Self-Regulatory Organizations; EDGX Exchange, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to New Market Access Risk Management Service, EdgeRisk ControlsSM, 39300-39302 [2012-16136]
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39300
Federal Register / Vol. 77, No. 127 / Monday, July 2, 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–NYSEArca-2012–63 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 NYSEArca–2012–63. 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 NYSEArca–
2012–63 and should be submitted on or
before July 23, 2012.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.29
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–16134 Filed 6–29–12; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–67266; File No. SR–EDGX–
2012–21]
Self-Regulatory Organizations; EDGX
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Relating to New Market
Access Risk Management Service,
EdgeRisk ControlsSM
June 26, 2012.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on June 19,
2012, EDGX Exchange, Inc. (the
‘‘Exchange’’ or ‘‘EDGX’’) filed with the
Securities and Exchange Commission
(‘‘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
EDGX Exchange, Inc. (‘‘EDGX’’ or the
‘‘Exchange’’) is filing with the Securities
and Exchange Commission (the
‘‘Commission’’) a proposed rule change
to establish a new market access risk
management service, called EdgeRisk
ControlsSM (the ‘‘Service’’).
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
self-regulatory organization 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
Background on Market Access Rule
On November 3, 2010, the
Commission adopted Rule 15c3–5 under
the Act. Rule 15c3–5, known as the
‘‘Market Access Rule’’, governs risk
1 15
29 17
CFR 200.30–3(a)(12).
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2 17
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U.S.C. 78s(b)(1).
CFR 240.19b–4.
Frm 00093
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Sfmt 4703
management controls by broker-dealers
with market access. The Market Access
Rule had an effective date of January 14,
2011, with phased-in compliance dates
of July 14, 2011, and November 30,
2011.3
Among other things, the Market
Access Rule requires that any brokerdealer with market access,4 or that
provides a customer or any other person
with market access, must establish,
document and maintain a system of risk
management controls and supervisory
procedures that are reasonably designed
to manage the financial, regulatory and
other risks of this business activity.
These controls include financial risk
management controls reasonably
designed to prevent the entry of orders
that exceed appropriate pre-set credit or
capital thresholds in the aggregate for
each customer and the broker-dealer
itself, and to prevent the entry of
erroneous orders. In addition, the
Market Access Rule requires certain
regulatory risk management controls
that, among other things, prevent the
entry of orders unless compliance with
applicable regulatory requirements has
been satisfied on a pre-order entry basis,
and restrict access to trading systems
and technology that provide market
access to persons and accounts that
have been pre-approved and authorized
by the broker-dealer. These regulatory
risk management controls also include
measures designed to prevent the entry
of orders for a broker-dealer, customer
or other person if such person is
restricted from trading those securities,
and to assure that appropriate
surveillance personnel receive
immediate, post-trade execution reports
that result from market access.
These risk management controls and
associated supervisory procedures must
be under the direct and exclusive
control of the broker-dealer that is
subject to the Market Access Rule.
While a broker-dealer can use thirdparty providers to satisfy some or all of
these requirements, the broker-dealer is
nonetheless required to ensure that
whatever technology or other services
3 See Securities Exchange Act Release No. 63241
(November 3, 2010), 75 FR 69792 (November 15,
2011) [sic] (File No. S7–03–10). See also Securities
Exchange Act Release No. 64798 [sic] (June 27,
2011), 76 FR 38293 (June 30, 2011) (File No. S7–
03–10) (providing limited extension of compliance
date for certain requirements); Securities Exchange
Act Release No. 65132 (August 15, 2011), 76 FR
51457 (August 18, 2011) (exempting floor broker
operations of certain broker-dealers with market
access from automated controls requirement of Rule
15c3–5).
4 The term ‘‘market access’’ is defined in Rule
15c3–5(a)(1) to include, inter alia, access to trading
in securities on an exchange or alternative trading
system (‘‘ATS’’) as a result of being a member or
subscriber of the exchange or ATS, respectively.
E:\FR\FM\02JYN1.SGM
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Federal Register / Vol. 77, No. 127 / Monday, July 2, 2012 / Notices
are provided by such third-party are
under their direct and exclusive control.
