Self-Regulatory Organizations; BOX Options Exchange LLC; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend BOX Rule 5050 (Series of Options Contracts Open for Trading), IM-5050-1, To Include the iShares S&P 500 Index ETF in the List of Exchange-Traded Funds Eligible for $1 Strike Price Intervals, 39466-39469 [2017-17436]
Download as PDF
39466
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date, and the authority cited by the
Postal Service for each request. For each
request, the Commission appoints an
officer of the Commission to represent
the interests of the general public in the
proceeding, pursuant to 39 U.S.C. 505
(Public Representative). Section II also
establishes comment deadline(s)
pertaining to each request.
The public portions of the Postal
Service’s request(s) can be accessed via
the Commission’s Web site (https://
www.prc.gov). Non-public portions of
the Postal Service’s request(s), if any,
can be accessed through compliance
with the requirements of 39 CFR
3007.40.
The Commission invites comments on
whether the Postal Service’s request(s)
in the captioned docket(s) are consistent
with the policies of title 39. For
request(s) that the Postal Service states
concern market dominant product(s),
applicable statutory and regulatory
requirements include 39 U.S.C. 3622, 39
U.S.C. 3642, 39 CFR part 3010, and 39
CFR part 3020, subpart B. For request(s)
that the Postal Service states concern
competitive product(s), applicable
statutory and regulatory requirements
include 39 U.S.C. 3632, 39 U.S.C. 3633,
39 U.S.C. 3642, 39 CFR part 3015, and
39 CFR part 3020, subpart B. Comment
deadline(s) for each request appear in
section II.
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II. Docketed Proceeding(s)
1. Docket No(s).: CP2017–263; Filing
Title: Notice of United States Postal
Service of Filing a Functionally
Equivalent Global Expedited Package
Services 7 Negotiated Service
Agreement and Application for NonPublic Treatment of Materials Filed
Under Seal; Filing Acceptance Date:
August 14, 2017; Filing Authority: 39
CFR 3015.5; Public Representative:
Kenneth R. Moeller; Comments Due:
August 22, 2017.
2. Docket No(s).: CP2017–264; Filing
Title: Notice of United States Postal
Service of Filing a Functionally
Equivalent Global Expedited Package
Services 7 Negotiated Service
Agreement and Application for NonPublic Treatment of Materials Filed
Under Seal; Filing Acceptance Date:
August 14, 2017; Filing Authority: 39
CFR 3015.5; Public Representative:
Kenneth R. Moeller; Comments Due:
August 22, 2017.
This notice will be published in the
Federal Register.
Stacy L. Ruble,
Secretary.
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–81391; File No. SR–BOX–
2017–27]
Self-Regulatory Organizations; BOX
Options Exchange LLC; Notice of
Filing and Immediate Effectiveness of
a Proposed Rule Change To Amend
BOX Rule 5050 (Series of Options
Contracts Open for Trading), IM–5050–
1, To Include the iShares S&P 500
Index ETF in the List of ExchangeTraded Funds Eligible for $1 Strike
Price Intervals
August 14, 2017.
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
10, 2017, BOX Options Exchange LLC
(‘‘BOX’’ or the ‘‘Exchange’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I and II below, which Items have
been prepared by the self-regulatory
organization. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
BOX Rule 5050 (Series of Options
Contracts Open for Trading), IM–5050–
1, to include the iShares S&P 500 Index
ETF (‘‘IVV’’) in the list of ExchangeTraded Funds (‘‘ETFs’’) that are eligible
for $1 strike price intervals. The text of
the proposed rule change is available
from the principal office of the
Exchange, at the Commission’s Public
Reference Room and also on the
Exchange’s Internet Web site at https://
boxexchange.com.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of these statements may be examined at
the places specified in Item IV below.
The self-regulatory organization has
prepared summaries, set forth in
Sections A, B, and C below, of the most
significant aspects of such statements.
[FR Doc. 2017–17492 Filed 8–17–17; 8:45 am]
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U.S.C. 78s(b)(1).
CFR 240.19b–4.
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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
BOX Rule 5050 (Series of Options
Contracts Open for Trading), to modify
the strike setting regime for IVV options
by including IVV in the list of ETFs that
are eligible for $1 strike price intervals
under IM–5050–1(b). This is a
competitive filing that is based on an
immediately effective filing recently
submitted by the Chicago Board Options
Exchange, Incorporated (‘‘CBOE’’).3
Specifically, the Exchange proposes to
modify the interval setting regime for
IVV options to allow $1 strike price
intervals above $200. The Exchange
believes that the proposed rule change
would make IVV options easier for
investors and traders to use and more
tailored to their investment needs.
