Self-Regulatory Organizations; Chicago Board Options Exchange, Incorporated; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend Rule 6.54, 77061-77063 [2015-31177]
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Federal Register / Vol. 80, No. 238 / Friday, December 11, 2015 / Notices
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 Section, 100 F Street NE.,
Washington, DC 20549–1090. Copies of
the filing will also be available for
inspection and copying at the NYSE’s
principal office and on its Internet Web
site at www.nyse.com. 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–
NYSEMKT–2015–100 and should be
submitted on or before January 4, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.18
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–31278 Filed 12–10–15; 8:45 am]
BILLING CODE 8011–01–P
place at a price that is below $1 per
option contract through January 5, 2017.
The text of the proposed rule change is
available on the Exchange’s Web site
(https://www.cboe.com/AboutCBOE/
CBOELegalRegulatoryHome.aspx), at
the Exchange’s Office of the Secretary,
and at the Commission’s Public
Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76566; File No. SR–CBOE–
2015–108]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change To Amend Rule 6.54
December 7, 2015.
jstallworth on DSK7TPTVN1PROD with NOTICES
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on November
23, 2015, Chicago Board Options
Exchange, Incorporated (the ‘‘Exchange’’
or ‘‘CBOE’’) filed with the Securities
and Exchange Commission (the
‘‘Commission’’) the proposed rule
change as described in Items I 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 the Substance
of the Proposed Rule Change
The Exchange proposes to extend its
program that allows transactions to take
18 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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An ‘‘accommodation’’ or ‘‘cabinet’’
trade refers to trades in listed options on
the Exchange that are worthless or not
actively traded. Cabinet trading is
generally conducted in accordance with
the Exchange Rules, except as provided
in Exchange Rule 6.54, Accommodation
Liquidations (Cabinet Trades), which
sets forth specific procedures for
engaging in cabinet trades. Rule 6.54
currently provides for cabinet
transactions to occur via open outcry at
a cabinet price of $1 per option contract
in any options series open for trading in
the Exchange, except that the Rule is not
applicable to trading in option classes
participating in the Penny Pilot
Program. Under the procedures, bids
and offers (whether opening or closing
a position) at a price of $1 per option
contract may be represented in the
trading crowd by a Floor Broker or by
a Market-Maker or provided in response
to a request by a PAR Official/OBO, a
Floor Broker or a Market-Maker, but
must yield priority to all resting orders
in the PAR Official/OBO cabinet book
(which resting cabinet book orders may
be closing only). So long as both the
buyer and the seller yield to orders
resting in the cabinet book, opening
cabinet bids can trade with opening
cabinet offers at $1 per option contract.
The Exchange has temporarily
amended the procedures through
January 5, 2015 [sic] to allow
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77061
transactions to take place in open outcry
at a price of at least $0 but less than $1
per option contract.3 These lower priced
transactions are traded pursuant to the
same procedures applicable to $1
cabinet trades, except that (i) bids and
offers for opening transactions are only
permitted to accommodate closing
transactions in order to limit use of the
procedure to liquidations of existing
positions, and (ii) the procedures are
also available for trading in option
classes participating in the Penny Pilot
Program.4 The Exchange believes that
allowing a price of at least $0 but less
than $1 better accommodates the closing
of options positions in series that are
worthless or not actively traded,
particularly due to market conditions
which may result in a significant
number of series being out-of-themoney. For example, a market
participant might have a long position
in a call series with a strike price of
$100 and the underlying stock might
now be trading at $30. In such an
instance, there might not otherwise be a
market for that person to close-out the
position even at the $1 cabinet price
3 See Securities Exchange Act Release Nos. 59188
(December 30, 2008), 74 FR 480 (January 6, 2009)
(SR–CBOE–2008–133) (adopting the amended
procedures on a temporary basis through January
30, 2009), 59331 (January 30, 2009), 74 FR 6333
(February 6, 2009) (extending the amended
procedures on a temporary basis through May 29,
2009), 60020 (June 1, 2009), 74 FR 27220 (June 8,
2009) (SR–CBOE–2009–034) (extending the
amended procedures on a temporary basis through
June 1, 2010), 62192 (May 28, 2010), 75 FR 31828
(June 4, 2010) (SR–CBOE–2010–052) (extending the
amended procedures on a temporary basis through
June 1, 2011); 64403 (May 4, 2011), 76 FR 27110
(May 10, 2011) (SR–CBOE–2011–048) (extending
the amended procedures on a temporary basis
through December 30, 2011); 65872 (December 2,
2011), 76 FR 76788 (December 8, 2011) (SR–CBOE–
2011–113) (extending the amended procedures on
a temporary basis through June 29, 2012) 67144
(June 6, 2012), 77 FR 35095 (June 12, 2012) (SR–
CBOE–2012–053) (extending the amended
procedures on a temporary basis through June 28,
2013), and 69854 (June 25, 2013), 78 FR 39424 (July
1, 2013) (SR–CBOE–2013–063); 69893 (June 28,
2013), 78 FR 40539 (July 5, 2013) (both extending
the amended procedures on a temporary basis
through January 5, 2014) and 71090 (December 17,
2013), 78 FR 77532 (December 23, 2013) (SR–
CBOE–2013–118) (extending the amended
procedures on a temporary basis through January 5,
2015), and 73974 (December 31, 2014), 80 FR 911
(January 7, 2015) (SR–CBOE–2014–093) (extending
the amended procedures on a temporary basis
through January 5, 2016).
