Self-Regulatory Organizations; NASDAQ OMX BX, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Establish a Short Term Option Program, 42792-42795 [2010-17851]
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Federal Register / Vol. 75, No. 140 / Thursday, July 22, 2010 / Notices
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The NRC staff is issuing this notice to
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SRP Section 13.5.1.1, Revision 1.
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Dated at Rockville, Maryland, this 19th day
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For the Nuclear Regulatory Commission,
William F. Burton,
Chief, Rulemaking and Guidance
Development Branch, Division of New Reactor
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[Release No. 34–62505; File No. SR–BX–
2010–047]
Self-Regulatory Organizations;
NASDAQ OMX BX, Inc.; Notice of Filing
and Immediate Effectiveness of a
Proposed Rule Change To Establish a
Short Term Option Program
July 15, 2010.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
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Federal Register / Vol. 75, No. 140 / Thursday, July 22, 2010 / Notices
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
notice is hereby given that, on July 14,
2010, NASDAQ OMX BX, Inc. (the
‘‘Exchange’’) filed with the Securities
and Exchange Commission (‘‘SEC’’ or
‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the Exchange. The Exchange filed the
proposed rule change pursuant to
Section 19(b)(3)(A) of the Act 3 and Rule
19b–4(f)(6) thereunder,4 which renders
the proposal effective upon filing with
the Commission. The Commission is
publishing this notice to solicit
comments on the proposed rule from
interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend the
Rules of the Boston Options Exchange
Group, LLC (‘‘BOX’’) to permit the listing
and trading of options series that expire
one week after being opened for trading
(‘‘Short Term Option Program’’ or ‘‘STO
Program’’). The text of the proposed rule
change is available from the Exchange’s
Web site at https://nasdaqomxbx.
cchwallstreet.com/NASDAQOMXBX/
Filings/, the principal office of the
Exchange, on the Commission’s Web
site at https://www.sec.gov, and at the
Commission’s Public Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of these statements may be examined at
the places specified in Item IV below.
The self-regulatory organization has
prepared summaries, set forth in
Sections A, B, and C below, of the most
significant aspects of such statements.
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A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of this proposal is to
amend the BOX Rules to establish a
Short Term Option Program on the
Exchange by proposing to add new
Supplementary Material .07 to Chapter
IV, Section 6 (Series of Options Open
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A).
4 17 CFR 240.19b–4(f)(6).
2 17
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for Trading) and Supplementary
Material .02 to Chapter XIV, Section 10
(Terms of Index Options Contracts) in
order to list option series that expire one
(1) week after being opened for trading.
The Exchange also proposes to add the
definition of Short Term Option Series
to Chapter 1, Section 1(a) and Chapter
XIV, Section 2.5 In addition, the
Exchange proposes to make nonsubstantive changes to conform the
language of Chapter IV, Section 6 and to
renumber and reletter definitions in
Chapter 1, Section 1(a) and Chapter XIV,
Section 2.
The Commission approved the Short
Term Option Program on behalf of the
Chicago Board Options Exchange
(‘‘CBOE’’) on a pilot basis in 2005 and for
permanent establishment in 2009.6
Thereafter, CBOE amended Rules 5.5
and 24.9 to permit opening Short Term
Option Series not just on Friday but also
on Thursday.7 Recently, the
Commission approved 8 a permanent
Short Term Option Program on behalf of
the NASDAQ OMX PHLX (‘‘PHLX’’);
NASDAQ Options Market (‘‘NOM’’);
NYSE Arca, Inc. (‘‘NYSE Arca’’); and
NYSE Amex LLC (‘‘NYSE Amex’’).9 The
5 Short Term Option Series is defined as: a series
in an option class that is approved for listing and
trading on BOX in which the series is opened for
trading on any Thursday or Friday that is a business
day and that expires on the Friday of the next
business week. If a Thursday or Friday is not a
business day, the series may be opened (or shall
expire) on the first business day immediately prior
to that Thursday or Friday, respectively.
6 CBOE refers to its short term option program as
the ‘‘Weeklys Program.’’ See Securities Exchange
Act Release Nos. 52011 (July 12, 2005), 70 FR 41451
(July 19, 2005) (SR–CBOE–2004–63) (Order
Approving a Proposed Rule Change and Notice of
Filing and Order Granting Accelerated Approval to
Amendment No. 2 Thereto To List and Trade Short
Term Option Series); 59824 (April 27, 2009), 74 FR
20518 (May 4, 2009) (SR–CBOE–2009–018) (Order
Approving Proposed Rule Change To Permanently
Establish the Short Term Option Series Pilot
Program).
