Order Granting Application of BOX Options Exchange, LLC for a Limited Exemption From Exchange Act Rule 10b-10(a)(2)(i)(A) Pursuant to Rule 10b-10(f), 29397-29398 [2012-11931]
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Federal Register / Vol. 77, No. 96 / Thursday, May 17, 2012 / Notices
action is necessary or appropriate in the
public interest, for the protection of
investors or the maintenance of fair and
orderly markets, to remove impediments
to, and perfect the mechanisms of, a
national market system or otherwise in
furtherance of the purposes of the Act.
III. Solicitation of Comments
Interested persons are invited to
submit written data, views and
arguments concerning the foregoing,
including whether the amendment is
consistent with the Act. Comments may
be submitted by any of the following
methods:
mstockstill on DSK6TPTVN1PROD with 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 4–546 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 4–546. 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
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
office of BOX Options. 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 4–546 and
should be submitted on or before June
7, 2012.
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17:20 May 16, 2012
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For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.8
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–11924 Filed 5–16–12; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–66976]
Order Granting Application of BOX
Options Exchange, LLC for a Limited
Exemption From Exchange Act Rule
10b–10(a)(2)(i)(A) Pursuant to Rule
10b–10(f)
May 11, 2012.
I. Introduction
By letter dated May 11, 2012 (‘‘the
Application’’), BOX Options Exchange
LLC (the ‘‘Exchange’’) requests a limited
exemption from the requirements of
Rule 10b–10(a)(2)(i)(A) under the
Securities Exchange Act of 1934
(‘‘Exchange Act’’) on behalf of its
Options Participants that execute trades
as agent for their customers
(‘‘Participants’’) 1 on BOX Market LLC,
an options trading facility of the
Exchange under Section 3(a)(2) of the
Exchange Act (‘‘BOX’’). As discussed in
the Application, BOX will operate a
fully automated electronic book (‘‘BOX
Book’’) for orders to buy or sell
securities (‘‘orders’’) with a continuous,
automated matching function which
will provide for strict price-time priority
execution (‘‘Trading System’’).2 The
BOX Book and the Exchange Rules
provide for post trade anonymity
through settlement for trades executed
on BOX.3
8 17
CFR 200.30–3(a)(29).
otherwise defined in this order, defined
terms used have the same meaning as described in
the Exchange Rules.
2 See Exchange Rule 7130. The Exchange notes
that executions through the Price Improvement
Period (‘‘PIP’’) as set forth in Exchange Rule 7150
are an exception to the strict price-time priority
execution that occurs on the BOX Book.
3 As explained in the Application, the Exchange
does not request an exemption from Rule 10b–
10(a)(2)(i)(A) for when it reveals the identity of a
Participant or a Participant’s clearing firm: (i) For
regulatory purposes or to comply with an order of
a court or arbitrator; or (ii) when a Clearing
Corporation or Clearing Participant (such as the
Options Clearing Corporation) ceases to act for a
Participant or the Participant’s clearing firm, and
determines not to guarantee the settlement of the
Participant’s trades.
1 Unless
PO 00000
Frm 00085
Fmt 4703
Sfmt 4703
29397
II. Background 4
a. The Exchange
The Exchange is registered as a
national securities exchange under
Section 6 of the Exchange Act.5 The
Participants of the Exchange consist of
broker-dealers registered with the
Exchange, as Participants, for the
purposes of participating in options
trading. Participants are entitled to enter
orders in, and receive executions
through, the BOX Book or otherwise.
BOX, an options trading facility of the
Exchange under Section 3(a)(2) of the
Exchange Act, will operate the BOX
Book for orders with a continuous,
automated matching function, in
compliance with the Exchange’s rules
and Regulation NMS under the
Exchange Act (‘‘Regulation NMS’’).6
Liquidity will be derived from orders to
buy and orders to sell submitted to BOX
electronically by Participants from
remote locations.
