TRADING PERMIT INFORMATION FOR 09/15/2011 THROUGH 09/21/2011 TRADING PERMIT APPLICATIONS RECEIVED FOR WHICH BULLETIN PUBLICATION IS REQUIRED
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1 Exchange September 23, 2011 Volume 39, Number 38 Bulletin The Bylaws and Rules of Chicago Board Options Exchange, Incorporated ( Exchange ), in certain specific instances, require the Exchange to provide notice to Exchange Trading Permit Holders. To satisfy this requirement, a copy of the Exchange Bulletin, including the Regulatory Bulletin, is delivered by or by hard copy free of charge to all effective Trading Permit Holders on a weekly basis. Trading Permit Holders are encouraged to receive the Exchange and Regulatory Bulletin and Information Circulars via . subscriptions may be obtained by Trading Permit Holders by submitting your name, firm if applicable, address, and phone number, to registration@cboe.com. If you do sign up for delivery, please remember to inform the Registration Services Department of address changes. Subscriptions by Trading Permit Holders for hard copy delivery may be obtained by submitting your name, firm if any, mailing address and telephone number to: Chicago Board Options Exchange, Registration Services Department, 400 South LaSalle, Chicago, Illinois 60605, Attention: Bulletin Subscriptions. Copyright 2011 Chicago Board Options Exchange, Incorporated TRADING PERMIT INFORMATION FOR 09/15/2011 THROUGH 09/21/2011 TRADING PERMIT APPLICATIONS RECEIVED FOR WHICH BULLETIN PUBLICATION IS REQUIRED Individual Applicants Jeffrey E Woodring UBS Securities, LLC 43 McFadden Dr. Wilton, CT TERMINATIONS Individuals Nominees: Termination Date Akash Goel (KGO) 9/15/11 James T. Mazurski (JMZ) 9/15/11 Josh Radin (RAD) 9/15/11 Jerome B. Vargas (JBV) 9/15/11 EFFECTIVE TRADING PERMIT HOLDERS Individual Nominee: Effective Date Derek C. Marks (DMM) 9/19/11 Type of Business to be Conducted: Market Maker
2 Page 2 September 23, 2011 Volume 39, Number 38 Chicago Board Options Exchange RESEARCH CIRCULARS The following Research Circulars were distributed between September 15 and September 23, If you wish to read the entire document, please refer to the CBOE website at and click on the Trading Tools Tab. New listings and series information is also available in the Trading Tools section of the website. For questions regarding information discussed in a Research Circular, please call The Options Clearing Corporation at OPTIONS. Research Circular #RS September 15, 2011 Eastman Chemical Company ( EMN ) 2-for-1 Stock Split Ex-Distribution Date: October 4, 2011 Research Circular #RS September 15, 2011 OPKO Health, Inc. ( OPK ) To Move and Begin Trading on NYSE Effective Date: Research Circular #RS China Security & Surveillance Technology, Inc. ( CSR ) Merger COMPLETED mwith Rightmark Holdings Limited Cash Settlement Research Circular #RS DryShips, Inc. ( DRYS ) Distribution of Shares of Ocean Rig UDW, Inc. Ex-Distribution Date: September 19, 2011 Research Circular #C2-RS DryShips, Inc. ( DRYS ) Distribution of Shares of Ocean Rig UDW, Inc. Ex-Distribution Date: September 19, 2011 Research Circular #RS The Lubrizol Corporation ( LZ ) Merger COMPLETED with Berkshire Hathaway Inc. Cash Settlement Research Circular #RS *****UPDATE*****UPDATE*****UPDATE***** DryShips, Inc. ( DRYS ) Distribution of Shares of Ocean Rig UDW, Inc. ( ORIG ) Ex-Distribution Date: September 19, 2011 Research Circular #C2-RS *****UPDATE*****UPDATE*****UPDATE***** DryShips, Inc. ( DRYS ) Distribution of Shares of Ocean Rig UDW, Inc. ( ORIG ) Ex-Distribution Date: September 19, 2011 Research Circular #RS September 19, 2011 Walter Investment Management Corp. ( WAC ) SPECIAL DISTRIBUTION Ex-Date: September 20, 2011 Research Circular #RS September 19, 2011 Terra Nova Royalty Corporation ( TTT ) Name, Stock and Option Symbol Change to MFC Industrial Ltd. ( MIL ) Effective Date: September 30, 2011 Research Circular #RS September 20, 2011 The India Fund, Inc. ( IFN ) Cash Distribution Ex-Distribution Date: September 29, 2011 Research Circular #RS September 21, 2011 APAC Customer Services, Inc. ( APAC ) Proposed Merger with Blackhawk Acquisition Parent, LLC. Research Circular #RS September 21, 2011 The Buckle, Inc. ( BKE ) CONTRACT ADJUSTMENT FOR SPECIAL CASH DIVIDEND Ex-Date: October 12, 2011 Research Circular #RS September 21, 2011 Allos Therapeutics, Inc. ( ALTH ) Proposed Merger with AMAG Pharmaceuticals, Inc. ( AMAG ) Research Circular #RS September 23, 2011 ***UPDATE DETERMINATION