Self-Regulatory Organizations; NYSE Amex LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change, as Modified by Amendment No. 1, To Adopt Rules Extending the Maximum Term of FLEX Index and FLEX Equity Options and To Establish a New Pilot Program, 28091-28093 [2010-11937]
Download as PDF
Federal Register / Vol. 75, No. 96 / Wednesday, May 19, 2010 / Notices
priced under $1.7 The proposed
decrease in the provide credit will help
us remain competitive while
maximizing the income derived from
transactions in securities priced under
$1.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6(b) of the Act 8 in general, and
furthers the objectives of Section 6(b)(4)
of the Act 9 in particular, in that it
provides for the equitable allocation of
reasonable dues, fees and other charges
among its members. Among other
things, the change to the fee schedule
would provide incentives to
Participants to increase the amount of
liquidity provided on our trading
facilities for securities priced less than
$1, which may contribute to an increase
in trading volume on the Exchange and
in the income derived there from.
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 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
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
jlentini on DSKJ8SOYB1PROD with NOTICES
The foregoing rule change has become
effective pursuant to Section
19(B)(3)(A)(ii) of the Act 10 and
subparagraph (f)(2) of Rule 19b–4
thereunder 11 because it establishes or
changes a due, fee, or other charge
applicable only to a member imposed by
the self-regulatory organization.
Accordingly, the proposal is effective
upon Commission receipt of the filing.
At any time within 60 days of the filing
of such 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 purpose of the Act.
7 For example, National Stock Exchange changed
its rebate to the lesser of 0.25% of trade value and
25% of the quote spread.
8 15 U.S.C. 78f.
9 15 U.S.C. 78f(b)(4).
10 15 U.S.C. 78s(b)(3)(A)(ii).
11 17 CFR 240.19b–4(f)(2).
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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–CHX–2010–09 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–CHX–2010–09. 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 Web site viewing and
printing 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–CHX–
2010–09 and should be submitted on or
before June 9, 2010.
PO 00000
Frm 00113
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28091
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2010–11939 Filed 5–18–10; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–62084; File No. SR–
NYSEAmex–2010–40]
Self-Regulatory Organizations; NYSE
Amex LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change, as Modified by
Amendment No. 1, To Adopt Rules
Extending the Maximum Term of FLEX
Index and FLEX Equity Options and To
Establish a New Pilot Program
May 12, 2010.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’)1, and Rule 19b–42 thereunder,
notice is hereby given that on April 22,
2010, NYSE Amex LLC (‘‘NYSE Amex’’
or the ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(the ‘‘Commission’’), as modified by
Amendment No. 1 on May 12, 2010, the
proposed rule change as described in
Items I and II below, which Items have
been prepared by the self-regulatory
organization.3 The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is proposing
Amendment No. 1 to SR–NYSEAmex2010–40 in order to revise the Statutory
Basis section and to adopt rules
extending the maximum term of FLEX
Index and FLEX Equity Options, and to
establish a new Pilot Program to permit
FLEX Options to trade with no
minimum size requirement, and also to
correct a reference within the rule text.
A copy of this filing is available on the
Exchange’s Web site at https://
www.nyse.com, at the Exchange’s
principal office, at the Commission’s
Public Reference Room, and on the
Commission’s Web site at https://
www.sec.gov.
12 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 The Commission notes that Amendment No. 1
replaces the original filing in its entirety.
1 15
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28092
Federal Register / Vol. 75, No. 96 / Wednesday, May 19, 2010 / Notices
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, 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
NYSE Amex is filing this Amendment
No. 1 in order to revise the Statutory
Basis section of the 19b–4 with
corresponding changes to the Exhibit 1.
The Exchange is not proposing any
revisions to the Exhibit 5. This
amendment replaces the original filing
in its entirety.
The purpose of the filing is to modify
Rule 903G to extend the maximum term
of FLEX Index and FLEX Equity options
to the same term permissible on NYSE
Arca Inc. (‘‘Arca’’); and replace the
minimum value size Pilot Program for
FLEX Equity options with a new Pilot
Program to eliminate minimum value
sizes for both FLEX Equity options and
FLEX Index options by adopting rule
provisions similar to those in use by the
Chicago Board Options Exchange
(‘‘CBOE’’). The Exchange also proposes
to correct a rule reference.
jlentini on DSKJ8SOYB1PROD with NOTICES
Extension of the Maximum Term Of
FLEX Index and FLEX Equity Options
The Exchange is proposing to adopt a
provision to allow a maximum term of
fifteen years for both FLEX Equity and
FLEX Index options, based on a
provision in NYSE Arca Rule
5.32(d)(1).4 This change will allow
NYSE Amex to remain competitive and
offer the same terms for FLEX options
as other markets.
