Self-Regulatory Organizations; Chicago Board Options Exchange, Incorporated; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend the Fees Schedule, 25112-25115 [2013-10014]
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25112
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off-Floor traders carries with it
restrictive obligations regarding the
permitted use of such information.
Additionally, the Exchange believes
that the proposed change will remove
impediments to, and perfect the
mechanisms of, a free and open market
and a national market system because
the proposed change clarifies that
DMMs may perform certain defined
Trading Floor functions, which were
previously performed by specialists, in
furtherance of the efficient, fair, and
orderly operation of the Exchange.
Increasing the amount of information,
including disaggregated order
information, that a DMM is permitted to
view and provide to Floor brokers
would further the ability of DMMs to
carry out the defined Trading Floor
functions and, as a result is designed to
remove impediments to and perfect the
mechanism of a free and open market
through the efficient operation of the
Exchange, in particular by facilitating
the bringing of buyers and sellers
together.
The Exchange also believes that the
proposed change is equitable and not
unfairly discriminatory because
extending the proposed visibility to
other off-Floor participants presents
obvious dangers: NYSE MKT Rules 98—
Equities and 104(b)—Equities are not
applicable to other proprietary traders,
and if disaggregated information were
provided electronically to all
participants, there would be no
mechanism or informational barrier
ensuring that the disaggregated
information could only be used for the
benefit of investors.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
Exchange believes that the proposed
rule change will facilitate the execution
of block trades, and as a result, will
reduce the market impact and
associated transactions costs for
members wishing to take advantage of
the rule proposal. The reduction of
transaction costs, along with the
proposal’s other purpose of expediting
error resolution, will improve the
efficiency of the market and remove
barriers to order execution, thus
increasing the level of participation and
competition in the marketplace.
The Exchange operates in a highly
competitive market in which market
participants can easily and readily
direct order flow to competing venues.
The Exchange’s integration of human
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judgment into a point of sale occurs
within that competitive landscape filled
with customer choice among both
exchange and off-exchange venues. The
modest increase in visibility offered by
the proposed rules, especially in light of
increasing dispersal of liquidity, in no
way upsets that competitive balance.
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
Within 45 days of the date of
publication of this notice in the Federal
Register or within such longer period (i)
as the Commission may designate up to
90 days of such date if it finds such
longer period to be appropriate and
publishes its reasons for so finding or
(ii) as to which the self-regulatory
organization consents, the Commission
will:
(A) By order approve or disapprove
the proposed rule change, or
(B) institute proceedings to determine
whether the proposed rule change
should be disapproved.
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
a.m. and 3 p.m. Copies of the filing will
also 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 SRNYSEMKT–2013–25 and should be
submitted on or before May 20, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.56
Elizabeth M. Murphy,
Secretary.
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:
[FR Doc. 2013–10016 Filed 4–26–13; 8:45 am]
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–NYSEMKT–2013–25 on the
subject line.
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change To Amend the Fees
Schedule
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–NYSEMKT–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/
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BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–69422; File No. SR–CBOE–
2013–042]
April 22, 2013.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on April 10,
2013, Chicago Board Options Exchange,
Incorporated (the ‘‘Exchange’’ or
‘‘CBOE’’) filed with the Securities and
Exchange Commission (the
‘‘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
56 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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Federal Register / Vol. 78, No. 82 / Monday, April 29, 2013 / Notices
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 amend its
Fees Schedule. The text of the proposed
rule change is available on the
Exchange’s Web site (https://
www.cboe.com/AboutCBOE/
CBOELegalRegulatoryHome.aspx), at
the Exchange’s Office of the Secretary,
and at the Commission’s Public
Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
emcdonald on DSK67QTVN1PROD with NOTICES
1. Purpose
The Exchange proposes to make a
number of technical and superficial
changes to its Fees Schedule. No
substantive changes to Exchange fees
are proposed herein.
First, HOLDRs options are no longer
traded on the Exchange, so the
Exchange proposes to remove all
references to such options. As such,
references to HOLDRs options in the
ETF, ETN and HOLDRs Options Rate
Table, the Customer Large Trade
Discount table, and Footnotes 6, 8 and
9 will be deleted. The ETF, ETN and
HOLDRs Options Rate Table will now
be called the ETF and ETN Options Rate
Table, the Customer Large Trade
Discount table will refer to ‘‘ETF and
ETN Options’’, and applicable sections
of footnotes 8 and 9 will simply say
‘‘ETF and ETN options’’.
