Self-Regulatory Organizations; Chicago Board Options Exchange, Incorporated; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Related to Hybrid 3.0 Classes, 67417-67419 [2010-27588]
Download as PDF
Federal Register / Vol. 75, No. 211 / Tuesday, November 2, 2010 / Notices
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–
2010–070 and should be submitted on
or before November 23, 2010.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.9
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–27670 Filed 11–1–10; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–63186; File No. SR–CBOE–
2010–095]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Related to Hybrid 3.0
Classes
hsrobinson on DSK69SOYB1PROD with NOTICES
October 27, 2010.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on October
25, 2010, the Chicago Board Options
Exchange, Incorporated (‘‘Exchange’’ or
‘‘CBOE’’) filed with the Securities and
Exchange Commission (the
‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III below, which Items have been
prepared by the Exchange. The
Exchange filed the proposal as a ‘‘noncontroversial’’ proposed rule change
pursuant to Section 19(b)(3)(A)(iii) of
the Act 3 and Rule 19b–4(f)(6)
9 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)(iii).
1 15
VerDate Mar<15>2010
18:39 Nov 01, 2010
thereunder.4 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 to amend
its rules that relate to the designation of
index options and options on exchangetraded funds (‘‘ETFs’’) for trading on
CBOE’s Hybrid Trading System and
Hybrid 3.0 Platform and eligible
categories of Market-Maker participants.
The text of the proposed rule change is
available on the Exchange’s Web site
(https://www.cboe.org/Legal,) at the
Exchange’s Office of the Secretary and
at the Commission.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, 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 the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange is proposing to amend
its rules that relate to the designation of
index options and options on ETFs for
trading on the Hybrid Trading System
and Hybrid 3.0 Platform. The ‘‘Hybrid
Trading System’’ refers to the
Exchange’s trading platform that allows
Market-Makers to submit electronic
quotes in their appointed classes. The
‘‘Hybrid 3.0 Platform’’ is an electronic
trading platform on the Hybrid Trading
System that allows one or more quoters
to submit electronic quotes which
represent the aggregate Market-Maker
quoting interest in the series for the
trading crowd.
Currently, the particular trading
platform on which such an option
contract is traded and the eligible
categories of Market-Maker participants
for those options are designated by the
Exchange on a class-by-class basis
pursuant to Rule 8.14, Index Hybrid
Trading System Classes: Market-Maker
4 17
Jkt 223001
PO 00000
CFR 240.19b–4(f)(6).
Frm 00074
Fmt 4703
Sfmt 4703
67417
Participants. The Exchange is now
proposing to amend this rule as it
relates to classes designated for trading
on the Hybrid 3.0 Platform. Specifically,
the Exchange is proposing to provide
that, for each Hybrid 3.0 class, the
Exchange may determine to authorize a
group of series of the class for trading
on the Hybrid Trading System and, if
that authorization is granted, the
Exchange would determine the eligible
categories of Market-Maker participants
for that group of series.5 The Exchange
would assign a Designated Primary
Market-Maker (‘‘DPM’’) or Lead MarketMaker (‘‘LMM’’) to the group of series.
Alternatively, the Exchange could
determine to designate the group of
series for trading without a DPM or
LMM provided certain conditions set
forth in Rule 8.14(b) are satisfied with
respect to the group of series.6
EXAMPLE (for illustrative purposes only):
Currently options on the Standard & Poor’s
500 Index (symbol SPX) are the only class of
options traded on the Hybrid 3.0 Platform.
Pursuant to the proposed rule change, the
Exchange could determine to designate all
end-of-week option series in the SPX option
class for trading on the Hybrid Trading
System without a DPM or LMM.7 All other
series of the SPX option class could continue
to be designated for trading on the Hybrid 3.0
Platform with two rotating LMMs.
When selecting series to trade on the
Hybrid Trading Platform, the Exchange
intends to generally select series with
common expirations or classifications,
e.g., end-of-week series or end-of-month
series, short term option series, or series
that expire on a particular expiration
date. The Exchange notes that an
individual series would only trade on
one trading platform at a given time, not
both. What trading platform an
individual series trades on is controlled
by CBOE in how the series is set up in
5 The Exchange would also have the authority to
determine whether to change the trading platform
on which the group of series trades and change the
eligible categories of Market-Maker participants for
the group.
