Self-Regulatory Organizations; EDGX Exchange, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to Optional Attribution of Orders on the EDGX Book Feed, 47152-47154 [2012-19212]
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47152
Federal Register / Vol. 77, No. 152 / Tuesday, August 7, 2012 / Notices
Exchange would be providing one
similar to those already offered by other
market centers.14
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any
unsolicited written comments from its
Members or other interested parties.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A) 15 of the Act and Rule 19b–
4(f)(6)(iii) thereunder.16
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: (i) Necessary or appropriate in
the public interest; (ii) for the protection
of investors; or (iii) 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 rulecomments@sec.gov. Please include File
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–EDGA–2012–34. 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 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–EDGA–
2012–34 and should be submitted on or
before August 28, 2012.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–19211 Filed 8–6–12; 8:45 am]
BILLING CODE 8011–01–P
14 See
mstockstill on DSK4VPTVN1PROD with NOTICES
Nasdaq Rules 4751(e)(1) and (2) and BATS
Rules 11.9(c)(14) and (15).
15 15 U.S.C. 78s(b)(3)(A).
16 17 CFR 240.19b–4(f)(6)(iii). 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.
Number SR–EDGA–2012–34 on the
subject line.
VerDate Mar<15>2010
16:52 Aug 06, 2012
Jkt 226001
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–67554; File No. SR–EDGX–
2012–32]
Self-Regulatory Organizations; EDGX
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Relating to Optional
Attribution of Orders on the EDGX
Book Feed
August 1, 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 July 26,
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
The Exchange proposes to amend
Rule 11.5, entitled ‘‘Orders and
Modifiers’’, to allow optional attribution
of orders submitted to the Exchange on
the EDGX Book Feed (the ‘‘Service’’ or
‘‘EdgeBook AttributedSM’’) to Members
and non-Members of the Exchange
(collectively referred to as ‘‘Recipients’’)
without charge. The text of the proposed
rule change is available on the
Exchange’s Web site at
www.directedge.com, at the Exchange’s
principal office, and at the Public
Reference Room of the Commission.
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.
1 15
17 17
PO 00000
CFR 200.30–3(a)(12).
Frm 00125
Fmt 4703
Sfmt 4703
2 17
E:\FR\FM\07AUN1.SGM
U.S.C. 78s(b)(1).
CFR 240.19b–4.
07AUN1
Federal Register / Vol. 77, No. 152 / Tuesday, August 7, 2012 / Notices
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
mstockstill on DSK4VPTVN1PROD with NOTICES
In SR–EDGX–2011–18,3 the Exchange
made available the EDGX Book Feed
(‘‘EDGX Book Feed’’), a data feed that
contains all orders for securities trading
on the Exchange, including all
displayed orders for listed securities
trading on EDGX, order executions,
order cancellations, order modifications,
order identification numbers and
administrative messages. The EDGX
Book Feed offers real-time data, thereby
allowing Member firms to more
accurately price their orders based on
EDGX’s view of the depth of book
information. It also provides Members
an ability to track their own orders from
order entry to execution. It is available
in both unicast and multicast formats. In
SR–EDGX–2012–14,4 the Exchange
modified the EDGX fee schedule by
codifying the fees associated with the
receipt of the EDGX Book Feed.
The purpose of this filing is to allow
Members to optionally enter orders into
the Exchange’s System,5 conveying their
identity.6 Such information will then be
displayed on the Exchange’s new
Service, namely EdgeBook
AttributedSM, that will allow Recipients
the option to view the market
participant identifier (‘‘MPID’’) of such
Members of the Exchange, including
Market Makers,7 on an order-by-order
basis. Specifically, the Exchange
proposes to amend Rule 11.5(c)(18) to
add a definition of an Attributable
Order, which shall mean an order that
is designated for display (price and size)
including the Member’s MPID. The
Exchange also proposes to adopt a
definition in Rule 11.5(c)(19) for a NonAttributable Order, which shall mean an
order that is designated for display
(price and size) on an anonymous basis
by the Exchange. The proposed
definitions of Attributable Order and
Non-Attributable Order are virtually
identical to definitions contained in the
Rules of BATS Exchange, Inc. (‘‘BATS’’)
and The NASDAQ Stock Market LLC
(‘‘Nasdaq’’).
