Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change Relating to Extension of the Exchange's Penny Pilot Program and Replacement of Penny Pilot Issues That Have Been Delisted, 71477-71479 [2014-28318]
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rljohnson on DSK3VPTVN1PROD with NOTICES
Federal Register / Vol. 79, No. 231 / Tuesday, December 2, 2014 / Notices
appropriate, the institution of
procedures designed to ensure that
purchases of securities in Affiliated
Underwritings are in the best interest of
shareholders of the Fund.
8. Each Fund will maintain and
preserve permanently in an easily
accessible place a written copy of the
procedures described in the preceding
condition, and any modifications to
such procedures, and will maintain and
preserve for a period of not less than six
years from the end of the fiscal year in
which any purchase in an Affiliated
Underwriting occurred, the first two
years in an easily accessible place, a
written record of each purchase of
securities in Affiliated Underwritings
once an investment by a Fund of Funds
in the securities of the Fund exceeds the
limit of section 12(d)(1)(A)(i) of the Act,
setting forth from whom the securities
were acquired, the identity of the
underwriting syndicate’s members, the
terms of the purchase, and the
information or materials upon which
the Board’s determinations were made.
9. Before investing in a Fund in
excess of the limit in section
12(d)(1)(A), a Fund of Funds and the
applicable Trust will execute a FOF
Participation Agreement stating,
without limitation, that their respective
boards of directors or trustees and their
investment advisers, or trustee and
Sponsor, as applicable, understand the
terms and conditions of the order, and
agree to fulfill their responsibilities
under the order. At the time of its
investment in Shares of a Fund in
excess of the limit in section
12(d)(1)(A)(i), a Fund of Funds will
notify the Fund of the investment. At
such time, the Fund of Funds will also
transmit to the Fund a list of the names
of each Fund of Funds Affiliate and
Underwriting Affiliate. The Fund of
Funds will notify the Fund of any
changes to the list of the names as soon
as reasonably practicable after a change
occurs. The Fund and the Fund of
Funds will maintain and preserve a
copy of the order, the FOF Participation
Agreement, and the list with any
updated information for the duration of
the investment and for a period of not
less than six years thereafter, the first
two years in an easily accessible place.
10. Before approving any advisory
contract under section 15 of the Act, the
board of directors or trustees of each
Investing Management Company
including a majority of the disinterested
directors or trustees, will find that the
advisory fees charged under such
contract are based on services provided
that will be in addition to, rather than
duplicative of, the services provided
under the advisory contract(s) of any
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15:30 Dec 01, 2014
Jkt 235001
Fund in which the Investing
Management Company may invest.
These findings and their basis will be
fully recorded in the minute books of
the appropriate Investing Management
Company.
11. Any sales charges and/or service
fees charged with respect to shares of a
Fund of Funds will not exceed the
limits applicable to a fund of funds as
set forth in NASD Conduct Rule 2830.
12. No Fund will acquire securities of
an investment company or company
relying on section 3(c)(1) or 3(c)(7) of
the Act in excess of the limits contained
in section 12(d)(1)(A) of the Act, except
to the extent the Fund acquires
securities of another investment
company pursuant to exemptive relief
from the Commission permitting the
Fund to acquire securities of one or
more investment companies for shortterm cash management purposes.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
NASDAQ is filing with the
Commission a proposal to amend
Chapter VI, Section 5 (Minimum
Increments) of the rules of the NASDAQ
Options Market (‘‘NOM’’) to extend
through June 30, 2015, the Penny Pilot
Program in options classes in certain
issues (‘‘Penny Pilot’’ or ‘‘Pilot’’), and to
change the date when delisted classes
may be replaced in the Penny Pilot.3
The Exchange requests that the
Commission waive the 30-day operative
delay period to the extent needed for
timely industry-wide implementation of
the proposal.
The text of the amended Exchange
rule is set forth immediately below.
Proposed new language is in italics
and proposed deleted language is
[bracketed].
For the Commission, by the Division of
Investment Management, under delegated
authority.
Kevin M. O’Neill,
Deputy Secretary.