Thus, the broker-dealer must retain the
ability to make adjustments to and
monitor the operation of the controls.
Description of EdgeRisk ControlsSM
To assist Members 5 in satisfying their
compliance obligations under the
Market Access Rule, the Exchange is
proposing to offer the Service.6 This
optional Service would act as a risk
filter by causing the orders of Members,
and/or their Sponsored Participants 7 if
applicable, to be evaluated by the
Service against an array of manageable
threshold limits pre-selected and
controlled by the Member prior to
entering the Exchange’s System.8 Based
on parameters provided to the Service
by the Member, the order would be
immediately passed on to the matching
engine or rejected back to the Member
(and its Sponsored Participant, if
applicable). The Service is designed so
that Members would have the ability to
select from a menu of financial and
regulatory controls, as well as
supervisory and monitoring tools, and
to manage the parameter settings of
those features in real time.9 To that end,
the Service would enable Members to
receive FIX Drop Order Copy 10
sessions, which include complete
XPRS 11/FIX conversations, as well as
web-based management services to
configure certain controls.
The Exchange does not guarantee that
the Service offers or will offer tools
sufficiently comprehensive to be the
exclusive means by which Members
could satisfy their compliance
obligations under the Market Access
Rule. The Exchange would not require
Members to use the Service, nor would
use of the Service by a member
automatically constitute compliance
5 As
defined in EDGX Rule 1.5(n).
Exchange is not proposing to charge a fee
for the Service at this time, although it is possible
that the Exchange might submit a fee filing in
respect of the Service at some later point in time.
The Service would be made available to Members
upon request.
7 A ‘‘Sponsored Participant’’ is a person who has
entered into a sponsorship arrangement with a
Sponsoring Member. EDGX Rule 1.5(z). A
‘‘Sponsoring Member’’, in turn, is a Member that is
a registered broker-dealer and that has been
designated by a Sponsored Participant to execute,
clear and settle transactions executed on or through
the Exchange. EDGX Rule 1.5(aa).
8 As defined in EDGX Rule 1.5(cc).
9 These features are dynamic are likely to evolve
over time.
10 The Financial Information eXchange (‘‘FIX’’)
Protocol is a series of messaging specifications for
the electronic communication of trade-related
messages. A Drop Copy is a trade execution report
or message that is sent back to a trading
participant’s system using the FIX protocol.
11 Edge XPRS is a high-performance order entry
protocol.
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6 The
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with the Market Access Rule. The
Service is but one option that Members
may elect to use in the efficient risk
management of the Members’ and/or
Sponsored Participants’ access to the
Exchange. Members are free to use any
appropriate risk management tool or
service, or combination thereof, which
could but is not required to include the
Service. Ultimately, it is the Member’s
responsibility, and not the Exchange’s,
to demonstrate its compliance with the
Market Access Rule and the Exchange’s
Rule 11.3.12 The Exchange will not
provide preferential treatment to
Members electing to use the Service, nor
will the Exchange discriminate against
Members who choose not to utilize the
Service.
Finally, the Service does not
supersede other controls that the
Exchange and its affiliated routing
broker dealer (‘‘DE Route’’) have
established to manage the potential
financial, regulatory and other risks
associated with providing Members
access to the Exchange and to external
market centers, respectively.13 Thus,
even if an order were to satisfy the risk
controls established by a Member via
the Service, it is still possible that the
Exchange’s own risk controls could
either reject the order from entry to the
Exchange or cancel the order back to the
Member and/or Sponsored Participant if
the order could not be routed as a result
of the separate risk controls that DE
Route has established to satisfy its own
compliance obligations under the
Market Access Rule.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6(b) of the Act 14 and furthers
the objectives of Section 6(b)(5) of the
Act,15 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.
Moreover, the proposed rule change is
not designed to permit unfair
discrimination between customers,
issuers, brokers, or dealers.
12 EDGX Rule 11.3 addresses access by Members
and Sponsored Participants to the facilities of the
Exchange.
13 See Direct Edge Regulatory Notice 11–01
(November 30, 2011).