6 Specifically, the group of series could be
designated to trade on the Hybrid Trading System
without a DPM or LMM provided the following
conditions, as applicable, are satisfied: (1) There are
at least four (4) Market-Makers quoting in the group
of series; (2) Each Market-Maker with an
appointment in the group of series is subject to the
continuous quoting obligations imposed by CBOE
Rule 8.7(d); and (3) In the event the Exchange
activates request-for-quote (‘‘RFQ’’) functionality
(which has not been activated for any class traded
on the Exchange), each Market-Maker would have
an obligation to respond to that percentage of RFQs
as determined by the Exchange for the group of
series subject to certain requirements specified in
Rule 8.14(b)3.
7 To the extent that the Exchange would
determine to designate SPX end-of-week series for
trading on the Hybrid Trading System without a
DPM or LMM, certain conditions set forth in Rule
8.14(b) would have to be satisfied, as applicable. Id.
E:\FR\FM\02NON1.SGM
02NON1
hsrobinson on DSK69SOYB1PROD with NOTICES
67418
Federal Register / Vol. 75, No. 211 / Tuesday, November 2, 2010 / Notices
CBOEdirect (the trading engine for the
Hybrid Trading System and Hybrid 3.0
Platform). Using the example above,
CBOE would change the platform
designation for SPX end-of-week series
in CBOEdirect to the Hybrid Trading
System and keep the platform
designation for all other SPX series on
the Hybrid 3.0 Platform. In addition, the
Exchange plans to introduce a new
option symbol to denote the series that
are trading on a different platform.
Using the example above, SPX end-ofweek series might trade under symbol
SPXW while all other SPX series would
continue to trade under symbol SPX.
The Exchange notes that CBOE has
had several trading platform changes
over the years for entire option classes
(e.g., CBOE has moved certain other
option classes from the Hybrid 3.0
Platform to the Hybrid Trading System).
The move of a group of series within a
class would operate similar to the way
other option class moves have operated
in the past. In this regard, the Exchange
generally provides CBOE Trading
Permit Holders at least one trading day’s
advance notice of trading platform
changes via regulatory circular. For the
initial changeover of any SPX series that
may be traded on the Hybrid Trading
System, however, the Exchange plans to
give at least one week advance notice so
that Trading Permit Holders can be
made aware that the platform change
would only be for a select group of
series and not the whole class, and so
that the Exchange can schedule
education sessions to explain the
change to Trading Permit Holders. Once
the Exchange has made an initial
changeover, if we would determine to
add (or remove) series from the Hybrid
Trading Platform we plan to revert back
to the general approach of providing at
least one trading day’s advance notice
for those subsequent changes.
The following would also apply:
Market-Maker appointments would
continue to apply on a class basis,
except DPM, LMM and Electronic DPM
(‘‘e-DPM’’) appointments would apply
only to the group of series to which the
respective DPM, LMM or e-DPM is
assigned, if applicable. In addition, the
Hybrid Trading System trading
parameters (e.g., applicable matching
algorithm parameters under Rule 6.45B,
Priority and Allocation of Trading in
Index Options and Options on ETFs on
the CBOE Hybrid System; opening
rotation parameters under Rule 6.2B,
Hybrid Opening System (‘‘HOSS’’);
automatic execution parameters under
Rule 6.13, CBOE Hybrid System’s
Automatic Execution Feature; Simple
Auction Liaison parameters under Rule
VerDate Mar<15>2010
18:39 Nov 01, 2010
Jkt 223001
6.13A, Simple Auction Liaison (SAL),8
Hybrid Agency Liaison parameters
under Rule 6.14A, Hybrid Agency
Liaison 2 (HAL2),9 complex order book
(‘‘COB’’) and complex order request-forresponse auction (‘‘COA’’) parameters
under Rule 6.53C, Complex Orders on
the Hybrid System, Automated
Improvement Mechanism parameters
under Rule 6.74A, Automated
Improvement Mechanism (‘‘AIM’’),10
etc.) would be established by the
Exchange on a group basis, instead of on
a class basis, to the extent the Exchange
Rules otherwise provide for such
parameters to be established on a class
basis. Thus, using the example above,
CBOE would set the trading parameters
(e.g., parameters for the matching
algorithm, HOSS, automatic execution,
SAL, HAL2, COB, COA, AIM, etc.) for
the SPX end-of-week series group that
would trade on the Hybrid Trading
System platform, and separately set the
trading parameter for all other SPX
series that would remain on the Hybrid
3.0 platform.
