Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Extend Its FLEX Option No Minimum Value Size Pilot Program to March 28, 2014, 20981-20983 [2013-08090]
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Federal Register / Vol. 78, No. 67 / Monday, April 8, 2013 / Notices
and not unfairly discriminatory for the
reasons discussed in Section 3(b) above.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change is effective
upon filing pursuant to Section
19(b)(3)(A) 43 of the Act and
subparagraph (f)(2) of Rule 19b–4 44
thereunder, because it establishes a due,
fee, or other charge imposed by the
Exchange.
At any time within 60 days of the
filing of such proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
under Section 19(b)(2)(B) 45 of the Act to
determine whether the proposed rule
change should be approved or
disapproved.
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
Number SR–NYSE–2013–25 on the
subject line.
mstockstill on DSK4VPTVN1PROD with NOTICES
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–NYSE–2013–25. 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
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(2).
45 15 U.S.C. 78s(b)(2)(B).
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–NYSE–
2013–25 and should be submitted on or
before April 29, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.46
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–08098 Filed 4–5–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–69269; File No. SR–Phlx–
2013–37]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Extend Its
FLEX Option No Minimum Value Size
Pilot Program to March 28, 2014
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 27,
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 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.
43 15
46 17
44 17
1 15
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20:02 Apr 05, 2013
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
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20981
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is filing with the
Commission a proposal to amend Phlx
Rule 1079 (FLEX Index, Equity and
Currency Options) to extend a pilot
program that eliminates minimum value
sizes for FLEX index options and FLEX
equity options (together known as
‘‘FLEX Options’’).3
The text of the amended Exchange
rule is set forth immediately below.
Additions are italicized and deletions
are [bracketed].
*
*
*
*
*
Rule 1079. FLEX Index, Equity and
Currency Options
A Requesting Member shall obtain
quotes and execute trades in certain
non-listed FLEX options at the specialist
post of the non-FLEX option on the
Exchange. The term ‘‘FLEX option’’
means a FLEX option contract that is
traded subject to this Rule. Although
FLEX options are generally subject to
the rules in this section, to the extent
that the provisions of this Rule are
inconsistent with other applicable
Exchange rules, this Rule takes
precedence with respect to FLEX
options.
(a)–(f) No Change.
* * * Commentary:
.01 Notwithstanding subparagraphs
(a)(8)(A)(i) and (a)(8)(A)(ii) above, for a
pilot period ending March [29]28,
[2013]2014, there shall be no minimum
value size requirements for FLEX
options.
*
*
*
*
*
The text of the proposed rule change
is available on the Exchange’s Web site
at https://
nasdaqomxphlx.cchwallstreet.com/
NASDAQOMXPHLX/Filings/, 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
Exchange included statements
3 In addition to FLEX Options, FLEX currency
options are also traded on the Exchange. These
flexible index, equity, and currency options provide
investors the ability to customize basic option
features including size, expiration date, exercise
style, and certain exercise prices; and may have
expiration dates within five years. See Rule 1079.
FLEX currency options traded on the Exchange are
also known as FLEX World Currency Options
(‘‘WCO’’) or Foreign Currency Options (‘‘FCO’’).
The pilot program discussed herein does not
encompass FLEX currency options.
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20982
Federal Register / Vol. 78, No. 67 / Monday, April 8, 2013 / Notices
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
mstockstill on DSK4VPTVN1PROD with NOTICES
The purpose of this proposed rule
change is to amend Phlx Rule 1079
(FLEX Index, Equity and Currency
Options) to extend a pilot program that
eliminates minimum value sizes for
FLEX Options (the ‘‘Pilot Program’’ or
‘‘Pilot’’).
Rule 1079 deals with the process of
listing and trading FLEX equity, index,
and currency options on the Exchange.
Rule 1079(a)(8)(A) currently sets the
minimum opening transaction value
size in the case of a FLEX Option in a
newly established (opening) series if
there is no open interest in the
particular series when a Request-forQuote (‘‘RFQ’’) is submitted (except as
provided in Commentary .01 to Rule
1079): (i) $10 million underlying
equivalent value, respecting FLEX
market index options, and $5 million
underlying equivalent value respecting
FLEX industry index options; 4 (ii) the
lesser of 250 contracts or the number of
contracts overlying $1 million in the
underlying securities, with respect to
FLEX equity options (together the
‘‘minimum value size’’).5
Presently, Commentary .01 to Rule
1079 states that by virtue of the Pilot
Program ending March 29, 2013, there
shall be no minimum value size
requirements for FLEX Options as noted
in subsections (a)(8)(A)(i) and
(a)(8)(A)(ii) above.6
4 Market index options and industry index
options are broad-based index options and narrowbased index options, respectively. See Rule
1000A(b)(11) and (12).