4 Currently the $1 cabinet trading procedures are
limited to options classes traded in $0.05 or $0.10
standard increment. The $1 cabinet trading
procedures are not available in Penny Pilot Program
classes because in those classes an option series can
trade in a standard increment as low as $0.01 per
share (or $1.00 per option contract with a 100 share
multiplier). Because the temporary procedures
allow trading below $0.01 per share (or $1.00 per
option contract with a 100 share multiplier), the
procedures are available for all classes, including
those classes participating in the Penny Pilot
Program.
E:\FR\FM\11DEN1.SGM
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77062
Federal Register / Vol. 80, No. 238 / Friday, December 11, 2015 / Notices
(e.g., the series might be quoted no
bid).5
The purpose of the instant rule
change is to extend the operation of
these temporary procedures through
January 5, 2017, so that the procedures
can continue without interruption while
CBOE considers whether to seek
permanent approval of the temporary
procedures.
jstallworth on DSK7TPTVN1PROD with NOTICES
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.6 Specifically,
the Exchange believes the proposed rule
change is consistent with the Section
6(b)(5) 7 requirements that the rules of
an exchange be designed to prevent
fraudulent and manipulative acts and
practices, to promote just and equitable
principles of trade, to foster cooperation
and coordination with persons engaged
in regulating, clearing, settling,
processing information with respect to,
and facilitating transactions in
securities, to remove impediments to
and perfect the mechanism of a free and
open market and a national market
system, and, in general, to protect
investors and the public interest.
Additionally, the Exchange believes the
proposed rule change is consistent with
the Section 6(b)(5) 8 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 allowing for liquidations at a price
less than $1 per option contract better
5 As with other accommodation liquidations
under Rule 6.54, transactions that occur for less
than $1 are not be disseminated to the public on
the consolidated tape. In addition, as with other
accommodation liquidations under Rule 6.54, the
transactions are exempt from the Consolidated
Options Audit Trail (‘‘COATS’’) requirements of
Exchange Rule 6.24, Required Order Information.
However, the Exchange maintains quotation, order
and transaction information for the transactions in
the same format as the COATS data is maintained.
In this regard, all transactions for less than $1 must
be reported to the Exchange following the close of
each business day. The rule also provides that
transactions for less than $1 will be reported for
clearing utilizing forms, formats and procedures
established by the Exchange from time to time. In
this regard, the Exchange initially intends to have
clearing firms directly report the transactions to The
Options Clearing Corporation (‘‘OCC’’) using OCC’s
position adjustment/transfer procedures. This
manner of reporting transactions for clearing is
similar to the procedure that CBOE currently
employs for on-floor position transfer packages
executed pursuant to Exchange Rule 6.49A,
Transfer of Positions.
6 15 U.S.C. 78f(b).
7 15 U.S.C. 78f(b)(5).
