Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to Long-Term Index Options, 15073-15075 [2013-05417]
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Federal Register / Vol. 78, No. 46 / Friday, March 8, 2013 / Notices
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–
NYSEMKT–2013–10 and should be
submitted on or before March 29, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.31
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–05419 Filed 3–7–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–69031; File No. SR–Phlx–
2013–18]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Relating to
Long-Term Index Options
1101A (Terms of Option Contracts) to
clarify that long-term index options
series (‘‘long-term options series’’) must
have a term of not less than nine months
to expiration,3 and to reflect that certain
rules will not apply to such long-term
options series until the time to
expiration is less than nine months.
The Exchange requests that the
Commission waive the 30-day operative
delay period contained in Exchange Act
Rule 19b–4(f)(6)(iii).4
The text of the proposed rule change
is available on the Exchange’s Web site
at https://
nasdaqomxphlx.cchwallstreet.com, at
the principal office of the Exchange, and
at the Commission’s Public Reference
Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and the
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 the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1, and Rule 19b–4 2 thereunder,
notice is hereby given that on February
20, 2013, NASDAQ OMX PHLX LLC
(‘‘Phlx’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘SEC’’ or ‘‘Commission’’) the proposed
rule change as described in Items I, II,
and III, 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.
mstockstill on DSK4VPTVN1PROD with NOTICES
March 4, 2013.
The purpose of the proposed rule
change is to amend subsection (b) of
Rule 1101A to clarify that long-term
options series must have a term of not
less than nine months to expiration, and
to reflect that certain rules will not
apply to such long-term options series
until the time to expiration is less than
nine months. These changes are
proposed to the limited extent needed to
make subsection (b) regarding long-term
options series consistent with the
established rule language of Chicago
Board Options Exchange, Inc. (‘‘CBOE’’)
(e.g. CBOE Rule 24.9 regarding
LEAPS 5), as well as with the
established rule language of the
Exchange (e.g. Rule 1012 regarding long-
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
The Exchange is filing with the
Commission a proposal to amend
Exchange Rule 1101A (Terms of Option
Contracts) to amend Exchange Rule
31 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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3 In addition to a term of not less than nine
months, long-term options series may have up to 60
months to expiration. Rule 1101A.
4 17 CFR 240.19b–4(f)(6)(iii).
5 CBOE refers to long-term options series as
LEAPS, or Long-Term Equity Anticipation
Securities.
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15073
term equity and exchange traded fund
(‘‘ETF’’) options).
The Exchange believes that its
proposal is proper, and indeed
desirable, in light of its objective to
continue to harmonize the listing rules
for options products offered for trading
on the Exchange, particularly in light of
the symbiotic hedging and trading
relationship between index options and
other option classes on Phlx, such as
stock and ETF options, as well as with
options classes on other options
exchanges.
Rule 1101A has been developed to
discuss, among other things, when and
how the Exchange may open months
and series (including long-term series)
in classes of index options that have
been approved for listing and trading on
the Exchange. The rule also discusses
the price intervals for index option
products that include quarterly options,
short term options, and currency
options. Rule 1101A(b) indicates how
the Exchange initially fixes expiration
months and series in index options.
Rule 1101A(b) currently states that at
the commencement of trading on the
Exchange of a particular class of stock
index options, the Exchange will open
at least one expiration month and series
for each class of options open for
trading on the Exchange.6 The proposal
to open at least one month and one
series of index options was filed and
approved almost two years ago,7 in large
part in the recognition that trading and
hedging strategies work most efficiently
across various types of option classes
trading on the Exchange (e.g. equity
options and index options) when the
rules for these classes are in sync. This
proposal is a continuation of the
6 Rule 1101A(b) states, in relevant part: (b) After
a particular class of stock index options has been
approved for listing and trading on the Exchange,
the Exchange shall from time to time open for
trading series of options therein. Within each
approved class of stock index options, the Exchange
shall open for trading a minimum of one expiration
month and series for each class of approved stock
index options and/or series of options having up to
60 months to expiration (‘‘long-term options
series’’) as provided in subparagraph (b)(iii). Prior
to the opening of trading in any series of stock
index options, the Exchange shall fix the expiration
month and exercise price of option contracts
included in each such series.
7 See Securities Exchange Act Release No. 64741
(June 24, 2011), 76 FR 38444 (June 30, 2011)(order
approving SR–Phlx–2011–65). To further conform
its equity and index option rules, in the filing the
Exchange also deleted obsolete references to
consecutive month and cycle month series in Rule
1101A and added language to state that it may open
additional option series when the Exchange deems
it necessary to maintain an orderly market, to meet
customer demand or when the market price of the
underlying stock moves more than five strike prices
from the initial exercise price or prices.
