Self-Regulatory Organizations; NASDAQ BX, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Expand the Short Term Option Series Program, 60049-60051 [2016-20961]
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Federal Register / Vol. 81, No. 169 / Wednesday, August 31, 2016 / Notices
available publicly. All submissions
should refer to File Number SR–
NYSEMKT–2016–79 and should be
submitted on or before September 21,
2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.40
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–20880 Filed 8–30–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–78694; File No. SR–BX–
2016–047]
Self-Regulatory Organizations;
NASDAQ BX, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Expand the Short
Term Option Series Program
August 26, 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 August
25, 2016, NASDAQ BX, Inc. (‘‘BX’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission (‘‘SEC’’ or
‘‘Commission’’) the proposed rule
change as described in Items I and II,
below, which Items have been prepared
by the Exchange. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
mstockstill on DSK3G9T082PROD with NOTICES
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to expand the
Short Term Option Series Program to
allow Wednesday expirations for SPY
options.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://nasdaqbx.cchwallstreet.com/,
at the principal office of the Exchange,
and at the Commission’s Public
Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
40 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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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 BX
Rules at Chapter I, Section 1(a)(60) and
Chapter IV, Section 6 at Commentary
.07 to expand the Short Term Option
Series Program to permit the listing and
trading of options with Wednesday
expirations.
Currently, under the Short Term
Option Series Program, the Exchange
may open for trading on any Thursday
or Friday that is a business day series
of options on that class that expire on
each of the next five consecutive
Fridays, provided that such Friday is
not a Friday in which monthly options
series or Quarterly Options Series expire
(‘‘Short Term Option Series’’). The
Exchange is now proposing to amend its
rule to permit the listing of options
expiring on Wednesdays. Specifically,
the Exchange is proposing that it may
open for trading on any Tuesday or
Wednesday that is a business day, series
of options on the SPDR S&P 500 ETF
Trust (SPY) to expire on any Wednesday
of the month that is a business day and
is not a Wednesday in which Quarterly
Options Series expire (‘‘Wednesday SPY
Expirations’’).3 The proposed
Wednesday SPY Expiration series will
be similar to the current Short Term
Option Series, with certain exceptions,
as explained in greater detail below. The
Exchange notes that having Wednesday
expirations is not a novel proposal.
Specifically, BOX Options Exchange
LLC (‘‘BOX’’) recently received approval
to list Wednesday expirations for SPY
options.4
In regards to Wednesday SPY
Expirations, the Exchange is proposing
to remove the current restriction
preventing the Exchange from listing
Short Term Option Series that expire in
the same week in which monthly option
series in the same class expire.
Specifically, the Exchange will be
allowed to list Wednesday SPY
Expirations in the same week in which
monthly option series in SPY expire.
The current restriction to prohibit the
3 See BX Rule Chapter IV, Section 6 at
Commentary .07.
4 See Securities Exchange Act Release No. 78668
(SR–BOX–2016–28) (pending publication in the
Federal Register).
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60049
expiration of monthly and Short Term
Option Series from expiring on the same
trading day is reasonable to avoid
investor confusion. This confusion will
not apply with Wednesday SPY
Expirations and standard monthly
options because they will not expire on
the same trading day, as standard
monthly options do not expire on
Wednesdays. Additionally, it would
lead to investor confusion if Wednesday
SPY Expirations were not listed for one
week every month because there was a
monthly SPY expiration on the Friday
of that week.
Under the proposed Wednesday SPY
Expirations, the Exchange may list up to
five consecutive Wednesday SPY
Expirations at one time. The Exchange
may have no more than a total of five
Wednesday SPY Expirations listed. This
is the same listing procedure as Short
Term Option Series that expire on
Fridays. This means, under the
proposal, the Exchange would be
allowed to list five Short Term Option
Series expirations for SPY expiring on
Friday under the current rule and five
Wednesday SPY Expirations. The
interval between strike prices for the
proposed Wednesday SPY Expirations
will be the same as those for the current
Short Term Option Series. Specifically,
the Wednesday SPY Expirations will
have $0.50 strike intervals.
Currently, for each Short Term Option
Expiration Date,5 the Exchange is
limited to opening thirty (30) series for
each expiration date for the specific
class. The thirty (30) series restriction
does not include series that are open by
other securities exchanges under their
respective short term option rules; the
Exchange may list these additional
series that are listed by other
exchanges.6 The thirty (30) series
restriction shall apply to Wednesday
SPY Expiration series as well. In
addition, the Exchange will be able to
list series that are listed by other
exchanges, assuming they file similar
rules with the Commission to list SPY
options expiring on Wednesdays.
