Self-Regulatory Organizations; Chicago Board Options Exchange, Incorporated; Notice of Filing and Immediate Effectiveness of a Proposed Rule To Amend the Fees Schedule, 1455-1457 [2016-00337]
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Federal Register / Vol. 81, No. 7 / Tuesday, January 12, 2016 / Notices
Commission will hold a Closed Meeting
on Thursday, January 14, 2016 at 2 p.m.
Commissioners, Counsel to the
Commissioners, the Secretary to the
Commission, and recording secretaries
will attend the Closed Meeting. Certain
staff members who have an interest in
the matters also may be present.
The General Counsel of the
Commission, or her designee, has
certified that, in her opinion, one or
more of the exemptions set forth in 5
U.S.C. 552b(c)(3), (5), (7), 9(B) and (10)
and 17 CFR 200.402(a)(3), (a)(5), (a)(7),
(a)(9)(ii), and (a)(10), permit
consideration of the scheduled matter at
the Closed Meeting.
Commissioner Stein, as duty officer,
voted to consider the items listed for the
Closed Meeting in closed session.
The subject matter of the Closed
Meeting will be:
Institution and settlement of
injunctive actions;
Institution and settlement of
administrative proceedings;
Resolution of litigation claims; and
Other matters relating to enforcement
proceedings.
At times, changes in Commission
priorities require alterations in the
scheduling of meeting items.
For further information and to
ascertain what, if any, matters have been
added, deleted or postponed, please
contact the Office of the Secretary at
(202) 551–5400.
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.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend its
Fees Schedule. 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.
Dated: January 7, 2016.
Brent J. Fields,
Secretary.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
[FR Doc. 2016–00494 Filed 1–8–16; 11:15 am]
1. Purpose
BILLING CODE 8011–01–P
The Exchange proposes to amend its
Fees Schedule, effective December 23,
2015. Specifically, the Exchange
proposes to waive transaction fees
incurred as a result of transactions that
compress or reduce certain Clearing
Trading Permit Holder (‘‘TPH’’) open
positions.
By way of background, SEC Rule
15C3–1 [sic], Net Capital Requirements
for Brokers or Dealers (‘‘Net Capital
Rules’’), requires that every registered
broker-dealer maintain certain specified
minimum levels of capital. The primary
purpose of these rules is to regulate the
ability of broker-dealers to meet their
financial obligations to customers and
other creditors. All of the broker-dealers
that are clearing members of the Options
Clearing Corporation (‘‘OCC’’) are
subject to the Net Capital Rules.
However, a subset of OCC’s clearing
members are subsidiaries of U.S. bank
holding companies. As such, these
broker-dealers, through their affiliation
with their parent U.S. bank holding
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76842; File No. SR–CBOE–
2015–117)
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule To Amend the Fees Schedule
tkelley on DSK3SPTVN1PROD with NOTICES
January 6, 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, Chicago Board Options
Exchange, Incorporated (the ‘‘Exchange’’
or ‘‘CBOE’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) the proposed rule
1 15
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
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1455
companies, must comply with bank
regulatory capital requirements
pursuant to rule-making required under
the Dodd-Frank Wall Street Reform and
Consumer Protection Act (‘‘DoddFrank’’). New rule-making recently
enacted under Dodd-Frank will require
U.S. bank holding companies to hold
substantially more bank regulatory
capital than would otherwise be
required under the Net Capital Rules.
The Exchange is aware that, due to the
large contract size of S&P 500 Index
(‘‘SPX’’) options, open interest in certain
series will result in extremely large bank
regulatory capital requirements but have
minimal requirements under the Net
Capital Rules. Transactions that would
result in the closing of this open interest
would have a beneficial impact on the
bank regulatory capital requirements of
the Clearing TPH’s parent company
with a minimal impact on regulatory
capital required under the capital rules.
The Exchange notes that most of these
open positions are in out-of-the-money
options and certain spread positions
that are essentially riskless strategies
because they have little or no market
exposure. Particularly, the Exchange
notes that given the nature of these
options, there is minimal chance for
large losses to occur, yet these positions
will still be subject to large bank
regulatory capital requirements.
