Self-Regulatory Organizations; Chicago Board Options Exchange, Incorporated; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Extend the Credit Option Margin Pilot Program Through January 17, 2017, 1255-1257 [2016-259]
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Federal Register / Vol. 81, No. 6 / Monday, January 11, 2016 / Notices
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change does not: (A) Significantly affect
the protection of investors or the public
interest; (B) impose any significant
burden on competition; and (C) by its
terms, 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) of the
Act 24 and paragraph (f)(6) of Rule 19b–
4 thereunder,25 the Exchange has
designated this rule filing as noncontroversial. The Exchange has given
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.
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: (1) Necessary or appropriate in
the public interest; (2) for the protection
of investors; or (3) 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 proposal is
consistent with the Act. Comments may
be submitted by any of the following
methods:
mstockstill on DSK4VPTVN1PROD with NOTICES
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 No. SR–
BATS–2015–119 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 No.
SR–BATS–2015–119. 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 such
filing will also be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File No. SR–BATS–
2015–119 and should be submitted on
or before February 1, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.26
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–250 Filed 1–8–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76824; File No. SR–CBOE–
2015–118]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change To Extend the Credit
Option Margin Pilot Program Through
January 17, 2017
January 5, 2016.
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 December
23, 2015, Chicago Board Options
Exchange, Incorporated (the ‘‘Exchange’’
or ‘‘CBOE’’) filed with the Securities
and Exchange Commission (the
26 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
24 15
U.S.C. 78s(b)(3)(A).
25 17 CFR 240.19b–4.
VerDate Sep<11>2014
18:17 Jan 08, 2016
1 15
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Fmt 4703
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1255
‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III below, which Items have been
prepared by the Exchange. The
Exchange filed the proposal as a ‘‘noncontroversial’’ proposed rule change
pursuant to Section 19(b)(3)(A)(iii) of
the Act 3 and Rule 19b–4(f)(6)
thereunder.4 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
CBOE proposes to amend Rule 12.3 by
extending the Credit Option Margin
Pilot Program through January 17, 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
On February 2, 2011, the Commission
approved the Exchange’s proposal to
establish a Credit Option Margin Pilot
Program (‘‘Program’’).5 The proposal
became effective on a pilot basis to run
on a parallel track with Financial
Industry Regulatory Authority
3 15
U.S.C. 78s(b)(3)(A)(iii).
CFR 240.19b–4(f)(6).
5 See Securities Exchange Act Release No. 63819
(February 2, 2011), 76 FR 6838 (February 8, 2011)
order approving (SR–CBOE–2010–106). To
implement the Program, the Exchange amended
Rule 12.3(l), Margin Requirements, to make CBOE’s
margin requirements for Credit Options consistent
with Financial Industry Regulatory Authority
(‘‘FINRA’’) Rule 4240, Margin Requirements for
Credit Default Swaps. CBOE’s Credit Options (i.e.,
Credit Default Options and Credit Default Basket
Options) are analogous to credit default swaps.
4 17
E:\FR\FM\11JAN1.SGM
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1256
Federal Register / Vol. 81, No. 6 / Monday, January 11, 2016 / Notices
(‘‘FINRA’’) Rule 4240 that similarly
operates on an interim pilot basis.6
On January 17, 2012, the Exchange
filed a rule change to, among other
things, decouple the Program with the
FINRA program and to extend the
expiration date of the Program to
January 17, 2013.7 The Program,
however, continues to be substantially
similar to the provisions of the FINRA
program. Subsequently, the Exchange
filed rule changes to extend the program
until January 17, 2014, January 16, 2015,
and January 15, 2016, respectively.8 The
Exchange believes that extending the
expiration date of the Program further
will allow for further analysis of the
Program and a determination of how the
Program should be structured in the
future. Thus, the Exchange is now
currently proposing to extend the
duration of the Program for an
additional year until January 17, 2017.
