[Federal Register Volume 80, Number 195 (Thursday, October 8, 2015)]
[Notices]
[Pages 60892-60893]
[FR Doc No: 2015-25637]

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DEPARTMENT OF ENERGY

Federal Energy Regulatory Commission

[Docket No. CP15-559-000]

Transwestern Pipeline Company, LLC; Notice of Request Under
Blanket Authorization

    Take notice that on September 25, 2015, Transwestern Pipeline
Company, LLC (Transwestern), 1300 Main Street, Houston, Texas 77002,
filed a prior notice application pursuant to sections 157.205, 157.208,
and 157.210 of the Federal Energy Regulatory Commission's (Commission)
regulations under the Natural Gas Act (NGA), and Transwestern's blanket
certificate issued in Docket No. CP82-534-000. Transwestern seeks
authorization to: (1) Modify the existing compressor units at its P-1
Compressor Station located in Roosevelt County, New Mexico, and at its
P-2 Compressor Station located in Deaf Smith County, Texas; and (2)
increase the certificated capacity of its Panhandle Lateral to flow an
additional 22,000 million cubic feet per day, all as more fully set
forth in the application, which is open to the public for inspection.
The filing may also be viewed on the web at http://www.ferc.gov using
the ``eLibrary'' link. Enter the docket number excluding the last three
digits in the docket number field to access the document. For
assistance, contact FERC at<EMAIL_ADDRESS>or call toll-
free,<PHONE_NUMBER> or TTY,<PHONE_NUMBER>.
    Any questions regarding this application should be directed to Mr.
Kelly Allen, Manager, Regulatory Affairs Department, Transwestern
Pipeline Company, LLC, 1300 Main Street, Houston, Texas 77002 or phone
(713) 989-2606, or fax<PHONE_NUMBER> or by email
<EMAIL_ADDRESS>    Any person or the Commission's staff may, within 60 days after
issuance of the instant notice by the Commission, file pursuant to Rule
214 of the Commission's Procedural Rules (18 CFR 385.214) a motion to
intervene or notice of intervention and pursuant to section 157.205 of
the regulations under the NGA (18 CFR 157.205), a protest to the
request. If no protest is filed within the time allowed therefore, the
proposed activity shall be deemed to be authorized effective the day
after the time allowed for filing a protest. If a protest is filed and
not withdrawn within 30 days after the allowed time for filing a
protest, the instant request shall be treated as an application for
authorization pursuant to section 7 of the NGA.
    Pursuant to section 157.9 of the Commission's rules, 18 CFR 157.9,
within 90 days of this Notice the Commission staff will either:
complete its environmental assessment (EA) and place it into the
Commission's public record (eLibrary) for this proceeding, or issue a
Notice of Schedule for Environmental Review. If a Notice of Schedule
for Environmental Review is issued, it will indicate, among other
milestones, the anticipated date for the Commission staff's issuance of
the final environmental impact statement (FEIS) or EA for this
proposal. The filing of the EA in the Commission's public record for
this proceeding or the issuance of a Notice of Schedule for
Environmental Review will serve to notify federal and state agencies of
the timing for the completion of all necessary reviews, and the
subsequent need to complete all federal authorizations within 90 days
of the date of issuance of the Commission staff's FEIS or EA.
    Persons who wish to comment only on the environmental review of
this project should submit an original and two copies of their comments
to the Secretary of the Commission. Environmental commenters will be
placed on the Commission's environmental mailing list, will receive
copies of the environmental documents, and will be notified of meetings
associated with the Commission's environmental review process.
Environmental commenters will not be required to serve copies of filed
documents on all other parties. However, the non-party commenter will

not receive copies of all documents filed by other parties or issued by
the Commission (except for the mailing of environmental documents
issued by the Commission) and will not have the right to seek court
review of the Commission's final order.
    The Commission strongly encourages electronic filings of comments,
protests and interventions in lieu of paper using the ``eFiling'' link
at http://www.ferc.gov. Persons unable to file electronically should
submit an original and 5 copies of the protest or intervention to the
Federal Energy Regulatory Commission, 888 First Street NE., Washington,
DC 20426.

    Dated: October 2, 2015.
Kimberly D. Bose,
Secretary.
[FR Doc. 2015-25637 Filed 10-7-15; 8:45 am]
 BILLING CODE 6717-01-P


[Federal Register Volume 76, Number 116 (Thursday, June 16, 2011)]
[Notices]
[Page 35259]
[FR Doc No: 2011-15056]

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SECURITIES AND EXCHANGE COMMISSION

[File No. 500-1]

Samaritan Pharmaceuticals, Inc., Seaena, Inc., Seirios
International, Inc. (f/k/a Exactly Sportswear, Inc.), et al.; Order of
Suspension of Trading

June 14, 2011.
    Samaritan Pharmaceuticals, Inc., Seaena, Inc., Seirios
International, Inc. (f/k/a Exactly Sportswear, Inc.), Sento Corp.,
Shoe Pavilion, Inc., Silver Eagle Resources Ltd. (n/k/a Mercator
Minerals Ltd.), Simex Technologies, Inc. (n/k/a CT Holdings, Inc.),
and Sola Resource Corp. (n/k/a Cancana Resources Corp.)

    It appears to the Securities and Exchange Commission that there is
a lack of current and accurate information concerning the securities of
Samaritan Pharmaceuticals, Inc. because it has not filed any periodic
reports since the period ended December 31, 2008.
    It appears to the Securities and Exchange Commission that there is
a lack of current and accurate information concerning the securities of
Seaena, Inc. because it has not filed any periodic reports since the
period ended June 30, 2008.
    It appears to the Securities and Exchange Commission that there is
a lack of current and accurate information concerning the securities of
Seirios International, Inc. (f/k/a Exactly Sportswear, Inc.) because it
has not filed any periodic reports since September 30, 1995.
    It appears to the Securities and Exchange Commission that there is
a lack of current and accurate information concerning the securities of
Sento Corp. because it has not filed any periodic reports since the
period ended December 31, 2006.
    It appears to the Securities and Exchange Commission that there is
a lack of current and accurate information concerning the securities of
Shoe Pavilion, Inc. because it has not filed any periodic reports since
the period ended March 29, 2008.
    It appears to the Securities and Exchange Commission that there is
a lack of current and accurate information concerning the securities of
Silver Eagle Resources Ltd. (n/k/a Mercator Minerals Ltd.) because it
has not filed any periodic reports since January 16, 1998.
    It appears to the Securities and Exchange Commission that there is
a lack of current and accurate information concerning the securities of
Simex Technologies, Inc. (n/k/a CT Holdings, Inc.) because it has not
filed any periodic reports since the period ended September 30, 2008.
    It appears to the Securities and Exchange Commission that there is
a lack of current and accurate information concerning the securities of
Sola Resource Corp. (n/k/a Cancana Resources Corp.) because it has not
filed any periodic reports since the period ended January 31, 2003.
    The Commission is of the opinion that the public interest and the
protection of investors require a suspension of trading in the
securities of the above-listed companies.
    Therefore, it is ordered, pursuant to Section 12(k) of the
Securities Exchange Act of 1934, that trading in the securities of the
above-listed companies is suspended for the period from 9:30 a.m. EDT
on June 14, 2011, through 11:59 p.m. EDT on June 27, 2011.