Options Rules
[FR Doc. 2014–28313 Filed 12–1–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–73686; File No. SR–
NASDAQ–2014–115]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
a Proposed Rule Change Relating to
Extension of the Exchange’s Penny
Pilot Program and Replacement of
Penny Pilot Issues That Have Been
Delisted
November 25, 2014.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1, and Rule 19b–4 2 thereunder,
notice is hereby given that on November
21, 2014, The NASDAQ Stock Market
LLC (‘‘NASDAQ’’ or ‘‘Exchange’’) filed
with the Securities and Exchange
Commission (‘‘SEC’’ or ‘‘Commission’’)
the proposed rule change as described
in Items I, II, and III, below, which Items
have been prepared by NASDAQ. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
1 15
2 17
PO 00000
U.S.C. 78s(b)(1).
CFR 240.19b–4.
Frm 00102
Fmt 4703
Sfmt 4703
NASDAQ Stock Market Rules
*
*
*
Chapter VI
*
*
*
*
Trading Systems
*
*
*
Sec. 5 Minimum Increments
(a) The Board may establish minimum
quoting increments for options contracts
traded on NOM. Such minimum
increments established by the Board
will be designated as a stated policy,
practice, or interpretation with respect
to the administration of this Section
within the meaning of Section 19 of the
Exchange Act and will be filed with the
SEC as a rule change for effectiveness
upon filing. Until such time as the
Board makes a change in the
increments, the following principles
shall apply:
(1)–(2) No Change.
(3) For a pilot period scheduled to
expire on [December 31, 2014]June 30,
2015, if the options series is trading
pursuant to the Penny Pilot program one
(1) cent if the options series is trading
at less than $3.00, five (5) cents if the
options series is trading at $3.00 or
higher, unless for QQQQs, SPY and
IWM where the minimum quoting
increment will be one cent for all series
regardless of price. A list of such
options shall be communicated to
3 The Penny Pilot was established in March 2008
and was last extended in 2014. See Securities
Exchange Act Release Nos. 57579 (March 28, 2008),
73 FR 18587 (April 4, 2008) (SR–NASDAQ–2008–
026) (notice of filing and immediate effectiveness
establishing Penny Pilot); and 72244 (May 23,
2014), 79 FR 31151 (May 30, 2014) (SR–NASDAQ–
2014–056) (notice of filing and immediate
effectiveness extending the Penny Pilot through
December 31, 2014).
E:\FR\FM\02DEN1.SGM
02DEN1
71478
Federal Register / Vol. 79, No. 231 / Tuesday, December 2, 2014 / Notices
membership via an Options Trader Alert
(‘‘OTA’’) posted on the Exchange’s Web
site.
The Exchange may replace any pilot
issues that have been delisted with the
next most actively traded multiply
listed options classes that are not yet
included in the pilot, based on trading
activity in the previous six months. The
replacement issues may be added to the
pilot on the second trading day
following [July 1, 2014]January 1, 2015.
(4) No Change.
(b) No Change.
*
*
*
*
*
The text of the proposed rule change
is available from NASDAQ’s Web site at
https://nasdaq.cchwallstreet.com, at
NASDAQ’s principal office, 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,
NASDAQ 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.
NASDAQ 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
rljohnson on DSK3VPTVN1PROD with NOTICES
1. Purpose
The purpose of this filing is to amend
Chapter VI, Section 5 to extend the
Penny Pilot through June 30, 2015, and
to change the date when delisted classes
may be replaced in the Penny Pilot. The
Exchange believes that extending the
Penny Pilot will allow for further
analysis of the Penny Pilot and a
determination of how the program
should be structured in the future.
Under the Penny Pilot, the minimum
price variation for all participating
options classes, except for the Nasdaq100 Index Tracking Stock (‘‘QQQQ’’),
the SPDR S&P 500 Exchange Traded
Fund (‘‘SPY’’) and the iShares Russell
2000 Index Fund (‘‘IWM’’), is $0.01 for
all quotations in options series that are
quoted at less than $3 per contract and
$0.05 for all quotations in options series
that are quoted at $3 per contract or
greater. QQQQ, SPY and IWM are
quoted in $0.01 increments for all
options series. The Penny Pilot is
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15:30 Dec 01, 2014
Jkt 235001
currently scheduled to expire on
December 31, 2014.
