Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Amending Its Option Trading Rules to Extend the Operation of Its Pilot Program Regarding Minimum Value Sizes for Flexible Exchange Options, Currently Scheduled to Expire on March 29, 2013, Until March 31, 2014, 20997-20999 [2013-08088]
Download as PDF
Federal Register / Vol. 78, No. 67 / Monday, April 8, 2013 / Notices
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–ISE–
2013–28 and should be submitted on or
before April 29, 2013.
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 self-regulatory
organization. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.20
Kevin M. O’Neill,
Deputy Secretary.
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.
[FR Doc. 2013–08092 Filed 4–5–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–69267; File No. SR–
NYSEArca–2013–27]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Amending Its Option
Trading Rules to Extend the Operation
of Its Pilot Program Regarding
Minimum Value Sizes for Flexible
Exchange Options, Currently
Scheduled to Expire on March 29,
2013, Until March 31, 2014
mstockstill on DSK4VPTVN1PROD with NOTICES
April 2, 2013.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that, on March
28, 2013, NYSE Arca, Inc. (the
‘‘Exchange’’ or ‘‘NYSE Arca’’) filed with
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend its
option trading rules to extend the
operation of its pilot program (‘‘Pilot
Program’’) regarding minimum value
sizes for flexible exchange options
(‘‘FLEX Options’’), currently scheduled
to expire on March 29, 2013, until
March 31, 2014. The text of the
proposed rule change is available on the
Exchange’s Web site at www.nyse.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
Statutory Basis for, the Proposed Rule
Change
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange hereby proposes to
amend its option trading rules to extend
the operation of its Pilot Program
regarding minimum value sizes for
FLEX Options, currently scheduled to
expire on March 29, 2013,4 until March
31, 2014. This filing does not propose
any substantive changes to the Pilot
Program and contemplates that all other
terms of FLEX Options will remain the
same. Overall, the Exchange believes
that extending the Pilot Program will
benefit public customers and other
market participants who will be able to
20 17
1 15
VerDate Mar<15>2010
20:02 Apr 05, 2013
4 See Securities Exchange Act Release No. 66650
(March 23, 2012), 77 FR 19048 (March 29, 2012)
(SR–NYSEArca–2012–20).
Jkt 229001
PO 00000
Frm 00115
Fmt 4703
Sfmt 4703
20997
use FLEX Options to manage risk for
smaller portfolios.
In support of the proposed extension
of the Pilot Program, and as required by
the terms of the Pilot Program’s
implementation,5 the Exchange has
submitted to the Securities and
Exchange Commission (‘‘SEC’’ or
‘‘Commission’’) a Pilot Program Report
that provides an analysis of the Pilot
Program covering the period during
which the Pilot Program has been in
effect. This Pilot Program Report
includes (i) data and analysis on the
open interest and trading volume in (a)
FLEX Equity Options that have opening
transactions with a minimum size of 0
to 249 contracts and less than $1 million
in underlying value; (b) FLEX Index
Options that have opening transactions
with a minimum opening size of less
than $10 million in underlying
equivalent value; and (ii) analysis on the
types of investors that initiated opening
FLEX Equity and Index Options
transactions (i.e., institutional, high net
worth, or retail). The report has been
submitted to the Commission.
The Exchange believes that there is
sufficient investor interest and demand
in the Pilot Program to warrant
extension for another three months [sic].
The Exchange believes that the Pilot
Program has provided investors with
additional means of managing their risk
exposures and carrying out their
investment objectives. The Exchange
has not experienced any adverse market
effects with respect to the Pilot Program.
If, in the future, the Exchange
proposes an additional extension of the
Pilot Program, or should the Exchange
propose to make the Pilot Program
permanent, the Exchange will submit,
along with any filing proposing such
amendments to the Pilot Program, an
additional Pilot Program Report
covering the period during which the
Pilot Program was in effect and
including the details referenced above,
along with the nominal dollar value of
the underlying security of each trade.
The Pilot Program Report would be
submitted to the Commission at least
two months prior to the expiration date
of the Pilot Program.
The Exchange notes that any positions
established under this Pilot Program
would not be impacted by the
expiration of the Pilot Program. For
example, a 10-contract FLEX Equity
Option opening position that overlies
less than $1 million in the underlying
security and expires in January 2016
could be established during the Pilot
Program. If the Pilot Program were not
extended, the position would continue
5 See
E:\FR\FM\08APN1.SGM
infra note 6.
