Sunshine Act Meeting, 35491 [2011-15271]
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Federal Register / Vol. 76, No. 117 / Friday, June 17, 2011 / Notices
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location.
RECORD ACCESS PROCEDURES:
The subject matter of the Closed
Meeting scheduled for Thursday, June
23, 2011 will be:
Institution and settlement of injunctive
actions;
Institution and settlement of
administrative proceedings; and
Other matters relating to enforcement
proceedings.
At times, changes in Commission
priorities require alterations in the
scheduling of meeting items.
For further information and to
ascertain what, if any, matters have been
added, deleted or postponed, please
contact: The Office of the Secretary at
(202) 551–5400.
Requests for access must be made in
accordance with the Notification
Procedure above and USPS Privacy Act
regulations regarding access to records
and verification of identity under 39
CFR 266.6.
Dated: June 15, 2011.
Elizabeth M. Murphy,
Secretary.
CONTESTING RECORD PROCEDURES:
[FR Doc. 2011–15271 Filed 6–15–11; 4:15 pm]
See Notification Procedure and
Record Access Procedures above.
BILLING CODE 8011–01–P
RECORD SOURCE CATEGORIES:
SECURITIES AND EXCHANGE
COMMISSION
Employees, subject individuals,
former employers, and other systems of
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[END DOCUMENT]
Stanley F. Mires,
Chief Counsel, Legislative.
[FR Doc. 2011–15038 Filed 6–16–11; 8:45 am]
Release No. 34–64653; File No. SR–CBOE–
2011–041
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Inc.; Order Granting Approval of
Proposed Rule Change Establishing
Qualified Contingent Cross Orders
BILLING CODE 7710–12–P
June 13, 2011.
I. Introduction
SECURITIES AND EXCHANGE
COMMISSION
emcdonald on DSK2BSOYB1PROD with NOTICES
Sunshine Act Meeting
Notice is hereby given, pursuant to
the provisions of the Government in the
Sunshine Act, Public Law 94–409, that
the Securities and Exchange
Commission will hold a Closed Meeting
on Thursday, June 23, 2011 at 2 p.m.
Commissioners, Counsel to the
Commissioners, the Secretary to the
Commission, and recording secretaries
will attend the Closed Meeting. Certain
staff members who have an interest in
the matters also may be present.
The General Counsel of the
Commission, or his designee, has
certified that, in his opinion, one or
more of the exemptions set forth in 5
U.S.C. 552b(c)(3), (5), (7), 9(B) and (10)
and 17 CFR 200.402(a)(3), (5), (7), 9(ii)
and (10), permit consideration of the
scheduled matters at the Closed
Meeting.
Commissioner Paredes, as duty
officer, voted to consider the items
listed for the Closed Meeting in a closed
session.
VerDate Mar<15>2010
17:39 Jun 16, 2011
Jkt 223001
On April 18, 2011, the Chicago Board
Options Exchange, Inc. (‘‘CBOE’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’), pursuant to Section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’) 1 and Rule 19b–4
thereunder,2 a proposed rule change to
establish qualified contingent cross
orders (‘‘QCC Order’’). The proposed
rule change was published in the
Federal Register on May 4, 2011.3 The
Commission received four comments on
the proposal.4 CBOE submitted a
comment response letter on June 6,
2011.5 This order grants approval of the
proposed rule change.
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 64354
(April 27, 2011), 76 FR 25392 (‘‘Notice’’).
4 See Letters to Elizabeth M. Murphy, Secretary,
Commission, from Martin Galivan, dated May 4,
2011(‘‘Galivan Letter’’); Ron March, dated May 4,
2011 (‘‘March Letter’’); Jesse L. Stamer, dated May
8, 2011 (‘‘Stamer Letter’’); and Michael J. Simon,
Secretary, International Securities Exchange
(‘‘ISE’’), dated May 27, 2011 (‘‘ISE Letter’’).