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Federal Register / Vol. 78, No. 46 / Friday, March 8, 2013 / Notices
mstockstill on DSK4VPTVN1PROD with NOTICES
Exchange’s efforts to conform its options
rules.
Rule 1101A(b)(iii) states that longterm options series have a maximum
term of up to 60 months to expiration.
The Exchange proposes language in
subsection (b)(iii) to also establish a
minimum term of not less than nine
months to expiration for long-term
options series. The Exchange
incorporates the long-term options
series definition provided in (b)(iii) into
subsection (b) to indicate the nine
month floor and 60 month ceiling of
long-term options series, just as it does
in (b)(iii), while deleting obsolete
language. The Exchange believes that
this is proper and desirable. First, it
conforms subsection (b) and (b)(iii)
where they refer to long-term options
series. Second, it establishes a floor for
long-term options series, as is done in
CBOE Rule 24.9.8 Third, it deletes
language referring to expiration cycle
that is not needed in light of the
definition of long-term options
clarifying their minimum and maximum
term. The Exchange believes that, in
addition to conforming Rule 1101A
internally as well as with CBOE Rule
24.9, the proposed change negates
potential confusion by clearly indicating
what a long-term options series is in
regard to index options.
In addition, the Exchange proposes
new language in Rule 1101A(b)(iii) to
indicate that strike price interval, bid/
ask differential and continuity rules
shall not apply to options series until
the time to expiration is less than nine
months (that is, until such time that
they are no longer long-term options).
This is a concept that is clearly
established on the Exchange as well as
on other options exchanges. First, the
proposed new language directly keys in
to the nine month floor for long-term
options series that is established in
subparagraphs (b) and (b)(iii). Second,
the proposed language regarding nonapplicability of intervals, differentials,
and continuity rules until expiration
time is less than nine months is
identical to the language found in Rule
1012(a)(i)(D), which deals with longterm equity and ETF options.9 Intervals,
differentials, and continuity rules are
equally not germane to long-term index
options as to long-term equity and ETF
8 Consistently with their rule sets, CBOE
establishes the minimum floor at twelve months
while Phlx establishes the floor at nine months. See
infra note 10.
9 While Rule 1101A is the listing rule for regular
and long-term index options, Rule 1012 is the
equivalent listing rule for regular and long-term
equity and ETF options. The Exchange notes that
NYSE Arca (‘‘Arca’’) Rule 6.4 establishes, like Phlx
Rule 1012, a nine month floor for long-term equity
and ETF options (which Arca refers to as LEAPS).
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options. That is, index options are no
different from equity and ETF options in
respect of the non-applicability of these
three items until expiration time is less
that nine months, and should, therefore,
have similar rules. And third, the
proposed language is similar to the
language found in CBOE Rule
24.9(b)(1)(A).10
The Exchange believes that
clarification of its rules to harmonize
them across various option classes on
Phlx, and other options exchanges,
would allow more precise tailoring of
hedging and trading opportunities and
would thereby be beneficial to the
Exchange and its traders, market
participants, and public investors in
general.
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with the Act
and the rules and regulations
thereunder, including the requirements
of Section 6(b) of the Act.11 In
particular, the Exchange believes the
proposed rule change is consistent with
the Section 6(b)(5)12 requirements that
the rules of an exchange be designed to
promote just and equitable principles of
trade, to prevent fraudulent and
manipulative acts, to foster cooperation
and coordination with persons engaged
in facilitating transactions in securities,
to remove impediments to and to perfect
the mechanism for a free and open
market and a national market system,
and, in general, to protect investors and
the public interest. The Exchange
proposes to clarify that it may list longterm options series that have not less
than nine months to expiration, and that
strike price interval, bid/ask differential
and continuity rules shall not apply to
such options series until the time to
expiration is less than nine months.
This would harmonize the Exchange’s
rules internally as well as with the rules
of another options exchange, namely
CBOE. The Exchange believes this
would eliminate potential confusion
about competitive long term-index
options listing opportunities on the
Exchange, would allow better hedging
and trading opportunities and
efficiency, and would be beneficial to
the Exchange and its traders, market
participants, and public investors in
general.
10 While
the minimum term for long-term index
options is stated in CBOE Rule 24.9(b)(1)(A) as
twelve months and in Rule 1101A(b)(iii) as nine
months, these times are internally consistent within
the respective CBOE and Phlx rule sets.