Additionally, the Exchange believes that
it is in the public interest to extend the
expiration date of the Program because
it will continue to allow the Exchange
to list Credit Options for trading. As a
result, the Exchange will remain
competitive with the Over-the-Counter
market with respect to swaps and
security-based swaps. In the future, if
the Exchange proposes an additional
extension of the Credit Option Margin
Pilot Program or proposes to make the
Program permanent, then the Exchange
will submit a filing proposing such
amendments to the Program.
mstockstill on DSK4VPTVN1PROD with NOTICES
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with the Act
and the rules and regulations
thereunder applicable to the Exchange
and, in particular, the requirements of
Section 6(b) of the Act.9 Specifically,
the Exchange believes the proposed rule
change is consistent with the Section
6(b)(5) 10 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,
6 See Securities Exchange Act Release No. 59955
(May 22, 2009), 74 FR 25586 (May 28, 2009) (Notice
of Filing and Order Granting Accelerated Approval
of Proposed Rule Change; SR–FINRA–2009–012).
7 See Securities Exchange Act Release No. 66163
(January 17, 2012), 77 FR 3318 (January 23, 2012)
(SR–CBOE–2012–007).
8 See Securities Exchange Act Release Nos. 68539
(December 27, 2012), 78 FR 138 (January 2, 2013)
(SR–CBOE–2012–125), 71124 (December 18, 2013),
78 FR 77754 (December 24, 2013) (SR–CBOE–2013–
123), and 73837 (December 15, 2014), 79 FR 75850
(December 19, 2014) (SR–CBOE–2014–091).
9 15 U.S.C. 78f(b).
10 15 U.S.C. 78f(b)(5).
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18:17 Jan 08, 2016
Jkt 238001
processing information with respect to,
and facilitation 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) 11 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 the proposed rule change will
further the purposes of the Act because,
consistent with the goals of the
Commission at the initial adoption of
the program, the margin requirements
set forth by the proposed rule change
will help to stabilize the financial
markets. In addition, the proposed rule
change is substantially similar to
existing FINRA Rule 4240.
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. Specifically,
the Exchange believes that, by extending
the expiration of the Program, the
proposed rule change will allow for
further analysis of the Program and a
determination of how the Program shall
be structured in the future. In doing so,
the proposed rule change will also serve
to promote regulatory clarity and
consistency, thereby reducing burdens
on the marketplace and facilitating
investor protection.
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
change does not:
A. significantly affect the protection
of investors or the public interest;
B. impose any significant burden on
competition; and
C. 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) of the
11 Id.
PO 00000
Frm 00094
Fmt 4703
Sfmt 4703
Act 12 and Rule 19b–4(f)(6) 13
thereunder.
In its filing the Exchange requested
that the Commission waive the 30-day
operative delay period after which a
proposed rule change under Rule 19b–
4(f)(6) becomes effective. Waiver of the
30-day operative delay would allow the
Exchange to extend the pilot program
prior to its expiration on January 15,
2016.
The Commission believes that
waiving the 30-day operative delay is
consistent with the protection of
investors and public interest, as it will
allow for the least amount of market
disruption as the pilot will continue
without interruption. For this reason,
the Commission designates the
proposed rule change to be operative
upon filing.14
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission will institute proceedings
to determine whether the proposed rule
change should be approved or
disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rulecomments@sec.gov. Please include File
Number SR–CBOE–2015–118 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Robert W. Errett, Deputy Secretary,
Securities and Exchange Commission,
100 F Street NE., Washington, DC
20549.
All submissions should refer to File
Number SR–CBOE–2015–118. This file
12 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6).
14 For purposes only of waiving the 30-day
operative delay, the Commission has also
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
13 17
E:\FR\FM\11JAN1.SGM
11JAN1
Federal Register / Vol. 81, No. 6 / Monday, January 11, 2016 / 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 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–CBOE–
2015–118 and should be submitted on
or before February 1, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–259 Filed 1–8–16; 8:45 am]
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76825; File No. SR–
NASDAQ–2015–162]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Amend
Nasdaq Rule 7015
mstockstill on DSK4VPTVN1PROD with NOTICES
January 5, 2016.
