Self-Regulatory Organizations; NASDAQ OMX BX; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Identify the Proprietary Data Feed of BOX Market Information That BOX Makes Available to Its Options Participants at No Charge, 14845-14847 [2012-6033]
Download as PDF
Federal Register / Vol. 77, No. 49 / Tuesday, March 13, 2012 / Notices
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rulecomments@sec.gov. Please include File
Number SR–BX–2012–016 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.
mstockstill on DSK4VPTVN1PROD with NOTICES
All submissions should refer to File
Number SR–BX–2012–016. 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 (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, 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 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–
2012–016 and should be submitted on
or before April 3, 2012.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.8
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–6032 Filed 3–12–12; 8:45 am]
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–66526); File No. SR–BX–
2012–017]
Self-Regulatory Organizations;
NASDAQ OMX BX; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change To Identify the
Proprietary Data Feed of BOX Market
Information That BOX Makes Available
to Its Options Participants at No
Charge
March 7, 2012.
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 March 2,
2012, NASDAQ OMX BX (the
‘‘Exchange’’) 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 Exchange has
designated the proposed rule change as
constituting a non-controversial rule
change under Rule 19b–4(f)(6) under the
Act,3 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.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
Trading Rules of the Boston Options
Exchange Group, LLC (‘‘BOX’’) to
identify the proprietary data feed of
BOX market information that BOX
makes available to its Options
Participants at no charge. The text of the
proposed rule change is available from
the principal office of the Exchange, at
the Commission’s Public Reference
Room and also on the Exchange’s
Internet Web site at https://
nasdaqomxbx.cchwallstreet.com/
NASDAQOMXBX/Filings/.
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
BILLING CODE 8011–01–P
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 17 CFR 240.19b–4(f)(6).
2 17
8 17
CFR 200.30–3(a)(12).
VerDate Mar<15>2010
18:29 Mar 12, 2012
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PO 00000
Frm 00122
Fmt 4703
14845
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in Sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange is proposing to amend
subsection 16(a) to Chapter V of the
BOX Trading Rules to specify the name
and content of the BOX market trading
data feed containing information that
BOX makes available to BOX Options
Participants without charge and to
restructure the current subsection to
provide more clarity.
BOX provides the BOX High Speed
Vendor Feed (‘‘HSVF’’) as an alternative
for BOX Options Participants to receive
BOX market data directly from BOX
rather than via a commercial data
vendor (which receives data from the
Options Price Reporting Authority
(‘‘OPRA’’)). The HSVF is available to all
BOX Participants.
Current subsection 16(a)ii will be
removed and replaced with language
which specifies that the HSVF contains
the following information:
(1) Trades and trade cancellation
information;
(2) Best-ranked price level to buy and
the best ranked price level to sell;
(3) Instrument summaries (including
information such as high, low, and last
trade price and traded volume);
(4) The five best limit prices for each
option instrument;
(5) Request for Quote messages (see
Chapter I, Section 1(a)(58), Chapter V,
Section 9(h) and Chapter VI, Section
6); 4
(6) PIP Order, Improvement Order and
Block Trade Order (Facilitation and
Solicitation) information (as set forth in
Sections 18 and 31 of Chapter V of the
BOX Rules, respectively);
(7) Orders exposed at NBBO (as set
forth in Chapter V, Section 16(b)iii and
Chapter VI, Section 5(c)iii of the BOX
Rules, respectively); 5
4 RFQ messages are defined in Chapter I, Section
1(a)(58); Chapter V, Section 9(h) provides that the
Market Regulation Center may send an RFQ to aid
in the opening under certain conditions; and
Chapter VI, Section 6 requires a market maker to
post a valid two-sided quote that meets certain size
and spread requirements within 3 seconds of
receiving any RFQ message or when called up on
to submit a quote by an Options Official.
5 See Chapter V, Section 16(b)iii, providing that
where an order is received which is executable
against the NBBO and there is not a quote on BOX
that is equal to the NBBO, that the order is exposed
on the BOX Book at the NBBO for a period of one
Continued
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14846
Federal Register / Vol. 77, No. 49 / Tuesday, March 13, 2012 / Notices
mstockstill on DSK4VPTVN1PROD with NOTICES
(8) Instrument dictionary (e.g. strike
price, expiration date, underlying
symbol, price threshold, and minimum
trading increment for instruments
traded on BOX);
(9) Options class and instrument
status change notices (e.g., whether an
instrument or class is in pre-opening,
continuous trading, closed, halted, or
whether prohibited from trading); and
(10) Options class opening time.