Finally, the Exchange is proposing to
amend the text of Rule 8.14 to delete
paragraph (b)(4), which is outdated and
no longer applicable. Paragraph (b)(4)
contains an outdated provision related
to the Intermarket Options Linkage Plan,
which has been replaced by the Plan for
the Purpose of Creating and Operating
an Intermarket Option Linkage.11
2. Statutory Basis
The basis under the Act for this
proposed rule change is the requirement
under Section 6(b)(5) 12 that an
exchange have rules that are designed to
promote just and equitable principles of
trade, and 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, the Exchange believes the
proposed change would provide more
flexibility to designate trading platform
and Market-Maker categories based on a
group of series in a manner that is
consistent with existing CBOE rules that
8 SAL is a feature within the Hybrid System that
auctions marketable orders for price improvement
over the National Best Bid or Offer (‘‘NBBO’’).
9 HAL2 is a feature in the Hybrid System that
provides automated order handling in designated
classes for qualifying electronic orders that are not
automated executed by the Hybrid System.
10 AIM is a feature within the Hybrid System that
provides Trading Permit Holders with the ability to
electronically execute agency orders against
principal interest or against a solicited order
provided the agency order is submitted for
electronic execution into an auction.
11 See, e.g., Securities Exchange Act Release No.
56761 (November 7, 2007), 72 FR 64094 (November
14, 2007).
12 15 U.S.C. 78f(b)(5).
PO 00000
Frm 00075
Fmt 4703
Sfmt 4703
permit such designations on a class
basis.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
CBOE does not believe that the
proposed rule change will impose any
burden on competition 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 neither solicited nor
received comments on the proposal.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing rule 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 if consistent
with the protection of investors and the
public interest, provided that the selfregulatory organization has given 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 proposed rule change
has 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 such
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
13 15
14 17
E:\FR\FM\02NON1.SGM
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6).
02NON1
Federal Register / Vol. 75, No. 211 / Tuesday, November 2, 2010 / Notices
SECURITIES AND EXCHANGE
COMMISSION
Number SR–CBOE–2010–095 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–CBOE–2010–095. 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
CBOE. All comments received will be
posted without change; the Commission
does not edit personal identifying
information from submissions. You
should submit only information that
you wish to make available publicly. All
submissions should refer to File
Number SR–CBOE- 2010–095 and
should be submitted on or before
November 23, 2010.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–27588 Filed 11–1–10; 8:45 am]
hsrobinson on DSK69SOYB1PROD with NOTICES
BILLING CODE 8011–01–P
of the most significant parts of such
statements.
[Release No. 34–63185; File No. SR–CBOE–
2010–097]
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Establish a Pilot
Program To List Series With Additional
Expiration Months for Each Class of
Options Opened for Trading on the
Exchange
October 27, 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 October
26, 2010, the Chicago Board Options
Exchange, Incorporated (‘‘CBOE’’ or the
‘‘Exchange’’) filed with the Securities
and Exchange Commission (the
‘‘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
proposal as a ‘‘non-controversial’’
proposed rule change pursuant to
Section 19(b)(3)(A)(iii) of the Act 3 and
Rule 19b–4(f)(6) thereunder.4 The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
CBOE proposes to amend its rules to
adopt a pilot program to list additional
expiration months for each class of
options opened for trading on the
Exchange. The text of the rule proposal
is available on the Exchange’s Web site
(https://www.cboe.org/legal), at the
Exchange’s principal office, and at the
Commission’s Public Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
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,
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A)(iii).
4 17 CFR 240.19b–4(f)(6).
2 17
15 17
CFR 200.30–3(a)(12).