The BOX Book and the Exchange
rules provide for strict price-time
priority execution.7 Under Exchange
Rule 7130, orders will be prioritized on
a strict price-time basis, first by price
and then by time. Incoming orders will
be first matched for execution against
orders in the BOX Book. Orders that
cannot be executed are eligible for
routing to away trading centers.8 All
trades will be executed through the
Trading System on an anonymous basis,
except for Directed Orders.9 The
transaction reports produced by the
Trading System will indicate the details
of transactions executed in the Trading
System, but shall not reveal contra party
identities. Transactions executed in the
Trading System will also be cleared and
settled anonymously.10
4 Background information is derived from the
Application.
5 The Exchange received approval of its
application for registration as a national securities
exchange on April 27, 2012. See Securities
Exchange Act Release No. 66871 (April 27, 2012).
Exchange rules cited herein were approved as part
of that application.
6 See 17 CFR 242.600 et seq.
7 See supra note 2. According to the Exchange,
executions through the PIP, as set forth in Exchange
Rules 7130 and 7150, are an exception to the pricetime priority execution that occurs on the BOX
Book.
8 See Exchange Rule 15030. The Exchange
understands that the exemptive relief would not
apply to any situation in which the Trading System
routes an order to all away trading centers for
execution, as such executions would be governed
by the rules of the away trading center.
9 See Exchange Rule 8040(d)(1). Directed Orders
on BOX are not anonymous. The identity of the
Participant sending the Directed Order is provided
to the Market Maker recipient. As explained in the
Application, Directed Orders would not be subject
to the requested relief.
10 See Exchange Rule 7130(a)(6).
E:\FR\FM\17MYN1.SGM
17MYN1
29398
Federal Register / Vol. 77, No. 96 / Thursday, May 17, 2012 / Notices
The BOX Book’s matching system
algorithm permits orders originated by a
Participant to execute against other
orders from the same Participant on the
same basis as orders from other
Participants. In the BOX Book’s
handling of displayed orders, which is
based on strict price-time priority, a
Participant could receive an execution
against itself, and under the Exchange’s
Rules, the Participant would not know
that it was the contra-side of the trade
at the time of execution. BOX does,
however, permit a Participant to prevent
its incoming orders from being executed
against its own trading interest.
Specifically, Participants have the
ability to use Participant match trade
prevention. A Participant may direct
that its Market Maker or Principal
Orders entered on BOX not execute
against its own Market Maker quotes or
orders, or its Principal Orders that are
resting on the BOX Book. In such a case,
the quantity of the incoming order that
would otherwise trade against the
quote/order from the same Participant
will be cancelled back to the entering
party.11
mstockstill on DSK6TPTVN1PROD with NOTICES
b. Rule 10b–10
Rule 10b–10 under the Exchange Act
generally requires broker-dealers
effecting a customer transaction in
securities (other than U.S. savings bonds
or municipal securities) 12 to provide a
written notification to its customer, at or
before completion of a securities
transaction, that discloses information
specific to the transaction. In particular,
under Rule 10b–10(a)(2)(i)(A), when a
broker-dealer acts as agent for a
customer, some other person, or for both
the customer and some other person, the
broker-dealer must disclose ‘‘[t]he name
of the person from whom the security
was purchased, or to whom it was sold,
for such customer or the fact that the
information will be furnished upon
written request of such customer’’ (the
‘‘Contra-Party Identity Requirement’’).
III. Relief Sought
As explained in the Application,
trades are executed with total
anonymity on BOX, where the identity
of the actual contra-party is not revealed
when the trade is executed, except with
respect to Directed Orders.13 Because of
this, Participants will not know the
identity of the party to whom they sold
securities or from whom they purchased
securities. Without this information,
11 See
Exchange Rule 7130(a)(4).
securities are subject to the
transaction confirmations requirements under Rule
G–15 of the Municipal Securities Rulemaking
Board.
13 See supra note 9.
12 Municipal
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17:20 May 16, 2012
Jkt 226001
Participants would not be able to
comply with the Contra-Party Identity
Requirement of Rule 10b–10. To permit
Participants to utilize BOX without
violating Rule 10b–10, the Exchange, on
behalf of such Participants, is seeking an
exemption under Rule 10b–10(f), from
the Contra-Party Identity Requirement
of Rule 10b–10 when Participants
execute transactions on BOX, as
described in the Application.