7 See Securities Exchange Act Release No. 62170
(May 25, 2010), 75 FR 30889 (June 2, 2010) (SR–
CBOE–2010–048) (Notice of Filing and Immediate
Effectiveness of Proposed Rule Change To Permit
CBOE To Open Short Term Option Series on
Thursdays).
8 As noted above, all the text of Items I and II of
this notice was prepared by the Exchange. The
Commission notes, however, that it did not approve
the proposed rule changes cited by the Exchange in
this sentence. These proposals were filed under
Section 19(b)(3)(A) of the Act for immediate
effectiveness and thus were not approved by the
Commission.
9 See Securities Exchange Act Release Nos. 62296
(June 15, 2010), 75 FR 35115 (June 21, 2010) (SR–
PHLX–2010–084) (Notice of Filing and Immediate
Effectiveness of a Proposed Rule Change by
NASDAQ OMX PHLX, Inc. To Establish a Short
Term Option Program); 62297 (June 15, 2010), 75
FR 35111 (June 21, 2010) (SR–NOM–2010–073)
(Notice of Filing and Immediate Effectiveness of a
Proposed Rule Change by The NASDAQ Stock
Market LLC To Establish a Short Term Option
Program); 62296 (June 15, 2010), 75 FR 35111 (June
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Exchange’s proposal is based directly on
the Short Term Option Program in
CBOE Rules 5.5 and 24.9; PHLX Rules
1012 and Rule 1101A; NOM Rules
Chapter IV, Section 6 and Chapter XIV,
Section 11; NYSE Arca Rules 5.19 and
6.4; NYSE Amex Rules 903C and 903
and ISE Rules 504 and 2009.
Specifically, the Exchange proposes to
establish a Short Term Option Program
for non-index options (e.g., equity
options and ETF options) in new
Supplementary Material .07 to Chapter
IV, Section 6; and for index options in
new Supplementary Material .02 to
Chapter XIV, Section 10. The Short
Term Option Program will allow BOX to
list and trade Short Term Option Series.
Thus, after an option class has been
approved for listing and trading on
BOX, BOX may open for trading on any
Thursday or Friday that is a business
day (‘‘Short Term Option Opening
Date’’) series of options on that class that
expire on the Friday of the following
business week that is a business day
(‘‘Short Term Option Expiration Date’’).
If the Exchange is not open for business
on the respective Thursday or Friday,
the Short Term Option Opening Date
will be the first business day
immediately prior to that respective
Thursday or Friday. Similarly, if the
Exchange is not open for business on
the Friday of the following business
week, the Short Term Option Expiration
Date will be the first business day
immediately prior to that Friday.10
Under the STO Program, BOX may
select up to five (5) approved option
classes on which Short Term Option
Series could be opened. BOX also may
list Short Term Option Series on any
option classes that are selected by other
securities exchanges that employ a
similar program under their respective
rules.11
For each class selected for the STO
Program, BOX may open up to twenty
Short Term Option Series for each
expiration date in that class, with
approximately the same number of
strike prices above and below the value
of the underlying security or calculated
index value at about the time that the
21, 2010) (SR–Arca–2010–059) (Notice of Filing and
Immediate Effectiveness of Proposed Rule Change
by NYSE Arca, Inc. to make permanent the One
Week Option Series Pilot Program); 62296 (June 15,
2010), 75 FR 35111 (June 21, 2010) (SR–Amex–
2010–062) (Notice of Filing and Immediate
Effectiveness of Proposed Rule Change by NYSE
Amex, LLC to make permanent the One Week
Option Series Pilot Program).
10 See proposed Supplementary Material .07 to
Chapter IV, Section 6 and Supplementary Material
.02 to Chapter XIV, Section 10.
11 See proposed Supplementary Material .07(a) to
Chapter IV, Section 6 and Supplementary Material
.02(a) to Chapter XIV, Section 10.
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Federal Register / Vol. 75, No. 140 / Thursday, July 22, 2010 / Notices
Short Term Option Series is opened.