As is the case with current Short
Term Option Series, the Wednesday
SPY Expiration series will be P.M.settled. The Exchange does not believe
that any market disruptions will be
encountered with the introduction of
5 BX may open for trading on any Thursday or
Friday that is a business day series of options on
that class that expire on each of the next five
consecutive Fridays that are business days and are
not Fridays in which monthly options series or
Quarterly Options Series expire (‘‘Short Term
Option Expiration Dates’’). See BX Rule Chapter IV,
Section 6 at Commentary .07.
6 See BX Rule Chapter IV, Section 6 at
Commentary .07.
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Federal Register / Vol. 81, No. 169 / Wednesday, August 31, 2016 / Notices
mstockstill on DSK3G9T082PROD with NOTICES
P.M.-settled Wednesday SPY
Expirations. The Exchange currently
trades P.M.-settled Short Term Option
Series that expire almost every Friday,
which provide market participants a
tool to hedge special events and to
reduce the premium cost of buying
protection. The Exchange seeks to
introduce Wednesday SPY Expirations
to, among other things, expand hedging
tools available to market participants
and to continue the reduction of the
premium cost of buying protection. The
Exchange believes that Wednesday
expirations, similar to Friday
expirations, would allow market
participants to purchase an option based
on their timing as needed and allow
them to tailor their investment and
hedging needs more effectively.
The Exchange is also amending the
definition of Short Term Option Series
to make clear that it includes
Wednesday expirations.7 Specifically,
the Exchange is amending the definition
to expand Short Term Option Series to
those listed on any Tuesday or
Wednesday and that expire on the
Wednesday of the next business week.
If a Tuesday or Wednesday is not a
business day, the series may be opened
(or shall expire) on the first business
day immediately prior to that Tuesday
or Wednesday. The Exchange believes
that the introduction of Wednesday SPY
Expirations will provide investors with
a flexible and valuable tool to manage
risk exposure, minimize capital outlays,
and be more responsive to the timing of
events affecting the industry.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act,8 in general, and furthers the
objectives of Section 6(b)(5) of the Act,9
in particular, in that it is designed to
promote just and equitable principles of
trade, to foster cooperation and
coordination with persons engaged in
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.
In particular, the Exchange believes
the Short Term Option Series Program
has been successful to date and that
Wednesday SPY Expirations simply
expand the ability of investors to hedge
risk against market movements
stemming from economic releases or
market events that occur throughout the
month in the same way that the Short
proposed Chapter I, Section 1(a)(60).
U.S.C. 78f(b).
9 15 U.S.C. 78f(b)(5).
Term Option Series Program has
expanded the landscape of hedging.
Similarly, the Exchange believes
Wednesday SPY Expirations should
create greater trading and hedging
opportunities and flexibility, and
provide customers with the ability to
more closely tailor their investment
objectives. The Exchange believes that
allowing Wednesday SPY Expirations
and monthly SPY expirations in the
same week will benefit investors and
minimize investor confusion by
providing Wednesday SPY Expirations
in a continuous and uniform manner.
Finally, the Exchange represents that it
has an adequate surveillance program in
place to detect manipulative trading in
Wednesday SPY Expirations in the same
way it monitors trading in the current
Short Term Option Series. The
Exchange also represents that it has the
necessary systems capacity to support
the new options series. Also, the
Exchange notes that BOX Options
Exchange LLC (‘‘BOX’’) recently
received approval to list Wednesday
expirations for SPY options.10
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition not
necessary or appropriate in furtherance
of the purposes of the Act. The
Exchange notes that having Wednesday
expirations is not a novel proposal, BOX
has received approval to list Wednesday
expirations for SPY options.11 The
Exchange does not believe the proposal
will impose any burden on intra-market
competition, as all market participants
will be treated in the same manner.
Additionally, the Exchange does not
believe the proposal will impose any
burden on inter-market competition, as
nothing prevents the other options
exchanges from proposing similar rules.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
7 See
8 15
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10 See
11 See
PO 00000
supra, note 4.
supra, note 4.