3 Securities Exchange Act Release No. 64791 (July
1, 2011), 76 FR 39944 (July 7,
2011) (SR–EDGX–2011–18).
4 Securities and Exchange Release No. 66864
(Apr. 26, 2012), 77 FR 26064 (May 2, 2012) (SR–
EDGX–2012–14).
5 As defined in EDGX Rule 1.5(cc).
6 Through the use of a field within the order entry
message, Members will permit the display of their
entered order on the EDGX Book Feed to include
their associated MPID.
7 As defined in EDGX Rule 1.5(l).
VerDate Mar<15>2010
16:52 Aug 06, 2012
Jkt 226001
The attributed information will be
disseminated on the EDGX Book Feed
and available for use by Recipients.
Currently, all display-eligible orders are
displayed in the EDGX Book Feed on an
anonymous basis without attribution to
the individual Member. The Exchange is
proposing to allow Recipients to utilize
a new feature on the EDGX Book Feed,
which will include MPIDs on published
quotations.
At this time, EDGX does not have
plans to charge an additional fee
associated with the receipt of the
Service. Should EDGX determine to
charge fees associated with EdgeBook
AttributedSM, EDGX will submit a
proposed rule change to the
Commission in order to implement
those fees.
The Exchange believes that such
attribution is consistent with the
Exchange’s Market Making rules,
traditional market making on the floor
of an exchange, and existing rules of the
Exchange’s competitors.8 The additional
feature will allow Members to
publically disclose their identity when
quoting on the Exchange and to display
their attributed quote on the EDGX Book
Feed. The Service will, in particular,
allow a Market Maker to identify itself
as a party that is willing to buy or sell
securities on the Exchange and make
continuous two-sided markets. The
Exchange believes that this information
will be beneficial to all Recipients and
will aid in their trading decisions.
The Exchange intends to implement
the proposed rule change on or about
September 1, 2012. The Exchange first
announced the Service to Members and
non-Members in Direct Edge Trading
Notice #12–25, published on June 27,
2012. As the Service is optional, there
is no need for a phased implementation,
as neither Recipients nor Members who
wish to attribute their identity in the
Service or wish to opt out of the Service
will have to effect any material systems
changes with regard to the Service.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the objectives of the Act,9 in general,
and furthers the objectives of Section
6(b)(5) of the Act,10 which requires,
among other things, that the Exchange’s
rules not be designed to unfairly
discriminate between customers,
issuers, brokers or dealers and is
designed to prevent fraudulent and
manipulative acts and practices, to
promote just and equitable principles of
infra footnote 14.
U.S.C. 78f (sic).
10 15 U.S.C. 78f(b)(5).
trade, to foster cooperation and
coordination with persons engaged in
regulating, clearing, settling, processing
information with respect to, and
facilitating transactions in securities, to
remove impediments to and perfect the
mechanism of a free and open market
and a national market system, and, in
general, to protect investors and the
public interest. EDGX believes that this
proposal is in keeping with those
principles by promoting increased
transparency through the dissemination
of the additional Service and by
announcing its availability via
information circular. In addition, EDGX
is making a voluntary decision to make
this Service available.
EDGX is not required by the Act in
the first instance to make the Service
available, unlike the best bid and offer
which must be made available under the
Act. EDGX chooses to make the Service
available as proposed in order to
improve market quality, to attract order
flow, and to increase transparency.
Once this filing becomes effective,
EDGX will be required to continue
making the Service available until such
time as EDGX changes its rule.
Furthermore, the proposal will benefit
Recipients and help to promote
transparency by providing additional
information regarding quotations
displayed on the Exchange by various
Members and thereby aid Recipients in
their trading decisions. Specifically, any
Member that wishes to publicly disclose
their identity (through their MPID)
when quoting on the Exchange will be
permitted to do so, and such attributed
quotations will be analogous to the
quotations they provide in other
contexts (e.g., on the floor of a floorbased stock exchange or in the over-thecounter market through direct
interaction). The proposed rule change
also promotes transparency in that it
will allow Recipients who wish to
utilize the Service additional
transparency into discerning the contraparty in a given execution.
The proposed rule change is also
consistent with Section 11A(a)(1) of the
Act 11 in that it seeks to assure fair
competition among brokers and dealers
by providing functionality that is
consistent with that of functionality
offered by the Exchange’s competitors.12
The Exchange believes that the
proposed rule change promotes just and
equitable principles of trade in that it
promotes uniformity across markets
concerning the ability to display an
attributed order on an exchange.
