In the Matter of NASDAQ OMX BX, Inc.: Order Denying NASDAQ OMX BX, Inc.'s Petition for Review of Division of Trading and Markets Suspension of and Institution of Proceedings by Delegated Authority of SR-BX-2011-046; Lifting the Automatic Stay; and Notice of Designation of a Longer Comment Period for the Proceedings, 66103-66105 [2011-27517]
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sroberts on DSK5SPTVN1PROD with NOTICES
Federal Register / Vol. 76, No. 206 / Tuesday, October 25, 2011 / Notices
preserve for a period of not less than six
years from the end of the fiscal year in
which any purchase in an Affiliated
Underwriting occurred, the first two
years in an easily accessible place, a
written record of each purchase of
securities in Affiliated Underwritings
once an investment by an Investing
Fund in the securities of the Fund
exceeds the limit of section
12(d)(1)(A)(i) of the Act, setting forth
from whom the securities were
acquired, the identity of the
underwriting syndicate’s members, the
terms of the purchase, and the
information or materials upon which
the Board’s determinations were made.
9. Before investing in a Fund in
excess of the limits in section
12(d)(1)(A), an Investing Fund will
execute a FOF Participation Agreement
with the Fund stating that their
respective boards of directors or trustees
and their investment advisers, or
Trustee and Sponsor, as applicable,
understand the terms and conditions of
the order, and agree to fulfill their
responsibilities under the order. At the
time of its investment in shares of a
Fund in excess of the limit in section
12(d)(1)(A)(i), an Investing Fund will
notify the Fund of the investment. At
such time, the Investing Fund will also
transmit to the Fund a list of the names
of each Investing Fund Affiliate and
Underwriting Affiliate. The Investing
Fund will notify the Fund of any
changes to the list as soon as reasonably
practicable after a change occurs. The
Fund and the Investing Fund will
maintain and preserve a copy of the
order, the FOF Participation Agreement,
and the list with any updated
information for the duration of the
investment and for a period of not less
than six years thereafter, the first two
years in an easily accessible place.
10. Before approving any advisory
contract under section 15 of the Act, the
board of directors or trustees of each
Investing Management Company,
including a majority of the disinterested
directors or trustees, will find that the
advisory fees charged under such
contract are based on services provided
that will be in addition to, rather than
duplicative of, the services provided
under the advisory contract(s) of any
Fund in which the Investing
Management Company may invest.
These findings and their basis will be
recorded fully in the minute books of
the appropriate Investing Management
Company.
11. Any sales charges and/or service
fees charged with respect to shares of an
Investing Fund will not exceed the
limits applicable to a fund of funds as
set forth in NASD Conduct Rule 2830.
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12. No Fund relying on this section
12(d)(1) relief will acquire securities of
any investment company or company
relying on section 3(c)(1) or 3(c)(7) of
the Act in excess of the limits contained
in section 12(d)(1)(A) of the Act, except
to the extent permitted by exemptive
relief from the Commission permitting
the Fund to purchase shares of other
investment companies for short-term
cash management purposes.
For the Commission, by the Division of
Investment Management, under delegated
authority.
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2011–27531 Filed 10–24–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
Sunshine Act Meeting
Notice is hereby given, pursuant to
the provisions of the Government in the
Sunshine Act, Public Law 94–409, that
the Securities and Exchange
Commission Advisory Committee on
Small and Emerging Companies will
hold an Open Meeting on Monday,
October 31, 2011, in the Multipurpose
Room, L–006. The meeting will begin at
9 a.m. and will be open to the public.
Seating will be on a first-come, firstserved basis. Doors will open at 8:30
a.m. Visitors will be subject to security
checks.
On October 7, 2011, the Commission
published notice of the Committee
meeting (Release No. 33–9266),
indicating that the meeting is open to
the public and inviting the public to
submit written comments to the
Committee. This Sunshine Act notice is
being issued because a majority of the
Commission may attend the meeting.
The agenda for the meeting includes
opening remarks, introduction of
Committee members, discussion of the
Committee’s agenda and organization,
and discussion of capital formation
issues relevant to small and emerging
companies.
For further information, please
contact the Office of the Secretary at
(202) 551–5400.
October 21, 2011.