Next, the Exchange proposes to rename the Proprietary Index Options
Rate Table—SPX, SPXW, SPXpm, SRO,
OEX, XEO, VIX and VOLATILITY
INDEXES the ‘‘Specified Proprietary
Index Options Rate Table—SPX, SPXW,
SPXpm, SRO, OEX, XEO, VIX and
VOLATILITY INDEXES’’ (the ‘‘Specified
Index Options Rate Table’’). The
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addition of the word ‘‘Specified’’ is
intended to clarify that not all
proprietary index options are subject to
this rate table (those not specified are
subject to the Index Options Rate
Table—All Index Products Excluding
SPX, SPXW, SPXpm, SRO, OEX, XEO,
VIX and VOLATILITY INDEXES (the
‘‘Other Index Options Rate Table’’)).
Footnote 20 describes the CFLEX AIM
Response fee. However, on the Equity
Options Rate Table, the ETF and ETN
Options Rate Table, the Specified Index
Options Rate Table, the Other Index
Options Rate Table, and the MiniOptions Rate Table, this fee is merely
listed as the CFLEX AIM fee. The
Exchange proposes to add the word
‘‘Response’’ and list the fee in all the
above-mentioned rate tables as the
CFLEX AIM Response fee in order to
more accurately display the fee’s name.
Next, the Exchange proposes to make
more clear the fact that the Exchange
will assess no Clearing Trading Permit
Holder Proprietary transaction fees for
certain types of facilitation orders (as
defined in Footnote 11 of the Fees
Schedule) in certain classes.3 As such,
the Exchange proposes to add to the
Equity Options Rate Table, the ETF and
ETN Options Rate Table, and the Other
Index Options Rate Table a line that
lists the Clearing Trading Permit Holder
Proprietary Facilitation fees as being
assessed a fee of $0.00 per contract for
manual, AIM Agency/Primary, AIM
Contra, QCC and CFLEX AIM Response
transactions (regular electronic Clearing
Trading Permit Holder Proprietary
facilitation transactions are assessed a
$0.25 per-contract fee, like other
Clearing Trading Permit Holder
Proprietary transactions, as they are not
subject to the waiver), per the language
currently in Footnote 11. On all such
rate tables, the new line will include a
reference to Footnote 11.
Next, the Broker-Dealer line on the
Equity Options Rate Table, the ETF and
ETN Options Rate Table, the Specified
Index Options Rate Table, the Other
Index Options Rate Table, the MiniOptions Rate Table and the Credit
Default Options and Credit Default
Basket Options Rate Table (together, the
‘‘Rate Tables’’) contains an erroneous
reference to Footnote 11 (such reference
being erroneous because Footnote 11
does not apply to Broker-Dealers. As
such, the Exchange proposes to delete
such references.
The Exchange’s Hybrid 3.0 Execution
Fee applies to products traded on the
Hybrid 3.0 system. Occasionally, the
Exchange receives questions regarding
3 See
CBOE Fees Schedule, Footnote 11 for more
details.
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25113
to which products that fee applies. As
such, the Exchange proposes to amend
the line on the Specified Index Options
Rate Table listing the Hybrid 3.0
Execution Fee to state that it applies to
SPX and SPXQ only (as those are the
products traded on Hybrid 3.0).
The Exchange instituted a CFLEX
AIM Credit for some orders executed via
a CFLEX AIM auction from November 1,
2012 through December 31, 2012 (the
‘‘CFLEX AIM Credit’’).4 As it is now
past December 31, 2012, the CFLEX
AIM Credit has expired. As such, the
Exchange proposes to delete references
to it from the Equity Options, ETF and
ETN Options, and Other Index Options
Rate Tables. The Exchange also
proposes to delete the text of Footnote
28 (which describes the CFLEX AIM
Credit) and merely label such footnote
as ‘‘Reserved.’’ Next, the Exchange no
longer operates under a structure in
which persons or organizations own
seats on the Exchange and therefore
could lease seats out to other parties. As
such, there are no longer lessees or
lessors on the Exchange, and the
reference in the ‘‘Individual’’ line on
Trading Permit Holder Application Fees
table to ‘‘/Lessee/Lessor’’ is obsolete and
no longer relevant, and thus the
Exchange proposes to delete such
reference.