The proposed change identifies the
BOX proprietary data feed containing
market information that BOX makes
available to its Options Participants and
sets forth in the BOX Rules that the
HSVF is provided at no charge.6 As will
be set forth in more detail below, all
orders and executions displayed
through the HSVF are anonymous and
do not contain the identity of the party
submitting the order.
The Exchange also proposes to
restructure subsection 16(a).
Specifically, the Exchange proposes to
remove the introductory language to
16(a). The current introductory language
of subsection 16(a) does not fully
describe the entire subsection. The
removal of ‘‘Order Ranking and
Display’’ should eliminate any potential
for confusion regarding information that
is set forth in that subsection. In
addition, as proposed, the new first
sentence sets forth that the rules
regarding the manner in which BOX
displays market information are
provided in subsection (a)ii. The current
language modifies current subsection
16(a)ii, and provides, that except as
provided for in Section 18 (the Price
Improvement Period), BOX shall display
all non-marketable Limit Orders in a
manner described below. This language
is no longer applicable, because, as
previously described, proposed
subsection (a)ii completely replaces
current subsection 16(a)ii and will now
set forth the content of the HSVF in this
portion of the rule. A reference to
subsection (a)iii is being provided to
add more clarity to the introductory
paragraph. The language referencing
that the information is being displayed
second. If the order is not executed during the one
second exposure period, then the order is either
routed or cancelled. See also Chapter VI, Section
5(c)iii setting forth, among other matters, the rules
regarding exposure within the Directed Order
process.
6 As noted, BOX does not charge any fee directly
for the HSVF. BOX does charge an initial setup fee,
and a monthly maintenance fee, for physical
connections to BOX, as set forth in Section 5.a., of
the BOX Fee Schedule. A physical connection
enables Participants to submit quotes or orders to
BOX, and receive the HSVF if they choose. All BOX
Market Makers must accept the HSVF. However,
BOX Order Flow Providers are not obligated to
accept the HSVF.
VerDate Mar<15>2010
18:29 Mar 12, 2012
Jkt 226001
on an anonymous basis is being
removed, as it is duplicative and can be
found in Chapter V, Section 14(e) which
provides that, ‘‘[t]he identity of Options
Participants who submit orders to the
Trading Host will remain anonymous to
market participants at all times, except
orders submitted through the Directed
Order process, during error resolution or
through the normal clearing process as
set forth in Chapter V, Section 16(a)(vi)
of these Rules.’’ Finally, a reference to
Rule 11Ac–1 is being replaced with a
reference to Rule 602. Rule 11Ac–1 was
re-designated as Rule 602 as part of the
adoption of Regulation NMS.
2. Statutory Basis
The Exchange believes that this
proposed rule change is consistent with
Section 6(b) of the Securities Exchange
Act of 1934 (‘‘Act’’),7 in general, and
furthers the objectives of Section 6(b)(5)
of the Act, 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
facilitating transactions in securities,
and to remove impediments to and
perfect the mechanisms of a free and
open market and a national market
system, and, in general, to protect
investors and the public interest.
In adopting Regulation NMS, the
Commission granted self-regulatory
organizations and broker-dealers
increased authority and flexibility to
offer new and unique market data to the
public. It was believed that this
authority would expand the amount of
data available to consumers, and also
spur innovation and competition for the
provision of market data. The Exchange
believes that the proposal is in keeping
with those principles by promoting
increased transparency through the
dissemination of more useful
proprietary data and also by clarifying
its availability to market participants.
Additionally, the Exchange is making
a voluntary decision to make this data
available, unlike the best bid and offer
which must be made available under the
Act. The Exchange chooses to make the
data available as proposed in order to
improve market quality, to attract order
flow, and to increase transparency.
Once this proposed change becomes
effective, the Exchange will continue
making the data available until such
time as the Exchange changes its rule.
7 15
PO 00000
U.S.C. 78f(b).
Frm 00123
Fmt 4703
Sfmt 4703
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.
To the contrary, offering a voluntary and
free data feed promotes competition
among trading platforms by advertising
available trading interest and enabling
BOX to attract additional liquidity.