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011–27750 Filed 10–21–11; 4:15 pm]
BILLING CODE 8011–01–P
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66103
SECURITIES AND EXCHANGE
COMMISSION
[Securities Exchange Act of 1934 Release
No. 65592; File No. SR–BX–2011–046]
In the Matter of NASDAQ OMX BX, Inc.:
Order Denying NASDAQ OMX BX,
Inc.’s Petition for Review of Division of
Trading and Markets Suspension of
and Institution of Proceedings by
Delegated Authority of SR–BX–2011–
046; Lifting the Automatic Stay; and
Notice of Designation of a Longer
Comment Period for the Proceedings
Before the Securities and Exchange
Commission October 19, 2011.
Pursuant to Rule 431(b)(2) of the
Rules of Practice,1 It is ordered that the
petition 2 of Boston Options Exchange
Group LLC, an options trading facility of
NASDAQ OMX BX, Inc., (‘‘BOX’’) for
review of the temporary suspension and
institution of proceedings by the
Division of Trading and Markets (the
‘‘Division’’) by delegated authority of
SR–BX–2011–046 3 is hereby denied. It
is further ordered that the automatic
stay of delegated action pursuant to
Rule 431(e) of the Rules of Practice 4 is
hereby lifted.
The Commission hereby is also
extending the length of the period for
market participants to submit comments
related to SR–BX–2011–046 until
November 17, 2011 and the length of the
period for submission of rebuttal
comments until December 14, 2011.
On July 15, 2011, NASDAQ OMX BX,
Inc. filed, pursuant to Section 19(b)(1) of
the Exchange Act 5 and Rule 19b–4
thereunder, 6 a proposed rule change
that amended the BOX Fee Schedule to
increase the credits and fees for certain
transactions in the BOX Price
Improvement Period (‘‘PIP’’).7
1 17
CFR 201.431(b)(2).
for Review of Action by Delegated
Authority from BOX, dated September 27, 2011
(‘‘BOX Petition’’).
3 See Securities Exchange Act Release No. 65330
(September 13, 2011), 76 FR 58065 (September 19,
2011) (‘‘Suspension Order’’).
4 17 CFR 201.431(e).
5 15 U.S.C. 78s(b)(1).
6 17 CFR 240.19b–4.
7 The PIP is a mechanism in which members
submit an agency order on behalf of a customer for
price improvement over the BOX BBO, paired with
a contra-order guaranteeing execution of the agency
order at or better than the NBBO. The contra-order
could be for the account of the member, or an order
solicited from someone else. The agency order is
exposed for a 1-second auction in which members
may submit competing interest at the same price or
better. The initiating member is guaranteed 40% of
the order (after public customers) at the final price
for the PIP order, assuming it is at the best price.
See Chapter V, Section 18 of the BOX Rules.
2 Petition
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66104
Federal Register / Vol. 76, No. 206 / Tuesday, October 25, 2011 / Notices
The Division, pursuant to delegated
authority,8 published BOX’s proposed
rule change for notice and comment on
August 3, 2011.9 The Commission
received four comment letters on the
proposal, three urging the Commission
to suspend the proposal and institute
proceedings, and one urging the
Commission not to take such action.10
BOX filed a response to comments.11 As
evidenced by these letters, market
participants have differing views on the
impact of the proposal and whether it is
consistent with the Act. In recognition
of the issues raised by commenters and
in view of the significant legal and
policy issues raised by the proposal, on
September 13, 2011, the Division,
pursuant to delegated authority,12
temporarily suspended BOX’s proposal
and simultaneously instituted
proceedings to determine whether to
approve or disapprove the proposal.13
In the Suspension Order, the Division,
pursuant to delegated authority, states
its belief that it is appropriate to
evaluate the effect of the proposed rule
change on competition among different
types of market participants and on
market quality, and that it intends to
assess whether the potential fee
disparity between BOX Participants
who initiate a PIP auction (‘‘PIP
Initiators’’) and BOX Participants who
respond to a PIP auction (‘‘PIP
Responders’’) is consistent with the
8 17
CFR 200.30–3(a)(12).
Securities Exchange Act Release No. 64981
(July 28, 2011), 76 FR 46858 (August 3, 2011).