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
This proposed rule change does not
impose any burden on competition that
is not necessary or appropriate in
furtherance of the purposes of the Act.
To the contrary, the Exchange believes
the proposal is pro-competitive. The
rule change clarifies the Exchange’s
long-term index options rules and
thereby allows it to more effectively
compete with other exchanges in terms
of long-term index options products.
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: (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) 13 of the Act and Rule 19b–
4(f)(6)(iii) 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 (iii) [sic] 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 rulecomments@sec.gov. Please include File
13 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6)(iii). 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
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Federal Register / Vol. 78, No. 46 / Friday, March 8, 2013 / Notices
SECURITIES AND EXCHANGE
COMMISSION
Number SR–Phlx–2013–18 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–Phlx–2013–18. 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 on official business
days between the hours of 10:00 a.m.
and 3:00 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
available publicly. All submissions
should refer to File Number SR–Phlx–
2013–18, and should be submitted on or
before March 29, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–05417 Filed 3–7–13; 8:45 am]
mstockstill on DSK4VPTVN1PROD with NOTICES
BILLING CODE 8011–01–P
15075
after June 30, 2013, must establish an
internal audit function prior to listing.
*
*
*
*
*
[Release No. 34–69030; File No. SR–
NASDAQ–2013–032]
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.
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing of Proposed Rule Change To
Require That Listed Companies Have
an Internal Audit Function
March 4, 2013.
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 February
20, 2013, The NASDAQ Stock Market
LLC (‘‘Nasdaq’’ or ‘‘Exchange’’) filed
with the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III 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
The Exchange proposes to require that
listed companies establish and maintain
an internal audit function. The text of
the proposed rule change is below.
Proposed new language is in italics.3
*
*
*
*
*
5645. Internal Audit Function
Each Company must establish and
maintain an internal audit function to
provide management and the audit
committee with ongoing assessments of
the Company’s risk management
processes and system of internal
control. The Company may choose to
outsource this function to a third party
service provider other than its
independent auditor. The audit
committee must meet periodically with
the internal auditors (or other personnel
responsible for this function) and assist
the Board in its oversight of the
performance of this function. The audit
committee should also discuss with the
outside auditor the responsibilities,
budget and staffing of the internal audit
function.
A Company listed on Nasdaq on or
before June 30, 2013, must establish an
internal audit function by no later than
December 31, 2013. A Company listed
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 Changes are marked to the rule text that appears
in the electronic manual of Nasdaq found at https://
nasdaqomx.cchwallstreet.com.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
Nasdaq proposes to adopt a new rule
to require all listed companies to
establish and maintain an internal audit
function.4 The purpose of the rule is to
ensure that listed companies have a
mechanism in place to regularly review
and assess their system of internal
control and, thereby, to identify any
weaknesses and develop appropriate
remedial measures. The rule is also
intended to make sure that the listed
company’s management and audit
committee are provided with ongoing
information about risk management
processes and the system of internal
control. Nasdaq also believes that the
rule will assist listed companies’ efforts
to comply with their obligations under
federal securities law, including but not
limited to Rules 13a–15 and 15d–15
under the Act, which require most
companies to maintain and to evaluate,
with the participation of their principal
executive and principal financial
officers, or persons performing similar
functions, the effectiveness of the
internal control over financial
reporting.5
To preserve flexibility, listed
companies may choose to outsource this
function to a third party service
provider other than their independent
auditor. However, in all instances, the
audit committee has sole responsibility
to oversee the internal audit function
and cannot allocate or delegate this
responsibility to another board
committee.
1 15
2 17
15 17
CFR 200.30–3(a)(12).
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4 The New York Stock Exchange, in Listed
Company Manual Section 303A.07(c), has a similar
requirement.
5 17 CFR 240.13a–15 and 240.15d–15.
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Agencies
[Federal Register Volume 78, Number 46 (Friday, March 8, 2013)]
[Notices]
[Pages 15073-15075]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-05417]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-69031; File No. SR-Phlx-2013-18]
Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change Relating to
Long-Term Index Options
March 4, 2013.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act''),\1\, and Rule 19b-4 \2\ thereunder, notice is hereby given
that on February 20, 2013, NASDAQ OMX PHLX LLC (``Phlx'' or
``Exchange'') filed with the Securities and Exchange Commission
(``SEC'' or ``Commission'') the proposed rule change as described in
Items I, II, and III, 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 the
Substance of the Proposed Rule Change
The Exchange is filing with the Commission a proposal to amend
Exchange Rule 1101A (Terms of Option Contracts) to amend Exchange Rule
1101A (Terms of Option Contracts) to clarify that long-term index
options series (``long-term options series'') must have a term of not
less than nine months to expiration,\3\ and to reflect that certain
rules will not apply to such long-term options series until the time to
expiration is less than nine months.
