Notice2026-11380

Self-Regulatory Organizations; Cboe Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend Rule 8.30 (Position Limits), Interpretation and Policy .07, To Increase the Position and Exercise Limits for Options on iShares Bitcoin Trust ETF

Primary source

Metadata and text below are from the Federal Register, a public-domain U.S. government work. Always verify the official published version before relying on it for any legal matter.

Published
June 8, 2026

Issuing agencies

Securities and Exchange Commission

Full Text

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<title>Federal Register, Volume 91 Issue 109 (Monday, June 8, 2026)</title>
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[Federal Register Volume 91, Number 109 (Monday, June 8, 2026)]
[Notices]
[Pages 34697-34702]
From the Federal Register Online via the Government Publishing Office [<a href="http://www.gpo.gov">www.gpo.gov</a>]
[FR Doc No: 2026-11380]



[[Page 34697]]

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SECURITIES AND EXCHANGE COMMISSION

[Release No. 34-105604; File No. SR-CBOE-2026-048]


Self-Regulatory Organizations; Cboe Exchange, Inc.; Notice of 
Filing and Immediate Effectiveness of a Proposed Rule Change To Amend 
Rule 8.30 (Position Limits), Interpretation and Policy .07, To Increase 
the Position and Exercise Limits for Options on iShares Bitcoin Trust 
ETF

June 3, 2026.
    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 May 20, 2026, Cboe Exchange, Inc. (``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 Exchange. The Exchange filed the proposal as a ``non-
controversial'' proposed rule change pursuant to Section 
19(b)(3)(A)(iii) of the Act \3\ and Rule 19b-4(f)(6) thereunder.\4\ 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.
    \3\ 15 U.S.C. 78s(b)(3)(A)(iii).
    \4\ 17 CFR 240.19b-4(f)(6).
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I. Self-Regulatory Organization's Statement of the Terms of Substance 
of the Proposed Rule Change

    Cboe Exchange, Inc. (the ``Exchange'' or ``Cboe Options'') proposes 
to amend Rule 8.30 (Position Limits), Interpretation and Policy .07 to 
increase the position and exercise limits \5\ for options on iShares 
Bitcoin Trust ETF (``IBIT''). The text of the proposed rule change is 
provided in Exhibit 5.
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    \5\ Pursuant to Rule 8.42, Interpretation and Policy .02, the 
exercise limit for options on IBIT will be equivalent to this 
proposed position limit.
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    The text of the proposed rule change is also available on the 
Commission's website (<a href="https://www.sec.gov/rules/sro.shtml">https://www.sec.gov/rules/sro.shtml</a>), the 
Exchange's website (<a href="https://www.cboe.com/us/options/regulation/rule_filings/bzx/">https://www.cboe.com/us/options/regulation/rule_filings/bzx/</a>), and at the principal office of the Exchange.

