Self-Regulatory Organizations; BOX Options Exchange LLC; Notice of Filing and Immediate Effectiveness of a Proposal To Expand the Short Term Options Series Program, 73729-73731 [2012-29856]
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Federal Register / Vol. 77, No. 238 / Tuesday, December 11, 2012 / Notices
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 Section, 100 F Street NE.,
Washington, DC 20549–1090. Copies of
the filing will also be available for
inspection and copying at the NYSE’s
principal office and on its Internet Web
site at www.nyse.com. 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–NYSE–
2012–70 and should be submitted on or
before January 2, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.20
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–29852 Filed 12–10–12; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–68361; File No. SR–BOX–
2012–020]
Self-Regulatory Organizations; BOX
Options Exchange LLC; Notice of
Filing and Immediate Effectiveness of
a Proposal To Expand the Short Term
Options Series Program
December 5, 2012.
tkelley on DSK3SPTVN1PROD with
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 December
4, 2012, BOX Options Exchange LLC
(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 Exchange. 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
BOX Options Exchange LLC (the
‘‘Exchange’’) proposes to amend
interpretive material to Rule 5050 and to
Rule 6090 to expand the Short Term
Option Series Program. The text of the
proposed rule change is available from
the principal office of the Exchange, on
20 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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19:01 Dec 10, 2012
Jkt 229001
the Exchange’s Internet Web site at
https://boxexchange.com, 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
Exchange 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
Exchange 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 Exchange proposes to amend IM–
5050–6 to Rule 5050 and IM–6090–2 to
Rule 6090 to provide for the ability to
open up to five consecutive expirations
under the Short Term Option Series
Program (‘‘Weeklys Program’’) for
trading on BOX, to allow for the
Exchange to delist certain series in the
Weeklys Program that do not have open
interest and to expand the number of
series in the Weeklys Program under
limited circumstances when there are
no series at least 10% but not more than
30% away from the current price of the
underlying security.3
Currently, BOX may select up to 30
currently listed option classes on which
Short Term Option Series (‘‘STOS’’)
may be opened in the Weeklys Program
and BOX may also match any option
classes that are selected by other
securities exchanges that employ a
similar program under their respective
rules.4 For each option class eligible for
participation in the Weeklys Program,
the Exchange may open up to 30 STOS
for each expiration date in that class.
This proposal seeks to allow the
Exchange to open STOS for up to five
consecutive week expirations. The
Exchange intends to add a maximum of
five consecutive week expirations under
the Weeklys Program; however it will
3 The Exchange adopted the Weeklys Program on
a permanent basis on July 15, 2010. See Securities
Exchange Act Release No. 62505 (July 15, 2010), 75
FR 42792 (July 22, 2010) (SR–BX–2010–047).
4 See Securities Exchange Act Release No. 65773
(November 17, 2011), 76 FR 72490 (November 23,
2011) (SR–BX–2011–075). See also, Exchange IM–
5050–6(b)(1) and note that currently, BOX may
open Short Term Options Series that expire on the
Friday of the following business week.
PO 00000
Frm 00119
Fmt 4703
Sfmt 4703
73729
not add a STOS expiration in the same
week that a monthly options series
expires or, in the case of Quarterly
Option Series, on an expiration that
coincides with an expiration of
Quarterly Option Series on the same
class. In other words, the total number
of consecutive expirations will be five,
including any existing monthly or
quarterly expirations.5
The Exchange notes that the Weeklys
Program has been well-received by
market participants, in particular by
retail investors. The Exchange believes
that the current proposed revision to the
Weeklys Program will permit the
Exchange to meet increased demand
from BOX market participants and
provide them with the ability to hedge
in a greater number of option classes
and series.
With regard to the impact of this
proposal on system capacity, the
Exchange has analyzed its capacity and
represents that it and the Options Price
Reporting Authority have the necessary
systems capacity to handle the potential
additional traffic associated with trading
of an expanded number of expirations
that participate in the Weeklys Program.