---------------------------------------------------------------------------
\3\ In addition to a term of not less than nine months, long-
term options series may have up to 60 months to expiration. Rule
1101A.
---------------------------------------------------------------------------
The Exchange requests that the Commission waive the 30-day
operative delay period contained in Exchange Act Rule 19b-
4(f)(6)(iii).\4\
---------------------------------------------------------------------------
\4\ 17 CFR 240.19b-4(f)(6)(iii).
---------------------------------------------------------------------------
The text of the proposed rule change is available on the Exchange's
Web site at https://nasdaqomxphlx.cchwallstreet.com, at the principal
office of the Exchange, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and the
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 the
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of the proposed rule change is to amend subsection (b)
of Rule 1101A to clarify that long-term options series must have a term
of not less than nine months to expiration, and to reflect that certain
rules will not apply to such long-term options series until the time to
expiration is less than nine months. These changes are proposed to the
limited extent needed to make subsection (b) regarding long-term
options series consistent with the established rule language of Chicago
Board Options Exchange, Inc. (``CBOE'') (e.g. CBOE Rule 24.9 regarding
LEAPS \5\), as well as with the established rule language of the
Exchange (e.g. Rule 1012 regarding long-term equity and exchange traded
fund (``ETF'') options).
---------------------------------------------------------------------------
\5\ CBOE refers to long-term options series as LEAPS, or Long-
Term Equity Anticipation Securities.
---------------------------------------------------------------------------
The Exchange believes that its proposal is proper, and indeed
desirable, in light of its objective to continue to harmonize the
listing rules for options products offered for trading on the Exchange,
particularly in light of the symbiotic hedging and trading relationship
between index options and other option classes on Phlx, such as stock
and ETF options, as well as with options classes on other options
exchanges.
Rule 1101A has been developed to discuss, among other things, when
and how the Exchange may open months and series (including long-term
series) in classes of index options that have been approved for listing
and trading on the Exchange. The rule also discusses the price
intervals for index option products that include quarterly options,
short term options, and currency options. Rule 1101A(b) indicates how
the Exchange initially fixes expiration months and series in index
options.
Rule 1101A(b) currently states that at the commencement of trading
on the Exchange of a particular class of stock index options, the
Exchange will open at least one expiration month and series for each
class of options open for trading on the Exchange.\6\ The proposal to
open at least one month and one series of index options was filed and
approved almost two years ago,\7\ in large part in the recognition that
trading and hedging strategies work most efficiently across various
types of option classes trading on the Exchange (e.g. equity options
and index options) when the rules for these classes are in sync. This
proposal is a continuation of the
[[Page 15074]]
Exchange's efforts to conform its options rules.
---------------------------------------------------------------------------
\6\ Rule 1101A(b) states, in relevant part: (b) After a
particular class of stock index options has been approved for
listing and trading on the Exchange, the Exchange shall from time to
time open for trading series of options therein. Within each
approved class of stock index options, the Exchange shall open for
trading a minimum of one expiration month and series for each class
of approved stock index options and/or series of options having up
to 60 months to expiration (``long-term options series'') as
provided in subparagraph (b)(iii). Prior to the opening of trading
in any series of stock index options, the Exchange shall fix the
expiration month and exercise price of option contracts included in
each such series.
\7\ See Securities Exchange Act Release No. 64741 (June 24,
2011), 76 FR 38444 (June 30, 2011)(order approving SR-Phlx-2011-65).
To further conform its equity and index option rules, in the filing
the Exchange also deleted obsolete references to consecutive month
and cycle month series in Rule 1101A and added language to state
that it may open additional option series when the Exchange deems it
necessary to maintain an orderly market, to meet customer demand or
when the market price of the underlying stock moves more than five
strike prices from the initial exercise price or prices.
---------------------------------------------------------------------------
Rule 1101A(b)(iii) states that long-term options series have a
maximum term of up to 60 months to expiration. The Exchange proposes
language in subsection (b)(iii) to also establish a minimum term of not
less than nine months to expiration for long-term options series. The
Exchange incorporates the long-term options series definition provided
in (b)(iii) into subsection (b) to indicate the nine month floor and 60
month ceiling of long-term options series, just as it does in (b)(iii),
while deleting obsolete language. The Exchange believes that this is
proper and desirable. First, it conforms subsection (b) and (b)(iii)
where they refer to long-term options series. Second, it establishes a
floor for long-term options series, as is done in CBOE Rule 24.9.\8\
Third, it deletes language referring to expiration cycle that is not
needed in light of the definition of long-term options clarifying their
minimum and maximum term. The Exchange believes that, in addition to
conforming Rule 1101A internally as well as with CBOE Rule 24.9, the
proposed change negates potential confusion by clearly indicating what
a long-term options series is in regard to index options.