Exchange transaction fees, however,
discourage market participants from
closing these positions out even though
those market participants may also
prefer to close them rather than carry
them to expiration.3
In order to encourage the compression
of certain out-of-the-money and riskless
option positions, the Exchange proposes
to rebate all transactions fees for
transactions that close these positions,
provided they meet certain criteria, as
described more fully below. The
Exchange believes compression of these
positions would improve market
liquidity by freeing capital currently
tied up in positions for which there is
a minimal chance that a significant loss
would occur.
The Exchange proposes to limit
rebating transaction fees to those
transactions that the Exchange believes
would have the greatest impact on bank
regulatory capital requirements but are
also constrained to those positions that
have little economic risk associated
with them. Specifically, to be eligible
for a rebate, a transaction must be: (i)
For a complex order with at least five
3 For example, an out-of-the-money SPX option
market-maker transaction may be worth only a few
pennies per contract, but would cost approximately
$0.33 per contract ($0.20 transaction fee plus $0.13
SPX Index License Surcharge) to close out.
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Federal Register / Vol. 81, No. 7 / Tuesday, January 12, 2016 / Notices
tkelley on DSK3SPTVN1PROD with NOTICES
(5) different series in S&P 500 Index
(SPX) options, SPX Weeklys (SPXW)
options or p.m.-settled SPX options
(SPXPM), (ii) a closing-only transaction
or, if the transaction involves a Firm
order (origin code ‘‘F’’), an opening
transaction executed to facilitate a
compression of option positions for a
market-maker or joint-back office
(‘‘JBO’’) account; (iii) for a position with
a required capital charge equal to the
minimum capital charge under OCC
rules RBH Calculator 4 or a position
comprised of option series with a delta
of ten (10) or less and (iv) entered
between the first business day following
a quarterly expiration through the last
business day of that quarter.5 The
Exchange notes that while Clearing
TPHs may request that their clients
holding the out-of-the-money and
riskless positions permit the Clearing
TPHs to attempt to close these positions
out, firms are not required to do so (i.e.,
these transactions are voluntary and
within the discretion of the Clearing
4 Under OCC rules, the required capital charge is
equal to either the minimum capital charge or an
amount equal to the largest potential loss pursuant
to OCC’s Risk-Based Haircut (‘‘RBH’’) calculator.
The RBH methodology may be used to calculate
theoretically based capital charges as set forth
within the SEC net capital rule https://
apps.theocc.com/pmc/pmc.do. For example, a
Market-Maker has the following eight-leg position:
Long 1000 Jan 1000 SPX calls, short 1000 Jan 2000
SPX calls, short 842 Jan 2500 SPX calls, short 89
Jan 2600 SPX calls, long 200 Jan 700 puts, short 200
Jan 750 SPX puts, short 1000 Jan 1000 SPX puts,
and long 1000 Jan 2000 SPX puts. Under OCC rules,
the minimum capital charge for this position is
$128,435. Using the RBH calculator, there is no
potential loss that is greater than this amount; in
fact, under each of the 10 equidistant theoretical
valuation points of the underlying index, this
strategy would net a profit. Therefore, the clearing
firm incurs a charge of $128,435. However, as the
RBH calculator values demonstrate, this is
essentially a riskless position for which there is a
minimal chance that a theoretical loss of $128,435
could ever occur. Therefore, this position is eligible
for the rebate (assuming all requirements are
satisfied), because the OCC theoretical minimum
capital charge is larger than any potential loss that
may result within the range of an 8% decrease to
a 6% increase in the underlying index value.
Alternatively, a Market-Maker has the following
five-leg strategy position: Short 892 Jan 1400 SPX
calls, short 80 Jan 1500 SPX calls, long 200 Jan 1950
SPX puts, short 200 Jan 2000 SPX puts, and long
165 Jan 2100 SPX puts. Under OCC rules, the
minimum capital charge for this position is
$38,425. Using the RBH calculator, an increase in
the underlying index value of 6% could cause this
position to lose $12,801,718 (which is the highest
potential loss under each of the 10 equidistant
theoretical valuation points of the underlying
index). Because this potential loss is larger than the
theoretical minimum charge, the actual capital
requirement is this amount of $12,801,718. This
position is therefore not eligible for the proposed
rebate, as there is a risk of a potential large loss on
this position.
