Self-Regulatory Organizations; NASDAQ OMX BX, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Change the Name of the BX Ouch BBO Feed to the BX MatchView Feed and To Modify Its Contents, 55445-55447 [2011-22775]
Download as PDF
Federal Register / Vol. 76, No. 173 / Wednesday, September 7, 2011 / Notices
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
a.m. and 3 p.m. Copies of such filing
also will be available for inspection and
copying at the principal office of
FINRA. 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–FINRA–2011–041 and
should be submitted on or before
September 28, 2011.
thereunder,4 proposes to change the
name of the BX Ouch BBO Feed to the
BX MatchView Feed (the ‘‘Feed’’) and to
modify the contents of the Feed in two
ways. The Feed provides a view of how
the Exchange views the Best Bid and
Offer (‘‘BBO’’) available from all market
centers for each individual security the
Exchange trades.
The Exchange has filed this proposal
under Rule 19b–4(f)(6) 5 under the Act
and BX has provided the Commission
with the notice required by Rule 19b–
4(f)(6)(iii) under the Act.6
The text of the proposed rule change
is available from BX’s Web site at
https://nasdaqomxbx.cchwallstreet.com/
NASDAQOMXBX/Filings/, at BX’s
principal office, and at the
Commission’s Public Reference Room.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Elizabeth M. Murphy,
Secretary.
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 Exchange
has prepared summaries, set forth in
sections A, B, and C below, of the most
significant aspects of such statements.
[FR Doc. 2011–22765 Filed 9–6–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–65226; File No. SR–BX–
2011–059]
Self-Regulatory Organizations;
NASDAQ OMX BX, Inc.; Notice of Filing
and Immediate Effectiveness of
Proposed Rule Change To Change the
Name of the BX Ouch BBO Feed to the
BX MatchView Feed and To Modify Its
Contents
August 30, 2011.
emcdonald on DSK5VPTVN1PROD with NOTICES
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1, and Rule 19b–4 2 thereunder,
notice is hereby given that on August
25, 2011, NASDAQ OMX BX, Inc. (‘‘BX’’
or ‘‘Exchange’’) filed with the Securities
and Exchange Commission (‘‘SEC’’ or
‘‘Commission’’) the proposed rule
change as described in Items I and II,
below, which Items have been prepared
by the Exchange. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange, pursuant to Section
19(b)(1) of the Act 3 and Rule 19b–4
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
This proposal regards the BX
MatchView Feed (formerly known as
the BX Ouch BBO Feed), a data feed that
represents the Exchange’s view of best
bid and offer data received from all
market centers. The Feed is available to
all Exchange members and market
participants equally at no charge,
offering all participants transparent,
real-time data concerning the
Exchange’s view of the BBO data. The
Exchange makes the Feed available on
a subscription basis to market
participants that are connected to the
Exchange whether through extranets,
direct connection, or Internet-based
virtual private networks.
Currently, the Feed reflects the
Exchange’s view of the BBO data, at any
given time, based on orders executed on
the Exchange and updated quote
information from the network
processors.7 The Feed contains the
4 17
CFR 240.19b–4.
CFR 240.19b–4(f)(6).
6 17 CFR 240.19b–4(f)(6)(iii).
7 The Feed will not reflect all information
available to the Exchange. Specifically, the Feed
17 17
CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 15 U.S.C. 78s(b)(1).
VerDate Mar<15>2010
17:37 Sep 06, 2011
5 17
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55445
following data elements: symbol, bid
price, and ask price.8 Unlike the BX
TotalView feed, the MatchView feed
does not contain information about
individual orders, either those residing
within the Exchange system or those
executed or routed by the Exchange.
Unlike the network processor feeds
containing the National Best Bid and
Offer (‘‘NBBO’’), the MatchView Feed
does not identify either the market
center quoting the BBO or the size of the
BBO quotes. It merely contains the
symbol and bid and offer prices.