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\8\ Consistently with their rule sets, CBOE establishes the
minimum floor at twelve months while Phlx establishes the floor at
nine months. See infra note 10.
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In addition, the Exchange proposes new language in Rule
1101A(b)(iii) to indicate that strike price interval, bid/ask
differential and continuity rules shall not apply to options series
until the time to expiration is less than nine months (that is, until
such time that they are no longer long-term options). This is a concept
that is clearly established on the Exchange as well as on other options
exchanges. First, the proposed new language directly keys in to the
nine month floor for long-term options series that is established in
subparagraphs (b) and (b)(iii). Second, the proposed language regarding
non-applicability of intervals, differentials, and continuity rules
until expiration time is less than nine months is identical to the
language found in Rule 1012(a)(i)(D), which deals with long-term equity
and ETF options.\9\ Intervals, differentials, and continuity rules are
equally not germane to long-term index options as to long-term equity
and ETF options. That is, index options are no different from equity
and ETF options in respect of the non-applicability of these three
items until expiration time is less that nine months, and should,
therefore, have similar rules. And third, the proposed language is
similar to the language found in CBOE Rule 24.9(b)(1)(A).\10\
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\9\ While Rule 1101A is the listing rule for regular and long-
term index options, Rule 1012 is the equivalent listing rule for
regular and long-term equity and ETF options. The Exchange notes
that NYSE Arca (``Arca'') Rule 6.4 establishes, like Phlx Rule 1012,
a nine month floor for long-term equity and ETF options (which Arca
refers to as LEAPS).
\10\ While the minimum term for long-term index options is
stated in CBOE Rule 24.9(b)(1)(A) as twelve months and in Rule
1101A(b)(iii) as nine months, these times are internally consistent
within the respective CBOE and Phlx rule sets.
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The Exchange believes that clarification of its rules to harmonize
them across various option classes on Phlx, and other options
exchanges, would allow more precise tailoring of hedging and trading
opportunities and would thereby be beneficial to the Exchange and its
traders, market participants, and public investors in general.
2. Statutory Basis
The Exchange believes the proposed rule change is consistent with
the Act and the rules and regulations thereunder, including the
requirements of Section 6(b) of the Act.\11\ In particular, the
Exchange believes the proposed rule change is consistent with the
Section 6(b)(5)\12\ requirements that the rules of an exchange be
designed to promote just and equitable principles of trade, to prevent
fraudulent and manipulative acts, to foster cooperation and
coordination with persons engaged in facilitating transactions in
securities, to remove impediments to and to perfect the mechanism for a
free and open market and a national market system, and, in general, to
protect investors and the public interest. The Exchange proposes to
clarify that it may list long-term options series that have not less
than nine months to expiration, and that strike price interval, bid/ask
differential and continuity rules shall not apply to such options
series until the time to expiration is less than nine months. This
would harmonize the Exchange's rules internally as well as with the
rules of another options exchange, namely CBOE. The Exchange believes
this would eliminate potential confusion about competitive long term-
index options listing opportunities on the Exchange, would allow better
hedging and trading opportunities and efficiency, and would be
beneficial to the Exchange and its traders, market participants, and
public investors in general.
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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
This proposed rule change does not impose any burden on competition
that is not necessary or appropriate in furtherance of the purposes of
the Act. To the contrary, the Exchange believes the proposal is pro-
competitive. The rule change clarifies the Exchange's long-term index
options rules and thereby allows it to more effectively compete with
other exchanges in terms of long-term index options products.
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: (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) \13\ of the Act and Rule 19b-
4(f)(6)(iii) thereunder.\14\
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\13\ 15 U.S.C. 78s(b)(3)(A).
\14\ 17 CFR 240.19b-4(f)(6)(iii). 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
(iii) [sic] 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
[[Page 15075]]
Number SR-Phlx-2013-18 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-Phlx-2013-18. 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 on
official business days between the hours of 10:00 a.m. and 3:00 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 available publicly. All submissions
should refer to File Number SR-Phlx-2013-18, and should be submitted on
or before March 29, 2013.
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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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-05417 Filed 3-7-13; 8:45 am]
BILLING CODE 8011-01-P