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 December
23, 2015, The NASDAQ Stock Market
LLC (‘‘Nasdaq’’ or ‘‘Exchange’’) filed
with the Securities and Exchange
15 17
CFR 200.30–3(a)(12) and (59).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
18:17 Jan 08, 2016
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
Nasdaq is proposing to amend Nasdaq
Rule 7015 to clarify the connectivity
options and application of the fees
assessed thereunder.
The text of the proposed rule change
is available at nasdaq.cchwallstreet.com
[sic] at Nasdaq [sic] 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 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
Statutory Basis for, the Proposed Rule
Change
1. Purpose
BILLING CODE 8011–01–P
VerDate Sep<11>2014
Commission (‘‘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.
Jkt 238001
Rule 7015 provides the charges
Nasdaq assesses for equity securities
market connectivity to systems operated
by Nasdaq. Nasdaq is amending Rule
7015 in seven ways: (1) To clarify how
Rule 7015 applies to FINRA systems; (2)
to clarify the term ‘‘port pair’’; (3) to
clarify QIX protocol connectivity
options; (4) to clarify FIX protocol
connectivity options; (5) to eliminate
outdated CTCI connectivity options that
rely on Nasdaq-supported circuits; (6) to
eliminate CTCI connectivity as it relates
to FINRA/NASDAQ Trade Reporting
Facility; and (7) to add clarifying rule
text and numbering to the section of the
rule concerning other port fees.
First, Nasdaq is proposing to add
clarifying language to the preamble of
the rule. Specifically, Nasdaq is
proposing to note that the various
connectivity options under the rule
include connectivity to systems
operated by FINRA. Although Nasdaq
PO 00000
Frm 00095
Fmt 4703
Sfmt 4703
1257
believes that it is clear that some of the
systems listed are operated by FINRA
(e.g., FINRA’s OTCBB Service), the
Exchange believes that expressly stating
that the systems include those of FINRA
will make the rule more clear. Nasdaq
is also updating the list of FINRA
systems that the connectivity options
under the rule may connect to. Nasdaq
notes that, from time to time, new
systems are added by Nasdaq and
FINRA, and Nasdaq is taking this
opportunity to update the rule with all
of the FINRA systems covered by the
rule. As such, Nasdaq is updating the
rule to include the FINRA Trade
Reporting and Compliance Engine
(‘‘TRACE’’), and the FINRA OTC
Reporting Facility (‘‘ORF’’).
Second, Nasdaq is proposing to clarify
the use of the term ‘‘port pair,’’ which
is used inconsistently under the rule.
For certain ports under Rule 7015 that
are used for either trading or data,
Nasdaq additionally provides a disaster
recovery port at no cost. Such a disaster
recovery port provides connectivity to
Nasdaq’s or FINRA’s disaster recovery
location in the event of a failure of
Nasdaq’s or FINRA’s primary trading
infrastructure. Nasdaq has provided
disaster recovery ports at no cost since
2006 to encourage member firms to
maintain such connectivity in the event
of a market disruption so that the
market as a whole could continue to
operate.3 As noted, Nasdaq has not used
the term port pair consistently under the
rule, whereby in certain cases, port pair
is not noted in the rule yet Nasdaq
provides a disaster recovery port
nonetheless.4 Accordingly, the
Exchange is eliminating the term port
pair and is clarifying the rule by
specifically noting when a disaster
recovery port is available for a particular
protocol under a rule.5
Third, Nasdaq is reorganizing and
adding language to subparagraph (a) of
3 Although Nasdaq encourages all member firms
and options participants to have and use disaster
recovery ports and to participate in disaster
recovery testing, the Exchange historically was
unable to compel a member firm to connect to, or
otherwise take the steps necessary to, use a disaster
recovery port. Nasdaq recently adopted rules to
require mandatory business continuity and disaster
recovery plans testing by certain member firms and
options participants, consistent with Regulation
SCI. See Rule 1170; see also Securities Exchange
Act Release No. 76368 (November 5, 2015), 80 FR
70045 (November 12, 2015) (SR–NASDAQ–2015–
134). As a consequence, certain member firms will
be required to use disaster recovery ports and
participate in business continuity and disaster
recovery plans testing.