    By the Commission.
Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2011-15056 Filed 6-14-11; 4:15 pm]
BILLING CODE 8011-01-P


[Federal Register Volume 78, Number 157 (Wednesday, August 14, 2013)]
[Notices]
[Pages 49563-49565]
[FR Doc No: 2013-19671]

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SECURITIES AND EXCHANGE COMMISSION

[Release No. 34-70136; File No. SR-CBOE-2013-079]

Self-Regulatory Organizations; Chicago Board Options Exchange,
Incorporated; Notice of Proposed Rule To Amend Rule 24.7 To Add Facts
for Determining Whether To Halt Volatility Index Options Trading

August 8, 2013.
    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 July 29, 2013, the Chicago Board Options Exchange, Incorporated
(``Exchange'' or ``CBOE'') 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 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

    CBOE proposes to amend CBOE Rule 24.7 (Trading Halts, Suspensions,
or Primary Market Closure) to add facts that may be considered when
determining whether to halt trading in volatility index options.\3\ The
text of the proposed rule change is available on the Exchange's Web
site (http://www.cboe.com/AboutCBOE/CBOELegalRegulatoryHome.aspx), at
the Exchange's Office of the Secretary, and at the Commission's Public
Reference Room.
---------------------------------------------------------------------------

    \3\ CBOE calculates and lists options on several volatility
indexes comprised of broad-based index options, individual stock
options and exchange-traded fund (``ETF'') options. Collectively,
these products are known as ``volatility index options'' for
purposes of CBOE's rules. See CBOE Rule 24.9(a)(5).
---------------------------------------------------------------------------

II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change

    In its filing with the Commission, the self-regulatory organization
included statements concerning the purpose of and basis for the
proposed rule change and discussed any comments it received on the
proposed rule change. The text of those statements may be examined at
the places specified in Item IV below. The Exchange has prepared
summaries, set forth in sections A, B, and C below, of the most
significant parts of such statements.

A. Self-Regulatory Organization's Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule Change

1. Purpose
    The Exchange now has several years of experience with volatility
index derivatives trading and believes that it is appropriate to
continually review and revise trading rules for volatility index
options. Among other things, Rule 24.7 (Trading Halts, Suspensions, or
Primary Market Closure) sets forth several facts that may be considered
in determining whether to halt trading in an index option class.
Through this filing, CBOE proposes to amend Rule 24.7(a) to add
additional facts that may be considered when determining whether to
halt trading in volatility index options.
    First, CBOE proposes to amend Rule 24.7(a)(i), which permits
consideration to be given to ``the extent to which trading is not
occurring in the stocks underlying the index[.]'' Volatility indexes
are comprised of options, not stocks. Therefore, CBOE proposes to amend
Rule 24.7(a)(i) to permit consideration to be given (in determining
whether to halt trading in a volatility index option class) to whether
the component options in a volatility index are not trading. For
example, the CBOE Volatility Index (``VIX'') is comprised of S&P 500
Index (``SPX'') options. If trading in SPX options were not occurring,
this fact may be given consideration in determining whether to halt
trading in VIX options. Also, if SPX options are open for trading, this
fact weighs in favor of not halting trading in VIX options. Similarly,
the Exchange is proposing to amend Rule 24.7(b) which sets forth
factors that may be considered in determining whether to resume trading
of a halted class or series. The Exchange proposes to amend the factor
regarding the ``extent to which trading is occurring in stocks
underlying the index'' to include options.
    Second, CBOE proposes to add a new fact (as subparagraph (iii) to
Rule 24.7(a)) for consideration when determining whether to halt
trading in volatility index options. Specifically, CBOE proposes to add
a provision that would permit consideration to be given (in determining
whether to halt trading in a volatility index option class) to whether
the ``current index level'' for a volatility index option is not
available or the spot (cash) value for a volatility index option is not
available. As described below, the ``current index level'' would mean
the implied forward level based on corresponding volatility index
(security) futures prices, which CBOE proposes to define in new
Interpretation and Policy .03 to Rule 24.7.\4\
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    \4\ The Exchange notes that futures prices have been used by
CBOE in the past to determine the ``current index value'' for VIX
options. See Securities Exchange Act Release No. 54192 (July 21,
2006), 71 FR 43251 (July 31, 2005) (Notice of Filing and Order
Granting Accelerated Approval of Proposed Rule Change and Amendment
No. 1 Thereto Relating to Strike Price Intervals for VIX Options)
(SR-CBOE-2006-27).
---------------------------------------------------------------------------

    By way of background, option prices reflect the market's
expectation of the price of the underlying at expiration, which is
referred to as the ``forward level.'' For stock indexes, such as the
S&P 500 Index, the best estimate of the forward level is the current,
or ``spot,'' price adjusted for the ``carry,'' which is the financing
cost of owning the component stocks in the index less the dividends
paid by those stocks. For VIX (and other volatility indexes), a better
estimate than the standard ``cash and carry'' model for calculating the
forward volatility index levels at each expiration is reflected in the
prices of the options that will actually be used to calculate the
volatility index on a given expiration day. For example, September SPX
options are used to calculate the VIX settlement value on the August
VIX expiration date. Likewise, November VIX options are tied to the
implied volatility of December SPX options, and so on.
    One important property of implied volatility is that it exhibits a
``term structure.'' In other words, the implied volatility of options
expiring on different dates can trade at different levels and can move
independently. Another property related to the term structure is that
implied volatility tends to trend toward the market's expectation of a
long-term ``average'' value. As a result, a large spike in one-month
implied volatility might not affect implied volatility of longer-dated
options very much at all.
    Many market participants use volatility index (security) futures
prices as proxies for forward volatility index levels. CBOE Futures
Exchange, LLC (``CFE'') lists futures and security futures on all of
the volatility indexes that underlie volatility index options trading
on CBOE. Currently, volatility index (security) futures expirations
correspond to each volatility index options expiration months listed on
CBOE. Accordingly, CBOE believes that using these prices is an accurate
and transparent method for determining the ``current index level'' for
a volatility