8 Id.
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facilitates the closing of options
positions that are worthless or not
actively trading. Further, the Exchange
believes the proposal is consistent with
the Act because the proposed extension
is of appropriate length to allow the
Exchange and the Commission to
continue to assess the impact of the
Exchange’s authority to allow
transactions to take place in open outcry
at a price of at least $0 but less than $1
per option in accordance with its
attendant obligations and conditions,
including the process for submitting
such transactions to OCC for clearing.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
CBOE does not believe that the
proposed rule change will impose any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
Exchange believes that allowing for
liquidations at a price less than $1 per
option contract better facilitates the
closing of options positions that are
worthless or not actively trading. The
Exchange believes this promotes fair
and orderly markets, as well as assists
the Exchange in its ability to effectively
attract order flow and liquidity to its
market, and ultimately benefit all CBOE
Trading Permit Holders (‘‘TPHs’’) and
all investors.
The Exchange does not believe that
the proposed rule change will impose
any burden on intramarket competition
that is not necessary or appropriate in
furtherance of the purposes of the Act
because the proposed rule change does
not make any changes to Exchange
rules, but simply extends an existing
temporary program. Further, the
program is available to all market
participants through CBOE TPHs. The
Exchange does not believe that the
proposed rule change will impose any
burden on intermarket competition that
is not necessary or appropriate in
furtherance of the purposes of the Act
because, again, the proposed rule
change does not make any changes to
Exchange rules, but simply extends an
existing temporary program. Moreover,
to the extent that the program makes
CBOE a more attractive marketplace, as
noted above, the program is available to
all market participants through CBOE
TPHs.
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.
PO 00000
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III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
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 if
consistent with the protection of
investors and the public interest,
provided that the self-regulatory
organization has given the Commission
written notice of its intent to file 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,9 the proposed rule change
has become effective pursuant to
Section 19(b)(3)(A) of the Act 10 and
Rule 19b–4(f)(6) thereunder.11
At any time within 60 days of the
filing of such proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
under Section 19(b)(2)(B) 12 of the Act to
determine whether the proposed rule
change should be approved or
disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
CBOE–2015–108 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–CBOE–2015–108. This file
9 The
Exchange has fulfilled this requirement.
U.S.C. 78s(b)(3)(A).
11 17 CFR 240.19b–4(f)(6).
12 15 U.S.C. 78s(b)(2)(B).
10 15
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Federal Register / Vol. 80, No. 238 / Friday, December 11, 2015 / Notices
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 such
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–CBOE–
2015–108, and should be submitted on
or before January 4, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Brent J. Fields,
Secretary.
[FR Doc. 2015–31177 Filed 12–10–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76577; File No. SR–
NYSEARCA–2015–116]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Amending NYSE Arca
Rule 2.23 To Establish the Securities
Trader and Securities Trader Principal
Registration Categories
jstallworth on DSK7TPTVN1PROD with NOTICES
December 8, 2015.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that, on
13 17
CFR 200.30–3(a)(12).
U.S.C.78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
1 15
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14:55 Dec 10, 2015
Jkt 238001
November 24, 2015, NYSE Arca, Inc.
(the ‘‘Exchange’’ or ‘‘NYSE Arca’’) filed
with the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III below, which Items
have been prepared by the selfregulatory 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
NYSE Arca Rule 2.23 to (1) prescribe the
Securities Traders examination (Series
57) (the ‘‘Series 57 Examination’’) as the
qualifying examination for registered
Market Makers, Market Maker
Authorized Traders (‘‘MMATs’’), Floor
Brokers and Securities Traders, (2)
eliminate reference to the S501Program
as a continuing education requirement,
and (3) rename the category
‘‘Proprietary Trader’’ as ‘‘Securities
Trader’’ in Exchange rules without
making any substantive change to the
definition of such term. The proposed
rule change is available on the
Exchange’s Web site at www.nyse.com,
at the principal office of the Exchange,
and at the Commission’s Public
Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of those statements may be examined at
the places specified in Item IV below.
The Exchange has prepared summaries,
set forth in sections A, B, and C below,
of the most significant parts of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend
NYSE Arca Rule 2.23 to prescribe the
Series 57 Examination as the qualifying
examination for registered Market
Makers, MMATs, Floor Brokers and
Securities Traders and eliminate
reference to the S501 Program as a
continuing education requirement.