Additionally, the interval setting regime
the Exchange proposes to apply to IVV
options is currently applied to options
on units of the Standard & Poor’s
Depository Receipts Trust (‘‘SPY’’),4
which is an ETF that is identical in all
material respects to the IVV ETF.
The SPY and IVV ETFs are identical
in all material respects. The SPY and
IVV ETFs are designed to roughly track
the performance of the S&P 500 Index
with the price of SPY and IVV designed
to roughly approximate 1/10th of the
price of the S&P 500 Index.
Accordingly, SPY and IVV strike prices
having a multiplier of $100 reflect a
value roughly equal to 1/10th of the
value of the S&P 500 Index. For
example, if the S&P 500 Index is at
1972.56, SPY and IVV options might
have a value of approximately 197.26
with a notional value of $19,726. In
general, SPY and IVV options provide
retail investors and traders with the
benefit of trading the broad market in a
manageably sized contract. As options
with an ETF underlying, SPY and IVV
options are listed in the same manner as
equity options under the Rules.
However, under current IM–5050–
1(d), the interval between strike prices
in series of options on Index-Linked
Securities,5 as defined in Rule 5020(k),
will be $1 or greater where the strike
price is $200 or less and $5 or greater
where the strike price is greater than
3 See Securities Exchange Act Release No. 80913
(June 13, 2017), 82 FR 27907 (June 19, 2017) (SR–
CBOE–2017–048).
4 See IM–5050–1(b).
5 The Exchange notes that IVV is treated as an
Index-Linked Security under current Exchange
rules.
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$200. In addition, under IM–5050–
6(b)(5),
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The interval between strike prices on Short
Term Option Series may be (i) $0.50 or
greater where the strike price is less than
$100, and $1 or greater where the strike price
is between $100 and $150 for all option
classes that participate in the Short Term
Options Series Program; (ii) $0.50 for option
classes that trade in one dollar increments in
Related non-short Term Options and are in
the Short Term Option Series Program; or
(iii) $2.50 or greater where the strike price is
above $150. During the month prior to
expiration of an option class that is selected
for the Short Term Option Series Program
pursuant to this rule (Short Term Option),
the strike price intervals for the related nonShort Term Option shall be the same as the
strike price intervals for the Short Term
Option.
The Exchange’s proposal seeks to
narrow the strike price intervals to $1
for IVV options above $200, in effect
matching the strike setting regime for
strike intervals in IVV options below
$200 and matching the strike setting
regime applied to SPY options.
Currently, the S&P 500 Index is above
2000. The S&P 500 Index is widely
regarded as the best single gauge of large
cap U.S. equities and is widely quoted
as an indicator of stock prices and
investor confidence in the securities
market. As a result, individual investors
often use S&P 500 Index-related
products to diversify their portfolios
and benefit from market trends.
Accordingly, the Exchange believes that
offering a wider range of S&P 500 Indexbased option strikes affords traders and
investors important hedging and trading
opportunities. The Exchange believes
that not having the proposed $1 strike
price intervals above $200 in IVV
significantly constricts investors’
hedging and trading possibilities.
The Exchange proposes to amend IM–
5050–1(b) to allow IVV options to trade
in $1 increments above a strike price of
$200. Specifically, the Exchange
proposes to amend IM–5050–1(b) to
state that, ‘‘[n]otwithstanding any other
provision regarding the interval of strike
prices of series of options on ExchangeTraded Fund Shares in this rule, the
interval of strike prices on SPDR S&P
500 ETF (‘‘SPY’’), iShares S&P 500
Index ETF (‘‘IVV’’), and the SPDR Dow
Jones Industrial Average ETF (‘‘DIA’’)
options will be $1 or greater.’’ The
Exchange believes that by having
smaller strike intervals in IVV, investors
would have more efficient hedging and
trading opportunities due to the lower
$1 interval ascension. The proposed $1
intervals, particularly above the $200
strike price, will result in having at-themoney series based upon the underlying
moving less than 1%. The Exchange
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believes that the proposed strike setting
regime is in line with the slower
movements of broad-based indices.
Furthermore, the proposed $1 intervals
would allow option trading strategies
(such as, for example, risk reduction/
hedging strategies using IVV weekly
options), to remain viable. Considering
the fact that $1 intervals already exist
below the $200 price point and that IVV
is above the $200 level, the Exchange
believes that continuing to maintain the
artificial $200 level (above which
intervals increase 500% to $5), would
have a negative effect on investing,
trading and hedging opportunities, and
volume. The Exchange believes that the
investing, trading, and hedging
opportunities available with IVV
options far outweighs any potential
negative impact of allowing IVV options
to trade in more finely tailored intervals
above the $200 price point.