The interval between strike prices on
Short Term Option Series shall be the
same as the strike prices for series in
that same option class that expire in
accordance with the normal monthly
expiration cycle.12 Any strike prices
listed by BOX shall be within thirty
percent (30%) above or below the
current value of the underlying index.13
If BOX opens less than twenty Short
Term Option Series for a given
expiration date, additional series may be
opened for trading on BOX when
deemed necessary to maintain an
orderly market, to meet customer
demand, or when the current value of
the underlying security or index moves
substantially from the previously listed
exercise prices. The total number of
series for a given expiration date,
however, will not exceed twenty series.
Any additional strike prices listed by
the Exchange shall be within 30% above
or below the current price of the
underlying security. BOX may also open
additional strike prices of Short Term
Option Series that are more than 30%
above or below the current price of the
underlying security provided that
demonstrated customer interest exists
for such series, as expressed by
institutional, corporate or individual
customers or their brokers. Market
Makers trading for their own account
shall not be considered when
determining customer interest under
this provision. Moreover, the opening of
the new Short Term Option Series shall
not affect the series of options of the
same class previously opened.14
The Short Term Option Program
provides that no Short Term Option
Series may expire in the same week in
which monthly option series on the
same class expire or, in the case of
Quarterly Options Series, on an
expiration that coincides with an
expiration of Quarterly Options Series
on the same class.15
With regard to the impact of this
proposal on system capacity, BOX has
analyzed its capacity and has
represented to the Exchange that it and
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12 See
proposed Supplementary Material .07(e) to
Chapter IV, Section 6 and Supplementary Material
.02(e) to Chapter XIV, Section 10.
13 See proposed Supplementary Material .07(c) to
Chapter IV, Section 6 and Supplementary Material
.02(c) to Chapter XIV, Section 10.
14 See proposed Supplementary Material .07(d) to
Chapter IV, Section 6 and Supplementary Material
.02(d) to Chapter XIV, Section 10.
15 See proposed Supplementary Material .07(b) to
Chapter IV, Section 6 and Supplementary Material
.02(b) to Chapter XIV, Section 10. Moreover, the
Exchange expects that Short Term Options Series
will settle (e.g., in terms of A.M. or P.M.) in the
same manner as do the monthly expiration series
in the same option class.
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the Options Price Reporting Authority
(‘‘OPRA’’) have the necessary systems
capacity to handle the potential
additional traffic associated with the
listing and trading of options pursuant
to the Short Term Option Program.
Finally, the Exchange is proposing to
make non-substantive changes to
conform the language of Chapter IV,
Section 6 (Series of Options Open for
Trading). Specifically, the Exchange
proposes to add language to clarify that
Short Term Options Series procedures
are similar to Quarterly Options Series
procedures and will be treated
differently than standard Options
Series.
The Exchange believes that the Short
Term Option Program will provide
investors with a flexible and valuable
tool to manage risk exposure, minimize
capital outlays, and be more responsive
to the timing of events affecting the
securities that underlie options
contracts. The Exchange also believes
that providing the flexibility to list all
Short Term Option series (equity and
index) on any Thursday or Friday will
help implement the program more
effectively and avoid investor
confusion.
The Commission has requested, and
BOX has agreed for the purposes of this
filing, to submit one (1) report to the
Commission providing an analysis of
the BOX Short Term Option Program
(the ‘‘Report’’).16 The Report will cover
the period from the date of effectiveness
of the STO Program through the first
quarter of 2011, and will describe the
experience of BOX with the STO
Program in respect of the options classes
included by BOX in such program. The
Report will be submitted by May 1,
2011, under separate cover and will
seek confidential treatment under the
Freedom of Information Act.
2. Statutory Basis
The Exchange believes that the
proposal is consistent with the
requirements of Section 6(b) of the
Act,17 in general, and Section 6(b)(5) of
16 The Report would include the following: (1)
Data and written analysis on the open interest and
trading volume in the classes for which Short Term
Option Series were opened; (2) an assessment of the
appropriateness of the option classes selected for
the STO Program; (3) an assessment of the impact
of the STO Program on the capacity of BOX, OPRA,
and market data vendors (to the extent data from
market data vendors is available); (4) any capacity
problems or other problems that arose during the
operation of the STO Program and how BOX
addressed such problems; (5) any complaints that
the BOX or the Exchange received during the
operation of the STO Program and how they were
addressed; and (6) any additional information that
would assist in assessing the operation of the STO
Program.