The Exchange’s Options Regulatory
Fee (‘‘ORF’’) is listed as being $0.0065
per contract through December 31, 2012
and $0.0085 per contract effective
January 2, 2013. As these dates have
passed and the ORF is now simply
$0.0085 per contract, the Exchange
proposes to delete the reference to the
ORF being $0.0065 per contract through
December 31, 2012 and the January 2,
2013 effective date of the $0.0085 per
contract ORF.
The Notes for the Exchange’s NonStandard Booth Rental Fee state that
‘‘Effective April 1, 2012, a Trading
Permit Holder (‘‘TPH’’) organization
will pay the fees per square foot on a
monthly basis for use of a non-standard
booth.’’ Since April 1, 2012 has passed,
the Exchange proposes to eliminate the
reference to such date and merely have
the sentence read ‘‘A Trading Permit
Holder (‘‘TPH’’) organization will pay
the fees per square foot on a monthly
basis for use of a non-standard booth.’’
The Notes to the Exchange’s CMI and
FIX Login ID fees state that CMI and FIX
Login ID fees are waived through
September 30, 2012 for CMI and FIX
Login IDs used to access the CFLEX
system. As September 30, 2012 has
4 See Securities Exchange Act Release No. 68169
(November 6, 2012), 77 FR 67703 (November 13,
2012) (Sr–CBOE–2012–105).
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Federal Register / Vol. 78, No. 82 / Monday, April 29, 2013 / Notices
passed, the Exchange proposes to delete
this note.
The Exchange Fees Schedule has a
Trading Permit Holder Transaction Fee
Policies and Rebate Programs table that
lists one fee, the Chicago Mercantile
Exchange (CME) Members SPX and OEX
Fees, which states that ‘‘Pursuant to an
agreement between the CBOE and the
CME, CME members are eligible to
receive rebates from customer
transaction fee rates on SPX and OEX
transactions for their own account.
Although CME members activity clears
as customer trades and are charged
customer rates, CME members will
receive a transaction fee rebate of $.06
per contract when the premium is $1 or
higher and $.03 when the premium is
under $1, upon submission of an
itemized rebate request (see policy
below). CBOE Trading Permit Holders
are also eligible for reduced fees on their
CME S&P 500 and S&P 100 activity.’’
The table then states that ‘‘ALL REBATE
REQUESTS MUST BE RECEIVED NO
LATER THAN 60 DAYS AFTER THE
MONTH-END TO WHICH THE TRADE
RELATES AND INCLUDE
TRANSACTION DETAIL AS
REPORTED TO TRADE MATCH.
REBATE REQUEST FORMS MAY BE
OBTAINED BY CALLING DON
PATTON AT (312) 786–7026.’’ The
agreement referenced between the CBOE
and CME is no longer valid. As such,
the fee listed and all other text in this
table is no longer valid, and therefore
the Exchange proposes to delete such
table.
Footnote 19 to the Exchange Fees
Schedule reads, in part, ‘‘The AIM
Agency/Primary Fee applies to all
broker-dealer, non-Trading Permit
Holder market-maker, JBO participant,
voluntary professional, and professional
orders in all products, except volatility
indexes, executed in AIM, SAM, FLEX
AIM and FLEX SAM auctions, that were
initially entered as a Agency/Primary
Order.’’ This is grammatically incorrect,
and the Exchange proposes to amend
the end of this sentence to read ‘‘entered
as an Agency/Primary Order.’’