Minimum Value Size Requirements for
All FLEX Options
Presently, under an existing Pilot
Program, the Exchange has reduced the
minimum value size requirements for an
opening FLEX Equity transaction to the
lesser of 150 contracts or the number of
contracts overlying $1 million in
4 See Securities Exchange Act Release No. 34–
59305 (January 27, 2009) 74 FR 5954 (February 3,
2009).
VerDate Mar<15>2010
16:07 May 18, 2010
Jkt 220001
underlying securities. An opening FLEX
Index transaction requires a minimum
size of $10 million Underlying
Equivalent Value in the case of Broad
Stock Index Group FLEX Index Options
and $5 million Underlying Equivalent
Value in the case of Stock Index
Industry Group FLEX Index Options.
The Exchange proposes to replace the
existing minimum size Pilot Program
with a new pilot program that
eliminates the minimum value size
requirements for both FLEX Equity and
FLEX Index options. If, in the future, the
Exchange proposes an extension of the
new minimum value size Pilot Program,
or should the Exchange propose to make
the new Program permanent, the
Exchange will submit, along with any
filing proposing such amendments to
the Program, a Pilot Program report that
would provide an analysis of the Pilot
covering the period during which the
Program was in effect. This minimum
value size report would include: (i) data
and analysis on the open interest and
trading volume in (a) FLEX Equity
Options with opening transaction with
a minimum size of 0 to 249 contracts
and less than $1 million in underlying
value; (b) FLEX Index Options with
opening transaction with a minimum
opening size of less than $10 million in
underlying equivalent value; and (ii)
analysis on the types of investors that
initiated opening FLEX Equity and
Index Options transactions (i.e.,
institutional, high net worth, or retail).
The report would be submitted to the
Commission at least two months prior to
the expiration date of the Pilot Program
and would be provided on a
confidential basis.
The Exchange notes that any positions
established under this Pilot would not
be impacted by the expiration of the
Pilot. For example, a 10-contract FLEX
Equity Option opening position that
overlies less than $1 million in the
underlying security and expires in
January 2015 could be established
during the Pilot. If the Pilot Program
were not extended, the position would
continue to exist and any further trading
in the series would be subject to the
minimum value size requirements for
continued trading in that series. The
proposed minimum opening transaction
size elimination is based on a similar
pilot approved for use on CBOE.5
Correction To A Rule Reference
In preparing this filing the Exchange
discovered an incorrect rule reference in
Rule 903G(c)(2). The reference is to Rule
952 that has been eliminated and
5 See Exchange Act Release No. 34–61439
(January 28, 2010) 75 FR 5831 (February 4, 2010).
PO 00000
Frm 00114
Fmt 4703
Sfmt 4703
replaced with Rule 960NY; as such we
are amending our rules to make this
correction.
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with Section
6(b) 6 of the Securities Exchange Act of
1934 (the ‘‘Act’’), in general, and furthers
the objectives of Section 6(b)(5) 7 in
particular in that it is designed to
promote just and equitable principles of
trade, to prevent fraudulent and
manipulative acts, to remove
impediments to and to perfect the
mechanism for a free and open market
and a national market system and, in
general, to protect investors and the
public interest by eliminating a
minimum size for FLEX transactions
and also to allow a term of up to fifteen
years for FLEX transactions. The
Exchange believes that these proposed
changes provide greater opportunities
for investors to manage risk through the
use of FLEX options.
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 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
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 does not: (1) Significantly affect
the protection of investors or the public
interest; (2) impose any significant
burden on competition; and (3) 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 8 and Rule 19b–
4(f)(6) thereunder.9
6 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
8 15 U.S.C. 78s(b)(3)(A).
9 17 CFR 240.19b–4(f)(6). When filing a proposed
rule change pursuant to Rule 19b–4(f)(6) under the
Act, an Exchange is required to give 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
7 15
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Federal Register / Vol. 75, No. 96 / Wednesday, May 19, 2010 / Notices
jlentini on DSKJ8SOYB1PROD with NOTICES
A proposed rule change filed under
Rule 19b–4(f)(6) normally may not
become operative prior to 30 days after
the date of filing.10 However, Rule 19b–
4(f)(6) 11 permits the Commission to
designate a shorter time if such action
is consistent with the protection of
investors and the public interest. NYSE
Amex has requested that the
Commission waive the 30-day operative
delay.