VerDate Mar<15>2010
21:14 Nov 01, 2010
Jkt 223001
67419
PO 00000
Frm 00076
Fmt 4703
Sfmt 4703
1. Purpose
The Exchange proposes to amend its
rules to adopt a pilot program to list
additional expiration months for each
class of options opened for trading on
the Exchange. Pursuant to Interpretation
and Policy .03 to Rule 5.5, the Exchange
currently opens four expiration months
for each class of options open for
trading on the Exchange: the first two
being the two nearest months, regardless
of the quarterly cycle on which that
class trades; the third and fourth being
the next two months of the quarterly
cycle previously designated by the
Exchange for that specific class. For
example, if the Exchange listed, in late
April, a new stock option on a January–
April—July–October quarterly cycle, the
Exchange would list the two nearest
term months (May and June) and the
next two expiration months of the cycle
(July and October). When the May series
expires, the Exchange would add
January series. When the June series
expires, the Exchange would add
August series as the next month, and
would not add April.
The Exchange believes that there is
market demand for a greater number of
expiration months. The Exchange
therefore proposes to adopt a pilot
program pursuant to which it will list
up to an additional two expiration
months, for a total of six expiration
months for each class of options open
for trading on the Exchange.5 The
proposal will become effective on a
pilot basis for a period of twelve months
to commence on the next full month
after approval is received to establish
the pilot program. Under the proposal,
the additional months listed pursuant to
the pilot program will result in four
consecutive expiration months plus two
months from the quarterly cycle. For
example, for option classes in the
January cycle that have expiration
months of June, July, October, and
January, the Exchange would
additionally list the August and
September series. For option classes in
the February quarterly cycle that have
expiration months of October,
November, February and May, the
5 CBOE does not believe that Rule 5.5.03 limits
the maximum number of expiration months that
may be listed. Rule 5.5(a) and 5.5(c) provide CBOE
with the flexibility to add additional expiration
months, which the Exchange has previously done.
By establishing the pilot program proposed in this
filing, CBOE is not limited to its existing ability.
E:\FR\FM\02NON1.SGM
02NON1
Agencies
[Federal Register Volume 75, Number 211 (Tuesday, November 2, 2010)]
[Notices]
[Pages 67417-67419]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-27588]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-63186; File No. SR-CBOE-2010-095]
Self-Regulatory Organizations; Chicago Board Options Exchange,
Incorporated; Notice of Filing and Immediate Effectiveness of Proposed
Rule Change Related to Hybrid 3.0 Classes
October 27, 2010.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(the ``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given
that on October 25, 2010, the Chicago Board Options Exchange,
Incorporated (``Exchange'' or ``CBOE'') filed with the Securities and
Exchange Commission (the ``Commission'') the proposed rule change as
described in Items I, II, and III below, which Items have been prepared
by the Exchange. The Exchange filed the proposal as a ``non-
controversial'' proposed rule change pursuant to Section
19(b)(3)(A)(iii) of the Act \3\ and Rule 19b-4(f)(6) thereunder.\4\ 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\ 15 U.S.C. 78s(b)(3)(A)(iii).
\4\ 17 CFR 240.19b-4(f)(6).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange is proposing to amend its rules that relate to the
designation of index options and options on exchange-traded funds
(``ETFs'') for trading on CBOE's Hybrid Trading System and Hybrid 3.0
Platform and eligible categories of Market-Maker participants. The text
of the proposed rule change is available on the Exchange's Web site
(https://www.cboe.org/Legal,) at the Exchange's Office of the Secretary
and at the Commission.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, 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 the
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange is proposing to amend its rules that relate to the
designation of index options and options on ETFs for trading on the
Hybrid Trading System and Hybrid 3.0 Platform. The ``Hybrid Trading
System'' refers to the Exchange's trading platform that allows Market-
Makers to submit electronic quotes in their appointed classes. The
``Hybrid 3.0 Platform'' is an electronic trading platform on the Hybrid
Trading System that allows one or more quoters to submit electronic
quotes which represent the aggregate Market-Maker quoting interest in
the series for the trading crowd.