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 significantly affect the
protection of investors or the public
interest, does not impose any significant
burden on competition, and, by its
terms, does not 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 8 and Rule 19b–
4(f)(6) thereunder.9
The Exchange has requested that the
Commission waive the 30-day operative
delay to allow the Exchange to continue
to provide the HSVF that it already
makes freely available and on a
voluntary basis. The Commission
believes that waiver of the operative
delay is consistent with the protection
of investors and the public interest
because the proposal is designed to
promote increased transprancy through
the dissemination of proprietary data.10
Therefore, the Commission designates
the proposal operative upon filing.11
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
8 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6)(iii) requires the Exchange to give the
Commission written notice of the Exchange’s intent
to file the proposed rule change, along with a brief
description and text of the proposed rule change,
at least five business days prior to the date of filing
of the proposed rule change, or such shorter time
as designated by the Commission. The Exchange
has satisfied this requirement.
10 See, e.g., Securitites Exchange Act Release Nos.
64445 (May 9, 2011), 76 FR 28108 (May 13, 2011)
(SR–BATS–2011–017); 63983 (February 25, 2011),
76 FR 12178 (March 4, 2011) (SR–NASDAQ–2011–
032).
11 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).
9 17
E:\FR\FM\13MRN1.SGM
13MRN1
Federal Register / Vol. 77, No. 49 / Tuesday, March 13, 2012 / Notices
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rulecomments@sec.gov. Please include File
Number SR–BX–2012–017 on the
subject line.
mstockstill on DSK4VPTVN1PROD with NOTICES
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–2012–017. 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 (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, 100 F Street NE.,
Washington, DC 20549, 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–
VerDate Mar<15>2010
18:29 Mar 12, 2012
Jkt 226001
14847
2012–017 and should be submitted on
or before April 3, 2012.
sections A, B and C below, of the most
significant aspects of such statements.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Kevin M. O’Neill,
Deputy Secretary.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
[FR Doc. 2012–6033 Filed 3–12–12; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–66525; File No. SR–ISE–
2012–09]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change Relating to Network Fees
March 7, 2012.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Exchange Act’’) 1 and Rule 19b–4
thereunder,2 notice is hereby given that
on February 22, 2012, the International
Securities Exchange, LLC (the
‘‘Exchange’’ or the ‘‘ISE’’) 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 ISE proposes to amend its
network fees. The text of the proposed
rule change is available on the
Exchange’s Web site (https://
www.ise.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
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 these statements may be examined at
the places specified in Item IV below.
The self-regulatory organization has
prepared summaries, set forth in
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1. Purpose
The purpose of this proposed rule
change is to amend the Exchange’s
network fees. Specifically, the Exchange
proposes to adopt a network fee for a
new 10 Gigabit (GB) low latency
Ethernet connectivity option. The
Exchange currently offers two Ethernet
connection options, a 1 GB connection
at a cost of $500 per month and a 10 GB
connection at a cost of $4,000 per
month.
In keeping with changes in
technology, the Exchange now proposes
to provide an enhanced bandwidth
option to enable Members a more
efficient connection to the Exchange.
Through the use of new, advanced
hardware, the proposed new
connectivity option will provide a
higher speed network to access the
Exchange’s Optimise trading system.
The Exchange proposes to charge
Members $7,000 per month for this
connection. ISE has expended
significant amount of resources in
developing this infrastructure and the
proposed fees will allow the Exchange
to recoup its investment. The
Exchange’s new network connectivity
option will provide Members the option
to select the bandwidth that is
appropriate for their current needs. This
new connectivity option is voluntary
and therefore, the Exchange will retain
the existing connectivity options for
those Members who choose not to
utilize the new network connection.
The Exchange has designated this
proposal to be operative on March 1,
2012.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the provisions of Section 6 of the
Securities Exchange Act of 1934
(‘‘Act’’),3 in general, and with Section
6(b)(4) of the Act,4 in particular, in that
it provides for the equitable allocation
of reasonable dues, fees and other
charges among Exchange members and
other persons using its facilities. In
particular, the proposed rule change
will provide greater transparency into
the connectivity options available to
Members.
The Exchange’s proposal for a low
latency 10 GB Ethernet network
12 17
1 15
PO 00000
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Fmt 4703
Sfmt 4703
3 15
4 15
E:\FR\FM\13MRN1.SGM
U.S.C. 78f.
U.S.C. 78f(b)(4).
13MRN1
Agencies
[Federal Register Volume 77, Number 49 (Tuesday, March 13, 2012)]
[Notices]
[Pages 14845-14847]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-6033]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-66526); File No. SR-BX-2012-017]
Self-Regulatory Organizations; NASDAQ OMX BX; Notice of Filing
and Immediate Effectiveness of a Proposed Rule Change To Identify the
Proprietary Data Feed of BOX Market Information That BOX Makes
Available to Its Options Participants at No Charge
March 7, 2012.
