Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Regarding FLEX No Minimum Value Size Pilot, 13923-13925 [2015-06011]
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Federal Register / Vol. 80, No. 51 / Tuesday, March 17, 2015 / Notices
agencies, and the Municipal Securities
Rulemaking Board (‘‘MSRB’’)
(collectively, ‘‘SROs’’) to destroy or
convert to microfilm or other recording
media records maintained under Rule
17a–1, if they have filed a record
destruction plan with the Commission
and the Commission has declared the
plan effective.
There are currently 29 SROs: 18
national securities exchanges, 1 national
securities association, the MSRB, and 9
registered clearing agencies. Of the 29
SROs, only 2 SRO respondents have
filed a record destruction plan with the
Commission. The staff calculates that
the preparation and filing of a new
record destruction plan should take 160
hours. Further, any existing SRO record
destruction plans may require revision,
over time, in response to, for example,
changes in document retention
technology, which the Commission
estimates will take much less than the
160 hours estimated for a new plan. The
Commission estimates that each SRO
that has filed a destruction plan will
spend approximately 30 hours per year
making required revisions. Thus, the
total annual compliance burden is
estimated to be 60 hours per year based
on two respondents. The approximate
compliance cost per hour is $380,
resulting in a total internal cost of
compliance for these respondents of
$22,800 per year (60 hours @$380 per
hour).
Written comments are invited on: (a)
Whether the proposed collection of
information is necessary for the proper
performance of the functions of the
Commission, including whether the
information shall have practical utility;
(b) the accuracy of the Commission’s
estimate of the burden of the collection
of information; (c) ways to enhance the
quality, utility, and clarity of the
information to be collected; and (d)
ways to minimize the burden of the
collection of information on
respondents, including through the use
of automated collection techniques or
other forms of information technology.
Consideration will be given to
comments and suggestions submitted in
writing within 60 days of this
publication.
An agency may not conduct or
sponsor, and a person is not required to
respond to, a collection of information
under the PRA unless it displays a
currently valid OMB control number.
Please direct your written comments
to: Pamela Dyson, Director/Chief
Information Officer, Securities and
Exchange Commission, c/o Remi PavlikSimon, 100 F Street NE., Washington,
DC 20549, or send an email to: PRA_
Mailbox@sec.gov.
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Jkt 235001
Dated: March 10, 2015.
Brent J. Fields,
Secretary.
[FR Doc. 2015–05986 Filed 3–16–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74481; File No. SR–Phlx–
2015–22]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Regarding
FLEX No Minimum Value Size Pilot
March 11, 2015.
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 February
27, 2015, NASDAQ OMX PHLX LLC
(‘‘Phlx’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘SEC’’ or ‘‘Commission’’) the proposed
rule change as described in Items I and
II below, which Items have been
prepared by the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is filing with the
Commission a proposal to amend Phlx
Rule 1079 (FLEX Index, Equity and
Currency Options) to extend a pilot
program that eliminates minimum value
sizes for opening transactions in new
series of FLEX index options and FLEX
equity options (together known as
‘‘FLEX Options’’).3
The text of the amended Exchange
rule is set forth immediately below.
Additions are in italics and deletions
are [bracketed].
Rules of the Exchange
Options Rules
*
*
*
*
*
1 15
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 In addition to FLEX Options, FLEX currency
options are also traded on the Exchange. These
flexible index, equity, and currency options provide
investors the ability to customize basic option
features including size, expiration date, exercise
style, and certain exercise prices; and may have
expiration dates within five years. See Rule 1079.
FLEX currency options traded on the Exchange are
also known as FLEX FX Options. The pilot program
discussed herein does not encompass FLEX
currency options.
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13923
Rule 1079. FLEX Index, Equity and
Currency Options
A Requesting Member shall obtain
quotes and execute trades in certain
non-listed FLEX options at the specialist
post of the non-FLEX option on the
Exchange. The term ‘‘FLEX option’’
means a FLEX option contract that is
traded subject to this Rule. Although
FLEX options are generally subject to
the Rules in this section, to the extent
that the provisions of this Rule are
inconsistent with other applicable
Exchange Rules, this Rule takes
precedence with respect to FLEX
options.
(a)–(f) No Change.