OF FINAL AMOUNT OF SPECIAL CASH DIVIDEND***Concord Medical Services Holdings Limited ( CCM & adj. CCM1 ) POSITION LIMIT CIRCULARS Pursuant to Exchange Rule 4.11, the Exchange issued the below listed Position Limit Circular on September 22, The complete circulars are available from the Department of Market Regulation, in the data information bins on the 2nd Floor of the Exchange, and on the CBOE website at cboe.com under the Market Data tab. To receive regular updates or position limit questions can be directed to Regulatory Services at (312) or (312) Position Limit Circular PL11-53 September 22, 2011 Adjusted Position and Exercise Limits for certain Equity Option Classes will revert to their Applicable Standard Position and Exercise Limits effective October 24, 2011 Position Limit Circular PL11-54 September 22, 2011 Equity Position and Exercise Limit will be decreased to a Lower Tier Limit Effective October 24, 2011
3 September 23, 2011 Volume RB22, Number 38 The Bylaws and Rules of Chicago Board Options Exchange, Incorporated ( Exchange ), in certain specific instances, require the Exchange to provide notice to Trading Permit Holders. The weekly Regulatory Bulletin is delivered to all effective Trading Permit Holders to satisfy this requirement. Copyright 2011 Chicago Board Options Exchange, Incorporated. REGULATORY CIRCULARS Regulatory Circular RG To: Trading Permit Holders From: Trading Operations Date: Re: Market-Maker Wash Trade Prevention (WTP) Orders CBOE will introduce Market-Maker Wash Trade Prevention (WTP) contingency orders early in the fourth quarter (pending SEC rule approval). This circular is offered in advance so that interested firms can appropriately prepare for implementation. In summary, a WTP contingency order is an Immediate-or-Cancel (IOC) order that will be protected from trading with an opposing quote or order from the same Market- Maker. Details are as follows: 1) If a WTP order touches an opposing quote or order from the same Market-Maker (defined in #2 below) at a price within the NBBO, both the WTP order and the opposing quote or order will be cancelled. The message on the cancel report will be Wash Trade Prevention. If an incoming WTP order touches a quote or order from the same Market-Maker at a price outside the NBBO, only the incoming WTP order will be cancelled. 2) WTP orders will be considered to be from the same Market-Maker if any of the following are true: (A) the WTP order and opposing quote or order are received over the same log-in; (B) the WTP order and opposing quote or order are received over different log-ins, but both log-ins are listed by CBOE under the same trading acronym; or (C) the WTP order and opposing quote or order contain the same SUB-ACCOUNT. 3) WTP orders are treated as IOC. As such, they may trade immediately against quotes and orders from other users at or within the NBBO, and any remainder will be cancelled. Note that if the incoming WTP order is fully filled against quotes or orders from other users and the user has quotes or orders resting at that price, the resting interest will not be cancelled. 4) The WTP contingency will be permitted only on orders with origin of CBOE Market-Maker (origin code M ) and Non-CBOE Market-Maker (origin code N ). Orders for origins other than M and N that contain a WTP contingency are not permitted, and such orders will be rejected. September 23, 2011 Volume RG22, Number 38 1
4 5) WTP orders are not permitted in option series trading on the Hybrid 3.0 Platform (which currently includes only options series on the S&P 500 Index that trade under the symbols SPX and SPXQ), and such orders will be rejected. 6) The WTP contingency is not permitted on complex (multi-leg) orders, and such orders will be rejected. 7) The WTP contingency is not permitted on quotes or I-orders, and such I-orders will be rejected. 