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 8.30 (Position Limits), 
Interpretation and Policy .07 to increase the position and exercise 
limits for options on IBIT.
    IBIT is an Exchange-Traded Fund (``ETF'') that holds Bitcoin and is 
listed on The Nasdaq Stock Market LLC.\6\ On November 22, 2024, the 
Securities and Exchange Commission (the ``Commission'') issued a notice 
of filing and immediate effectiveness of the Exchange's proposed rule 
change to list and trade IBIT options.\7\ The position and exercise 
limits for IBIT options are currently set as stated in Rule 8.30, 
Interpretation and Policy .07 and Rule 8.42.\8\
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    \6\ Nasdaq received approval to list and trade Bitcoin-Based 
Commodity-Based Trust Shares in IBIT pursuant to Rule 5711(d) of 
Nasdaq. See Securities Exchange Act Release No. 99306 (January 10, 
2024), 89 FR 3008 (January 17, 2024) (SR-NASDAQ-2023-016) (Order 
Granting Accelerated Approval of Proposed Rule Changes, as Modified 
by Amendments Thereto, To List and Trade Bitcoin-Based Commodity-
Based Trust Shares and Trust Units). IBIT started trading on January 
11, 2024.
    \7\ See Securities Exchange Act Release No. 101711 (November 22, 
2024), 89 FR 94846 (November 29, 2024) (SR-CBOE-2025-051) (``IBIT 
Approval Order''). Cboe began trading IBIT options on November 19, 
2024.
    \8\ IBIT currently has a position limit of 250,000 contracts
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    Position limits, and exercise limits, are designed to limit the 
number of options contracts traded on the exchange in an underlying 
security that an investor, acting alone or in concert with others 
directly or indirectly, may control. These limits, which are described 
in Rule 8.30, Interpretation and Policy .07 and Rule 8.42, are intended 
to address potential manipulative schemes and adverse market impacts 
surrounding the use of options, such as disrupting the market in the 
security underlying the options. Position and exercise limits must 
balance concerns regarding mitigating potential manipulation and the 
cost of inhibiting potential hedging activity that could be used for 
legitimate economic purposes.
    To achieve this balance, the Exchange proposes to increase the 
position and exercise limits for options on IBIT to 1,000,000 contracts 
by noting the proposed position limit in Rule 8.30, Interpretation and 
Policy .07. Additionally, pursuant to Rule 8.42, Interpretation and 
Policy .02, the exercise limit for options on IBIT will be equivalent 
to this proposed position limit. This proposed rule change is based on 
a proposal submitted by the Nasdaq ISE, LLC (``ISE''), which was 
recently approved by the Commission.\9\ In considering the appropriate 
position and exercise limits for IBIT, the Exchange reviewed the data 
presented by ISE in the ISE Approval.
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    \9\ See Securities Exchange Act Release No. 105317 (April 27, 
2026), 91 FR 23333 (April 30, 2026) (SR-ISE-2025-26) (``ISE 
Approval'').
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    The position limit for options on IBIT is currently set pursuant to 
Rule 8.30, Interpretation and Policy .07 where the largest in 
capitalization and the most frequently traded stocks and ETFs have an 
option position limit of 250,000 contracts (with adjustments for 
splits, re-capitalizations, etc.) on the same side of the market; and 
smaller capitalization stocks and ETFs have position limits of 200,000, 
75,000, 50,000 or 25,000 contracts (with adjustments for splits, 
recapitalizations, etc.) on the same side of the market. The Exchange 
notes that the proposed position and exercise limits for options on 
IBIT are consistent with existing position limits and exercise limits 
for options on iShares MSCI Emerging Markets, iShares China Large-Cap 
ETF and iShares MSCI EAFE ETF.
Composition and Growth Analysis for Underlying ETFs
    As stated above, position (and exercise) limits are intended to 
prevent the establishment of options positions that can be used or 
might create incentives to manipulate the underlying market so as to 
benefit options positions. The Commission has recognized that these 
limits are designed to minimize the potential for mini-manipulations 
and for corners or squeezes of the underlying market, as well as serve 
to reduce the possibility for disruption of the options market itself, 
especially in illiquid classes.\10\
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    \10\ See Securities Exchange Act Release No. 67672 (August 15, 
2012), 77 FR 50750 (August 22, 2012) (SR-NYSEAmex-2012-29).
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    Per the Commission, ``rules regarding position and exercise limits 
are intended to prevent the establishment of options positions that can 
be used or might create incentives to manipulate or disrupt the 
underlying market so as to

[[Page 34698]]