* * * Commentary:
lllllllll
.01 Notwithstanding subparagraphs
(a)(8)(A)(i) and (a)(8)(A)(ii) above, for a
pilot period ending the earlier of
[February 28]August 31, 2015, or the
date on which the pilot is approved on
a permanent basis, there shall be no
minimum value size requirements for
FLEX options.
*
*
*
*
*
The text of the proposed rule change
is available on the Exchange’s Web site
at https://nasdaqomxphlx.cchwall
street.com, at the principal office of the
Exchange, and at the Commission’s
Public Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
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 purpose of this proposed rule
change is to amend Phlx Rule 1079
(FLEX Index, Equity and Currency
Options) to extend a pilot program that
eliminates minimum value sizes for
opening transactions in new series of
FLEX Options (the ‘‘Pilot Program’’ or
‘‘Pilot’’).4
4 The Exchange is also filing a separate proposal
to permanently approve the Pilot Program.
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13924
Federal Register / Vol. 80, No. 51 / Tuesday, March 17, 2015 / Notices
mstockstill on DSK4VPTVN1PROD with NOTICES
Rule 1079 deals with the process of
listing and trading FLEX equity, index,
and currency options on the Exchange.
Rule 1079(a)(8)(A) currently sets the
minimum opening transaction value
size in the case of a FLEX Option in a
newly established (opening) series if
there is no open interest in the
particular series when a Request-forQuote (‘‘RFQ’’) is submitted (except as
provided in Commentary .01 to Rule
1079): (i) $10 million underlying
equivalent value, respecting FLEX
market index options, and $5 million
underlying equivalent value respecting
FLEX industry index options; 5 (ii) the
lesser of 250 contracts or the number of
contracts overlying $1 million in the
underlying securities, with respect to
FLEX equity options (together the
‘‘minimum value size’’).6
Presently, Commentary .01 to Rule
1079 states that by virtue of the Pilot
Program ending February 28, 2015, or
the date on which the pilot is approved
on a permanent basis, there shall be no
minimum value size requirements for
FLEX Options as noted in subsections
(a)(8)(A)(i) and (a)(8)(A)(ii) of Rule
1079.7
The Exchange now proposes to extend
the Pilot Program for a pilot period
ending the earlier of August 31, 2015, or
the date on which the Pilot is approved
on a permanent basis.8
The Exchange believes that there is
sufficient investor interest and demand
in the Pilot Program to warrant an
extension. The Exchange believes that
the Pilot Program has provided
investors with additional means of
managing their risk exposures and
carrying out their investment objectives.
Extension of the Pilot Program would
5 Market index options and industry index
options are broad-based index options and narrowbased index options, respectively. See Rule
1000A(b)(11) and (12).
6 Subsection (a)(8)(A) also provides a third
alternative: (iii) 50 contracts in the case of FLEX
currency options. However, this alternative is not
part of the Pilot Program.
7 See Securities Exchange Act Release No. 73474
(October 30, 2014), 79 FR 65742 (November 5, 2014)
(SR–Phlx–2014–69) (notice of filing and immediate
effectiveness of proposal to extend Pilot Program).
The Pilot Program was instituted in 2010. See
Securities Exchange Act Release No. 62900
(September 13, 2010), 75 FR 57098 (September 17,
2010) (SR–Phlx–2010–123) (notice of filing and
immediate effectiveness of proposal to institute
Pilot Program).
8 The Exchange notes that any positions
established under this Pilot would not be impacted
by the expiration of the Pilot. For example, a 10contract FLEX equity option opening position that
overlies less than $1 million in the underlying
security and expires in January 2016 could be
established during the Pilot. If the Pilot Program
were not extended, the position would continue to
exist and any further trading in the series would be
subject to the minimum value size requirements for
continued trading in that series.