The Exchange is modifying the inputs
used for calculating the prices reflected
on the Feed. Currently, the Feed reflects
bids and offers contained on data feeds
from the network processors, as well as
certain BX orders referenced below. In
the future, the Feed will continue to
reflect these orders entered on the
Exchange but rather than reflect only
individual exchange bids and offers
received from the network processors,
the Feed will reflect individual
exchange bids and offers received either
from the network processor or directly
from an exchange that disseminates bids
and offers to vendors via a proprietary
data feed. The Exchange will reflect bids
and offers from another exchange’s
proprietary data feed only when the
Exchange deems the proprietary data
feed to be sufficiently reliable and also
faster than the network processor.9
This determination—whether to
utilize bids and offers from the network
processor feed or from a direct
proprietary data feed—will be made by
the Exchange on a market-by-market
basis based upon objective criteria about
reliability and speed. The
determination, once made, will apply to
all bids and offers from an exchange; it
will not be made on a stock-by-stock
basis. Additionally, the determination,
will exclude information about the routing of orders
to away exchanges. Thus, although the Exchange
execution system and routing engine will know
when a bid or offer from an away market is no
longer available because the Exchange has routed
an order to the bid or offer, the Feed will not reflect
such routing activity.
8 The Feed also contains a time stamp and
message type field for reference.
9 The Exchange is also changing its policies and
procedures under Regulation NMS governing the
data feeds used by its execution system and routing
engine. Current policies state that those systems use
data provided by the network processors. In the
future, those systems will use data provided either
by the network processors or by proprietary feeds
offered by certain exchanges directly to vendors.
The determination of which data feed to utilize will
be the same as the determination made with respect
to the Feed. In other words, the Exchange execution
system, routing engine and Feed will each utilize
the same data for a given exchange although, as set
forth in footnote 5, the Feed does not contain all
information available to the execution system and
routing engine.
E:\FR\FM\07SEN1.SGM
07SEN1
emcdonald on DSK5VPTVN1PROD with NOTICES
55446
Federal Register / Vol. 76, No. 173 / Wednesday, September 7, 2011 / Notices
once made, will be valid until such time
as the away exchange stops
disseminating the proprietary data feed
in a manner that meets BX’s objective
criteria (for example, when that
exchange experiences operational
difficulties that reduce the reliability
and speed of its proprietary data feed).
For exchanges that do not disseminate
proprietary data feeds or whose
proprietary data feeds lack sufficient
reliability and speed, the Feed will
continue to reflect bids and offers
disseminated via the network processor
feeds.
Additionally, in a previous filing, the
Exchange noted that the Feed depicts
the Exchange’s view of the BBO for all
markets other than the Exchange.10 In
one narrow set of circumstances, the
Feed will show the BBO for all markets
including the Exchange. Specifically, an
order received by the Exchange that
improves the BBO will be reflected in
the Feed when three circumstances are
met: (1) The Exchange receives an order
marked by the entering member as any
visible bookable order that is not an IOC
and is an ‘‘Inter-market Sweep’’ (an
order known as a ‘‘Day ISO’’); (2) the
Day ISO order is priced higher than the
current Best Bid or lower than the
current Best Offer disseminated by the
network processor or applicable
exchange proprietary data feed; and (3)
the Day ISO represents the new best bid
or offer on the Exchange. In those
circumstances, the new best bid or offer
on the Exchange will be transmitted to
the network processor and then
reflected on the Feed (and the
Exchange’s other proprietary data feeds,
such as BX TotalView). As stated above,
the Feed does not show the market
center responsible (whether the
Exchange or an away market) for either
the Best Bid or Best Offer reflected on
the Feed.
These modifications to the Feed will
enhance market transparency and foster
competition among orders and markets.
Member firms may use the Feed to more
accurately price their orders based on
the Exchange’s view of what the BBO is
at any point in time, including bids and
offers received via proprietary data
feeds which may not be reflected in the
official NBBO due to latencies inherent
in the NBBO’s dissemination. As a
consequence, member firms may more
accurately price their orders on the
Exchange, thereby avoiding price
adjustments by the Exchange based on
a quote that is no longer available.
Additionally, members can use the Feed
10 See Securities Exchange Act Release No. 61452
(Feb. 1, 2010), 75 F.R. (sic) 6232 (Feb. 8, 2010)
(filing SR–BX–2010–010).
