Self-Regulatory Organizations; Nasdaq PHLX LLC; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change to Terms of Index Option Contracts, 7958-7960 [2019-03893]
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7958
Federal Register / Vol. 84, No. 43 / Tuesday, March 5, 2019 / Notices
SECURITIES AND EXCHANGE
COMMISSION
SECURITIES AND EXCHANGE
COMMISSION
Sunshine Act Meetings
[Release No. 34–85210; File No. SR-Phlx2019–02]
TIME AND DATE:
2:00 p.m. on Thursday,
March 7, 2019.
The meeting will be held at the
Commission’s headquarters, 100 F
Street NE, Washington, DC 20549.
PLACE:
This meeting will be closed to
the public.
STATUS:
MATTERS TO BE CONSIDERED:
Commissioners, Counsel to the
Commissioners, the Secretary to the
Commission, and recording secretaries
will attend the closed meeting. Certain
staff members who have an interest in
the matters also may be present.
The General Counsel of the
Commission, or his designee, has
certified that, in his opinion, one or
more of the exemptions set forth in 5
U.S.C. 552b(c)(3), (5), (6), (7), (8), 9(B)
and (10) and 17 CFR 200.402(a)(3),
(a)(5), (a)(6), (a)(7), (a)(8), (a)(9)(ii) and
(a)(10), permit consideration of the
scheduled matters at the closed meeting.
Commissioner Roisman, as duty
officer, voted to consider the items
listed for the closed meeting in closed
session.
The subject matters of the closed
meeting will be:
Institution and settlement of
injunctive actions;
Institution and settlement of
administrative proceedings;
Resolution of litigation claims; and
Other matters relating to enforcement
proceedings.
At times, changes in Commission
priorities require alterations in the
scheduling of meeting items.
CONTACT PERSON FOR MORE INFORMATION:
For further information and to ascertain
what, if any, matters have been added,
deleted or postponed; please contact
Brent J. Fields from the Office of the
Secretary at (202) 551–5400.
Dated: February 28, 2019.
Brent J. Fields,
Secretary.
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[FR Doc. 2019–03974 Filed 3–1–19; 11:15 am]
BILLING CODE 8011–01–P
Self-Regulatory Organizations; Nasdaq
PHLX LLC; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change to Terms of Index Option
Contracts
February 27, 2019.
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 February
21, 2019, Nasdaq PHLX LLC (‘‘Phlx’’ 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.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
Phlx Rule 1101A, ‘‘Terms of Index
Option Contracts,’’ to amend certain
expiration timeframes and make
technical corrections to this rule.
The Exchange requests that the
Commission waive the 30-day operative
delay period contained in Exchange Act
Rule 19b–4(f)(6)(iii).3
The text of the proposed rule change
is available on the Exchange’s website at
https://nasdaqphlx.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.
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 17 CFR 240.19b–4(f)(6)(iii).
2 17
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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
Rule 1101A, ‘‘Terms of Index Options
Contracts,’’ to amend expirations for
Phlx index options. The Exchange also
proposes to amend expirations related
to the listing and trading, on a pilot
basis, of p.m.-settled options on broadbased indexes with nonstandard
expiration dates (‘‘Nonstandard
Program’’). Finally, the Exchange
proposes technical amendments within
Phlx Rule 1101A. Each rule change will
be discussed below.
Expirations of Index Options and
Technical Amendments
The Exchange proposes to add titles
and re-number/re-letter Rule 1101A.
The Exchange proposes to add the title
‘‘General’’ to the beginning of the rule.
The Exchange proposes to add the title
‘‘Exercise Prices’’ in front of current
Rule 1101A and the title ‘‘Strike Prices’’
before the paragraph after the list of
sector indexes. The Exchange proposes
to add these titles and re-number/reletter this rule to make the rule more
clear and add the various sections to
provide ease of reference as to the
content of the rule. The Exchange
proposes to relocate current Rule 1033A
to new section Rule 1101A(a)(1).