08APN1
20998
Federal Register / Vol. 78, No. 67 / Monday, April 8, 2013 / Notices
to exist and any further trading in the
series would be subject to the minimum
value size requirements for continued
trading in that series.
The Exchange believes that the Pilot
Program has been successful and wellreceived by its membership and the
investing public for the period that it
has been in operation as a Pilot
Program.6
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
investors, or otherwise in furtherance of
the purposes of the Act.
No written comments were solicited
or received with respect to the proposed
rule change.
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:
2. Statutory Basis
Because the 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 prior to 30 days from the date
on which it was filed, or such shorter
time as the Commission may designate,
the proposed rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 9 and Rule 19b–4(f)(6)
thereunder.10
A proposed rule change filed under
Rule 19b–4(f)(6) 11 normally does not
become operative prior to 30 days after
the date of the filing. However, pursuant
to Rule 19b–4(f)(6)(iii),12 the
Commission may designate a shorter
time if such action is consistent with the
protection of investors and the public
interest. The Exchange has asked the
Commission to waive the 30-day
operative delay so that the proposal may
become operative immediately upon
filing. The Commission notes that
waiving the 30-day operative delay
would allow the Pilot Program to
continue without interruption, and
believes that waiving the 30-day
operative delay is consistent with the
protection of investors and the public
interest.13 Therefore, the Commission
hereby waives the 30-day operative
delay and designates the proposal
operative upon filing.
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
The proposed rule change is
consistent with Section 6(b) of the Act,7
in general, and furthers the objectives of
Section 6(b)(5),8 in particular, in that it
is designed to prevent fraudulent and
manipulative acts and practices, to
promote just and equitable principles of
trade, to foster cooperation and
coordination with persons engaged in
facilitating transactions in securities,
and to remove impediments to and
perfect the mechanism of a free and
open market and a national market
system. Specifically, the Exchange
believes that the proposed extension of
the Pilot Program, which eliminates the
minimum value size applicable to FLEX
Options, would provide greater
opportunities for investors to manage
risk through the use of FLEX Options.
Further, the Exchange notes that it has
not experienced any adverse effects
from the operation of the Pilot Program.
mstockstill on DSK4VPTVN1PROD with NOTICES
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 that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
proposed change is being made to
extend the operation of the Pilot
Program to allow additional time to
enable the Exchange to file to
permanently adopt the elimination of
the minimum value size applicable to
FLEX Options. Other competing options
exchanges have similar programs to the
Pilot Program. Thus, the proposed
changes will not impose any burden on
competition while providing that the
elimination of the minimum value size
applicable to FLEX Options continues
without interruption until permanent
approval is granted by the Commission.
6 The Pilot Program was initiated on May 12,
2010. See Securities Exchange Act Release No.
62054 (May 6, 2010), 75 FR 27381 (May 14, 2010)
(SR–NYSEArca–2010–34).
7 15 U.S.C. 78f(b).
8 15 U.S.C. 78f(b)(5).
VerDate Mar<15>2010
20:02 Apr 05, 2013
Jkt 229001
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
9 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6) requires a self-regulatory organization to give
the Commission written notice of its intent to file
the proposed rule change, 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.
11 17 CFR 240.19b–4(f)(6).
12 17 CFR 240.19b–4(f)(6)(iii).
13 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).
10 17
PO 00000
Frm 00116
Fmt 4703
Sfmt 4703
IV. Solicitation of Comments
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–NYSEArca–2013–27 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–NYSEArca–2013–27. 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–NYSEArca–2013–27 and
should be submitted on or before April
29, 2013.
E:\FR\FM\08APN1.SGM
08APN1
Federal Register / Vol. 78, No. 67 / Monday, April 8, 2013 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–08088 Filed 4–5–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–69276; File No. SR–DTC–
2013–01]
Self-Regulatory Organizations; The
Depository Trust Company; Notice of
Filing of Proposed Rule Change to
Modify Its Practice Regarding the
Collection of Participants’ Required
Participants Fund Deposits
April 2, 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 March 20,
2013, The Depository Trust Company
(‘‘DTC’’) filed with the Securities and
Exchange Commission (‘‘Commission’’)
the proposed rule change described in
Items I, II and III below, which Items
have been prepared primarily by DTC.