The Exchange proposes to extend the
time period of the Penny Pilot through
June 30, 2015, and to provide revised
dates for adding replacement issues to
the Penny Pilot. The Exchange proposes
that any Penny Pilot Program issues that
have been delisted may be replaced on
the second trading day following
January 1, 2015. The replacement issues
will be selected based on trading
activity in the previous six months.4
This filing does not propose any
substantive changes to the Penny Pilot
Program; all classes currently
participating in the Penny Pilot will
remain the same and all minimum
increments will remain unchanged. The
Exchange believes the benefits to public
customers and other market participants
who will be able to express their true
prices to buy and sell options have been
demonstrated to outweigh the potential
increase in quote traffic.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act 5 in general, and furthers the
objectives of Section 6(b)(5) of the Act 6
in particular, in that it is designed to
prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, to foster
cooperation and coordination with
persons engaged in facilitating
transactions in securities, and to remove
impediments to and perfect the
mechanism of a free and open market
and a national market system and, in
general, to protect investors and the
public interest.
In particular, the proposed rule
change, which extends the Penny Pilot
for an additional six months through
June 30, 2015, and changes the date for
replacing Penny Pilot issues that were
delisted to the second trading day
following January 1, 2015, will enable
public customers and other market
participants to express their true prices
to buy and sell options for the benefit
of all market participants. This is
consistent with the Act.
4 The replacement issues will be announced to
the Exchange’s membership via an Options Trader
Alert (OTA) posted on the Exchange’s Web site. The
Exchange proposes in its Penny Pilot rule that
replacement issues will be selected based on
trading activity in the previous six months. The
replacement issues would be identified based on
The Option Clearing Corporation’s trading volume
data from June 1, 2014 through November 30, 2014.
The month immediately preceding the replacement
issues’ addition to the Pilot Program (i.e. December)
would not be used for purposes of the six-month
analysis.
5 15 U.S.C. 78f(b).
6 15 U.S.C. 78f(b)(5).
PO 00000
Frm 00103
Fmt 4703
Sfmt 4703
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, this proposal is procompetitive because it allows Penny
Pilot issues to continue trading on the
Exchange. Moreover, the Exchange
believes that the proposed rule change
will allow for further analysis of the
Pilot and a determination of how the
Pilot should be structured in the future;
and will serve to promote regulatory
clarity and consistency, thereby
reducing burdens on the marketplace
and facilitating investor protection. The
Pilot is an industry wide initiative
supported by all other option
exchanges. The Exchange believes that
extending the Pilot will allow for
continued competition between market
participants on the Exchange trading
similar products as their counterparts
on other exchanges, while at the same
time allowing the Exchange to continue
to compete for order flow with other
exchanges in option issues trading as
part of the Pilot.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments were neither
solicited nor received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A) 7 of the Act and
subparagraph (f)(6) of Rule 19b–4
thereunder.8
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: (i) Necessary or appropriate in
the public interest; (ii) for the protection
of investors; or (iii) otherwise in
furtherance of the purposes of the Act.
If the Commission takes such action, the
Commission shall institute proceedings
7 15
8 17
E:\FR\FM\02DEN1.SGM
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6).
02DEN1
Federal Register / Vol. 79, No. 231 / Tuesday, December 2, 2014 / Notices
to determine whether the proposed rule
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 rule-comments@
sec.gov. Please include File Number SR–
NASDAQ–2014–115 on the subject line.
Paper Comments
rljohnson on DSK3VPTVN1PROD with NOTICES
• Send paper comments in triplicate
to Brent J. Fields, Secretary, Securities
and Exchange Commission, Station
Place, 100 F Street NE., Washington, DC
20549–9303.
All submissions should refer to File
Number SR–NASDAQ–2014–115. 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 NASDAQ. 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–NASDAQ–2014–115 and
should be submitted on or before
December 23, 2014.