The Exchange proposes a new section
Rule 1101A(a)(4) with a title
‘‘Expiration Months and Weeks.’’ The
Exchange proposes to amend Rule
1101A to add specific expiration
months and weeks to Rule 1101A
similar to expiration months and weeks
at Cboe Exchange, Inc. (‘‘Cboe’’). Cboe
Rule 24.9(a)(2) provides for expiration
months and weeks for its index
products.4 Today, Phlx Rule 1101A
4 Cboe Rule 24.9(a)(2) provides, ‘‘Expiration
Months and Weeks. Index option contracts may
expire at three-month intervals, in consecutive
months or in consecutive weeks (as specified by
class below). The Exchange may:
• List up to six standard monthly expirations at
any one time in a class, but will not list index
options that expire more than 12 months out;
• list up to 12 standard monthly expirations at
any one time for any class that the Exchange (as the
Reporting Authority) uses to calculate a volatility
index and for CBOE S&P 500 a.m./PM Basis, EAFE,
EM, FTSE Emerging, FTSE Developed, FTSE 100,
China 50, and S&P Select Sector Index (SIXM, SIXE,
SIXT, SIXV, SIXU, SIXR, SIXI, SIXY, SIXB, and
SIXRE, and SIXC) options;
• list up to 12 consecutive weekly expirations in
VXST options; and,
• list up to six weekly expirations and up to 12
standard (monthly) expirations in VIX options. The
six weekly expirations shall be for the nearest
weekly expirations from the actual listing date and
weekly expirations may not expire in the same
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Federal Register / Vol. 84, No. 43 / Tuesday, March 5, 2019 / Notices
contains no expiration language. The
proposed rule text provides that index
options contracts may expire at three
(3)-month intervals or in consecutive
weeks or months. Further, the Exchange
may list: (i) Up to six (6) standard
monthly expirations at any one time in
a class, but will not list index options
that expire more than twelve (12)
months out; (ii) up to 12 standard
monthly expirations at any one time for
any class that the Exchange (as the
Reporting Authority) uses to calculate a
volatility index; and (iii) up to 12
standard (monthly) expirations in NDX
options.5 The Exchange is proposing
similar expiration language on Nasdaq
ISE, LLC in a separate rule change. The
Exchange notes that the proposed new
rule text would govern the listing of all
index options and the new proposed
text regarding 12 standard (monthly)
expirations will govern the listing of
NDX options.
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Nonstandard Expirations Pilot Program
The Exchange proposes to amend
current Rule 1101A(b)(vii)(1) which is
proposed to be re-numbered Rule
1101A(b)(5)(A) to modify the maximum
number of expirations that may be listed
for each Weekly expiration in the
Nonstandard Program. Today, current
Rule 1101A(b)(vii)(1) provides, ‘‘The
maximum number of expirations that
may be listed for each Weekly
Expiration (i.e., a Monday expiration,
Wednesday expiration, or Friday
expiration, as applicable) in a given
class is the same as the maximum
number of expirations permitted for
standard options on the same broadbased index.’’ The Exchange proposes to
instead provide, ‘‘The maximum
number of expirations that may be listed
for each Weekly Expiration (i.e., a
Monday expiration, Wednesday
expiration, or Friday expiration, as
applicable) in a given class is the
maximum number of expirations
permitted for standard index options in
Rule 1101A(a)(4).’’ This provision
would be modified to reference the new
rule text proposed within Rule
1101A(a)(4).
The Exchange notes that Cboe Rule
24.9(e)(1) references Cboe Rule
24.9(a)(2) for the maximum number of
expirations for weekly expirations in the
nonstandard expirations pilot program.
This proposed amendment to Phlx’s
Nonstandard Program would amend the
week in which standard (monthly) VIX options
expire. Standard (monthly) expirations in VIX
options are not counted as part of the maximum six
weekly expirations permitted for VIX options.’’
5 This provision is similar to a provision that
Cboe notes for its VIX options at Rule 24.9(a)(2).
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maximum expirations so they would be
similar to expirations on Cboe.
Technical Amendment
The Exchange proposes to amend a
sentence [sic] current Rule
1101A(b)(vii)(1) which is proposed to be
re-numbered Rule 1101A(b)(5)(A) which
currently provides, ‘‘Weekly Expirations
that are first listed in a given class may
expire up to four weeks from the actual
listing date.’’ The Exchange proposes to
amend this sentence to replace the word
‘‘first’’ with ‘‘initially.’’ The Exchange is
not proposing to amend the meaning of
this sentence, rather the Exchange
proposes to make clear that the word
‘‘initially’’ applies to the four week
expiration period for listing initial
weeklies in the Nonstandard Program.
Finally, the Exchange proposes to
renumber parts of Rule 1101A to
conform the lettering/numbering to the
proposed new rule text and remove a
hyphen between Market and Maker
within current Rule 1101A(b)(vi)(D).
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act,6 in general, and furthers the
objectives of Section 6(b)(5) of the Act,7
in particular, in that it is designed to
promote just and equitable principles of
trade, 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, by
clearly indicating the permissible
expirations periods for index options
and the Nonstandard Program to permit
the listing of additional expirations.
