Notice2022-07948

Self-Regulatory Organizations; The Options Clearing Corporation; Notice of Filing and Immediate Effectiveness of Proposed Rule Change by The Options Clearing Corporation Concerning Weekly Options and Short Term Options

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Published
April 14, 2022

Issuing agencies

Securities and Exchange Commission

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<title>Federal Register, Volume 87 Issue 72 (Thursday, April 14, 2022)</title>
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[Federal Register Volume 87, Number 72 (Thursday, April 14, 2022)]
[Notices]
[Pages 22238-22240]
From the Federal Register Online via the Government Publishing Office [<a href="http://www.gpo.gov">www.gpo.gov</a>]
[FR Doc No: 2022-07948]


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SECURITIES AND EXCHANGE COMMISSION

[Release No. 34-94646; File No. SR-OCC-2022-006]


Self-Regulatory Organizations; The Options Clearing Corporation; 
Notice of Filing and Immediate Effectiveness of Proposed Rule Change by 
The Options Clearing Corporation Concerning Weekly Options and Short 
Term Options

April 8, 2022.
    Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934 
(``Exchange Act'' or ``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice 
is hereby given that on March 25, 2022, The Options Clearing 
Corporation (``OCC'') filed with the Securities and Exchange Commission 
(``Commission'') the proposed rule change as described in Items I, II, 
and III below, which Items have been prepared by OCC. The Commission is 
publishing this notice to solicit comments on the proposed rule change 
from interested persons.
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    \1\ 15 U.S.C. 78s(b)(1).
    \2\ 17 CFR 240.19b-4.
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I. Clearing Agency's Statement of the Terms of Substance of the 
Proposed Rule Change

    This proposed rule change would amend the definitions of ``weekly 
option'' and ``short term option'' in Article I of OCC's By-Laws. The 
proposed rule change would amend these definitions to align with the 
rules of participant options exchanges by clarifying that weekly 
options and short term options may expire and/or be opened in 
accordance with the rules of the exchange on which they are traded. The 
proposed changes to OCC's By-Laws are included in Exhibit 5 of File No. 
SR-OCC-2022-006. Material proposed to be added to OCC's By-Laws as 
currently in effect is underlined and material proposed to be deleted 
is marked in strikethrough text. All capitalized terms not defined 
herein have the same meaning as set forth in the OCC By-Laws and 
Rules.\3\
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    \3\ OCC's By-Laws and Rules can be found on OCC's public 
website: <a href="https://www.theocc.com/Company-Information/Documents-and-Archives/By-Laws-and-Rules">https://www.theocc.com/Company-Information/Documents-and-Archives/By-Laws-and-Rules</a>.
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II. Clearing Agency's Statement of the Purpose of, and Statutory Basis 
for, the Proposed Rule Change

    In its filing with the Commission, OCC 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. OCC has prepared summaries, set forth in sections (A), 
(B), and (C) below, of the most significant aspects of these 
statements.

(A) Clearing Agency's Statement of the Purpose of, and Statutory Basis 
for, the Proposed Rule Change