IV. Conclusion
Based on the facts and representations
contained in the Application, we find
that it is appropriate and in the public
interest and consistent with the
protection of investors to grant the
Exchange, on behalf of its Participants,
a limited exemption from the ContraParty Identity Requirement in Rule 10b–
10(a)(2)(i)(A).
It is hereby ordered, pursuant to Rule
10b–10(f) of the Exchange Act, that
Exchange Participants, based on the
representations and facts contained in
the Application, are exempt from the
requirements of Rule 10b–10(a)(2)(i)(A)
of the Exchange Act, to the extent that
Participants execute trades for their
customers on the Exchange using the
BOX Trading System. This exemption is
limited to trades that Participants
execute on BOX using the post trade
anonymity feature described in the
Application.14
The foregoing exemption is subject to
modification or revocation if at any time
the Commission determines that such
action is necessary or appropriate in
furtherance of the purposes of the
Exchange Act.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–11931 Filed 5–16–12; 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 will hold a Closed Meeting
on Tuesday, May 15, 2012 at 2:00 p.m.
14 This exemption does not apply: (a) To orders
routed to an away trading center for execution; (b)
to Directed Orders; (c) under the situation described
in note 3 supra; or (d) to the situation described in
note 13 of the Application.
15 17 CFR 200.30–3(32).
PO 00000
Frm 00086
Fmt 4703
Sfmt 9990
The General Counsel of the
Commission, or his designee, has
certified that, in his opinion, one or
more of the exemptions as set forth in
5 U.S.C. 552b(c)(4) and (8) and 17 CFR
200.402(a)(4) and (8), permit
consideration of the scheduled matter at
the Closed Meeting. Certain staff
members who have an interest in the
matter also may be present.
Commissioner Gallagher, as duty
officer, voted to consider the item listed
for the Closed Meeting in closed
session, and determined that no earlier
notice thereof was possible.
The subject matter of the May 15,
2012 Closed Meeting will be an
examination of a financial institution.
At times, changes in Commission
priorities require alterations in the
scheduling of meeting items. For further
information and to ascertain what, if
any, matters have been added, deleted
or postponed, please contact the Office
of the Secretary at (202) 551–5400.
Dated: May 15, 2012.
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–12093 Filed 5–15–12; 4:15 pm]
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 held a Closed Meeting on
Saturday, May 12, 2012 at 11:00 a.m.
The General Counsel of the
Commission, or his designee, has
certified that, in his opinion, one or
more of the exemptions as set forth in
5 U.S.C. 552b(c)(4) and (8) and 17 CFR
200.402(a)(4) and (8), permit
consideration of the scheduled matter at
the Closed Meeting. Certain staff
members who have an interest in the
matter also were present.
Commissioner Gallagher, as duty
officer, voted to consider the item listed
for the Closed Meeting in closed
session, and determined that no earlier
notice thereof was possible.
The subject matter of the May 12,
2012 Closed Meeting was an
examination of a financial institution.
Dated: May 14, 2012.
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–12020 Filed 5–15–12; 11:15 am]
BILLING CODE 8011–01–P
E:\FR\FM\17MYN1.SGM
17MYN1
Agencies
[Federal Register Volume 77, Number 96 (Thursday, May 17, 2012)]
[Notices]
[Pages 29397-29398]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-11931]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-66976]
Order Granting Application of BOX Options Exchange, LLC for a
Limited Exemption From Exchange Act Rule 10b-10(a)(2)(i)(A) Pursuant to
Rule 10b-10(f)
May 11, 2012.