The Commission believes that
waiving the 30-day operative delay with
respect to the proposed rule change to
the maximum term of FLEX options is
consistent with the protection of
investors and the public interest. The
Commission notes that this proposed
rule change will make the Amex rule
substantially similar to the
corresponding provisions of the Arca
and CBOE rules, and may provide
investors with greater flexibility when
conducting transactions in FLEX
options.12
The Commission has also considered
NYSE Amex’s request to waive the 30day operative delay with respect to the
minimum size pilot. Because, however,
the Commission does not believe,
practically speaking, that a pilot should
retroactively commence, the
Commission is only waiving the
operative delay as of the date of this
notice for the reasons discussed below.
The Commission believes that
shortening the 30-day operative delay to
allow the commencement of the pilot as
of the date of this notice is consistent
with the protection of investors and the
public interest. The Commission notes
that the proposed rule change is
substantially similar to a pilot that was
previously approved by the Commission
and is currently in existence for
CBOE.13 The Commission also notes
that the corresponding CBOE pilot was
subject to full notice and comment in
the Federal Register, and that the
Commission only received comments
that supported that proposal.14
Moreover, waiving the operative date as
of the date of this notice is consistent
with approval of CBOE’s pilot, which
allowed implementation as of the date
of the Commission’s approval order. For
these reasons, the Commission
designated by the Commission. The Exchange has
met this requirement.
10 17 CFR 240.19b–4(f)(6)(iii).
11 Id.
12 See NYSE Arca Equities Rule 5.32(d)(1); CBOE
Rule 24A.4(a)(4)(i).
13 See CBOE Rule 24A.4 Interpretations and
Policies .01(b); see also Securities Exchange Act
Release No. 61439 (January 28, 2010) 75 FR 5831
(February 4, 2010) (SR–CBOE–2009–087).
14 See Securities Exchange Act Release No. 61439
(January 28, 2010) 75 FR 5831 (February 4, 2010)
(SR–CBOE–2009–087).
VerDate Mar<15>2010
16:07 May 18, 2010
Jkt 220001
28093
designates the portion of the proposal to
establish a minimum size pilot to be
operative upon the date of issuance of
this notice.15
At any time within 60 days of the
filing of Amendment No. 1, 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 the furtherance of the
purposes of the Act.
a.m. and 3 p.m. Copies of the 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–
NYSEAmex–2010–40 and should be
submitted on or before June 9, 2010.
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.16
Elizabeth M. Murphy,
Secretary.
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–NYSEAmex–2010–40 on
the subject line.
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–NYSEAmex–2010–40. 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 Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street, NE.,
Washington, DC 20549, on official
business days between the hours of 10
15 For the purposes only of waiving the operative
date 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).
PO 00000
Frm 00115
Fmt 4703
Sfmt 4703
[FR Doc. 2010–11937 Filed 5–18–10; 8:45 am]
BILLING CODE 8010–01–P
[Release No. 34–62080; File No. SR–BX–
2010–035]
Self-Regulatory Organizations;
NASDAQ OMX BX, Inc.; Notice of Filing
and Immediate Effectiveness of
Proposed Rule Change To Modify Fees
for Members Using the NASDAQ OMX
BX Equities System
May 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 May 3,
2010, NASDAQ OMX BX, Inc. (‘‘BX’’)
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 BX. Pursuant to
Section 19(b)(3)(A)(ii) of the Act 3 and
Rule 19b–4(f)(2) thereunder,4 BX has
designated this proposal as establishing
or changing a due, fee, or other charge,
which renders the proposed rule change
effective upon filing. 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
BX proposes to modify pricing for BX
members using the NASDAQ OMX BX
Equities System. BX will implement the
proposed change on May 3, 2010. The
text of the proposed rule change is
16 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)(3)(A)(ii).
4 17 CFR 240.19b–4(f)(2).