8) If an incoming WTP order is tradable with an order being auctioned by the same user the WTP order will be cancelled immediately and the auction will not be impacted. If there are tradable quotes or orders resting in the book from the same user of the WTP order that came in during such auction they will not be cancelled. API specifications and testing support are available through the API Group at or Other questions regarding this functionality may be directed to Anthony Montesano at or or the Help Desk at or Regulatory Circular RG To: Trading Permit Holders From: Trading Operations Date: September 19, 2011 Re: FLEX SPX Options with Third-Friday-of-the-Month Expirations On October 4, 2011, the C2 Options Exchange, Incorporated (C2) will begin trading SPXpm, a PM-settled, European-exercise option class on the S&P 500 Index (see C2 Regulatory Circular C2 RG11-016). In light of the introduction of this new product on C2, please take note of the following fungibility and trading procedure requirements for look alike FLEX SPX options traded on CBOE and non-flex SPXpm options traded on C2 that have a third-friday-of-the-month expiration. Third-Friday FLEX SPX options are permitted on CBOE in any series that is not already available for trading as a non-flex option series on C2 (i.e., a FLEX SPX call (put) series can be listed on CBOE as long as it does not have the same terms - same expiration date, same exercise style, and same exercise price - as any non-flex SPXpm put (call) series that is available for trading on C2). FLEX SPX options are permitted on CBOE before look alike options are listed for trading as non- FLEX SPXpm options on C2. Once and if a look alike option series is listed for trading as a non- FLEX SPXpm series on C2, (i) all existing FLEX SPX option positions established under the CBOE FLEX trading procedures will be fully fungible with the transactions in the look alike non-flex SPXpm option series on C2 (i.e., the FLEX SPX position will convert over to a non-flex SPXpm position); and (ii) any further trading in the series would be as non-flex SPXpm options on C2 subject to C2 s non-flex trading procedures and rules. For further information on CBOE s requirements for third-friday FLEX look alike option positions, please see CBOE Rule 24B.4.02 and CBOE Regulatory Circular RG Additional questions may be referred to Andy Lowenthal at or Lisa Morano at September 23, 2011 Volume RG22, Number 38 2
5 EFFECTIVE-ON-FILING RULE CHANGE(S) R U L E C H A N G E S The following rule filing(s) was submitted to the Securities and Exchange Commission ( SEC ) effective on filing, and may have taken effect pursuant to Section 19(b)(3) of the Securities Exchange Act of 1934 (the Act ). The rule filing(s) will remain in effect barring further action by the SEC within 60 days after publication in the Federal Register. Below, any additions to rule text are underlined and any deletions are [bracketed]. Copies are available on the CBOE public website at SR-CBOE Market-Maker Trade Prevention Order Type On September 15, 2011, the Exchange filed Rule Change File No. SR-CBOE , which filing proposes to adopt a Market-Maker Trade Prevention Order type. Any questions regarding the rule change may be directed to Jeff Dritz, Legal Division, at The rule text is shown below and the rule filing is available at Rule Certain Types of Orders Defined RULE One or more of the following order types may be made available on a class-by-class basis. Certain order types may not be made available for all Exchange systems. The classes and/or systems for which the order types shall be available will be as provided in the Rules, as the context may indicate, or as otherwise specified via Regulatory Circular. * * * * * (v) Market-Maker Trade Prevention Order. A Market-Maker Trade Prevention Order is an immediateor-cancel order that is marked with the Market-Maker Trade Prevention designation. A Market-Maker Trade Prevention Order that would trade against a resting quote or order for the same Market-Maker will be cancelled, as will the resting quote or order (unless the Market-Maker Trade Prevention Order is received while an order for the same Market-Maker is subject to an auction under Rule 6.13A, 6.14, 6.14A, 6.74A or 6.74B, in which case only the Market-Maker Trade Prevention Order will be cancelled). PROPOSED RULE CHANGE(S) Pursuant to Section 19(b)(1) of the Act, and Rule 19b-4 thereunder, the Exchange has filed the following proposed rule change(s) with the SEC. Below, any additions to rule text are underlined and any deletions are [bracketed]. Copies of the rule change filing are available at Trading Permit Holders may submit written comments to the Legal Division. The effective date of a proposed rule change will be the date of approval by the SEC, unless otherwise noted. SR-CBOE Short Term Options Series On September 19, 2011, the Exchange filed Rule Change File No. SR-CBOE , which filing proposes to amend Rules 5.5 and 24.9 to increase the number of Short Term Options Series that may be opened for each option class that participates in the Exchange s Short Term Option Series Program ( Weeklys Program ). Currently, a total of 20 series may be opened for trading in each class that participates in the Weeklys Program. The Exchange is proposing to increase this to 30 series per class with 20 initial series being permitted and 10 additional series being permitted if market conditions warrant. Any questions regarding the rule change may be directed to Jenny Klebes, Legal Division, at The September 23, 2011 Volume RG22, Number 38 3