In addition, the Exchange is
proposing to add new language to IM–
5050–6(b) and IM–6090–2(b) to allow
the Exchange, in the event that the
underlying security has moved such
that there are no series that are at least
10% above or below the current price of
the underlying security, to delist series
with no open interest in both the call
and the put series having a: (i) Strike
higher than the highest strike price with
open interest in the put and/or call
series for a given expiration month; and
(ii) strike lower than the lowest strike
price with open interest in the put and/
or the call series for a given expiration
month, so as to list series that are at
least 10% but not more than 30% above
or below the current price of the
underlying security. Further, in the
event that all existing series have open
interest and there are no series at least
10% above or below the current price of
the underlying security, the Exchange
may list additional series, in excess of
the 30 allowed currently under IM–
5050–6(b) and IM–6090–2(b) that are at
least 10% and not more than 30% above
or below the current price of the
underlying security. This change is
5 For example, if quarterly options expire week 1
and monthly options expire week 3 from now, the
proposal would allow the following expirations:
week 1 quarterly, week 2 STOS, week 3 monthly,
week 4 STOS, and week 5 STOS. If quarterly
options expire week 3 and monthly options expire
week 5, the following expirations would be
allowed: week 1 STOS, week 2 STOS, week 3
quarterly, week 4 STOS, and week 5 monthly.
E:\FR\FM\11DEN1.SGM
11DEN1
73730
Federal Register / Vol. 77, No. 238 / Tuesday, December 11, 2012 / Notices
being proposed notwithstanding the
current cap of 30 series per class under
the Weeklys Program.
The Exchange believes that it is
important to allow investors to roll
existing option positions. Ensuring that
there are always series at least 10% but
not more than 30% above or below the
current price of the underlying security
will allow investors the flexibility they
need to roll existing positions.
2. Statutory Basis
The Exchange believes that the
proposal is consistent with the
requirements of Section 6(b) of the Act,6
in general, and Section 6(b)(5) of the
Act,7 in particular, in that it is designed
to promote just and equitable principles
of trade, remove impediments to and
perfect the mechanisms of a free and
open market and a national market
system and, in general, to protect
investors and the public interest.
The Exchange believes that expanding
the Weeklys Program will result in a
continuing benefit to investors by giving
them more flexibility to closely tailor
their investment decisions and hedging
decisions in a greater number of
securities.
The Exchange also believes that
expanding the Weeklys Program will
provide the investing public and other
market participants with additional
opportunities to hedge their investment
thus allowing these investors to better
manage their risk exposure. While the
expansion of the Weeklys Program will
generate additional quote traffic, the
Exchange does not believe that this
increased traffic will become
unmanageable since the proposal
remains limited to a fixed number of
expirations.
The Exchange believes that the ability
to delist series with no open interest in
both the call and the put series will
benefit investors by devoting the current
cap in the number of series to those
series that are more closely tailored to
the investment decisions and hedging
decisions of investors.
tkelley on DSK3SPTVN1PROD with
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
VerDate Mar<15>2010
19:01 Dec 10, 2012
Jkt 229001
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
IV. Solicitation of Comments
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change does not significantly affect the
protection of investors or the public
interest, does not impose any significant
burden on competition, and, by its
terms, does not 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 8 and Rule 19b–
4(f)(6) thereunder.9
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 those of other exchanges that
have been approved by the Commission
and permit such exchanges to open up
to five consecutive expirations under
their respective STOS Programs as well
as allow for the exchanges to delist any
series in the STOS Programs that do not
have open interest and expand the
number of series per class permitted in
the STOS Programs under limited
circumstances.10 Therefore, the
Commission designates the proposal
operative upon filing.11
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
U.S.C. 78s(b)(3)(A).
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 Exchange
has satisfied this requirement.
10 See Securities Exchange Act Release Nos.
68190 (November 8, 2012) (SR–NYSEArca–2012–
95); 68191 (November 8, 2012) (SR–NYSEMKT–
2012–42).
11 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).
9 17
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. In this regard
and as indicated above, the Exchange
notes that proposal is a competitive
filing and believes this proposed rule
change is necessary to permit fair
7 15
investors, or otherwise in furtherance of
the purposes of the Act.
8 15
B. Self-Regulatory Organization’s
Statement on Burden on Competition
6 15
competition among the options
exchanges.
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Fmt 4703
Sfmt 4703
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 email to rulecomments@sec.gov. Please include File
Number SR–BOX–2012–020 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–BOX–2012–020. This file
number should be included on the
subject line if email 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
10:00 a.m. and 3:00 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–BOX–
2012–020 and should be submitted on
or before January 2, 2013.
E:\FR\FM\11DEN1.SGM
11DEN1
Federal Register / Vol. 77, No. 238 / Tuesday, December 11, 2012 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–29856 Filed 12–10–12; 8:45 am]
BILLING CODE 8011–01–P
DEPARTMENT OF STATE
[Public Notice: 8109]
30-Day Notice of Proposed Information
Collection: Application Under the
Hague Convention on the Civil Aspects
of International Child Abduction
Notice of request for public
comment and submission to OMB of
proposed collection of information.