VerDate Sep<11>2014
15:30 Dec 01, 2014
Jkt 235001
71479
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.9
Kevin M. O’Neill,
Deputy Secretary.
(A) Clearing Agency’s Statement of the
Purpose of, and Statutory Basis for, the
Proposed Rule Change
[FR Doc. 2014–28318 Filed 12–1–14; 8:45 am]
OCC is submitting this proposed rule
change to permit OCC to collect
additional financial resources from its
clearing membership by increasing the
size of its Clearing Fund on an intramonth basis when OCC determines such
action should be taken so that the
Clearing Fund is sufficient to protect
OCC against potential loss under
simulated default scenarios. OCC
monitors the sufficiency of the Clearing
Fund on a daily basis but may only
readjust the size of the Clearing Fund on
a monthly basis.3 During the ordinary
course of daily monitoring activities on
October 15, 2014, and as a result of
increased volatility in the financial
markets in October 2014, OCC
determined that in the event of a default
of its largest participant family, OCC’s
then current financial resources
potentially could have fallen short of
the total financial resources needed to
cover the loss associated with the
default.
To permit OCC to increase the size of
its Clearing Fund prior to the next
monthly resizing that was scheduled to
take place on the first business day of
November 2014, OCC’s Executive
Chairman, on October 15, 2014,
exercised certain emergency powers as
set forth in Article IX, Section 14 of
OCC’s By-Laws.4 In emergency
circumstances, and subject to certain
conditions, Article IX, Section 14
permits OCC’s Board of Directors,
Executive Chairman, or President to
waive or suspend its By-Laws, Rules,
policies and procedures, or any other
rules issued by OCC or extend the time
fixed thereby for the doing of any act or
acts for up to thirty calendar days.
Consistent with that authority, and
following discussions with the Risk
Committee of OCC’s Board of Directors,
the Executive Chairman waived the
provisions in the second sentence of
Rule 1001(a). OCC then filed an
emergency notice with the Commission
pursuant to Section 806(e)(2) of the
Payment, Clearing, and Settlement
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–73685; File No. SR–OCC–
2014–21]
Self-Regulatory Organizations; The
Options Clearing Corporation; Notice
of Filing of Proposed Rule Change in
Order To Permit OCC To Adjust the
Size of Its Clearing Fund on an IntraMonth Basis
November 25, 2014.
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 November
13, 2014, The Options Clearing
Corporation (‘‘OCC’’) 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 OCC. The Commission is publishing
this notice to solicit comments on the
proposed rule change from interested
persons.
I. Clearing Agency’s Statement of the
Terms of Substance of the Proposed
Rule Change
This proposed rule change by OCC
would delete the second sentence of
Rule 1001(a), which OCC has
temporarily suspended pursuant to
emergency authority under Article IX,
Section 14 of its By-Laws, which would
permit OCC to adjust the size of its
Clearing Fund on an intra-month basis.
II. Clearing Agency’s Statement of the
Purpose of, and Statutory Basis for, the
Proposed Rule Change
In its filing with the Commission,
OCC 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. OCC has prepared
summaries, set forth in sections (A), (B),
and (C) below, of the most significant
aspects of these statements.
9 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
PO 00000
Frm 00104
Fmt 4703
Sfmt 4703
1. Purpose
3 See
OCC Rule 1001(a).
also has submitted an advance notice that
would provide greater detail concerning conditions
under which OCC would resize the Clearing Fund
intra-month. The change would permit intra-month
resizing in the event that the five-day rolling
average of projected draws are 150% or more of the
Clearing Fund’s then current size. See Securities
Exchange Act Release No. 72804 (August 11, 2014),
79 FR 48276 (August 15, 2014) (SR–OCC–2014–
804).
