market at all times.
The lack of a two-sided or tight market
would not cause customer orders to
receive prices inferior to the best prices
available across all exchanges. In fact,
NOM is designed to systematically
avoid trading through protected
quotations on other options exchanges,
and as such, orders accepted into NOM
in options that do not have Market
Makers will not trade at inferior prices
even if there is not a two-sided market
on NOM. As a result of NOM’s design,
incoming orders are protected from
receiving dislocated execution prices
simply by the fact that there is robust
quote competition in the exchange
listed options business with seven
competing options exchanges and a
multitude of competing Market Makers
and liquidity providers. Additionally,
the Options Order Protection and
Locked/Crossed Market Plan requires
plan participants to ‘‘establish, maintain
and enforce written policies and
procedures that are reasonably designed
to prevent Trade-Throughs in that
participant’s market in Eligible Options
Classes.’’ 12 With the implementation of
this plan, a more robust network of
private routing has been constructed
that ensures routable customer orders
12 See Securities Exchange Act Release Nos.
60405 (July 30, 2009), 74 FR 39362 (August 6, 2009)
(File No. 4–546) (approval order for the Protection
and Locked/Crossed Plan); and 60525 (August 18,
2009), 74 FR 43188 (August 26, 2009) (approval
order for NOM’s proposed rule change to
implement the Protection and Locked/Crossed
Plan).
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17:31 Feb 03, 2010
Jkt 220001
can access the best prevailing prices in
the market.
Moreover, in its approval order for the
proposed rule change establishing
NOM, the Commission agreed that the
Act does not mandate a particular
market model for national securities
exchanges, and stated that it believed
that many different types of market
models could satisfy the requirements of
the Act. The Commission stated that it
does not believe that the Act requires an
exchange to have Market Makers.13 It
noted that although Market Makers
could be an important source of
liquidity on NOM, they likely would not
be the only source.14 It observed that, in
particular, the NOM System is designed
to match buying and selling interest of
all Participants on NOM. The Exchange
here is proposing simply to remove the
Market Maker participation requirement
as superfluous to the existence of a
vibrant options market, nevertheless
acknowledging the value Market Makers
provide to the Exchange.
With regard to the impact on system
capacity, the Exchange has analyzed its
capacity and represents that it and the
Options Price Reporting Authority have
the necessary systems capacity to
handle the additional traffic associated
with the listing and trading of an
expanded number of series as proposed
by this filing.
The Exchange also proposes to delete
paragraph (b) of Section 5, Chapter IV,
which states that a class of options will
be put into a non-regulatory halt if at
least one series for that class is not open
for trading. Originally, this provision
was put in place so that the exchange
could approve underlying securities for
the listing of options but delay the
listing if the Market Makers on the
Exchange were not yet ready to register
in any series of options for that class.
With the elimination of the other
paragraphs in Section 5 requiring a
Market Maker, the Exchange will no
longer need to delay the listings of
13 See Securities Exchange Act Release No. 57478
(March 12, 2008), 73 FR 14521 (March 18, 2008)
(File No. SR–NASDAQ–2007–004). As the
Commission noted in its approval order for the
NOM market, in its release adopting Regulation
ATS, the Commission rejected the suggestion that
a guaranteed source of liquidity was a necessary
component of an exchange. See Securities Exchange
Act Release No. 40760 (December 8, 1998), 63 FR
70844 (December 22, 1998) (‘‘Regulation ATS
Release’’). See also Securities Exchange Act Release
No. 44983 (October 25, 2001), 66 FR 55225
(November 1, 2001) (File No. SR–PCX–00–25)
(order approving Archipelago Exchange as the
equities trading facility of the Pacific Exchange).
14 Indeed, NASDAQ believes that Market Makers
are valuable sources of liquidity and important
components of a highly competitive marketplace
with various Participant types who provide
liquidity.
