Self-Regulatory Organizations; Chicago Board Options Exchange, Incorporated; Notice of Filing of a Proposed Rule Change and Amendment No. 1 Thereto Relating to the Short Term Option Series Program, 62858-62860 [2013-24676]
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62858
Federal Register / Vol. 78, No. 204 / Tuesday, October 22, 2013 / Notices
trading that may be intended to take
advantage of customer orders. As
previously noted, the proposed rule text
is substantially similar to Nasdaq’s IM–
2110–3, which has been approved by
the Commission.16 By adopting Rule
12.14, the Exchange believes that
imminent customer block orders would
be better protected and that the
proposed rule change will prevent
fraudulent and manipulative acts and
practices, promote just and equitable
principles of trade, and better protect
investors and the public interest.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change would impose
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
proposed rule change is not designed to
address any competitive issues but
rather is designed to provide greater
harmonization among Exchange and
FINRA rules of similar purpose,
resulting in less burdensome and more
efficient regulatory compliance for
common members and facilitating
FINRA’s performance of its regulatory
functions under the 17d-2 Agreement.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has neither solicited
nor received written comments on the
proposed rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
sroberts on DSK5SPTVN1PROD with FRONT MATTER
Because the foregoing proposed rule
change does not: (1) Significantly affect
the protection of investors or the public
interest; (2) impose any significant
burden on competition; and (3) by its
terms does not become operative for 30
days after the date of this filing, or such
shorter time as the Commission may
designate if consistent with the
protection of investors and the public
interest, the proposed rule change has
become effective pursuant to Section
16 See Securities Exchange Act Release No. 53128
(January 13, 2006), 71 FR 3550 (January 23, 2006)
(order approving Nasdaq’s application for
registration as a national securities exchange). See
also Securities Exchange Act Release No. 58069
(June 30, 2008), 73 FR 39360 (July 9, 2008) (SRNasdaq-2008–054) (Notice of Filing and Immediate
Effectiveness). Securities Exchange Act Release No.
34–67774 (September 4, 2012), 77 FR 55519
(September 12, 2012) (Approval Order).
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19(b)(3)(A) of the Act 17 and Rule 19b–
4(f)(6) thereunder.18
A proposed rule change filed under
Rule 19b–4(f)(6) normally does not
become operative for 30 days after the
date of filing. However, Rule 19b–
4(f)(6)(iii) permits the Commission to
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 believes that waiving the
30-day operative delay is consistent
with the protection of investors and the
public interest because it will help
foster consistency between the
rulebooks of the self-regulatory
organizations.19 Accordingly, the
Commission hereby grants the
Exchange’s request 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 rule-comments@
sec.gov. Please include File Number
SR–EDGX–2013–36 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
17 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6)(iii) requires a self-regulatory organization to
provide the Commission with 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 met this requirement.
19 For purposes only of waiving the 30-day
operative delay, the Commission has also
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
18 17
PO 00000
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Fmt 4703
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100 F Street NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–EDGX–2013–36. 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–EDGX–
2013–36 and should be submitted on or
before November 12, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.20
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–24635 Filed 10–21–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing of a
Proposed Rule Change and
Amendment No. 1 Thereto Relating to
the Short Term Option Series Program
[Release No. 34–70685; File No. SR–CBOE–
2013–096]
October 15, 2013. Pursuant to Section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’) 1 and Rule 19b–4
20 17
1 15
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CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
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Federal Register / Vol. 78, No. 204 / Tuesday, October 22, 2013 / Notices
thereunder,2 notice is hereby given that
on October 2, 2013, Chicago Board
Options Exchange, Incorporated
(‘‘CBOE’’ 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. On October
15, 2013, the Exchange filed
Amendment No. 1 to the proposal.3 The
Commission is publishing this notice to
solicit comments on the proposed rule
change, as modified by Amendment No.
1 thereto, from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
The Exchange is proposing to amend
Exchange Rules 5.5(d) and 24.9(a)(2)(A)
to allow the Exchange to list five Short
Term Option Series at one time and to
specify that new series of Short Term
Option Series may be listed up to, and
including on, the expiration date. 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 the
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
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A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange is proposing to amend
Exchange Rules 5.5(d) and 24.9(a)(2)(A).
Currently the Exchange’s Rules allow
for the Exchange to list options in the
Short Term Option Series Program
2 17
CFR 240.19b–4.