The Exchange proposes to add (in two
places) to the Customer line on the
Linkage Fees table that such fees apply
in addition to the customary CBOE
execution charges. As this table only
applies to Linkage fees and not other
execution fees, the Exchange believes
that this fact was already clear, but has
elected to clarify due to a question
received from a customer. Footnote 25
of the Exchange Fees Schedule states
that ‘‘An additional monthly fee of
$2,000 per month will be assessed to
any Floor Broker Trading Permit Holder
that executes more than 20,000 VIX
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contracts during the month. If and to the
extent that a Trading Permit Holder or
TPH organization has more than one
Floor Broker Trading Permit that is
utilized to execute VIX options
transactions, the VIX executions of that
Trading Permit Holder or TPH
organization shall be aggregated for
purposes of determining this additional
monthly fee and the Trading Permit
Holder or TPH organization shall be
charged a single $2,000 fee for the
combined VIX executions through those
Floor Broker Trading Permits if the
executions exceed 20,000 contracts per
month.’’ The Exchange desires to make
this more prominent, and therefore
proposes to move it to the Trading
Permit and Tier Appointment Fees table
and title it the Floor Broker VIX
Surcharge.
Footnote 25 of the Exchange Fees
Schedule also states that ‘‘An additional
monthly fee of $3,000 per month will be
assessed to any Floor Broker Trading
Permit Holder that executes more than
20,000 SPX contracts during the month.
If and to the extent that a Trading
Permit Holder or TPH organization has
more than one Floor Broker Trading
Permit that is utilized to execute SPX
options transactions, the SPX
executions of that Trading Permit
Holder or TPH organization shall be
aggregated for purposes of determining
this additional monthly fee and the
Trading Permit Holder or TPH
organization shall be charged a single
$3,000 fee for the combined SPX
executions through those Floor Broker
Trading permits if the executions
exceed 20,000 contracts per month. For
purposes of determining the 20,000
contracts per month threshold, SRO
executions are excluded for purposes of
the calculation of executed SPX
contracts during the month.’’ The
Exchange desires to make this more
prominent, and therefore proposes to
move it to the Trading Permit and Tier
Appointment Fees table and title it the
Floor Broker SPX Surcharge.
The Exchange noticed that the origin
code ‘‘B’’ is erroneously listed as
corresponding to the Floor Broker
Trading Permit on the Trading Permit
and Tier Appointment Fees table and
therefore proposes to delete this listing.
Also, the Exchange proposes to add
‘‘Floor Broker’’ as an origin to this table,
as the table lists some fees that are
applicable to floor brokers. Finally, the
Exchange proposes to split up the
‘‘Regulatory Fees’’ table on the Fees
Schedule (and add the word
‘‘continued’’ at the top of the 2nd
portion of the table) in order to better fit
such table on the Fees Schedule.
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The purpose of the changes proposed
herein is to fix erroneous and obsolete
references in the Exchange Fees
Schedule and make the Fees Schedule
more clear and less confusing for
investors.
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with the Act
and the rules and regulations
thereunder applicable to the Exchange
and, in particular, the requirements of
Section 6(b) of the Act.5 Specifically,
the Exchange believes the proposed rule
change is consistent with the Section
6(b)(5) 6 requirements that the rules of
an exchange be 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 regulating, clearing, settling,
processing information with respect to,
and facilitating transactions in
securities, to remove impediments to
and perfect the mechanism of a free and
open market and a national market
system, and, in general, to protect
investors and the public interest. Fixing
erroneous and obsolete references in the
Exchange Fees Schedule and making the
Fees Schedule more clear and less
confusing for investors is designed to
eliminate potential investor confusion,
thereby removing impediments to and
perfecting the mechanism of a free and
open market and a national market
system, and, in general, protecting
investors and the public interest.
Additionally, the Exchange believes
the proposed rule change is consistent
with the Section 6(b)(5) 7 requirement
that the rules of an exchange not be
designed to permit unfair
discrimination between customers,
issuers, brokers, or dealers, as this
newly-cleaned-up Fees Schedule is
available to all market participants.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
CBOE 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
Exchange believes that the proposed
rule change will not impose an
unnecessary burden on intramarket
competition because no substantive
changes were made to the Fees
Schedule and the newly-cleaned-up
Fees Schedule is available to all market
participants. The Exchange believes that
5 15
6 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
7 Id.
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Federal Register / Vol. 78, No. 82 / Monday, April 29, 2013 / Notices
the proposed rule change will not
impose an unnecessary burden on
intermarket competition because no
substantive changes were made to the
Fees Schedule and because this Fees
Schedule only applies to Exchange fees.
