Self-Regulatory Organizations; NASDAQ OMX BX, Inc.; Notice of Filing of Proposed Rule Change Relating To Extend the Cut-Off Time To Submit Contrary Exercise Advices and Make Some Clerical and Conforming Changes, 51324-51326 [2010-20552]
Download as PDF
51324
Federal Register / Vol. 75, No. 160 / Thursday, August 19, 2010 / Notices
become effective pursuant to Section
19(b)(3)(A) of the Act 12 and Rule 19b–
4(f)(6) thereunder.13
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–NYSEAMEX–2010–79 on
the subject line.
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–
NYSEAMEX–2010–79 and should be
submitted on or before September 9,
2010.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–20550 Filed 8–18–10; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–62708; File No. SR–BX–
2010–055]
Paper Comments
emcdonald on DSK2BSOYB1PROD with NOTICES
• 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–2010–79. 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
12 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6) requires a self-regulatory organization to give
the Commission written notice of its intent to file
the proposed rule change at least five business days
prior to the date of filing of the proposed rule
change, or such shorter time as designated by the
Commission. The Exchange has satisfied this
requirement.
13 17
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17:05 Aug 18, 2010
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Self-Regulatory Organizations;
NASDAQ OMX BX, Inc.; Notice of Filing
of Proposed Rule Change Relating To
Extend the Cut-Off Time To Submit
Contrary Exercise Advices and Make
Some Clerical and Conforming
Changes
August 12, 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 August 4,
2010, NASDAQ OMX BX, Inc. (the
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the self-regulatory organization. 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 the Substance
of the Proposed Rule Change
The Exchange proposes to amend
Chapter VII (Exercises and Deliveries) of
the Rules of the Boston Options
Exchange Group, LLC (‘‘BOX’’) to extend
the cut-off time to submit contrary
exercise advices and make some clerical
changes and Chapter X (Minor Rule
14 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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Fmt 4703
Sfmt 4703
Violations) to make some conforming
changes.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://
nasdaqomxphlx.cchwallstreet.com/
NASDAQOMXBX/Filings/, at 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 the proposed rule
change is to amend Chapter VII, Section
1 of the BOX Trading Rules to extend
the cut-off time to submit contrary
exercise advices (‘‘Contrary Exercise
Advice’’, or, ‘‘CEA’’) 3 to the Exchange.
The Exchange also proposes to make
certain non-substantive changes to
reorganize the text of the Rule to more
clearly present the existing
requirements and to eliminate
duplicative language.4 The Exchange
also proposes to make some clerical
changes. In addition, the Exchange
proposes to make some conforming
changes to Chapter X.
The Options Clearing Corporation
(‘‘OCC’’) has an established procedure,
under OCC Rule 805, that provides for
the automatic exercise of certain options
3 Contrary Exercise Advices are also referred to as
Expiring Exercise Declarations (‘‘EED’’) in the OCC
rules.
4 The Exchange proposes to reorganize the current
rule text so that the requirement that exercise
decisions must be made by 5:30 p.m. Eastern Time
is specified in paragraph (c), while the requirements
pertaining to submitting CEA instructions are
contained in new paragraph (d). The language in
new paragraph (d) is comprised of language moved
from paragraph (b)(ii) and paragraph (c) of the
current rule. The Exchange also proposes to
eliminate Supplementary Material .03 to Chapter
VII because it is duplicative of the language
contained in paragraph (c) of the current rule and
paragraph (d)(iii) in the proposal.
E:\FR\FM\19AUN1.SGM
19AUN1
Federal Register / Vol. 75, No. 160 / Thursday, August 19, 2010 / Notices
that are in-the-money by a specified
amount known as ‘‘Exercise-byException’’ or ‘‘Ex-by-Ex.’’ Under the Exby-Ex process, options holders holding
option contracts that are in-the-money
by a requisite amount and who wish to
have their contracts automatically
exercised need take no further action.
However, under OCC Rule 805, option
holders who do not want their options
automatically exercised or who want
their options to be exercised under
different parameters than that of the Exby-Ex procedures must instruct OCC of
their ‘‘contrary intention.’’
In addition to and separately from the
OCC requirement, under Chapter VII
option holders must file a CEA with the
Exchange notifying it of the contrary
intention. Chapter VII is designed, in
part, to deter individuals from taking
improper advantage of late breaking
news by requiring evidence of an option
holder’s timely decision to exercise or
not exercise expiring equity options.