PO 00000
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Sfmt 4703
particular series and thus will no longer
need this provision.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act 15 in general, and furthers the
objectives of Section 6(b)(5) of the Act 16
in particular, in that it is designed to
promote just and equitable principles of
trade, to remove impediments to and
perfect the mechanism of a free and
open market and a national market
system, and, in general to protect
investors and the public interest, by
expanding the ability of investors to
hedge risks associated with securities
underlying options which are not
currently listed.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition not
necessary or appropriate in furtherance
of the purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within 35 days of the date of
publication of this notice in the Federal
Register or within such longer period (i)
as the Commission may designate up to
90 days of such date if it finds such
longer period to be appropriate and
publishes its reasons for so finding or
(ii) as to which the Exchange consents,
the Commission shall: (a) by order
approve such proposed rule change, or
(b) institute proceedings to determine
whether the proposed rule change
should be disapproved.
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
15 15
16 15
E:\FR\FM\04FEN1.SGM
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
04FEN1
Federal Register / Vol. 75, No. 23 / Thursday, February 4, 2010 / Notices
Number SR–NASDAQ–2010–007 on the
subject line.
SECURITIES AND EXCHANGE
COMMISSION
Paper Comments
[Release No. 34–61439; File No. SR–CBOE–
2009–087]
• 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–NASDAQ–2010–007. 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 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 publicly available. All
submissions should refer to File
Number SR–NASDAQ–2010–007 and
should be submitted on or before
February 25, 2010.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–2337 Filed 2–3–10; 8:45 am]
srobinson on DSKHWCL6B1PROD with NOTICES
BILLING CODE 8011–01–P
17 17
CFR 200.30–3(a)(12).
VerDate Nov<24>2008
17:31 Feb 03, 2010
Jkt 220001
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Order Approving
Proposed Rule Change To Establish a
Pilot Program To Modify FLEX Option
Exercise Settlement Values and
Minimum Value Sizes
January 28, 2010.
On December 3, 2009, Chicago Board
Options Exchange, Incorporated
(‘‘CBOE’’) filed with the Securities and
Exchange Commission (‘‘Commission’’),
pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2 a
proposed rule change to establish a pilot
program to modify exercise settlement
values and minimum value sizes for
Flexible Exchange Options (‘‘FLEX
Options’’).3 The proposed rule change
was published for comment in the
Federal Register on December 24,
2009.4 The Commission received six
comments regarding the proposal. One
commenter provided background
information about financial derivatives
as they related to variable annuity
products,5 and five commenters
supported the proposed rule change.6
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 A FLEX option is a customized option that
provides parties to the transaction with the ability
to fix terms including the exercise style, expiration
date, and certain exercise prices. See CBOE Rule
24A.4(a). A FLEX Option may be either a FLEX
Index Option or a FLEX Equity Option.
4 See Securities Exchange Act Release No. 61183
(December 16, 2009), 74 FR 68435 (‘‘Notice’’).
5 See Letter to Elizabeth M. Murphy, Secretary,
Commission, from Mark E. White, Assistant
Superintendent, Regulation Sector, Office of the
Superintendent of Financial Institutions Canada,
dated January 7, 2010 (noting that the Office did
‘‘not feel comfortable making comments on the
particular proposal,’’ but wanted to ‘‘provide some
information related to variable annuity products
that the SEC may find helpful when considering the
CBOE’s submission.’’).
6 See Submissions via SEC WebForm from Miller
Blew, CEO, Safe Haven Advisors, LLC, dated
January 12, 2010 (supporting proposal to eliminate
minimum size requirements); Charles L. Gilbert,
President, Nexus Risk Management, dated January
8, 2010 (supporting the elimination of the p.m.