Frm 00075
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which it was filed, or such shorter time
as the Commission may designate, the
proposed rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 12 and Rule 19b–4(f)(6)
thereunder.13
A proposed rule change filed under
Rule 19b–4(f)(6) normally does not
become operative for 30 days from the
date of filing. However, Rule 19b–
4(f)(6)(iii) 14 permits the Commission to
designate a shorter time if such action
is consistent with the protection of
investors and the public interest. The
Exchange has asked the Commission to
waive the 30-day operative delay so that
the proposal may become operative
immediately upon filing. The
Commission notes that it recently
approved BOX’s substantially similar
proposal to list and trade Wednesday
SPY Expirations.15 The Exchange has
stated that waiver of the operative delay
will allow the Exchange to list and trade
Wednesday SPY Expirations as soon as
possible, and therefore, promote
competition among the option
exchanges. For these reasons, the
Commission believes that the proposed
rule change presents no novel issues
and that waiver of the 30-day operative
delay is consistent with the protection
of investors and the public interest, and
will allow the Exchange to remain
competitive with other exchanges.
Therefore, the Commission hereby
waives the 30-day operative delay and
designates the proposal effective upon
filing.16 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 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
12 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6) requires a self-regulatory organization to give
the Commission written notice of its intention 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. The Exchange has satisfied this
requirement.
14 17 CFR 240.19b–4(f)(6)(iii).
15 See supra note 4.
16 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
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Federal Register / Vol. 81, No. 169 / Wednesday, August 31, 2016 / Notices
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:
SECURITIES AND EXCHANGE
COMMISSION
Electronic Comments
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Order Approving a
Proposed Rule Change To Adopt
FINRA Rule 2030 and FINRA Rule 4580
To Establish ‘‘Pay-To-Play’’ and
Related Rules
• 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–
BX–2016–047 on the subject line.
Paper Comments
mstockstill on DSK3G9T082PROD with NOTICES
• 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–BX–2016–047. 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–BX–
2016–047 and should be submitted on
or before September 21, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Brent J. Fields,
Secretary.
[FR Doc. 2016–20961 Filed 8–30–16; 8:45 am]
BILLING CODE 8011–01–P
17 17
CFR 200.30–3(a)(12).
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[Release No. 34–78683; File No. SR–FINRA–
2015–056]
August 25, 2016.
I. Introduction
On December 16, 2015, Financial
Industry Regulatory Authority, Inc.
(‘‘FINRA’’) filed with the Securities and
Exchange Commission (‘‘SEC’’ or
‘‘Commission’’), pursuant to Section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’ or ‘‘Exchange Act’’) 1 and
Rule 19b–4 thereunder,2 a proposed rule
change to adopt FINRA Rules 2030
(Engaging in Distribution and
Solicitation Activities with Government
Entities) and 4580 (Books and Records
Requirements for Government
Distribution and Solicitation Activities)
to establish ‘‘pay-to-play’’ 3 and related
rules that would regulate the activities
of member firms that engage in
distribution or solicitation activities for
compensation with government entities
on behalf of investment advisers.
Member firms serving this role—
sometimes referred to as ‘‘placement
agents’’ or ‘‘solicitors’’ (collectively
referred to herein as ‘‘placement
agents’’)—assist investment advisers
with obtaining advisory business from
such entities. In this context, pay-toplay has historically presented a
problem, including when investment
advisers retain placement agents who
have made contributions to government
officials who are responsible for, or can
influence the outcome of, the selection
process for investment advisers. When
investment advisers are chosen on the
basis of a placement agent’s political
contributions, rather than on, for
example, the adviser’s merit,
performance, or costs, the market and
selection process for advisers becomes
distorted. Ultimately, pay-to-play harms
investors and the public interest if
government entities, including public
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 ‘‘Pay-to-play practices,’’ ‘‘play-to-play
arrangements’’ or ‘‘play-to-play activities,’’ as
referred to throughout this order, typically involve
a person making cash or in-kind political
contributions (or soliciting or coordinating others to
make such contributions) to help finance the
election campaigns of state or local officials or bond
ballot initiatives as a quid pro quo for the receipt
of government contracts.
2 17
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60051
pension plans, and their beneficiaries
receive inferior services or pay higher
fees.
The proposed rule change was
published for comment in the Federal
Register on December 30, 2015.4 The
Commission received ten comment
letters, from nine different commenters,
in response to the Notice.5 On February
8, 2016, FINRA extended the time
period by which the Commission must
approve the proposed rule change,
disapprove the proposed rule change, or
institute proceedings to determine
whether to approve or disapprove the
proposed rule change to March 29,
2016.6 On March 28, 2016, FINRA filed
a letter with the Commission stating that
it considered the comments received by
the Commission in response to the
Notice, and that FINRA is not intending
to make changes to the proposed rule
text in response to the comments.7
On March 29, 2016, pursuant to
delegated authority, the Commission
issued an order instituting proceedings
pursuant to Section 19(b)(2)(B) of the
Act 8 to determine whether to approve
or disapprove the proposed rule change,
4 See Exchange Act Rel. No. 76767 (Dec. 24,
2015), 80 FR 81650 (Dec. 30, 2015) (File No. SR–
FINRA–2015–056) (‘‘Notice’’).