ACTION:
The Department of State has
submitted the information collection
described below to the Office of
Management and Budget (OMB) for
approval. In accordance with the
Paperwork Reduction Act of 1995 we
are requesting comments on this
collection from all interested
individuals and organizations. The
purpose of this Notice is to allow 30
days for public comment.
DATES: Submit comments directly to
the Office of Management and Budget
(OMB) up to January 10, 2013.
ADDRESSES: Direct comments to the
Department of State Desk Officer in the
Office of Information and Regulatory
Affairs at the Office of Management and
Budget (OMB). You may submit
comments by the following methods:
• Email:
oira_submission@omb.eop.gov. You
must include the DS form number,
information collection title, and the
OMB control number in the subject line
of your message.
• Fax: 202–395–5806. Attention: Desk
Officer for Department of State.
FOR FURTHER INFORMATION CONTACT:
Direct requests for additional
information regarding the collection
listed in this notice, including requests
for copies of the proposed collection
instrument and supporting documents,
to Derek A. Rivers, Bureau of Consular
Affairs, Overseas Citizens Services (CA/
OCS/L), U.S. Department of State, SA–
29, 4th Floor, Washington, DC 20520 or
at CA-OCS-L@state.gov.
SUPPLEMENTARY INFORMATION:
• Title of Information Collection:
Application Under the Hague
Convention on the Civil Aspects of
International Child Abduction.
• OMB Control Number: 1405–0076.
tkelley on DSK3SPTVN1PROD with
SUMMARY:
12 17
CFR 200.30–3(a)(12).
VerDate Mar<15>2010
19:01 Dec 10, 2012
Jkt 229001
• Type of Request: Extension.
• Originating Office: CA/OCS/L.
• Form Number: DS–3013, 3013–s.
• Respondents: Person seeking return
of or access to child.
• Estimated Number of Respondents:
300.
• Estimated Number of Responses:
300.
• Average Time per Response: 1 hour.
• Total Estimated Burden Time: 300
hours.
• Frequency: On Occasion.
• Obligation To Respond: Voluntary.
We are soliciting public comments to
permit the Department to:
• Evaluate whether the proposed
information collection is necessary for
the proper functions of the Department.
• Evaluate the accuracy of our
estimate of the time and cost burden for
this proposed collection, including the
validity of the methodology and
assumptions used.
• Enhance the quality, utility, and
clarity of the information to be
collected.
• Minimize the reporting burden on
those who are to respond, including the
use of automated collection techniques
or other forms of information
technology.
Please note that comments submitted
in response to this Notice are public
record. Before including any detailed
personal information, you should be
aware that your comments as submitted,
including your personal information,
will be available for public review.
Abstract of proposed collection: The
Application Under the Hague
Convention on the Civil Aspects of
International Child Abduction (DS–3013
and DS 3013–s) is used by parents or
legal guardians who are asking the State
Department’s assistance in seeking the
return of, or access to, a child or
children alleged to have been
wrongfully removed from or retained
outside of the child’s habitual residence
and currently located in another country
that is also party to the Hague
Convention on the Civil Aspects of
International Child Abduction. The
application requests information
regarding the identities of the applicant,
the child or children, and the person
alleged to have wrongfully removed or
retained the child or children. In
addition, the application requires that
the applicant provide the circumstances
of the alleged wrongful removal or
retention and the legal justification for
the request for return or access. The
State Department, as the U.S. Central
Authority, uses this information to
establish, if possible, the applicants’
claims under the Convention; to advise
applicants about available remedies
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Frm 00121
Fmt 4703
Sfmt 4703
73731
under the Convention; and to provide
the information necessary to the foreign
Central Authority in its efforts to locate
the child or children, and to facilitate
return of or access to the child or
children pursuant to the Convention. 42
U.S.C. 11608 is one of the main legal
authorities that permit the Department
to use this form.
Methodology: The completed form
DS–3013 and DS 3013–s may be
submitted to the Office of Children’s
Issues by mail, by fax, or electronically
accessed through www.travel.state.gov.
Dated: November 16, 2012.
Michelle Bernier-Toth,
Managing Director, Bureau of Consular
Affairs, Overseas Citizen Services,
Department of State.
[FR Doc. 2012–29867 Filed 12–10–12; 8:45 am]
BILLING CODE 4710–05–P
DEPARTMENT OF STATE
[Public Notice 8108]
Culturally Significant Objects Imported
for Exhibition Determinations:
‘‘Masterpieces of the Joseon Dynasty
From the National Museum of Korea’’
Notice is hereby given of the
following determinations: Pursuant to
the authority vested in me by the Act of
October 19, 1965 (79 Stat. 985; 22 U.S.C.