10 See letters to Elizabeth Murphy, Secretary,
Commission, from John C. Nagel, Managing Director
and General Counsel, Citadel Securities LLC
(‘‘Citadel’’), dated August 12, 2011 (‘‘Citadel
Letter’’); Andrew Stevens, Legal Counsel, IMC
Financial Markets (‘‘IMC’’), dated August 15, 2011
(‘‘IMC Letter’’); Michael J. Simon, Secretary,
International Securities Exchange (‘‘ISE’’), dated
August 22, 2011 (‘‘ISE Letter’’), and Christopher
Nagy, Managing Director Order Strategy, TD
Ameritrade, Inc. (‘‘TD Ameritrade’’), dated
September 12, 2011 (‘‘TD Ameritrade Letter’’).
11 See letter to Elizabeth Murphy, Secretary,
Commission, from Anthony D. McCormick, Chief
Executive Officer, BOX, dated September 9, 2011
(‘‘BOX Letter’’). BOX filed its response to comments
on Friday, September 9, 2011, two business days
prior to the end of the 60 day period during which
the Commission could act to suspend the filing and
institute proceedings, and 16 days after the close of
the original comment period for the filing.
12 17 CFR 200.30–3(a)(57) and (58).
13 See Suspension Order, supra note 3. Section
19(b)(3)(C) of the Act, 15 U.S.C. 78s(b)(3)(C),
provides the statutory standard by which the
Commission may temporarily suspend an
immediately effective proposed rule change.
Specifically, Section 19(b)(3)(C) provides that the
Commission may take such action ‘‘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].’’ 15 U.S.C. 78s(b)(3)(C). If the
Commission temporarily suspends a rule change, it
must institute proceedings under Section
19(b)(2)(B) of the Act. See 15 U.S.C. 78s(b)(3)(C).
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9 See
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statutory requirements applicable to a
national securities exchange under the
Act,14 in particular the standards
requiring, among other things, that
exchange rules provide for the equitable
allocation of reasonable fees among
members, issuers, and other persons
using its facilities; not be designed to
permit unfair discrimination between
customers, issuers, brokers, or dealers;
and do not impose any burden on
competition not necessary or
appropriate in furtherance of the
purposes of the Exchange Act.15 The
Suspension Order finds that it is
appropriate in the public interest, for
the protection of investors, and
otherwise in furtherance of the purposes
of the Act to temporarily suspend the
proposed rule change and that it is
appropriate in the public interest to
institute disapproval proceedings in
view of the significant legal and policy
issues raised by the proposal.16
On September 20, 2011, BOX filed a
notice of intention to petition for review
from BOX stating that, pursuant to the
Commission Rule of Practice 430(b),17
BOX appeals to the Commission the
Division’s action to institute
proceedings by delegated authority.
Pursuant to Rule of Practice 431(e), a
notice of intention to petition for review
results in an automatic stay of the action
by delegated authority.18 On September
27, 2011, BOX filed a petition to review
the Division’s action by delegated
authority instituting proceedings to
determine whether to approve or
disapprove the filing.19
In considering whether to accept or
reject the BOX Petition, Rule 411(b)(2)
of the Rules of Practice 20 requires that
the Commission determine whether:
(i) A prejudicial error was committed
by the Division in the conduct of the
proceeding; or
(ii) The Division’s decision embodies:
(A) A finding or conclusion of
material fact that is clearly erroneous; or
14 See Suspension Order, supra note 3, at 58067.
Under the proposed rule change, the Exchange
would charge both the PIP Initiator and the PIP
Responder the same fee for executing an order in
the PIP. However, if the PIP Initiator also submits
the agency order into the PIP, the PIP Initiator
receives the rebate paid to the agency order that is
auctioned in the PIP. As a result, if the fee the PIP
Initiator pays is aggregated with the rebate the PIP
Initiator receives for the agency order (i.e., a ‘‘net’’
fee), the PIP Initiator would pay a lower net fee
compared to PIP Responders. The disparity between
the net fees charged to a PIP Initiator and those
charged to a PIP Responder could be as high at
$0.90 per contract. See id. at 58066–58067.
15 See id. at 58067.
16 See id.
17 17 CFR 201.430(b).
18 17 CFR 201.431(e).
19 See BOX Petition, supra note 2.
20 17 CFR 201.411(b)(2).
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(B) A conclusion of law that is
erroneous; or
(C) An exercise of discretion or
decision of law or policy that is
important and that the Commission
should review.
For the reasons discussed below, the
Commission finds that BOX has not
made a reasonable showing that the
Division committed a prejudicial error
or that the Division’s delegated action
involved an error of fact or law that
would provide an appropriate basis for
Commission review.