The proposed strike setting regime
would permit strikes to be set to more
closely reflect values in the underlying
S&P 500 Index and allow investors and
traders to roll open positions from a
lower strike to a higher strike in
conjunction with the price movement of
the underlying. Under the current rule,
where the next higher available series
would be $5 away above a $200 strike
price, the ability to roll such positions
is effectively negated. Accordingly, to
move a position from a $200 strike to a
$205 strike under the current rule, an
investor would need for the underlying
product to move 2.5%, and would not
be able to execute a roll up until such
a large movement occurred. With the
proposed rule change, however, the
investor would be in a significantly
safer position of being able to roll his
open options position from a $200 to a
$201 strike price, which is only a 0.5%
move for the underlying. The proposed
rule change will allow the Exchange to
better respond to customer demand for
IVV strike prices more precisely aligned
with current S&P 500 Index values. The
Exchange believes that the proposed
rule change, like the other strike price
programs currently offered by the
Exchange, will benefit investors by
providing investors the flexibility to
more closely tailor their investment and
hedging decisions using IVV options.
By allowing series of IVV options to
be listed in $1 intervals between strike
prices over $200, the proposal will
moderately augment the potential total
number of option series available on the
Exchange. However, the Exchange
believes it and the Options Price
Reporting Authority (‘‘OPRA’’) have the
necessary systems capacity to handle
any potential additional traffic
associated with this proposed rule
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39467
change. The Exchange also believes that
Participants will not have a capacity
issue due to the proposed rule change.
In addition, the Exchange represents
that it does not believe that this
expansion will cause fragmentation of
liquidity.
In addition, the interval setting regime
the Exchange proposes to apply to IVV
options is currently applied to options
on SPY 6 7 [sic] which is an ETF that is
identical in all material respects to the
IVV ETF.
2. Statutory Basis
The Exchange believes that the
proposal is consistent with the
requirements of Section 6(b) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),7 in general, and Section 6(b)(5)
of the Act,8 in particular, in that it is
designed to prevent fraudulent and
manipulative acts and practices, to
promote just and equitable principles of
trade, to foster cooperation and
coordination with persons engaged in
facilitating transactions in securities, 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) 9 requirement that the rules of an
exchange not be designed to permit
unfair discrimination between
customers, issuers, brokers, or dealers.
In particular, the proposed rule
change will allow investors to more
easily use IVV options. Moreover, the
proposed rule change would allow
investors to better trade and hedge
positions in IVV options where the
strike price is greater than $200, and
ensure that IVV options investors are
not at a disadvantage simply because of
the strike price.
The Exchange also believes the
proposed rule change is consistent with
Section 6(b)(1) of the Act, which
provides that the Exchange be organized
and have the capacity to be able to carry
out the purposes of the Act and the
rules and regulations thereunder, and
the rules of the Exchange. The rule
change proposal allows the Exchange to
respond to customer demand to allow
IVV options to trade in $1 intervals
above a $200 strike price. The Exchange
does not believe that the proposed rule
would create additional capacity issues
or affect market functionality.
6 See
IM–5050–1(b).
U.S.C. 78f(b).
8 15 U.S.C. 78f(b)(5).
9 Id.
7 15
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Federal Register / Vol. 82, No. 159 / Friday, August 18, 2017 / Notices
As noted above, some ETF options
trade in wider $5 intervals above a $200
strike price, whereby options at or
below a $200 strike price trade in $1
intervals. This creates a situation where
contracts on the same option class
effectively may not be able to execute
certain strategies such as, for example,
rolling to a higher strike price, simply
because of the arbitrary $200 strike price
above which options intervals increase
by 500%. This proposal remedies this
situation by establishing an exception to
the current interval regime for IVV
options to allow such options to trade
in $1 or greater intervals at all strike
prices.
The Exchange believes that the
proposed rule change, like other strike
price programs currently offered by the
Exchange, will benefit investors by
giving them increased flexibility to more
closely tailor their investment and
hedging decisions. Moreover, the
proposed rule change is consistent with
the rules of other exchanges.10
With regard to the impact of this
proposal on system capacity, the
Exchange believes it and OPRA have the
necessary systems capacity to handle
any potential additional traffic
associated with this proposed rule
change. The Exchange believes that its
Members will not have a capacity issue
as a result of this proposal. In addition,
the interval setting regime the Exchange
proposes to apply to IVV options is
currently applied to options on SPY,11
which is an ETF that is identical in all
material respects to the IVV ETF.