NYSE Arca Rule 2.23 currently
specifies that the successful completion
PO 00000
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77063
of the Proprietary Trader Qualification
Examination (‘‘Series 56 Examination’’)
is required in order to register as a
Market Maker, a MMAT, or a Floor
Broker.4 In addition, individuals
currently engaged solely in proprietary
trading, who are not required to register
as Market Makers, MMATs or Floor
Brokers, may qualify for registration by
successful completion of the Series 56
Examination or the General Securities
Representative Qualification
Examination (‘‘Series 7 Examination’’).5
The Exchange proposes to change the
prescribed examination for Market
Makers, MMATs, and Floor Brokers
from the Series 56 Examination to the
Series 57 Examination and also
proposes to replace the Series 56
Examination with the Series 57
Examination for individuals engaged
solely in proprietary trading. With this
proposed rule change, Market Makers,
MMATs, Floor Brokers and individuals
engaged solely in proprietary trading
will qualify for registration by passing
the Series 57 Examination.
The Series 57 Examination is being
developed by the Financial Industry
Regulatory Authority, Inc. (‘‘FINRA’’) in
consultation with industry and
exchange representatives. The Series 57
Examination will be based on the
current job functions of securities
traders and will include elements of the
Series 55 Equity Trader Qualification
Examination (which is required to
engage in over-the-counter securities
trading) and the current Series 56
Registered Proprietary Traders
Examination (which is required for
associated persons engaged in
proprietary trading).6 The Series 57
Examination will be based on industry
rules applicable to trading of equity
securities and listed options contracts.
The Series 57 Examination will cover,
among other things, recordkeeping and
4 Under the current rule, Market Makers, MMATs
and Floor Brokers are also required to successfully
complete an orientation program for the prescribed
examination.
5 Currently, individuals engaged solely in
proprietary trading can alternatively take the Series
7 Examination as a qualifying exam. After
implementation of the Series 57 Examination, an
individual engaged solely in proprietary trading
will be required to take the Series 57 Examination
as the Series 7 Examination would no longer serve
as a qualifying exam to engage solely in proprietary
trading.
6 While the Series 56 Examination is required for
associated persons engaged in proprietary trading,
Exchange rules do not require such individuals to
work at a proprietary trading firm only. These
individuals can work at any type of firm. However,
they may only engage in proprietary trading at the
firm where they are employed. For example, an
individual engaged in proprietary trading at a full
service firm, who is registered solely to engage in
proprietary trading, may not act as a registered
representative for that firm.
E:\FR\FM\11DEN1.SGM
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Agencies
[Federal Register Volume 80, Number 238 (Friday, December 11, 2015)]
[Notices]
[Pages 77061-77063]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-31177]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-76566; File No. SR-CBOE-2015-108]
Self-Regulatory Organizations; Chicago Board Options Exchange,
Incorporated; Notice of Filing and Immediate Effectiveness of a
Proposed Rule Change To Amend Rule 6.54
December 7, 2015.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(the ``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given
that on November 23, 2015, Chicago Board Options Exchange, Incorporated
(the ``Exchange'' or ``CBOE'') filed with the Securities and Exchange
Commission (the ``Commission'') the proposed rule change as described
in Items I 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 the
Substance of the Proposed Rule Change
The Exchange proposes to extend its program that allows
transactions to take place at a price that is below $1 per option
contract through January 5, 2017. The text of the proposed rule change
is available on the Exchange's Web site (https://www.cboe.com/AboutCBOE/CBOELegalRegulatoryHome.aspx), at the Exchange's Office of the
Secretary, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
An ``accommodation'' or ``cabinet'' trade refers to trades in
listed options on the Exchange that are worthless or not actively
traded. Cabinet trading is generally conducted in accordance with the
Exchange Rules, except as provided in Exchange Rule 6.54, Accommodation
Liquidations (Cabinet Trades), which sets forth specific procedures for
engaging in cabinet trades. Rule 6.54 currently provides for cabinet
transactions to occur via open outcry at a cabinet price of $1 per
option contract in any options series open for trading in the Exchange,
except that the Rule is not applicable to trading in option classes
participating in the Penny Pilot Program. Under the procedures, bids
and offers (whether opening or closing a position) at a price of $1 per
option contract may be represented in the trading crowd by a Floor
Broker or by a Market-Maker or provided in response to a request by a
PAR Official/OBO, a Floor Broker or a Market-Maker, but must yield
priority to all resting orders in the PAR Official/OBO cabinet book
(which resting cabinet book orders may be closing only). So long as
both the buyer and the seller yield to orders resting in the cabinet
book, opening cabinet bids can trade with opening cabinet offers at $1
per option contract.