4 For example, a FIX Trading Port under Rule
7015(b).
5 A disaster recovery port is available for QIX,
FIX, and CTCI protocol ports under Rules 7015(a),
(b), (c). Disaster recovery ports are also available for
all of the ports available under Rule 7015(g)(2).
E:\FR\FM\11JAN1.SGM
11JAN1
Agencies
[Federal Register Volume 81, Number 6 (Monday, January 11, 2016)]
[Notices]
[Pages 1255-1257]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-259]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-76824; File No. SR-CBOE-2015-118]
Self-Regulatory Organizations; Chicago Board Options Exchange,
Incorporated; Notice of Filing and Immediate Effectiveness of a
Proposed Rule Change To Extend the Credit Option Margin Pilot Program
Through January 17, 2017
January 5, 2016.
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 December 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, II, and III below, which Items have been prepared by the
Exchange. The Exchange filed the proposal as a ``non-controversial''
proposed rule change pursuant to Section 19(b)(3)(A)(iii) of the Act
\3\ and Rule 19b-4(f)(6) thereunder.\4\ 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.
\3\ 15 U.S.C. 78s(b)(3)(A)(iii).
\4\ 17 CFR 240.19b-4(f)(6).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
CBOE proposes to amend Rule 12.3 by extending the Credit Option
Margin Pilot Program through January 17, 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
On February 2, 2011, the Commission approved the Exchange's
proposal to establish a Credit Option Margin Pilot Program
(``Program'').\5\ The proposal became effective on a pilot basis to run
on a parallel track with Financial Industry Regulatory Authority
[[Page 1256]]
(``FINRA'') Rule 4240 that similarly operates on an interim pilot
basis.\6\
---------------------------------------------------------------------------
\5\ See Securities Exchange Act Release No. 63819 (February 2,
2011), 76 FR 6838 (February 8, 2011) order approving (SR-CBOE-2010-
106). To implement the Program, the Exchange amended Rule 12.3(l),
Margin Requirements, to make CBOE's margin requirements for Credit
Options consistent with Financial Industry Regulatory Authority
(``FINRA'') Rule 4240, Margin Requirements for Credit Default Swaps.
CBOE's Credit Options (i.e., Credit Default Options and Credit
Default Basket Options) are analogous to credit default swaps.
\6\ See Securities Exchange Act Release No. 59955 (May 22,
2009), 74 FR 25586 (May 28, 2009) (Notice of Filing and Order
Granting Accelerated Approval of Proposed Rule Change; SR-FINRA-
2009-012).
---------------------------------------------------------------------------
On January 17, 2012, the Exchange filed a rule change to, among
other things, decouple the Program with the FINRA program and to extend
the expiration date of the Program to January 17, 2013.\7\ The Program,
however, continues to be substantially similar to the provisions of the
FINRA program. Subsequently, the Exchange filed rule changes to extend
the program until January 17, 2014, January 16, 2015, and January 15,
2016, respectively.\8\ The Exchange believes that extending the
expiration date of the Program further will allow for further analysis
of the Program and a determination of how the Program should be
structured in the future. Thus, the Exchange is now currently proposing
to extend the duration of the Program for an additional year until
January 17, 2017. Additionally, the Exchange believes that it is in the
public interest to extend the expiration date of the Program because it
will continue to allow the Exchange to list Credit Options for trading.