14 15 U.S.C. 78f(b).
15 15 U.S.C. 78f(b)(5).
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39301
In its release adopting the Market
Access Rule, the Commission stated that
the rule ‘‘is designed to ensure that
broker-dealers appropriately control the
risks associated with market access, so
as not to jeopardize their own financial
condition, that of other market
participants, the integrity of trading on
the securities markets, and the stability
of the financial system.’’ 16 As noted
above, the obligation to comply with the
Market Access Rule falls squarely on
broker-dealers that have and provide
market access. The Service is designed
to provide certain functionality to assist
broker-dealers that are Members of the
Exchange to satisfy their compliance
obligations under the Market Access
Rule (although not necessarily to the
exclusion of other appropriate tools and
services that are also available to
Members). In this regard, the Exchange
believes that the Service is consistent
with the objectives in the Act of
protecting investors and the public
interest, promoting just and equitable
principles of trade, and preventing
fraudulent and manipulative acts and
practices, as it would contribute to
helping Members further the objectives
of the Market Access Rule.
The proposed rule change is also
consistent with the Exchange’s
responsibilities under the Act as a selfregulatory organization, as the Exchange
is not purporting to offer a tool that
would necessarily be the exclusive
means by which Members could satisfy
their obligations under the Market
Access Rule, nor is the Exchange
requiring its Members to use the
Service. Indeed, the Exchange
represents that it will not discriminate
against any Member that elects not to
use the Service. In that regard, the
Service is not designed to permit unfair
discrimination between Members.
Finally, the Exchange believes that
the proposed rule change would foster
competition by providing another
option in the efficient risk management
of trading on the Exchange, in a manner
similar to those which are currently
being provided by competitors of the
Exchange.17
16 See Securities Exchange Act Release No. 69792
[sic] at 69792.
17 See Securities Exchange Act Release No. 60236
(July 2, 2009), 74 FR 34068 (July 14, 2009) (SR–
BATS–2009–19) (Notice of Filing and Immediate
Effectiveness of BATS Exchange, Inc.’s Sponsored
Access Risk Management Tool). See also Securities
Exchange Act Release No. 59354 (February 3, 2009),
74 FR 6683 (February 10, 2009) (SR–NYSE–2008–
101) (Approval of New York Stock Exchange LLC’s
Risk Management Gateway).
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Federal Register / Vol. 77, No. 127 / Monday, July 2, 2012 / Notices
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has neither solicited
nor received written comments on the
proposed rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days after the date of
the filing, or such shorter time as the
Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A) of the Act 18 and Rule 19b–
4(f)(6) 19 thereunder.
The Exchange has asked the
Commission to accelerate the 30-day
operative delay.20 The Commission
finds that accelerating the 30-day
operative delay is consistent with the
protection of investors and the public
interest because it will allow the
Exchange to begin offering the Service
immediately to its Members. The
Commission notes that other exchanges
currently provide services similar to the
Service proposed by EDGX.21
Accordingly, the Commission
designates the proposal operative upon
filing.22
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
18 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6) requires a self-regulatory organization to give
the Commission written notice of its intent to file
the proposed rule change at least five business days
prior to the date of filing of the proposed rule
change, or such shorter time as designated by the
Commission. The Exchange has satisfied this
requirement.
20 17 CFR 240.19b–4(f)(6)(iii).
21 See supra note 17 and accompanying text.
22 For purposes only of accelerating the 30-day
operative delay, the Commission has considered the
proposed rule change’s impact on efficiency,
competition, and capital formation. 15 U.S.C. 78c(f).
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Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.23
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–16136 Filed 6–29–12; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
Electronic Comments
[Release No. 34–67265; File No. SR–EDGA–
2012–23]
• 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–EDGX–2012–21 on the
subject line.
Self-Regulatory Organizations; EDGA
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Relating to New Market
Access Risk Management Service,
EdgeRisk ControlsSM
June 26, 2012.
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–EDGX–2012–21. 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–EDGX–
2012–21 and should be submitted on or
before July 23, 2012.