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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. Rather, the
Exchange believes that the proposed
rule change will result in additional
investment options and opportunities to
achieve the investment and trading
objectives of market participants seeking
efficient trading and hedging vehicles,
to the benefit of investors, market
participant, and the marketplace in
general. Specifically, the Exchange
believes that IVV options investors and
traders will significantly benefit from
the availability of finer strike price
intervals above a $200 price point. In
addition, the interval setting regime the
Exchange proposes to apply to IVV
options is currently applied to options
10 See Nasdaq Phlx Rule 1012.05(a)(iv)(C) and
CBOE Rule 5.5.08(b).
11 See IM–5050–1(b).
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on SPY,12 which is an ETF that is
identical in all material respects to the
IVV ETF. Thus, applying the same strike
setting regime to SPY and IVV options
will help level the playing field for
options on similar, competing ETFs.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has 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: (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 13 and Rule 19b–4(f)(6)
thereunder.14
A proposed rule change filed
pursuant to Rule 19b–4(f)(6) under the
Act 15 normally does not become
operative for 30 days after the date of its
filing. However, Rule 19b–4(f)(6)(iii) 16
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 because this proposal
permits listing IVV options in a manner
permitted by the Chicago Board Options
Exchange, Incorporated,17 and will
provide investors with an alternative
venue for trading IVV options. The
Commission also notes that the
proposed rule change is consistent with
the strike price intervals in IVV options
that is permitted on other exchanges
and thus raises no new novel or
substantive issues.18 Accordingly, the
12 Id.
13 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6) requires a self-regulatory organization to give
the Commission written notice of its intent to file
the proposed rule change, along with a brief
description and the text of the proposed rule
change, at least five business days prior to the date
of filing of the proposed rule change, or such
shorter time as designated by the Commission. The
Exchange has satisfied this requirement.
15 17 CFR 240.19b–4(f)(6).
16 17 CFR 240.19b–4(f)(6)(iii).
17 See supra note 3.
18 See supra note 10. See also Miami International
Securities Exchange, LLC Rule 404, Interpretations
and Policies .10; The Nasdaq Options Market LLC
Rules, Chapter IV, Section 6, Supplementary
Material .01(c).
14 17
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Commission hereby waives the
operative delay and designates the
proposal operative upon filing.19
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
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–
BOX–2017–27 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–BOX–2017–27. 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
19 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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business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–BOX–
2017–27 and should be submitted on or
before September 8, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.20
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–17436 Filed 8–17–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–81392; File No. SR–
NYSEARCA–2017–89]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Amend the NYSE Arca
Equities Schedule of Fees and
Charges for Exchange Services To
Modify the Fees and Credits for
Routing Certain Orders to NYSE
American LLC
August 14, 2017.
mstockstill on DSK30JT082PROD with NOTICES
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that, on August
4, 2017, NYSE Arca, Inc. (the
‘‘Exchange’’ or ‘‘NYSE Arca’’) filed with
the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III below, which Items
have been prepared by the selfregulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend the
NYSE Arca Equities Schedule of Fees
and Charges for Exchange Services
(‘‘Fee Schedule’’) to modify the fees and
credits for routing certain orders to
NYSE American LLC (‘‘NYSE
20 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
1 15
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American’’).4 The Exchange also
proposes to make non-substantive
changes to the Fee Schedule in
connection with the name change of its
affiliate NYSE MKT LLC to NYSE
American LLC. The Exchange proposes
to implement the changes effective
August 4, 2017.5 The proposed rule
change is available on the Exchange’s
Web site at www.nyse.com, at the
principal office of the Exchange, and at
the Commission’s Public Reference
Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of those statements may be examined at
the places specified in Item IV below.
The Exchange has prepared summaries,
set forth in sections A, B, and C below,
of the most significant parts of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend the
Fee Schedule to modify the fees and
credits for routing certain orders to the
NYSE American. The Exchange also
proposes to make non-substantive
changes to the Fee Schedule in
connection with the name change of its
affiliate NYSE MKT LLC to NYSE
American LLC.