As a result, the Exchange will remain competitive with the Over-the-
Counter market with respect to swaps and security-based swaps. In the
future, if the Exchange proposes an additional extension of the Credit
Option Margin Pilot Program or proposes to make the Program permanent,
then the Exchange will submit a filing proposing such amendments to the
Program.
---------------------------------------------------------------------------
\7\ See Securities Exchange Act Release No. 66163 (January 17,
2012), 77 FR 3318 (January 23, 2012) (SR-CBOE-2012-007).
\8\ See Securities Exchange Act Release Nos. 68539 (December 27,
2012), 78 FR 138 (January 2, 2013) (SR-CBOE-2012-125), 71124
(December 18, 2013), 78 FR 77754 (December 24, 2013) (SR-CBOE-2013-
123), and 73837 (December 15, 2014), 79 FR 75850 (December 19, 2014)
(SR-CBOE-2014-091).
---------------------------------------------------------------------------
2. Statutory Basis
The Exchange believes the proposed rule change is consistent with
the Act and the rules and regulations thereunder applicable to the
Exchange and, in particular, the requirements of Section 6(b) of the
Act.\9\ Specifically, the Exchange believes the proposed rule change is
consistent with the Section 6(b)(5) \10\ 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
facilitation 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) \11\ requirement that the rules of
an exchange not be designed to permit unfair discrimination between
customers, issuers, brokers, or dealers.
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\9\ 15 U.S.C. 78f(b).
\10\ 15 U.S.C. 78f(b)(5).
\11\ Id.
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In particular, the Exchange believes that the proposed rule change
will further the purposes of the Act because, consistent with the goals
of the Commission at the initial adoption of the program, the margin
requirements set forth by the proposed rule change will help to
stabilize the financial markets. In addition, the proposed rule change
is substantially similar to existing FINRA Rule 4240.
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. Specifically, the Exchange
believes that, by extending the expiration of the Program, the proposed
rule change will allow for further analysis of the Program and a
determination of how the Program shall be structured in the future. In
doing so, the proposed rule change will also serve to promote
regulatory clarity and consistency, thereby reducing burdens on the
marketplace and facilitating investor protection.
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 change does not:
A. significantly affect the protection of investors or the public
interest;
B. impose any significant burden on competition; and
C. 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) of the Act \12\ and
Rule 19b-4(f)(6) \13\ thereunder.
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\12\ 15 U.S.C. 78s(b)(3)(A).
\13\ 17 CFR 240.19b-4(f)(6).
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In its filing the Exchange requested that the Commission waive the
30-day operative delay period after which a proposed rule change under
Rule 19b-4(f)(6) becomes effective. Waiver of the 30-day operative
delay would allow the Exchange to extend the pilot program prior to its
expiration on January 15, 2016.
The Commission believes that waiving the 30-day operative delay is
consistent with the protection of investors and public interest, as it
will allow for the least amount of market disruption as the pilot will
continue without interruption. For this reason, the Commission
designates the proposed rule change to be operative upon filing.\14\
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\14\ For purposes only of waiving the 30-day operative delay,
the Commission has also considered the proposed rule's impact on
efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
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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 necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act. If the Commission
takes such action, the Commission will institute proceedings to
determine whether the proposed rule change should be approved or
disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-CBOE-2015-118 on the subject line.
Paper Comments
Send paper comments in triplicate to Robert W. Errett,
Deputy Secretary, Securities and Exchange Commission, 100 F Street NE.,
Washington, DC 20549.
All submissions should refer to File Number SR-CBOE-2015-118. This file
[[Page 1257]]
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-CBOE-2015-118 and should be
submitted on or before February 1, 2016.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\15\
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\15\ 17 CFR 200.30-3(a)(12) and (59).
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Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016-259 Filed 1-8-16; 8:45 am]
BILLING CODE 8011-01-P