VerDate Mar<15>2010
17:37 Sep 06, 2011
Jkt 223001
to price orders more aggressively to
narrow the NBBO and provide better
reference prices for investors.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the provisions of Section 6 of the Act,11
in general and with Sections 6(b)(5) of
the Act,12 in particular in that it is
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. The Exchange believes
that this proposal is in keeping with
those principles by enhancing
transparency through the dissemination
of the most accurate quotations data and
by clarifying its contents.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will result in
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act, as amended.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received from
Members, Participants, or Others
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A) of the Act 13 and Rule 19b–
4(f)(6) thereunder.14
11 15
U.S.C. 78f.
U.S.C. 78f(b)(5).
13 15 U.S.C. 78s(b)(3)(A).
14 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.
12 15
PO 00000
Frm 00102
Fmt 4703
Sfmt 4703
A proposed rule change filed
pursuant to Rule 19b–4(f)(6) under the
Act 15 normally does not become
operative for 30 days after the date of its
filing. However, Rule 19b–4(f)(6) 16
permits the Commission to designate a
shorter time if such action is consistent
with the protection of investors and the
public interest. The Exchange requests
that the Commission waive the 30-day
operative delay because it would permit
the Exchange to immediately provide
the new content of the BX MatchView
Feed to market participants. The
Commission believes that waiving the
30-day operative delay 17 is consistent
with the protection of investors and the
public interest and designates the
proposal operative upon filing.
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. If the
Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
change 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 (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–BX–2011–059 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–BX–2011–059. This file
number should be included on the
subject line if e-mail is used. To help the
Commission process and review your
15 17
CFR 240.19b–4(f)(6).
CFR 240.19b–4(f)(6).
17 For purposes only 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).
16 17
E:\FR\FM\07SEN1.SGM
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Federal Register / Vol. 76, No. 173 / Wednesday, September 7, 2011 / Notices
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room on official business
days between the hours of 10 a.m. and
3 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–BX–2011–059 and should
be submitted on or before September 28,
2011.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.18
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011–22775 Filed 9–6–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change to Extend the Compliance
Deadline for Qualification Pursuant to
Rule 3.6A
emcdonald on DSK5VPTVN1PROD with NOTICES
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (‘‘the
‘‘Act’’),1 notice is hereby given that on
August 23, 2011, Chicago Board Options
Exchange, Incorporated (‘‘CBOE’’ or the
‘‘Exchange’’) 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 CBOE. The Exchange has
designated this proposal as one
18 17
CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
17:37 Sep 06, 2011
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
Pursuant to the provisions of Section
19(b)(1) of the Securities Exchange Act
of 1934 (the ‘‘Act’’),4 the Exchange
proposes to extend the September 19,
2011 deadline to October 29, 2011 to
comply with its rules regarding
registration and qualification of
individual Trading Permit Holders and
individual associated persons.5 CBOE is
not proposing any textual changes to the
Rules of CBOE. The text of the proposed
rule change is available on the
Exchange’s Web site (https://
www.cboe.org/legal), at the Exchange’s
Office of the Secretary 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,
CBOE 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. CBOE 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, Proposed Rule
Change
1. Purpose
August 30, 2011.
VerDate Mar<15>2010
constituting a stated policy, practice, or
interpretation with respect to the
meaning, administration, or
enforcement of an existing rule under
Section 19((b)(3)(A)(i) of the Act,2 and
Rule 19b–4(f((1) 3 thereunder, which
renders the proposal effective upon
filing with the Commission. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
Jkt 223001
Pursuant to Rule 15b7–1,6
promulgated under the Exchange Act,7
‘‘No registered broker or dealer shall
2 15
U.S.C. 78s(b)(3)(A)(i).
CFR 19b–4(f)(1).
4 15 U.S.C. 78s(b)(1).
5 The Commission notes that the extension until
October 29, 2011 is an extension of the time to pass
the appropriate qualification exam. All individual
Trading Permit Holders and individual associated
persons not already registered in WebCRD were to
be registered as of January 11, 2011. See Securities
Exchange Act Release No. 63314 (November 12,
2010), 75 FR 70957 (November 19, 2010), at 70958.