The Exchange has temporarily amended the procedures through January
5, 2015 [sic] to allow transactions to take place in open outcry at a
price of at least $0 but less than $1 per option contract.\3\ These
lower priced transactions are traded pursuant to the same procedures
applicable to $1 cabinet trades, except that (i) bids and offers for
opening transactions are only permitted to accommodate closing
transactions in order to limit use of the procedure to liquidations of
existing positions, and (ii) the procedures are also available for
trading in option classes participating in the Penny Pilot Program.\4\
The Exchange believes that allowing a price of at least $0 but less
than $1 better accommodates the closing of options positions in series
that are worthless or not actively traded, particularly due to market
conditions which may result in a significant number of series being
out-of-the-money. For example, a market participant might have a long
position in a call series with a strike price of $100 and the
underlying stock might now be trading at $30. In such an instance,
there might not otherwise be a market for that person to close-out the
position even at the $1 cabinet price
[[Page 77062]]
(e.g., the series might be quoted no bid).\5\
---------------------------------------------------------------------------
\3\ See Securities Exchange Act Release Nos. 59188 (December 30,
2008), 74 FR 480 (January 6, 2009) (SR-CBOE-2008-133) (adopting the
amended procedures on a temporary basis through January 30, 2009),
59331 (January 30, 2009), 74 FR 6333 (February 6, 2009) (extending
the amended procedures on a temporary basis through May 29, 2009),
60020 (June 1, 2009), 74 FR 27220 (June 8, 2009) (SR-CBOE-2009-034)
(extending the amended procedures on a temporary basis through June
1, 2010), 62192 (May 28, 2010), 75 FR 31828 (June 4, 2010) (SR-CBOE-
2010-052) (extending the amended procedures on a temporary basis
through June 1, 2011); 64403 (May 4, 2011), 76 FR 27110 (May 10,
2011) (SR-CBOE-2011-048) (extending the amended procedures on a
temporary basis through December 30, 2011); 65872 (December 2,
2011), 76 FR 76788 (December 8, 2011) (SR-CBOE-2011-113) (extending
the amended procedures on a temporary basis through June 29, 2012)
67144 (June 6, 2012), 77 FR 35095 (June 12, 2012) (SR-CBOE-2012-053)
(extending the amended procedures on a temporary basis through June
28, 2013), and 69854 (June 25, 2013), 78 FR 39424 (July 1, 2013)
(SR-CBOE-2013-063); 69893 (June 28, 2013), 78 FR 40539 (July 5,
2013) (both extending the amended procedures on a temporary basis
through January 5, 2014) and 71090 (December 17, 2013), 78 FR 77532
(December 23, 2013) (SR-CBOE-2013-118) (extending the amended
procedures on a temporary basis through January 5, 2015), and 73974
(December 31, 2014), 80 FR 911 (January 7, 2015) (SR-CBOE-2014-093)
(extending the amended procedures on a temporary basis through
January 5, 2016).
\4\ Currently the $1 cabinet trading procedures are limited to
options classes traded in $0.05 or $0.10 standard increment. The $1
cabinet trading procedures are not available in Penny Pilot Program
classes because in those classes an option series can trade in a
standard increment as low as $0.01 per share (or $1.00 per option
contract with a 100 share multiplier). Because the temporary
procedures allow trading below $0.01 per share (or $1.00 per option
contract with a 100 share multiplier), the procedures are available
for all classes, including those classes participating in the Penny
Pilot Program.
\5\ As with other accommodation liquidations under Rule 6.54,
transactions that occur for less than $1 are not be disseminated to
the public on the consolidated tape. In addition, as with other
accommodation liquidations under Rule 6.54, the transactions are
exempt from the Consolidated Options Audit Trail (``COATS'')
requirements of Exchange Rule 6.24, Required Order Information.
However, the Exchange maintains quotation, order and transaction
information for the transactions in the same format as the COATS
data is maintained. In this regard, all transactions for less than
$1 must be reported to the Exchange following the close of each
business day. The rule also provides that transactions for less than
$1 will be reported for clearing utilizing forms, formats and
procedures established by the Exchange from time to time. In this
regard, the Exchange initially intends to have clearing firms
directly report the transactions to The Options Clearing Corporation
(``OCC'') using OCC's position adjustment/transfer procedures. This
manner of reporting transactions for clearing is similar to the
procedure that CBOE currently employs for on-floor position transfer
packages executed pursuant to Exchange Rule 6.49A, Transfer of
Positions.