This proposal will conform Phlx’s
ability to list index options expirations
similar to Cboe.
Expirations of Index Options
Today, Rule 1101A does not provide
specific expirations for broad-based
indexes. With this proposal the
Exchange would be permitted to list
index options contracts that expire at
three (3)-month intervals or in
consecutive weeks or months. Further,
the Exchange may list: (i) Up to six (6)
standard monthly expirations at any one
time in a class, but will not list index
options that expire more than twelve
(12) months out; (ii) up to 12 standard
monthly expirations at any one time for
any class that the Exchange (as the
Reporting Authority) uses to calculate a
volatility index; and (iii) up to 12
standard (monthly) expirations in NDX
options. The Exchange believes that this
6 15
7 15
PO 00000
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
Frm 00092
Fmt 4703
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7959
rule text is consistent with the Act
because it brings clarity to the manner
in which Phlx may list expirations on
index options. Further, this proposal
will permit the Exchange to list similar
index options as are listed by Cboe
today, including in the Nonstandard
Program.
Nonstandard Expirations Pilot Program
The Exchange’s proposal to amend
current Rule 1101A(b)(vii)(1) which is
proposed to be re-numbered Rule
1101A(b)(5)(A) to modify the maximum
number of expirations that may be listed
for each weekly expiration in the
Nonstandard Program to the proposed
new expiration timeframes is consistent
with the Act because today those
timeframes refer to the timeframes for
standard listed options. Providing for
the maximum numbers of expirations
permitted under the Nonstandard
Program within the standard index
options rule will clarify the timeframes
and eliminate any potential ambiguity
about the maximum numbers of
expirations permitted under the
Nonstandard Program. Additionally,
this amendment will align the
Exchange’s Nonstandard Program to
Cboe’s nonstandard program.
Technical Amendment
The Exchange’s proposal amend [sic]
a sentence within current Rule
1101A(b)(vii)(1) which is proposed to be
re-numbered Rule 1101A(b)(5)(A) by
replacing the word ‘‘first’’ with
‘‘initially’’ is consistent with the Act
because it will make clear the meaning
of the term and the meaning. The
Exchange is not proposing to amend the
meaning of this sentence, rather the
Exchange proposes to make clear that
the word ‘‘initially’’ applies to the four
week expiration period for listing initial
weeklies in the Nonstandard Program.
Finally, the Exchange believes that
adding [sic] title to Rule 1101A as well
as memorializing the meaning of bids
and offers and re-numbering/re-lettering
this rule will bring greater clarity to the
index rule and align the rule with a
similar proposal on Nasdaq ISE, LLC.
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. Specifically,
the Exchange does not believe the
proposal will impose any burden on
intramarket competition as all market
participants will be treated in the same
manner with respect to expirations of
index options. Additionally, the
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Federal Register / Vol. 84, No. 43 / Tuesday, March 5, 2019 / Notices
Exchange does not believe the proposal
will impose any burden on intermarket
competition as market participants are
welcome to become Phlx Members and
trade at Phlx if they determine that this
proposed rule change has made Phlx
more attractive or favorable. Finally, all
options exchanges are free to compete
by listing and trading their own broadbased index options with similar
expirations. This proposal will permit
Phlx to compete with Cboe with respect
to listing expirations on index options.
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, it has
become effective pursuant to Section
19(b)(3)(A) of the Act 8 and Rule 19b–
4(f)(6) thereunder.9
A proposed rule change filed under
Rule 19b–4(f)(6) of the Act 10 normally
does not become operative for 30 days
after the date of filing. However, Rule
19b–4(f)(6)(iii) 11 permits the
Commission to designate a shorter time
if the action is consistent with the
protection of investors and the public
interest. The Exchange has requested
that the Commission waive the 30-day
operative delay so that the proposal may
become operative immediately upon
filing. The Exchange represents that the
proposed rule change will add clarity to
Rule 1101A and allow the Exchange to
list expirations on index options and in
its Nonstandard Program in a manner
similar to another exchange. Because
the proposed rule change does not
present any new or novel issues, the
Commission believes that waiving the
30-day operative delay period is
consistent with the protection of
investors and the public interest.
8 15
U.S.C. 78s(b)(3)(A).
required under Rule 19b–4(f)(6)(iii), the
Exchange provided the Commission with 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.
10 17 CFR 240.19b–4(f)(6).
11 17 CFR 240.19b–4(f)(6)(iii).