5 For example, the fourth quarter of 2015
standard-Friday expiration occurred on December
18, 2015. For that quarter, qualifying transactions
would need to be entered no earlier than December
23, 2015 and no later than December 31, 2015.
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TPHs’ clients). The Exchange also
proposes to provide that to obtain a
rebate,6 a TPH must request the rebate
with supporting documentation within
three (3) days of the transactions.
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.7 Specifically, the
Exchange believes the proposed rule
change is consistent with the Section
6(b)(5) 8 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
section 6(b)(4) of the Act,9 which
requires that Exchange rules provide for
the equitable allocation of reasonable
dues, fees, and other charges among its
Trading Permit Holders and other
persons using its facilities.
The Exchange believes providing a
rebate of fees for transactions that
compress certain out-of-the-money and
riskless options positions is reasonable,
equitable and not unfairly
discriminatory because these positions
will result in extremely large bank
regulatory capital requirements for
Clearing TPHs even though there is
minimal chance for large losses to
occur. Additionally, these positions
have little or no economic benefit to the
TPHs that hold the positions, who
would likely prefer to close them but for
the associated transaction fees. The fee
rebate would therefore allow TPHs to
close out of these positions that are
needlessly burdensome on themselves
and Clearing TPHs.
The Exchange believes it is reasonable
and not unfairly discriminatory to limit
the rebate to transactions that are done
to close a position with (i) a required
capital charge equal to the minimum
6 Rebate of transaction fees would include the
transaction fee assessed along with any other
surcharges assessed per contract (e.g., the Index
License Surcharge).
7 15 U.S.C. 78f(b).
8 15 U.S.C. 78f(b)(5).
9 15 U.S.C. 78f(b)(4).
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capital charge under OCC’s RBH
Calculator or (ii) option series with a
delta of ten (10) or less, because this
criteria identifies option positions that
are truly out-of-the-money or spread
positions that are essentially riskless
strategies. Particularly, the Exchange
notes theoretically riskless positions can
be identified when the required capital
charge equals the minimum capital
charge under OCC’s RBH Calculator.
Transactions comprised of option series
with a delta of no greater than 10 would
indicate that an option position is by
definition out-of-the-money. For the
reasons discussed above, the Exchange
wishes to limit the fee rebate to these
types of transactions.
The Exchange believes it’s reasonable,
equitable and not unfairly
discriminatory to limit the rebate to SPX
options (including SPXW and SPXPM)
because SPX has a substantially higher
notional value than other options
classes. As such, open interest in SPX
has a much greater effect on a bank’s
regulatory capital requirements.
Compressing out-of-the-money and
riskless SPX option positions therefore
has a greater impact on reducing a bank
regulatory capital requirement.
The Exchange believes it’s reasonable,
equitable and not unfairly
discriminatory to limit the rebate to
complex orders that involve 5 different
series of SPX because the Exchange
believes transactions with 5 legs or more
would have the most material impact on
a bank’s regulatory capital requirements.
The Exchange believes it’s reasonable
to limit the rebate of transaction fees to
closing-only transactions (other than
Firm ‘‘F’’ orders). Particularly, if a
transaction were to open interest, it
would defeat the purpose of the
proposed rebate, which is to encourage
the closing of positions that are creating
high bank regulatory capital
requirements for positions that are of
low economic benefit and risk and
could otherwise be offset. The Exchange
believes it’s equitable and not unfairly
discriminatory to allow Firm (‘‘F’’)
orders to result in opening transactions
because, in these instances, the Firm
would be facilitating the closing out of
these positions for their clients. The
Exchange notes that it already waives
transaction fees for facilitation orders in
all products other than those listed in
Underlying Symbol List A.10
The Exchange believes it’s reasonable,
equitable and not unfairly
discriminatory to limit the rebate to
10 See CBOE Fees Schedule, Equity Options Rate
Table, ETF and ETN Options Rate Table and Index
Options Rate Table—All Index Products Excluding
Underlying Symbol List A Rate Table.