6 17 CFR 240.15b7–1.
7 15 U.S.C. 78a et seq.
3 17
PO 00000
Frm 00103
Fmt 4703
Sfmt 4703
55447
effect any transaction in * * * any
security unless any natural person
associated with such broker or dealer
who effects or is involved in effecting
such transaction is registered or
approved in accordance with the
standards of training, experience,
competence, and other qualification
standards…established by the rules of
any national securities exchange…’’
CBOE Rule 3.6A sets forth the
requirements for registration and
qualification of individual Trading
Permit Holders and individual
associated persons. In response to a
request by the Division of Trading and
Markets at the Securities and Exchange
Commission (the ‘‘Commission’’ or
‘‘SEC’’), CBOE recently amended its
rules to expand its registration and
qualification requirements set forth in
CBOE Rule 3.6A to include individual
Trading Permit Holders and individual
associated persons that are engaged or to
be engaged in the securities business of
a Trading Permit Holder or TPH
organization.8 CBOE Rule 3.6A provides
that these individuals must be registered
with the Exchange in the category of
registration appropriate to the function
to be performed as prescribed by the
Exchange. Further, Rule 3.6A requires,
among other things, that an individual
Trading Permit Holder or individual
associated person submit an application
for registration and pass the appropriate
qualification examination before the
registration can become effective. The
revised requirements apply to both
CBOE and CBOE Stock Exchange
(‘‘CBSX’’) Trading Permit Holders and
their associated persons.
In conjunction with the registration
requirements established by SR–CBOE–
2010–084, three new qualification
examinations became available on June
20, 2011 in the Central Registration
Depository system (‘‘WebCRD’’), which
is operated by the Financial Industry
Regulatory Authority, Incorporated
(‘‘FINRA’’). These registration categories
include the following (the required
qualification examinations and
prerequisites, as applicable, associated
with each registration category are in
parentheses): PT—Proprietary Trader
(Series 56), CT—Proprietary Trader
Compliance Officer (Series 14, Series 56
prerequisite) and TP—Proprietary
Trader Principal (Series 24, Series 56
prerequisite). In the Approval Order for
SR–CBOE–2010–084, the SEC
established a deadline of August 12,
2011 for CBOE and CBSX individual
Trading Permit Holders and individual
8 See Securities Exchange Act Release No. 63314
(November 12, 2010), 75 FR 70957 (November 19,
2010) (SR–CBOE–2010–084).
E:\FR\FM\07SEN1.SGM
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Agencies
[Federal Register Volume 76, Number 173 (Wednesday, September 7, 2011)]
[Notices]
[Pages 55445-55447]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2011-22775]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-65226; File No. SR-BX-2011-059]
Self-Regulatory Organizations; NASDAQ OMX BX, Inc.; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change To Change
the Name of the BX Ouch BBO Feed to the BX MatchView Feed and To Modify
Its Contents
August 30, 2011.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act'') \1\, and Rule 19b-4 \2\ thereunder, notice is hereby given
that on August 25, 2011, NASDAQ OMX BX, Inc. (``BX'' 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, pursuant to Section 19(b)(1) of the Act \3\ and Rule
19b-4 thereunder,\4\ proposes to change the name of the BX Ouch BBO
Feed to the BX MatchView Feed (the ``Feed'') and to modify the contents
of the Feed in two ways. The Feed provides a view of how the Exchange
views the Best Bid and Offer (``BBO'') available from all market
centers for each individual security the Exchange trades.
---------------------------------------------------------------------------
\3\ 15 U.S.C. 78s(b)(1).
\4\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
The Exchange has filed this proposal under Rule 19b-4(f)(6) \5\
under the Act and BX has provided the Commission with the notice
required by Rule 19b-4(f)(6)(iii) under the Act.\6\
---------------------------------------------------------------------------
\5\ 17 CFR 240.19b-4(f)(6).
\6\ 17 CFR 240.19b-4(f)(6)(iii).