I. Introduction
By letter dated May 11, 2012 (``the Application''), BOX Options
Exchange LLC (the ``Exchange'') requests a limited exemption from the
requirements of Rule 10b-10(a)(2)(i)(A) under the Securities Exchange
Act of 1934 (``Exchange Act'') on behalf of its Options Participants
that execute trades as agent for their customers (``Participants'') \1\
on BOX Market LLC, an options trading facility of the Exchange under
Section 3(a)(2) of the Exchange Act (``BOX''). As discussed in the
Application, BOX will operate a fully automated electronic book (``BOX
Book'') for orders to buy or sell securities (``orders'') with a
continuous, automated matching function which will provide for strict
price-time priority execution (``Trading System'').\2\ The BOX Book and
the Exchange Rules provide for post trade anonymity through settlement
for trades executed on BOX.\3\
---------------------------------------------------------------------------
\1\ Unless otherwise defined in this order, defined terms used
have the same meaning as described in the Exchange Rules.
\2\ See Exchange Rule 7130. The Exchange notes that executions
through the Price Improvement Period (``PIP'') as set forth in
Exchange Rule 7150 are an exception to the strict price-time
priority execution that occurs on the BOX Book.
\3\ As explained in the Application, the Exchange does not
request an exemption from Rule 10b-10(a)(2)(i)(A) for when it
reveals the identity of a Participant or a Participant's clearing
firm: (i) For regulatory purposes or to comply with an order of a
court or arbitrator; or (ii) when a Clearing Corporation or Clearing
Participant (such as the Options Clearing Corporation) ceases to act
for a Participant or the Participant's clearing firm, and determines
not to guarantee the settlement of the Participant's trades.
---------------------------------------------------------------------------
II. Background \4\
---------------------------------------------------------------------------
\4\ Background information is derived from the Application.
---------------------------------------------------------------------------
a. The Exchange
The Exchange is registered as a national securities exchange under
Section 6 of the Exchange Act.\5\ The Participants of the Exchange
consist of broker-dealers registered with the Exchange, as
Participants, for the purposes of participating in options trading.
Participants are entitled to enter orders in, and receive executions
through, the BOX Book or otherwise.
---------------------------------------------------------------------------
\5\ The Exchange received approval of its application for
registration as a national securities exchange on April 27, 2012.
See Securities Exchange Act Release No. 66871 (April 27, 2012).
Exchange rules cited herein were approved as part of that
application.
---------------------------------------------------------------------------
BOX, an options trading facility of the Exchange under Section
3(a)(2) of the Exchange Act, will operate the BOX Book for orders with
a continuous, automated matching function, in compliance with the
Exchange's rules and Regulation NMS under the Exchange Act
(``Regulation NMS'').\6\ Liquidity will be derived from orders to buy
and orders to sell submitted to BOX electronically by Participants from
remote locations.
---------------------------------------------------------------------------
\6\ See 17 CFR 242.600 et seq.
---------------------------------------------------------------------------
The BOX Book and the Exchange rules provide for strict price-time
priority execution.\7\ Under Exchange Rule 7130, orders will be
prioritized on a strict price-time basis, first by price and then by
time. Incoming orders will be first matched for execution against
orders in the BOX Book. Orders that cannot be executed are eligible for
routing to away trading centers.\8\ All trades will be executed through
the Trading System on an anonymous basis, except for Directed
Orders.\9\ The transaction reports produced by the Trading System will
indicate the details of transactions executed in the Trading System,
but shall not reveal contra party identities. Transactions executed in
the Trading System will also be cleared and settled anonymously.\10\
---------------------------------------------------------------------------
\7\ See supra note 2. According to the Exchange, executions
through the PIP, as set forth in Exchange Rules 7130 and 7150, are
an exception to the price-time priority execution that occurs on the
BOX Book.
\8\ See Exchange Rule 15030. The Exchange understands that the
exemptive relief would not apply to any situation in which the
Trading System routes an order to all away trading centers for
execution, as such executions would be governed by the rules of the
away trading center.
\9\ See Exchange Rule 8040(d)(1). Directed Orders on BOX are not
anonymous. The identity of the Participant sending the Directed
Order is provided to the Market Maker recipient. As explained in the
Application, Directed Orders would not be subject to the requested
relief.
\10\ See Exchange Rule 7130(a)(6).