5 See Letters from David Keating, President,
Center for Competitive Politics (‘‘CCP’’), dated Jan.
20, 2016 (‘‘CCP Letter 1’’); Clifford Kirsch and
Michael Koffler, Sutherland Asbill & Brennan LLP,
for the Committee of Annuity Insurers (‘‘CAI’’),
dated Jan. 20, 2016 (‘‘CAI Letter 1’’); Clifford Kirsch
and Michael Koffler, Sutherland Asbill & Brennan
LLP, for the CAI, dated Feb. 5, 2016 (‘‘CAI Letter
2’’); David T. Bellaire, Executive Vice President and
General Counsel, Financial Services Institute
(‘‘FSI’’), dated Jan. 20, 2016 (‘‘FSI Letter 1’’); Tamara
K. Salmon, Assistant General Counsel, Investment
Company Institute (‘‘ICI’’), dated Jan. 20, 2016 (‘‘ICI
Letter’’); Patrick J Moran, Esq., dated Dec. 29, 2015
(‘‘Moran Letter’’); Gary A. Sanders, Counsel and
Vice President, National Association of Insurance
and Financial Advisors (‘‘NAIFA’’), dated Jan. 20,
2016 (‘‘NAIFA Letter’’); Judith M. Shaw, President,
North American Securities Administrators
Association, Inc. (‘‘NASAA’’), dated Jan. 20, 2016
(‘‘NASAA Letter’’); Hugh D. Berkson, President,
Public Investors Arbitration Bar Association
(‘‘PIABA’’), dated Jan. 20, 2016 (‘‘PIABA Letter’’);
and H. Christopher Bartolomucci and Brian J. Field,
Bancroft PLLC, for the New York Republican State
Committee and the Tennessee Republican Party
(‘‘State Parties’’), dated Jan. 20, 2016 (‘‘State Parties
Letter 1’’). The comment letters filed with the
Commission in connection with the proposed rule
change are available at: https://www.sec.gov/
comments/sr-finra-2015-056/finra2015056.shtml.
6 See Letter from Victoria Crane, Associate
General Counsel, FINRA, to Lourdes Gonzalez,
Assistant Chief Counsel—Sales Practices, Division
of Trading and Markets, Commission, dated Feb. 8,
2016.
7 See Letter from Victoria Crane, Associate
General Counsel, FINRA, to Brent J. Fields,
Secretary, Commission, dated Mar. 28, 2016
(‘‘FINRA Response Letter 1’’).
8 15 U.S.C. 78s(b)(2)(B).
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Agencies
[Federal Register Volume 81, Number 169 (Wednesday, August 31, 2016)]
[Notices]
[Pages 60049-60051]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-20961]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-78694; File No. SR-BX-2016-047]
Self-Regulatory Organizations; NASDAQ BX, Inc.; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change To Expand the Short
Term Option Series Program
August 26, 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 August 25, 2016, NASDAQ BX, Inc. (``BX'' or ``Exchange'') filed with
the Securities and Exchange Commission (``SEC'' or ``Commission'') the
proposed rule change as described in Items I and II, below, which Items
have been prepared by the Exchange. The Commission is publishing this
notice to solicit comments on the proposed rule change from interested
persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to expand the Short Term Option Series
Program to allow Wednesday expirations for SPY options.
The text of the proposed rule change is available on the Exchange's
Web site at https://nasdaqbx.cchwallstreet.com/, at the principal office
of the Exchange, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend BX Rules at Chapter I, Section
1(a)(60) and Chapter IV, Section 6 at Commentary .07 to expand the
Short Term Option Series Program to permit the listing and trading of
options with Wednesday expirations.