To the extent that the newly-cleaned-up
Fees Schedule may be attractive to
market participants on other exchanges,
such market participants may always
elect to become CBOE market
participants.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange neither solicited nor
received comments on the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 8 and paragraph (f) of Rule
19b–4 9 thereunder. 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. If the
Commission takes such action, the
Commission will institute proceedings
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–CBOE–2013–042 on the
subject line.
emcdonald on DSK67QTVN1PROD 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–CBOE–2013–042. 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 St NE.,
Washington DC 20549, 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
offices 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–CBOE–
2013–042, and should be submitted on
or before May 20, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2013–10014 Filed 4–26–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–69424; File No. SR–FICC–
2013–01]
Self-Regulatory Organizations; Fixed
Income Clearing Corporation; Notice of
Filing of Proposed Rule Change
Amending the Mortgage-Backed
Securities Division Fails Charge Rule
To Reflect Recommendation of the
Treasury Market Practice Group
April 22, 2013.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
10 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
8 15
U.S.C. 78s(b)(3)(A).
9 17 CFR 240.19b–4(f).
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25115
notice is hereby given that on April 12,
2013, the Fixed Income Clearing
Corporation (‘‘FICC’’) 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 FICC. 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 purpose of the proposed rule
change is to amend the existing fails
charge rule in FICC’s Mortgage-Backed
Securities Division (‘‘MBSD’’) Clearing
Rules in order to reflect the recent
recommendation from the Treasury
Market Practices Group (‘‘TMPG’’)
relating to the removal of the resolution
period for fails charges.3
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
FICC 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. FICC has prepared
summaries, set forth in section (A), (B)
and (C) below, of the most significant
aspects of such statements.4
(A) Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
To address the persistent settlement
fails in agency debt and mortgagebacked securities (‘‘MBS’’) transactions
and to encourage market participants to
resolve such fails promptly, the TMPG
recommended in February 2012 that the
MBS market impose a fails charge in an
effort to reduce the incidence of
delivery failures and support liquidity
in the markets.5 MBSD amended Rule
12 (Fails Charges) of MBSD’s Clearing
Rules in March 2012 to reflect TMPG’s
3 The text of the proposed rule change is provided
as Exhibit 5 to this filing and is available at
www.dtcc.com/downloads/legal/rule_filings/2013/
ficc/SR_FICC_2013_01.pdf.
4 The Commission has modified the text of the
summaries prepared by FICC.
5 The TMPG is a group of market participants
active in the treasury securities market sponsored
by the Federal Reserve Bank of New York.
E:\FR\FM\29APN1.SGM
29APN1
Agencies
[Federal Register Volume 78, Number 82 (Monday, April 29, 2013)]
[Notices]
[Pages 25112-25115]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-10014]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-69422; File No. SR-CBOE-2013-042]
Self-Regulatory Organizations; Chicago Board Options Exchange,
Incorporated; Notice of Filing and Immediate Effectiveness of a
Proposed Rule Change To Amend the Fees Schedule
April 22, 2013.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(the ``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given
that on April 10, 2013, Chicago Board Options Exchange, Incorporated
(the ``Exchange'' or ``CBOE'') filed with the Securities and Exchange
Commission (the ``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
[[Page 25113]]
solicit comments on the proposed rule change from interested persons.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend its Fees Schedule. The text of the
proposed rule change is available on the Exchange's Web site (https://www.cboe.com/AboutCBOE/CBOELegalRegulatoryHome.aspx), at the Exchange's
Office of the Secretary, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to make a number of technical and superficial
changes to its Fees Schedule. No substantive changes to Exchange fees
are proposed herein.
First, HOLDRs options are no longer traded on the Exchange, so the
Exchange proposes to remove all references to such options. As such,
references to HOLDRs options in the ETF, ETN and HOLDRs Options Rate
Table, the Customer Large Trade Discount table, and Footnotes 6, 8 and
9 will be deleted. The ETF, ETN and HOLDRs Options Rate Table will now
be called the ETF and ETN Options Rate Table, the Customer Large Trade
Discount table will refer to ``ETF and ETN Options'', and applicable
sections of footnotes 8 and 9 will simply say ``ETF and ETN options''.