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Accordingly, the Commission
designates the proposed rule change to
be operative upon filing.12
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.
office of the Exchange. All comments
received will be posted without change.
Persons submitting comments are
cautioned that we do not redact or edit
personal identifying information from
comment submissions. You should
submit only information that you wish
to make available publicly. All
submissions should refer to File
Number SR–Phlx–2019–02, and should
be submitted on or before March 26,
2019.
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:
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Eduardo A. Aleman,
Deputy Secretary.
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–
Phlx–2019–02 on the subject line.
SECURITIES AND EXCHANGE
COMMISSION
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–Phlx–2019–02. 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 website (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 website 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
12 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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[FR Doc. 2019–03893 Filed 3–4–19; 8:45 am]
BILLING CODE 8011–01–P
[Release No. 34–85211; File No. SR–ISE–
2019–02]
Self-Regulatory Organizations; Nasdaq
ISE, LLC; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change To Amend Certain
Expiration Timeframes in ISE Rule
2009
February 27, 2019.
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 February
21, 2019, Nasdaq ISE, LLC (‘‘ISE’’ 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.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend ISE
Rule 2009, ‘‘Terms of Index Options
Contracts,’’ to amend certain expiration
timeframes and make a technical
correction to this rule.
The text of the proposed rule change
is available on the Exchange’s website at
https://ise.cchwallstreet.com/, at the
principal office of the Exchange, and at
the Commission’s Public Reference
Room.
13 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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Agencies
[Federal Register Volume 84, Number 43 (Tuesday, March 5, 2019)]
[Notices]
[Pages 7958-7960]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2019-03893]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-85210; File No. SR-Phlx-2019-02]
Self-Regulatory Organizations; Nasdaq PHLX LLC; Notice of Filing
and Immediate Effectiveness of a Proposed Rule Change to Terms of Index
Option Contracts
February 27, 2019.
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 February 21, 2019, Nasdaq PHLX LLC (``Phlx'' 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 amend Phlx Rule 1101A, ``Terms of Index
Option Contracts,'' to amend certain expiration timeframes and make
technical corrections to this rule.
The Exchange requests that the Commission waive the 30-day
operative delay period contained in Exchange Act Rule 19b-
4(f)(6)(iii).\3\
---------------------------------------------------------------------------
\3\ 17 CFR 240.19b-4(f)(6)(iii).
---------------------------------------------------------------------------
The text of the proposed rule change is available on the Exchange's
website at https://nasdaqphlx.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 Rule 1101A, ``Terms of Index Options
Contracts,'' to amend expirations for Phlx index options. The Exchange
also proposes to amend expirations related to the listing and trading,
on a pilot basis, of p.m.-settled options on broad-based indexes with
nonstandard expiration dates (``Nonstandard Program''). Finally, the
Exchange proposes technical amendments within Phlx Rule 1101A. Each
rule change will be discussed below.
Expirations of Index Options and Technical Amendments
The Exchange proposes to add titles and re-number/re-letter Rule
1101A. The Exchange proposes to add the title ``General'' to the
beginning of the rule. The Exchange proposes to add the title
``Exercise Prices'' in front of current Rule 1101A and the title
``Strike Prices'' before the paragraph after the list of sector
indexes. The Exchange proposes to add these titles and re-number/re-
letter this rule to make the rule more clear and add the various
sections to provide ease of reference as to the content of the rule.
The Exchange proposes to relocate current Rule 1033A to new section
Rule 1101A(a)(1).
The Exchange proposes a new section Rule 1101A(a)(4) with a title
``Expiration Months and Weeks.'' The Exchange proposes to amend Rule
1101A to add specific expiration months and weeks to Rule 1101A similar
to expiration months and weeks at Cboe Exchange, Inc. (``Cboe''). Cboe
Rule 24.9(a)(2) provides for expiration months and weeks for its index
products.\4\ Today, Phlx Rule 1101A
[[Page 7959]]
contains no expiration language. The proposed rule text provides that
index options contracts may expire at three (3)-month intervals or in
consecutive weeks or months. Further, the Exchange may list: (i) Up to
six (6) standard monthly expirations at any one time in a class, but
will not list index options that expire more than twelve (12) months
out; (ii) up to 12 standard monthly expirations at any one time for any
class that the Exchange (as the Reporting Authority) uses to calculate
a volatility index; and (iii) up to 12 standard (monthly) expirations
in NDX options.\5\ The Exchange is proposing similar expiration
language on Nasdaq ISE, LLC in a separate rule change. The Exchange
notes that the proposed new rule text would govern the listing of all
index options and the new proposed text regarding 12 standard (monthly)
expirations will govern the listing of NDX options.