Amendment No. 1, the Exchange proposed to
delete the phrase ‘‘for each series’’ in the proposed
rule text for Rule 5.5(d) located on page three of the
19b–4 and page 19 of the Exhibit 5 of the original
filing and in the proposed rule text for Rule
24.9(a)(2)(A) located on page four of the 19b–4 and
page 20 of the Exhibit 5 of the original filing.
3 In
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(‘‘Weeklys Program’’ or ‘‘Weekly
option’’) ‘‘on each of the next five
consecutive Fridays that are business
days.’’ 4 The filing which gave the
Exchange authority to list five Weekly
option expirations specifically states
that ‘‘the total number of consecutive
expirations will be five (5), including
any existing monthly or quarterly
expirations’’ for the Weeklys Program.5
The Exchange is now proposing to make
explicit that the next five Weekly
options may listed at one time, not
including the monthly or quarterly
options. The Exchange is also proposing
to codify an existing practice by adding
language stating that strikes may be
listed up until and on the day of
expiration.
As proposed, the Exchange will have
the ability to list a total of five Weeklys
and that count of five would not include
monthly or quarterly option expirations.
The Exchange notes that this proposal
would restrict the five listed Weeklys to
those closest to the Short Term Option
Opening Date. For example, if a class of
options has five Weeklys listed with
expiration dates in July, the other two
listed expiration dates may not be in
December. The Exchange believes that
allowing otherwise would undermine
the purpose of the Short Term Option
Program.
As examples of how this would work
in practice, consider a situation in
which a quarterly option expires week
1 and a monthly option expire week 3
from now, the proposal would allow the
following expirations: week 1 quarterly
option, week 2 Weekly option, week 3
monthly option, week 4 Weekly option,
week 5 Weekly option, week 6 Weekly
option, and week 7 Weekly option.6 As
another example, if a quarterly option
expires week 3 and a monthly option
expires week 5, the following
expirations would be allowed: week 1
Weekly option, week 2 Weekly option,
week 3 quarterly option, week 4 Weekly
option, week 5 monthly option, week 6
Weekly option, week 7 Weekly option.7
Next, the Exchange is proposing to
add language to Rules 5.5(d) and
24.9(a)(2)(A) to state that additional
series of Weekly options may be added
up to, and including on, the expiration
4 See
Exchange Rules 5.5(d) and 24.9(a)(2)(A).
Securities Exchange Act Release No. 68242
(November 15, 2012), 77 FR 69908 (November 21,
2012) (notice of SR–CBOE–2012–110 which was a
rule filing based on based on an approved filings
submitted by NYSE Arca, Inc. (‘‘NYSE Arca’’) and
NYSE MKT, LLC (‘‘NYSE MKT’’)).
6 The proposal would not allow, for example, for
nothing to be listed week 7 but week 8 a Weekly
option.
7 Id.
5 See
PO 00000
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Fmt 4703
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62859
date of the series.8 Currently, Exchange
rules state that the Exchange ‘‘may open
up to 20 initial series for each option
class that participates in the Short Term
Option Series Program’’ and ‘‘up to 10
additional series for each option class
that participates in the Short Term
Option Series Program’’ however the
Exchange’s rules are silent on when
series may be added.9 In practice,
however, the Exchange, along with the
other exchanges, list additional series
until the expiration day.10 The
Exchange believes that codifying this
provision will clearly state authority
which is not currently explicitly stated
to add series up until the day of
expiration which is in the current rules.
In addition, given the short lifespan of
Weeklys, the Exchange believes that the
ability to list new series of options
intraday is appropriate.
The Exchange notes that the Weeklys
Program has been very well-received by
market participants, in particular by
retail investors. The Exchange believes
that the current proposed revision to the
Weeklys Program will permit the
Exchange to meet increased customer
demand and provide market
participants with the ability to hedge in
a greater number of option classes and
series. In addition, the proposed
changes will codify an existing practice
in the Exchange’s rules.