benefit the options positions.'' \11\ For this reason, the Commission 
requires that ``position and exercise limits must be sufficient to 
prevent investors from disrupting the market for the underlying 
security by acquiring and exercising a number of options contracts 
disproportionate to the deliverable supply and average trading volume 
of the underlying security.'' \12\ The Exchange believes the current 
position limit and exercise limit of 250,000 contracts (the highest 
position limit available pursuant to Rule 8.30, Interpretation and 
Policy .07 (and exercise limit pursuant to Rule 8.42) will impede 
trading activity and strategies of investors, such as use of effective 
hedging vehicles or income generating strategies (e.g., buy-write or 
put-write), and the ability of Market-Makers to make liquid markets 
with tighter spreads in IBIT options.
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    \11\ See Securities Exchange Act Release No. 101128 (September 
20, 2024), 89 FR 78942 (September 26, 2024) (SR-ISE-2024-03) (Notice 
of Filing of Amendment Nos. 4 and 5 and Order Granting Accelerated 
Approval of a Proposed Rule Change, as Modified by Amendment Nos. 1, 
4, and 5, To Permit the Listing and Trading of Options on the 
iShares Bitcoin Trust) (``ISE IBIT Approval Order'').
    \12\ See id.
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    The Exchange believes that increasing the position limit (and 
exercise limit) for options on IBIT to 1,000,000 contracts would enable 
liquidity providers to provide additional liquidity to the Exchange, as 
well as other options exchange on which they participate. As described 
in further detail below, the Exchange believes that the continuously 
increasing market capitalization of IBIT options, as well as the highly 
liquid markets for those securities, reduces the concerns for potential 
market manipulation and/or disruption in the underlying markets upon 
increasing position limits, while the rising demand for trading options 
on IBIT for legitimate economic purposes compels an increase in 
position limits (and corresponding exercise limits).
    IBIT currently qualifies for a 250,000 contract position limit 
pursuant to the criteria in Rule 8.30, Interpretation and Policy .07, 
which requires that, for the most recent six-month period, trading 
volume for the underlying security be at least 100 million shares.\13\ 
As of February 11, 2026, the market capitalization for IBIT was 
52,661,063,818 \14\ with an average daily volume (``ADV'') for the 
preceding 6 months prior to February 11, 2026 of 61,803,035 shares. By 
comparison on the same day, the iShares MSCI Emerging Markets (``EEM'') 
had an ADV of 29,459,889 shares and an AUM of 27,761,941,292, the 
iShares China Large-Cap ETF (``FXI'') had an ADV 31,656,532 and an AUM 
of 6,594,337,253, and the iShares MSCI EAFE ETF (``EFA'') had an ADV of 
17,215,037 shares and an AUM of 76,788,457,200.\15\
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    \13\ Rule 8.30, Interpretation and Policy .02(e) provides that 
to be eligible for the 250,000 contract limit, either the most 
recent six (6) month trading volume of the underlying security must 
have totaled at least 100 million shares or the most recent six-
month trading volume of the underlying security must have totaled at 
least seventy-five (75) million shares and the underlying security 
must have at least 300 million shares currently outstanding.
    \14\ The market capitalization was determined by multiplying a 
Net Asset Value of $38.29 by the number of shares outstanding 
1,337,920,000. This figure was acquired as of February 11, 2026. See 
<a href="https://www.ishares.com/us/products/333011/ishares-Bitcoin-trust-etf">https://www.ishares.com/us/products/333011/ishares-Bitcoin-trust-etf</a>.
    \15\ These figures are from February 11, 2026.
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    In addition to IBIT's Rule 8.30, Interpretation and Policy .07 
eligibility for 1,000,000 contracts, the Exchange reviewed the data 
presented by ISE in the ISE Approval. First, ISE considered IBIT's 
market capitalization and ADV, and prospective position limit in 
relation to other securities. In measuring IBIT against other 
securities, ISE aggregated market capitalization and volume data for 
securities that have defined position limits utilizing data from The 
Options Clearing Corporations (``OCC'').\16\ This pool of data took 
into consideration 3,797 options on single stock securities, excluding 