Options Participants satisfy this
evidentiary requirement by submitting a
CEA form directly to the Exchange, or
by electronically submitting the CEA to
the Exchange through OCC’s electronic
communications system. The
submission of the CEA allows the
Exchange to satisfy its regulatory
obligation to verify that the decision to
make a contrary exercise was made
timely and in accordance with Chapter
VII.
Currently under Chapter VII, option
holders have until 5:30 5 p.m. on the day
prior to expiration, or in the case of
quarterly options, on the expiration
date, to make a final decision to exercise
or not exercise an expiring option that
would otherwise either expire or be
automatically exercised. An Options
Participants may not accept CEA
instructions from its customer or non
customer accounts after 5:30 p.m.
However, the current rule gives Options
Participants an additional one hour, up
to 6:30 p.m., to submit these CEA
instructions to the Exchange where such
Options Participant uses an electronic
submission process.6
This current process allowing Options
Participants an additional one hour after
the decision making cut off time of 5:30
p.m. to submit a CEA to the various
emcdonald on DSK2BSOYB1PROD with NOTICES
5 All
referenced times are Eastern Time.
Participants do not employ an electronic
submission procedure, they are required to submit
CEAs for non-customer accounts by the 5:30
deadline. This deadline for manual submission is
required in order to prevent firms from improperly
extending the 5:30 deadline to exercise or not
exercise an option. This requirement is based on the
difficulty in monitoring a manual procedure that
has different times for deciding whether or not to
exercise the option and for the submission of the
CEA.
6 If
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17:05 Aug 18, 2010
Jkt 220001
options exchanges was approved by the
Commission in 2003.7 In 2003, the Exby-Ex thresholds were $0.75 for
customers and $0.25 for broker-dealer
accounts. In 2009, the Ex-by-Ex
threshold is $0.01 for all accounts. This
decrease in the Ex-by-Ex threshold,
coupled with the dramatic increase in
option trading volume from 2003 to
2009, has led to a larger number of CEA
instructions and has increased the
burden on firms to process and submit
instructions timely.
The Exchange proposes to extend the
current 6:30 p.m. deadline for
submitting CEA instructions to the
Exchange by one additional hour, up to
7:30 p.m. The Exchange believes that
this proposed rule change is necessary
to address concerns expressed by
Options Participants that, given the
decrease in the Ex-by-Ex threshold and
the increase in trading, the existing
deadline for submitting CEAs to the
Exchange is problematic for timely
back-office processing. The proposed
additional one hour will address this
concern by further enabling firms to
more timely manage, process, and
submit the instructions to the Exchange.
The Exchange also proposes to modify
the language in paragraph (g) of the
current rule (new paragraph (h)), which
allows an Options Participants up to 2
hours and 30 minutes to submit a CEA
to the Exchange in the event of a
modified close of trading on the day of
expiration, by removing the two hour
and thirty minute restriction and
allowing a Options Participants to
submit a CEA to the Exchange in the
event of a modified close of trading of
up to the proposed 7:30 p.m. deadline.
This will make consistent the
submission deadline for both regular
and modified close expiration days.
Moreover, this will provide uniformity
with submission deadlines for both
regular and modified close expiration
days which will remove any possibility
for error when determining what the
submission deadline is on any modified
close expiration day.
It is important to note that this
proposed submission deadline does not
change the substantive requirement that
option holders make a final decision by
5:30 p.m. The Exchange will continue to
enforce the 5:30 p.m. decision making
requirement, while also allowing
additional time to process and submit
7 See e.g. Securities Exchange Act Release Nos.
47885 (May 16, 2003), 68 FR 28309 (May 23, 2003)
(SR–Amex-2001–92); 48505 (September 17, 2003),
68 FR 55680 (September 26, 2003) (SR–ISE–2003–
20). This process has been in place at the Exchange
since 2004. See Securities Exchange Act Release
No. 34–49191 (February 4, 2004) 69 FR 7055
(February 12, 2004) (SR–BSE–2004–04).