index option and whether the corresponding (security) futures prices
are not available is a fact that may be considered in determining
whether to halt trading in a class of volatility index options. Also,
if the corresponding (security) futures prices are available, this fact
weighs in favor of not halting trading in volatility index options. As
such, volatility index options trading should be permitted if the
corresponding volatility index (security) futures prices are available
(even if spot (cash) values are not disseminated).
    Importantly, the Exchange believes that volatility index options
trading should not be conditioned on the concurrent dissemination of
the spot (cash) value of a volatility index. Specifically, the Exchange
believes that this could be somewhat confusing as to the significance
of the role that the spot (cash) value plays vis-[agrave]-vis
volatility index options trading. The spot (cash) value of a volatility
index is an instantaneous measure of expected volatility in 30 days. As
to a specific volatility index option contract that is listed for
trading, the spot (cash) value bears little relation to the value that
that contract will settle to at expiration. (However, the Exchange
believes that if the spot (cash) value is not being disseminated, that
is a factor that may be considered in determining whether to halt
trading). Therefore, the Exchange believes that it is appropriate to
permit volatility index options trading even if spot (cash) values are
not being disseminated.
    Finally, the Exchange is proposing to make technical changes to
Rule 24.7(a), Rule 24.7(d) and Rule 24.7.01 to make numbering changes.
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.\5\ Specifically, the
Exchange believes the proposed rule change is consistent with the
Section 6(b)(5)\6\ requirements that the rules of an exchange be
designed to promote just and equitable principles of trade, to prevent
fraudulent and manipulative acts, to remove impediments to and to
perfect the mechanism for a free and open market and a national market
system, and, in general, to protect investors and the public interest.
---------------------------------------------------------------------------

    \5\ 15 U.S.C. 78f(b).
    \6\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------

    The proposed rule change will protect the integrity of the
Exchange's marketplace by permitting the Exchange to consider
additional facts when determining whether to halt trading in volatility
indexes options. Rule 24.7 is currently predicated on indexes being
comprised of stocks and includes facts that may be considered by the
Exchange when determining whether to halt trading based on the index
components being stocks. The current filing amends Rule 24.7(a) to
account for indexes comprised of options and allows the Exchange to
consider the following facts when determining whether to halt trading:
(1) Whether the component options are not trading, (2) whether the
``current index level'' (as measured by the implied forward level based
on volatility index (security) futures prices) is not available, or (3)
whether the spot (cash) value for a volatility index is not available.
    The Exchange believes that the proposal will lessen investor
confusion because it will not condition volatility index option trading
on the dissemination of the spot (cash) value of a volatility index.\7\
Because the spot (cash) value of a volatility index is an instantaneous
measure of implied volatility in 30 days, that value is not a good
estimate of where the market's expectation of the prices of the options
that will actually be used to calculate the settlement value for a
volatility index option. The Exchange believes that a better estimate
is reflected in the prices of the corresponding volatility index
(security) futures. Accordingly, the Exchange believes that investor
confusion would be lessened if: (1) volatility index options are
permitted to trade even if the spot (cash) value is not disseminated;
and (2) the Exchange is permitted to consider whether the ``current
index level'' (as measured by the implied forward level based on
volatility index (security) futures prices) or the spot (cash) value is
not available in determining whether to halt trading.
---------------------------------------------------------------------------

    \7\ The Commission notes that CBOE Rule 24.7 does not currently,
by its terms, require the Exchange to halt trading in volatility
index options when the current index level or the spot (cash) value
for the volatility index option is not available.
---------------------------------------------------------------------------

B. Self-Regulatory Organization's Statement on Burden on Competition

    CBOE 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, CBOE believes that the ability
to consider additional facts that are relevant to volatility index
options trading when determining whether to halt trading will benefit
all volatility index market participants and does not impose any burden
on competition.

C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others

    No written comments were solicited or received with respect to the
proposed rule change.

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

    Within 45 days of the date of publication of this notice in the
Federal Register or within such longer period up to 90 days (i) as the
Commission may designate if it finds such longer period to be
appropriate and publishes its reasons for so finding or (ii) as to
which the Exchange consents, the Commission will:
    (A) By order approve or disapprove such proposed rule change, or
    (B) institute proceedings to determine whether the proposed rule
change should be disapproved.

IV. Solicitation of Comments

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

Electronic Comments

     Use the Commission's Internet comment form (http://www.sec.gov/rules/sro.shtml ); or
     Send an email to<EMAIL_ADDRESS>Please include
File Number SR-CBOE-2013-079 on the subject line.

Paper Comments

     Send paper comments in triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange Commission, 100 F Street NE.,
Washington, DC 20549-1090.

All submissions should refer to File Number SR-CBOE-2013-079. This file
number should be included on the subject line if email is used. To help
the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (http://www.sec.gov/rules/sro.shtml
). Copies of the submission, all subsequent amendments, all written
statements with respect to the proposed rule change that are filed with
the Commission, and all written communications relating to the

proposed rule change between the Commission and any person, other than
those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549, on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such filing also will be available
for inspection and copying at the principal office of the CBOE. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make available publicly. All
submissions should refer to File Number SR-CBOE-2013-079 and should be
submitted on or before September 4, 2013.

    For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\8\
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    \8\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-19671 Filed 8-13-13; 8:45 am]
BILLING CODE 8011-01-P


[Federal Register Volume 80, Number 133 (Monday, July 13, 2015)]
[Notices]
[Pages 40107-40111]
[FR Doc No: 2015-16973]

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SECURITIES AND EXCHANGE COMMISSION

[Release No. 34-75372; File No. SR-Phlx-2015-52]

Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change Relating to
the Volume-Based and Multi-Trigger Threshold

July 7, 2015.
    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 June 22, 2015, NASDAQ OMX 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 adopt a new Rule 1095 entitled ``Automated
Removal of Market Maker Quotes'' of the rules governing Phlx. The
Exchange proposes to adopt two new Phlx Market Maker \3\ risk
protections, a volume-based threshold and a multi-trigger threshold.\4\
---------------------------------------------------------------------------