broad based ETFs.\17\ Next, the data was aggregated based on market 
capitalization and ADV and grouped by option symbol and position limit 
utilizing statistical thresholds for ADV, based on 180 days, and market 
capitalization that were one standard deviation \18\ above the mean for 
each position limit category (i.e. 25,000, 50,000 to 52,000, 75,000, 
200,000, 250,000 to 375,000, 450,000 to 650,000, 750,000 to 1,250,000 
and, and greater than or equal to 2,000,000).\19\ This exercise was 
performed to demonstrate IBIT's position limit relative to other 
options symbols in terms of market capitalization and ADV. For 
reference, the market capitalization for IBIT was $52,661,063,818 \20\ 
with an ADV, for the preceding 180 days prior to February 11, 2026, of 
61,803,035 shares.
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    \16\ These computations were based on OCC data from February 11, 
2026. ISE represented data displaying zero values in market 
capitalization or ADV were removed.
    \17\ IBIT has one asset and therefore is not comparable to a 
broad-based ETF where there are typically multiple components.
    \18\ The standard deviation added limited utility to the 
analysis given the heavily skewed distribution of market 
capitalizations in the single stock securities.
    \19\ These buckets were based on OCC's current positions limits. 
See <a href="https://www.theocc.com/marketdata/market-data-reports/series-and-trading-data/position-limits">https://www.theocc.com/marketdata/market-data-reports/series-and-trading-data/position-limits</a>. Rule 8.30, Interpretation and 
Policy .02 sets out position limits for various contracts. For 
example, a 25,000 contract limit applies to those options having an 
underlying security that does not meet the requirements for a higher 
options contract limit. The Exchange notes that position limits may 
also be higher due to corporate actions in the underlying equities, 
such as a stock split.
    \20\ Net Asset Value of $38.29 by the number of shares 
outstanding 1,337,920,000 This figure was acquired as of February 
11, 2026. See <a href="https://www.ishares.com/us/products/333011/ishares-Bitcoin-trust-etf">https://www.ishares.com/us/products/333011/ishares-Bitcoin-trust-etf</a>.
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    Based on ISE's data analysis, if IBIT were compared to the 10 
stocks that have position limits of 750,000 contracts to 1.25 million 
contracts it would rank in the 45th percentile for market 
capitalization and the 89th percentile for ADV.
    ISE also analyzed the position limits for IBIT by regressing the 
median elements from each bucket of market capitalization and 180-day 
ADV of all non-ETF equities, against their respective position limit 
figures. From this regression, ISE was able to determine the implied 
coefficients to create a formulaic method for determining an 
appropriate position limit.\21\ ISE utilized a linear model approach 
which incorporated the median metric from each bucket given the data at 
both the lower end of each position limit bucket and the higher end of 
each position limit bucket could be considered significant outliers, 
thereby skewing the results. The Exchange reviewed ISE's analysis which 
set forth various linear models utilizing market capitalization and ADV 
as well as a two-factor model to determine the appropriate coefficients 
when both metrics are incorporated into the same model.\22\
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    \21\ ISE utilized Excel's Data Analysis Package to model the 
position limit.
    \22\ See id.
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    ISE's analysis utilized IBIT's market capitalization of 
52,661,063,818 to arrive at a modeled position limit of 1,707,654, and 
utilized IBIT's ADV of 61,803,035 to arrive at a modeled position limit 
of 5,672,081. Based on the aforementioned analysis, the Exchange 
believes that the proposed 1,000,000 contracts position and exercise 
limit is appropriate. Finally, ISE's analysis illustrated the results 
when constructing a two-factor model employing both metrics (180-day 
ADV and market capitalization); the result is a modeled position limit 
of 4,952,107.\23\
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    \23\ See id.
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    Second, ISE reviewed IBIT's data relative to the market 
capitalization of the entire Bitcoin market in terms of exercise risk 
and availability of deliverables. As set forth in the ISE