Currently, under the Short Term Option Series Program, the Exchange
may open for trading on any Thursday or Friday that is a business day
series of options on that class that expire on each of the next five
consecutive Fridays, provided that such Friday is not a Friday in which
monthly options series or Quarterly Options Series expire (``Short Term
Option Series''). The Exchange is now proposing to amend its rule to
permit the listing of options expiring on Wednesdays. Specifically, the
Exchange is proposing that it may open for trading on any Tuesday or
Wednesday that is a business day, series of options on the SPDR S&P 500
ETF Trust (SPY) to expire on any Wednesday of the month that is a
business day and is not a Wednesday in which Quarterly Options Series
expire (``Wednesday SPY Expirations'').\3\ The proposed Wednesday SPY
Expiration series will be similar to the current Short Term Option
Series, with certain exceptions, as explained in greater detail below.
The Exchange notes that having Wednesday expirations is not a novel
proposal. Specifically, BOX Options Exchange LLC (``BOX'') recently
received approval to list Wednesday expirations for SPY options.\4\
---------------------------------------------------------------------------
\3\ See BX Rule Chapter IV, Section 6 at Commentary .07.
\4\ See Securities Exchange Act Release No. 78668 (SR-BOX-2016-
28) (pending publication in the Federal Register).
---------------------------------------------------------------------------
In regards to Wednesday SPY Expirations, the Exchange is proposing
to remove the current restriction preventing the Exchange from listing
Short Term Option Series that expire in the same week in which monthly
option series in the same class expire. Specifically, the Exchange will
be allowed to list Wednesday SPY Expirations in the same week in which
monthly option series in SPY expire. The current restriction to
prohibit the expiration of monthly and Short Term Option Series from
expiring on the same trading day is reasonable to avoid investor
confusion. This confusion will not apply with Wednesday SPY Expirations
and standard monthly options because they will not expire on the same
trading day, as standard monthly options do not expire on Wednesdays.
Additionally, it would lead to investor confusion if Wednesday SPY
Expirations were not listed for one week every month because there was
a monthly SPY expiration on the Friday of that week.
Under the proposed Wednesday SPY Expirations, the Exchange may list
up to five consecutive Wednesday SPY Expirations at one time. The
Exchange may have no more than a total of five Wednesday SPY
Expirations listed. This is the same listing procedure as Short Term
Option Series that expire on Fridays. This means, under the proposal,
the Exchange would be allowed to list five Short Term Option Series
expirations for SPY expiring on Friday under the current rule and five
Wednesday SPY Expirations. The interval between strike prices for the
proposed Wednesday SPY Expirations will be the same as those for the
current Short Term Option Series. Specifically, the Wednesday SPY
Expirations will have $0.50 strike intervals.
Currently, for each Short Term Option Expiration Date,\5\ the
Exchange is limited to opening thirty (30) series for each expiration
date for the specific class. The thirty (30) series restriction does
not include series that are open by other securities exchanges under
their respective short term option rules; the Exchange may list these
additional series that are listed by other exchanges.\6\ The thirty
(30) series restriction shall apply to Wednesday SPY Expiration series
as well. In addition, the Exchange will be able to list series that are
listed by other exchanges, assuming they file similar rules with the
Commission to list SPY options expiring on Wednesdays.
---------------------------------------------------------------------------
\5\ BX may open for trading on any Thursday or Friday that is a
business day series of options on that class that expire on each of
the next five consecutive Fridays that are business days and are not
Fridays in which monthly options series or Quarterly Options Series
expire (``Short Term Option Expiration Dates''). See BX Rule Chapter
IV, Section 6 at Commentary .07.
\6\ See BX Rule Chapter IV, Section 6 at Commentary .07.
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As is the case with current Short Term Option Series, the Wednesday
SPY Expiration series will be P.M.-settled. The Exchange does not
believe that any market disruptions will be encountered with the
introduction of
[[Page 60050]]
P.M.-settled Wednesday SPY Expirations. The Exchange currently trades
P.M.-settled Short Term Option Series that expire almost every Friday,
which provide market participants a tool to hedge special events and to
reduce the premium cost of buying protection. The Exchange seeks to
introduce Wednesday SPY Expirations to, among other things, expand
hedging tools available to market participants and to continue the
reduction of the premium cost of buying protection. The Exchange
believes that Wednesday expirations, similar to Friday expirations,
would allow market participants to purchase an option based on their
timing as needed and allow them to tailor their investment and hedging
needs more effectively.
The Exchange is also amending the definition of Short Term Option
Series to make clear that it includes Wednesday expirations.\7\
Specifically, the Exchange is amending the definition to expand Short
Term Option Series to those listed on any Tuesday or Wednesday and that
expire on the Wednesday of the next business week. If a Tuesday or
Wednesday is not a business day, the series may be opened (or shall
expire) on the first business day immediately prior to that Tuesday or
Wednesday. The Exchange believes that the introduction of Wednesday SPY
Expirations will provide investors with a flexible and valuable tool to
manage risk exposure, minimize capital outlays, and be more responsive
to the timing of events affecting the industry.