First, the BOX Petition does not allege
that the Division committed any
prejudicial error in the conduct of the
proceedings, including the decision to
temporarily suspend and institute
proceedings to determine whether to
approve or disapprove the proposal. The
Commission recognizes the issues raised
as to the impact of the fee change and
the differing views of market
participants outlined in the comments
received. The Division’s action through
the Suspension Order provides an
opportunity for the Commission to
receive more focused comment and data
on the issues raised, as well as an
opportunity for the Commission to more
fully assess the issues raised and
whether the filing is consistent with the
Act. Based on the proposed rule change
as filed, the comments received, and
BOX’s response to comments, the
Commission finds that the Division
acted appropriately in finding that it is
appropriate in the public interest, for
the protection of investors, and
otherwise in furtherance of the purposes
of the Act to temporarily suspend the
filing.21 Accordingly, the Commission
finds that the Division did not commit
any prejudicial error in temporarily
suspending and instituting proceedings
with respect to BOX’s proposed rule
change.
Second, the Division’s action to
suspend the filing and institute
proceedings is an interim step in the
Commission’s consideration of
substantive issues raised by the filing,
and one that did not embody a finding
of material fact. The Suspension Order
therefore is incapable of embodying a
finding or conclusion of material fact
that is erroneous. Although BOX notes
that it provided the Division with data
relating to six weeks of trading in the
BOX PIP that BOX believes supports a
finding that its fees are consistent with
21 Pursuant to the provisions of Section
19(b)(3)(C) of the Act, the Commission must
institute proceedings to determine whether to
approve or disapprove an immediately effective
rule change if it suspends such rule change. See 15
U.S.C. 78s(b)(3)(C).
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Federal Register / Vol. 76, No. 206 / Tuesday, October 25, 2011 / Notices
sroberts on DSK5SPTVN1PROD with NOTICES
the Act,22 the Division also received
data from a commenter purporting to
show a decline in average price
improvement and average percentage of
contracts price improved in the PIP.23
The Suspension Order states that the
Commission has not reached any
conclusions with respect to the issues
involved.24 To the contrary, the
Suspension Order seeks additional
comment and data with respect to the
issues raised by the filing,25 and the
institution of proceedings will provide
the Commission the opportunity to
more fully assess the issues raised,
including a further assessment of the
facts underlying the issues.
Third, the Division’s action pursuant
to delegated authority to suspend the
filing and institute proceedings is an
interim step that does not involve a
conclusion of law that is clearly
erroneous. The Suspension Order states
that the Commission has not reached
any conclusions with respect to the
issues involved,26 and no finding as to
whether the proposed rule change is
consistent with the Act was made in the
Suspension Order. To the contrary, the
Suspension Order seeks additional
comment and data with respect to the
issues raised by the filing, which will
help the Commission further assess the
proposed rule change and inform its
ultimate decision as to whether the
proposed rule change is consistent with
the Act. Based on the proposed rule
change as filed, the comments received,
and BOX’s response to comments, the
Commission finds that the Division
acted appropriately in finding that it is
appropriate in the public interest, for
the protection of investors, and
otherwise in furtherance of the purposes
of the Act to temporarily suspend the
filing.27
Fourth, the BOX Petition does not
specifically allege that the Division’s
action pursuant to delegated authority
was an exercise of discretion or decision
of law or policy that is important and
that the Commission should review
pursuant to the standard of Rule
431(b)(2). For purposes of determining
whether to grant de novo review of the
Division’s exercise of delegated
authority with respect to the Suspension
22 The Division noted this data in the Suspension
Order. See Suspension Order, supra note 3, at
58067.
23 See Citadel Letter, supra note 10, at 3.
24 See Suspension Order, supra note 3, at 58067.
25 See id. at 58067–68.
26 See id. at 58067.
27 Pursuant to the provisions of Section
19(b)(3)(C) of the Act, the Commission must
institute proceedings to determine whether to
approve or disapprove an immediately effective
rule change if it suspends such rule change. See 15
U.S.C. 78s(b)(3)(C).
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Order, the Commission does not believe
that the act of suspending and
instituting proceedings in this filing
embodies an exercise of discretion or a
decision of law or policy that is
important and that the Commission
should review. The Commission
believes that the Division acted
appropriately, based on the record, in
determining that the underlying BOX
proposed rule change does merit
additional opportunity for comment and
Commission consideration. The
Division’s Suspension Order is the
proper statutory mechanism to
commence that process and conduct
such review.