In a recent rule filing, NYSE
American proposed to modify its fee
schedule for equities transactions,
including changes to the rates for
providing liquidity and for executions
that occur in the opening and closing
auction.6 The Exchange’s current credits
for routing orders to NYSE American are
4 On July 24, 2017, the Exchange’s affiliate, NYSE
MKT LLC, transitioned to the Pillar trading
platform and has been renamed NYSE American
LLC. See Securities Exchange Act Release Nos.
79242 (November 4, 2016), 81 FR 79081 (November
10, 2016) (SR–NYSEMKT–2016–97); 79400
(November 25, 2016), 81 FR 86750 (December 1,
2016) (SR–NYSEMKT–2016–103); 80283 (March 21,
2017), 82 FR 15244 (March 27, 2017) (SR–
NYSEMKT–2017–14); and 80748 (May 23, 2017), 82
FR 24764 (May 30, 2017) (SR–NYSEMKT–2017–20).
5 The Exchange originally filed to amend the Fee
Schedule on July 24, 2017 (SR–NYSEArca-2017–81)
and withdrew such filing on August 4, 2017.
6 See Securities Exchange Act Release No. 81228
(July 27, 2017), 82 FR 36012 (August 2, 2017) (SR–
NYSEMKT–2017–43) (the ‘‘NYSE American Fee
Filing’’).
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39469
closely related to the NYSE American’s
rates, including the rates for providing
liquidity, and the Exchange is proposing
an adjustment to its rates to remain
competitive with the rates of NYSE
American. Specifically, for Tier 1 and
Tier 2 PO 7 and PO+ 8 Orders, the
Exchange currently provides a credit of
$0.0016 per share for orders that are
routed to NYSE American that provide
liquidity to the NYSE American order
book, which is equal to the NYSE
American rebate for execution of
customer orders that add liquidity to
NYSE American.
A PO Order is designed to route to the
primary listing market of the security
underlying the order (i.e., NYSE,
NASDAQ, etc.) immediately upon
arrival and the order therefore does not
rest on the Exchange’s order book.
Because such orders do not rest on the
Exchange’s book, the Exchange charges
fees or provides credits for those orders
based on the fees or credits of the
destination primary listing market,
which are the fees and credits that the
Exchange is charged by the primary
listing market that receives the order. In
the NYSE American Fee Filing, NYSE
American proposed to not charge a fee
or provide a credit for executions of
displayed orders that provide liquidity
on that exchange.9 Accordingly, the
Exchange is proposing to amend the
rates for routing Tier 1 and Tier 2 PO
Orders to NYSE American to reflect the
rates proposed by NYSE American. As
proposed, there will be no credit for
such orders routed to NYSE American
that provide liquidity to the NYSE
American book.
The Exchange proposes to make
corresponding changes to the Basic Rate
pricing section of the Fee Schedule.
Additionally, in the NYSE American
Fee Filing, NYSE American proposed to
charge a fee of $0.0005 per share for
executions at the open or close.
7 A PO order is a Market or Limit Order that on
arrival is routed directly to the primary listing
market without being assigned a working time or
interacting with interest on the NYSE Arca Book.
See Rule 7.31(f)(1).
8 The Exchange transitioned to the Pillar trading
platform in 2016 and on Pillar, the PO+ modifier
in the Exchange’s rules was replaced with the
Primary Only Day/IOC Order, which is a Primary
Only Order designated Day or IOC, as provided in
current Rule 7.31(f)(1(B). See Securities Exchange
Act Release No. 76267 (October 26, 2015), 80 FR
66951 (October 30, 2015) (SR–NYSEArca-2015–56).
A Primary Only Order designated Day functions
similar to what was a PO+ Order. Therefore, to
promote clarity to the Fee Schedule and avoid any
confusion, the Exchange proposes to remove
reference to PO+ Orders from the Fee Schedule.
9 The Exchange notes that orders that are routed
to NYSE American will be displayed on that
exchange. PO Orders do not provide ETP Holders
the ability to add non-displayed liquidity to away
markets.
E:\FR\FM\18AUN1.SGM
18AUN1
Agencies
[Federal Register Volume 82, Number 159 (Friday, August 18, 2017)]
[Notices]
[Pages 39466-39469]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-17436]
=======================================================================
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-81391; File No. SR-BOX-2017-27]
Self-Regulatory Organizations; BOX Options Exchange LLC; Notice
of Filing and Immediate Effectiveness of a Proposed Rule Change To
Amend BOX Rule 5050 (Series of Options Contracts Open for Trading), IM-
5050-1, To Include the iShares S&P 500 Index ETF in the List of
Exchange-Traded Funds Eligible for $1 Strike Price Intervals
August 14, 2017.
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 10, 2017, BOX Options Exchange LLC (``BOX'' or the
``Exchange'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I and
II below, which Items have been prepared by the self-regulatory
organization. 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.