E:\FR\FM\12JAN1.SGM
12JAN1
Federal Register / Vol. 81, No. 7 / Tuesday, January 12, 2016 / Notices
transactions effected after the quarterly
expiration through the end of that
month because the universe of
transactions are not fully known until
after the quarterly expiration.
Additionally, in order for TPHs to
realize the benefit of the transactions
under the bank capital regulatory
requirements, all transactions must be
settled by the end of the financial
reporting quarter.
The Exchange believes requiring
TPHs to submit a request for a rebate
within three business days of the
transactions clarifies the manner in
which the rebate can be accomplished
in a timely manner and will eliminate
any confusion and provide a clear
procedure for applicants to get a rebate
for their compression transactions,
removing impediments to and
perfecting the mechanism of a free and
open market. Additionally, the
Exchange notes that such requirement
will apply to all market participants.
tkelley on DSK3SPTVN1PROD with NOTICES
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule changes will impose
any burden on competition that are not
necessary or appropriate in furtherance
of the purposes of the Act. 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 Act because it applies
to all market participants in the same
manner with positions that meet the
eligible criteria. The proposed change
would encourage the closing of
positions that needlessly result in
burdensome capital requirements that,
once closed, would alleviate the capital
requirement constraints on TPHs and
improve overall market liquidity by
freeing capital currently tied up in
certain out-of-the-money and riskless
positions. The Exchange does not
believe that the proposed rule changes
will impose any burden on intermarket
competition that is not necessary or
appropriate in furtherance of the
purposes of the Act because the
proposed rule change applies only to
CBOE. To the extent that the proposed
changes make CBOE a more attractive
marketplace for market participants at
other exchanges, such market
participants are welcome to become
CBOE market participants.
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
The foregoing rule change has become
effective pursuant to section 19(b)(3)(A)
of the Act 11 and paragraph (f) of Rule
19b–4 12 thereunder. 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–2015–117 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–2015–117. 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–CBOE–
2015–117 and should be submitted on
or before February 2, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–00337 Filed 1–11–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76841; File No. SR–BATS–
2015–101]
Self-Regulatory Organizations; BATS
Exchange, Inc.; Notice of Designation
of a Longer Period for Commission
Action on a Proposed Rule Change, as
Modified by Amendment No. 1 Thereto,
To Adopt Rule 8.17 To Provide a
Process for an Expedited Client
Suspension Proceeding and Rule 12.15
To Prohibit Disruptive Quoting and
Trading Activity
January 6, 2016.
On November 6, 2015, BATS
Exchange, Inc. (‘‘Exchange’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’), pursuant
to section 19(b)(1) of the Securities
Exchange Act of 1934 (‘‘Act’’) 1 and Rule
19b–4 thereunder,2 a proposed rule
change to adopt new BATS Rule
(‘‘Rule’’) 12.15, which would prohibit
certain disruptive quoting and trading
activity on the Exchange, and new Rule
8.17, which would permit BATS to
conduct a new Expedited Client
Suspension Proceeding when it believes
13 17
CFR 200.30–3(a)(12).
U.S.C.78s(b)(1).
2 17 CFR 240.19b–4.
11 15
U.S.C. 78s(b)(3)(A).
12 17 CFR 240.19b–4(f).
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Agencies
[Federal Register Volume 81, Number 7 (Tuesday, January 12, 2016)]
[Notices]
[Pages 1455-1457]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-00337]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-76842; File No. SR-CBOE-2015-117)
Self-Regulatory Organizations; Chicago Board Options Exchange,
Incorporated; Notice of Filing and Immediate Effectiveness of a
Proposed Rule To Amend the Fees Schedule
January 6, 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, Chicago Board Options Exchange,
Incorporated (the ``Exchange'' or ``CBOE'') filed with the Securities
and Exchange Commission (``Commission'') the proposed rule change as
described in Items I, II, and III below, which Items have been prepared
by 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 proposes to amend its Fees Schedule. 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
The Exchange proposes to amend its Fees Schedule, effective
December 23, 2015. Specifically, the Exchange proposes to waive
transaction fees incurred as a result of transactions that compress or
reduce certain Clearing Trading Permit Holder (``TPH'') open positions.