    \3\ A ``Market Maker'' includes Registered Options Traders
(``ROTs'') (Rule 1014(b)(i) and (ii)), which includes Streaming
Quote Traders (``SQTs'') (see Rule 1014(b)(ii)(A)) and Remote
Streaming Quote Traders (``RSQTs'') (see Rule 1014(b)(ii)(B)). An
SQT is defined in Exchange Rule 1014(b)(ii)(A) as an ROT who has
received permission from the Exchange to generate and submit option
quotations electronically in options to which such SQT is assigned.
An RSQT is defined in Exchange Rule 1014(b)(ii)(B) as an ROT that is
a member or member organization with no physical trading floor
presence who has received permission from the Exchange to generate
and submit option quotations electronically in options to which such
RSQT has been assigned. An RSQT may only submit such quotations
electronically from off the floor of the Exchange. A Market Maker
also includes a specialist, an Exchange member who is registered as
an options specialist pursuant to Rule 1020(a).
    \4\ Market Makers will be required to continue to utilize the
Risk Monitor Mechanism in Rule 1093, as is the case today.
---------------------------------------------------------------------------

    The text of the proposed rule change is available on the Exchange's
Web site at http://nasdaqomxphlx.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 purpose of the filing is to adopt two new risk protections for
Phlx specialists, SQTs and RSQTs (collectively ``Market Makers'') to
monitor marketplace risk. These protections are intended to assist
Market Makers to control their trading risks.\5\ Quoting across many
series in an option creates the possibility of ``rapid fire''
executions that can create large, unintended principal positions that
expose Market Makers, who are required to continuously quote in
assigned options, to potentially significant

market risk. Today, the Exchange's rules permit Market Makers to
monitor risk arising from multiple executions across multiple options
series of a single underlying security.\6\
---------------------------------------------------------------------------

    \5\ See Rule 1014 entitled ``Obligations and Restrictions
Applicable to Specialists and Registered Options Traders.''
    \6\ See Phlx Rule 1093, entitled ``Phlx XL Risk Monitor
Mechanism.'' The Percentage Based Threshold compares each Market
Maker's executed volume to the total volume disseminated in that
series or underlying, and then triggers a protective response when
that percentage exceeds the percentage the Market Maker has
determined to be acceptable.
---------------------------------------------------------------------------

    The Exchange is proposing to offer a new volume-based and multi-
trigger threshold protection to Market Makers. The Exchange proposes to
adopt a new Rule 1095, entitled, ``Automated Removal of Market Maker
Quotes,'' to establish: (1) a threshold used to calculates each Market
Maker's total volume executed in all series of an underlying security
within a specified time period and compares that to a pre-determined
threshold (``Volume-Based Threshold''), and (2) a threshold used to
measure the number of times the Phlx XL system (``System'') has
triggered\7\ based on the Risk Monitor Mechanism (``Percentage-Based
Threshold'') pursuant to Rule 1093 and Volume-Based Thresholds within a
specified time period and compares that total to a pre-determined
threshold (``Multi-Trigger Threshold'').
---------------------------------------------------------------------------

    \7\ A trigger is defined as the event which causes the System to
automatically remove all quotes in all options series in an
underlying issue.
---------------------------------------------------------------------------

Volume-Based Threshold
    In connection with offering these two new threshold protections, a
Market Maker would provide a specified time period and volume threshold
by which the Exchange's System would automatically remove the Market
Maker's quotes in all series of an underlying security, depending on
the threshold utilized, submitted through designated Phlx protocols, as
specified by the Exchange. The Exchange counts Specialized Quote Feed
(``SQF'')\8\ quotes only in determining the number of contracts traded
and removed by the System.
---------------------------------------------------------------------------

    \8\ SQF permits the receipt of quotes.
---------------------------------------------------------------------------

    The Volume-Based Threshold will determine, during a specified time
period established by the Market Maker not to exceeds 15 seconds
(``Volume-Based Specified Time Period''), whether a Marker Maker
executed a number of contracts which equals or exceeds the designated
number of contracts specified by the Market Maker in all series of an
underlying security to determine whether to remove the Market Maker's
quotes in all series of the underlying security.\9\ The Volume-Based
Threshold will be based on the total number of contracts executed in
the market in the same options series in in an underlying security and
will not offset the number of contracts executed on the opposite side
of the market.. Once the System determines that the number of contracts
executed equals or exceeds a number established by the Market Maker
during the Volume-Based Specified Time Period, the System will remove
Market Maker's quotes. The Volume-Based Specified Time Period
designated by the Market Maker must be the same length of time as
designated for purposes of the Percentage-Based Threshold in Rule 1093.
---------------------------------------------------------------------------

    \9\ The System's count of the number of contracts executed is
based on trading interest resting on the Exchange book.
---------------------------------------------------------------------------

    A Volume-Based Specified Time Period will commence for an option
every time an execution occurs in any series in such option and will
continue until the System automatically removes quotes as described in
newly proposed sections (iv) or (v) or the Volume-Based Specified Time
Period expires. The Volume-Based Specified Time Period operates on a
rolling basis among all series in an option in that there may be
multiple Volume-Based Specified Time Periods occurring simultaneously
and such Volume-Based Specified Time Periods may overlap.\10\
---------------------------------------------------------------------------

    \10\ Id.
---------------------------------------------------------------------------

Multi-Trigger Threshold
    A Market Maker or Market Maker Group, which is defined as multiple
affiliated Market Makers,\11\ may provide the specified time period and
number of allowable triggers by which the Exchange will automatically
remove quotes in all options series in all underlying issues submitted
through designated Phlx protocols, as specified by the Exchange
(``Multi-Trigger Threshold''). During a specified time period
established by the Market Maker not to exceed 15 seconds (``Multi-
Trigger Specified Time Period''), the number of times the System
automatically removes the Market Maker's or Group's quotes in all
options series will be based on the number of triggers of the
Percentage-Based Threshold, described in proposed section (ii) [sic],
as well as the Volume-Based Threshold described in proposed (ii).\12\
For purposes of this rule, a trigger shall be defined as the event
which causes the System to automatically remove quotes in all options
series in all underlying issues. Once the System determines that the
number of triggers equals or exceeds a number established by either the
Market Maker or Group, during a Multi-Trigger Specified Time Period,
the System will automatically remove all quotes in all options series
in all underlying issues for that Market Maker or Group. A Multi-
Trigger Specified Time Period will commence after every trigger of
either the Percentage-Based Threshold or the Volume-Based Threshold and
will continue until the System removes quotes as described in section
(iv) of the proposed rule or the Multi-Trigger Specified Time Period
expires. Members may configure the Multi-Trigger Threshold at the badge
level (by Market Maker) or by Group (multiple affiliated Market
Makers), but not both. This is different as compared to the Percentage-
Based Threshold in Rule 1093 or the newly proposed Volume-Based
Thresholds that are configured only on the badge level (by Market
Maker).\13\ The System counts triggers within a Multi-Trigger Specified
Time Period across all options for the Market Maker or Group. A Multi-
Trigger Specified Time Period operates on a rolling basis in that there
may be multiple Multi-Trigger Specified Time Periods occurring
simultaneously and such Multi-Trigger Specified Time Periods may
overlap.
---------------------------------------------------------------------------