[[Page 34699]]

Approval, as of February 11, 2026, there were approximately 20.5 
million Bitcoins in circulation.\24\ At a price of $66,938,\25\ that 
equates to a market capitalization of greater than $1.374 trillion US. 
If a position limit of 1,000,000 contracts were considered, the 
exercisable risk would represent 7.474%\26\ of the outstanding shares 
outstanding of IBIT. Since IBIT has a creation and redemption process 
managed through the issuer, the position limit can be compared to the 
total market capitalization of the entire Bitcoin market and in that 
case, the exercisable risk for options on IBIT would represent 0.278% 
of all Bitcoin outstanding.\27\ Assuming a scenario where all options 
on IBIT shares were exercised given the proposed 1,000,000-contract 
position limit (and exercise limit), this would have a virtually 
unnoticed impact on the entire Bitcoin market. This analysis 
demonstrates that the proposed 1,000,000 per same side position and 
exercise limit is appropriate for options on IBIT given its liquidity.
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    \24\ See <a href="https://www.coingecko.com/en/coins/Bitcoin">https://www.coingecko.com/en/coins/Bitcoin</a>.
    \25\ This is the approximate price of Bitcoin from February 11, 
2026.
    \26\ This percentage is arrived at with this equation: 
(1,000,000 contract limit * 100 share per option/1,337,920,000 
shares outstanding).
    \27\ This number was arrived at with this calculation: 
(1,000,000 limit * 100 shares per option * $38.29 IBIT NAV)/
(20,528,687 BTC outstanding * $66,938 BTC price).
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    Third, ISE reviewed the proposed position limit by comparing it to 
position limits for derivative products regulated by the Commodity 
Futures Trading Commission (``CFTC''). While the CFTC, through the 
relevant Designated Contract Markets, only regulates options positions 
based upon delta equivalents (creating a less stringent standard), ISE 
examined equivalent bitcoin futures position limits. In particular, ISE 
looked to the CME bitcoin futures contract \28\ that has a position 
limit of 2,000 futures.\29\ On February 11, 2026, CME bitcoin futures 
settled at $67,71570,406.33.\30\ On February 11, 2026, IBIT settled at 
$38.29, which would equate to greater than 17,684,774 shares of IBIT if 
the CME notional position limit was utilized. Since substantial 
portions of any distributed options portfolio is likely to be out of 
the money on expiration, an options position limit equivalent to the 
CME position limit for bitcoin futures (considering that all options 
deltas are <=1.00) should be a bit higher than the CME implied 176,848 
limit. Of note, unlike options contracts, CME position limits are 
calculated on a net futures-equivalent basis by contract and include 
contracts that aggregate into one or more base contracts according to 
an aggregation ratio(s).\31\ Therefore, if a portfolio includes 
positions in options on futures, CME would aggregate those positions 
into the underlying futures contracts in accordance with a table 
published by CME on a delta equivalent value for the relevant spot 
month, subsequent spot month, single month and all month position 
limits.\32\ If a position exceeds position limits because of an option 
assignment, CME permits market participants to liquidate the excess 
position within one business day without being considered in violation 
of its rules. Additionally, if at the close of trading, a position that 
includes options exceeds position limits for futures contracts, when 
evaluated using the delta factors as of that day's close of trading, 
but does not exceed the limits when evaluated using the previous day's 
delta factors, then the position shall not constitute a position limit 
violation. Based on the aforementioned analysis, the Exchange believes 
that the proposed 1,000,000 contracts position and exercise limit is 
appropriate.
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    \28\ CME Bitcoin Futures are described in Chapter 350 of CME's 
Rulebook.
    \29\ See the Position Accountability and Reportable Level Table 
in the Interpretations & Special Notices Section of Chapter 5 of 
CME's Rulebook.
    \30\ 2,000 futures at a 5 bitcoin multiplier (per the contract 
specifications) equates to $677,150,000 (2,000 contracts * 5 BTC per 
contract * $67,715 price of February BTC future) of notional value.
    \31\ See <a href="https://www.cmegroup.com/education/courses/market-regulation/position-limits/position-limits-aggregation-of-contracts-and-table.htm">https://www.cmegroup.com/education/courses/market-regulation/position-limits/position-limits-aggregation-of-contracts-and-table.htm</a>.
    \32\ Id.
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    Fourth, ISE analyzed a position limit and exercise limit of 
1,000,000 for IBIT options against other options on ETFs with an 
underlying commodity, namely SPDR Gold Shares (``GLD''), iShares Silver 
Trust (``SLV''), and ProShares Bitcoin ETF (``BITO'').\33\ Per the 
analysis, GLD has a float of 377 million shares \34\ and a position 
limit of 250,000 contract. SLV has a float of 552 million shares,\35\ 
and a position limit of 250,000 contracts. Finally, BITO has 200.89 
million shares outstanding \36\ and a position limit of 250,000 
contracts. As previously noted, position limits and exercise limits are 
designed to limit the number of options contracts traded on the 
exchange in an underlying security that an investor, acting alone or in 
concert with others directly or indirectly, may control. A position 
limit exercise in GLD would represent 6.63% of the float of GLD; a 
position limit exercise in SLV would represent 4.53% of the float of 
SLV, and a position limit exercise of BITO would represent 12.44% of 
the float of BITO. In comparison, a 1,000,000-contract position limit 
in IBIT options would represent 7.474% \37\ of the float of IBIT. 
Consequently, the 1,000,000 proposed IBIT options position and exercise 
limit is generally aligned with the standards applied to GLD, SLV and 
BITO, and appropriate.
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    \33\ GLD, SLV and BITO each hold one asset in trust similar to 
IBIT.
    \34\ See <a href="https://www.ssga.com/us/en/intermediary/etfs/spdr-gold-shares-gld">https://www.ssga.com/us/en/intermediary/etfs/spdr-gold-shares-gld</a>.
    \35\ See <a href="https://www.ishares.com/us/products/239855/ishares-silver-trust-fund">https://www.ishares.com/us/products/239855/ishares-silver-trust-fund</a>.
    \36\ See <a href="https://www.marketwatch.com/investing/fund/bito">https://www.marketwatch.com/investing/fund/bito</a>
    \37\ This percentage is arrived at with this equation: 
(1,000,000 contract limit * 100 share per option/1,337,920,000 
shares outstanding). This information was captured on February 11, 
2026.
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    Fifth, ISE noted that IBIT began trading in penny increments as of 
January 2, 2025 pursuant to the Penny Interval Program.\38\ The 
Commission noted that evidence and analysis provided in connection with 
the Penny Pilot demonstrated that the Pilot benefited investors and 
other market participants in the form of narrower spreads.\39\ The most 
actively traded options classes are included in the Penny Program based 
on certain objective criteria (trading volume thresholds and initial 
price tests). As noted in the Penny Approval Order, the Penny Program 
reflects a certain level of trading interest (either because the class 
is newly listed or a class experienced a significant growth in investor 
interest) to quote in finer trading increments, which in turn should 
benefit market