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend BOX Rule 5050 (Series of Options
Contracts Open for Trading), IM-5050-1, to include the iShares S&P 500
Index ETF (``IVV'') in the list of Exchange-Traded Funds (``ETFs'')
that are eligible for $1 strike price intervals. The text of the
proposed rule change is available from the principal office of the
Exchange, at the Commission's Public Reference Room and also on the
Exchange's Internet Web site at https://boxexchange.com.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the self-regulatory organization
included statements concerning the purpose of, and basis for, the
proposed rule change and discussed any comments it received on the
proposed rule change. The text of these statements may be examined at
the places specified in Item IV below. The self-regulatory organization
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 BOX Rule 5050 (Series of Options
Contracts Open for Trading), to modify the strike setting regime for
IVV options by including IVV in the list of ETFs that are eligible for
$1 strike price intervals under IM-5050-1(b). This is a competitive
filing that is based on an immediately effective filing recently
submitted by the Chicago Board Options Exchange, Incorporated
(``CBOE'').\3\
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\3\ See Securities Exchange Act Release No. 80913 (June 13,
2017), 82 FR 27907 (June 19, 2017) (SR-CBOE-2017-048).
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Specifically, the Exchange proposes to modify the interval setting
regime for IVV options to allow $1 strike price intervals above $200.
The Exchange believes that the proposed rule change would make IVV
options easier for investors and traders to use and more tailored to
their investment needs. Additionally, the interval setting regime the
Exchange proposes to apply to IVV options is currently applied to
options on units of the Standard & Poor's Depository Receipts Trust
(``SPY''),\4\ which is an ETF that is identical in all material
respects to the IVV ETF.
---------------------------------------------------------------------------
\4\ See IM-5050-1(b).
---------------------------------------------------------------------------
The SPY and IVV ETFs are identical in all material respects. The
SPY and IVV ETFs are designed to roughly track the performance of the
S&P 500 Index with the price of SPY and IVV designed to roughly
approximate 1/10th of the price of the S&P 500 Index. Accordingly, SPY
and IVV strike prices having a multiplier of $100 reflect a value
roughly equal to 1/10th of the value of the S&P 500 Index. For example,
if the S&P 500 Index is at 1972.56, SPY and IVV options might have a
value of approximately 197.26 with a notional value of $19,726. In
general, SPY and IVV options provide retail investors and traders with
the benefit of trading the broad market in a manageably sized contract.
As options with an ETF underlying, SPY and IVV options are listed in
the same manner as equity options under the Rules.
However, under current IM-5050-1(d), the interval between strike
prices in series of options on Index-Linked Securities,\5\ as defined
in Rule 5020(k), will be $1 or greater where the strike price is $200
or less and $5 or greater where the strike price is greater than
[[Page 39467]]
$200. In addition, under IM-5050-6(b)(5),
---------------------------------------------------------------------------
\5\ The Exchange notes that IVV is treated as an Index-Linked
Security under current Exchange rules.
The interval between strike prices on Short Term Option Series
may be (i) $0.50 or greater where the strike price is less than
$100, and $1 or greater where the strike price is between $100 and
$150 for all option classes that participate in the Short Term
Options Series Program; (ii) $0.50 for option classes that trade in
one dollar increments in Related non-short Term Options and are in
the Short Term Option Series Program; or (iii) $2.50 or greater
where the strike price is above $150. During the month prior to
expiration of an option class that is selected for the Short Term
Option Series Program pursuant to this rule (Short Term Option), the
strike price intervals for the related non- Short Term Option shall
---------------------------------------------------------------------------
be the same as the strike price intervals for the Short Term Option.
The Exchange's proposal seeks to narrow the strike price intervals
to $1 for IVV options above $200, in effect matching the strike setting
regime for strike intervals in IVV options below $200 and matching the
strike setting regime applied to SPY options.
Currently, the S&P 500 Index is above 2000. The S&P 500 Index is
widely regarded as the best single gauge of large cap U.S. equities and
is widely quoted as an indicator of stock prices and investor
confidence in the securities market. As a result, individual investors
often use S&P 500 Index-related products to diversify their portfolios
and benefit from market trends. Accordingly, the Exchange believes that
offering a wider range of S&P 500 Index-based option strikes affords
traders and investors important hedging and trading opportunities. The
Exchange believes that not having the proposed $1 strike price
intervals above $200 in IVV significantly constricts investors' hedging
and trading possibilities.