    \11\ This would be more than one Market Maker, but does not
require the aggregation of all the member's Market Makers. A Group
would be comprised of Market Makers affiliated with one member or
member organization. The member or member organization would be
required to define a Group by providing a list of such affiliated
Market Makers to the Exchange.
    \12\ Today, ISE's functionality permits market maker quotes to
be removed from the ISE trading system if a specified number of
curtailment events occur across both ISE and ISE Gemini, LLC (``ISE
Gemini''). ISE and ISE Gemini's trading systems will count the
number of times a market maker's pre-set curtailment events occur on
each exchange and aggregate them. Once a market maker's specified
number of curtailment events across both markets is reached, the
trading systems will remove the market maker's quotes in all classes
on both ISE and ISE Gemini. ISE will then reject any quotes sent by
the market maker after the parameters across both exchanges have
been triggered until the market maker notifies the market operations
staff of ISE that it is ready to come out of its curtailment. See
Securities Exchange Release No. 73147 (September 19, 2014), 79 FR
57639 (September 25, 2014) (SR-ISE-2014-09) (Order approving
proposed rule change related to market maker risk parameters).
    \13\ See proposed new Rule 1095(iii).
---------------------------------------------------------------------------

    The System will automatically remove quotes in all options in an
underlying security when the Volume-Based Threshold has been reached.
The System will automatically remove quotes in all options in all
underlying securities when the Multi-Trigger Threshold has been
reached.\14\ The

System will send a Purge Notification Message \15\ to the Market Maker
for all affected options when the above thresholds have been reached.
---------------------------------------------------------------------------

    \14\ The specified time period for the Volume-Based Threshold
and the Multi-Trigger Threshold may differ. The specified time
period for the Volume-Based Threshold must be the same as the
Percentage-Based Threshold in Rule 1093.
    \15\ A message entitled ``Purge Notification Message'' is
systemically sent to the Marker Maker upon the removal of quotes due
to Volume-Based Threshold or Multi-Trigger Threshold.
---------------------------------------------------------------------------

    The two thresholds, Volume-Based Threshold and Multi-Trigger
Threshold operate independently of each other. The triggering of the
Volume-Based Threshold would occur independently of that of the Multi-
Trigger Threshold. The Multi-Trigger Threshold is somewhat dependent on
the Volume-Based Threshold to the extent that the Volume-Based
Threshold serves as a trigger for the Multi-Trigger Threshold. Quotes
will be automatically executed up to the Market Maker's size regardless
of whether the quote exceeds the Volume-Based Threshold.\16\
---------------------------------------------------------------------------

    \16\ See proposed new Rule 1095(iii).
---------------------------------------------------------------------------

    If a Market Maker requests the System to remove quotes in all
options series in all underlying issues, the System will automatically
reset the Volume-Based Specified Time Period(s). The Multi-Trigger
Specified Time Period(s) will not automatically reset for the Multi-
Trigger Threshold.\17\
---------------------------------------------------------------------------

    \17\ See proposed new Rule 1095(iv).
---------------------------------------------------------------------------

    When the System removes quotes as a result of the Volume-Based
Threshold, the Market Maker must send a re-entry indicator to re-enter
the System. When the System removes quotes as a result of the Multi-
Trigger Threshold, the System will not accept quotes through designated
protocols until the Market Maker manually requests re-entry.\18\ After
quotes are removed as a result of the Multi-Trigger Threshold, Exchange
staff must set a re-entry indicator in this case to enable re-entry,
which will cause the System to send a Reentry Notification Message to
the Market Maker for all options series in all underlying issues.\19\
The Market Maker's Clearing Firm will be notified regarding the trigger
and re-entry into the System after quotes are removed as a result of
the Multi-Trigger Threshold, provided the Market Maker's Clearing Firm
has requested to receive such notification.\20\ The System will then
reset all counters to zero and re-entry and continued trading will be
permitted. A Market Maker is subject to continuous quoting
obligations\21\ despite the removal of quotes from the System and
approval process for re-entry.
---------------------------------------------------------------------------

    \18\ In the interest of maintaining fair and orderly markets,
the Exchange believes it is important that Market Makers communicate
their readiness to Exchange staff in a non-automated manner, such as
by email or telephone.
    \19\ See proposed new Rule 1095(v).
    \20\ Phlx Rule 1016 permits the Exchange to share Marker Maker
designated risk settings in the System with the Clearing Firm.
    \21\ See note 3.
---------------------------------------------------------------------------

    Today, the Exchange provides Market Makers with the Percentage-
Based Threshold in Rule 1093 to monitor risk.\22\ The Exchange will
continue to require Market Makers to utilize the Percentage-Based
Threshold. The Volume-Based Threshold and the Multi-Trigger Threshold
will be optional.
---------------------------------------------------------------------------

    \22\ An initial default value is set for each Market Maker.
---------------------------------------------------------------------------

    The Exchange reserved subsection (i) for future modifications to
this rule.
    The Exchange proposes to implement this rule within thirty (30)
days of the operative date.
    Example #1 of the Volume-Based Threshold is displayed below.
Presume the following order book:

------------------------------------------------------------------------
         Series of underlying XYZ            Size on bid x offer for MM1
------------------------------------------------------------------------
100 Strike Call...........................  300x300
100 Strike Put............................  50x50
110 Strike Call...........................  200x200
110 Strike Put............................  150x150
------------------------------------------------------------------------