17 15 U.S.C. 78f(b).
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the Act,18 in particular, in that it is
designed to foster cooperation and
coordination with persons engaged in
regulating, clearing, settling, processing
information with respect to, and
facilitating transactions in securities, to
remove impediments to and perfect the
mechanism for a free and open market
and a national market system and, in
general, to protect investors and the
public interest. In particular,
establishing a Short Term Option
Program will provide investors with a
flexible and valuable tool to manage risk
exposure, minimize capital outlays, and
be more responsive to the timing of
events affecting the securities that
underlie options contracts.
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
The Exchange has neither solicited
nor received comments on the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The Exchange has filed the proposed
rule change pursuant to Section
19(b)(3)(A)(iii) of the Act 19 and Rule
19b-4(f)(6) thereunder.20 Because the
proposed rule change does not: (i)
Significantly affect the protection of
investors or the public interest; (ii)
impose any significant burden on
competition; and (iii) become operative
prior to 30 days from the date on which
it was filed, or such shorter time as the
Commission may designate, if
consistent with the protection of
investors and the public interest, the
proposed rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 21 and Rule 19b–4(f)(6)
thereunder.22
18 15
U.S.C. 78f(b)(5).
U.S.C. 78s(b)(3)(A)(iii).
20 17 CFR 240.19b–4(f)(6).
21 15 U.S.C. 78s(b)(3)(A).
22 17 CFR 240.19b–4(f)(6). In addition, Rule 19b4(f)(6)(iii) requires the Exchange to give the
Commission written notice of the Exchange’s intent
to file the proposed rule change, along with a brief
description and 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 Commission
has waived the five-day pre-filing requirement in
this case.
19 15
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Federal Register / Vol. 75, No. 140 / Thursday, July 22, 2010 / Notices
The Exchange has requested that the
Commission waive the 30-day operative
delay. The Commission believes that
waiver of the operative delay is
consistent with the protection of
investors and the public interest
because the proposal is substantially
similar to that of another exchange that
was approved by the Commission.23
Therefore, the Commission designates
the proposal operative upon filing.24
At any time within 60 days of the
filing of the proposed rule change, the
Commission may summarily abrogate
such rule change if it appears to the
Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors,
or otherwise in furtherance of the
purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
sroberts on DSKD5P82C1PROD with NOTICES
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–BX–2010–047 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–BX–2010–047. 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
23 See Securities Exchange Act Release No. 59824
(April 27, 2009), 74 FR 20518 (May 4, 2009) (SR–
CBOE–2009–018).
24 For purposes only of waiving the 30-day
operative delay, the Commission has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
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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–BX–
2010–047 and should be submitted on
or before August 12, 2010.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.25
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–17851 Filed 7–21–10; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–62521; File No. SR–FINRA–
2010–006]
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Notice of Filing of
Amendment No. 1 to a Proposed Rule
Change and Order Granting
Accelerated Approval to a Proposed
Rule Change, as Modified by
Amendment No. 1, To Amend the
Codes of Arbitration Procedure To
Provide for Attorney Representation of
Non-Party Witnesses in Arbitration
July 16, 2010.
I. Introduction
On January 22, 2010, the Financial
Industry Regulatory Authority, Inc.
(‘‘FINRA’’) (f/k/a National Association of
Securities Dealers, Inc. (‘‘NASD’’)) filed
with the Securities and Exchange
Commission (‘‘SEC’’ or ‘‘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 amend Rule
12602 of the Code of Arbitration
Procedure for Customer Disputes
(‘‘Customer Code’’) and Rule 13602 of
the Code of Arbitration Procedure for
PO 00000
25 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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Sfmt 4703
42795
Industry Disputes (‘‘Industry Code’’)
(collectively, the ‘‘Codes’’) to provide
that a non-party witness may be
represented by an attorney at an
arbitration hearing while the witness is
testifying. The proposed rule change
was published for comment in the
Federal Register on February 23, 2010.3
The Commission received three
comments in response to the proposed
rule change.4 FINRA responded to the
comments and on June 14, 2010 filed
Amendment No. 1 to the proposed rule
change.5 The Commission is publishing
this notice and order to solicit
comments on Amendment No. 1 and to
approve the proposed rule change, as
modified by Amendment No. 1, on an
accelerated basis.