The Commission is publishing this
notice to solicit comments on the
proposed rule change from interested
persons.
I. Clearing Agency’s Statement of the
Terms of Substance of the Proposed
Rule Change
The proposed rule change is to
modify DTC’s Settlement Services
Guide, as described below.
mstockstill on DSK4VPTVN1PROD with NOTICES
II. Clearing Agency’s Statement of
Purpose of, and Statutory Basis for, the
Proposed Rule Change
In its filing with the Commission,
DTC 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. DTC has prepared
summaries, set forth in sections (A), (B),
and (C) below, of the most significant
aspects of such statements.3
14 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 The Commission has modified the text of the
summaries prepared by DTC.
1 15
VerDate Mar<15>2010
20:02 Apr 05, 2013
Jkt 229001
(A) Self-Regulatory Organization’s
Statement of Purpose of, and Statutory
Basis for, the Proposed Rule Change
Participants Fund
Pursuant to Rule 4 of its Rules, Bylaws, Organization Certificate (‘‘DTC
Rules’’), DTC maintains a fund funded
by its Participants, which in addition to
being a liquidity resource, is available to
satisfy any uninsured loss incurred by
DTC, including a loss resulting from a
Participant’s failure to settle its
transactions (‘‘Participants Fund’’).4
Each Participant’s required deposit to
the Participant’s Fund (‘‘Required
Participants Fund Deposit’’) is
calculated daily pursuant to an
established formula.5 While the
minimum deposit is $10,000, each
Participant is required to make a deposit
to the Participants Fund based upon a
formula that takes into account the
Participant’s six largest intraday net
debit peaks over a rolling sixty businessday period.6 If the Participant’s newly
calculated Required Participants Fund
Deposit is greater than its prior day’s
Required Participants Fund Deposit,
and the difference thereof (i) equals or
exceeds $500,000, and (ii) represents 25
percent or more of the newly calculated
required fund deposit (‘‘Threshold
Amount and Percentage’’), the
Participant must deposit the difference
in the Participants Fund within two
business days,7 to the extent any excess
amount of the Participant’s Actual
Participants Fund Deposit does not
already satisfy the new requirement.8
Under current procedures, as set forth
in DTC’s Settlement Services Guide,
Participants must deposit any increased
requirement to the Required
Participants Fund Deposit that meets
the Threshold Amount and Percentage
within two business days.9 Increases in
4 See DTC Rules (https://dtcc.com/legal/
rules_proc/dtc_rules.pdf).
5 Id., Rule 4(a).
6 See DTC Settlement Service Guide (https://
dtcc.com/downloads/products/learning/
Settlement.pdf). DTC may also require an additional
deposit to the Participants Fund in the event that
DTC becomes concerned with a Participant’s
financial soundness. See DTC Rules, supra note 4,
Rule 9(A). Separately, a Participant may make a
voluntary deposit to the Participants Fund
(‘‘Voluntary Participants Fund Deposit’’) in excess
of the amount required. See id., Rule 4(c). These
provisions are not impacted by the proposed rule
change.
7 See DTC Settlement Service Guide, supra note
6.
8 See DTC Rules, supra note 4, Rule 4(b). ‘‘Actual
Participants Fund Deposit’’ means the actual
amount the Participant has deposited to the
Participants Fund, including both its Required
Participants Fund Deposit and any Voluntary
Participants Fund Deposit. Id., Rule 1.
9 See DTC Settlement Service Guide, supra note
6.
PO 00000
Frm 00117
Fmt 4703
Sfmt 4703
20999
amounts less than the Threshold
Amount and Percentage are collected
once per month for all Participants.10
In order to enhance its liquidity and
risk coverage, DTC is proposing to
accelerate the collection of Participants’
Required Participants Fund Deposits
from two business days to the same day
the Participant is notified of the
requirement. Under the proposal, for
both the daily and monthly calculations
that trigger collections, as described
above, increased deposit requirements
will be collected by DTC on a same-day
basis, instead of within two business
days.
Proposed Changes to Rule Text
If approved, DTC will revise the text
of its Settlement Services Guide to
provide that where a Participant’s
calculated Required Participants Fund
Deposit meets the Threshold Amount
and Percentage, the increased amount
must (to the extent any excess amount
of the Participant’s Actual Participants
Fund Deposit does not already satisfy
the new requirement) be deposited with
DTC on the same business day as (i) the
calculation of the increase, and (ii) a
report or other notification of the change
is made available to the Participant.