8 See
9 15
PO 00000
Frm 00126
Fmt 4703
11 15
U.S.C. 78k–1(a)(1).
infra footnote 14.
12 See
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47154
Federal Register / Vol. 77, No. 152 / Tuesday, August 7, 2012 / Notices
Lastly, in adopting Regulation NMS,
the Commission granted SROs and
broker-dealers increased authority and
flexibility to offer new and unique
market data services to the public. The
Commission believed this authority
would expand the amount of data
available to market participants, and
also spur innovation and competition
for the provision of market data.
EdgeBook AttributedSM appears to be
precisely the sort of market data service
that the Commission envisioned when it
adopted Regulation NMS.13 The Service
will allow Recipients to utilize a Service
that will provide them a means to view
attributed information on orders on the
EDGX Book Feed.
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.
There is significant competition for
the provision of market data to market
participants, as well as competition for
the orders that generate that data. In
introducing the proposed Service, the
Exchange would be providing one
similar to those already offered by other
market centers.14
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any
unsolicited written comments from its
Members or other interested parties.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
mstockstill on DSK4VPTVN1PROD with NOTICES
Because the foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate, it has
13 Securities and Exchange Act Release No. 51808
(June 9, 2005), 70 FR 37496 (June 29, 2005)
(‘‘[E]fficiency is promoted when broker-dealers who
do not need the data beyond the prices, sizes,
market center identifications of the NBBO and
consolidated last sale information are not required
to receive (and pay for) such data. The Commission
also believes that efficiency is promoted when
broker-dealers may choose to receive (and pay for)
additional market data based on their own internal
analysis of the need for such data.’’).
14 See Nasdaq Rules 4751(e)(1) and (2) and BATS
Rules 11.9(c)(14) and (15).
16:52 Aug 06, 2012
Jkt 226001
IV. Solicitation of Comments
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 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–
2012–32 and should be submitted on or
before August 28, 2012.
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.17
Kevin M. O’Neill,
Deputy Secretary.
Electronic Comments
[FR Doc. 2012–19212 Filed 8–6–12; 8:45 am]
• 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–2012–32 on the
subject line.
BILLING CODE 8011–01–P
Paper Comments
B. Self-Regulatory Organization’s
Statement on Burden on Competition
VerDate Mar<15>2010
become effective pursuant to Section
19(b)(3)(A) 15 of the Act and Rule 19b–
4(f)(6)(iii) thereunder.16
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: (i) Necessary or appropriate in
the public interest; (ii) for the protection
of investors; or (iii) 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.
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Amending
NYSE Rule 128, Which Governs Clearly
Erroneous Executions, to Extend the
Effective Date of the Pilot by Which
Portions of Such Rule Operate Until
February 4, 2013
• 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–2012–32. 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
15 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6)(iii). 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.
16 17
PO 00000
Frm 00127
Fmt 4703
Sfmt 4703
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–67555; File No. SR–NYSE–
2012–32]
August 1, 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 July 20,
2012, the New York Stock Exchange
LLC (‘‘Exchange’’) 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 self-regulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
NYSE Rule 128, which governs clearly
17 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b-4.
1 15
E:\FR\FM\07AUN1.SGM
07AUN1
Agencies
[Federal Register Volume 77, Number 152 (Tuesday, August 7, 2012)]
[Notices]
[Pages 47152-47154]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-19212]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-67554; File No. SR-EDGX-2012-32]
Self-Regulatory Organizations; EDGX Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change Relating to
Optional Attribution of Orders on the EDGX Book Feed
August 1, 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 July 26, 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
The Exchange proposes to amend Rule 11.5, entitled ``Orders and
Modifiers'', to allow optional attribution of orders submitted to the
Exchange on the EDGX Book Feed (the ``Service'' or ``EdgeBook
Attributed\SM\'') to Members and non-Members of the Exchange
(collectively referred to as ``Recipients'') without charge. The text
of the proposed rule change is available on the Exchange's Web site at
www.directedge.com, at the Exchange's principal office, and at the
Public Reference Room of the Commission.
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.