PO 00000
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Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on June 19,
2012, EDGA Exchange, Inc. (the
‘‘Exchange’’ or ‘‘EDGA’’) filed with the
Securities and Exchange Commission
(‘‘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
EDGA Exchange, Inc. (‘‘EDGA’’ or the
‘‘Exchange’’) is filing with the Securities
and Exchange Commission (the
‘‘Commission’’) a proposed rule change
to establish a new market access risk
management service, called EdgeRisk
ControlsSM (the ‘‘Service’’).
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
self-regulatory organization has
prepared summaries, set forth in
Sections A, B and C below, of the most
significant aspects of such statements.
23 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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Agencies
[Federal Register Volume 77, Number 127 (Monday, July 2, 2012)]
[Notices]
[Pages 39300-39302]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-16136]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-67266; File No. SR-EDGX-2012-21]
Self-Regulatory Organizations; EDGX Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change Relating to
New Market Access Risk Management Service, EdgeRisk
ControlsSM
June 26, 2012.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(the ``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given
that on June 19, 2012, EDGX Exchange, Inc. (the ``Exchange'' or
``EDGX'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I and
II below, which items have been prepared by the Exchange. The
Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
EDGX Exchange, Inc. (``EDGX'' or the ``Exchange'') is filing with
the Securities and Exchange Commission (the ``Commission'') a proposed
rule change to establish a new market access risk management service,
called EdgeRisk ControlsSM (the ``Service'').
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 self-regulatory organization 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
Background on Market Access Rule
On November 3, 2010, the Commission adopted Rule 15c3-5 under the
Act. Rule 15c3-5, known as the ``Market Access Rule'', governs risk
management controls by broker-dealers with market access. The Market
Access Rule had an effective date of January 14, 2011, with phased-in
compliance dates of July 14, 2011, and November 30, 2011.\3\
---------------------------------------------------------------------------
\3\ See Securities Exchange Act Release No. 63241 (November 3,
2010), 75 FR 69792 (November 15, 2011) [sic] (File No. S7-03-10).
See also Securities Exchange Act Release No. 64798 [sic] (June 27,
2011), 76 FR 38293 (June 30, 2011) (File No. S7-03-10) (providing
limited extension of compliance date for certain requirements);
Securities Exchange Act Release No. 65132 (August 15, 2011), 76 FR
51457 (August 18, 2011) (exempting floor broker operations of
certain broker-dealers with market access from automated controls
requirement of Rule 15c3-5).
---------------------------------------------------------------------------
Among other things, the Market Access Rule requires that any
broker-dealer with market access,\4\ or that provides a customer or any
other person with market access, must establish, document and maintain
a system of risk management controls and supervisory procedures that
are reasonably designed to manage the financial, regulatory and other
risks of this business activity. These controls include financial risk
management controls reasonably designed to prevent the entry of orders
that exceed appropriate pre-set credit or capital thresholds in the
aggregate for each customer and the broker-dealer itself, and to
prevent the entry of erroneous orders. In addition, the Market Access
Rule requires certain regulatory risk management controls that, among
other things, prevent the entry of orders unless compliance with
applicable regulatory requirements has been satisfied on a pre-order
entry basis, and restrict access to trading systems and technology that
provide market access to persons and accounts that have been pre-
approved and authorized by the broker-dealer. These regulatory risk
management controls also include measures designed to prevent the entry
of orders for a broker-dealer, customer or other person if such person
is restricted from trading those securities, and to assure that
appropriate surveillance personnel receive immediate, post-trade
execution reports that result from market access.
---------------------------------------------------------------------------
\4\ The term ``market access'' is defined in Rule 15c3-5(a)(1)
to include, inter alia, access to trading in securities on an
exchange or alternative trading system (``ATS'') as a result of
being a member or subscriber of the exchange or ATS, respectively.
---------------------------------------------------------------------------
These risk management controls and associated supervisory
procedures must be under the direct and exclusive control of the
broker-dealer that is subject to the Market Access Rule. While a
broker-dealer can use third-party providers to satisfy some or all of
these requirements, the broker-dealer is nonetheless required to ensure
that whatever technology or other services
[[Page 39301]]
are provided by such third-party are under their direct and exclusive
control. Thus, the broker-dealer must retain the ability to make
adjustments to and monitor the operation of the controls.