---------------------------------------------------------------------------
The text of the proposed rule change is available from BX's Web
site at https://nasdaqomxbx.cchwallstreet.com/NASDAQOMXBX/Filings/, at
BX's principal office, 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
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
This proposal regards the BX MatchView Feed (formerly known as the
BX Ouch BBO Feed), a data feed that represents the Exchange's view of
best bid and offer data received from all market centers. The Feed is
available to all Exchange members and market participants equally at no
charge, offering all participants transparent, real-time data
concerning the Exchange's view of the BBO data. The Exchange makes the
Feed available on a subscription basis to market participants that are
connected to the Exchange whether through extranets, direct connection,
or Internet-based virtual private networks.
Currently, the Feed reflects the Exchange's view of the BBO data,
at any given time, based on orders executed on the Exchange and updated
quote information from the network processors.\7\ The Feed contains the
following data elements: symbol, bid price, and ask price.\8\ Unlike
the BX TotalView feed, the MatchView feed does not contain information
about individual orders, either those residing within the Exchange
system or those executed or routed by the Exchange. Unlike the network
processor feeds containing the National Best Bid and Offer (``NBBO''),
the MatchView Feed does not identify either the market center quoting
the BBO or the size of the BBO quotes. It merely contains the symbol
and bid and offer prices.
---------------------------------------------------------------------------
\7\ The Feed will not reflect all information available to the
Exchange. Specifically, the Feed will exclude information about the
routing of orders to away exchanges. Thus, although the Exchange
execution system and routing engine will know when a bid or offer
from an away market is no longer available because the Exchange has
routed an order to the bid or offer, the Feed will not reflect such
routing activity.
\8\ The Feed also contains a time stamp and message type field
for reference.
---------------------------------------------------------------------------
The Exchange is modifying the inputs used for calculating the
prices reflected on the Feed. Currently, the Feed reflects bids and
offers contained on data feeds from the network processors, as well as
certain BX orders referenced below. In the future, the Feed will
continue to reflect these orders entered on the Exchange but rather
than reflect only individual exchange bids and offers received from the
network processors, the Feed will reflect individual exchange bids and
offers received either from the network processor or directly from an
exchange that disseminates bids and offers to vendors via a proprietary
data feed. The Exchange will reflect bids and offers from another
exchange's proprietary data feed only when the Exchange deems the
proprietary data feed to be sufficiently reliable and also faster than
the network processor.\9\
---------------------------------------------------------------------------
\9\ The Exchange is also changing its policies and procedures
under Regulation NMS governing the data feeds used by its execution
system and routing engine. Current policies state that those systems
use data provided by the network processors. In the future, those
systems will use data provided either by the network processors or
by proprietary feeds offered by certain exchanges directly to
vendors. The determination of which data feed to utilize will be the
same as the determination made with respect to the Feed. In other
words, the Exchange execution system, routing engine and Feed will
each utilize the same data for a given exchange although, as set
forth in footnote 5, the Feed does not contain all information
available to the execution system and routing engine.
---------------------------------------------------------------------------
This determination--whether to utilize bids and offers from the
network processor feed or from a direct proprietary data feed--will be
made by the Exchange on a market-by-market basis based upon objective
criteria about reliability and speed. The determination, once made,
will apply to all bids and offers from an exchange; it will not be made
on a stock-by-stock basis. Additionally, the determination,
[[Page 55446]]
once made, will be valid until such time as the away exchange stops
disseminating the proprietary data feed in a manner that meets BX's
objective criteria (for example, when that exchange experiences
operational difficulties that reduce the reliability and speed of its
proprietary data feed). For exchanges that do not disseminate
proprietary data feeds or whose proprietary data feeds lack sufficient
reliability and speed, the Feed will continue to reflect bids and
offers disseminated via the network processor feeds.
Additionally, in a previous filing, the Exchange noted that the
Feed depicts the Exchange's view of the BBO for all markets other than
the Exchange.\10\ In one narrow set of circumstances, the Feed will
show the BBO for all markets including the Exchange. Specifically, an
order received by the Exchange that improves the BBO will be reflected
in the Feed when three circumstances are met: (1) The Exchange receives
an order marked by the entering member as any visible bookable order
that is not an IOC and is an ``Inter-market Sweep'' (an order known as
a ``Day ISO''); (2) the Day ISO order is priced higher than the current
Best Bid or lower than the current Best Offer disseminated by the
network processor or applicable exchange proprietary data feed; and (3)
the Day ISO represents the new best bid or offer on the Exchange. In
those circumstances, the new best bid or offer on the Exchange will be
transmitted to the network processor and then reflected on the Feed
(and the Exchange's other proprietary data feeds, such as BX
TotalView). As stated above, the Feed does not show the market center
responsible (whether the Exchange or an away market) for either the
Best Bid or Best Offer reflected on the Feed.