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18:09 Mar 16, 2015
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continue to provide greater
opportunities for traders and investors
to manage risk through the use of FLEX
Options, including investors that may
otherwise trade in the unregulated over
the counter (‘‘OTC’’) market where
similar size restrictions do not apply.9
In support of the proposed extension
of the Pilot Program, the Exchange has
under separate cover submitted to the
Commission a Pilot Program Report
(‘‘Report’’) that provides an analysis of
the Pilot Program covering the period
during which the Pilot has been in
effect. This Report includes: (i) Data and
analysis on the open interest and
trading volume in (a) FLEX equity
options that have an opening
transaction with a minimum size of 0 to
249 contracts and less than $1 million
in underlying value; (b) FLEX index
options that have an opening
transaction with a minimum opening
size of less than $10 million in
underlying equivalent value; and (ii)
analysis of the types of investors that
initiated opening FLEX Options
transactions (i.e., institutional, high net
worth, or retail). The Report has been
submitted to the Commission and the
Exchange has requested confidential
treatment under the Freedom of
Information Act.10
2. Statutory Basis
The Exchange’s proposal is consistent
with Section 6(b) of the Act 11 in
general, and furthers the objectives of
Section 6(b)(5) of the Act 12 in
particular, in that it is designed to
prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, to foster
cooperation and coordination with
persons engaged in facilitating
transactions in securities, and to remove
impediments to and perfect the
mechanisms of a free and open market
and a national market system.
Specifically, the Exchange believes that
the proposed extension of the Pilot
Program, which eliminates the
minimum value size applicable to
opening transactions in new series of
FLEX Options, would provide greater
opportunities for investors to manage
risk through the use of FLEX Options.
The Exchange notes that it has not
9 The Exchange has not experienced any adverse
market effects with respect to the Pilot Program.
10 5 U.S.C. 552. The Exchange notes that it
expects to file a proposal for permanent approval
of the Pilot Program. With this proposal, the
Exchange will submit a Report that is publicly
available. In the event the Pilot Program is not
permanently approved by August 31, 2015, the
Exchange will submit an additional Report covering
the extended Pilot period.
11 15 U.S.C. 78f(b).
12 15 U.S.C. 78f(b)(5).
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experienced any adverse market effects
with respect to the Pilot Program.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition not
necessary or appropriate in furtherance
of the purposes of the Act. To the
contrary, the proposal would give
traders and investors the opportunity to
more effectively tailor their trading,
investing and hedging through FLEX
options traded on the Exchange. Prior to
the Pilot, options that represented
opening transactions in new series that
could not meet a minimum value size
could not trade via FLEX on the
Exchange, but rather had to trade OTC.
Extension of the Pilot enables such
options to continue to trade on the
Exchange.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the proposed rule change
does not: (i) Significantly affect the
protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative prior to 30 days from the date
on which it was filed, or such shorter
time as the Commission may designate,
the proposed rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 13 and Rule 19b–4(f)(6)
thereunder.14
A proposed rule change filed under
Rule 19b–4(f)(6) 15 normally does not
become operative prior to 30 days after
the date of the filing. However, pursuant
to Rule 19b–4(f)(6)(iii),16 the
Commission may designate a shorter
time if such action is consistent with the
protection of investors and the public
interest. The Exchange has asked the
Commission to waive the 30-day
operative delay so that the Exchange
may continue its Pilot Program without
13 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6) requires a self-regulatory organization to give
the Commission written notice of its intent to file
the proposed rule change, along with a brief
description and text of the proposed rule change,
at least five business days prior to the date of filing
of the proposed rule change, or such shorter time
as designated by the Commission. The Exchange
has satisfied this requirement.
15 17 CFR 240.19b–4(f)(6).
16 17 CFR 240.19b–4(f)(6)(iii).
14 17
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Federal Register / Vol. 80, No. 51 / Tuesday, March 17, 2015 / Notices
interruption. The Commission believes
that waiving the 30-day operative delay
is consistent with the protection of
investors and the public interest.17 The
Commission notes that waiving the 30day operative delay would prevent the
expiration of the Pilot Program prior to
the extension of the pilot program
becoming operative. Therefore, the
Commission hereby waives the 30-day
operative delay and designates the
proposal operative upon filing.
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is: (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
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–
Phlx–2015–22 on the subject line.
mstockstill on DSK4VPTVN1PROD with NOTICES
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–Phlx–2015–22. 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
17 For
purposes only of waiving the 30-day
operative delay, the Commission has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
VerDate Sep<11>2014
18:09 Mar 16, 2015
Jkt 235001
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–Phlx–
2015–22 and should be submitted on or
before April 7, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.18
Brent J. Fields,
Secretary.