II. Description of the Proposed Rule
Change
FINRA proposed to amend Rules
12602 and 13602 of the Codes to
provide that a non-party witness has the
right to be represented by an attorney at
an arbitration proceeding held in a
United States hearing location while the
witness is testifying. The attorney
would have to be in good standing and
admitted to practice before the Supreme
Court of the United States or the highest
court of any state of the United States,
the District of Columbia, or any
commonwealth, territory, or possession
of the United States, unless state law
prohibits such representation. Under the
proposal, the panel would have the
authority to determine the extent to
which the attorney could participate at
the hearing.
While the Codes expressly allow a
party in an arbitration proceeding to be
represented by an attorney at any stage
in the proceeding,6 they do not address
attorney representation of a non-party
witness. As stated in the notice, FINRA
3 See Securities Exchange Act Release No. 61517
(February 16, 2010), 75 FR 8169 (February 23,
2010), (SR–FINRA–2010–006) (‘‘Notice’’).
4 See letter from William A. Jacobson, Director,
Cornell Securities Law Clinic and Rubina Ali,
Cornell Law School, dated March 16, 2010 (‘‘Cornell
Letter’’), letter from Richard P. Ryder, dated April
16, 2010 (‘‘Ryder Letter’’) and letter from Scott R.
Shewan, President, Public Investors Arbitration Bar
Association, dated April 28, 2010 (‘‘PIABA Letter’’).
The Ryder Letter and the PIABA Letter were
submitted several weeks after the expiration of the
comment period.
5 See Amendment No. 1 dated June 14, 2010
(‘‘Amendment No. 1’’). The text of Amendment
No. 1 is available on FINRA’s Web site at
http:www.finra.org, at the principal office of FINRA,
and on the Commission’s Internet Web site (
https://www.sec.gov.rules.sro.html).
6 Rules 12208 and 13208 of the Codes
(Representation of Parties) provide that parties have
the right to be represented by an attorney at any
stage in an arbitration proceeding. They also allow
parties to be represented by a person who is not an
attorney subject to certain limitations.
E:\FR\FM\22JYN1.SGM
22JYN1
Agencies
[Federal Register Volume 75, Number 140 (Thursday, July 22, 2010)]
[Notices]
[Pages 42792-42795]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-17851]
=======================================================================
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-62505; File No. SR-BX-2010-047]
Self-Regulatory Organizations; NASDAQ OMX BX, Inc.; Notice of
Filing and Immediate Effectiveness of a Proposed Rule Change To
Establish a Short Term Option Program
July 15, 2010.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
[[Page 42793]]
(``Act'') \1\ and Rule 19b-4 thereunder,\2\ notice is hereby given
that, on July 14, 2010, NASDAQ OMX BX, Inc. (the ``Exchange'') filed
with the Securities and Exchange Commission (``SEC'' or ``Commission'')
the proposed rule change as described in Items I and II below, which
Items have been prepared by the Exchange. The Exchange filed the
proposed rule change pursuant to Section 19(b)(3)(A) of the Act \3\ and
Rule 19b-4(f)(6) thereunder,\4\ which renders the proposal effective
upon filing with the Commission. The Commission is publishing this
notice to solicit comments on the proposed rule from interested
persons.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ 15 U.S.C. 78s(b)(3)(A).
\4\ 17 CFR 240.19b-4(f)(6).
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend the Rules of the Boston Options
Exchange Group, LLC (``BOX'') to permit the listing and trading of
options series that expire one week after being opened for trading
(``Short Term Option Program'' or ``STO Program''). The text of the
proposed rule change is available from the Exchange's Web site at
https://nasdaqomxbx.cchwallstreet.com/NASDAQOMXBX/Filings/, the
principal office of the Exchange, on the Commission's Web site at
https://www.sec.gov, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the self-regulatory organization
included statements concerning the purpose of, and basis for, the
proposed rule change and discussed any comments it received on the
proposed rule change. The text of these statements may be examined at
the places specified in Item IV below. The self-regulatory organization
has prepared summaries, set forth in Sections A, B, and C below, of the
most significant aspects of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of this proposal is to amend the BOX Rules to establish
a Short Term Option Program on the Exchange by proposing to add new
Supplementary Material .07 to Chapter IV, Section 6 (Series of Options
Open for Trading) and Supplementary Material .02 to Chapter XIV,
Section 10 (Terms of Index Options Contracts) in order to list option
series that expire one (1) week after being opened for trading. The
Exchange also proposes to add the definition of Short Term Option
Series to Chapter 1, Section 1(a) and Chapter XIV, Section 2.\5\ In
addition, the Exchange proposes to make non-substantive changes to
conform the language of Chapter IV, Section 6 and to renumber and
reletter definitions in Chapter 1, Section 1(a) and Chapter XIV,
Section 2.