By way of background, SEC Rule 15C3-1 [sic], Net Capital
Requirements for Brokers or Dealers (``Net Capital Rules''), requires
that every registered broker-dealer maintain certain specified minimum
levels of capital. The primary purpose of these rules is to regulate
the ability of broker-dealers to meet their financial obligations to
customers and other creditors. All of the broker-dealers that are
clearing members of the Options Clearing Corporation (``OCC'') are
subject to the Net Capital Rules. However, a subset of OCC's clearing
members are subsidiaries of U.S. bank holding companies. As such, these
broker-dealers, through their affiliation with their parent U.S. bank
holding companies, must comply with bank regulatory capital
requirements pursuant to rule-making required under the Dodd-Frank Wall
Street Reform and Consumer Protection Act (``Dodd-Frank''). New rule-
making recently enacted under Dodd-Frank will require U.S. bank holding
companies to hold substantially more bank regulatory capital than would
otherwise be required under the Net Capital Rules. The Exchange is
aware that, due to the large contract size of S&P 500 Index (``SPX'')
options, open interest in certain series will result in extremely large
bank regulatory capital requirements but have minimal requirements
under the Net Capital Rules. Transactions that would result in the
closing of this open interest would have a beneficial impact on the
bank regulatory capital requirements of the Clearing TPH's parent
company with a minimal impact on regulatory capital required under the
capital rules. The Exchange notes that most of these open positions are
in out-of-the-money options and certain spread positions that are
essentially riskless strategies because they have little or no market
exposure. Particularly, the Exchange notes that given the nature of
these options, there is minimal chance for large losses to occur, yet
these positions will still be subject to large bank regulatory capital
requirements. Exchange transaction fees, however, discourage market
participants from closing these positions out even though those market
participants may also prefer to close them rather than carry them to
expiration.\3\
---------------------------------------------------------------------------
\3\ For example, an out-of-the-money SPX option market-maker
transaction may be worth only a few pennies per contract, but would
cost approximately $0.33 per contract ($0.20 transaction fee plus
$0.13 SPX Index License Surcharge) to close out.
---------------------------------------------------------------------------
In order to encourage the compression of certain out-of-the-money
and riskless option positions, the Exchange proposes to rebate all
transactions fees for transactions that close these positions, provided
they meet certain criteria, as described more fully below. The Exchange
believes compression of these positions would improve market liquidity
by freeing capital currently tied up in positions for which there is a
minimal chance that a significant loss would occur.
The Exchange proposes to limit rebating transaction fees to those
transactions that the Exchange believes would have the greatest impact
on bank regulatory capital requirements but are also constrained to
those positions that have little economic risk associated with them.
Specifically, to be eligible for a rebate, a transaction must be: (i)
For a complex order with at least five
[[Page 1456]]
(5) different series in S&P 500 Index (SPX) options, SPX Weeklys (SPXW)
options or p.m.-settled SPX options (SPXPM), (ii) a closing-only
transaction or, if the transaction involves a Firm order (origin code
``F''), an opening transaction executed to facilitate a compression of
option positions for a market-maker or joint-back office (``JBO'')
account; (iii) for a position with a required capital charge equal to
the minimum capital charge under OCC rules RBH Calculator \4\ or a
position comprised of option series with a delta of ten (10) or less
and (iv) entered between the first business day following a quarterly
expiration through the last business day of that quarter.\5\ The
Exchange notes that while Clearing TPHs may request that their clients
holding the out-of-the-money and riskless positions permit the Clearing
TPHs to attempt to close these positions out, firms are not required to
do so (i.e., these transactions are voluntary and within the discretion
of the Clearing TPHs' clients). The Exchange also proposes to provide
that to obtain a rebate,\6\ a TPH must request the rebate with
supporting documentation within three (3) days of the transactions.