---------------------------------------------------------------------------
\4\ Cboe Rule 24.9(a)(2) provides, ``Expiration Months and
Weeks. Index option contracts may expire at three-month intervals,
in consecutive months or in consecutive weeks (as specified by class
below). The Exchange may:
List up to six standard monthly expirations at any one
time in a class, but will not list index options that expire more
than 12 months out;
list up to 12 standard monthly expirations at any one
time for any class that the Exchange (as the Reporting Authority)
uses to calculate a volatility index and for CBOE S&P 500 a.m./PM
Basis, EAFE, EM, FTSE Emerging, FTSE Developed, FTSE 100, China 50,
and S&P Select Sector Index (SIXM, SIXE, SIXT, SIXV, SIXU, SIXR,
SIXI, SIXY, SIXB, and SIXRE, and SIXC) options;
list up to 12 consecutive weekly expirations in VXST
options; and,
list up to six weekly expirations and up to 12 standard
(monthly) expirations in VIX options. The six weekly expirations
shall be for the nearest weekly expirations from the actual listing
date and weekly expirations may not expire in the same week in which
standard (monthly) VIX options expire. Standard (monthly)
expirations in VIX options are not counted as part of the maximum
six weekly expirations permitted for VIX options.''
\5\ This provision is similar to a provision that Cboe notes for
its VIX options at Rule 24.9(a)(2).
---------------------------------------------------------------------------
Nonstandard Expirations Pilot Program
The Exchange proposes to amend current Rule 1101A(b)(vii)(1) which
is proposed to be re-numbered Rule 1101A(b)(5)(A) to modify the maximum
number of expirations that may be listed for each Weekly expiration in
the Nonstandard Program. Today, current Rule 1101A(b)(vii)(1) provides,
``The maximum number of expirations that may be listed for each Weekly
Expiration (i.e., a Monday expiration, Wednesday expiration, or Friday
expiration, as applicable) in a given class is the same as the maximum
number of expirations permitted for standard options on the same broad-
based index.'' The Exchange proposes to instead provide, ``The maximum
number of expirations that may be listed for each Weekly Expiration
(i.e., a Monday expiration, Wednesday expiration, or Friday expiration,
as applicable) in a given class is the maximum number of expirations
permitted for standard index options in Rule 1101A(a)(4).'' This
provision would be modified to reference the new rule text proposed
within Rule 1101A(a)(4).
The Exchange notes that Cboe Rule 24.9(e)(1) references Cboe Rule
24.9(a)(2) for the maximum number of expirations for weekly expirations
in the nonstandard expirations pilot program. This proposed amendment
to Phlx's Nonstandard Program would amend the maximum expirations so
they would be similar to expirations on Cboe.
Technical Amendment
The Exchange proposes to amend a sentence [sic] current Rule
1101A(b)(vii)(1) which is proposed to be re-numbered Rule
1101A(b)(5)(A) which currently provides, ``Weekly Expirations that are
first listed in a given class may expire up to four weeks from the
actual listing date.'' The Exchange proposes to amend this sentence to
replace the word ``first'' with ``initially.'' The Exchange is not
proposing to amend the meaning of this sentence, rather the Exchange
proposes to make clear that the word ``initially'' applies to the four
week expiration period for listing initial weeklies in the Nonstandard
Program.
Finally, the Exchange proposes to renumber parts of Rule 1101A to
conform the lettering/numbering to the proposed new rule text and
remove a hyphen between Market and Maker within current Rule
1101A(b)(vi)(D).
2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act,\6\ in general, and furthers the objectives of Section
6(b)(5) of the Act,\7\ in particular, in that it is designed to promote
just and equitable principles of trade, 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,
by clearly indicating the permissible expirations periods for index
options and the Nonstandard Program to permit the listing of additional
expirations. This proposal will conform Phlx's ability to list index
options expirations similar to Cboe.
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\6\ 15 U.S.C. 78f(b).
\7\ 15 U.S.C. 78f(b)(5).