As mentioned above, in order to
harmonize the Participants Fund
collection processes, monthly increases
will also be collected on a same-day
basis and language will be added to the
Settlement Service Guide in this regard.
In addition, language will be added to
the Settlement Service Guide to clarify
that the relevant Guide provisions shall
apply only to the calculation and
collection of DTC Participants Fund
deposits, as described in the Guide, and
do not supersede or limit any provisions
of the DTC Rules or any rights of DTC
in accordance with applicable law and
DTC’s Rules and Procedures, including
but not limited to transactions in
securities and money payments.
Finally, DTC will make certain
clarifying and technical changes to the
language as set forth in the ‘‘Participants
Fund’’ section of its Settlement Service
Guide. Changes include, but are not
limited to: (i) Updating the description
of the purpose of the Participants Fund,
(ii) updating the use of defined terms,
such as ‘‘Participant,’’ and (iii) updating
and adding subject headings.
10 See id. (After settlement on the last business
day of each month, DTC calculates each
Participant’s requirement. Each participant is
notified of their new requirement on the first
business day of the month. If a Participant’s
requirement has increased beyond the value they
currently have on deposit at DTC, this deficit must
be deposited with DTC within two business days.).
E:\FR\FM\08APN1.SGM
08APN1
Agencies
[Federal Register Volume 78, Number 67 (Monday, April 8, 2013)]
[Notices]
[Pages 20997-20999]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-08088]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-69267; File No. SR-NYSEArca-2013-27]
Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change Amending Its Option
Trading Rules to Extend the Operation of Its Pilot Program Regarding
Minimum Value Sizes for Flexible Exchange Options, Currently Scheduled
to Expire on March 29, 2013, Until March 31, 2014
April 2, 2013.
Pursuant to Section 19(b)(1) \1\ of the Securities Exchange Act of
1934 (the ``Act'') \2\ and Rule 19b-4 thereunder,\3\ notice is hereby
given that, on March 28, 2013, NYSE Arca, Inc. (the ``Exchange'' or
``NYSE Arca'') 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 self-regulatory
organization. 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\ 15 U.S.C. 78a.
\3\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend its option trading rules to extend
the operation of its pilot program (``Pilot Program'') regarding
minimum value sizes for flexible exchange options (``FLEX Options''),
currently scheduled to expire on March 29, 2013, until March 31, 2014.
The text of the proposed rule change is available on the Exchange's Web
site at www.nyse.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
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
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange hereby proposes to amend its option trading rules to
extend the operation of its Pilot Program regarding minimum value sizes
for FLEX Options, currently scheduled to expire on March 29, 2013,\4\
until March 31, 2014. This filing does not propose any substantive
changes to the Pilot Program and contemplates that all other terms of
FLEX Options will remain the same. Overall, the Exchange believes that
extending the Pilot Program will benefit public customers and other
market participants who will be able to use FLEX Options to manage risk
for smaller portfolios.
---------------------------------------------------------------------------
\4\ See Securities Exchange Act Release No. 66650 (March 23,
2012), 77 FR 19048 (March 29, 2012) (SR-NYSEArca-2012-20).
---------------------------------------------------------------------------
In support of the proposed extension of the Pilot Program, and as
required by the terms of the Pilot Program's implementation,\5\ the
Exchange has submitted to the Securities and Exchange Commission
(``SEC'' or ``Commission'') a Pilot Program Report that provides an
analysis of the Pilot Program covering the period during which the
Pilot Program has been in effect. This Pilot Program Report includes
(i) data and analysis on the open interest and trading volume in (a)
FLEX Equity Options that have opening transactions with a minimum size
of 0 to 249 contracts and less than $1 million in underlying value; (b)
FLEX Index Options that have opening transactions with a minimum
opening size of less than $10 million in underlying equivalent value;
and (ii) analysis on the types of investors that initiated opening FLEX
Equity and Index Options transactions (i.e., institutional, high net
worth, or retail). The report has been submitted to the Commission.
---------------------------------------------------------------------------
\5\ See infra note 6.
---------------------------------------------------------------------------
The Exchange believes that there is sufficient investor interest
and demand in the Pilot Program to warrant extension for another three
months [sic]. The Exchange believes that the Pilot Program has provided
investors with additional means of managing their risk exposures and
carrying out their investment objectives. The Exchange has not
experienced any adverse market effects with respect to the Pilot
Program.