5 Subsection (a)(8)(A) also provides a third
alternative: (iii) 50 contracts in the case of FLEX
currency options. However, this alternative is not
part of the Pilot Program.
6 See Securities Exchange Act Release No. 67094
(June 1, 2012), 77 FR 33796 (June 7, 2012)(SR–
Phlx–2012–76)(notice of filing and immediate
effectiveness of proposal to extend Pilot Program).
The Pilot Program was instituted in 2010. See
Securities Exchange Act Release No. 62900
(September 13, 2010), 75 FR 57098 (September 17,
2010)(SR–Phlx–2010–123)(notice of filing and
immediate effectiveness of proposal to institute
Pilot Program).
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20:02 Apr 05, 2013
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The Exchange now proposes to extend
the Pilot Program for a period ending
March 28, 2014.7
The Exchange believes that there is
sufficient investor interest and demand
in the Pilot Program to warrant an
extension. The Exchange believes that
the Pilot Program has provided
investors with additional means of
managing their risk exposures and
carrying out their investment objectives.
Extension of the Pilot Program would
continue to provide greater
opportunities for traders and investors
to manage risk through the use of FLEX
Options, including investors that may
otherwise trade in the unregulated over
the counter (‘‘OTC’’) market where
similar size restrictions do not apply.8
In support of the proposed extension
of the Pilot Program, the Exchange has
under separate cover submitted to the
Commission a Pilot Program Report
(‘‘Report’’) that provides an analysis of
the Pilot Program covering the period
during which the Pilot has been in
effect. This Report includes: (i) Data and
analysis on the open interest and
trading volume in (a) FLEX equity
options that have an opening
transaction with a minimum size of 0 to
249 contracts and less than $1 million
in underlying value; (b) FLEX index
options that have an opening
transaction with a minimum opening
size of less than $10 million in
underlying equivalent value; and (ii)
analysis of the types of investors that
initiated opening FLEX Options
transactions (i.e., institutional, high net
worth, or retail). The Report has been
submitted to the Commission on a
confidential basis.
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 a
Report covering the period March 1,
2013, through January 31, 2014, and
including the details referenced in the
prior paragraph. The Exchange will also
provide the nominal dollar value of
each trade. The Report would be
submitted to the Commission on or
before February 28, 2014, unless the
Commission agrees otherwise, and
7 The Exchange notes that any positions
established under this Pilot would not be impacted
by the expiration of the Pilot. For example, a 10contract FLEX equity option opening position that
overlies less than $1 million in the underlying
security and expires in January 2015 could be
established during the Pilot. If the Pilot Program
were not extended, the position would continue to
exist and any further trading in the series would be
subject to the minimum value size requirements for
continued trading in that series.
8 The Exchange has not experienced any adverse
market effects with respect to the Pilot Program.
PO 00000
Frm 00100
Fmt 4703
Sfmt 4703
would be provided on a confidential
basis.
2. Statutory Basis
The Exchange’s proposal is consistent
with Section 6(b) of the Act 9 in general,
and furthers the objectives of Section
6(b)(5) of the Act 10 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 mechanisms 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.
The Exchange notes that it has not
experienced any adverse market effects
with respect to the Pilot Program.
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. To the
contrary, the proposal would give
traders and investors the opportunity to
more effectively tailor their trading,
investing and hedging through FLEX
options traded on the Exchange.
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 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 11 and Rule 19b–4(f)(6)
thereunder.12
9 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
11 15 U.S.C. 78s(b)(3)(A).
12 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
10 15
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Federal Register / Vol. 78, No. 67 / Monday, April 8, 2013 / Notices
A proposed rule change filed under
Rule 19b–4(f)(6) 13 normally does not
become operative prior to 30 days after
the date of the filing. However, pursuant
to Rule 19b–4(f)(6)(iii),14 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 Exchange
may seamlessly continue its Pilot
Program. 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.15 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
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 rulecomments@sec.gov. Please include File
Number SR–Phlx–2013–37 on the
subject line.
All submissions should refer to File
Number SR–Phlx–2013–37. 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–Phlx–
2013–37 and should be submitted on or
before April 29, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–08090 Filed 4–5–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
Paper Comments
mstockstill on DSK4VPTVN1PROD with NOTICES
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street NE., Washington, DC
20549–1090.
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.
13 17 CFR 240.19b–4(f)(6).
14 17 CFR 240.19b–4(f)(6)(iii).
15 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).