PO 00000
Frm 00088
Fmt 4703
Sfmt 4703
51325
the CEA instructions. This proposal
seeks to increase that additional
submission time by one hour, and the
Exchange believes that this proposal
will be beneficial to the marketplace,
particularly as it concerns back-office
processing. The initiative to address
Options Participants concerns is
industry-wide, and the Exchange
anticipates that other options exchanges
will also propose a one hour extension
for which they will accept a CEA. This
additional processing time and
Exchange submission deadline will not
conflict with OCC submission rules or
cause any OCC processing issues.8
The Exchange proposes to make some
clerical changes. First, there are certain
references in Chapter VII, Section 1
which currently read ‘‘BOX’’ or ‘‘BOXR’’,
the Exchange proposes to change those
certain references ‘‘the Exchange’’. In
addition, the Exchange proposes to
revise certain cross references, as the
respective lettering has been modified
by this proposal.
Finally, the Exchange proposes to
amend Chapter X (Minor Rule
Violations), Section 2(f). Specifically,
the Exchange proposes to delete the
word ‘‘Member’’ to insert the word
‘‘Participant’’ to adequately reflect the
term used for firms or organizations
registered with the Exchange for
purposes of trading options on BOX.
The Exchange also proposes to reletter
the subsections referenced in Section
2(f) to correspond to applicable
amendments to Chapter VII, Section 1
detailed above.9
If the operative date of this proposed
rule change is more than 5 business
days prior to the date of the next
expiration Friday i.e. the third Friday of
the month (‘‘Expiration Friday’’),10 the
Exchange will implement the rule
change so as to be effective for that
Expiration Friday. If the operative date
of this proposed rule change is 5
business days or less prior to the date
of the next Expiration Friday, the
Exchange will implement the rule
change so as to be effective for the
following Expiration Friday. The
Exchange will notify Participants of the
8 The proposed changes are based on a recently
approved rule of the International Securities
Exchange, LLC (‘‘ISE’’). See Securities Exchange Act
Release No. 34–61458 (February 1, 2010), 75 FR
6237 (February 8, 2010) (SR–ISE–2010–02).
9 Under this proposed rule change, the Minor
Rule Violations will now cover Chapter VII,
Sections 1(c), (d), (e), (g), and (h). These sections
correspond to the former sections referenced by
Chapter X, Section 2(f) of the Minor Rule
Violations.
10 For Example, Expiration Friday for August
2010 options will be August 20, 2010, Expiration
Friday for September options will be September 17,
2010.
E:\FR\FM\19AUN1.SGM
19AUN1
51326
Federal Register / Vol. 75, No. 160 / Thursday, August 19, 2010 / Notices
implementation date of the rule change
via a Regulatory Circular.
2. Statutory Basis
The Exchange believes that the
proposal is consistent with the
requirements of Section 6(b) 11 of the
Act, in general, and furthers the
objectives of Section 6(b)(5) of the Act,12
in particular, in that it is designed to
prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, and to
protect investors and the public interest
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. This
proposed rule change will foster
coordination with back office personnel
engaged in processing information and
is consistent with the facilitating of
transactions in securities as set forth in
Section 6(b)(5) in that it, by providing
Participants an additional hour within
which to complete the necessary
processing of CEAs, will thereby
decrease Participants’ burden of
processing an increasing number of the
contrary exercise advises and enable
them to more easily manage and process
these instructions.
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.
emcdonald on DSK2BSOYB1PROD with NOTICES
C. Self-Regulatory Organization’s
Statement on Comments Regarding 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
Because the foregoing 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 for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate, it has
11 15
12 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
VerDate Mar<15>2010
17:05 Aug 18, 2010
Jkt 220001
become effective pursuant to Section
19(b)(3)(A) of the Act 13 and Rule 19b–
4(f)(6) thereunder.14
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend 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:
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–BX–
2010–055 and should be submitted on
or before September 9, 2010.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Florence E. Harmon,
Deputy Secretary.
Electronic Comments
[FR Doc. 2010–20552 Filed 8–18–10; 8:45 am]
• 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–2010–055 on the
subject line.
BILLING CODE 8010–01–P
Paper Comments
SUMMARY:
• 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–2010–055. 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
13 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6) requires a self-regulatory organization to give
the Commission written notice of its intent to file
the proposed rule change at least five business days
prior to the date of filing of the proposed rule
change, or such shorter time as designated by the
Commission. The Exchange has satisfied this
requirement.