Next, the Exchange proposes to re-name the Proprietary Index
Options Rate Table--SPX, SPXW, SPXpm, SRO, OEX, XEO, VIX and VOLATILITY
INDEXES the ``Specified Proprietary Index Options Rate Table--SPX,
SPXW, SPXpm, SRO, OEX, XEO, VIX and VOLATILITY INDEXES'' (the
``Specified Index Options Rate Table''). The addition of the word
``Specified'' is intended to clarify that not all proprietary index
options are subject to this rate table (those not specified are subject
to the Index Options Rate Table--All Index Products Excluding SPX,
SPXW, SPXpm, SRO, OEX, XEO, VIX and VOLATILITY INDEXES (the ``Other
Index Options Rate Table'')).
Footnote 20 describes the CFLEX AIM Response fee. However, on the
Equity Options Rate Table, the ETF and ETN Options Rate Table, the
Specified Index Options Rate Table, the Other Index Options Rate Table,
and the Mini-Options Rate Table, this fee is merely listed as the CFLEX
AIM fee. The Exchange proposes to add the word ``Response'' and list
the fee in all the above-mentioned rate tables as the CFLEX AIM
Response fee in order to more accurately display the fee's name.
Next, the Exchange proposes to make more clear the fact that the
Exchange will assess no Clearing Trading Permit Holder Proprietary
transaction fees for certain types of facilitation orders (as defined
in Footnote 11 of the Fees Schedule) in certain classes.\3\ As such,
the Exchange proposes to add to the Equity Options Rate Table, the ETF
and ETN Options Rate Table, and the Other Index Options Rate Table a
line that lists the Clearing Trading Permit Holder Proprietary
Facilitation fees as being assessed a fee of $0.00 per contract for
manual, AIM Agency/Primary, AIM Contra, QCC and CFLEX AIM Response
transactions (regular electronic Clearing Trading Permit Holder
Proprietary facilitation transactions are assessed a $0.25 per-contract
fee, like other Clearing Trading Permit Holder Proprietary
transactions, as they are not subject to the waiver), per the language
currently in Footnote 11. On all such rate tables, the new line will
include a reference to Footnote 11.
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\3\ See CBOE Fees Schedule, Footnote 11 for more details.
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Next, the Broker-Dealer line on the Equity Options Rate Table, the
ETF and ETN Options Rate Table, the Specified Index Options Rate Table,
the Other Index Options Rate Table, the Mini-Options Rate Table and the
Credit Default Options and Credit Default Basket Options Rate Table
(together, the ``Rate Tables'') contains an erroneous reference to
Footnote 11 (such reference being erroneous because Footnote 11 does
not apply to Broker-Dealers. As such, the Exchange proposes to delete
such references.
The Exchange's Hybrid 3.0 Execution Fee applies to products traded
on the Hybrid 3.0 system. Occasionally, the Exchange receives questions
regarding to which products that fee applies. As such, the Exchange
proposes to amend the line on the Specified Index Options Rate Table
listing the Hybrid 3.0 Execution Fee to state that it applies to SPX
and SPXQ only (as those are the products traded on Hybrid 3.0).
The Exchange instituted a CFLEX AIM Credit for some orders executed
via a CFLEX AIM auction from November 1, 2012 through December 31, 2012
(the ``CFLEX AIM Credit'').\4\ As it is now past December 31, 2012, the
CFLEX AIM Credit has expired. As such, the Exchange proposes to delete
references to it from the Equity Options, ETF and ETN Options, and
Other Index Options Rate Tables. The Exchange also proposes to delete
the text of Footnote 28 (which describes the CFLEX AIM Credit) and
merely label such footnote as ``Reserved.'' Next, the Exchange no
longer operates under a structure in which persons or organizations own
seats on the Exchange and therefore could lease seats out to other
parties. As such, there are no longer lessees or lessors on the
Exchange, and the reference in the ``Individual'' line on Trading
Permit Holder Application Fees table to ``/Lessee/Lessor'' is obsolete
and no longer relevant, and thus the Exchange proposes to delete such
reference.
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\4\ See Securities Exchange Act Release No. 68169 (November 6,
2012), 77 FR 67703 (November 13, 2012) (Sr-CBOE-2012-105).