[FR Doc. 2015–06011 Filed 3–16–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74472; File No. SR–
NASDAQ–2015–017]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Provide a
Limited Price Guarantee to Certain
Companies That Switch Their Listing
to Nasdaq From Another Exchange
March 11, 2015.
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 February
25, 2015, 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 the Exchange.
The Commission is publishing this
notice to solicit comments on the
proposed rule change from interested
persons.
18 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
PO 00000
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13925
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
Nasdaq proposes to provide a limited
price guarantee to certain companies
that switch their listing to Nasdaq from
another securities exchange. The text of
the proposed rule change is available on
the Exchange’s Web site at https://
nasdaq.cchwallstreet.com, at the
principal office of the Exchange, and at
the Commission’s Public Reference
Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
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
Nasdaq recently adopted an allinclusive annual listing fee, which
simplifies billing and provides
transparency and certainty to companies
as to the annual cost of listing.3 This
new fee structure was designed,
primarily, to address customer
complaints about the number and in
some cases the variable nature of certain
of Nasdaq’s listing fees. It also provides
benefits to Nasdaq, including
eliminating the multiple invoices that
were sent to a company each year and
providing more certainty as to revenue.4
While this new fee structure will
become operative for all listed
companies in 2018, currently listed
companies were allowed to elect to be
subject to the all-inclusive annual
listing fee effective January 1, 2015, and
were provided certain incentives to do
so.5 In addition, because they may have
made their listing decision based on
Nasdaq’s prior fee schedule, any
company that applied to list on Nasdaq
prior to January 1, 2015, and lists after
that date, is also provided an
3 Securities Exchange Act Release No. 73647
(November 19, 2014), 79 FR 70232 (November 25,
2014) (approving SR–NASDAQ–2014–087).
4 Id.
5 See IM–5910–1(b)(1) and IM–5920–1(b)(1).
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Agencies
[Federal Register Volume 80, Number 51 (Tuesday, March 17, 2015)]
[Notices]
[Pages 13923-13925]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2015-06011]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-74481; File No. SR-Phlx-2015-22]
Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change Regarding
FLEX No Minimum Value Size Pilot
March 11, 2015.
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 February 27, 2015, NASDAQ OMX PHLX LLC (``Phlx'' or ``Exchange'')
filed with the Securities and Exchange Commission (``SEC'' or
``Commission'') the proposed rule change as described in Items I and II
below, which Items have been prepared by the Exchange. The Commission
is publishing this notice to solicit comments on the proposed rule
change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange is filing with the Commission a proposal to amend Phlx
Rule 1079 (FLEX Index, Equity and Currency Options) to extend a pilot
program that eliminates minimum value sizes for opening transactions in
new series of FLEX index options and FLEX equity options (together
known as ``FLEX Options'').\3\
---------------------------------------------------------------------------
\3\ In addition to FLEX Options, FLEX currency options are also
traded on the Exchange. These flexible index, equity, and currency
options provide investors the ability to customize basic option
features including size, expiration date, exercise style, and
certain exercise prices; and may have expiration dates within five
years. See Rule 1079. FLEX currency options traded on the Exchange
are also known as FLEX FX Options. The pilot program discussed
herein does not encompass FLEX currency options.
---------------------------------------------------------------------------
The text of the amended Exchange rule is set forth immediately
below.
Additions are in italics and deletions are [bracketed].
Rules of the Exchange
Options Rules
* * * * *
Rule 1079. FLEX Index, Equity and Currency Options
A Requesting Member shall obtain quotes and execute trades in
certain non-listed FLEX options at the specialist post of the non-FLEX
option on the Exchange. The term ``FLEX option'' means a FLEX option
contract that is traded subject to this Rule. Although FLEX options are
generally subject to the Rules in this section, to the extent that the
provisions of this Rule are inconsistent with other applicable Exchange
Rules, this Rule takes precedence with respect to FLEX options.
(a)-(f) No Change.
* * * Commentary: _________
.01 Notwithstanding subparagraphs (a)(8)(A)(i) and (a)(8)(A)(ii)
above, for a pilot period ending the earlier of [February 28]August 31,
2015, or the date on which the pilot is approved on a permanent basis,
there shall be no minimum value size requirements for FLEX options.