14 17
PO 00000
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Fmt 4703
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DEPARTMENT OF STATE
[Public Notice 7124]
Javits Report 2011
In accordance with § 25 of the
Arms Export Control Act (AECA), the
State Department is required to provide
to Congress an Arms Sale Proposal (the
Javits Report) covering all sales and
licensed commercial exports of major
weapons or weapons-related defense
equipment for $7,000,000 or more, or of
any other weapons or weapons-related
defense equipment for $25,000,000 or
more, which are considered eligible for
approval. The Directorate of Defense
Trade Controls (DDTC) is soliciting
input regarding licensed commercial
exports (i.e., direct commercial sales) for
the report.
DATES: All Javits Report 2011
submissions regarding direct
commercial sales (DCS) must be
received by September 10, 2010.
FOR FURTHER INFORMATION CONTACT:
Members of the public who need
additional information regarding the
DCS portion of the Javits Report should
contact Patricia Slygh, PM/DDTC, SA–1,
12th Floor, Directorate of Defense Trade
Controls, Bureau of Political-Military
Affairs, U.S. Department of State,
Washington, DC 20522–0112; telephone
(202) 663–2830; or e-mail
SlyghPC@State.gov.
The Javits
Report 2011 is an Arms Sales Proposal,
to Congress, which covers all sales and
licensed commercial exports under the
SUPPLEMENTARY INFORMATION:
15 17
E:\FR\FM\19AUN1.SGM
CFR 200.30–3(a)(12).
19AUN1
Agencies
[Federal Register Volume 75, Number 160 (Thursday, August 19, 2010)]
[Notices]
[Pages 51324-51326]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-20552]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-62708; File No. SR-BX-2010-055]
Self-Regulatory Organizations; NASDAQ OMX BX, Inc.; Notice of
Filing of Proposed Rule Change Relating To Extend the Cut-Off Time To
Submit Contrary Exercise Advices and Make Some Clerical and Conforming
Changes
August 12, 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 August 4, 2010, NASDAQ OMX BX, Inc. (the ``Exchange'') filed with
the Securities and Exchange Commission (``Commission'') the proposed
rule change as described in Items I and II below, which Items have been
prepared by the self-regulatory organization. The Commission is
publishing this notice to solicit comments on the proposed rule 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 the
Substance of the Proposed Rule Change
The Exchange proposes to amend Chapter VII (Exercises and
Deliveries) of the Rules of the Boston Options Exchange Group, LLC
(``BOX'') to extend the cut-off time to submit contrary exercise
advices and make some clerical changes and Chapter X (Minor Rule
Violations) to make some conforming changes.
The text of the proposed rule change is available on the Exchange's
Web site at https://nasdaqomxphlx.cchwallstreet.com/NASDAQOMXBX/Filings/
, at 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 the proposed rule change is to amend Chapter VII,
Section 1 of the BOX Trading Rules to extend the cut-off time to submit
contrary exercise advices (``Contrary Exercise Advice'', or, ``CEA'')
\3\ to the Exchange. The Exchange also proposes to make certain non-
substantive changes to reorganize the text of the Rule to more clearly
present the existing requirements and to eliminate duplicative
language.\4\ The Exchange also proposes to make some clerical changes.
In addition, the Exchange proposes to make some conforming changes to
Chapter X.
---------------------------------------------------------------------------
\3\ Contrary Exercise Advices are also referred to as Expiring
Exercise Declarations (``EED'') in the OCC rules.
\4\ The Exchange proposes to reorganize the current rule text so
that the requirement that exercise decisions must be made by 5:30
p.m. Eastern Time is specified in paragraph (c), while the
requirements pertaining to submitting CEA instructions are contained
in new paragraph (d). The language in new paragraph (d) is comprised
of language moved from paragraph (b)(ii) and paragraph (c) of the
current rule. The Exchange also proposes to eliminate Supplementary
Material .03 to Chapter VII because it is duplicative of the
language contained in paragraph (c) of the current rule and
paragraph (d)(iii) in the proposal.