Finally, in its petition, BOX requests,
if the Commission does determine to
institute proceedings to determine
whether to approve or disapprove the
proposal, that the Commission not stay
the effectiveness of the PIP fee during
the course of the proceedings.28 BOX
notes its belief that the proposed fees
allow it to compete with larger options
exchanges that charge payment for order
flow fees that, in BOX’s view, are
substantially similar to the proposed
fees and that suspension of the fees
would cause unfair harm to BOX.29
However, under Section 19(b)(3)(C) of
the Act,30 the Commission cannot
institute proceedings to determine
whether to approve or disapprove an
immediately effective rule change
unless it first suspends the rule change.
The Commission does not find a
sufficient basis in the BOX Petition to
diverge from the process contemplated
in the statute in this case by lifting the
suspension of the BOX PIP fee while it
conducts the proceedings to determine
whether to approve or disapprove
BOX’s proposed rule change.
Importantly, commenters have raised
material concerns (including one who
presented supporting data) that call into
question whether BOX’s proposal
unduly burdens competition and
whether it is consistent with the Act.
Among other things, the Commission
will consider these issues, as well as
BOX’s assertion that its proposed fees
are comparable to fees in effect at other
options exchanges, during the conduct
of the proceedings on BOX’s proposal.
By the Commission.
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011–27517 Filed 10–24–11; 8:45 am]
BILLING CODE 8011–01–P
BOX Petition, supra note 2, at 10.
id. at 9–10.
30 See 15 U.S.C. 78s(b)(3)(C).
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–65590; File No. SR–
NYSEAmex–2011–80]
Self-Regulatory Organizations; NYSE
Amex LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change to Retire a Pilot Program
and Harmonize the Exchange’s rules
Regarding Listing Expirations with the
Existing Rules of Other Exchanges
October 19, 2011.
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 October
13, 2011, NYSE Amex LLC (the
‘‘Exchange’’ or ‘‘NYSE Amex’’) filed
with the Securities and Exchange
Commission (the ‘‘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 proposes to amend
NYSE Amex Options Rule 903 (Series of
Options Open for Trading) and
Commentary .11 thereto to retire a pilot
program and harmonize the Exchange’s
rules regarding listing expirations with
the existing rules of other exchanges.
The text of the proposed rule change is
available at the Exchange, at https://
www.nyse.com, at the Commission’s
Public Reference Room, and at the
Commission’s Web site at https://
www.sec.gov.
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.
28 See
29 See
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66105
1 15
2 17
E:\FR\FM\25OCN1.SGM
U.S.C.78s(b)(1).
CFR 240.19b–4.
25OCN1
Agencies
[Federal Register Volume 76, Number 206 (Tuesday, October 25, 2011)]
[Notices]
[Pages 66103-66105]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2011-27517]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Securities Exchange Act of 1934 Release No. 65592; File No. SR-BX-
2011-046]
In the Matter of NASDAQ OMX BX, Inc.: Order Denying NASDAQ OMX
BX, Inc.'s Petition for Review of Division of Trading and Markets
Suspension of and Institution of Proceedings by Delegated Authority of
SR-BX-2011-046; Lifting the Automatic Stay; and Notice of Designation
of a Longer Comment Period for the Proceedings
Before the Securities and Exchange Commission October 19, 2011.
Pursuant to Rule 431(b)(2) of the Rules of Practice,\1\ It is
ordered that the petition \2\ of Boston Options Exchange Group LLC, an
options trading facility of NASDAQ OMX BX, Inc., (``BOX'') for review
of the temporary suspension and institution of proceedings by the
Division of Trading and Markets (the ``Division'') by delegated
authority of SR-BX-2011-046 \3\ is hereby denied. It is further ordered
that the automatic stay of delegated action pursuant to Rule 431(e) of
the Rules of Practice \4\ is hereby lifted.
---------------------------------------------------------------------------
\1\ 17 CFR 201.431(b)(2).
\2\ Petition for Review of Action by Delegated Authority from
BOX, dated September 27, 2011 (``BOX Petition'').
\3\ See Securities Exchange Act Release No. 65330 (September 13,
2011), 76 FR 58065 (September 19, 2011) (``Suspension Order'').