The Exchange proposes to amend IM-5050-1(b) to allow IVV options to
trade in $1 increments above a strike price of $200. Specifically, the
Exchange proposes to amend IM-5050-1(b) to state that,
``[n]otwithstanding any other provision regarding the interval of
strike prices of series of options on Exchange-Traded Fund Shares in
this rule, the interval of strike prices on SPDR S&P 500 ETF (``SPY''),
iShares S&P 500 Index ETF (``IVV''), and the SPDR Dow Jones Industrial
Average ETF (``DIA'') options will be $1 or greater.'' The Exchange
believes that by having smaller strike intervals in IVV, investors
would have more efficient hedging and trading opportunities due to the
lower $1 interval ascension. The proposed $1 intervals, particularly
above the $200 strike price, will result in having at-the-money series
based upon the underlying moving less than 1%. The Exchange believes
that the proposed strike setting regime is in line with the slower
movements of broad-based indices. Furthermore, the proposed $1
intervals would allow option trading strategies (such as, for example,
risk reduction/hedging strategies using IVV weekly options), to remain
viable. Considering the fact that $1 intervals already exist below the
$200 price point and that IVV is above the $200 level, the Exchange
believes that continuing to maintain the artificial $200 level (above
which intervals increase 500% to $5), would have a negative effect on
investing, trading and hedging opportunities, and volume. The Exchange
believes that the investing, trading, and hedging opportunities
available with IVV options far outweighs any potential negative impact
of allowing IVV options to trade in more finely tailored intervals
above the $200 price point.
The proposed strike setting regime would permit strikes to be set
to more closely reflect values in the underlying S&P 500 Index and
allow investors and traders to roll open positions from a lower strike
to a higher strike in conjunction with the price movement of the
underlying. Under the current rule, where the next higher available
series would be $5 away above a $200 strike price, the ability to roll
such positions is effectively negated. Accordingly, to move a position
from a $200 strike to a $205 strike under the current rule, an investor
would need for the underlying product to move 2.5%, and would not be
able to execute a roll up until such a large movement occurred. With
the proposed rule change, however, the investor would be in a
significantly safer position of being able to roll his open options
position from a $200 to a $201 strike price, which is only a 0.5% move
for the underlying. The proposed rule change will allow the Exchange to
better respond to customer demand for IVV strike prices more precisely
aligned with current S&P 500 Index values. The Exchange believes that
the proposed rule change, like the other strike price programs
currently offered by the Exchange, will benefit investors by providing
investors the flexibility to more closely tailor their investment and
hedging decisions using IVV options.
By allowing series of IVV options to be listed in $1 intervals
between strike prices over $200, the proposal will moderately augment
the potential total number of option series available on the Exchange.
However, the Exchange believes it and the Options Price Reporting
Authority (``OPRA'') have the necessary systems capacity to handle any
potential additional traffic associated with this proposed rule change.
The Exchange also believes that Participants will not have a capacity
issue due to the proposed rule change. In addition, the Exchange
represents that it does not believe that this expansion will cause
fragmentation of liquidity.
In addition, the interval setting regime the Exchange proposes to
apply to IVV options is currently applied to options on SPY \6\ 7 [sic]
which is an ETF that is identical in all material respects to the IVV
ETF.
---------------------------------------------------------------------------
\6\ See IM-5050-1(b).
---------------------------------------------------------------------------
2. Statutory Basis
The Exchange believes that the proposal is consistent with the
requirements of Section 6(b) of the Securities Exchange Act of 1934
(the ``Act''),\7\ in general, and Section 6(b)(5) of the Act,\8\ in
particular, in that it is designed to prevent fraudulent and
manipulative acts and practices, to promote just and equitable
principles of trade, to foster cooperation and coordination with
persons engaged in facilitating transactions in securities, 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) \9\ requirement that the
rules of an exchange not be designed to permit unfair discrimination
between customers, issuers, brokers, or dealers.
---------------------------------------------------------------------------
\7\ 15 U.S.C. 78f(b).
\8\ 15 U.S.C. 78f(b)(5).
\9\ Id.
---------------------------------------------------------------------------
In particular, the proposed rule change will allow investors to
more easily use IVV options. Moreover, the proposed rule change would
allow investors to better trade and hedge positions in IVV options
where the strike price is greater than $200, and ensure that IVV
options investors are not at a disadvantage simply because of the
strike price.
The Exchange also believes the proposed rule change is consistent
with Section 6(b)(1) of the Act, which provides that the Exchange be
organized and have the capacity to be able to carry out the purposes of
the Act and the rules and regulations thereunder, and the rules of the
Exchange. The rule change proposal allows the Exchange to respond to
customer demand to allow IVV options to trade in $1 intervals above a
$200 strike price. The Exchange does not believe that the proposed rule
would create additional capacity issues or affect market functionality.