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\5\ Short Term Option Series is defined as: a series in an
option class that is approved for listing and trading on BOX in
which the series is opened for trading on any Thursday or Friday
that is a business day and that expires on the Friday of the next
business week. If a Thursday or Friday is not a business day, the
series may be opened (or shall expire) on the first business day
immediately prior to that Thursday or Friday, respectively.
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The Commission approved the Short Term Option Program on behalf of
the Chicago Board Options Exchange (``CBOE'') on a pilot basis in 2005
and for permanent establishment in 2009.\6\ Thereafter, CBOE amended
Rules 5.5 and 24.9 to permit opening Short Term Option Series not just
on Friday but also on Thursday.\7\ Recently, the Commission approved
\8\ a permanent Short Term Option Program on behalf of the NASDAQ OMX
PHLX (``PHLX''); NASDAQ Options Market (``NOM''); NYSE Arca, Inc.
(``NYSE Arca''); and NYSE Amex LLC (``NYSE Amex'').\9\ The Exchange's
proposal is based directly on the Short Term Option Program in CBOE
Rules 5.5 and 24.9; PHLX Rules 1012 and Rule 1101A; NOM Rules Chapter
IV, Section 6 and Chapter XIV, Section 11; NYSE Arca Rules 5.19 and
6.4; NYSE Amex Rules 903C and 903 and ISE Rules 504 and 2009.
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\6\ CBOE refers to its short term option program as the
``Weeklys Program.'' See Securities Exchange Act Release Nos. 52011
(July 12, 2005), 70 FR 41451 (July 19, 2005) (SR-CBOE-2004-63)
(Order Approving a Proposed Rule Change and Notice of Filing and
Order Granting Accelerated Approval to Amendment No. 2 Thereto To
List and Trade Short Term Option Series); 59824 (April 27, 2009), 74
FR 20518 (May 4, 2009) (SR-CBOE-2009-018) (Order Approving Proposed
Rule Change To Permanently Establish the Short Term Option Series
Pilot Program).
\7\ See Securities Exchange Act Release No. 62170 (May 25,
2010), 75 FR 30889 (June 2, 2010) (SR-CBOE-2010-048) (Notice of
Filing and Immediate Effectiveness of Proposed Rule Change To Permit
CBOE To Open Short Term Option Series on Thursdays).
\8\ As noted above, all the text of Items I and II of this
notice was prepared by the Exchange. The Commission notes, however,
that it did not approve the proposed rule changes cited by the
Exchange in this sentence. These proposals were filed under Section
19(b)(3)(A) of the Act for immediate effectiveness and thus were not
approved by the Commission.
\9\ See Securities Exchange Act Release Nos. 62296 (June 15,
2010), 75 FR 35115 (June 21, 2010) (SR-PHLX-2010-084) (Notice of
Filing and Immediate Effectiveness of a Proposed Rule Change by
NASDAQ OMX PHLX, Inc. To Establish a Short Term Option Program);
62297 (June 15, 2010), 75 FR 35111 (June 21, 2010) (SR-NOM-2010-073)
(Notice of Filing and Immediate Effectiveness of a Proposed Rule
Change by The NASDAQ Stock Market LLC To Establish a Short Term
Option Program); 62296 (June 15, 2010), 75 FR 35111 (June 21, 2010)
(SR-Arca-2010-059) (Notice of Filing and Immediate Effectiveness of
Proposed Rule Change by NYSE Arca, Inc. to make permanent the One
Week Option Series Pilot Program); 62296 (June 15, 2010), 75 FR
35111 (June 21, 2010) (SR-Amex-2010-062) (Notice of Filing and
Immediate Effectiveness of Proposed Rule Change by NYSE Amex, LLC to
make permanent the One Week Option Series Pilot Program).