---------------------------------------------------------------------------
The Options Clearing Corporation (``OCC'') has an established
procedure, under OCC Rule 805, that provides for the automatic exercise
of certain options
[[Page 51325]]
that are in-the-money by a specified amount known as ``Exercise-by-
Exception'' or ``Ex-by-Ex.'' Under the Ex-by-Ex process, options
holders holding option contracts that are in-the-money by a requisite
amount and who wish to have their contracts automatically exercised
need take no further action. However, under OCC Rule 805, option
holders who do not want their options automatically exercised or who
want their options to be exercised under different parameters than that
of the Ex-by-Ex procedures must instruct OCC of their ``contrary
intention.''
In addition to and separately from the OCC requirement, under
Chapter VII option holders must file a CEA with the Exchange notifying
it of the contrary intention. Chapter VII is designed, in part, to
deter individuals from taking improper advantage of late breaking news
by requiring evidence of an option holder's timely decision to exercise
or not exercise expiring equity options. Options Participants satisfy
this evidentiary requirement by submitting a CEA form directly to the
Exchange, or by electronically submitting the CEA to the Exchange
through OCC's electronic communications system. The submission of the
CEA allows the Exchange to satisfy its regulatory obligation to verify
that the decision to make a contrary exercise was made timely and in
accordance with Chapter VII.
Currently under Chapter VII, option holders have until 5:30 \5\
p.m. on the day prior to expiration, or in the case of quarterly
options, on the expiration date, to make a final decision to exercise
or not exercise an expiring option that would otherwise either expire
or be automatically exercised. An Options Participants may not accept
CEA instructions from its customer or non customer accounts after 5:30
p.m. However, the current rule gives Options Participants an additional
one hour, up to 6:30 p.m., to submit these CEA instructions to the
Exchange where such Options Participant uses an electronic submission
process.\6\
---------------------------------------------------------------------------
\5\ All referenced times are Eastern Time.
\6\ If Participants do not employ an electronic submission
procedure, they are required to submit CEAs for non-customer
accounts by the 5:30 deadline. This deadline for manual submission
is required in order to prevent firms from improperly extending the
5:30 deadline to exercise or not exercise an option. This
requirement is based on the difficulty in monitoring a manual
procedure that has different times for deciding whether or not to
exercise the option and for the submission of the CEA.
---------------------------------------------------------------------------
This current process allowing Options Participants an additional
one hour after the decision making cut off time of 5:30 p.m. to submit
a CEA to the various options exchanges was approved by the Commission
in 2003.\7\ In 2003, the Ex-by-Ex thresholds were $0.75 for customers
and $0.25 for broker-dealer accounts. In 2009, the Ex-by-Ex threshold
is $0.01 for all accounts. This decrease in the Ex-by-Ex threshold,
coupled with the dramatic increase in option trading volume from 2003
to 2009, has led to a larger number of CEA instructions and has
increased the burden on firms to process and submit instructions
timely.
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\7\ See e.g. Securities Exchange Act Release Nos. 47885 (May 16,
2003), 68 FR 28309 (May 23, 2003) (SR-Amex-2001-92); 48505
(September 17, 2003), 68 FR 55680 (September 26, 2003) (SR-ISE-2003-
20). This process has been in place at the Exchange since 2004. See
Securities Exchange Act Release No. 34-49191 (February 4, 2004) 69
FR 7055 (February 12, 2004) (SR-BSE-2004-04).
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The Exchange proposes to extend the current 6:30 p.m. deadline for
submitting CEA instructions to the Exchange by one additional hour, up
to 7:30 p.m. The Exchange believes that this proposed rule change is
necessary to address concerns expressed by Options Participants that,
given the decrease in the Ex-by-Ex threshold and the increase in
trading, the existing deadline for submitting CEAs to the Exchange is
problematic for timely back-office processing. The proposed additional
one hour will address this concern by further enabling firms to more
timely manage, process, and submit the instructions to the Exchange.
The Exchange also proposes to modify the language in paragraph (g) of
the current rule (new paragraph (h)), which allows an Options
Participants up to 2 hours and 30 minutes to submit a CEA to the
Exchange in the event of a modified close of trading on the day of
expiration, by removing the two hour and thirty minute restriction and
allowing a Options Participants to submit a CEA to the Exchange in the
event of a modified close of trading of up to the proposed 7:30 p.m.
deadline. This will make consistent the submission deadline for both
regular and modified close expiration days. Moreover, this will provide
uniformity with submission deadlines for both regular and modified
close expiration days which will remove any possibility for error when
determining what the submission deadline is on any modified close
expiration day.