---------------------------------------------------------------------------
[[Page 29398]]
The BOX Book's matching system algorithm permits orders originated
by a Participant to execute against other orders from the same
Participant on the same basis as orders from other Participants. In the
BOX Book's handling of displayed orders, which is based on strict
price-time priority, a Participant could receive an execution against
itself, and under the Exchange's Rules, the Participant would not know
that it was the contra-side of the trade at the time of execution. BOX
does, however, permit a Participant to prevent its incoming orders from
being executed against its own trading interest. Specifically,
Participants have the ability to use Participant match trade
prevention. A Participant may direct that its Market Maker or Principal
Orders entered on BOX not execute against its own Market Maker quotes
or orders, or its Principal Orders that are resting on the BOX Book. In
such a case, the quantity of the incoming order that would otherwise
trade against the quote/order from the same Participant will be
cancelled back to the entering party.\11\
---------------------------------------------------------------------------
\11\ See Exchange Rule 7130(a)(4).
---------------------------------------------------------------------------
b. Rule 10b-10
Rule 10b-10 under the Exchange Act generally requires broker-
dealers effecting a customer transaction in securities (other than U.S.
savings bonds or municipal securities) \12\ to provide a written
notification to its customer, at or before completion of a securities
transaction, that discloses information specific to the transaction. In
particular, under Rule 10b-10(a)(2)(i)(A), when a broker-dealer acts as
agent for a customer, some other person, or for both the customer and
some other person, the broker-dealer must disclose ``[t]he name of the
person from whom the security was purchased, or to whom it was sold,
for such customer or the fact that the information will be furnished
upon written request of such customer'' (the ``Contra-Party Identity
Requirement'').
---------------------------------------------------------------------------
\12\ Municipal securities are subject to the transaction
confirmations requirements under Rule G-15 of the Municipal
Securities Rulemaking Board.
---------------------------------------------------------------------------
III. Relief Sought
As explained in the Application, trades are executed with total
anonymity on BOX, where the identity of the actual contra-party is not
revealed when the trade is executed, except with respect to Directed
Orders.\13\ Because of this, Participants will not know the identity of
the party to whom they sold securities or from whom they purchased
securities. Without this information, Participants would not be able to
comply with the Contra-Party Identity Requirement of Rule 10b-10. To
permit Participants to utilize BOX without violating Rule 10b-10, the
Exchange, on behalf of such Participants, is seeking an exemption under
Rule 10b-10(f), from the Contra-Party Identity Requirement of Rule 10b-
10 when Participants execute transactions on BOX, as described in the
Application.
---------------------------------------------------------------------------
\13\ See supra note 9.
---------------------------------------------------------------------------
IV. Conclusion
Based on the facts and representations contained in the
Application, we find that it is appropriate and in the public interest
and consistent with the protection of investors to grant the Exchange,
on behalf of its Participants, a limited exemption from the Contra-
Party Identity Requirement in Rule 10b-10(a)(2)(i)(A).
It is hereby ordered, pursuant to Rule 10b-10(f) of the Exchange
Act, that Exchange Participants, based on the representations and facts
contained in the Application, are exempt from the requirements of Rule
10b-10(a)(2)(i)(A) of the Exchange Act, to the extent that Participants
execute trades for their customers on the Exchange using the BOX
Trading System. This exemption is limited to trades that Participants
execute on BOX using the post trade anonymity feature described in the
Application.\14\
---------------------------------------------------------------------------
\14\ This exemption does not apply: (a) To orders routed to an
away trading center for execution; (b) to Directed Orders; (c) under
the situation described in note 3 supra; or (d) to the situation
described in note 13 of the Application.
---------------------------------------------------------------------------
The foregoing exemption is subject to modification or revocation if
at any time the Commission determines that such action is necessary or
appropriate in furtherance of the purposes of the Exchange Act.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\15\
---------------------------------------------------------------------------
\15\ 17 CFR 200.30-3(32).
---------------------------------------------------------------------------
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-11931 Filed 5-16-12; 8:45 am]
BILLING CODE 8011-01-P