Description of EdgeRisk ControlsSM
To assist Members \5\ in satisfying their compliance obligations
under the Market Access Rule, the Exchange is proposing to offer the
Service.\6\ This optional Service would act as a risk filter by causing
the orders of Members, and/or their Sponsored Participants \7\ if
applicable, to be evaluated by the Service against an array of
manageable threshold limits pre-selected and controlled by the Member
prior to entering the Exchange's System.\8\ Based on parameters
provided to the Service by the Member, the order would be immediately
passed on to the matching engine or rejected back to the Member (and
its Sponsored Participant, if applicable). The Service is designed so
that Members would have the ability to select from a menu of financial
and regulatory controls, as well as supervisory and monitoring tools,
and to manage the parameter settings of those features in real time.\9\
To that end, the Service would enable Members to receive FIX Drop Order
Copy \10\ sessions, which include complete XPRS \11\/FIX conversations,
as well as web-based management services to configure certain controls.
---------------------------------------------------------------------------
\5\ As defined in EDGX Rule 1.5(n).
\6\ The Exchange is not proposing to charge a fee for the
Service at this time, although it is possible that the Exchange
might submit a fee filing in respect of the Service at some later
point in time. The Service would be made available to Members upon
request.
\7\ A ``Sponsored Participant'' is a person who has entered into
a sponsorship arrangement with a Sponsoring Member. EDGX Rule
1.5(z). A ``Sponsoring Member'', in turn, is a Member that is a
registered broker-dealer and that has been designated by a Sponsored
Participant to execute, clear and settle transactions executed on or
through the Exchange. EDGX Rule 1.5(aa).
\8\ As defined in EDGX Rule 1.5(cc).
\9\ These features are dynamic are likely to evolve over time.
\10\ The Financial Information eXchange (``FIX'') Protocol is a
series of messaging specifications for the electronic communication
of trade-related messages. A Drop Copy is a trade execution report
or message that is sent back to a trading participant's system using
the FIX protocol.
\11\ Edge XPRS is a high-performance order entry protocol.
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The Exchange does not guarantee that the Service offers or will
offer tools sufficiently comprehensive to be the exclusive means by
which Members could satisfy their compliance obligations under the
Market Access Rule. The Exchange would not require Members to use the
Service, nor would use of the Service by a member automatically
constitute compliance with the Market Access Rule. The Service is but
one option that Members may elect to use in the efficient risk
management of the Members' and/or Sponsored Participants' access to the
Exchange. Members are free to use any appropriate risk management tool
or service, or combination thereof, which could but is not required to
include the Service. Ultimately, it is the Member's responsibility, and
not the Exchange's, to demonstrate its compliance with the Market
Access Rule and the Exchange's Rule 11.3.\12\ The Exchange will not
provide preferential treatment to Members electing to use the Service,
nor will the Exchange discriminate against Members who choose not to
utilize the Service.
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\12\ EDGX Rule 11.3 addresses access by Members and Sponsored
Participants to the facilities of the Exchange.
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Finally, the Service does not supersede other controls that the
Exchange and its affiliated routing broker dealer (``DE Route'') have
established to manage the potential financial, regulatory and other
risks associated with providing Members access to the Exchange and to
external market centers, respectively.\13\ Thus, even if an order were
to satisfy the risk controls established by a Member via the Service,
it is still possible that the Exchange's own risk controls could either
reject the order from entry to the Exchange or cancel the order back to
the Member and/or Sponsored Participant if the order could not be
routed as a result of the separate risk controls that DE Route has
established to satisfy its own compliance obligations under the Market
Access Rule.
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\13\ See Direct Edge Regulatory Notice 11-01 (November 30,
2011).
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2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with Section 6(b) of the Act \14\ and furthers the objectives of
Section 6(b)(5) of the Act,\15\ 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. Moreover, the proposed rule change
is not designed to permit unfair discrimination between customers,
issuers, brokers, or dealers.
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\14\ 15 U.S.C. 78f(b).