1 15
E:\FR\FM\19MYN1.SGM
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Agencies
[Federal Register Volume 75, Number 96 (Wednesday, May 19, 2010)]
[Notices]
[Pages 28091-28093]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-11937]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-62084; File No. SR-NYSEAmex-2010-40]
Self-Regulatory Organizations; NYSE Amex LLC; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change, as Modified by
Amendment No. 1, To Adopt Rules Extending the Maximum Term of FLEX
Index and FLEX Equity Options and To Establish a New Pilot Program
May 12, 2010.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act'')\1\, and Rule 19b-4\2\ thereunder, notice is hereby given that
on April 22, 2010, NYSE Amex LLC (``NYSE Amex'' or the ``Exchange'')
filed with the Securities and Exchange Commission (the ``Commission''),
as modified by Amendment No. 1 on May 12, 2010, the proposed rule
change as described in Items I and II below, which Items have been
prepared by the self-regulatory organization.\3\ The Commission is
publishing this notice to solicit comments on the proposed rule change
from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ The Commission notes that Amendment No. 1 replaces the
original filing in its entirety.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange is proposing Amendment No. 1 to SR-NYSEAmex-2010-40 in
order to revise the Statutory Basis section and to adopt rules
extending the maximum term of FLEX Index and FLEX Equity Options, and
to establish a new Pilot Program to permit FLEX Options to trade with
no minimum size requirement, and also to correct a reference within the
rule text. A copy of this filing is available on the Exchange's Web
site at https://www.nyse.com, at the Exchange's principal office, at the
Commission's Public Reference Room, and on the Commission's Web site at
https://www.sec.gov.
[[Page 28092]]
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
NYSE Amex is filing this Amendment No. 1 in order to revise the
Statutory Basis section of the 19b-4 with corresponding changes to the
Exhibit 1. The Exchange is not proposing any revisions to the Exhibit
5. This amendment replaces the original filing in its entirety.
The purpose of the filing is to modify Rule 903G to extend the
maximum term of FLEX Index and FLEX Equity options to the same term
permissible on NYSE Arca Inc. (``Arca''); and replace the minimum value
size Pilot Program for FLEX Equity options with a new Pilot Program to
eliminate minimum value sizes for both FLEX Equity options and FLEX
Index options by adopting rule provisions similar to those in use by
the Chicago Board Options Exchange (``CBOE''). The Exchange also
proposes to correct a rule reference.
Extension of the Maximum Term Of FLEX Index and FLEX Equity Options
The Exchange is proposing to adopt a provision to allow a maximum
term of fifteen years for both FLEX Equity and FLEX Index options,
based on a provision in NYSE Arca Rule 5.32(d)(1).\4\ This change will
allow NYSE Amex to remain competitive and offer the same terms for FLEX
options as other markets.
---------------------------------------------------------------------------
\4\ See Securities Exchange Act Release No. 34-59305 (January
27, 2009) 74 FR 5954 (February 3, 2009).
---------------------------------------------------------------------------
Minimum Value Size Requirements for All FLEX Options
Presently, under an existing Pilot Program, the Exchange has
reduced the minimum value size requirements for an opening FLEX Equity
transaction to the lesser of 150 contracts or the number of contracts
overlying $1 million in underlying securities. An opening FLEX Index
transaction requires a minimum size of $10 million Underlying
Equivalent Value in the case of Broad Stock Index Group FLEX Index
Options and $5 million Underlying Equivalent Value in the case of Stock
Index Industry Group FLEX Index Options. The Exchange proposes to
replace the existing minimum size Pilot Program with a new pilot
program that eliminates the minimum value size requirements for both
FLEX Equity and FLEX Index options. If, in the future, the Exchange
proposes an extension of the new minimum value size Pilot Program, or
should the Exchange propose to make the new Program permanent, the
Exchange will submit, along with any filing proposing such amendments
to the Program, a Pilot Program report that would provide an analysis
of the Pilot covering the period during which the Program was in
effect. This minimum value size report would include: (i) data and
analysis on the open interest and trading volume in (a) FLEX Equity
Options with opening transaction with a minimum size of 0 to 249
contracts and less than $1 million in underlying value; (b) FLEX Index
Options with opening transaction with a minimum opening size of less
than $10 million in underlying equivalent value; and (ii) analysis on
the types of investors that initiated opening FLEX Equity and Index
Options transactions (i.e., institutional, high net worth, or retail).
The report would be submitted to the Commission at least two months
prior to the expiration date of the Pilot Program and would be provided
on a confidential basis.
The Exchange notes that any positions established under this Pilot
would not be impacted by the expiration of the Pilot. For example, a
10-contract FLEX Equity Option opening position that overlies less than
$1 million in the underlying security and expires in January 2015 could
be established during the Pilot. If the Pilot Program were not
extended, the position would continue to exist and any further trading
in the series would be subject to the minimum value size requirements
for continued trading in that series. The proposed minimum opening
transaction size elimination is based on a similar pilot approved for
use on CBOE.\5\
---------------------------------------------------------------------------
\5\ See Exchange Act Release No. 34-61439 (January 28, 2010) 75
FR 5831 (February 4, 2010).