---------------------------------------------------------------------------
\4\ Under OCC rules, the required capital charge is equal to
either the minimum capital charge or an amount equal to the largest
potential loss pursuant to OCC's Risk-Based Haircut (``RBH'')
calculator. The RBH methodology may be used to calculate
theoretically based capital charges as set forth within the SEC net
capital rule https://apps.theocc.com/pmc/pmc.do. For example, a
Market-Maker has the following eight-leg position: Long 1000 Jan
1000 SPX calls, short 1000 Jan 2000 SPX calls, short 842 Jan 2500
SPX calls, short 89 Jan 2600 SPX calls, long 200 Jan 700 puts, short
200 Jan 750 SPX puts, short 1000 Jan 1000 SPX puts, and long 1000
Jan 2000 SPX puts. Under OCC rules, the minimum capital charge for
this position is $128,435. Using the RBH calculator, there is no
potential loss that is greater than this amount; in fact, under each
of the 10 equidistant theoretical valuation points of the underlying
index, this strategy would net a profit. Therefore, the clearing
firm incurs a charge of $128,435. However, as the RBH calculator
values demonstrate, this is essentially a riskless position for
which there is a minimal chance that a theoretical loss of $128,435
could ever occur. Therefore, this position is eligible for the
rebate (assuming all requirements are satisfied), because the OCC
theoretical minimum capital charge is larger than any potential loss
that may result within the range of an 8% decrease to a 6% increase
in the underlying index value. Alternatively, a Market-Maker has the
following five-leg strategy position: Short 892 Jan 1400 SPX calls,
short 80 Jan 1500 SPX calls, long 200 Jan 1950 SPX puts, short 200
Jan 2000 SPX puts, and long 165 Jan 2100 SPX puts. Under OCC rules,
the minimum capital charge for this position is $38,425. Using the
RBH calculator, an increase in the underlying index value of 6%
could cause this position to lose $12,801,718 (which is the highest
potential loss under each of the 10 equidistant theoretical
valuation points of the underlying index). Because this potential
loss is larger than the theoretical minimum charge, the actual
capital requirement is this amount of $12,801,718. This position is
therefore not eligible for the proposed rebate, as there is a risk
of a potential large loss on this position.
\5\ For example, the fourth quarter of 2015 standard-Friday
expiration occurred on December 18, 2015. For that quarter,
qualifying transactions would need to be entered no earlier than
December 23, 2015 and no later than December 31, 2015.
\6\ Rebate of transaction fees would include the transaction fee
assessed along with any other surcharges assessed per contract
(e.g., the Index License Surcharge).
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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.\7\ Specifically, the
Exchange believes the proposed rule change is consistent with the
Section 6(b)(5) \8\ 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
section 6(b)(4) of the Act,\9\ which requires that Exchange rules
provide for the equitable allocation of reasonable dues, fees, and
other charges among its Trading Permit Holders and other persons using
its facilities.
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\7\ 15 U.S.C. 78f(b).
\8\ 15 U.S.C. 78f(b)(5).
\9\ 15 U.S.C. 78f(b)(4).
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The Exchange believes providing a rebate of fees for transactions
that compress certain out-of-the-money and riskless options positions
is reasonable, equitable and not unfairly discriminatory because these
positions will result in extremely large bank regulatory capital
requirements for Clearing TPHs even though there is minimal chance for
large losses to occur. Additionally, these positions have little or no
economic benefit to the TPHs that hold the positions, who would likely
prefer to close them but for the associated transaction fees. The fee
rebate would therefore allow TPHs to close out of these positions that
are needlessly burdensome on themselves and Clearing TPHs.