4 OCC
E:\FR\FM\02DEN1.SGM
02DEN1
Agencies
[Federal Register Volume 79, Number 231 (Tuesday, December 2, 2014)]
[Notices]
[Pages 71477-71479]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-28318]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-73686; File No. SR-NASDAQ-2014-115]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of a Proposed Rule Change
Relating to Extension of the Exchange's Penny Pilot Program and
Replacement of Penny Pilot Issues That Have Been Delisted
November 25, 2014.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act'') \1\, and Rule 19b-4 \2\ thereunder, notice is hereby given
that on November 21, 2014, The NASDAQ Stock Market LLC (``NASDAQ'' or
``Exchange'') filed with the Securities and Exchange Commission
(``SEC'' or ``Commission'') the proposed rule change as described in
Items I, II, and III, below, which Items have been prepared by NASDAQ.
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
NASDAQ is filing with the Commission a proposal to amend Chapter
VI, Section 5 (Minimum Increments) of the rules of the NASDAQ Options
Market (``NOM'') to extend through June 30, 2015, the Penny Pilot
Program in options classes in certain issues (``Penny Pilot'' or
``Pilot''), and to change the date when delisted classes may be
replaced in the Penny Pilot.\3\
---------------------------------------------------------------------------
\3\ The Penny Pilot was established in March 2008 and was last
extended in 2014. See Securities Exchange Act Release Nos. 57579
(March 28, 2008), 73 FR 18587 (April 4, 2008) (SR-NASDAQ-2008-026)
(notice of filing and immediate effectiveness establishing Penny
Pilot); and 72244 (May 23, 2014), 79 FR 31151 (May 30, 2014) (SR-
NASDAQ-2014-056) (notice of filing and immediate effectiveness
extending the Penny Pilot through December 31, 2014).
---------------------------------------------------------------------------
The Exchange requests that the Commission waive the 30-day
operative delay period to the extent needed for timely industry-wide
implementation of the proposal.
The text of the amended Exchange rule is set forth immediately
below.
Proposed new language is in italics and proposed deleted language
is [bracketed].
NASDAQ Stock Market Rules
Options Rules
* * * * *
Chapter VI Trading Systems
* * * * *
Sec. 5 Minimum Increments
(a) The Board may establish minimum quoting increments for options
contracts traded on NOM. Such minimum increments established by the
Board will be designated as a stated policy, practice, or
interpretation with respect to the administration of this Section
within the meaning of Section 19 of the Exchange Act and will be filed
with the SEC as a rule change for effectiveness upon filing. Until such
time as the Board makes a change in the increments, the following
principles shall apply:
(1)-(2) No Change.
(3) For a pilot period scheduled to expire on [December 31,
2014]June 30, 2015, if the options series is trading pursuant to the
Penny Pilot program one (1) cent if the options series is trading at
less than $3.00, five (5) cents if the options series is trading at
$3.00 or higher, unless for QQQQs, SPY and IWM where the minimum
quoting increment will be one cent for all series regardless of price.
A list of such options shall be communicated to
[[Page 71478]]
membership via an Options Trader Alert (``OTA'') posted on the
Exchange's Web site.
The Exchange may replace any pilot issues that have been delisted
with the next most actively traded multiply listed options classes that
are not yet included in the pilot, based on trading activity in the
previous six months. The replacement issues may be added to the pilot
on the second trading day following [July 1, 2014]January 1, 2015.
(4) No Change.
(b) No Change.
* * * * *
The text of the proposed rule change is available from NASDAQ's Web
site at https://nasdaq.cchwallstreet.com, at NASDAQ's principal office,
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, NASDAQ 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. NASDAQ 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 filing is to amend Chapter VI, Section 5 to
extend the Penny Pilot through June 30, 2015, and to change the date
when delisted classes may be replaced in the Penny Pilot. The Exchange
believes that extending the Penny Pilot will allow for further analysis
of the Penny Pilot and a determination of how the program should be
structured in the future.
Under the Penny Pilot, the minimum price variation for all
participating options classes, except for the Nasdaq-100 Index Tracking
Stock (``QQQQ''), the SPDR S&P 500 Exchange Traded Fund (``SPY'') and
the iShares Russell 2000 Index Fund (``IWM''), is $0.01 for all
quotations in options series that are quoted at less than $3 per
contract and $0.05 for all quotations in options series that are quoted
at $3 per contract or greater. QQQQ, SPY and IWM are quoted in $0.01
increments for all options series. The Penny Pilot is currently
scheduled to expire on December 31, 2014.