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with the
Securities Exchange Act of 1934 (the
‘‘Act’’) and the rules and regulations
thereunder applicable to the Exchange
and, in particular, the requirements of
Section 6(b) of the Act.11 Specifically,
the Exchange believes the proposed rule
change is consistent with the Section
6(b)(5) 12 requirements that the rules of
an exchange be designed to 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,
8 The Exchange is also proposing to add language
stating that the proposed provisions in Rules
5.5(d)(4) and 24.9(a)(2)(A)(iv) will not contradict
current provisions in CBOE Rules. More
specifically, the proposed provisions would not
contradict 5.5.04 and 24.9.01(c) respectively. The
Exchange believes this addition will eliminate any
confusion about when additional series may be
added in the Weeklys Program in comparison to
other Exchange listing programs.
9 See Exchange Rules 5.5(d)(3), 5.5.(d)(4),
24.9(a)(2)(A)(iii), and 24.9(a)(2)(A)(iv).
10 The Exchange notes that the Options Clearing
Corporation (‘‘OCC’’) has the ability to
accommodate series in the Weeklys Program added
intraday.
11 15 U.S.C. 78f(b).
12 15 U.S.C. 78f(b)(5).
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Federal Register / Vol. 78, No. 204 / Tuesday, October 22, 2013 / Notices
sroberts on DSK5SPTVN1PROD with FRONT MATTER
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.
Additionally, the Exchange believes the
proposed rule change is consistent with
the Section 6(b)(5) 13 requirement that
the rules of an exchange not be designed
to permit unfair discrimination between
customers, issuers, brokers, or dealers.
In particular, the Exchange believes
that expanding the Weeklys Program
will result in a continuing benefit to
investors by giving them more flexibility
to closely tailor their investment
decisions and hedging decisions in a
greater number of securities. The
Exchange also believes that expanding
the Weeklys Program will provide the
investing public and other market
participants with additional
opportunities to hedge their investment
thus allowing these investors to better
manage their risk exposure.
With regard to the impact of this
proposal on system capacity, the
Exchange has analyzed its capacity and
represents that it and the Options Price
Reporting Authority (‘‘OPRA’’) have the
necessary systems capacity to handle
any potential additional traffic
associated with this current amendment
to the Weeklys Program. The Exchange
believes that its TPHs will not have a
capacity issue as a result of this
proposal. The Exchange also represents
that it does not believe this expansion
will cause fragmentation to liquidity.
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 this proposed rule
change will benefit investors by
providing additional methods to trade
options on the liquid securities, and
providing greater ability to mitigate risk
in managing large portfolios.
Specifically, the Exchange believes that
investors would benefit from the
introduction and availability of
additional series by more series
available as an investing tool. The
Exchange also believes the proposed
changes will provide investors with an
additional tool for hedging risk in
highly liquid securities. For all the
reasons stated, the Exchange does not
believe that the proposed rule change
will impose any burden on competition
13 Id.
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21:08 Oct 21, 2013
Jkt 232001
not necessary or appropriate in
furtherance of the purposes of the Act,
and believes the proposed change will
enhance competition.
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
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 Exchange consents,
the Commission shall: (a) By order
approve or disapprove such proposed
rule change, or (b) institute proceedings
to determine whether the proposed rule
change should be disapproved.
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–CBOE–2013–096 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–2013–096. 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
Frm 00278
Fmt 4703
Sfmt 4703
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–24676 Filed 10–21–13; 8:45 am]
BILLING CODE 8011–01–P
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:
PO 00000
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room on official business
days between the hours of 10:00 a.m.
and 3:00 p.m. Copies of such filing also
will be available for inspection and
copying at the principal 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–
2013–096, and should be submitted on
or before November 12, 2013.