---------------------------------------------------------------------------
Correction To A Rule Reference
In preparing this filing the Exchange discovered an incorrect rule
reference in Rule 903G(c)(2). The reference is to Rule 952 that has
been eliminated and replaced with Rule 960NY; as such we are amending
our rules to make this correction.
2. Statutory Basis
The Exchange believes the proposed rule change is consistent with
Section 6(b) \6\ of the Securities Exchange Act of 1934 (the ``Act''),
in general, and furthers the objectives of Section 6(b)(5) \7\ in
particular in that it is designed to promote just and equitable
principles of trade, to prevent fraudulent and manipulative acts, to
remove impediments to and to perfect the mechanism for a free and open
market and a national market system and, in general, to protect
investors and the public interest by eliminating a minimum size for
FLEX transactions and also to allow a term of up to fifteen years for
FLEX transactions. The Exchange believes that these proposed changes
provide greater opportunities for investors to manage risk through the
use of FLEX options.
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\6\ 15 U.S.C. 78f(b).
\7\ 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 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
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 does not: (1)
Significantly affect the protection of investors or the public
interest; (2) impose any significant burden on competition; and (3)
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 \8\ and Rule 19b-
4(f)(6) thereunder.\9\
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\8\ 15 U.S.C. 78s(b)(3)(A).
\9\ 17 CFR 240.19b-4(f)(6). When filing a proposed rule change
pursuant to Rule 19b-4(f)(6) under the Act, an Exchange is required
to give 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 met this requirement.
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[[Page 28093]]
A proposed rule change filed under Rule 19b-4(f)(6) normally may
not become operative prior to 30 days after the date of filing.\10\
However, Rule 19b-4(f)(6) \11\ permits the Commission to designate a
shorter time if such action is consistent with the protection of
investors and the public interest. NYSE Amex has requested that the
Commission waive the 30-day operative delay.
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\10\ 17 CFR 240.19b-4(f)(6)(iii).
\11\ Id.
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The Commission believes that waiving the 30-day operative delay
with respect to the proposed rule change to the maximum term of FLEX
options is consistent with the protection of investors and the public
interest. The Commission notes that this proposed rule change will make
the Amex rule substantially similar to the corresponding provisions of
the Arca and CBOE rules, and may provide investors with greater
flexibility when conducting transactions in FLEX options.\12\
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\12\ See NYSE Arca Equities Rule 5.32(d)(1); CBOE Rule
24A.4(a)(4)(i).
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The Commission has also considered NYSE Amex's request to waive the
30-day operative delay with respect to the minimum size pilot. Because,
however, the Commission does not believe, practically speaking, that a
pilot should retroactively commence, the Commission is only waiving the
operative delay as of the date of this notice for the reasons discussed
below.
The Commission believes that shortening the 30-day operative delay
to allow the commencement of the pilot as of the date of this notice is
consistent with the protection of investors and the public interest.
The Commission notes that the proposed rule change is substantially
similar to a pilot that was previously approved by the Commission and
is currently in existence for CBOE.\13\ The Commission also notes that
the corresponding CBOE pilot was subject to full notice and comment in
the Federal Register, and that the Commission only received comments
that supported that proposal.\14\ Moreover, waiving the operative date
as of the date of this notice is consistent with approval of CBOE's
pilot, which allowed implementation as of the date of the Commission's
approval order. For these reasons, the Commission designates the
portion of the proposal to establish a minimum size pilot to be
operative upon the date of issuance of this notice.\15\
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\13\ See CBOE Rule 24A.4 Interpretations and Policies .01(b);
see also Securities Exchange Act Release No. 61439 (January 28,
2010) 75 FR 5831 (February 4, 2010) (SR-CBOE-2009-087).
\14\ See Securities Exchange Act Release No. 61439 (January 28,
2010) 75 FR 5831 (February 4, 2010) (SR-CBOE-2009-087).
\15\ For the purposes only of waiving the operative date 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 Amendment No. 1, 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 the
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-NYSEAmex-2010-40 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-NYSEAmex-2010-40. 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 Web site
viewing and printing 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
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-
NYSEAmex-2010-40 and should be submitted on or before June 9, 2010.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\16\
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\16\ 17 CFR 200.30-3(a)(12).
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Elizabeth M. Murphy,
Secretary.
[FR Doc. 2010-11937 Filed 5-18-10; 8:45 am]
BILLING CODE 8010-01-P