settlement restriction and minimum size
requirements as a means to enable insurers to more
effectively hedge their risks); Ram Kelkar, Capital
Markets and Trading, Milliman, Inc., dated January
8, 2010 (the ability to use FLEX Options as a
hedging tool for life insurers ‘‘should be enhanced
by reducing the minimum size requirements and by
allowing p.m. settlements for all days of the
month’’); Kannoo Ravindran, dated January 14, 2010
(stating that the elimination of the p.m. settlement
restriction and minimum size requirements will
contribute to more effective risk management by
institutions); Donald C. Smyth, dated January 12,
2010 (noting that ‘‘the more flexibility/granulatity
2 17
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Fmt 4703
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5831
The Exchange is proposing two pilots
with this proposed rule change. First,
CBOE is proposing to implement a
fourteen-month pilot program to permit
p.m. and specified average price
settlements of FLEX Index Options that
expire on, or within two business days
of, a third-Friday-of-the-month
expiration (‘‘Blackout Period’’).7 Under
current FLEX Option rules, only a.m.
settlements based on opening prices of
the underlying components of an index
can be used to settle a FLEX Index
Option if it expires within the Blackout
Period. In its proposal, CBOE has stated
that, at least two months prior to the
expiration of the pilot program, it will
provide the Commission with an annual
report analyzing volume and open
interest for each broad-based FLEX
Index Options class overlying an
Expiration Friday, p.m.-settled FLEX
Index Options series.8 The annual
report will also contain information and
analysis of FLEX Options trading
patterns, and index price volatility and
underlying share trading activity for
each broad-based index class overlying
an Expiration Friday, p.m.-settled FLEX
Index Option that exceeds certain
minimum open interest parameters.9
The Exchange will also provide to the
Commission, on a periodic basis,
interim reports of volume and open
interest.
CBOE also proposes to eliminate the
minimum value size requirements for
all FLEX Options on a fourteen-month
pilot basis. CBOE will submit a pilot
program report if it elects to extend or
expand the pilot program, or to make
the program permanent. The pilot
program report would include data and
analysis of open interest and trading
volume, and analysis of the types of
investors that initiated opening FLEX
we have in terms of FLEX option dates with p.m.
expirations and small minimum notionals
(preferably $0), the more effectively we can [tailor]
and use FLEX options for our [equity indexed
annuity] hedging needs.’’).
7 A third-Friday-of-the-month expiration is
generally referred to as ‘‘Expiration Friday’’.
8 The annual report would also contain analyses
of volume and open interest for Expiration Friday
Non-FLEX Index series, where a broad-based NonFLEX Index class overlies the same index as an
Expiration Friday, p.m.-settled FLEX Index option.
See Notice, supra note 4, 74 FR at 68436.
9 See Notice, supra note 4, 74 FR at 68437. Any
positions established under the pilot would not be
impacted by the expiration of the pilot. For
example, a position in a p.m.-settled FLEX Index
Option series that expires on Expiration Friday in
January 2015 could be established during the 14month pilot. If the pilot program were not extended,
then the position could continue to exist. However,
any further trading in the series would be restricted
to transactions where at least one side of the trade
is a closing transaction. The Exchange stated that
it would notify members of this restriction in a
circular to members. See Notice, supra note 4, 74
FR at 68436.
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Agencies
[Federal Register Volume 75, Number 23 (Thursday, February 4, 2010)]
[Notices]
[Pages 5829-5831]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-2337]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-61443; File No. SR-NASDAQ-2010-007]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing of Proposed Rule Change, as Modified by Amendment No.
1, Relating To Elimination of Market Maker Requirement for Each Option
Series
January 29, 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 January 14, 2009, The NASDAQ Stock Market LLC (``NASDAQ'') 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 NASDAQ. On January 26, 2009, the Exchange
filed Amendment No. 1 to the proposal. The Commission is publishing
this notice to solicit comments on the proposed rule change, as
amended, 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
NASDAQ is filing a proposal for the NASDAQ Options Market (``NOM''
or ``Exchange'') to delete from the NASDAQ rulebook Section 5, Minimum
Participation Requirement for Opening Trading of Option Series,\3\ of
Chapter IV, Securities Traded on NOM.
---------------------------------------------------------------------------
\3\ See Amendment No. 1.