[[Page 47153]]
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
In SR-EDGX-2011-18,\3\ the Exchange made available the EDGX Book
Feed (``EDGX Book Feed''), a data feed that contains all orders for
securities trading on the Exchange, including all displayed orders for
listed securities trading on EDGX, order executions, order
cancellations, order modifications, order identification numbers and
administrative messages. The EDGX Book Feed offers real-time data,
thereby allowing Member firms to more accurately price their orders
based on EDGX's view of the depth of book information. It also provides
Members an ability to track their own orders from order entry to
execution. It is available in both unicast and multicast formats. In
SR-EDGX-2012-14,\4\ the Exchange modified the EDGX fee schedule by
codifying the fees associated with the receipt of the EDGX Book Feed.
---------------------------------------------------------------------------
\3\ Securities Exchange Act Release No. 64791 (July 1, 2011), 76
FR 39944 (July 7,
2011) (SR-EDGX-2011-18).
\4\ Securities and Exchange Release No. 66864 (Apr. 26, 2012),
77 FR 26064 (May 2, 2012) (SR-EDGX-2012-14).
---------------------------------------------------------------------------
The purpose of this filing is to allow Members to optionally enter
orders into the Exchange's System,\5\ conveying their identity.\6\ Such
information will then be displayed on the Exchange's new Service,
namely EdgeBook Attributed\SM\, that will allow Recipients the option
to view the market participant identifier (``MPID'') of such Members of
the Exchange, including Market Makers,\7\ on an order-by-order basis.
Specifically, the Exchange proposes to amend Rule 11.5(c)(18) to add a
definition of an Attributable Order, which shall mean an order that is
designated for display (price and size) including the Member's MPID.
The Exchange also proposes to adopt a definition in Rule 11.5(c)(19)
for a Non-Attributable Order, which shall mean an order that is
designated for display (price and size) on an anonymous basis by the
Exchange. The proposed definitions of Attributable Order and Non-
Attributable Order are virtually identical to definitions contained in
the Rules of BATS Exchange, Inc. (``BATS'') and The NASDAQ Stock Market
LLC (``Nasdaq'').
---------------------------------------------------------------------------
\5\ As defined in EDGX Rule 1.5(cc).
\6\ Through the use of a field within the order entry message,
Members will permit the display of their entered order on the EDGX
Book Feed to include their associated MPID.
\7\ As defined in EDGX Rule 1.5(l).
---------------------------------------------------------------------------
The attributed information will be disseminated on the EDGX Book
Feed and available for use by Recipients. Currently, all display-
eligible orders are displayed in the EDGX Book Feed on an anonymous
basis without attribution to the individual Member. The Exchange is
proposing to allow Recipients to utilize a new feature on the EDGX Book
Feed, which will include MPIDs on published quotations.
At this time, EDGX does not have plans to charge an additional fee
associated with the receipt of the Service. Should EDGX determine to
charge fees associated with EdgeBook Attributed\SM\, EDGX will submit a
proposed rule change to the Commission in order to implement those
fees.
The Exchange believes that such attribution is consistent with the
Exchange's Market Making rules, traditional market making on the floor
of an exchange, and existing rules of the Exchange's competitors.\8\
The additional feature will allow Members to publically disclose their
identity when quoting on the Exchange and to display their attributed
quote on the EDGX Book Feed. The Service will, in particular, allow a
Market Maker to identify itself as a party that is willing to buy or
sell securities on the Exchange and make continuous two-sided markets.
The Exchange believes that this information will be beneficial to all
Recipients and will aid in their trading decisions.
---------------------------------------------------------------------------
\8\ See infra footnote 14.
---------------------------------------------------------------------------
The Exchange intends to implement the proposed rule change on or
about September 1, 2012. The Exchange first announced the Service to
Members and non-Members in Direct Edge Trading Notice 12-25,
published on June 27, 2012. As the Service is optional, there is no
need for a phased implementation, as neither Recipients nor Members who
wish to attribute their identity in the Service or wish to opt out of
the Service will have to effect any material systems changes with
regard to the Service.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the objectives of the Act,\9\ in general, and furthers the
objectives of Section 6(b)(5) of the Act,\10\ which requires, among
other things, that the Exchange's rules not be designed to unfairly
discriminate between customers, issuers, brokers or dealers and is
designed to prevent fraudulent and manipulative acts and practices, to
promote just and equitable principles of trade, to foster cooperation
and coordination with persons engaged in regulating, clearing,
settling, processing information with respect to, and facilitating
transactions in securities, to remove impediments to and perfect the
mechanism of a free and open market and a national market system, and,
in general, to protect investors and the public interest. EDGX believes
that this proposal is in keeping with those principles by promoting
increased transparency through the dissemination of the additional
Service and by announcing its availability via information circular. In
addition, EDGX is making a voluntary decision to make this Service
available.
