Self-Regulatory Organizations; NASDAQ OMX BX, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change Relating to Elimination of Market Maker Pre-Opening Obligations on BX Options, 66204-66207 [2012-26858]
Download as PDF
66204
Federal Register / Vol. 77, No. 213 / Friday, November 2, 2012 / Notices
American High Yield Index Series 11,
12, 13, 14, 15, 16, 17, 18 and 19.
The proposed rule changes would
expand CME’s Markit CDX North
American Investment Grade (‘‘CDX IG’’)
Index product offerings by adding Series
8 to the current product set.
The proposed rule changes are
immediately effective upon filing but
will become operational on October 15,
2012. CME notes that it will also certify
the proposed rule changes that are the
subject of this filing to its primary
regulator, the Commodity Futures
Trading Commission (‘‘CFTC’’). The text
of the CME proposed rule amendments
is included above, with additions
italicized and deletions in brackets.
The proposed CME rule amendments
merely incorporate one additional series
to CME’s existing offering of broadbased Markit CDX North American
Investment Grade credit default swaps.
As such, the proposed amendments
simply effect changes to an existing
service of a registered clearing agency
that (1) do not adversely affect the
safeguarding of securities or funds in
the custody or control of the clearing
agency or for which it is responsible and
(2) do not significantly affect the
respective rights or obligations of the
clearing agency or persons using its
clearing agency services. Therefore, the
proposed rule change is properly filed
under Section 19(b)(3)(A) and Rule 19b–
4(f)(4)(i) thereunder.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
CME does not believe that the
proposed rule change will have any
impact, or impose any burden, on
competition.
emcdonald on DSK67QTVN1PROD with NOTICES
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
CME has not solicited, and does not
intend to solicit, comments regarding
this proposed rule change. CME has not
received any unsolicited written
comments from interested parties.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing proposed rule change
has become effective upon filing
pursuant to Section 19(b)(3)(A) 5 of the
Act and Rule 19b–4(f)(4)(i) 6 thereunder
because it effects a change in an existing
service of a registered clearing agency
that (1) does not adversely affect the
safeguarding of securities or funds in
5 15
U.S.C. 78s(b)(3)(A).
6 17 CFR 240.19b–4(f)(4)(i).
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the custody or control of the clearing
agency or for which it is responsible and
(2) does not significantly affect the
respective rights or obligations of the
clearing agency or persons using the
service. 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.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rulecomments@sec.gov. Please include File
Number SR–CME–2012–40 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–CME–2012–40. 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 CME and on CME’s Web site at
PO 00000
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https://www.cmegroup.com/marketregulation/files/sec_19b–4_12–40.pdf.
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–CME–2012–40 and should
be submitted on or before November 23,
2012.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.7
Kevin M. O’Neill,
Deputy Secretary .
[FR Doc. 2012–26852 Filed 11–1–12; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–68116; File No. SR–BX–
2012–069]
Self-Regulatory Organizations;
NASDAQ OMX BX, Inc.; Notice of Filing
and Immediate Effectiveness of a
Proposed Rule Change Relating to
Elimination of Market Maker PreOpening Obligations on BX Options
October 26, 2012.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on October
16, 2012, NASDAQ OMX BX, Inc. (‘‘BX’’
or ‘‘BX Options’’ or ‘‘Exchange’’) filed
with the Securities and Exchange
Commission (‘‘SEC’’ or ‘‘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
BX is filing with the Commission a
proposal to modify Chapter VII, Section
6 (Market Maker Quotations), to
eliminate market maker pre-opening
obligations on BX Options. The
Exchange also proposes to modify
Chapter VII, Section 5 (Obligations of
Market Makers) to conform it to Section
6.
The Exchange requests that the
Commission waive the 30-day operative
7 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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delay period contained in Rule 19b–
4(f)(6)(iii) of the Act.3
The text of the proposed rule change
is available at https://
nasdaqomxbx.cchwallstreet.com/, at
BX’s principal office, and at the
Commission’s Public Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of, and basis for,
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of the proposed rule
change is to modify Chapter VII, Section
6 of the BX Options rulebook to remove
obligations imposed on BX Options
market makers (‘‘Market Makers’’) 4 to
participate in the pre-opening phase in
terms of continuous quotes; and to
conform Section 5 to Section 6 as
modified. This is done to put Market
Makers on par with the market makers
on other options exchanges that have
not had pre-market continuous quoting
obligations.5
The Exchange notes that its proposal
is similar to a recent rule change to
Chapter VII, Section 6 of the NASDAQ
Options Market (‘‘NOM’’) rulebook.6
3 17
CFR 240.19b–4(f)(6)(iii).
Market Maker is a BX Options participant that
is registered with the Exchange as a Market Maker
and has certain rights and bears certain
responsibilities beyond those of other Options
Participants. All Market Makers are designated as
specialists on BX Options. See Chapter VII, Section
2.