---------------------------------------------------------------------------
The text of the proposed rule change is available from NASDAQ's
website at https://nasdaq.cchwallstreet.com, at NASDAQ's principal
office, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
Sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
NASDAQ is proposing the elimination of a requirement that at least
one Options Market Maker be registered for trading a particular series
before it may be opened for trading on NOM.
An Options Market Maker is a Participant \4\ registered with NASDAQ
as a Market Maker.\5\ Market Makers on NOM have certain obligations
such as maintaining two-sided markets and participating in transactions
that are ``reasonably calculated to contribute to the maintenance of a
fair and orderly market.'' \6\ To register as a Market Maker, a
Participant must file a written application with NASDAQ Regulation,
which will consider an applicant's market making ability and other
factors it deems appropriate in determining whether to approve an
applicant's registration.\7\ All Market Makers are designated as
specialists on NOM for all purposes under the Act or rules
thereunder.\8\ The NOM Rules place no limit on the number of qualifying
entities that may become Market Makers.\9\ The good standing of a
Market Maker may be suspended, terminated, or withdrawn if the
conditions for approval cease to be maintained or the Market Maker
violates any of its agreements with NASDAQ or any provisions of the NOM
Rules.\10\ A Participant that has qualified as a Market Maker may
register to make markets in individual series of options.\11\
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\4\ The term ``Options Participant'' or ``Participant'' means a
firm, or organization that is registered with the Exchange pursuant
to Chapter II of the NOM Rules for purposes of participating in
options trading on NOM as a ``NASDAQ Options Order Entry Firm'' or
``NASDAQ Options Market Maker.''
\5\ See NOM Rules, Chapter VII, Section 2.
\6\ See NOM Rules, Chapter VII, Section 5(a).
\7\ See NOM Rules, Chapter VII, Section 2(a).
\8\ See NOM Rules, Chapter VII, Section 2.
\9\ See NOM Rules, Chapter VII, Rule 2(c).
\10\ See NOM Rules, Chapter VII, Section 4(b).
\11\ See NOM Rules, Chapter VII, Section 3(a).
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Currently Section 5 of Chapter IV of the NOM rulebook provides in
relevant part that after a particular class of options has been
approved for listing on
[[Page 5830]]
NOM by NASDAQ Regulation, NASDAQ will allow trading in series of
options in that class only if there is at least one Market Maker
registered for trading that particular series. The Exchange is
proposing to eliminate this requirement in order to expand the number
of series available to investors for trading and for hedging risks
associated with securities underlying those options, as well as to
enhance markets in products which are likely to receive customer order
flow. The Exchange places a high value on its Market Makers and
believes that eliminating the listing requirement to have a Market
Maker in every series would permit Market Makers, who currently may
choose to serve as Market Makers solely to permit an options to trade
on NOM, to focus their expertise on the products that are more
consistent with their business objectives or more likely to receive
customer order flow.
Eliminating the Market Maker listing requirement would provide the
Exchange the opportunity to trade options that may have occasional
interest but that do not necessarily require a two-sided market at all
times. The lack of a two-sided or tight market would not cause customer
orders to receive prices inferior to the best prices available across
all exchanges. In fact, NOM is designed to systematically avoid trading
through protected quotations on other options exchanges, and as such,
orders accepted into NOM in options that do not have Market Makers will
not trade at inferior prices even if there is not a two-sided market on
NOM. As a result of NOM's design, incoming orders are protected from
receiving dislocated execution prices simply by the fact that there is
robust quote competition in the exchange listed options business with
seven competing options exchanges and a multitude of competing Market
Makers and liquidity providers. Additionally, the Options Order
Protection and Locked/Crossed Market Plan requires plan participants to
``establish, maintain and enforce written policies and procedures that
are reasonably designed to prevent Trade-Throughs in that participant's
market in Eligible Options Classes.'' \12\ With the implementation of
this plan, a more robust network of private routing has been
constructed that ensures routable customer orders can access the best
prevailing prices in the market.