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The purpose of the instant rule change is to extend the operation
of these temporary procedures through January 5, 2017, so that the
procedures can continue without interruption while CBOE considers
whether to seek permanent approval of the temporary procedures.
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.\6\ Specifically, the
Exchange believes the proposed rule change is consistent with the
Section 6(b)(5) \7\ requirements that the rules of an exchange be
designed to prevent fraudulent and manipulative acts and practices, to
promote just and equitable principles of trade, to foster cooperation
and coordination with persons engaged in regulating, clearing,
settling, processing information with respect to, and facilitating
transactions in securities, to remove impediments to and perfect the
mechanism of a free and open market and a national market system, and,
in general, to protect investors and the public interest. Additionally,
the Exchange believes the proposed rule change is consistent with the
Section 6(b)(5) \8\ requirement that the rules of an exchange not be
designed to permit unfair discrimination between customers, issuers,
brokers, or dealers.
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\6\ 15 U.S.C. 78f(b).
\7\ 15 U.S.C. 78f(b)(5).
\8\ Id.
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In particular, the Exchange believes that allowing for liquidations
at a price less than $1 per option contract better facilitates the
closing of options positions that are worthless or not actively
trading. Further, the Exchange believes the proposal is consistent with
the Act because the proposed extension is of appropriate length to
allow the Exchange and the Commission to continue to assess the impact
of the Exchange's authority to allow transactions to take place in open
outcry at a price of at least $0 but less than $1 per option in
accordance with its attendant obligations and conditions, including the
process for submitting such transactions to OCC for clearing.
B. Self-Regulatory Organization's Statement on Burden on Competition
CBOE does not believe that the proposed rule change will impose any
burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act. The Exchange believes that
allowing for liquidations at a price less than $1 per option contract
better facilitates the closing of options positions that are worthless
or not actively trading. The Exchange believes this promotes fair and
orderly markets, as well as assists the Exchange in its ability to
effectively attract order flow and liquidity to its market, and
ultimately benefit all CBOE Trading Permit Holders (``TPHs'') and all
investors.
The Exchange does not believe that the proposed rule change will
impose any burden on intramarket competition that is not necessary or
appropriate in furtherance of the purposes of the Act because the
proposed rule change does not make any changes to Exchange rules, but
simply extends an existing temporary program. Further, the program is
available to all market participants through CBOE TPHs. The Exchange
does not believe that the proposed rule change will impose any burden
on intermarket competition that is not necessary or appropriate in
furtherance of the purposes of the Act because, again, the proposed
rule change does not make any changes to Exchange rules, but simply
extends an existing temporary program. Moreover, to the extent that the
program makes CBOE a more attractive marketplace, as noted above, the
program is available to all market participants through CBOE TPHs.
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
Because the foregoing proposed rule 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 if consistent with the protection of
investors and the public interest, provided that the self-regulatory
organization has given the Commission written notice of its intent to
file 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,\9\ the proposed rule change has become
effective pursuant to Section 19(b)(3)(A) of the Act \10\ and Rule 19b-
4(f)(6) thereunder.\11\
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\9\ The Exchange has fulfilled this requirement.
\10\ 15 U.S.C. 78s(b)(3)(A).
\11\ 17 CFR 240.19b-4(f)(6).
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At any time within 60 days of the filing of such proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act. If the Commission
takes such action, the Commission shall institute proceedings under
Section 19(b)(2)(B) \12\ of the Act to determine whether the proposed
rule change should be approved or disapproved.
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\12\ 15 U.S.C. 78s(b)(2)(B).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-CBOE-2015-108 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-CBOE-2015-108. This file
[[Page 77063]]
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 such 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-CBOE-2015-108, and should be
submitted on or before January 4, 2016.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\13\
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\13\ 17 CFR 200.30-3(a)(12).
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Brent J. Fields,
Secretary.
[FR Doc. 2015-31177 Filed 12-10-15; 8:45 am]
BILLING CODE 8011-01-P