The Exchange proposes to extend the time period of the Penny Pilot
through June 30, 2015, and to provide revised dates for adding
replacement issues to the Penny Pilot. The Exchange proposes that any
Penny Pilot Program issues that have been delisted may be replaced on
the second trading day following January 1, 2015. The replacement
issues will be selected based on trading activity in the previous six
months.\4\
---------------------------------------------------------------------------
\4\ The replacement issues will be announced to the Exchange's
membership via an Options Trader Alert (OTA) posted on the
Exchange's Web site. The Exchange proposes in its Penny Pilot rule
that replacement issues will be selected based on trading activity
in the previous six months. The replacement issues would be
identified based on The Option Clearing Corporation's trading volume
data from June 1, 2014 through November 30, 2014. The month
immediately preceding the replacement issues' addition to the Pilot
Program (i.e. December) would not be used for purposes of the six-
month analysis.
---------------------------------------------------------------------------
This filing does not propose any substantive changes to the Penny
Pilot Program; all classes currently participating in the Penny Pilot
will remain the same and all minimum increments will remain unchanged.
The Exchange believes the benefits to public customers and other market
participants who will be able to express their true prices to buy and
sell options have been demonstrated to outweigh the potential increase
in quote traffic.
2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act \5\ in general, and furthers the objectives of Section
6(b)(5) of the Act \6\ in particular, in that it is designed to prevent
fraudulent and manipulative acts and practices, to promote just and
equitable principles of trade, to foster cooperation and coordination
with persons engaged in facilitating transactions in securities, and to
remove impediments to and perfect the mechanism of a free and open
market and a national market system and, in general, to protect
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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In particular, the proposed rule change, which extends the Penny
Pilot for an additional six months through June 30, 2015, and changes
the date for replacing Penny Pilot issues that were delisted to the
second trading day following January 1, 2015, will enable public
customers and other market participants to express their true prices to
buy and sell options for the benefit of all market participants. This
is consistent with the Act.
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, this proposal
is pro-competitive because it allows Penny Pilot issues to continue
trading on the Exchange. Moreover, the Exchange believes that the
proposed rule change will allow for further analysis of the Pilot and a
determination of how the Pilot should be structured in the future; and
will serve to promote regulatory clarity and consistency, thereby
reducing burdens on the marketplace and facilitating investor
protection. The Pilot is an industry wide initiative supported by all
other option exchanges. The Exchange believes that extending the Pilot
will allow for continued competition between market participants on the
Exchange trading similar products as their counterparts on other
exchanges, while at the same time allowing the Exchange to continue to
compete for order flow with other exchanges in option issues trading as
part of the Pilot.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
Written comments were neither solicited nor received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change does not: (i)
Significantly affect the protection of investors or the public
interest; (ii) impose any significant burden on competition; and (iii)
become operative for 30 days from the date on which it was filed, or
such shorter time as the Commission may designate, it has become
effective pursuant to Section 19(b)(3)(A) \7\ of the Act and
subparagraph (f)(6) of Rule 19b-4 thereunder.\8\
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\7\ 15 U.S.C. 78s(b)(3)(A).
\8\ 17 CFR 240.19b-4(f)(6).
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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: (i)
Necessary or appropriate in the public interest; (ii) for the
protection of investors; or (iii) otherwise in furtherance of the
purposes of the Act. If the Commission takes such action, the
Commission shall institute proceedings
[[Page 71479]]
to determine whether the proposed rule 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 rule-comments@sec.gov. Please include
File Number SR-NASDAQ-2014-115 on the subject line.
Paper Comments
Send paper comments in triplicate to Brent J. Fields,
Secretary, Securities and Exchange Commission, Station Place, 100 F
Street NE., Washington, DC 20549-9303.
All submissions should refer to File Number SR-NASDAQ-2014-115. 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 NASDAQ. 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-NASDAQ-2014-115 and
should be submitted on or before December 23, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\9\
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\9\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-28318 Filed 12-1-14; 8:45 am]
BILLING CODE 8011-01-P