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 March 2, 2012, NASDAQ OMX BX (the ``Exchange'') 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 Exchange has designated the proposed rule
change as constituting a non-controversial rule change under Rule 19b-
4(f)(6) under the Act,\3\ 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.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ 17 CFR 240.19b-4(f)(6).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend Trading Rules of the Boston Options
Exchange Group, LLC (``BOX'') to identify the proprietary data feed of
BOX market information that BOX makes available to its Options
Participants at no charge. The text of the proposed rule change is
available from the principal office of the Exchange, at the
Commission's Public Reference Room and also on the Exchange's Internet
Web site at https://nasdaqomxbx.cchwallstreet.com/NASDAQOMXBX/Filings/.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
Sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange is proposing to amend subsection 16(a) to Chapter V of
the BOX Trading Rules to specify the name and content of the BOX market
trading data feed containing information that BOX makes available to
BOX Options Participants without charge and to restructure the current
subsection to provide more clarity.
BOX provides the BOX High Speed Vendor Feed (``HSVF'') as an
alternative for BOX Options Participants to receive BOX market data
directly from BOX rather than via a commercial data vendor (which
receives data from the Options Price Reporting Authority (``OPRA'')).
The HSVF is available to all BOX Participants.
Current subsection 16(a)ii will be removed and replaced with
language which specifies that the HSVF contains the following
information:
(1) Trades and trade cancellation information;
(2) Best-ranked price level to buy and the best ranked price level
to sell;
(3) Instrument summaries (including information such as high, low,
and last trade price and traded volume);
(4) The five best limit prices for each option instrument;
(5) Request for Quote messages (see Chapter I, Section 1(a)(58),
Chapter V, Section 9(h) and Chapter VI, Section 6); \4\
---------------------------------------------------------------------------
\4\ RFQ messages are defined in Chapter I, Section 1(a)(58);
Chapter V, Section 9(h) provides that the Market Regulation Center
may send an RFQ to aid in the opening under certain conditions; and
Chapter VI, Section 6 requires a market maker to post a valid two-
sided quote that meets certain size and spread requirements within 3
seconds of receiving any RFQ message or when called up on to submit
a quote by an Options Official.
---------------------------------------------------------------------------
(6) PIP Order, Improvement Order and Block Trade Order
(Facilitation and Solicitation) information (as set forth in Sections
18 and 31 of Chapter V of the BOX Rules, respectively);
(7) Orders exposed at NBBO (as set forth in Chapter V, Section
16(b)iii and Chapter VI, Section 5(c)iii of the BOX Rules,
respectively); \5\
---------------------------------------------------------------------------
\5\ See Chapter V, Section 16(b)iii, providing that where an
order is received which is executable against the NBBO and there is
not a quote on BOX that is equal to the NBBO, that the order is
exposed on the BOX Book at the NBBO for a period of one second. If
the order is not executed during the one second exposure period,
then the order is either routed or cancelled. See also Chapter VI,
Section 5(c)iii setting forth, among other matters, the rules
regarding exposure within the Directed Order process.
---------------------------------------------------------------------------
[[Page 14846]]
(8) Instrument dictionary (e.g. strike price, expiration date,
underlying symbol, price threshold, and minimum trading increment for
instruments traded on BOX);
(9) Options class and instrument status change notices (e.g.,
whether an instrument or class is in pre-opening, continuous trading,
closed, halted, or whether prohibited from trading); and
(10) Options class opening time.
The proposed change identifies the BOX proprietary data feed
containing market information that BOX makes available to its Options
Participants and sets forth in the BOX Rules that the HSVF is provided
at no charge.\6\ As will be set forth in more detail below, all orders
and executions displayed through the HSVF are anonymous and do not
contain the identity of the party submitting the order.
---------------------------------------------------------------------------
\6\ As noted, BOX does not charge any fee directly for the HSVF.
BOX does charge an initial setup fee, and a monthly maintenance fee,
for physical connections to BOX, as set forth in Section 5.a., of
the BOX Fee Schedule. A physical connection enables Participants to
submit quotes or orders to BOX, and receive the HSVF if they choose.
All BOX Market Makers must accept the HSVF. However, BOX Order Flow
Providers are not obligated to accept the HSVF.
---------------------------------------------------------------------------
The Exchange also proposes to restructure subsection 16(a).