[[Page 34700]]

participants by reducing the cost of trading such options.\40\ IBIT 
options is among a select group of products that have achieved a 
certain level of liquidity that have garnered it the ability to trade 
in finer increments. Failing to increase position and exercise limits 
for IBIT options, now that it is trading in finer increments, may 
artificially inhibit liquidity and create price inefficiency. The 
Exchange notes that options on iShares MSCI Emerging Markets, iShares 
China Large-Cap ETF and iShares MSCI EAFE ETF also trade in penny 
increments based on their liquidity.
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    \38\ The Exchange may add to the Penny Program a newly listed 
option class provided that (i) it is among the 300 most actively 
traded multiply listed option classes, as ranked by National Cleared 
Volume at OCC, in its first full calendar month of trading and (ii) 
the underlying security is priced below $200 or the underlying index 
is at an index level below $200. Any option class added under this 
provision will be added on the first trading day of the month after 
it qualifies and will remain in the Penny Program for one full 
calendar year, after which it will be subject to the Annual Review 
described in Rule 5.4(d). The Exchange may add any option class to 
the Penny Program, provided that (i) it is among the 75 most 
actively traded multiply listed option classes, as ranked by 
National Cleared Volume at OCC, in the past six full calendar months 
of trading and (ii) the underlying security is priced below $200 or 
the underlying index is at an index level below $200. Any option 
class added under this provision will be added on the first trading 
day of the second full month after it qualifies and will remain in 
the Penny Program for the rest of the calendar year, after which it 
will be subject to the Annual Review as described in Rule 5.4(d). 
See Rule 5.4(d).
    \39\ See Securities Exchange Act Release No. 88532 (April 1, 
2020), 85 FR 19545, 19548 (April 7, 2020) (File No. 4-443) (Joint 
Industry Plan; Order Approving Amendment No. 5 to the Plan for the 
Purpose of Developing and Implementing Procedures Designed To 
Facilitate the Listing and Trading of Standardized Options To Adopt 
a Penny Interval Program) (``Penny Approval Order'')
    \40\ Id. at 19548.
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    The Exchange believes that IBIT options have more than sufficient 
liquidity to garner an increased position and exercise limit of 
1,000,000 contracts. The Exchange believes that any concerns related to 
manipulation and protection of investors are mollified by the 
significant liquidity provision in IBIT. The Exchange states that, as a 
general principle, increases in active trading volume and deep 
liquidity of the underlying securities do not lead to manipulation and/
or disruption.
    The Exchange believes that increasing the position (and exercise) 
limits for IBIT options would lead to a more liquid and competitive 
market environment for IBIT options, which will benefit customers that 
trade these options. Further, the reporting requirement for such 
options would remain unchanged. Thus, the Exchange will still require 
that each Trading Permit Holder (``TPH'') organization that maintains 
positions in impacted options on the same side of the market, for its 
own account or for the account of a customer, report certain 
information to the Exchange. This information includes, but would not 
be limited to, the options' positions, whether such positions are 
hedged and, if so, a description of the hedge(s). Market-Makers would 
continue to be exempt from this reporting requirement, however, the 
Exchange may access Market-Maker position information.\41\ Moreover, 
the Exchange's requirement that TPH organizations file reports with the 
Exchange for any customer who held aggregate large long or short 
positions on the same side of the market of 200 or more option 
contracts of any single class for the previous day will remain at this 
level and will continue to serve as an important part of the Exchange's 
surveillance efforts.\42\
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    \41\ OCC through the Large Option Position Reporting (``LOPR'') 
system acts as a centralized service provider for Member compliance 
with position reporting requirements by collecting data from each 
Member, consolidating the information, and ultimately providing 
detailed listings of each Member's report to the Exchange, as well 
as Financial Industry Regulatory Authority, Inc. (``FINRA''), acting 
as its agent pursuant to a regulatory services agreement (``RSA'').
    \42\ See Rule 8.43(a).
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    The Exchange also has no reason to believe that the growth in 
trading volume in IBIT will not continue. Rather, the Exchange expects 
continued options volume growth in IBIT as opportunities for investors 
to participate in the options markets increase and evolve. The Exchange 
believes that the current position and exercise limits in IBIT options 
are restrictive and will hamper the listed options markets from being 
able to compete fairly and effectively with the over-the-counter 
(``OTC'') markets. OTC transactions occur through bilateral agreements, 
the terms of which are not publicly disclosed to the marketplace. As 
such, OTC transactions do not contribute to the price discovery process 
on a public exchange or other lit markets. The Exchange believes that 
without the proposed changes to position and exercise limits for IBIT 
options, market participants will find the 250,000-contract position 
limit an impediment to their business and investment objectives as well 
as an impediment to efficient pricing. As such, market participants may 
find the less transparent OTC markets a more attractive alternative to 
achieve their investment and hedging objectives, leading to a retreat 
from the listed options markets, where trades are subject to reporting 
requirements and daily surveillance.
    The Exchange believes that the existing surveillance procedures and 
reporting requirements at the Exchange are capable of properly 
identifying disruptive and/or manipulative trading activity. The 
Exchange also represents that it has adequate surveillances in place to 
detect potential manipulation, as well as reviews in place to identify 
continued compliance with the Exchange's listing standards. These 
procedures monitor market activity via automated surveillance 
techniques to identify unusual activity in both options and the 
underlyings, as applicable. The Exchange also notes that large stock 
holdings must be disclosed to the Commission by way of Schedules 13D or 
13G,\43\ which are used to report ownership of stock which exceeds 5% 
of a company's total stock issue and may assist in providing 
information in monitoring for any potential manipulative schemes. 
Further, the Exchange believes that the current financial requirements 
imposed by the Exchange and by the Commission adequately address 
concerns regarding potentially large, unhedged positions in equity 
options. Current margin and risk-based haircut methodologies serve to 
limit the size of positions maintained by any one account by increasing 
the margin and/or capital that a Member must maintain for a large 
position held by itself or by its customer.\44\ In addition, Rule 15c3-
1 \45\ imposes a capital charge on Members to the extent of any margin 
deficiency resulting from the higher margin requirement.
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    \43\ 17 CFR 240.13d-1.
    \44\ See Chapter 10 of the Exchange's rulebook, including Rule 
10.3, for a description of margin requirements.
    \45\ 17 CFR 240.15c3-1.
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2. Statutory Basis
    The Exchange believes the proposed rule change is consistent with 
the Securities Exchange Act of 1934 (the ``Act'') and the rules and 
regulations thereunder applicable to the Exchange and, in particular, 
the requirements of Section 6(b) of the Act.\46\ Specifically, the 
Exchange believes the proposed rule change is consistent with the 
Section 6(b)(5) \47\ requirements that the rules of an exchange be 
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 regulating, clearing, 
settling, processing information with respect to, and 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) \48\ requirement that the rules of an exchange not be 
designed to permit unfair discrimination between customers, issuers, 
brokers, or dealers.
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    \46\ 15 U.S.C. 78f(b).
    \47\ 15 U.S.C. 78f(b)(5).
    \48\ Id.
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    The Exchange believes that increasing the position limit and 
exercise limit for options on IBIT to 1,000,000 contracts is consistent 
with the Act. This proposal will remove impediments to and perfect the 
mechanism of a free and open market and a national market system, and, 
in general, protect investors and the public interest, because it will 
provide market participants with the ability to more effectively 
execute their trading and hedging activities. Also, based on current 
trading volume, the resulting increase in the position (and exercise) 
limits for IBIT options may allow Market-Makers to maintain their 
liquidity in these options in amounts