    In this example, assume the Specified Time Period designated by the
Market Maker # 1 is 10 seconds and the designated number of contracts
permitted for the Volume-Based Threshold is 250 contracts. Assume at
12:00:00, the Market Maker # 1 executes all of his offer size, 200
contracts, in the 110 Strike Calls. The System will initiate the
Specified Time Period and for 10 seconds the System will count all
volume executed in series of underlying XYZ. If at any point during
that 10 second period, the Market Maker # 1 executes additional
contracts in any series of underlying XYZ, those contracts will be
added to the initial execution of 200 contracts. To illustrate, assume
at 12:00:05 the Market Maker # 1 executes 60 contracts of his offer in
the 100 Strike Calls. The total volume executed is now 260 contracts.
Since that volume exceeds the Market Maker #1's designated number of
contracts for the Volume-Based Threshold (250 contracts), all of his
quotes in all series of underlying XYZ over the designated protocols
will be removed from the System; no quotes will be executed in series
XYZ until the Market Maker enters new quotes in series XYZ. The Volume-
Based Specified Time Period will be reset for Market Maker #1 in
underlying XYZ and Market Maker #1 will need to send a re-entry
indicator in order to re-enter quotes in options series for underlying
XYZ into the System.
    Example #2 of the Volume-Based Threshold: Similar to the example
above, assume the Specified Time Period is 10 seconds and the
designated number of contracts permitted for the Volume-Based Threshold
is 250 contracts. Assume at 12:00:00, Market Maker #1 executes all of
his offer size, 200 contracts, in the 110 Strike Calls. The System will
initiate the Specified Time Period and for 10 seconds the System will
count all volume executed in series of underlying XYZ. If at any point
during that 10 second period, Market Maker #1 executes additional
contracts in any series of underlying XYZ, those contracts will be
added to the initial execution of 200 contracts. Then assume at
12:00:05 Market Maker #1 executes 20 contracts of his offer in the 100
Strike Calls. The total volume executed is 220 contracts which does not
exceed the Volume-Based Threshold. This second execution initiates
another Specified Time Period so there are two open time periods, the
first with 5 seconds remaining and a new 10 second time period. At
12:00:10, the first timer period expires and the initial execution of
200 contracts is no longer counted toward the designated number of
contracts permitted for the Volume-Based Threshold. Further assume at
12:00:12, which is outside of the initial time period but still within
10 seconds of the second execution of 20 contracts, another execution
occurs with Market Maker #1 executing 230 contracts of his bid in the
100 Strike Calls. This total volume executed toward the Volume-Based
Threshold within the Specified Time Period is now 250 contracts which
equals the designated number of contracts permitted causing the System
to remove all quotes in all series of underlying XYZ over the
designated protocols for Market Maker #1 to be removed from the System;
no quotes will be executed in series XYZ until the Market Maker enters
new quotes in series XYZ. The Volume-Based Specified Time Period will
be reset for Market Maker #1 in underlying XYZ and Market Maker #1 will
need to send a re-entry indicator in order to re-enter quotes in
options series for underlying XYZ into the System. This example
displays the rolling basis in which the Specified Time Period operates.
    Example #3: In order to illustrate the Multi-Trigger Threshold,
assume Example #1 and Example #2 provided above occurred in options
series of two different underlyings rather than all in options series
of underlying XYZ and for two separate Market Makers (MM#1

for Example #1 and MM#2 for Example #2) of the same member
organization. Assume a Group is defined by the member organization and
is comprised of the MM #1 and MM #2. Further assume the member
organization has defined the Multi-Trigger Specified Time Period as 10
seconds and the number of allowable triggers as two. Based on the
aforementioned examples, a Multi-Trigger Specified Time Period
commences at 12:00:05 when MM#1 triggers the Volume-Based Threshold.
This Volume-Based Threshold triggers counts as the first trigger toward
the Multi-Trigger Threshold for the Group. Another Multi-Trigger
Specified Time Period is initiated at 12:00:12 when MM#2 triggers the
Volume-Based Threshold (per Example #2). This Volume-Based Threshold
trigger counts as the second trigger toward the Multi-Trigger Threshold
for the Group since it is within the Multi-Trigger Specified Time
Period of the first trigger. Since the member organization designated
two triggers for the number of allowable triggers, the Group, both MM#1
and MM#2, quotes in all option series in all underlying issues for the
Group are automatically removed from the System and Purge Notification
Messages are sent to the Group; no quotes will be executed in series
XYZ until the Market Maker enters new quotes in series XYZ. The member
organization will need to contact the Exchange to request Exchange
staff to enable re-entry into the System. The Exchange proposes to
implement this rule within thirty (30) days of the operative date. The
Exchange will issue an Options Trader Alert in advance to inform market
participants of such date.
2. Statutory Basis
    The Exchange believes that its proposal is consistent with Section
6(b) of the Act \23\ in general, and furthers the objectives of Section
6(b)(5) of the Act \24\ 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 enhancing the risk protections available to Exchange
members. The proposal promotes policy goals of the Commission which has
encouraged execution venues, exchange and non-exchange alike, to
enhance risk protection tools and other mechanisms to decrease risk and
increase stability.
---------------------------------------------------------------------------

    \23\ 15 U.S.C. 78f(b).
    \24\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------

    The individual firm benefits of enhanced risk protections flow
downstream to counter-parties both within and without the Exchange,
thereby increasing systemic protections as well. Additionally, because
the Exchange offers the these risk tools to Market Makers, in order to
encourage them to provide as much liquidity as possible and encourage
market making generally, the proposal removes impediments to and
perfects the mechanism of a free and open market and a national market
system and protect investors and the public interest.
    With respect to permitting the Multi-Trigger Threshold to be set
either to one Market Maker or to a number of specified Market Makers
affiliated with a member, it is important to note that the risk to
Market Makers is not limited to a single series in an option but to all
series in an option. Market Makers that quote in multiple series of
multiple options have significant exposure, requiring them to offset or
hedge their overall positions. The proposed functionality will be
useful for Market Makers, who are required to continuously quote in
assigned options classes on the Exchange. Quoting across many series in
an option or multiple options creates the possibility of executions
that can create large, unintended principal positions that could expose
market makers to unnecessary risk. The Multi-Trigger Threshold
functionality is intended to assist Market Makers manage that risk at
the Group level so that Market Makers may provide deep and liquid
markets to the benefit of all investors.
    The Exchange further represents that its proposal will operate
consistently with the firm quote obligations of a broker-dealer
pursuant to Rule 602 of Regulation NMS and that the functionality is
not mandatory. Specifically, any interest that is executable against a
Market Maker's quotes that are received \25\ by the Exchange prior to
the time either of these functionalities are engaged will be
automatically executed at the price up to the Market Maker's size,
regardless of whether such execution results in executions in excess of
the Market Maker's pre-set parameters.
---------------------------------------------------------------------------

    \25\ The time of receipt for an order or quote is the time such
message is processed by the Exchange book.
---------------------------------------------------------------------------

    With respect to providing risk settings to the Market Maker's
Clearing Member, each Member that transacts through a Clearing Member
on the Exchange executes a Letter of Guarantee wherein the Clearing
Member accepts financial responsibility for all Exchange transactions
made by the Member on whose behalf the Clearing Member submits the
letter of guarantee. The Exchange believes that because Clearing
Members guarantee all transactions on behalf of a Member, and
therefore, bear the risk associated with those transactions, it is
appropriate for Clearing Members to have knowledge of what risk
settings a Market Maker may utilize within the System and should be
provided and receive notice of re-entry into the System after
triggering the Multi-Trigger Threshold.