2459), Executive Order 12047 of March
27, 1978, the Foreign Affairs Reform and
Restructuring Act of 1998 (112 Stat.
2681, et seq.; 22 U.S.C. 6501 note, et
seq.), Delegation of Authority No. 234 of
October 1, 1999, and Delegation of
Authority No. 236–3 of August 28, 2000
(and, as appropriate, Delegation of
Authority No. 257 of April 15, 2003), I
hereby determine that the objects to be
included in the exhibition
‘‘Masterpieces of the Joseon Dynasty
from the National Museum of Korea,’’
imported from abroad for temporary
exhibition within the United States, are
of cultural significance. The objects are
imported pursuant to loan agreements
with the foreign owners or custodians.
I also determine that the exhibition or
display of the exhibit objects at The Los
Angeles County Museum of Art in Los
Angeles, California in two rotations
from on or about January 24, 2013 until
on or about July 28, 2013, and at
possible additional exhibitions or
venues yet to be determined, is in the
national interest. I have ordered that
Public Notice of these Determinations
be published in the Federal Register.
FOR FURTHER INFORMATION CONTACT: For
further information, including a list of
the exhibit objects, contact Ona M.
Hahs, Attorney-Adviser, Office of the
SUMMARY:
E:\FR\FM\11DEN1.SGM
11DEN1
Agencies
[Federal Register Volume 77, Number 238 (Tuesday, December 11, 2012)]
[Notices]
[Pages 73729-73731]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-29856]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-68361; File No. SR-BOX-2012-020]
Self-Regulatory Organizations; BOX Options Exchange LLC; Notice
of Filing and Immediate Effectiveness of a Proposal To Expand the Short
Term Options Series Program
December 5, 2012.
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 December 4, 2012, BOX Options Exchange LLC (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 Exchange. 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.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
BOX Options Exchange LLC (the ``Exchange'') proposes to amend
interpretive material to Rule 5050 and to Rule 6090 to expand the Short
Term Option Series Program. The text of the proposed rule change is
available from the principal office of the Exchange, on the Exchange's
Internet Web site at https://boxexchange.com, 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 Exchange 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 Exchange 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 Exchange proposes to amend IM-5050-6 to Rule 5050 and IM-6090-2
to Rule 6090 to provide for the ability to open up to five consecutive
expirations under the Short Term Option Series Program (``Weeklys
Program'') for trading on BOX, to allow for the Exchange to delist
certain series in the Weeklys Program that do not have open interest
and to expand the number of series in the Weeklys Program under limited
circumstances when there are no series at least 10% but not more than
30% away from the current price of the underlying security.\3\
---------------------------------------------------------------------------
\3\ The Exchange adopted the Weeklys Program on a permanent
basis on July 15, 2010. See Securities Exchange Act Release No.
62505 (July 15, 2010), 75 FR 42792 (July 22, 2010) (SR-BX-2010-047).
---------------------------------------------------------------------------
Currently, BOX may select up to 30 currently listed option classes
on which Short Term Option Series (``STOS'') may be opened in the
Weeklys Program and BOX may also match any option classes that are
selected by other securities exchanges that employ a similar program
under their respective rules.\4\ For each option class eligible for
participation in the Weeklys Program, the Exchange may open up to 30
STOS for each expiration date in that class.
---------------------------------------------------------------------------
\4\ See Securities Exchange Act Release No. 65773 (November 17,
2011), 76 FR 72490 (November 23, 2011) (SR-BX-2011-075). See also,
Exchange IM-5050-6(b)(1) and note that currently, BOX may open Short
Term Options Series that expire on the Friday of the following
business week.
---------------------------------------------------------------------------
This proposal seeks to allow the Exchange to open STOS for up to
five consecutive week expirations. The Exchange intends to add a
maximum of five consecutive week expirations under the Weeklys Program;
however it will not add a STOS expiration in the same week that a
monthly options series expires or, in the case of Quarterly Option
Series, on an expiration that coincides with an expiration of Quarterly
Option Series on the same class. In other words, the total number of
consecutive expirations will be five, including any existing monthly or
quarterly expirations.\5\
---------------------------------------------------------------------------
\5\ For example, if quarterly options expire week 1 and monthly
options expire week 3 from now, the proposal would allow the
following expirations: week 1 quarterly, week 2 STOS, week 3
monthly, week 4 STOS, and week 5 STOS. If quarterly options expire
week 3 and monthly options expire week 5, the following expirations
would be allowed: week 1 STOS, week 2 STOS, week 3 quarterly, week 4
STOS, and week 5 monthly.