5 See Letter to Elizabeth M. Murphy, Secretary,
Commission, from Jennifer M. Lamie, Assistant
2 17
PO 00000
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35491
II. Description of the Proposal
CBOE proposes to amend CBOE Rule
6.53 to adopt rules related to a new QCC
Order type that will be available to
CBOE Trading Permit Holders
(‘‘TPHs’’).6 CBOE Rule 6.53 would
permit QCC Orders to be submitted
electronically from either on or off the
floor through the CBOE Hybrid Trading
System. The QCC Order would permit a
TPH to cross the options leg(s) of a
qualified contingent trade (‘‘QCT’’) 7 in
a Regulation NMS stock, on CBOE
immediately without exposure if the
order is: (i) For at least 1,000 contracts;
(ii) is part of a QCT; 8 (iii) is executed
at a price at least equal to the national
best bid or offer (‘‘NBBO’’); and (iv)
there are no public customer orders
resting in the Exchange’s electronic
book at the same price. Specifically, the
QCC Order type would permit TPHs to
provide their customers a net price for
the stock-option trade, and then allow
the TPH to execute the options leg(s) of
the trade on CBOE at a price at least
equal to the NBBO while using the QCT
exemption to effect the trade in the
General Counsel, CBOE, dated June 6, 2011 (‘‘CBOE
Response Letter’’).
6 In the Notice, the Exchange states that the
proposal will permit CBOE to remain competitive
with ISE, which has a QCC Order type that is
submitted from off the floor, and other options
exchanges that may adopt a similar order type. See
Notice, supra note 3, at 25393.
7 The Commission has granted an exemption for
QCTs that meet certain requirements from Rule
611(a) of Regulation NMS, 17 CFR 242.611(a). See
Securities Exchange Act Release No. 57620 (April
4, 2008), 73 FR 19271 (April 9, 2008) (‘‘QCT
Release,’’ which supersedes a release initially
granting the QCT exemption, Securities Exchange
Act Release No. 54389 (August 31, 2006), 71 FR
52829 (September 7, 2006) (‘‘Original QCT
Release’’)).
8 CBOE is proposing to define a qualified
contingent cross trade substantively identical to the
Commission’s definition in the QCT Release. A
qualified contingent cross trade must meet the
following conditions: (i) At least one component
must be an NMS stock, as defined in Rule 600 of
Regulation NMS, 17 CFR 242.600; (ii) all
components must be effected with a product or
price contingency that either has been agreed to by
all the respective counterparties or arranged for by
a broker-dealer as principal or agent; (iii) the
execution of one component must be contingent
upon the execution of all other components at or
near the same time; (iv) the specific relationship
between the component orders (e.g., the spread
between the prices of the component orders) is
determined by the time the contingent order is
placed; (v) the component orders must bear a
derivative relationship to one another, represent
different classes of shares of the same issuer, or
involve the securities of participants in mergers or
with intentions to merge that have been announced
or cancelled; and (vi) the transaction must be fully
hedged (without regard to any prior existing
position) as a result of other components of the
contingent trade. Consistent with the QCT Release,
TPHs would be required to demonstrate that the
transaction is fully hedged using reasonable riskvaluation methodologies. See QCT Release, supra
note 7, at footnote 9.
E:\FR\FM\17JNN1.SGM
17JNN1
Agencies
[Federal Register Volume 76, Number 117 (Friday, June 17, 2011)]
[Notices]
[Page 35491]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2011-15271]
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SECURITIES AND EXCHANGE COMMISSION
Sunshine Act Meeting
Notice is hereby given, pursuant to the provisions of the
Government in the Sunshine Act, Public Law 94-409, that the Securities
and Exchange Commission will hold a Closed Meeting on Thursday, June
23, 2011 at 2 p.m.
Commissioners, Counsel to the Commissioners, the Secretary to the
Commission, and recording secretaries will attend the Closed Meeting.
Certain staff members who have an interest in the matters also may be
present.
The General Counsel of the Commission, or his designee, has
certified that, in his opinion, one or more of the exemptions set forth
in 5 U.S.C. 552b(c)(3), (5), (7), 9(B) and (10) and 17 CFR
200.402(a)(3), (5), (7), 9(ii) and (10), permit consideration of the
scheduled matters at the Closed Meeting.
Commissioner Paredes, as duty officer, voted to consider the items
listed for the Closed Meeting in a closed session.
The subject matter of the Closed Meeting scheduled for Thursday,
June 23, 2011 will be:
Institution and settlement of injunctive actions;
Institution and settlement of administrative proceedings; and
Other matters relating to enforcement proceedings.
At times, changes in Commission priorities require alterations in
the scheduling of meeting items.
For further information and to ascertain what, if any, matters have
been added, deleted or postponed, please contact: The Office of the
Secretary at (202) 551-5400.
Dated: June 15, 2011.
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011-15271 Filed 6-15-11; 4:15 pm]
BILLING CODE 8011-01-P