It is important to note that this proposed submission deadline does
not change the substantive requirement that option holders make a final
decision by 5:30 p.m. The Exchange will continue to enforce the 5:30
p.m. decision making requirement, while also allowing additional time
to process and submit the CEA instructions. This proposal seeks to
increase that additional submission time by one hour, and the Exchange
believes that this proposal will be beneficial to the marketplace,
particularly as it concerns back-office processing. The initiative to
address Options Participants concerns is industry-wide, and the
Exchange anticipates that other options exchanges will also propose a
one hour extension for which they will accept a CEA. This additional
processing time and Exchange submission deadline will not conflict with
OCC submission rules or cause any OCC processing issues.\8\
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\8\ The proposed changes are based on a recently approved rule
of the International Securities Exchange, LLC (``ISE''). See
Securities Exchange Act Release No. 34-61458 (February 1, 2010), 75
FR 6237 (February 8, 2010) (SR-ISE-2010-02).
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The Exchange proposes to make some clerical changes. First, there
are certain references in Chapter VII, Section 1 which currently read
``BOX'' or ``BOXR'', the Exchange proposes to change those certain
references ``the Exchange''. In addition, the Exchange proposes to
revise certain cross references, as the respective lettering has been
modified by this proposal.
Finally, the Exchange proposes to amend Chapter X (Minor Rule
Violations), Section 2(f). Specifically, the Exchange proposes to
delete the word ``Member'' to insert the word ``Participant'' to
adequately reflect the term used for firms or organizations registered
with the Exchange for purposes of trading options on BOX. The Exchange
also proposes to reletter the subsections referenced in Section 2(f) to
correspond to applicable amendments to Chapter VII, Section 1 detailed
above.\9\
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\9\ Under this proposed rule change, the Minor Rule Violations
will now cover Chapter VII, Sections 1(c), (d), (e), (g), and (h).
These sections correspond to the former sections referenced by
Chapter X, Section 2(f) of the Minor Rule Violations.
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If the operative date of this proposed rule change is more than 5
business days prior to the date of the next expiration Friday i.e. the
third Friday of the month (``Expiration Friday''),\10\ the Exchange
will implement the rule change so as to be effective for that
Expiration Friday. If the operative date of this proposed rule change
is 5 business days or less prior to the date of the next Expiration
Friday, the Exchange will implement the rule change so as to be
effective for the following Expiration Friday. The Exchange will notify
Participants of the
[[Page 51326]]
implementation date of the rule change via a Regulatory Circular.
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\10\ For Example, Expiration Friday for August 2010 options will
be August 20, 2010, Expiration Friday for September options will be
September 17, 2010.
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2. Statutory Basis
The Exchange believes that the proposal is consistent with the
requirements of Section 6(b) \11\ of the Act, in general, and furthers
the objectives of Section 6(b)(5) of the Act,\12\ in particular, in
that it is designed to prevent fraudulent and manipulative acts and
practices, to promote just and equitable principles of trade, and to
protect investors and the public interest 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.
This proposed rule change will foster coordination with back office
personnel engaged in processing information and is consistent with the
facilitating of transactions in securities as set forth in Section
6(b)(5) in that it, by providing Participants an additional hour within
which to complete the necessary processing of CEAs, will thereby
decrease Participants' burden of processing an increasing number of the
contrary exercise advises and enable them to more easily manage and
process these instructions.
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\11\ 15 U.S.C. 78f(b).
\12\ 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 Regarding 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
Because the foregoing 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 for 30 days from the date on which it was filed, or
such shorter time as the Commission may designate, it has become
effective pursuant to Section 19(b)(3)(A) of the Act \13\ and Rule 19b-
4(f)(6) thereunder.\14\
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\13\ 15 U.S.C. 78s(b)(3)(A).
\14\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)
requires a self-regulatory organization to give the Commission
written notice of its intent to file the proposed rule change at
least five business days prior to the date of filing of the proposed
rule change, or such shorter time as designated by the Commission.
The Exchange has satisfied this requirement.
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At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend 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-2010-055 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-2010-055. 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-BX-2010-055 and should be
submitted on or before September 9, 2010.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\15\
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\15\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-20552 Filed 8-18-10; 8:45 am]
BILLING CODE 8010-01-P