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\10\ See Securities Exchange Act Release No. 61452 (Feb. 1,
2010), 75 F.R. (sic) 6232 (Feb. 8, 2010) (filing SR-BX-2010-010).
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These modifications to the Feed will enhance market transparency
and foster competition among orders and markets. Member firms may use
the Feed to more accurately price their orders based on the Exchange's
view of what the BBO is at any point in time, including bids and offers
received via proprietary data feeds which may not be reflected in the
official NBBO due to latencies inherent in the NBBO's dissemination. As
a consequence, member firms may more accurately price their orders on
the Exchange, thereby avoiding price adjustments by the Exchange based
on a quote that is no longer available. Additionally, members can use
the Feed to price orders more aggressively to narrow the NBBO and
provide better reference prices for investors.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the provisions of Section 6 of the Act,\11\ in general and with
Sections 6(b)(5) of the Act,\12\ in particular in that it is 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. The Exchange believes that
this proposal is in keeping with those principles by enhancing
transparency through the dissemination of the most accurate quotations
data and by clarifying its contents.
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\11\ 15 U.S.C. 78f.
\12\ 15 U.S.C. 78f(b)(5).
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
result in any burden on competition that is not necessary or
appropriate in furtherance of the purposes of the Act, as amended.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received from Members, Participants, or Others
No written comments were either solicited or received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change does not: (i)
Significantly affect the protection of investors or the public
interest; (ii) impose any significant burden on competition; and (iii)
become operative for 30 days from the date on which it was filed, or
such shorter time as the Commission may designate, it has become
effective pursuant to Section 19(b)(3)(A) of the Act \13\ and Rule 19b-
4(f)(6) thereunder.\14\
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\13\ 15 U.S.C. 78s(b)(3)(A).
\14\ 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.
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A proposed rule change filed pursuant to Rule 19b-4(f)(6) under the
Act \15\ normally does not become operative for 30 days after the date
of its filing. However, Rule 19b-4(f)(6) \16\ permits the Commission to
designate a shorter time if such action is consistent with the
protection of investors and the public interest. The Exchange requests
that the Commission waive the 30-day operative delay because it would
permit the Exchange to immediately provide the new content of the BX
MatchView Feed to market participants. The Commission believes that
waiving the 30-day operative delay \17\ is consistent with the
protection of investors and the public interest and designates the
proposal operative upon filing.
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\15\ 17 CFR 240.19b-4(f)(6).
\16\ 17 CFR 240.19b-4(f)(6).
\17\ For purposes only 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).
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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. If the Commission
takes such action, the Commission shall institute proceedings to
determine whether the proposed rule change 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 (https://www.sec.gov/rules/sro.shtml); or
Send an e-mail to rule-comments@sec.gov. Please include
File Number SR-BX-2011-059 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-BX-2011-059. This file
number should be included on the subject line if e-mail is used. To
help the Commission process and review your
[[Page 55447]]
comments more efficiently, please use only one method. The Commission
will post all comments on the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent
amendments, all written statements with respect to the proposed rule
change that are filed with the Commission, and all written
communications relating to the proposed rule change between the
Commission and any person, other than those that may be withheld from
the public in accordance with the provisions of 5 U.S.C. 552, will be
available for Web site viewing and printing in the Commission's Public
Reference Room on official business days between the hours of 10 a.m.
and 3 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-BX-2011-059 and should be
submitted on or before September 28, 2011.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\18\
Elizabeth M. Murphy,
Secretary.
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\18\ 17 CFR 200.30-3(a)(12).
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[FR Doc. 2011-22775 Filed 9-6-11; 8:45 am]
BILLING CODE 8011-01-P