6 rule text is shown below and the rule filing is available at CBOE pdf. Rule 5.5 Series of Option Contracts Open for Trading RULE 5.5. (a) - (c) No change. (d) Short Term Option Series Program. After an option class has been approved for listing and trading on the Exchange, the Exchange may open for trading on any Thursday or Friday that is a business day ( Short Term Option Opening Date ) series of options on that class that expire on the Friday of the following business week that is a business day ( Short Term Option Expiration Date ). If the Exchange is not open for business on the respective Thursday or Friday, the Short Term Option Opening Date will be the first business day immediately prior to that respective Thursday or Friday. Similarly, if the Exchange is not open for business on the Friday of the following business week, the Short Term Option Expiration Date will be the first business day immediately prior to that Friday. Regarding Short Term Option Series: (1) Classes. The Exchange may select up to fifteen currently listed option classes on which Short Term Option Series may be opened on any Short Term Option Opening Date. In addition to the fifteen-option class restriction, the Exchange also may list Short Term Option Series on any option classes that are selected by other securities exchanges that employ a similar program under their respective rules. For each option class eligible for participation in the Short Term Option Series Program, the Exchange may open up to [twenty] 30 Short Term Option Series for each expiration date in that class. (2) Expiration. No Short Term Option Series may expire in the same week in which monthly option series on the same class expire or, in the case of Quarterly Options Series, on an expiration that coincides with an expiration of Quarterly Option Series on the same class. (3) Initial Series. The Exchange may open up to 20 initial series for each option class that participates in the Short Term Option Series Program. The strike price of each Short Term Option Series will be fixed at a price per share, with approximately the same number of strike prices being opened above and below the value of the underlying security at about the time that the Short Term Option Series are initially opened for trading on the Exchange (e.g., if seven series are initially opened, there will be at least three strike prices above and three strike prices below the value of the underlying security). Any strike prices listed by the Exchange shall be within thirty percent (30%) above or below the closing price of the underlying security from the preceding day. (4) Additional Series. [If the Exchange opens less than twenty Short Term Option Series for a Short Term Option Expiration Date, additional series may be opened for trading on the Exchange] The Exchange may open up to 10 additional series for each option class that participates in the Short Term Option Series Program when the Exchange deems it necessary to maintain an orderly market, to meet customer demand or when the market price of the underlying security moves substantially from the exercise price or prices of the series already opened. Any additional strike prices listed by the Exchange shall be within thirty percent (30%) above or below the current price of the underlying security. The Exchange may also open additional strike prices of Short Term Option Series that are more than 30% above or below the current price of the underlying security provided that demonstrated customer interest exists for such series, as expressed by institutional, corporate or individual customers or their brokers. Market-Makers trading for their own account shall not be considered when determining customer interest under this provision. The opening of the new Short Term Option Series shall not affect the series of options of the same class previously opened. (5) Strike Interval. The interval between strike prices on Short Term Option Series shall be the same as the strike prices for series in that same option class that expire in accordance with the normal monthly expiration cycle. (e) No change.... Interpretations and Policies: September 23, 2011 Volume RG22, Number 38 4