The Exchange believes it is reasonable and not unfairly
discriminatory to limit the rebate to transactions that are done to
close a position with (i) a required capital charge equal to the
minimum capital charge under OCC's RBH Calculator or (ii) option series
with a delta of ten (10) or less, because this criteria identifies
option positions that are truly out-of-the-money or spread positions
that are essentially riskless strategies. Particularly, the Exchange
notes theoretically riskless positions can be identified when the
required capital charge equals the minimum capital charge under OCC's
RBH Calculator. Transactions comprised of option series with a delta of
no greater than 10 would indicate that an option position is by
definition out-of-the-money. For the reasons discussed above, the
Exchange wishes to limit the fee rebate to these types of transactions.
The Exchange believes it's reasonable, equitable and not unfairly
discriminatory to limit the rebate to SPX options (including SPXW and
SPXPM) because SPX has a substantially higher notional value than other
options classes. As such, open interest in SPX has a much greater
effect on a bank's regulatory capital requirements. Compressing out-of-
the-money and riskless SPX option positions therefore has a greater
impact on reducing a bank regulatory capital requirement.
The Exchange believes it's reasonable, equitable and not unfairly
discriminatory to limit the rebate to complex orders that involve 5
different series of SPX because the Exchange believes transactions with
5 legs or more would have the most material impact on a bank's
regulatory capital requirements.
The Exchange believes it's reasonable to limit the rebate of
transaction fees to closing-only transactions (other than Firm ``F''
orders). Particularly, if a transaction were to open interest, it would
defeat the purpose of the proposed rebate, which is to encourage the
closing of positions that are creating high bank regulatory capital
requirements for positions that are of low economic benefit and risk
and could otherwise be offset. The Exchange believes it's equitable and
not unfairly discriminatory to allow Firm (``F'') orders to result in
opening transactions because, in these instances, the Firm would be
facilitating the closing out of these positions for their clients. The
Exchange notes that it already waives transaction fees for facilitation
orders in all products other than those listed in Underlying Symbol
List A.\10\
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\10\ See CBOE Fees Schedule, Equity Options Rate Table, ETF and
ETN Options Rate Table and Index Options Rate Table--All Index
Products Excluding Underlying Symbol List A Rate Table.
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The Exchange believes it's reasonable, equitable and not unfairly
discriminatory to limit the rebate to
[[Page 1457]]
transactions effected after the quarterly expiration through the end of
that month because the universe of transactions are not fully known
until after the quarterly expiration. Additionally, in order for TPHs
to realize the benefit of the transactions under the bank capital
regulatory requirements, all transactions must be settled by the end of
the financial reporting quarter.
The Exchange believes requiring TPHs to submit a request for a
rebate within three business days of the transactions clarifies the
manner in which the rebate can be accomplished in a timely manner and
will eliminate any confusion and provide a clear procedure for
applicants to get a rebate for their compression transactions, removing
impediments to and perfecting the mechanism of a free and open market.
Additionally, the Exchange notes that such requirement will apply to
all market participants.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule changes will
impose any burden on competition that are not necessary or appropriate
in furtherance of the purposes of the Act. 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 Act because it applies to all market participants in
the same manner with positions that meet the eligible criteria. The
proposed change would encourage the closing of positions that
needlessly result in burdensome capital requirements that, once closed,
would alleviate the capital requirement constraints on TPHs and improve
overall market liquidity by freeing capital currently tied up in
certain out-of-the-money and riskless positions. The Exchange does not
believe that the proposed rule changes will impose any burden on
intermarket competition that is not necessary or appropriate in
furtherance of the purposes of the Act because the proposed rule change
applies only to CBOE. To the extent that the proposed changes make CBOE
a more attractive marketplace for market participants at other
exchanges, such market participants are welcome to become CBOE market
participants.
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
The foregoing rule change has become effective pursuant to section
19(b)(3)(A) of the Act \11\ and paragraph (f) of Rule 19b-4 \12\
thereunder. 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.
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\11\ 15 U.S.C. 78s(b)(3)(A).
\12\ 17 CFR 240.19b-4(f).
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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-2015-117 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-2015-117. 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-CBOE-2015-117 and should be
submitted on or before February 2, 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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Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016-00337 Filed 1-11-16; 8:45 am]
BILLING CODE 8011-01-P