\4\ 17 CFR 201.431(e).
---------------------------------------------------------------------------
The Commission hereby is also extending the length of the period
for market participants to submit comments related to SR-BX-2011-046
until November 17, 2011 and the length of the period for submission of
rebuttal comments until December 14, 2011.
On July 15, 2011, NASDAQ OMX BX, Inc. filed, pursuant to Section
19(b)(1) of the Exchange Act \5\ and Rule 19b-4 thereunder, \6\ a
proposed rule change that amended the BOX Fee Schedule to increase the
credits and fees for certain transactions in the BOX Price Improvement
Period (``PIP'').\7\
---------------------------------------------------------------------------
\5\ 15 U.S.C. 78s(b)(1).
\6\ 17 CFR 240.19b-4.
\7\ The PIP is a mechanism in which members submit an agency
order on behalf of a customer for price improvement over the BOX
BBO, paired with a contra-order guaranteeing execution of the agency
order at or better than the NBBO. The contra-order could be for the
account of the member, or an order solicited from someone else. The
agency order is exposed for a 1-second auction in which members may
submit competing interest at the same price or better. The
initiating member is guaranteed 40% of the order (after public
customers) at the final price for the PIP order, assuming it is at
the best price. See Chapter V, Section 18 of the BOX Rules.
---------------------------------------------------------------------------
[[Page 66104]]
The Division, pursuant to delegated authority,\8\ published BOX's
proposed rule change for notice and comment on August 3, 2011.\9\ The
Commission received four comment letters on the proposal, three urging
the Commission to suspend the proposal and institute proceedings, and
one urging the Commission not to take such action.\10\ BOX filed a
response to comments.\11\ As evidenced by these letters, market
participants have differing views on the impact of the proposal and
whether it is consistent with the Act. In recognition of the issues
raised by commenters and in view of the significant legal and policy
issues raised by the proposal, on September 13, 2011, the Division,
pursuant to delegated authority,\12\ temporarily suspended BOX's
proposal and simultaneously instituted proceedings to determine whether
to approve or disapprove the proposal.\13\
---------------------------------------------------------------------------
\8\ 17 CFR 200.30-3(a)(12).
\9\ See Securities Exchange Act Release No. 64981 (July 28,
2011), 76 FR 46858 (August 3, 2011).
\10\ See letters to Elizabeth Murphy, Secretary, Commission,
from John C. Nagel, Managing Director and General Counsel, Citadel
Securities LLC (``Citadel''), dated August 12, 2011 (``Citadel
Letter''); Andrew Stevens, Legal Counsel, IMC Financial Markets
(``IMC''), dated August 15, 2011 (``IMC Letter''); Michael J. Simon,
Secretary, International Securities Exchange (``ISE''), dated August
22, 2011 (``ISE Letter''), and Christopher Nagy, Managing Director
Order Strategy, TD Ameritrade, Inc. (``TD Ameritrade''), dated
September 12, 2011 (``TD Ameritrade Letter'').
\11\ See letter to Elizabeth Murphy, Secretary, Commission, from
Anthony D. McCormick, Chief Executive Officer, BOX, dated September
9, 2011 (``BOX Letter''). BOX filed its response to comments on
Friday, September 9, 2011, two business days prior to the end of the
60 day period during which the Commission could act to suspend the
filing and institute proceedings, and 16 days after the close of the
original comment period for the filing.
\12\ 17 CFR 200.30-3(a)(57) and (58).
\13\ See Suspension Order, supra note 3. Section 19(b)(3)(C) of
the Act, 15 U.S.C. 78s(b)(3)(C), provides the statutory standard by
which the Commission may temporarily suspend an immediately
effective proposed rule change. Specifically, Section 19(b)(3)(C)
provides that the Commission may take such action ``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].'' 15 U.S.C. 78s(b)(3)(C).
If the Commission temporarily suspends a rule change, it must
institute proceedings under Section 19(b)(2)(B) of the Act. See 15
U.S.C. 78s(b)(3)(C).