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Specifically, the Exchange proposes to establish a Short Term
Option Program for non-index options (e.g., equity options and ETF
options) in new Supplementary Material .07 to Chapter IV, Section 6;
and for index options in new Supplementary Material .02 to Chapter XIV,
Section 10. The Short Term Option Program will allow BOX to list and
trade Short Term Option Series. Thus, after an option class has been
approved for listing and trading on BOX, BOX may open for trading on
any Thursday or Friday that is a business day (``Short Term Option
Opening Date'') series of options on that class that expire on the
Friday of the following business week that is a business day (``Short
Term Option Expiration Date''). If the Exchange is not open for
business on the respective Thursday or Friday, the Short Term Option
Opening Date will be the first business day immediately prior to that
respective Thursday or Friday. Similarly, if the Exchange is not open
for business on the Friday of the following business week, the Short
Term Option Expiration Date will be the first business day immediately
prior to that Friday.\10\
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\10\ See proposed Supplementary Material .07 to Chapter IV,
Section 6 and Supplementary Material .02 to Chapter XIV, Section 10.
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Under the STO Program, BOX may select up to five (5) approved
option classes on which Short Term Option Series could be opened. BOX
also may list Short Term Option Series on any option classes that are
selected by other securities exchanges that employ a similar program
under their respective rules.\11\
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\11\ See proposed Supplementary Material .07(a) to Chapter IV,
Section 6 and Supplementary Material .02(a) to Chapter XIV, Section
10.
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For each class selected for the STO Program, BOX may open up to
twenty Short Term Option Series for each expiration date in that class,
with approximately the same number of strike prices above and below the
value of the underlying security or calculated index value at about the
time that the
[[Page 42794]]
Short Term Option Series is opened. The interval between strike prices
on Short Term Option Series shall be the same as the strike prices for
series in that same option class that expire in accordance with the
normal monthly expiration cycle.\12\ Any strike prices listed by BOX
shall be within thirty percent (30%) above or below the current value
of the underlying index.\13\
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\12\ See proposed Supplementary Material .07(e) to Chapter IV,
Section 6 and Supplementary Material .02(e) to Chapter XIV, Section
10.
\13\ See proposed Supplementary Material .07(c) to Chapter IV,
Section 6 and Supplementary Material .02(c) to Chapter XIV, Section
10.
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If BOX opens less than twenty Short Term Option Series for a given
expiration date, additional series may be opened for trading on BOX
when deemed necessary to maintain an orderly market, to meet customer
demand, or when the current value of the underlying security or index
moves substantially from the previously listed exercise prices. The
total number of series for a given expiration date, however, will not
exceed twenty series. Any additional strike prices listed by the
Exchange shall be within 30% above or below the current price of the
underlying security. BOX may also open additional strike prices of
Short Term Option Series that are more than 30% above or below the
current price of the underlying security provided that demonstrated
customer interest exists for such series, as expressed by
institutional, corporate or individual customers or their brokers.
Market Makers trading for their own account shall not be considered
when determining customer interest under this provision. Moreover, the
opening of the new Short Term Option Series shall not affect the series
of options of the same class previously opened.\14\
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\14\ See proposed Supplementary Material .07(d) to Chapter IV,
Section 6 and Supplementary Material .02(d) to Chapter XIV, Section
10.
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The Short Term Option Program provides that no Short Term Option
Series may expire in the same week in which monthly option series on
the same class expire or, in the case of Quarterly Options Series, on
an expiration that coincides with an expiration of Quarterly Options
Series on the same class.\15\
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\15\ See proposed Supplementary Material .07(b) to Chapter IV,
Section 6 and Supplementary Material .02(b) to Chapter XIV, Section
10. Moreover, the Exchange expects that Short Term Options Series
will settle (e.g., in terms of A.M. or P.M.) in the same manner as
do the monthly expiration series in the same option class.
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With regard to the impact of this proposal on system capacity, BOX
has analyzed its capacity and has represented to the Exchange that it
and the Options Price Reporting Authority (``OPRA'') have the necessary
systems capacity to handle the potential additional traffic associated
with the listing and trading of options pursuant to the Short Term
Option Program.
Finally, the Exchange is proposing to make non-substantive changes
to conform the language of Chapter IV, Section 6 (Series of Options
Open for Trading). Specifically, the Exchange proposes to add language
to clarify that Short Term Options Series procedures are similar to
Quarterly Options Series procedures and will be treated differently
than standard Options Series.