Specifically, the Exchange proposes to remove the introductory language
to 16(a). The current introductory language of subsection 16(a) does
not fully describe the entire subsection. The removal of ``Order
Ranking and Display'' should eliminate any potential for confusion
regarding information that is set forth in that subsection. In
addition, as proposed, the new first sentence sets forth that the rules
regarding the manner in which BOX displays market information are
provided in subsection (a)ii. The current language modifies current
subsection 16(a)ii, and provides, that except as provided for in
Section 18 (the Price Improvement Period), BOX shall display all non-
marketable Limit Orders in a manner described below. This language is
no longer applicable, because, as previously described, proposed
subsection (a)ii completely replaces current subsection 16(a)ii and
will now set forth the content of the HSVF in this portion of the rule.
A reference to subsection (a)iii is being provided to add more clarity
to the introductory paragraph. The language referencing that the
information is being displayed on an anonymous basis is being removed,
as it is duplicative and can be found in Chapter V, Section 14(e) which
provides that, ``[t]he identity of Options Participants who submit
orders to the Trading Host will remain anonymous to market participants
at all times, except orders submitted through the Directed Order
process, during error resolution or through the normal clearing process
as set forth in Chapter V, Section 16(a)(vi) of these Rules.'' Finally,
a reference to Rule 11Ac-1 is being replaced with a reference to Rule
602. Rule 11Ac-1 was re-designated as Rule 602 as part of the adoption
of Regulation NMS.
2. Statutory Basis
The Exchange believes that this proposed rule change is consistent
with Section 6(b) of the Securities Exchange Act of 1934 (``Act''),\7\
in general, and furthers the objectives of Section 6(b)(5) of the Act,
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 facilitating transactions in securities, and to
remove impediments to and perfect the mechanisms of a free and open
market and a national market system, and, in general, to protect
investors and the public interest.
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\7\ 15 U.S.C. 78f(b).
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In adopting Regulation NMS, the Commission granted self-regulatory
organizations and broker-dealers increased authority and flexibility to
offer new and unique market data to the public. It was believed that
this authority would expand the amount of data available to consumers,
and also spur innovation and competition for the provision of market
data. The Exchange believes that the proposal is in keeping with those
principles by promoting increased transparency through the
dissemination of more useful proprietary data and also by clarifying
its availability to market participants.
Additionally, the Exchange is making a voluntary decision to make
this data available, unlike the best bid and offer which must be made
available under the Act. The Exchange chooses to make the data
available as proposed in order to improve market quality, to attract
order flow, and to increase transparency. Once this proposed change
becomes effective, the Exchange will continue making the data available
until such time as the Exchange changes its rule.
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. To
the contrary, offering a voluntary and free data feed promotes
competition among trading platforms by advertising available trading
interest and enabling BOX to attract additional liquidity.
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 significantly
affect the protection of investors or the public interest, does not
impose any significant burden on competition, and, by its terms, does
not 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 \8\ and Rule 19b-
4(f)(6) thereunder.\9\
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\8\ 15 U.S.C. 78s(b)(3)(A).
\9\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)(iii)
requires the Exchange to give the Commission written notice of the
Exchange's intent to file the proposed rule change, along with a
brief description and text of the proposed rule change, at least
five business days prior to the date of filing of the proposed rule
change, or such shorter time as designated by the Commission. The
Exchange has satisfied this requirement.
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The Exchange has requested that the Commission waive the 30-day
operative delay to allow the Exchange to continue to provide the HSVF
that it already makes freely available and on a voluntary basis. The
Commission believes that waiver of the operative delay is consistent
with the protection of investors and the public interest because the
proposal is designed to promote increased transprancy through the
dissemination of proprietary data.\10\ Therefore, the Commission
designates the proposal operative upon filing.\11\
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\10\ See, e.g., Securitites Exchange Act Release Nos. 64445 (May
9, 2011), 76 FR 28108 (May 13, 2011) (SR-BATS-2011-017); 63983
(February 25, 2011), 76 FR 12178 (March 4, 2011) (SR-NASDAQ-2011-
032).
\11\ 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
[[Page 14847]]
temporarily suspend such rule change if it appears to the Commission
that such action is necessary or appropriate in the public interest,
for the protection of investors, or otherwise in furtherance of the
purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-BX-2012-017 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-2012-017. 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 (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, 100 F Street NE.,
Washington, DC 20549, 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-2012-017 and should be
submitted on or before April 3, 2012.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\12\
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\12\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-6033 Filed 3-12-12; 8:45 am]
BILLING CODE 8011-01-P