VerDate Mar<15>2010
20:02 Apr 05, 2013
Jkt 229001
[Release No. 34–69272; File No. SR–NYSE–
2013–23]
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Establishing
the NYSE Trades Digital Media Data
Feed and a Schedule of the NYSE
Proprietary Market Data Fees
April 2, 2013.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
16 17
1 15
PO 00000
CFR 200.30–3(a)(12).
U.S.C.78s(b)(1).
Frm 00101
Fmt 4703
Sfmt 4703
20983
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that March 20,
2013, New York Stock Exchange LLC
(‘‘NYSE’’ or the ‘‘Exchange’’) filed with
the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I and II below, which Items have
been prepared by the self-regulatory
organization. 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 establish
the NYSE Trades Digital Media data
feed and a schedule of the NYSE
Proprietary Market Data Fees (‘‘Market
Data Fee Schedule’’). 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 the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to establish
the NYSE Trades Digital Media data
feed and a Market Data Fee Schedule.
Background
In 2009, the Securities and Exchange
Commission (‘‘SEC’’ or the
‘‘Commission’’) approved the NYSE
Trades data feed and certain fees for it.4
NYSE Trades is a NYSE-only market
data feed that allows a vendor to
redistribute on a real-time basis the
same last sale information that the
2 15
U.S.C. 78a.
CFR 240.19b–4.
4 See Securities Exchange Act Release No. 59606
(Mar. 19, 2009), 74 FR 13293 (Mar. 26, 2009) (SR–
NYSE–2009–04).
3 17
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Agencies
[Federal Register Volume 78, Number 67 (Monday, April 8, 2013)]
[Notices]
[Pages 20981-20983]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-08090]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-69269; File No. SR-Phlx-2013-37]
Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change To Extend
Its FLEX Option No Minimum Value Size Pilot Program to March 28, 2014
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 27, 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 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
The Exchange is filing with the Commission a proposal to amend Phlx
Rule 1079 (FLEX Index, Equity and Currency Options) to extend a pilot
program that eliminates minimum value sizes for FLEX index options and
FLEX equity options (together known as ``FLEX Options'').\3\
---------------------------------------------------------------------------
\3\ In addition to FLEX Options, FLEX currency options are also
traded on the Exchange. These flexible index, equity, and currency
options provide investors the ability to customize basic option
features including size, expiration date, exercise style, and
certain exercise prices; and may have expiration dates within five
years. See Rule 1079. FLEX currency options traded on the Exchange
are also known as FLEX World Currency Options (``WCO'') or Foreign
Currency Options (``FCO''). The pilot program discussed herein does
not encompass FLEX currency options.
---------------------------------------------------------------------------
The text of the amended Exchange rule is set forth immediately
below.
Additions are italicized and deletions are [bracketed].
* * * * *
Rule 1079. FLEX Index, Equity and Currency Options
A Requesting Member shall obtain quotes and execute trades in
certain non-listed FLEX options at the specialist post of the non-FLEX
option on the Exchange. The term ``FLEX option'' means a FLEX option
contract that is traded subject to this Rule. Although FLEX options are
generally subject to the rules in this section, to the extent that the
provisions of this Rule are inconsistent with other applicable Exchange
rules, this Rule takes precedence with respect to FLEX options.
(a)-(f) No Change.
* * * Commentary:
.01 Notwithstanding subparagraphs (a)(8)(A)(i) and (a)(8)(A)(ii)
above, for a pilot period ending March [29]28, [2013]2014, there shall
be no minimum value size requirements for FLEX options.
* * * * *
The text of the proposed rule change is available on the Exchange's
Web site at https://nasdaqomxphlx.cchwallstreet.com/NASDAQOMXPHLX/Filings/, 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 Exchange included statements
[[Page 20982]]
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 purpose of this proposed rule change is to amend Phlx Rule 1079
(FLEX Index, Equity and Currency Options) to extend a pilot program
that eliminates minimum value sizes for FLEX Options (the ``Pilot
Program'' or ``Pilot'').
Rule 1079 deals with the process of listing and trading FLEX
equity, index, and currency options on the Exchange. Rule 1079(a)(8)(A)
currently sets the minimum opening transaction value size in the case
of a FLEX Option in a newly established (opening) series if there is no
open interest in the particular series when a Request-for-Quote
(``RFQ'') is submitted (except as provided in Commentary .01 to Rule
1079): (i) $10 million underlying equivalent value, respecting FLEX
market index options, and $5 million underlying equivalent value
respecting FLEX industry index options; \4\ (ii) the lesser of 250
contracts or the number of contracts overlying $1 million in the
underlying securities, with respect to FLEX equity options (together
the ``minimum value size'').\5\
---------------------------------------------------------------------------
\4\ Market index options and industry index options are broad-
based index options and narrow-based index options, respectively.