* * * * *
The text of the proposed rule change is available on the Exchange's
Web site at https://nasdaqomxphlx.cchwallstreet.com, at the principal
office of the Exchange, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of this proposed rule change is to amend Phlx Rule 1079
(FLEX Index, Equity and Currency Options) to extend a pilot program
that eliminates minimum value sizes for opening transactions in new
series of FLEX Options (the ``Pilot Program'' or ``Pilot'').\4\
---------------------------------------------------------------------------
\4\ The Exchange is also filing a separate proposal to
permanently approve the Pilot Program.
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[[Page 13924]]
Rule 1079 deals with the process of listing and trading FLEX
equity, index, and currency options on the Exchange. Rule 1079(a)(8)(A)
currently sets the minimum opening transaction value size in the case
of a FLEX Option in a newly established (opening) series if there is no
open interest in the particular series when a Request-for-Quote
(``RFQ'') is submitted (except as provided in Commentary .01 to Rule
1079): (i) $10 million underlying equivalent value, respecting FLEX
market index options, and $5 million underlying equivalent value
respecting FLEX industry index options; \5\ (ii) the lesser of 250
contracts or the number of contracts overlying $1 million in the
underlying securities, with respect to FLEX equity options (together
the ``minimum value size'').\6\
---------------------------------------------------------------------------
\5\ Market index options and industry index options are broad-
based index options and narrow-based index options, respectively.
See Rule 1000A(b)(11) and (12).
\6\ Subsection (a)(8)(A) also provides a third alternative:
(iii) 50 contracts in the case of FLEX currency options. However,
this alternative is not part of the Pilot Program.
---------------------------------------------------------------------------
Presently, Commentary .01 to Rule 1079 states that by virtue of the
Pilot Program ending February 28, 2015, or the date on which the pilot
is approved on a permanent basis, there shall be no minimum value size
requirements for FLEX Options as noted in subsections (a)(8)(A)(i) and
(a)(8)(A)(ii) of Rule 1079.\7\
---------------------------------------------------------------------------
\7\ See Securities Exchange Act Release No. 73474 (October 30,
2014), 79 FR 65742 (November 5, 2014) (SR-Phlx-2014-69) (notice of
filing and immediate effectiveness of proposal to extend Pilot
Program). The Pilot Program was instituted in 2010. See Securities
Exchange Act Release No. 62900 (September 13, 2010), 75 FR 57098
(September 17, 2010) (SR-Phlx-2010-123) (notice of filing and
immediate effectiveness of proposal to institute Pilot Program).
---------------------------------------------------------------------------
The Exchange now proposes to extend the Pilot Program for a pilot
period ending the earlier of August 31, 2015, or the date on which the
Pilot is approved on a permanent basis.\8\
---------------------------------------------------------------------------
\8\ The Exchange notes that any positions established under this
Pilot would not be impacted by the expiration of the Pilot. For
example, a 10-contract FLEX equity option opening position that
overlies less than $1 million in the underlying security and expires
in January 2016 could be established during the Pilot. If the Pilot
Program were not extended, the position would continue to exist and
any further trading in the series would be subject to the minimum
value size requirements for continued trading in that series.
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The Exchange believes that there is sufficient investor interest
and demand in the Pilot Program to warrant an extension. The Exchange
believes that the Pilot Program has provided investors with additional
means of managing their risk exposures and carrying out their
investment objectives. Extension of the Pilot Program would continue to
provide greater opportunities for traders and investors to manage risk
through the use of FLEX Options, including investors that may otherwise
trade in the unregulated over the counter (``OTC'') market where
similar size restrictions do not apply.\9\
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\9\ The Exchange has not experienced any adverse market effects
with respect to the Pilot Program.
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In support of the proposed extension of the Pilot Program, the
Exchange has under separate cover submitted to the Commission a Pilot
Program Report (``Report'') that provides an analysis of the Pilot
Program covering the period during which the Pilot has been in effect.