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 proposal will
not impose a burden on intra-market or inter-market competition, rather
it provides Market Makers with the opportunity to avail themselves of
similar risk tools which are currently available on other
exchanges.\26\ The proposal does not impose a burden on inter-market
competition, because members may choose to become market makers on a
number of other options exchanges, which may have similar but not
identical features.\27\ The proposed rule change is meant to protect
Market Makers from inadvertent exposure to excessive risk. Accordingly,
the proposed rule change will have no impact on competition.
---------------------------------------------------------------------------

    \26\ See Section 8 of the 19b4.
    \27\ See BATS Rule 21.16, BOX Rules 8100 and 8110, C2 Rule 8.12,
CBOE Rule 8.18, ISE Rule 804(g), MIAX Rule 612, NYSE MKT Rule 928NY
and NYSE Arca Rule 6.40.
---------------------------------------------------------------------------

    Further, the Exchange is proposing this rule change at the request
of its Market Makers to further reduce their risk in the event the
Market Maker is suffering from a systems issue or due to the occurrence
of unusual or unexpected market activity. The proposed Group parameter
for the Multi-Trigger threshold will protect Market Makers from
inadvertent exposure to excessive risk at the Group level. Reducing
such risk will enable Market Makers to enter quotations without any
fear of inadvertent exposure to excessive risk, which in turn will
benefit investors through increased liquidity for the execution of
their orders. Such increased liquidity benefits investors because they
receive better prices and because it lowers volatility in the options
market.
    The Exchange believes that requiring Market Makers to enter values
for the Percentage-Based Threshold is not

unreasonably burdensome because Market Makers can enter an out-of-range
value so that the Exchange-provided risk protections will not be
triggered. Reducing risk by utilizing the proposed risk protections
will enable Market Makers to enter quotations with larger size, which
in turn will benefit investors through increased liquidity for the
execution of their orders. Such increased liquidity benefits investors
because they receive better prices and because it lowers volatility in
the options market.

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)(ii) of the Act \28\ and
subparagraph (f)(6) of Rule 19b-4 thereunder.\29\ The Exchange has
requested that the Commission waive the thirty-day operative delay so
that the proposal may become operative immediately. The Exchange states
that waiving the thirty-day operative delay will enable Market Makers
to enhance their risk controls and risk management processes without
additional delay. The Commission believes that waiving the thirty day
delay is consistent with the protection of investors and the public
interest. Therefore, the Commission hereby waives the thirty-day
operative delay and designates the proposal effective upon filing.\30\
---------------------------------------------------------------------------

    \28\ 15 U.S.C. 78s(b)(3)(a)(ii).
    \29\ 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 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.
    \30\ For purposes of waiving the 30-day operative delay, the
Commission has considered the proposed rule's impact on efficiency,
competition, and capital formation. See 15 U.S.C. 78c(f).
---------------------------------------------------------------------------

    At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is: (i)
Necessary or appropriate in the public interest; (ii) for the
protection of investors; or (iii) otherwise in furtherance of the
purposes of the Act. If the Commission takes such action, the
Commission shall institute proceedings to determine whether the
proposed rule should be approved or disapproved.

IV. Solicitation of Comments

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

Electronic Comments

     Use the Commission's Internet comment form (http://www.sec.gov/rules/sro.shtml); or
     Send an email to<EMAIL_ADDRESS>Please include
File Number SR-Phlx-2015-52 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-2015-52. This
file number should be included on the subject line if email is used. To
help the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (http://www.sec.gov/rules/sro.shtml).
    Copies of the submission, all subsequent amendments, all written
statements with respect to the proposed rule change that are filed with
the Commission, and all written communications relating to the proposed
rule change between the Commission and any person, other than those
that may be withheld from the public in accordance with the provisions
of 5 U.S.C. 552, will be available for Web site viewing and printing in
the Commission's Public Reference Room, 100 F Street NE., Washington,
DC 20549, on official 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; the Commission does not edit
personal identifying information from submissions. You should submit
only information that you wish to make available publicly.
    All submissions should refer to File Number SR-Phlx-2015-52 and
should be submitted on or before August 3, 2015.

    For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\31\
---------------------------------------------------------------------------

    \31\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------

Brent J. Fields,
Secretary.
[FR Doc. 2015-16973 Filed 7-10-15; 8:45 am]
 BILLING CODE 8011-01-P


[Federal Register Volume 81, Number 81 (Wednesday, April 27, 2016)]
[Notices]
[Page 24852]
[FR Doc No: 2016-09872]

-----------------------------------------------------------------------

DEPARTMENT OF HOMELAND SECURITY

Federal Emergency Management Agency

[Internal Agency Docket No. FEMA-4263-DR; Docket ID FEMA-2016-0001]

Louisiana; Amendment No. 5 to Notice of a Major Disaster
Declaration

AGENCY: Federal Emergency Management Agency, DHS.

ACTION: Notice.

-----------------------------------------------------------------------

SUMMARY: This notice amends the notice of a major disaster declaration
for the State of Louisiana (FEMA-4263-DR), dated March 13, 2016, and
related determinations.

DATES: Effective Date: April 7, 2016.

FOR FURTHER INFORMATION CONTACT: Dean Webster, Office of Response and
Recovery, Federal Emergency Management Agency, 500 C Street SW.,
Washington, DC 20472,<PHONE_NUMBER>.

SUPPLEMENTARY INFORMATION: The notice of a major disaster declaration
for the State of Louisiana is hereby amended to include the following
area among those areas determined to have been adversely affected by
the event declared a major disaster by the President in his declaration
of March 13, 2016.

    Avoyelles Parish for Individual Assistance and assistance for
debris removal and emergency protective measures (Categories A and
B), including direct federal assistance, under the Public Assistance
program.