Currently, the particular trading platform on which such an option
contract is traded and the eligible categories of Market-Maker
participants for those options are designated by the Exchange on a
class-by-class basis pursuant to Rule 8.14, Index Hybrid Trading System
Classes: Market-Maker Participants. The Exchange is now proposing to
amend this rule as it relates to classes designated for trading on the
Hybrid 3.0 Platform. Specifically, the Exchange is proposing to provide
that, for each Hybrid 3.0 class, the Exchange may determine to
authorize a group of series of the class for trading on the Hybrid
Trading System and, if that authorization is granted, the Exchange
would determine the eligible categories of Market-Maker participants
for that group of series.\5\ The Exchange would assign a Designated
Primary Market-Maker (``DPM'') or Lead Market-Maker (``LMM'') to the
group of series. Alternatively, the Exchange could determine to
designate the group of series for trading without a DPM or LMM provided
certain conditions set forth in Rule 8.14(b) are satisfied with respect
to the group of series.\6\
\5\ The Exchange would also have the authority to determine
whether to change the trading platform on which the group of series
trades and change the eligible categories of Market-Maker
participants for the group.
\6\ Specifically, the group of series could be designated to
trade on the Hybrid Trading System without a DPM or LMM provided the
following conditions, as applicable, are satisfied: (1) There are at
least four (4) Market-Makers quoting in the group of series; (2)
Each Market-Maker with an appointment in the group of series is
subject to the continuous quoting obligations imposed by CBOE Rule
8.7(d); and (3) In the event the Exchange activates request-for-
quote (``RFQ'') functionality (which has not been activated for any
class traded on the Exchange), each Market-Maker would have an
obligation to respond to that percentage of RFQs as determined by
the Exchange for the group of series subject to certain requirements
specified in Rule 8.14(b)3.
---------------------------------------------------------------------------
EXAMPLE (for illustrative purposes only): Currently options on
the Standard & Poor's 500 Index (symbol SPX) are the only class of
options traded on the Hybrid 3.0 Platform. Pursuant to the proposed
rule change, the Exchange could determine to designate all end-of-
week option series in the SPX option class for trading on the Hybrid
Trading System without a DPM or LMM.\7\ All other series of the SPX
option class could continue to be designated for trading on the
Hybrid 3.0 Platform with two rotating LMMs.
\7\ To the extent that the Exchange would determine to designate
SPX end-of-week series for trading on the Hybrid Trading System
without a DPM or LMM, certain conditions set forth in Rule 8.14(b)
would have to be satisfied, as applicable. Id.
---------------------------------------------------------------------------
When selecting series to trade on the Hybrid Trading Platform, the
Exchange intends to generally select series with common expirations or
classifications, e.g., end-of-week series or end-of-month series, short
term option series, or series that expire on a particular expiration
date. The Exchange notes that an individual series would only trade on
one trading platform at a given time, not both. What trading platform
an individual series trades on is controlled by CBOE in how the series
is set up in
[[Page 67418]]
CBOEdirect (the trading engine for the Hybrid Trading System and Hybrid
3.0 Platform). Using the example above, CBOE would change the platform
designation for SPX end-of-week series in CBOEdirect to the Hybrid
Trading System and keep the platform designation for all other SPX
series on the Hybrid 3.0 Platform. In addition, the Exchange plans to
introduce a new option symbol to denote the series that are trading on
a different platform. Using the example above, SPX end-of-week series
might trade under symbol SPXW while all other SPX series would continue
to trade under symbol SPX.
The Exchange notes that CBOE has had several trading platform
changes over the years for entire option classes (e.g., CBOE has moved
certain other option classes from the Hybrid 3.0 Platform to the Hybrid
Trading System). The move of a group of series within a class would
operate similar to the way other option class moves have operated in
the past. In this regard, the Exchange generally provides CBOE Trading
Permit Holders at least one trading day's advance notice of trading
platform changes via regulatory circular. For the initial changeover of
any SPX series that may be traded on the Hybrid Trading System,
however, the Exchange plans to give at least one week advance notice so
that Trading Permit Holders can be made aware that the platform change
would only be for a select group of series and not the whole class, and
so that the Exchange can schedule education sessions to explain the
change to Trading Permit Holders. Once the Exchange has made an initial
changeover, if we would determine to add (or remove) series from the
Hybrid Trading Platform we plan to revert back to the general approach
of providing at least one trading day's advance notice for those
subsequent changes.