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In the Suspension Order, the Division, pursuant to delegated
authority, states its belief that it is appropriate to evaluate the
effect of the proposed rule change on competition among different types
of market participants and on market quality, and that it intends to
assess whether the potential fee disparity between BOX Participants who
initiate a PIP auction (``PIP Initiators'') and BOX Participants who
respond to a PIP auction (``PIP Responders'') is consistent with the
statutory requirements applicable to a national securities exchange
under the Act,\14\ in particular the standards requiring, among other
things, that exchange rules provide for the equitable allocation of
reasonable fees among members, issuers, and other persons using its
facilities; not be designed to permit unfair discrimination between
customers, issuers, brokers, or dealers; and do not impose any burden
on competition not necessary or appropriate in furtherance of the
purposes of the Exchange Act.\15\ The Suspension Order finds that it is
appropriate in the public interest, for the protection of investors,
and otherwise in furtherance of the purposes of the Act to temporarily
suspend the proposed rule change and that it is appropriate in the
public interest to institute disapproval proceedings in view of the
significant legal and policy issues raised by the proposal.\16\
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\14\ See Suspension Order, supra note 3, at 58067. Under the
proposed rule change, the Exchange would charge both the PIP
Initiator and the PIP Responder the same fee for executing an order
in the PIP. However, if the PIP Initiator also submits the agency
order into the PIP, the PIP Initiator receives the rebate paid to
the agency order that is auctioned in the PIP. As a result, if the
fee the PIP Initiator pays is aggregated with the rebate the PIP
Initiator receives for the agency order (i.e., a ``net'' fee), the
PIP Initiator would pay a lower net fee compared to PIP Responders.
The disparity between the net fees charged to a PIP Initiator and
those charged to a PIP Responder could be as high at $0.90 per
contract. See id. at 58066-58067.
\15\ See id. at 58067.
\16\ See id.
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On September 20, 2011, BOX filed a notice of intention to petition
for review from BOX stating that, pursuant to the Commission Rule of
Practice 430(b),\17\ BOX appeals to the Commission the Division's
action to institute proceedings by delegated authority. Pursuant to
Rule of Practice 431(e), a notice of intention to petition for review
results in an automatic stay of the action by delegated authority.\18\
On September 27, 2011, BOX filed a petition to review the Division's
action by delegated authority instituting proceedings to determine
whether to approve or disapprove the filing.\19\
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\17\ 17 CFR 201.430(b).
\18\ 17 CFR 201.431(e).
\19\ See BOX Petition, supra note 2.
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In considering whether to accept or reject the BOX Petition, Rule
411(b)(2) of the Rules of Practice \20\ requires that the Commission
determine whether:
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\20\ 17 CFR 201.411(b)(2).
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(i) A prejudicial error was committed by the Division in the
conduct of the proceeding; or
(ii) The Division's decision embodies:
(A) A finding or conclusion of material fact that is clearly
erroneous; or
(B) A conclusion of law that is erroneous; or
(C) An exercise of discretion or decision of law or policy that is
important and that the Commission should review.
For the reasons discussed below, the Commission finds that BOX has
not made a reasonable showing that the Division committed a prejudicial
error or that the Division's delegated action involved an error of fact
or law that would provide an appropriate basis for Commission review.
First, the BOX Petition does not allege that the Division committed
any prejudicial error in the conduct of the proceedings, including the
decision to temporarily suspend and institute proceedings to determine
whether to approve or disapprove the proposal. The Commission
recognizes the issues raised as to the impact of the fee change and the
differing views of market participants outlined in the comments
received. The Division's action through the Suspension Order provides
an opportunity for the Commission to receive more focused comment and
data on the issues raised, as well as an opportunity for the Commission
to more fully assess the issues raised and whether the filing is
consistent with the Act. Based on the proposed rule change as filed,
the comments received, and BOX's response to comments, the Commission
finds that the Division acted appropriately in finding that it is
appropriate in the public interest, for the protection of investors,
and otherwise in furtherance of the purposes of the Act to temporarily
suspend the filing.\21\ Accordingly, the Commission finds that the
Division did not commit any prejudicial error in temporarily suspending
and instituting proceedings with respect to BOX's proposed rule change.
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\21\ Pursuant to the provisions of Section 19(b)(3)(C) of the
Act, the Commission must institute proceedings to determine whether
to approve or disapprove an immediately effective rule change if it
suspends such rule change. See 15 U.S.C. 78s(b)(3)(C).