    The following Catalog of Federal Domestic Assistance Numbers
(CFDA) are to be used for reporting and drawing funds: 97.030,
Community Disaster Loans; 97.031, Cora Brown Fund; 97.032, Crisis
Counseling; 97.033, Disaster Legal Services; 97.034, Disaster
Unemployment Assistance (DUA); 97.046, Fire Management Assistance
Grant; 97.048, Disaster Housing Assistance to Individuals and
Households In Presidentially Declared Disaster Areas; 97.049,
Presidentially Declared Disaster Assistance--Disaster Housing
Operations for Individuals and Households; 97.050 Presidentially
Declared Disaster Assistance to Individuals and Households--Other
Needs; 97.036, Disaster Grants--Public Assistance (Presidentially
Declared Disasters); 97.039, Hazard Mitigation Grant.

W. Craig Fugate,
Administrator, Federal Emergency Management Agency.
[FR Doc. 2016-09872 Filed 4-26-16; 8:45 am]
 BILLING CODE 9111-23-P


[Federal Register: December 1, 2006 (Volume 71, Number 231)]
[CORRECTIONS]
[Page 69622]
[DOCID:fr01de06-134]

ENVIRONMENTAL PROTECTION AGENCY

40 CFR Part 122

[OW-2003-0063; FRL-8248-1]
RIN 2040-AE79

Application of Pesticides to Waters of the United States in
Compliance With FIFRA

Correction

    In rule document E6-20002 beginning on page 68483 in the issue of
Monday, November 27, 2006, make the following correction:
    On the same page, in the second column, under DATES, ``January 26,
2006'' should read ``January 26, 2007.''

[FR Doc. Z6-20002 Filed 11-30-06; 8:45 am]

BILLING CODE 1505-01-D


[Federal Register Volume 84, Number 96 (Friday, May 17, 2019)]
[Notices]
[Pages 22492-22493]
[FR Doc No: 2019-10214]

=======================================================================
-----------------------------------------------------------------------

ENVIRONMENTAL PROTECTION AGENCY

[ER-FRL-9044-8]

Environmental Impact Statements; Notice of Availability

    Responsible Agency: Office of Federal Activities, General
Information<PHONE_NUMBER> or https://www.epa.gov/nepa/

Weekly receipt of Environmental Impact Statements Filed 05/06/2019
Through 05/10/2019
Pursuant to 40 CFR 1506.9.

Notice

    Section 309(a) of the Clean Air Act requires that EPA make public
its comments on EISs issued by other Federal agencies. EPA's comment
letters on EISs are available at: https://cdxnodengn.epa.gov/cdx-enepa-public/action/eis/search.

EIS No. 20190096, Final, DOE, TX, ADOPTION--Rio Grande LNG Project,
Contact: Brian Lavoie<PHONE_NUMBER>

    The Department of Energy (DOE) has adopted the Federal Energy
Regulatory Commission's Final EIS No. 20190079, filed 4/26/2019 with
the EPA. DOE was a cooperating agency on this project. Therefore,
recirculation of the document is not necessary under Section 1506.3(c)
of the CEQ regulations.

EIS No. 20190097, Draft Supplement, USAF, GU, Tinian Divert
Infrastructure Improvements, Commonwealth of the Northern Mariana
Islands, Comment Period Ends: 07/01/2019, Contact: Julianne Turko 210-
925-3777.
EIS No. 20190098, Draft, BLM, MT, Missoula Draft Resource Management
Plan and Environmental Impact Statement, Comment Period Ends: 08/15/
2019, Contact: Maggie Ward<PHONE_NUMBER>.
EIS No. 20190099, Draft, BLM, MT, Draft Lewistown Resource Management
Plan, Comment Period Ends: 08/15/2019, Contact: Dan Brunkhorst 406-538-
1900.
EIS No. 20190100, Final, USFS, NV, Mt. Rose Ski Tahoe Atoma Area
Expansion, Review Period Ends: 06/17/2019, Contact: Marnie Bonesteel
775-352-1240.
EIS No. 20190101, Draft, BLM, NV, Mackey Optimization Project, Comment
Period Ends: 07/01/2019, Contact: Jeanette Black, EIS Project Manager
775-623-1500.
EIS No. 20190102, Draft, BLM, NV, Hycroft Mine Phase II Expansion
Project, Comment Period Ends: 07/01/2019, Contact: Dr. Mark Hall 775-
623-1500.
EIS No. 20190103, Final, BLM, ID, Caldwell Canyon Mine and Reclamation
Plan, Review Period Ends: 06/17/2019, Contact: Bill Volk<PHONE_NUMBER>.
EIS No. 20190104, Draft, FTA, NJ, NJ Transitgrid Traction Power System,
Comment Period Ends: 07/19/2019, Contact: Daniel Moser<PHONE_NUMBER>.
EIS No. 20190105, Draft Supplement, BLM, MT, Miles City Field Office
Draft Supplemental EIS and RMP Amendment, Comment Period Ends: 08/15/
2019, Contact: Irma Nansel<PHONE_NUMBER>.
EIS No. 20190106, Draft Supplement, BLM, WY, Buffalo Field Office Draft
Supplemental EIS and RMP Amendment, Comment Period Ends: 08/15/2019,
Contact: Tom Bills<PHONE_NUMBER>.
EIS No. 20190107, Draft, NMFS, REG, Draft Regulatory Amendment to
Modify Pelagic Longline Bluefin Tuna Area-Based and Weak Hook
Management Measures, Comment Period Ends: 07/31/2019, Contact: Jennifer
Cudney<PHONE_NUMBER>.

Amended Notice

EIS No. 20190018, Draft, USACE, AK, Pebble Mine, Comment Period Ends:
07/01/2019, Contact: Shane McCoy<PHONE_NUMBER>.

    Revision to FR Notice Published 03/01/2019; Extending the Comment
Period from 05/31/2019 to 07/01/2019.

    Dated: May 13, 2019.
Robert Tomiak,
Director, Office of Federal Activities.
[FR Doc. 2019-10214 Filed 5-16-19; 8:45 am]
 BILLING CODE 6560-50-P


6-25-2012

            Description of spreadsheet files used for cost analysis
There are 5 total Excel spreadsheet files sorted into two groups.
The first group contains the primary and sensitivity analysis files.
   * pm_naaqs v0.8.7_analysis_main.xlsx:  Includes the primary analyses for each of the alternate standards (see Chapter 7).
   * pm_naaqs v0.8.8_sensitivity full.xlsx:  Includes the sensitivity analyses for each of the alternate standards (see Appendix 7A).
The second group contains three input data files including known control measures and air quality ratios used in the cost analyses.
   * pm_8.7 data0.xlsx:  Group 1 control measures and air quality ratio inputs.
   * pm_8.7 data1.xlsx:  Group 2 control measures.
   * pm_8.7 data2.xlsx:  Group 3 control measures.