[[Page 34701]]

commensurate with the continued high consumer demand in IBIT options. 
The increased position and exercise limits may also encourage other 
liquidity providers to continue to trade on the Exchange rather than 
shift their volume to OTC markets, which will enhance the process of 
price discovery conducted on the Exchange through increased order flow. 
Further, the proposed change would allow institutional investors to 
utilize IBIT options for prudent risk management purposes.
    In addition, the Exchange believes that the current liquidity in 
IBIT will continue to mitigate concerns regarding potential 
manipulation of IBIT options and/or disruption of IBIT upon amending 
the table of position limits in Rule 8.30, Interpretation and Policy 
.07 and amending the exercise limits via Rule 8.42, Interpretation and 
Policy .02.
    In reviewing ISE's comparison of IBIT's data relative to the market 
capitalization of the entire Bitcoin market in terms of exercise risk 
and availability of deliverables, the Exchange was able to conclude 
that if a position limit of 1,000,000 contracts were considered, the 
exercisable risk would represent 7.474% \49\ of the shares outstanding 
of IBIT. Since IBIT has a creation and redemption process managed 
through the issuer (whereby Bitcoin is used to create IBIT shares), the 
position limit can be compared to the total market capitalization of 
the entire Bitcoin market and in that case, the exercisable risk for 
options on IBIT would represent less than 0.278% of all Bitcoin 
outstanding.\50\ This analysis demonstrated that a 1,000,000 contracts 
position and exercise limits would be appropriate.
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    \49\ This percentage is arrived at with this equation: 
(1,000,000 contract limit * 100 share per option/1,337,920,000 
shares outstanding). This information was captured on February 11, 
2026.
    \50\ This number was arrived at with this calculation: 
(1,000,000 limit * 100 shares per option * $38.29 IBIT NAV)/
(20,528,687 BTC outstanding * $66,938 BTC price).
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    As noted above, comparing a position limit of 1,000,000 for IBIT 
options against other options on ETFs with an underlying commodity, 
namely GLD, SLV and BITO, a position limit exercise in GLD represents 
6.63% of the float of GLD, a position limit exercise in SLV represents 
4.53% of the float of SLV, and a position limit exercise of BITO 
represents 12.44% of the float of BITO. In comparison, a 1,000,000-
contract position limit in IBIT options would represent 7.474% \51\ of 
the float of IBIT. Consequently, a 1,000,000 IBIT options position 
limit is generally aligned with the standards applied to GLD, SLV and 
BITO, and appropriate.
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    \51\ This percentage is arrived at with this equation: 
(1,000,000 contract limit * 100 share per option/1,337,920,000 
shares outstanding). This information was captured on February 11, 
2026.
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    Also as noted above, IBIT began trading in penny increments on 
January 2, 2025 pursuant to the Penny Interval Program.\52\ The 
Commission noted that evidence and analysis provided in connection with 
the Penny Pilot demonstrated that the Pilot benefitted investors and 
other market participants in the form of narrower spreads.\53\ The most 
actively traded options classes are included in the Penny Program based 
on certain objective criteria (trading volume thresholds and initial 
price tests).\54\ As noted in the Penny Approval Order, the Penny 
Program reflects a certain level of trading interest (either because 
the class is newly listed or a class that experience a significant 
growth in investor interest) to quote in finer trading increments, 
which in turn should benefit market participants by reducing the cost 
of trading such options.\55\ IBIT options are among a select group of 
products that have achieved a certain level of liquidity that have 
garnered it the ability to trade in finer increments pursuant to the 
Penny Interval Program. Failing to permit IBIT options to potentially 
increase position and exercise limits given the trading in finer 
increments, may artificially inhibit liquidity and create price 
inefficiency for IBIT options.
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    \52\ The Exchange may add to the Penny Program a newly listed 
option class provided that (i) it is among the 300 most actively 
traded multiply listed option classes, as ranked by National Cleared 
Volume at OCC, in its first full calendar month of trading and (ii) 
the underlying security is priced below $200 or the underlying index 
is at an index level below $200. Any option class added under this 
provision will be added on the first trading day of the month after 
it qualifies and will remain in the Penny Program for one full 
calendar year, after which it will be subject to the Annual Review 
described in Rule 5.4(d). The Exchange may add any option class to 
the Penny Program, provided that (i) it is among the 75 most 
actively traded multiply listed option classes, as ranked by 
National Cleared Volume at OCC, in the past six full calendar months 
of trading and (ii) the underlying security is priced below $200 or 
the underlying index is at an index level below $200. Any option 
class added under this provision will be added on the first trading 
day of the second full month after it qualifies and will remain in 
the Penny Program for the rest of the calendar year, after which it 
will be subject to the Annual Review as described in Rule 5.4(d). 
See Rule 5.4(d).
    \53\ See Penny Approval Order.
    \54\ Options on iShares MSCI Emerging Markets, iShares China 
Large-Cap ETF and iShares MSCI EAFE ETF also trade in penny 
increments based on their liquidity.
    \55\ Id. at 19548.
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    Finally, as discussed above, the Exchange's surveillance and 
reporting safeguards continue to be designed to deter and detect 
possible manipulative behavior that might arise from increasing or 
eliminating position and exercise limits in certain classes. The 
Exchange believes that the current financial requirements imposed by 
the Exchange and by the Commission adequately address concerns 
regarding potentially large, unhedged positions in the options on the 
underlying securities, further promoting just and equitable principles 
of trading, the maintenance of a fair and orderly market, and the 
protection of investors.