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–70672; File No. SR–BOX–
2013–47]
Self-Regulatory Organizations; BOX
Options Exchange LLC; Notice of
Filing and Immediate Effectiveness of
a Proposed Rule Change To Amend
BOX Rule 8040
October 11, 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 October
2, 2013, BOX Options Exchange LLC
(the ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the 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 amend
BOX Rule 8040 (Obligations of Market
Makers) to widen [sic] pre-opening
14 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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Agencies
[Federal Register Volume 78, Number 204 (Tuesday, October 22, 2013)]
[Notices]
[Pages 62858-62860]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-24676]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
Self-Regulatory Organizations; Chicago Board Options Exchange,
Incorporated; Notice of Filing of a Proposed Rule Change and Amendment
No. 1 Thereto Relating to the Short Term Option Series Program
[Release No. 34-70685; File No. SR-CBOE-2013-096]
October 15, 2013. Pursuant to Section 19(b)(1) of the Securities
Exchange Act of 1934 (``Act'') \1\ and Rule 19b-4
[[Page 62859]]
thereunder,\2\ notice is hereby given that on October 2, 2013, Chicago
Board Options Exchange, Incorporated (``CBOE'' 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. On October 15, 2013, the
Exchange filed Amendment No. 1 to the proposal.\3\ The Commission is
publishing this notice to solicit comments on the proposed rule change,
as modified by Amendment No. 1 thereto, from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ In Amendment No. 1, the Exchange proposed to delete the
phrase ``for each series'' in the proposed rule text for Rule 5.5(d)
located on page three of the 19b-4 and page 19 of the Exhibit 5 of
the original filing and in the proposed rule text for Rule
24.9(a)(2)(A) located on page four of the 19b-4 and page 20 of the
Exhibit 5 of the original filing.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of the
Substance of the Proposed Rule Change
The Exchange is proposing to amend Exchange Rules 5.5(d) and
24.9(a)(2)(A) to allow the Exchange to list five Short Term Option
Series at one time and to specify that new series of Short Term Option
Series may be listed up to, and including on, the expiration date. 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 the
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange is proposing to amend Exchange Rules 5.5(d) and
24.9(a)(2)(A). Currently the Exchange's Rules allow for the Exchange to
list options in the Short Term Option Series Program (``Weeklys
Program'' or ``Weekly option'') ``on each of the next five consecutive
Fridays that are business days.'' \4\ The filing which gave the
Exchange authority to list five Weekly option expirations specifically
states that ``the total number of consecutive expirations will be five
(5), including any existing monthly or quarterly expirations'' for the
Weeklys Program.\5\ The Exchange is now proposing to make explicit that
the next five Weekly options may listed at one time, not including the
monthly or quarterly options. The Exchange is also proposing to codify
an existing practice by adding language stating that strikes may be
listed up until and on the day of expiration.
---------------------------------------------------------------------------
\4\ See Exchange Rules 5.5(d) and 24.9(a)(2)(A).
\5\ See Securities Exchange Act Release No. 68242 (November 15,
2012), 77 FR 69908 (November 21, 2012) (notice of SR-CBOE-2012-110
which was a rule filing based on based on an approved filings
submitted by NYSE Arca, Inc. (``NYSE Arca'') and NYSE MKT, LLC
(``NYSE MKT'')).
---------------------------------------------------------------------------
As proposed, the Exchange will have the ability to list a total of
five Weeklys and that count of five would not include monthly or
quarterly option expirations. The Exchange notes that this proposal
would restrict the five listed Weeklys to those closest to the Short
Term Option Opening Date. For example, if a class of options has five
Weeklys listed with expiration dates in July, the other two listed
expiration dates may not be in December. The Exchange believes that
allowing otherwise would undermine the purpose of the Short Term Option
Program.
As examples of how this would work in practice, consider a
situation in which a quarterly option expires week 1 and a monthly
option expire week 3 from now, the proposal would allow the following
expirations: week 1 quarterly option, week 2 Weekly option, week 3
monthly option, week 4 Weekly option, week 5 Weekly option, week 6
Weekly option, and week 7 Weekly option.\6\ As another example, if a
quarterly option expires week 3 and a monthly option expires week 5,
the following expirations would be allowed: week 1 Weekly option, week
2 Weekly option, week 3 quarterly option, week 4 Weekly option, week 5
monthly option, week 6 Weekly option, week 7 Weekly option.\7\
---------------------------------------------------------------------------
\6\ The proposal would not allow, for example, for nothing to be
listed week 7 but week 8 a Weekly option.
\7\ Id.
---------------------------------------------------------------------------
Next, the Exchange is proposing to add language to Rules 5.5(d) and
24.9(a)(2)(A) to state that additional series of Weekly options may be
added up to, and including on, the expiration date of the series.\8\
Currently, Exchange rules state that the Exchange ``may open up to 20
initial series for each option class that participates in the Short
Term Option Series Program'' and ``up to 10 additional series for each
option class that participates in the Short Term Option Series
Program'' however the Exchange's rules are silent on when series may be
added.\9\ In practice, however, the Exchange, along with the other
exchanges, list additional series until the expiration day.\10\ The
Exchange believes that codifying this provision will clearly state
authority which is not currently explicitly stated to add series up
until the day of expiration which is in the current rules. In addition,
given the short lifespan of Weeklys, the Exchange believes that the
ability to list new series of options intraday is appropriate.