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Expirations of Index Options
Today, Rule 1101A does not provide specific expirations for broad-
based indexes. With this proposal the Exchange would be permitted to
list index options contracts that expire at three (3)-month intervals
or in consecutive weeks or months. Further, the Exchange may list: (i)
Up to six (6) standard monthly expirations at any one time in a class,
but will not list index options that expire more than twelve (12)
months out; (ii) up to 12 standard monthly expirations at any one time
for any class that the Exchange (as the Reporting Authority) uses to
calculate a volatility index; and (iii) up to 12 standard (monthly)
expirations in NDX options. The Exchange believes that this rule text
is consistent with the Act because it brings clarity to the manner in
which Phlx may list expirations on index options. Further, this
proposal will permit the Exchange to list similar index options as are
listed by Cboe today, including in the Nonstandard Program.
Nonstandard Expirations Pilot Program
The Exchange's proposal to amend current Rule 1101A(b)(vii)(1)
which is proposed to be re-numbered Rule 1101A(b)(5)(A) to modify the
maximum number of expirations that may be listed for each weekly
expiration in the Nonstandard Program to the proposed new expiration
timeframes is consistent with the Act because today those timeframes
refer to the timeframes for standard listed options. Providing for the
maximum numbers of expirations permitted under the Nonstandard Program
within the standard index options rule will clarify the timeframes and
eliminate any potential ambiguity about the maximum numbers of
expirations permitted under the Nonstandard Program. Additionally, this
amendment will align the Exchange's Nonstandard Program to Cboe's
nonstandard program.
Technical Amendment
The Exchange's proposal amend [sic] a sentence within current Rule
1101A(b)(vii)(1) which is proposed to be re-numbered Rule
1101A(b)(5)(A) by replacing the word ``first'' with ``initially'' is
consistent with the Act because it will make clear the meaning of the
term and the meaning. The Exchange is not proposing to amend the
meaning of this sentence, rather the Exchange proposes to make clear
that the word ``initially'' applies to the four week expiration period
for listing initial weeklies in the Nonstandard Program.
Finally, the Exchange believes that adding [sic] title to Rule
1101A as well as memorializing the meaning of bids and offers and re-
numbering/re-lettering this rule will bring greater clarity to the
index rule and align the rule with a similar proposal on Nasdaq ISE,
LLC.
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. Specifically, the Exchange does
not believe the proposal will impose any burden on intramarket
competition as all market participants will be treated in the same
manner with respect to expirations of index options. Additionally, the
[[Page 7960]]
Exchange does not believe the proposal will impose any burden on
intermarket competition as market participants are welcome to become
Phlx Members and trade at Phlx if they determine that this proposed
rule change has made Phlx more attractive or favorable. Finally, all
options exchanges are free to compete by listing and trading their own
broad-based index options with similar expirations. This proposal will
permit Phlx to compete with Cboe with respect to listing expirations on
index options.
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, it has become
effective pursuant to Section 19(b)(3)(A) of the Act \8\ and Rule 19b-
4(f)(6) thereunder.\9\
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\8\ 15 U.S.C. 78s(b)(3)(A).
\9\ As required under Rule 19b-4(f)(6)(iii), the Exchange
provided the Commission with 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.
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A proposed rule change filed under Rule 19b-4(f)(6) of the Act \10\
normally does not become operative for 30 days after the date of
filing. However, Rule 19b-4(f)(6)(iii) \11\ permits the Commission to
designate a shorter time if the action is consistent with the
protection of investors and the public interest. The Exchange has
requested that the Commission waive the 30-day operative delay so that
the proposal may become operative immediately upon filing. The Exchange
represents that the proposed rule change will add clarity to Rule 1101A
and allow the Exchange to list expirations on index options and in its
Nonstandard Program in a manner similar to another exchange. Because
the proposed rule change does not present any new or novel issues, the
Commission believes that waiving the 30-day operative delay period is
consistent with the protection of investors and the public interest.
Accordingly, the Commission designates the proposed rule change to be
operative upon filing.\12\
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\10\ 17 CFR 240.19b-4(f)(6).
\11\ 17 CFR 240.19b-4(f)(6)(iii).
\12\ For purposes only of waiving the 30-day operative delay,
the Commission has also considered the proposed rule's impact on
efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
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At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act.
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-Phlx-2019-02 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-Phlx-2019-02. 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 website (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 website 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. Persons submitting comments are
cautioned that we do not redact or edit personal identifying
information from comment submissions. You should submit only
information that you wish to make available publicly. All submissions
should refer to File Number SR-Phlx-2019-02, and should be submitted on
or before March 26, 2019.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\13\
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\13\ 17 CFR 200.30-3(a)(12).
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Eduardo A. Aleman,
Deputy Secretary.
[FR Doc. 2019-03893 Filed 3-4-19; 8:45 am]
BILLING CODE 8011-01-P