The Exchange believes that the Short Term Option Program will
provide investors with a flexible and valuable tool to manage risk
exposure, minimize capital outlays, and be more responsive to the
timing of events affecting the securities that underlie options
contracts. The Exchange also believes that providing the flexibility to
list all Short Term Option series (equity and index) on any Thursday or
Friday will help implement the program more effectively and avoid
investor confusion.
The Commission has requested, and BOX has agreed for the purposes
of this filing, to submit one (1) report to the Commission providing an
analysis of the BOX Short Term Option Program (the ``Report'').\16\ The
Report will cover the period from the date of effectiveness of the STO
Program through the first quarter of 2011, and will describe the
experience of BOX with the STO Program in respect of the options
classes included by BOX in such program. The Report will be submitted
by May 1, 2011, under separate cover and will seek confidential
treatment under the Freedom of Information Act.
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\16\ The Report would include the following: (1) Data and
written analysis on the open interest and trading volume in the
classes for which Short Term Option Series were opened; (2) an
assessment of the appropriateness of the option classes selected for
the STO Program; (3) an assessment of the impact of the STO Program
on the capacity of BOX, OPRA, and market data vendors (to the extent
data from market data vendors is available); (4) any capacity
problems or other problems that arose during the operation of the
STO Program and how BOX addressed such problems; (5) any complaints
that the BOX or the Exchange received during the operation of the
STO Program and how they were addressed; and (6) any additional
information that would assist in assessing the operation of the STO
Program.
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2. Statutory Basis
The Exchange believes that the proposal is consistent with the
requirements of Section 6(b) of the Act,\17\ in general, and Section
6(b)(5) of the Act,\18\ in particular, in that it is designed to foster
cooperation and coordination with persons engaged in regulating,
clearing, settling, processing information with respect to, and
facilitating transactions in securities, to remove impediments to and
perfect the mechanism for a free and open market and a national market
system and, in general, to protect investors and the public interest.
In particular, establishing a Short Term Option Program will provide
investors with a flexible and valuable tool to manage risk exposure,
minimize capital outlays, and be more responsive to the timing of
events affecting the securities that underlie options contracts.
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\17\ 15 U.S.C. 78f(b).
\18\ 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
The Exchange has neither solicited nor received comments on the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The Exchange has filed the proposed rule change pursuant to Section
19(b)(3)(A)(iii) of the Act \19\ and Rule 19b-4(f)(6) thereunder.\20\
Because the proposed rule change does not: (i) Significantly affect the
protection of investors or the public interest; (ii) impose any
significant burden on competition; and (iii) become operative prior to
30 days from the date on which it was filed, or such shorter time as
the Commission may designate, if consistent with the protection of
investors and the public interest, the proposed rule change has become
effective pursuant to Section 19(b)(3)(A) of the Act \21\ and Rule 19b-
4(f)(6) thereunder.\22\
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\19\ 15 U.S.C. 78s(b)(3)(A)(iii).
\20\ 17 CFR 240.19b-4(f)(6).
\21\ 15 U.S.C. 78s(b)(3)(A).
\22\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)(iii)
requires the Exchange to give the Commission written notice of the
Exchange's intent to file the proposed rule change, along with a
brief description and 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
Commission has waived the five-day pre-filing requirement in this
case.
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[[Page 42795]]
The Exchange has requested that the Commission waive the 30-day
operative delay. The Commission believes that waiver of the operative
delay is consistent with the protection of investors and the public
interest because the proposal is substantially similar to that of
another exchange that was approved by the Commission.\23\ Therefore,
the Commission designates the proposal operative upon filing.\24\
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\23\ See Securities Exchange Act Release No. 59824 (April 27,
2009), 74 FR 20518 (May 4, 2009) (SR-CBOE-2009-018).
\24\ For purposes only of waiving the 30-day operative delay,
the Commission has considered the proposed rule's impact on
efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
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At any time within 60 days of the filing of the proposed rule
change, the Commission may summarily abrogate such rule change if it
appears to the Commission that such action is necessary or appropriate
in the public interest, for the protection of investors, or otherwise
in furtherance of the purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an e-mail to rule-comments@sec.gov. Please include
File Number SR-BX-2010-047 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-BX-2010-047. 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-BX-2010-047 and should be
submitted on or before August 12, 2010.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\25\
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\25\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-17851 Filed 7-21-10; 8:45 am]
BILLING CODE 8010-01-P