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\12\ See Securities Exchange Act Release Nos. 60405 (July 30,
2009), 74 FR 39362 (August 6, 2009) (File No. 4-546) (approval order
for the Protection and Locked/Crossed Plan); and 60525 (August 18,
2009), 74 FR 43188 (August 26, 2009) (approval order for NOM's
proposed rule change to implement the Protection and Locked/Crossed
Plan).
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Moreover, in its approval order for the proposed rule change
establishing NOM, the Commission agreed that the Act does not mandate a
particular market model for national securities exchanges, and stated
that it believed that many different types of market models could
satisfy the requirements of the Act. The Commission stated that it does
not believe that the Act requires an exchange to have Market
Makers.\13\ It noted that although Market Makers could be an important
source of liquidity on NOM, they likely would not be the only
source.\14\ It observed that, in particular, the NOM System is designed
to match buying and selling interest of all Participants on NOM. The
Exchange here is proposing simply to remove the Market Maker
participation requirement as superfluous to the existence of a vibrant
options market, nevertheless acknowledging the value Market Makers
provide to the Exchange.
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\13\ See Securities Exchange Act Release No. 57478 (March 12,
2008), 73 FR 14521 (March 18, 2008) (File No. SR-NASDAQ-2007-004).
As the Commission noted in its approval order for the NOM market, in
its release adopting Regulation ATS, the Commission rejected the
suggestion that a guaranteed source of liquidity was a necessary
component of an exchange. See Securities Exchange Act Release No.
40760 (December 8, 1998), 63 FR 70844 (December 22, 1998)
(``Regulation ATS Release''). See also Securities Exchange Act
Release No. 44983 (October 25, 2001), 66 FR 55225 (November 1, 2001)
(File No. SR-PCX-00-25) (order approving Archipelago Exchange as the
equities trading facility of the Pacific Exchange).
\14\ Indeed, NASDAQ believes that Market Makers are valuable
sources of liquidity and important components of a highly
competitive marketplace with various Participant types who provide
liquidity.
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With regard to the impact on system capacity, the Exchange has
analyzed its capacity and represents that it and the Options Price
Reporting Authority have the necessary systems capacity to handle the
additional traffic associated with the listing and trading of an
expanded number of series as proposed by this filing.
The Exchange also proposes to delete paragraph (b) of Section 5,
Chapter IV, which states that a class of options will be put into a
non-regulatory halt if at least one series for that class is not open
for trading. Originally, this provision was put in place so that the
exchange could approve underlying securities for the listing of options
but delay the listing if the Market Makers on the Exchange were not yet
ready to register in any series of options for that class. With the
elimination of the other paragraphs in Section 5 requiring a Market
Maker, the Exchange will no longer need to delay the listings of
particular series and thus will no longer need this provision.
2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act \15\ in general, and furthers the objectives of Section
6(b)(5) of the Act \16\ in particular, in that it is designed to
promote just and equitable principles of trade, to remove impediments
to and perfect the mechanism of a free and open market and a national
market system, and, in general to protect investors and the public
interest, by expanding the ability of investors to hedge risks
associated with securities underlying options which are not currently
listed.
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\15\ 15 U.S.C. 78f(b).
\16\ 15 U.S.C. 78f(b)(5).
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition not necessary or appropriate in
furtherance of the purposes of the Act.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
No written comments were either solicited or received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Within 35 days of the date of publication of this notice in the
Federal Register or within such longer period (i) as the Commission may
designate up to 90 days of such date if it finds such longer period to
be appropriate and publishes its reasons for so finding or (ii) as to
which the Exchange consents, the Commission shall: (a) by order approve
such proposed rule change, or (b) institute proceedings to determine
whether the proposed rule change should be disapproved.
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
[[Page 5831]]
Number SR-NASDAQ-2010-007 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-NASDAQ-2010-007. 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 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 publicly available. All
submissions should refer to File Number SR-NASDAQ-2010-007 and should
be submitted on or before February 25, 2010.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\17\
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\17\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-2337 Filed 2-3-10; 8:45 am]
BILLING CODE 8011-01-P