(1) Purpose
    The purpose of this proposed rule change is to more clearly align 
certain existing definitions in OCC's By-Laws for options products with 
Exchange Rules related to those products. OCC currently facilitates the 
clearance and settlement of weekly options and short term options on 
behalf of participant options exchanges. The term ``weekly option'' is 
currently defined in Article I of OCC's By-Laws as ``an option of a 
series of stock options or index options that expires on any Friday of 
a calendar month other than the third Friday of such calendar month.'' 
\4\ The definition was first introduced in 2010.\5\ The term ``short 
term option'' is currently defined as ``an option of a series of 
options that expires one week after it is opened for trading'' and 
further specifies that short term options ``may be opened on a Friday 
that is a business day and shall expire, at the expiration time, on the 
next Friday that is a business day; provided, however, that if a Friday 
is not a business day, the series shall be opened (or shall expire) on 
the first business day immediately prior to that Friday.'' \6\ The 
definition was first introduced in 2005 in connection with a pilot 
program for short term options that was eventually made permanent in 
2009.\7\
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    \4\ The definition of ``weekly option'' also states that ``[t]he 
term `weekly index option' means a weekly option on an index.'' OCC 
is not proposing changes to this part of the weekly option 
definition.
    \5\ See Exchange Act Release No. 63293, 75 FR 70055 (November 
16, 2010) (approval order establishing weekly options and monthly 
options).
    \6\ The definition of ``short term option'' also specifies that 
a short term option series may be opened in any option class. OCC is 
not proposing changes to this part of the short term option 
definition.
    \7\ See Exchange Act Release No. 52010, 70 FR 41469 (July 19, 
2005) (SR-OCC-2005-06) (approval order to support the short term 
options pilot program). See also e.g., Exchange Act Release Nos. 
52011 (July 12, 2005), 70 FR 41451 (July 19, 2005) (SR-CBOE-2004-63) 
(approval order establishing Weeklys Pilot Program) and 59824 (April 
27, 2009), 74 FR 20518 (May 4, 2009) (SR-CBOE-2009-018) (approval 
order permanently establishing Weeklys Program). CBOE refers to its 
short term option program as the ``Weeklys Program.''
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    Currently, participant options exchanges list and trade weekly 
options that expire on other days of the week, such as Monday or 
Wednesday,\8\ and a participant options exchange has recently filed a 
proposed rule change to list and trade weekly options that expire on 
Tuesday and Thursday.\9\ These exchanges also list short term options 
that may be opened on days other than a Friday and expire on days other 
than Friday.\10\ Because pursuant to Exchange

[[Page 22239]]

Rules weekly options may expire on days other than Friday and short 
term options may be opened and expire on days other than Friday, OCC 
proposes making clarifying changes to these definitions to more closely 
align them with options Exchange Rules and with how these options trade 
today.
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    \8\ See e.g., Cboe Rule 4.13(e)(1) (``The Exchange may open for 
trading Weekly Expirations on any broad-based index eligible for 
standard options trading to expire on any Monday, Wednesday, or 
Friday (other than the third Friday-of-the-month or days that 
coincide with an EOM [end of month] expiration.'')(emphasis added).
    \9\ See Exchange Act Release No. 94292, 87 FR 11102 (February 
28, 2022) (SR-CBOE-2022-005) (notice of filing of proposed rule 
change to permit P.M.-settled S&P 500 index options that expire on 
Tuesday or Thursday).
    \10\ See e.g., Cboe Rule 4.5(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 . . . Monday and Wednesday 
SPY, IWM and QQQ Expirations. The Exchange may open for trading on 
any Friday or Monday that is a business day series of options on the 
SPDR S&P 500 ETF Trust (``SPY'') . . . that expire at the close of 
business each of the next five Mondays that are business days . . . 
The Exchange may also open for trading on any Tuesday or Wednesday 
that is a business day series of SPY options . . . that expire at 
the close of business on each of the next five Wednesdays . . . 
.'').
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    Accordingly, OCC proposes to amend the definition of a weekly 
option to provide that a weekly option means ``an option of a series of 
stock options or index options that has a weekly tenor and that expires 
on any day as provided in Exchange Rules. The term `weekly index 
option' means a weekly option on an index.'' Similarly, OCC proposes to 
amend the definition of a short term option to provide that a short 
term option means ``an option of a series of options that pursuant to 
Exchange Rules expires one week after it is opened for trading. Short 
term option series may be opened in any option class.'' In both cases, 
OCC proposes to remove language specifying particular days of the week 
on which weekly options or short term options may expire and/or be 
opened and to instead reference the relevant options Exchange Rules for 
information on expirations and any opening conditions. OCC believes 
that the proposed amendments would promote clarity in OCC's By-Laws 
regarding when weekly options and short term options may be opened and/
or expire and, as noted, promote greater consistency with options 
Exchange Rules.
(2) Statutory Basis
    Section 17A(b)(3)(F) \11\ of the Exchange Act requires, among other 
things, that the rules of a clearing agency be designed, in general, to 
protect investors and the public interest. OCC believes that the 
proposed rule change is consistent with Section 17A(b)(3)(F) of the 
Act.\12\ As noted above, the proposed rule change would promote clarity 
in OCC's By-Laws regarding when weekly options and short term options 
may be opened and/or expire and consistency with options Exchange 
Rules. OCC believes that the proposed amendments to the ``weekly 
option'' and ``short term option'' definitions would protect investors 
and the public interest by setting forth clear definitions that are 
consistent with options Exchange Rules and in turn facilitate a clear 
understanding of the regulatory framework for weekly options and short 
term options. Additionally, OCC believes that making clarifying changes 
to its definitions of a weekly option and short term option to better 
align with options Exchange Rules helps foster cooperation and 
coordination with persons engaged in the clearance and settlement of 
securities transactions between and among OCC and the options exchanges 
that rely on OCC to clear and settle trades, consistent with Section 
17A(b)(3)(F) of the Act.\13\ Additionally, the proposed rule change is 
not inconsistent with the existing rules of OCC, including any other 
rules proposed to be amended.
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    \11\ 15 U.S.C. 78q-1(b)(3)(F).
    \12\ Id.
    \13\ Id.
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(B) Clearing Agency's Statement on Burden on Competition