\15\ 15 U.S.C. 78f(b)(5).
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In its release adopting the Market Access Rule, the Commission
stated that the rule ``is designed to ensure that broker-dealers
appropriately control the risks associated with market access, so as
not to jeopardize their own financial condition, that of other market
participants, the integrity of trading on the securities markets, and
the stability of the financial system.'' \16\ As noted above, the
obligation to comply with the Market Access Rule falls squarely on
broker-dealers that have and provide market access. The Service is
designed to provide certain functionality to assist broker-dealers that
are Members of the Exchange to satisfy their compliance obligations
under the Market Access Rule (although not necessarily to the exclusion
of other appropriate tools and services that are also available to
Members). In this regard, the Exchange believes that the Service is
consistent with the objectives in the Act of protecting investors and
the public interest, promoting just and equitable principles of trade,
and preventing fraudulent and manipulative acts and practices, as it
would contribute to helping Members further the objectives of the
Market Access Rule.
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\16\ See Securities Exchange Act Release No. 69792 [sic] at
69792.
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The proposed rule change is also consistent with the Exchange's
responsibilities under the Act as a self-regulatory organization, as
the Exchange is not purporting to offer a tool that would necessarily
be the exclusive means by which Members could satisfy their obligations
under the Market Access Rule, nor is the Exchange requiring its Members
to use the Service. Indeed, the Exchange represents that it will not
discriminate against any Member that elects not to use the Service. In
that regard, the Service is not designed to permit unfair
discrimination between Members.
Finally, the Exchange believes that the proposed rule change would
foster competition by providing another option in the efficient risk
management of trading on the Exchange, in a manner similar to those
which are currently being provided by competitors of the Exchange.\17\
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\17\ See Securities Exchange Act Release No. 60236 (July 2,
2009), 74 FR 34068 (July 14, 2009) (SR-BATS-2009-19) (Notice of
Filing and Immediate Effectiveness of BATS Exchange, Inc.'s
Sponsored Access Risk Management Tool). See also Securities Exchange
Act Release No. 59354 (February 3, 2009), 74 FR 6683 (February 10,
2009) (SR-NYSE-2008-101) (Approval of New York Stock Exchange LLC's
Risk Management Gateway).
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[[Page 39302]]
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition that is not necessary or appropriate
in furtherance of the purposes of the Act.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange has neither solicited nor received written comments on
the proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change does not: (i)
Significantly affect the protection of investors or the public
interest; (ii) impose any significant burden on competition; and (iii)
become operative for 30 days after the date of the filing, or such
shorter time as the Commission may designate, it has become effective
pursuant to Section 19(b)(3)(A) of the Act \18\ and Rule 19b-4(f)(6)
\19\ thereunder.
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\18\ 15 U.S.C. 78s(b)(3)(A).
\19\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)
requires a self-regulatory organization to give the Commission
written notice of its intent to file the proposed rule change at
least five business days prior to the date of filing of the proposed
rule change, or such shorter time as designated by the Commission.
The Exchange has satisfied this requirement.
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The Exchange has asked the Commission to accelerate the 30-day
operative delay.\20\ The Commission finds that accelerating the 30-day
operative delay is consistent with the protection of investors and the
public interest because it will allow the Exchange to begin offering
the Service immediately to its Members. The Commission notes that other
exchanges currently provide services similar to the Service proposed by
EDGX.\21\ Accordingly, the Commission designates the proposal operative
upon filing.\22\
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\20\ 17 CFR 240.19b-4(f)(6)(iii).
\21\ See supra note 17 and accompanying text.
\22\ For purposes only of accelerating the 30-day operative
delay, the Commission has considered the proposed rule change's
impact on efficiency, competition, and capital formation. 15 U.S.C.
78c(f).
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At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act. If the Commission
takes such action, the Commission shall institute proceedings to
determine whether the proposed rule should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-EDGX-2012-21 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-EDGX-2012-21. 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-EDGX-2012-21 and should be
submitted on or before July 23, 2012.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\23\
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\23\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-16136 Filed 6-29-12; 8:45 am]
BILLING CODE 8011-01-P