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Second, the Division's action to suspend the filing and institute
proceedings is an interim step in the Commission's consideration of
substantive issues raised by the filing, and one that did not embody a
finding of material fact. The Suspension Order therefore is incapable
of embodying a finding or conclusion of material fact that is
erroneous. Although BOX notes that it provided the Division with data
relating to six weeks of trading in the BOX PIP that BOX believes
supports a finding that its fees are consistent with
[[Page 66105]]
the Act,\22\ the Division also received data from a commenter
purporting to show a decline in average price improvement and average
percentage of contracts price improved in the PIP.\23\ The Suspension
Order states that the Commission has not reached any conclusions with
respect to the issues involved.\24\ To the contrary, the Suspension
Order seeks additional comment and data with respect to the issues
raised by the filing,\25\ and the institution of proceedings will
provide the Commission the opportunity to more fully assess the issues
raised, including a further assessment of the facts underlying the
issues.
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\22\ The Division noted this data in the Suspension Order. See
Suspension Order, supra note 3, at 58067.
\23\ See Citadel Letter, supra note 10, at 3.
\24\ See Suspension Order, supra note 3, at 58067.
\25\ See id. at 58067-68.
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Third, the Division's action pursuant to delegated authority to
suspend the filing and institute proceedings is an interim step that
does not involve a conclusion of law that is clearly erroneous. The
Suspension Order states that the Commission has not reached any
conclusions with respect to the issues involved,\26\ and no finding as
to whether the proposed rule change is consistent with the Act was made
in the Suspension Order. To the contrary, the Suspension Order seeks
additional comment and data with respect to the issues raised by the
filing, which will help the Commission further assess the proposed rule
change and inform its ultimate decision as to whether the proposed rule
change is consistent with the Act. Based on the proposed rule change as
filed, the comments received, and BOX's response to comments, the
Commission finds that the Division acted appropriately in finding that
it is appropriate in the public interest, for the protection of
investors, and otherwise in furtherance of the purposes of the Act to
temporarily suspend the filing.\27\
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\26\ See id. at 58067.
\27\ Pursuant to the provisions of Section 19(b)(3)(C) of the
Act, the Commission must institute proceedings to determine whether
to approve or disapprove an immediately effective rule change if it
suspends such rule change. See 15 U.S.C. 78s(b)(3)(C).
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Fourth, the BOX Petition does not specifically allege that the
Division's action pursuant to delegated authority was an exercise of
discretion or decision of law or policy that is important and that the
Commission should review pursuant to the standard of Rule 431(b)(2).
For purposes of determining whether to grant de novo review of the
Division's exercise of delegated authority with respect to the
Suspension Order, the Commission does not believe that the act of
suspending and instituting proceedings in this filing embodies an
exercise of discretion or a decision of law or policy that is important
and that the Commission should review. The Commission believes that the
Division acted appropriately, based on the record, in determining that
the underlying BOX proposed rule change does merit additional
opportunity for comment and Commission consideration. The Division's
Suspension Order is the proper statutory mechanism to commence that
process and conduct such review.
Finally, in its petition, BOX requests, if the Commission does
determine to institute proceedings to determine whether to approve or
disapprove the proposal, that the Commission not stay the effectiveness
of the PIP fee during the course of the proceedings.\28\ BOX notes its
belief that the proposed fees allow it to compete with larger options
exchanges that charge payment for order flow fees that, in BOX's view,
are substantially similar to the proposed fees and that suspension of
the fees would cause unfair harm to BOX.\29\ However, under Section
19(b)(3)(C) of the Act,\30\ the Commission cannot institute proceedings
to determine whether to approve or disapprove an immediately effective
rule change unless it first suspends the rule change. The Commission
does not find a sufficient basis in the BOX Petition to diverge from
the process contemplated in the statute in this case by lifting the
suspension of the BOX PIP fee while it conducts the proceedings to
determine whether to approve or disapprove BOX's proposed rule change.
Importantly, commenters have raised material concerns (including one
who presented supporting data) that call into question whether BOX's
proposal unduly burdens competition and whether it is consistent with
the Act. Among other things, the Commission will consider these issues,
as well as BOX's assertion that its proposed fees are comparable to
fees in effect at other options exchanges, during the conduct of the
proceedings on BOX's proposal.
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\28\ See BOX Petition, supra note 2, at 10.
\29\ See id. at 9-10.
\30\ See 15 U.S.C. 78s(b)(3)(C).
By the Commission.
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011-27517 Filed 10-24-11; 8:45 am]
BILLING CODE 8011-01-P