    Section 17A(b)(3)(I) of the Act \14\ requires that the rules of a 
clearing agency not impose any burden on competition not necessary or 
appropriate in furtherance of the purposes of the Act. OCC does not 
believe that the proposed amendments to the definitions of ``weekly 
option'' and ``short term option'' would impose any burden on 
competition because they would merely modify the definitions to promote 
consistency with options Exchange Rules and to reflect how these 
options trade today pursuant to those Exchange Rules. The proposed 
changes would not inhibit access to OCC's services in any way, would 
apply to all Clearing Members uniformly and does not disadvantage or 
favor any particular user in relationship to another user. Accordingly, 
OCC does not believe that the proposed rule change would have any 
impact or impose a burden on competition.
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    \14\ 15 U.S.C. 78q-1(b)(3)(I).
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(C) Clearing Agency's Statement on Comments on the Proposed Rule Change 
Received From Members, Participants or Others

    Written comments on the proposed rule change were not and are not 
intended to be solicited with respect to the proposed rule change and 
none have been received.

III. Date of Effectiveness of the Proposed Rule Change and Timing for 
Commission Action

    Pursuant to Section 19(b)(3)(A)(ii) \15\ of the Act, and Rule 19b-
4(f)(1) and (4) thereunder,\16\ the proposed rule change is filed for 
immediate effectiveness. 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. The proposal shall not take effect until all regulatory 
actions required with respect to the proposal are completed.\17\
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    \15\ 15 U.S.C. 78s(b)(3)(A)(ii).
    \16\ 17 CFR 240.19b-4(f)(1), (4).
    \17\ Notwithstanding its immediate effectiveness, implementation 
of this rule change will be delayed until this change is deemed 
certified under CFTC Regulation 40.6.
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IV. Solicitation of Comments

    Interested persons are invited to submit written data, views and 
arguments concerning the foregoing, including whether the proposed rule 
change is consistent with the Act. Comments may be submitted by any of 
the following methods:

Electronic Comments

    <bullet> Use the Commission's internet comment form (<a href="http://www.sec.gov/rules/sro.shtml">http://www.sec.gov/rules/sro.shtml</a>); or
    <bullet> Send an email to <a href="/cdn-cgi/l/email-protection#1163647d743c727e7c7c747f6562516274723f767e67"><span class="__cf_email__" data-cfemail="6210170e074f010d0f0f070c1611221107014c050d14">[email&#160;protected]</span></a>. Please include 
File Number SR-OCC-2022-006 on the subject line.

Paper Comments

    <bullet> Send paper comments in triplicate to Vanessa Countryman, 
Secretary, Securities and Exchange Commission, 100 F Street NE, 
Washington, DC 20549-1090.

All submissions should refer to File Number SR-OCC-2022-006. 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 (<a href="http://www.sec.gov/rules/sro.shtml">http://www.sec.gov/rules/sro.shtml</a>). 
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

[[Page 22240]]

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 
such filing also will be available for inspection and copying at the 
principal office of OCC and on OCC's website at <a href="https://www.theocc.com/Company-Information/Documents-and-Archives/By-Laws-and-Rules">https://www.theocc.com/Company-Information/Documents-and-Archives/By-Laws-and-Rules</a>.
    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-OCC-2022-006 and 
should be submitted on or before May 5, 2022.
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    \18\ 17 CFR 200.30-3(a)(12).

    For the Commission, by the Division of Trading and Markets, 
pursuant to delegated authority.\18\
Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2022-07948 Filed 4-13-22; 8:45 am]
BILLING CODE 8011-01-P


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