The following would also apply: Market-Maker appointments would
continue to apply on a class basis, except DPM, LMM and Electronic DPM
(``e-DPM'') appointments would apply only to the group of series to
which the respective DPM, LMM or e-DPM is assigned, if applicable. In
addition, the Hybrid Trading System trading parameters (e.g.,
applicable matching algorithm parameters under Rule 6.45B, Priority and
Allocation of Trading in Index Options and Options on ETFs on the CBOE
Hybrid System; opening rotation parameters under Rule 6.2B, Hybrid
Opening System (``HOSS''); automatic execution parameters under Rule
6.13, CBOE Hybrid System's Automatic Execution Feature; Simple Auction
Liaison parameters under Rule 6.13A, Simple Auction Liaison (SAL),\8\
Hybrid Agency Liaison parameters under Rule 6.14A, Hybrid Agency
Liaison 2 (HAL2),\9\ complex order book (``COB'') and complex order
request-for-response auction (``COA'') parameters under Rule 6.53C,
Complex Orders on the Hybrid System, Automated Improvement Mechanism
parameters under Rule 6.74A, Automated Improvement Mechanism
(``AIM''),\10\ etc.) would be established by the Exchange on a group
basis, instead of on a class basis, to the extent the Exchange Rules
otherwise provide for such parameters to be established on a class
basis. Thus, using the example above, CBOE would set the trading
parameters (e.g., parameters for the matching algorithm, HOSS,
automatic execution, SAL, HAL2, COB, COA, AIM, etc.) for the SPX end-
of-week series group that would trade on the Hybrid Trading System
platform, and separately set the trading parameter for all other SPX
series that would remain on the Hybrid 3.0 platform.
---------------------------------------------------------------------------
\8\ SAL is a feature within the Hybrid System that auctions
marketable orders for price improvement over the National Best Bid
or Offer (``NBBO'').
\9\ HAL2 is a feature in the Hybrid System that provides
automated order handling in designated classes for qualifying
electronic orders that are not automated executed by the Hybrid
System.
\10\ AIM is a feature within the Hybrid System that provides
Trading Permit Holders with the ability to electronically execute
agency orders against principal interest or against a solicited
order provided the agency order is submitted for electronic
execution into an auction.
---------------------------------------------------------------------------
Finally, the Exchange is proposing to amend the text of Rule 8.14
to delete paragraph (b)(4), which is outdated and no longer applicable.
Paragraph (b)(4) contains an outdated provision related to the
Intermarket Options Linkage Plan, which has been replaced by the Plan
for the Purpose of Creating and Operating an Intermarket Option
Linkage.\11\
---------------------------------------------------------------------------
\11\ See, e.g., Securities Exchange Act Release No. 56761
(November 7, 2007), 72 FR 64094 (November 14, 2007).
---------------------------------------------------------------------------
2. Statutory Basis
The basis under the Act for this proposed rule change is the
requirement under Section 6(b)(5) \12\ that an exchange have rules that
are designed to promote just and equitable principles of trade, and 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, the Exchange believes
the proposed change would provide more flexibility to designate trading
platform and Market-Maker categories based on a group of series in a
manner that is consistent with existing CBOE rules that permit such
designations on a class basis.
---------------------------------------------------------------------------
\12\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
B. Self-Regulatory Organization's Statement on Burden on Competition
CBOE does not believe that the proposed rule change will impose any
burden on competition 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 neither solicited nor received comments on the
proposal.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing rule 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 if consistent with the protection of investors
and the public interest, provided that the self-regulatory organization
has given 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 proposed rule change has 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 such
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.
---------------------------------------------------------------------------
\13\ 15 U.S.C. 78s(b)(3)(A).
\14\ 17 CFR 240.19b-4(f)(6).
---------------------------------------------------------------------------
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an e-mail to rule-comments@sec.gov. Please include
File
[[Page 67419]]
Number SR-CBOE-2010-095 on the subject line.
Paper Comments
Send paper comments in triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange Commission, 100 F Street, NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-CBOE-2010-095. 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 CBOE. All comments received will
be posted without change; the Commission does not edit personal
identifying information from submissions. You should submit only
information that you wish to make available publicly. All submissions
should refer to File Number SR-CBOE- 2010-095 and should be submitted
on or before November 23, 2010.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\15\
---------------------------------------------------------------------------
\15\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-27588 Filed 11-1-10; 8:45 am]
BILLING CODE 8011-01-P