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The Exchange's Options Regulatory Fee (``ORF'') is listed as being
$0.0065 per contract through December 31, 2012 and $0.0085 per contract
effective January 2, 2013. As these dates have passed and the ORF is
now simply $0.0085 per contract, the Exchange proposes to delete the
reference to the ORF being $0.0065 per contract through December 31,
2012 and the January 2, 2013 effective date of the $0.0085 per contract
ORF.
The Notes for the Exchange's Non-Standard Booth Rental Fee state
that ``Effective April 1, 2012, a Trading Permit Holder (``TPH'')
organization will pay the fees per square foot on a monthly basis for
use of a non-standard booth.'' Since April 1, 2012 has passed, the
Exchange proposes to eliminate the reference to such date and merely
have the sentence read ``A Trading Permit Holder (``TPH'') organization
will pay the fees per square foot on a monthly basis for use of a non-
standard booth.''
The Notes to the Exchange's CMI and FIX Login ID fees state that
CMI and FIX Login ID fees are waived through September 30, 2012 for CMI
and FIX Login IDs used to access the CFLEX system. As September 30,
2012 has
[[Page 25114]]
passed, the Exchange proposes to delete this note.
The Exchange Fees Schedule has a Trading Permit Holder Transaction
Fee Policies and Rebate Programs table that lists one fee, the Chicago
Mercantile Exchange (CME) Members SPX and OEX Fees, which states that
``Pursuant to an agreement between the CBOE and the CME, CME members
are eligible to receive rebates from customer transaction fee rates on
SPX and OEX transactions for their own account. Although CME members
activity clears as customer trades and are charged customer rates, CME
members will receive a transaction fee rebate of $.06 per contract when
the premium is $1 or higher and $.03 when the premium is under $1, upon
submission of an itemized rebate request (see policy below). CBOE
Trading Permit Holders are also eligible for reduced fees on their CME
S&P 500 and S&P 100 activity.'' The table then states that ``ALL REBATE
REQUESTS MUST BE RECEIVED NO LATER THAN 60 DAYS AFTER THE MONTH-END TO
WHICH THE TRADE RELATES AND INCLUDE TRANSACTION DETAIL AS REPORTED TO
TRADE MATCH. REBATE REQUEST FORMS MAY BE OBTAINED BY CALLING DON PATTON
AT (312) 786-7026.'' The agreement referenced between the CBOE and CME
is no longer valid. As such, the fee listed and all other text in this
table is no longer valid, and therefore the Exchange proposes to delete
such table.
Footnote 19 to the Exchange Fees Schedule reads, in part, ``The AIM
Agency/Primary Fee applies to all broker-dealer, non-Trading Permit
Holder market-maker, JBO participant, voluntary professional, and
professional orders in all products, except volatility indexes,
executed in AIM, SAM, FLEX AIM and FLEX SAM auctions, that were
initially entered as a Agency/Primary Order.'' This is grammatically
incorrect, and the Exchange proposes to amend the end of this sentence
to read ``entered as an Agency/Primary Order.''
The Exchange proposes to add (in two places) to the Customer line
on the Linkage Fees table that such fees apply in addition to the
customary CBOE execution charges. As this table only applies to Linkage
fees and not other execution fees, the Exchange believes that this fact
was already clear, but has elected to clarify due to a question
received from a customer. Footnote 25 of the Exchange Fees Schedule
states that ``An additional monthly fee of $2,000 per month will be
assessed to any Floor Broker Trading Permit Holder that executes more
than 20,000 VIX contracts during the month. If and to the extent that a
Trading Permit Holder or TPH organization has more than one Floor
Broker Trading Permit that is utilized to execute VIX options
transactions, the VIX executions of that Trading Permit Holder or TPH
organization shall be aggregated for purposes of determining this
additional monthly fee and the Trading Permit Holder or TPH
organization shall be charged a single $2,000 fee for the combined VIX
executions through those Floor Broker Trading Permits if the executions
exceed 20,000 contracts per month.'' The Exchange desires to make this
more prominent, and therefore proposes to move it to the Trading Permit
and Tier Appointment Fees table and title it the Floor Broker VIX
Surcharge.