---------------------------------------------------------------------------
The Exchange notes that the Weeklys Program has been well-received
by market participants, in particular by retail investors. The Exchange
believes that the current proposed revision to the Weeklys Program will
permit the Exchange to meet increased demand from BOX market
participants and provide them with the ability to hedge in a greater
number of option classes and series.
With regard to the impact of this proposal on system capacity, the
Exchange has analyzed its capacity and represents that it and the
Options Price Reporting Authority have the necessary systems capacity
to handle the potential additional traffic associated with trading of
an expanded number of expirations that participate in the Weeklys
Program.
In addition, the Exchange is proposing to add new language to IM-
5050-6(b) and IM-6090-2(b) to allow the Exchange, in the event that the
underlying security has moved such that there are no series that are at
least 10% above or below the current price of the underlying security,
to delist series with no open interest in both the call and the put
series having a: (i) Strike higher than the highest strike price with
open interest in the put and/or call series for a given expiration
month; and (ii) strike lower than the lowest strike price with open
interest in the put and/or the call series for a given expiration
month, so as to list series that are at least 10% but not more than 30%
above or below the current price of the underlying security. Further,
in the event that all existing series have open interest and there are
no series at least 10% above or below the current price of the
underlying security, the Exchange may list additional series, in excess
of the 30 allowed currently under IM-5050-6(b) and IM-6090-2(b) that
are at least 10% and not more than 30% above or below the current price
of the underlying security. This change is
[[Page 73730]]
being proposed notwithstanding the current cap of 30 series per class
under the Weeklys Program.
The Exchange believes that it is important to allow investors to
roll existing option positions. Ensuring that there are always series
at least 10% but not more than 30% above or below the current price of
the underlying security will allow investors the flexibility they need
to roll existing positions.
2. Statutory Basis
The Exchange believes that the proposal is consistent with the
requirements of Section 6(b) of the Act,\6\ in general, and Section
6(b)(5) of the Act,\7\ in particular, in that it is designed to promote
just and equitable principles of trade, remove impediments to and
perfect the mechanisms of a free and open market and a national market
system and, in general, to protect investors and the public interest.
---------------------------------------------------------------------------
\6\ 15 U.S.C. 78f(b).
\7\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
The Exchange believes that expanding the Weeklys Program will
result in a continuing benefit to investors by giving them more
flexibility to closely tailor their investment decisions and hedging
decisions in a greater number of securities.
The Exchange also believes that expanding the Weeklys Program will
provide the investing public and other market participants with
additional opportunities to hedge their investment thus allowing these
investors to better manage their risk exposure. While the expansion of
the Weeklys Program will generate additional quote traffic, the
Exchange does not believe that this increased traffic will become
unmanageable since the proposal remains limited to a fixed number of
expirations.
The Exchange believes that the ability to delist series with no
open interest in both the call and the put series will benefit
investors by devoting the current cap in the number of series to those
series that are more closely tailored to the investment decisions and
hedging decisions of investors.
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. In this regard and as indicated
above, the Exchange notes that proposal is a competitive filing and
believes this proposed rule change is necessary to permit fair
competition among the options exchanges.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were either solicited or received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change does not significantly
affect the protection of investors or the public interest, does not
impose any significant burden on competition, and, by its terms, does
not 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 \8\ and Rule 19b-
4(f)(6) thereunder.\9\
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\8\ 15 U.S.C. 78s(b)(3)(A).
\9\ 17 CFR 240.19b-4(f)(6). 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
Exchange has satisfied this requirement.
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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 those of
other exchanges that have been approved by the Commission and permit
such exchanges to open up to five consecutive expirations under their
respective STOS Programs as well as allow for the exchanges to delist
any series in the STOS Programs that do not have open interest and
expand the number of series per class permitted in the STOS Programs
under limited circumstances.\10\ Therefore, the Commission designates
the proposal operative upon filing.\11\
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\10\ See Securities Exchange Act Release Nos. 68190 (November 8,
2012) (SR-NYSEArca-2012-95); 68191 (November 8, 2012) (SR-NYSEMKT-
2012-42).
\11\ 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 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 email to rule-comments@sec.gov. Please include
File Number SR-BOX-2012-020 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-BOX-2012-020. This file
number should be included on the subject line if email 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
10:00 a.m. and 3:00 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-BOX-2012-020 and should be
submitted on or before January 2, 2013.
[[Page 73731]]
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\12\
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\12\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-29856 Filed 12-10-12; 8:45 am]
BILLING CODE 8011-01-P