See Rule 1000A(b)(11) and (12).
\5\ Subsection (a)(8)(A) also provides a third alternative:
(iii) 50 contracts in the case of FLEX currency options. However,
this alternative is not part of the Pilot Program.
---------------------------------------------------------------------------
Presently, Commentary .01 to Rule 1079 states that by virtue of the
Pilot Program ending March 29, 2013, there shall be no minimum value
size requirements for FLEX Options as noted in subsections (a)(8)(A)(i)
and (a)(8)(A)(ii) above.\6\
---------------------------------------------------------------------------
\6\ See Securities Exchange Act Release No. 67094 (June 1,
2012), 77 FR 33796 (June 7, 2012)(SR-Phlx-2012-76)(notice of filing
and immediate effectiveness of proposal to extend Pilot Program).
The Pilot Program was instituted in 2010. See Securities Exchange
Act Release No. 62900 (September 13, 2010), 75 FR 57098 (September
17, 2010)(SR-Phlx-2010-123)(notice of filing and immediate
effectiveness of proposal to institute Pilot Program).
---------------------------------------------------------------------------
The Exchange now proposes to extend the Pilot Program for a period
ending March 28, 2014.\7\
---------------------------------------------------------------------------
\7\ The Exchange notes that any positions established under this
Pilot would not be impacted by the expiration of the Pilot. For
example, a 10-contract FLEX equity option opening position that
overlies less than $1 million in the underlying security and expires
in January 2015 could be established during the Pilot. If the Pilot
Program were not extended, the position would continue 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 there is sufficient investor interest
and demand in the Pilot Program to warrant an extension. The Exchange
believes that the Pilot Program has provided investors with additional
means of managing their risk exposures and carrying out their
investment objectives. Extension of the Pilot Program would continue to
provide greater opportunities for traders and investors to manage risk
through the use of FLEX Options, including investors that may otherwise
trade in the unregulated over the counter (``OTC'') market where
similar size restrictions do not apply.\8\
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\8\ The Exchange has not experienced any adverse market effects
with respect to the Pilot Program.
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In support of the proposed extension of the Pilot Program, the
Exchange has under separate cover submitted to the Commission a Pilot
Program Report (``Report'') that provides an analysis of the Pilot
Program covering the period during which the Pilot has been in effect.
This Report includes: (i) Data and analysis on the open interest and
trading volume in (a) FLEX equity options that have an opening
transaction with a minimum size of 0 to 249 contracts and less than $1
million in underlying value; (b) FLEX index options that have an
opening transaction with a minimum opening size of less than $10
million in underlying equivalent value; and (ii) analysis of the types
of investors that initiated opening FLEX Options transactions (i.e.,
institutional, high net worth, or retail). The Report has been
submitted to the Commission on a confidential basis.
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 a Report covering the
period March 1, 2013, through January 31, 2014, and including the
details referenced in the prior paragraph. The Exchange will also
provide the nominal dollar value of each trade. The Report would be
submitted to the Commission on or before February 28, 2014, unless the
Commission agrees otherwise, and would be provided on a confidential
basis.
2. Statutory Basis
The Exchange's proposal is consistent with Section 6(b) of the Act
\9\ in general, and furthers the objectives of Section 6(b)(5) of the
Act \10\ 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 mechanisms 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. The Exchange notes that it has not experienced any
adverse market effects with respect to the Pilot Program.
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\9\ 15 U.S.C. 78f(b).
\10\ 15 U.S.C. 78f(b)(5).
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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. To the contrary, the proposal
would give traders and investors the opportunity to more effectively
tailor their trading, investing and hedging through FLEX options traded
on the Exchange.
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 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 \11\ and Rule 19b-
4(f)(6) thereunder.\12\
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\11\ 15 U.S.C. 78s(b)(3)(A).
\12\ 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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[[Page 20983]]
A proposed rule change filed under Rule 19b-4(f)(6) \13\ normally
does not become operative prior to 30 days after the date of the
filing. However, pursuant to Rule 19b-4(f)(6)(iii),\14\ 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 Exchange
may seamlessly continue its Pilot Program. 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.\15\ Therefore, the Commission hereby waives the 30-day
operative delay and designates the proposal operative upon filing.
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\13\ 17 CFR 240.19b-4(f)(6).
\14\ 17 CFR 240.19b-4(f)(6)(iii).
\15\ 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-Phlx-2013-37 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-2013-37. 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-Phlx-2013-37 and should be
submitted on or before April 29, 2013.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\16\
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\16\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-08090 Filed 4-5-13; 8:45 am]
BILLING CODE 8011-01-P