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 that is not necessary or appropriate 
in furtherance of the purposes of the Act. The Exchange does not 
believe the proposed rule change will impose any burden on intramarket 
competition that is not necessary or appropriate in furtherance of the 
purposes of the Act because all TPHs would be subject to the same 
position and exercise limit for IBIT options, as set by Rules 8.30, 
Interpretation and Policy .02 and 8.42. The Exchange does not believe 
the proposed rule change will impose any burden on intermarket 
competition, and may benefit competition, as the proposed rule change 
is identical to the proposed rule change of at least one other options 
exchange recently approved by the Commission.\56\ The Exchange believes 
that the proposed rule change may provide additional opportunities for 
market participants to continue to efficiently achieve their investment 
and trading objectives for IBIT options.
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    \56\ See ISE Approval.
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C. Self-Regulatory Organization's Statement on Comments on the Proposed 
Rule Change Received From Members, Participants, or Others

    The Exchange 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, it has become 
effective pursuant to Section 19(b)(3)(A)(iii) of the Act \57\ and

[[Page 34702]]

subparagraph (f)(6) of Rule 19b-4 thereunder.\58\
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    \57\ 15 U.S.C. 78s(b)(3)(A)(iii).
    \58\ 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 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.
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    A proposed rule change filed pursuant to Rule 19b-4(f)(6) under the 
Act normally does not become operative for 30 days after the date of 
its filing. However, Rule 19b-4(f)(6)(iii) \59\ 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 
requested that the Commission waive the 30-day operative delay so that 
the proposal may become operative immediately upon filing. The 
Commission notes that the proposal will conform the Exchange's IBIT 
options position and exercise limits with ISE's IBIT options position 
and exercise limits.\60\ Therefore, the proposal raises no novel legal 
or regulatory issues. Thus, the Commission believes that waiver of the 
30-day operative delay is consistent with the protection of investors 
and the public interest. Accordingly, the Commission hereby waives the 
30-day operative delay and designates the proposed rule change 
operative upon filing.\61\
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    \59\ 17 CFR 240.19b-4(f)(6)(iii).
    \60\ See supra note 9 and accompanying text.
    \61\ 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

    <bullet> Use the Commission's internet comment form (<a href="https://www.sec.gov/rules/sro.shtml">https://www.sec.gov/rules/sro.shtml</a>); or
    <bullet> Send an email to <a href="/cdn-cgi/l/email-protection#f88a8d949dd59b9795959d968c8bb88b9d9bd69f978e"><span class="__cf_email__" data-cfemail="ef9d9a838ac28c8082828a819b9caf9c8a8cc1888099">[email&#160;protected]</span></a>. Please include 
file number SR-CBOE-2026-048 on the subject line.

Paper Comments

    <bullet> 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-CBOE-2026-048. 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="https://www.sec.gov/rules/sro.shtml">https://www.sec.gov/rules/sro.shtml</a>). Copies of the filing will be available for inspection and 
copying at the principal office of the Exchange. Do not include 
personal identifiable information in submissions; you should submit 
only information that you wish to make available publicly. We may 
redact in part or withhold entirely from publication submitted material 
that is obscene or subject to copyright protection. All submissions 
should refer to file number SR-CBOE-2026-048 and should be submitted on 
or before June 29, 2026.

    For the Commission, by the Division of Trading and Markets, 
pursuant to delegated authority.\62\
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    \62\ 17 CFR 200.30-3(a)(12), (59).
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Sherry R. Haywood,
Assistant Secretary.
[FR Doc. 2026-11380 Filed 6-5-26; 8:45 am]
BILLING CODE 8011-01-P


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Indexed from Federal Register on June 8, 2026.

This is legal information, not legal advice. Laws vary by jurisdiction and change frequently. Always verify current law with official sources and consult a licensed attorney in your jurisdiction for advice on your specific situation.