This Report includes: (i) Data and analysis on the open interest and
trading volume in (a) FLEX equity options that have an opening
transaction with a minimum size of 0 to 249 contracts and less than $1
million in underlying value; (b) FLEX index options that have an
opening transaction with a minimum opening size of less than $10
million in underlying equivalent value; and (ii) analysis of the types
of investors that initiated opening FLEX Options transactions (i.e.,
institutional, high net worth, or retail). The Report has been
submitted to the Commission and the Exchange has requested confidential
treatment under the Freedom of Information Act.\10\
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\10\ 5 U.S.C. 552. The Exchange notes that it expects to file a
proposal for permanent approval of the Pilot Program. With this
proposal, the Exchange will submit a Report that is publicly
available. In the event the Pilot Program is not permanently
approved by August 31, 2015, the Exchange will submit an additional
Report covering the extended Pilot period.
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2. Statutory Basis
The Exchange's proposal is consistent with Section 6(b) of the Act
\11\ in general, and furthers the objectives of Section 6(b)(5) of the
Act \12\ in particular, in that it is designed to prevent fraudulent
and manipulative acts and practices, to promote just and equitable
principles of trade, to foster cooperation and coordination with
persons engaged in facilitating transactions in securities, and to
remove impediments to and perfect the mechanisms of a free and open
market and a national market system. Specifically, the Exchange
believes that the proposed extension of the Pilot Program, which
eliminates the minimum value size applicable to opening transactions in
new series of FLEX Options, would provide greater opportunities for
investors to manage risk through the use of FLEX Options. The Exchange
notes that it has not experienced any adverse market effects with
respect to the Pilot Program.
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\11\ 15 U.S.C. 78f(b).
\12\ 15 U.S.C. 78f(b)(5).
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition not necessary or appropriate in
furtherance of the purposes of the Act. To the contrary, the proposal
would give traders and investors the opportunity to more effectively
tailor their trading, investing and hedging through FLEX options traded
on the Exchange. Prior to the Pilot, options that represented opening
transactions in new series that could not meet a minimum value size
could not trade via FLEX on the Exchange, but rather had to trade OTC.
Extension of the Pilot enables such options to continue to trade on the
Exchange.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were either solicited or received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the proposed rule change does not: (i) Significantly affect
the protection of investors or the public interest; (ii) impose any
significant burden on competition; and (iii) become operative prior to
30 days from the date on which it was filed, or such shorter time as
the Commission may designate, the proposed rule change has become
effective pursuant to Section 19(b)(3)(A) of the Act \13\ and Rule 19b-
4(f)(6) thereunder.\14\
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\13\ 15 U.S.C. 78s(b)(3)(A).
\14\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)
requires a self-regulatory organization to give the Commission
written notice of its intent to file the proposed rule change, along
with a brief description and text of the proposed rule change, at
least five business days prior to the date of filing of the proposed
rule change, or such shorter time as designated by the Commission.
The Exchange has satisfied this requirement.
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A proposed rule change filed under Rule 19b-4(f)(6) \15\ normally
does not become operative prior to 30 days after the date of the
filing. However, pursuant to Rule 19b-4(f)(6)(iii),\16\ the Commission
may designate a shorter time if such action is consistent with the
protection of investors and the public interest. The Exchange has asked
the Commission to waive the 30-day operative delay so that the Exchange
may continue its Pilot Program without
[[Page 13925]]
interruption. The Commission believes that waiving the 30-day operative
delay is consistent with the protection of investors and the public
interest.\17\ The Commission notes that waiving the 30-day operative
delay would prevent the expiration of the Pilot Program prior to the
extension of the pilot program becoming operative. Therefore, the
Commission hereby waives the 30-day operative delay and designates the
proposal operative upon filing.
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\15\ 17 CFR 240.19b-4(f)(6).
\16\ 17 CFR 240.19b-4(f)(6)(iii).
\17\ For purposes only of waiving the 30-day operative delay,
the Commission has considered the proposed rule's impact on
efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
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At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is: (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 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-Phlx-2015-22 on the subject line.
Paper Comments
Send paper comments in triplicate to Secretary, Securities
and Exchange Commission, 100 F Street NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-Phlx-2015-22. This file
number should be included on the subject line if email is used. To help
the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549, on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the filing also will be available
for inspection and copying at the principal office of the Exchange. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make available publicly. All
submissions should refer to File Number SR-Phlx-2015-22 and should be
submitted on or before April 7, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\18\
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\18\ 17 CFR 200.30-3(a)(12).
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Brent J. Fields,
Secretary.
[FR Doc. 2015-06011 Filed 3-16-15; 8:45 am]
BILLING CODE 8011-01-P