7 No change. * * * * * Rule 24.9 Terms of Index Option Contracts RULE (a) General. (1) Exercise Prices. No change. (2) Expiration Months. No change. (A) Short Term Option Series Program. Notwithstanding the preceding restriction, after an index option class has been approved for listing and trading on the Exchange, the Exchange may open for trading on any Thursday or Friday that is a business day ( Short Term Option Opening Date ) series of options on that class that expire on the Friday of the following business week that is a business day ( Short Term Option Expiration Date ). If the Exchange is not open for business on the respective Thursday or Friday, the Short Term Option Opening Date will be the first business day immediately prior to that respective Thursday or Friday. Similarly, if the Exchange is not open for business on the Friday of the following business week, the Short Term Option Expiration Date will be the first business day immediately prior to that Friday. Regarding Short Term Option Series: (i) Classes. The Exchange may select up to fifteen currently listed option classes on which Short Term Option Series may be opened on any Short Term Option Opening Date. In addition to the fifteen-option class restriction, the Exchange also may list Short Term Option Series on any option classes that are selected by other securities exchanges that employ a similar program under their respective rules. For each index option class eligible for participation in the Short Term Option Series Program, the Exchange may open up to [twenty] 30 Short Term Option Series on index options for each expiration date in that class. (ii) Expiration. No Short Term Option Series on an index option class may expire in the same week during which any monthly option series on the same index class expire or, in the case of Quarterly Options Series or QIXs, on an expiration that coincides with an expiration of Quarterly Option Series or QIXs on the same index class. (iii) Initial Series. The Exchange may open up to 20 initial series for each option class that participates in the Short Term Options Series Program. The strike price of each Short Term Option Series will be fixed at a price per share, with approximately the same number of strike prices being opened above and below the calculated value of the underlying index at about the time that the Short Term Option Series are initially opened for trading on the Exchange ( e.g., if seven series are initially opened, there will be at least three strike prices above and three strike prices below the value of the underlying security or calculated index value). Any strike prices listed by the Exchange shall be within thirty percent (30%) above or below the current value of the underlying index. (iv) Additional Series. [If the Exchange has opened less than twenty Short Term Option Series for a Short Term Option Expiration Date, additional series may be opened for trading on the Exchange] The Exchange may open up to 10 additional series for each open class that participates in the Short Term Option Series Program when the Exchange deems it necessary to maintain an orderly market, to meet customer demand or when the current value of the underlying index moves substantially from the exercise price or prices of the series already opened. Any additional strike prices listed by the Exchange shall be within thirty percent (30%) above or below the current value of the underlying index. The Exchange may also open additional strike prices of Short Term Option Series that are more than 30% September 23, 2011 Volume RG22, Number 38 5
8 above or below the current value of the underlying index provided that demonstrated customer interest exists for such series, as expressed by institutional, corporate or individual customers or their brokers. Market-Makers trading for their own account shall not be considered when determining customer interest under this provision. The opening of the new Short Term Option Series shall not affect the series of options of the same class previously opened. (v) Strike Interval. The interval between strike prices on Short Term Option Series shall be the same. (B) No change. (3) (5) No change. (b) (e) No change. Interpretations and Policies: No change. September 23, 2011 Volume RG22, Number 38 6
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