Footnote 25 of the Exchange Fees Schedule also states that ``An
additional monthly fee of $3,000 per month will be assessed to any
Floor Broker Trading Permit Holder that executes more than 20,000 SPX
contracts during the month. If and to the extent that a Trading Permit
Holder or TPH organization has more than one Floor Broker Trading
Permit that is utilized to execute SPX options transactions, the SPX
executions of that Trading Permit Holder or TPH organization shall be
aggregated for purposes of determining this additional monthly fee and
the Trading Permit Holder or TPH organization shall be charged a single
$3,000 fee for the combined SPX executions through those Floor Broker
Trading permits if the executions exceed 20,000 contracts per month.
For purposes of determining the 20,000 contracts per month threshold,
SRO executions are excluded for purposes of the calculation of executed
SPX contracts during the month.'' The Exchange desires to make this
more prominent, and therefore proposes to move it to the Trading Permit
and Tier Appointment Fees table and title it the Floor Broker SPX
Surcharge.
The Exchange noticed that the origin code ``B'' is erroneously
listed as corresponding to the Floor Broker Trading Permit on the
Trading Permit and Tier Appointment Fees table and therefore proposes
to delete this listing. Also, the Exchange proposes to add ``Floor
Broker'' as an origin to this table, as the table lists some fees that
are applicable to floor brokers. Finally, the Exchange proposes to
split up the ``Regulatory Fees'' table on the Fees Schedule (and add
the word ``continued'' at the top of the 2nd portion of the table) in
order to better fit such table on the Fees Schedule.
The purpose of the changes proposed herein is to fix erroneous and
obsolete references in the Exchange Fees Schedule and make the Fees
Schedule more clear and less confusing for investors.
2. Statutory Basis
The Exchange believes the proposed rule change is consistent with
the Act and the rules and regulations thereunder applicable to the
Exchange and, in particular, the requirements of Section 6(b) of the
Act.\5\ Specifically, the Exchange believes the proposed rule change is
consistent with the Section 6(b)(5) \6\ requirements that the rules of
an exchange be 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 regulating,
clearing, settling, processing information with respect to, and
facilitating transactions in securities, to remove impediments to and
perfect the mechanism of a free and open market and a national market
system, and, in general, to protect investors and the public interest.
Fixing erroneous and obsolete references in the Exchange Fees Schedule
and making the Fees Schedule more clear and less confusing for
investors is designed to eliminate potential investor confusion,
thereby removing impediments to and perfecting the mechanism of a free
and open market and a national market system, and, in general,
protecting investors and the public interest.
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\5\ 15 U.S.C. 78f(b).
\6\ 15 U.S.C. 78f(b)(5).
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Additionally, the Exchange believes the proposed rule change is
consistent with the Section 6(b)(5) \7\ requirement that the rules of
an exchange not be designed to permit unfair discrimination between
customers, issuers, brokers, or dealers, as this newly-cleaned-up Fees
Schedule is available to all market participants.
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\7\ Id.
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B. Self-Regulatory Organization's Statement on Burden on Competition
CBOE 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 Exchange believes that the
proposed rule change will not impose an unnecessary burden on
intramarket competition because no substantive changes were made to the
Fees Schedule and the newly-cleaned-up Fees Schedule is available to
all market participants. The Exchange believes that
[[Page 25115]]
the proposed rule change will not impose an unnecessary burden on
intermarket competition because no substantive changes were made to the
Fees Schedule and because this Fees Schedule only applies to Exchange
fees. To the extent that the newly-cleaned-up Fees Schedule may be
attractive to market participants on other exchanges, such market
participants may always elect to become CBOE market participants.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange neither solicited nor received comments on the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to Section
19(b)(3)(A) of the Act \8\ and paragraph (f) of Rule 19b-4 \9\
thereunder. 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. If the Commission
takes such action, the Commission will institute proceedings to
determine whether the proposed rule change should be approved or
disapproved.
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\8\ 15 U.S.C. 78s(b)(3)(A).
\9\ 17 CFR 240.19b-4(f).
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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-CBOE-2013-042 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-CBOE-2013-042. 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 St NE.,
Washington DC 20549, 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 offices 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-CBOE-2013-042,
and should be submitted on or before May 20, 2013.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\10\
Elizabeth M. Murphy,
Secretary.
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\10\ 17 CFR 200.30-3(a)(12).
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[FR Doc. 2013-10014 Filed 4-26-13; 8:45 am]
BILLING CODE 8011-01-P