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\7\ See proposed Chapter I, Section 1(a)(60).
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2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act,\8\ in general, and furthers the objectives of Section
6(b)(5) of the Act,\9\ in particular, in that it is designed to promote
just and equitable principles of trade, to foster cooperation and
coordination with persons engaged in 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.
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\8\ 15 U.S.C. 78f(b).
\9\ 15 U.S.C. 78f(b)(5).
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In particular, the Exchange believes the Short Term Option Series
Program has been successful to date and that Wednesday SPY Expirations
simply expand the ability of investors to hedge risk against market
movements stemming from economic releases or market events that occur
throughout the month in the same way that the Short Term Option Series
Program has expanded the landscape of hedging. Similarly, the Exchange
believes Wednesday SPY Expirations should create greater trading and
hedging opportunities and flexibility, and provide customers with the
ability to more closely tailor their investment objectives. The
Exchange believes that allowing Wednesday SPY Expirations and monthly
SPY expirations in the same week will benefit investors and minimize
investor confusion by providing Wednesday SPY Expirations in a
continuous and uniform manner. Finally, the Exchange represents that it
has an adequate surveillance program in place to detect manipulative
trading in Wednesday SPY Expirations in the same way it monitors
trading in the current Short Term Option Series. The Exchange also
represents that it has the necessary systems capacity to support the
new options series. Also, the Exchange notes that BOX Options Exchange
LLC (``BOX'') recently received approval to list Wednesday expirations
for SPY options.\10\
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\10\ See supra, note 4.
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition not necessary or appropriate in
furtherance of the purposes of the Act. The Exchange notes that having
Wednesday expirations is not a novel proposal, BOX has received
approval to list Wednesday expirations for SPY options.\11\ The
Exchange does not believe the proposal will impose any burden on intra-
market competition, as all market participants will be treated in the
same manner. Additionally, the Exchange does not believe the proposal
will impose any burden on inter-market competition, as nothing prevents
the other options exchanges from proposing similar rules.
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\11\ See supra, note 4.
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C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were either solicited or received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change does not: (i)
Significantly affect the protection of investors or the public
interest; (ii) impose any significant burden on competition; and (iii)
become operative for 30 days from the date on which it was filed, or
such shorter time as the Commission may designate, the proposed rule
change has become effective pursuant to Section 19(b)(3)(A) of the Act
\12\ and Rule 19b-4(f)(6) thereunder.\13\
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\12\ 15 U.S.C. 78s(b)(3)(A).
\13\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)
requires a self-regulatory organization to give the Commission
written notice of its intention 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.
The Exchange has satisfied this requirement.
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A proposed rule change filed under Rule 19b-4(f)(6) normally does
not become operative for 30 days from the date of filing. However, Rule
19b-4(f)(6)(iii) \14\ permits the Commission to designate a shorter
time if such action is consistent with the protection of investors and
the public interest. The Exchange has asked the Commission to waive the
30-day operative delay so that the proposal may become operative
immediately upon filing. The Commission notes that it recently approved
BOX's substantially similar proposal to list and trade Wednesday SPY
Expirations.\15\ The Exchange has stated that waiver of the operative
delay will allow the Exchange to list and trade Wednesday SPY
Expirations as soon as possible, and therefore, promote competition
among the option exchanges. For these reasons, the Commission believes
that the proposed rule change presents no novel issues and that waiver
of the 30-day operative delay is consistent with the protection of
investors and the public interest, and will allow the Exchange to
remain competitive with other exchanges. Therefore, the Commission
hereby waives the 30-day operative delay and designates the proposal
effective upon filing.\16\ 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 shall
institute proceedings to determine whether the proposed rule should be
approved or disapproved.
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\14\ 17 CFR 240.19b-4(f)(6)(iii).
\15\ See supra note 4.
\16\ 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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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
[[Page 60051]]
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-BX-2016-047 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-BX-2016-047. 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-BX-2016-047 and should be
submitted on or before September 21, 2016.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\17\
Brent J. Fields,
Secretary.
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\17\ 17 CFR 200.30-3(a)(12).
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[FR Doc. 2016-20961 Filed 8-30-16; 8:45 am]
BILLING CODE 8011-01-P