---------------------------------------------------------------------------
\8\ The Exchange is also proposing to add language stating that
the proposed provisions in Rules 5.5(d)(4) and 24.9(a)(2)(A)(iv)
will not contradict current provisions in CBOE Rules. More
specifically, the proposed provisions would not contradict 5.5.04
and 24.9.01(c) respectively. The Exchange believes this addition
will eliminate any confusion about when additional series may be
added in the Weeklys Program in comparison to other Exchange listing
programs.
\9\ See Exchange Rules 5.5(d)(3), 5.5.(d)(4),
24.9(a)(2)(A)(iii), and 24.9(a)(2)(A)(iv).
\10\ The Exchange notes that the Options Clearing Corporation
(``OCC'') has the ability to accommodate series in the Weeklys
Program added intraday.
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The Exchange notes that the Weeklys Program has been very well-
received by market participants, in particular by retail investors. The
Exchange believes that the current proposed revision to the Weeklys
Program will permit the Exchange to meet increased customer demand and
provide market participants with the ability to hedge in a greater
number of option classes and series. In addition, the proposed changes
will codify an existing practice in the Exchange's rules.
2. Statutory Basis
The Exchange believes the proposed rule change is consistent with
the Securities Exchange Act of 1934 (the ``Act'') and the rules and
regulations thereunder applicable to the Exchange and, in particular,
the requirements of Section 6(b) of the Act.\11\ Specifically, the
Exchange believes the proposed rule change is consistent with the
Section 6(b)(5) \12\ requirements that the rules of an exchange be
designed to 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,
[[Page 62860]]
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. Additionally, the Exchange
believes the proposed rule change is consistent with the Section
6(b)(5) \13\ requirement that the rules of an exchange not be designed
to permit unfair discrimination between customers, issuers, brokers, or
dealers.
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\11\ 15 U.S.C. 78f(b).
\12\ 15 U.S.C. 78f(b)(5).
\13\ Id.
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In particular, the Exchange believes that expanding the Weeklys
Program will result in a continuing benefit to investors by giving them
more flexibility to closely tailor their investment decisions and
hedging decisions in a greater number of securities. The Exchange also
believes that expanding the Weeklys Program will provide the investing
public and other market participants with additional opportunities to
hedge their investment thus allowing these investors to better manage
their risk exposure.
With regard to the impact of this proposal on system capacity, the
Exchange has analyzed its capacity and represents that it and the
Options Price Reporting Authority (``OPRA'') have the necessary systems
capacity to handle any potential additional traffic associated with
this current amendment to the Weeklys Program. The Exchange believes
that its TPHs will not have a capacity issue as a result of this
proposal. The Exchange also represents that it does not believe this
expansion will cause fragmentation to liquidity.
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 this
proposed rule change will benefit investors by providing additional
methods to trade options on the liquid securities, and providing
greater ability to mitigate risk in managing large portfolios.
Specifically, the Exchange believes that investors would benefit from
the introduction and availability of additional series by more series
available as an investing tool. The Exchange also believes the proposed
changes will provide investors with an additional tool for hedging risk
in highly liquid securities. For all the reasons stated, 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, and believes the proposed change will enhance
competition.
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
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 Exchange consents, the Commission shall: (a) By order approve
or disapprove such proposed rule change, or (b) institute proceedings
to determine whether the proposed rule change should be 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 rule-comments@sec.gov. Please include
File Number SR-CBOE-2013-096 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-2013-096. This
file number should be included on the subject line if email is used.
To help the Commission process and review your comments more
efficiently, please use only one method. The Commission will post all
comments on the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments,
all written statements with respect to the proposed rule change that
are filed with the Commission, and all written communications relating
to the proposed rule change between the Commission and any person,
other than those that may be withheld from the public in accordance
with the provisions of 5 U.S.C. 552, will be available for Web site
viewing and printing in the Commission's Public Reference Room on
official business days between the hours of 10:00 a.m. and 3:00 p.m.
Copies of such filing also will be available for inspection and copying
at the principal 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-2013-096, and should be submitted
on or before November 12, 2013.
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. 2013-24676 Filed 10-21-13; 8:45 am]
BILLING CODE 8011-01-P