If, in the future, the Exchange proposes an additional extension of
the Pilot Program, or should the Exchange propose to make the Pilot
Program permanent, the Exchange will submit, along with any filing
proposing such amendments to the Pilot Program, an additional Pilot
Program Report covering the period during which the Pilot Program was
in effect and including the details referenced above, along with the
nominal dollar value of the underlying security of each trade. The
Pilot Program Report would be submitted to the Commission at least two
months prior to the expiration date of the Pilot Program.
The Exchange notes that any positions established under this Pilot
Program would not be impacted by the expiration of the Pilot Program.
For example, a 10-contract FLEX Equity Option opening position that
overlies less than $1 million in the underlying security and expires in
January 2016 could be established during the Pilot Program. If the
Pilot Program were not extended, the position would continue
[[Page 20998]]
to exist and any further trading in the series would be subject to the
minimum value size requirements for continued trading in that series.
The Exchange believes that the Pilot Program has been successful
and well-received by its membership and the investing public for the
period that it has been in operation as a Pilot Program.\6\
---------------------------------------------------------------------------
\6\ The Pilot Program was initiated on May 12, 2010. See
Securities Exchange Act Release No. 62054 (May 6, 2010), 75 FR 27381
(May 14, 2010) (SR-NYSEArca-2010-34).
---------------------------------------------------------------------------
2. Statutory Basis
The proposed rule change is consistent with Section 6(b) of the
Act,\7\ in general, and furthers the objectives of Section 6(b)(5),\8\
in particular, in that it is designed to prevent fraudulent and
manipulative acts and practices, to promote just and equitable
principles of trade, to foster cooperation and coordination with
persons engaged in facilitating transactions in securities, and to
remove impediments to and perfect the mechanism of a free and open
market and a national market system. Specifically, the Exchange
believes that the proposed extension of the Pilot Program, which
eliminates the minimum value size applicable to FLEX Options, would
provide greater opportunities for investors to manage risk through the
use of FLEX Options. Further, the Exchange notes that it has not
experienced any adverse effects from the operation of the Pilot
Program.
---------------------------------------------------------------------------
\7\ 15 U.S.C. 78f(b).
\8\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
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 that is not necessary or appropriate
in furtherance of the purposes of the Act. The proposed change is being
made to extend the operation of the Pilot Program to allow additional
time to enable the Exchange to file to permanently adopt the
elimination of the minimum value size applicable to FLEX Options. Other
competing options exchanges have similar programs to the Pilot Program.
Thus, the proposed changes will not impose any burden on competition
while providing that the elimination of the minimum value size
applicable to FLEX Options continues without interruption until
permanent approval is granted by the Commission.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were solicited or received with respect to the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the 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 prior to
30 days from the date on which it was filed, or such shorter time as
the Commission may designate, the proposed rule change has become
effective pursuant to Section 19(b)(3)(A) of the Act \9\ and Rule 19b-
4(f)(6) thereunder.\10\
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\9\ 15 U.S.C. 78s(b)(3)(A).
\10\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)
requires a self-regulatory organization to give the Commission
written notice of its intent to file the proposed rule change, 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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A proposed rule change filed under Rule 19b-4(f)(6) \11\ normally
does not become operative prior to 30 days after the date of the
filing. However, pursuant to Rule 19b-4(f)(6)(iii),\12\ the Commission
may designate a shorter time if such action is consistent with the
protection of investors and the public interest. The Exchange has asked
the Commission to waive the 30-day operative delay so that the proposal
may become operative immediately upon filing. The Commission notes that
waiving the 30-day operative delay would allow the Pilot Program to
continue without interruption, and believes that waiving the 30-day
operative delay is consistent with the protection of investors and the
public interest.\13\ Therefore, the Commission hereby waives the 30-day
operative delay and designates the proposal operative upon filing.
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\11\ 17 CFR 240.19b-4(f)(6).
\12\ 17 CFR 240.19b-4(f)(6)(iii).
\13\ 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-NYSEArca-2013-27 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-NYSEArca-2013-27. 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-NYSEArca-2013-27 and
should be submitted on or before April 29, 2013.
[[Page 20999]]
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
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\14\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-08088 Filed 4-5-13; 8:45 am]
BILLING CODE 8011-01-P