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\9\ 15 U.S.C. 78f (sic).
\10\ 15 U.S.C. 78f(b)(5).
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EDGX is not required by the Act in the first instance to make the
Service available, unlike the best bid and offer which must be made
available under the Act. EDGX chooses to make the Service available as
proposed in order to improve market quality, to attract order flow, and
to increase transparency. Once this filing becomes effective, EDGX will
be required to continue making the Service available until such time as
EDGX changes its rule.
Furthermore, the proposal will benefit Recipients and help to
promote transparency by providing additional information regarding
quotations displayed on the Exchange by various Members and thereby aid
Recipients in their trading decisions. Specifically, any Member that
wishes to publicly disclose their identity (through their MPID) when
quoting on the Exchange will be permitted to do so, and such attributed
quotations will be analogous to the quotations they provide in other
contexts (e.g., on the floor of a floor-based stock exchange or in the
over-the-counter market through direct interaction). The proposed rule
change also promotes transparency in that it will allow Recipients who
wish to utilize the Service additional transparency into discerning the
contra-party in a given execution.
The proposed rule change is also consistent with Section 11A(a)(1)
of the Act \11\ in that it seeks to assure fair competition among
brokers and dealers by providing functionality that is consistent with
that of functionality offered by the Exchange's competitors.\12\ The
Exchange believes that the proposed rule change promotes just and
equitable principles of trade in that it promotes uniformity across
markets concerning the ability to display an attributed order on an
exchange.
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\11\ 15 U.S.C. 78k-1(a)(1).
\12\ See infra footnote 14.
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[[Page 47154]]
Lastly, in adopting Regulation NMS, the Commission granted SROs and
broker-dealers increased authority and flexibility to offer new and
unique market data services to the public. The Commission believed this
authority would expand the amount of data available to market
participants, and also spur innovation and competition for the
provision of market data. EdgeBook Attributed\SM\ appears to be
precisely the sort of market data service that the Commission
envisioned when it adopted Regulation NMS.\13\ The Service will allow
Recipients to utilize a Service that will provide them a means to view
attributed information on orders on the EDGX Book Feed.
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\13\ Securities and Exchange Act Release No. 51808 (June 9,
2005), 70 FR 37496 (June 29, 2005) (``[E]fficiency is promoted when
broker-dealers who do not need the data beyond the prices, sizes,
market center identifications of the NBBO and consolidated last sale
information are not required to receive (and pay for) such data. The
Commission also believes that efficiency is promoted when broker-
dealers may choose to receive (and pay for) additional market data
based on their own internal analysis of the need for such data.'').
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
result in any burden on competition that is not necessary or
appropriate in furtherance of the purposes of the Act, as amended.
There is significant competition for the provision of market data
to market participants, as well as competition for the orders that
generate that data. In introducing the proposed Service, the Exchange
would be providing one similar to those already offered by other market
centers.\14\
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\14\ See Nasdaq Rules 4751(e)(1) and (2) and BATS Rules
11.9(c)(14) and (15).
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C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
The Exchange has not solicited, and does not intend to solicit,
comments on this proposed rule change. The Exchange has not received
any unsolicited written comments from its Members or other interested
parties.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change does not: (i)
Significantly affect the protection of investors or the public
interest; (ii) impose any significant burden on competition; and (iii)
become operative for 30 days from the date on which it was filed, or
such shorter time as the Commission may designate, it has become
effective pursuant to Section 19(b)(3)(A) \15\ of the Act and Rule 19b-
4(f)(6)(iii) thereunder.\16\
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\15\ 15 U.S.C. 78s(b)(3)(A).
\16\ 17 CFR 240.19b-4(f)(6)(iii). 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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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: (i)
Necessary or appropriate in the public interest; (ii) for the
protection of investors; or (iii) 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-2012-32 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-2012-32. 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 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-2012-32 and should be
submitted on or before August 28, 2012.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\17\
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\17\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-19212 Filed 8-6-12; 8:45 am]
BILLING CODE 8011-01-P