[[Page 39468]]
As noted above, some ETF options trade in wider $5 intervals above
a $200 strike price, whereby options at or below a $200 strike price
trade in $1 intervals. This creates a situation where contracts on the
same option class effectively may not be able to execute certain
strategies such as, for example, rolling to a higher strike price,
simply because of the arbitrary $200 strike price above which options
intervals increase by 500%. This proposal remedies this situation by
establishing an exception to the current interval regime for IVV
options to allow such options to trade in $1 or greater intervals at
all strike prices.
The Exchange believes that the proposed rule change, like other
strike price programs currently offered by the Exchange, will benefit
investors by giving them increased flexibility to more closely tailor
their investment and hedging decisions. Moreover, the proposed rule
change is consistent with the rules of other exchanges.\10\
---------------------------------------------------------------------------
\10\ See Nasdaq Phlx Rule 1012.05(a)(iv)(C) and CBOE Rule
5.5.08(b).
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With regard to the impact of this proposal on system capacity, the
Exchange believes it and OPRA have the necessary systems capacity to
handle any potential additional traffic associated with this proposed
rule change. The Exchange believes that its Members will not have a
capacity issue as a result of this proposal. In addition, the interval
setting regime the Exchange proposes to apply to IVV options is
currently applied to options on SPY,\11\ which is an ETF that is
identical in all material respects to the IVV ETF.
---------------------------------------------------------------------------
\11\ See IM-5050-1(b).
---------------------------------------------------------------------------
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. Rather, the Exchange believes
that the proposed rule change will result in additional investment
options and opportunities to achieve the investment and trading
objectives of market participants seeking efficient trading and hedging
vehicles, to the benefit of investors, market participant, and the
marketplace in general. Specifically, the Exchange believes that IVV
options investors and traders will significantly benefit from the
availability of finer strike price intervals above a $200 price point.
In addition, the interval setting regime the Exchange proposes to apply
to IVV options is currently applied to options on SPY,\12\ which is an
ETF that is identical in all material respects to the IVV ETF. Thus,
applying the same strike setting regime to SPY and IVV options will
help level the playing field for options on similar, competing ETFs.
---------------------------------------------------------------------------
\12\ Id.
---------------------------------------------------------------------------
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange has 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: (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
\13\ and Rule 19b-4(f)(6) thereunder.\14\
---------------------------------------------------------------------------
\13\ 15 U.S.C. 78s(b)(3)(A).
\14\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)
requires a self-regulatory organization to give the Commission
written notice of its intent to file the proposed rule change, along
with a brief description and the text of the proposed rule change,
at least five business days prior to the date of filing of the
proposed rule change, or such shorter time as designated by the
Commission. The Exchange has satisfied this requirement.
---------------------------------------------------------------------------
A proposed rule change filed pursuant to Rule 19b-4(f)(6) under the
Act \15\ normally does not become operative for 30 days after the date
of its filing. However, Rule 19b-4(f)(6)(iii) \16\ 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 because
this proposal permits listing IVV options in a manner permitted by the
Chicago Board Options Exchange, Incorporated,\17\ and will provide
investors with an alternative venue for trading IVV options. The
Commission also notes that the proposed rule change is consistent with
the strike price intervals in IVV options that is permitted on other
exchanges and thus raises no new novel or substantive issues.\18\
Accordingly, the Commission hereby waives the operative delay and
designates the proposal operative upon filing.\19\
---------------------------------------------------------------------------
\15\ 17 CFR 240.19b-4(f)(6).
\16\ 17 CFR 240.19b-4(f)(6)(iii).
\17\ See supra note 3.
\18\ See supra note 10. See also Miami International Securities
Exchange, LLC Rule 404, Interpretations and Policies .10; The Nasdaq
Options Market LLC Rules, Chapter IV, Section 6, Supplementary
Material .01(c).
\19\ 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).
---------------------------------------------------------------------------
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
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-BOX-2017-27 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-BOX-2017-27. 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
[[Page 39469]]
business days between the hours of 10:00 a.m. and 3:00 p.m. Copies of
such filing also will be available for inspection and copying at the
principal office of the Exchange. All comments received will be posted
without change; the Commission does not edit personal identifying
information from submissions. You should submit only information that
you wish to make available publicly. All submissions should refer to
File Number SR-BOX-2017-27 and should be submitted on or before
September 8, 2017.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\20\
---------------------------------------------------------------------------
\20\ 17 CFR 200.30-3(a)(12).
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Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017-17436 Filed 8-17-17; 8:45 am]
BILLING CODE 8011-01-P