5 NASDAQ OMX PHLX LLC (‘‘Phlx’’), and
International Securities Exchange, LLC (‘‘ISE’’) have
market pre-opening phases. However, Phlx and ISE
do not, as discussed in the proposal, impose preopening obligations on their respective options
market makers; none of the exchanges require
continuous quoting prior to the regular options
trading market. Moreover, as discussed in the
proposal, NOM has filed an immediately effective
filing similarly eliminating pre-opening obligations
on their options market makers. See Securities
Exchange Act Release No. 67722 (August 23, 2012),
77 FR 52375 (August 29, 2012)(SR–NASDAQ–
2012–095)(notice of filing and immediate
effectiveness).
6 See Securities Exchange Act Release No. 67722
(August 23, 2012), 77 FR 52375 (August 29, 2012)
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The proposed rule change language to
Chapter VII, Section 6 of the BX Options
rulebook is identical in all respects to
that of the rule change language to
Chapter VII, Section 6 of the NOM
rulebook.7
Currently, Section 6 of Chapter VII
requires that a Market Maker must enter
continuous bids and offers in options in
which the Market Maker is registered on
BX Options, an all-electronic market.
Specifically, Section 6(d)i. requires that
on a daily basis a Market Maker must:
(1) Participate in the pre-opening phase;
and (2) thereafter make markets
consistent with the applicable quoting
requirements specified in BX Options
rules, on a continuous basis in at least
sixty percent (60%) of the series in
options in which the Market Maker is
registered. Additionally, subsection
6(d)(i.1) indicates that to satisfy the
Section 6(d)i. requirement with respect
to quoting a series, a Market Maker
must: (3) quote such series 90% of the
trading day (as a percentage of the total
number of minutes in such trading day)
or such higher percentage as BX Options
may announce in advance.8 The
Exchange does not propose to change
any of the continuous quoting
requirements applicable to a Market
Maker (e.g., continuous quoting in 60%
of the Market Maker’s registered series
for 90% of the trading day) 9 other than
to eliminate the requirement to
participate in the pre-opening phase in
Section 6(d)i., which is noted in (1)
above.
Subsequent to this proposal, a Market
Maker will continue to have all of the
other quoting obligations that the
Market Maker now has pursuant to
Section 6, and pursuant to Section
6(d)i., during regular market hours will
be responsible to quote on a continuous
basis in at least sixty percent (60%) of
the series in options in which the
Market Maker is registered for 90% of
the trading day (as a percentage of the
total number of minutes in such trading
day). The change that the Exchange is
(SR–NASDAQ–2012–095) (notice of filing and
immediate effectiveness).
7 As a result, subsequent to this amendment NOM
and BX Options Chapter VII, Section 6 will have
exactly the same amended rule language.
8 Subsection (6)(d)(i.2) establishes that three
different types of option series are exempted from
the continuous quote requirements: quarterly
option series, adjusted option series, and series
with an expiration of nine months or greater.
For continuous quotation requirements on BX
Options generally, see Chapter XIV, Section 6(d).
9 The BX Options trading day, which represents
the regular market hours, is 9:30 a.m. to 4:00 p.m.
Eastern Time, except for option contracts on fund
shares or broad-based indexes which will close as
of 4:15 p.m. Eastern Time. Chapter VI, Section 2.
The regular market hours on Phlx, ISE, and NOM
are similar to BX Options.
PO 00000
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66205
proposing to Section 6(d)i. is removal of
the Market Maker pre-opening quoting
obligation and the insertion of text
clarifying that the quoting obligation is
during regular market hours.10 As a
result of the Exchange’s proposed rule
filing, the BX Options continuous
quoting requirement on BX Options’
electronic market makers will not have
a pre-opening quoting obligation, just as
other options exchanges (e.g., Phlx, ISE,
and NOM) do not impose a pre-opening
obligation on their electronic market
makers.
Phlx, ISE, and NOM have a
continuous quoting obligation during
their regular market hours, which are
similar to BX Options’ market hours.11
However, these exchanges do not have
an obligation for their market makers to
participate in a pre-opening phase. On
Phlx, for example, a Remote Streaming
Quote Trader (‘‘RSQT’’),12 which is
similar in nature to a BX Options
Market Maker, has an obligation during
trading hours to quote markets in not
less than 60% of the series in which
such RSQT is assigned (this is akin to
BX Options Market Maker registration
in a series). Unlike a BX Options Market
Maker, which currently has a preopening obligation, a Phlx RSQT does
not have a pre-opening market maker
obligation.13 As a second example, there
is a quoting requirement for an ISE
market maker. However, just like Phlx,
and unlike BX Options, ISE does not
have a pre-opening market maker
obligation.14 And as a further example,
there is a quoting requirement for a
NOM market maker. However, just like
Phlx and ISE, and unlike BX Options,
NOM does not have a pre-opening
10 Section 6(d)i. currently states, in relevant part:
i. On a daily basis, a Market Maker must
participate in the pre-opening phase and thereafter
make markets consistent with the applicable
quoting requirements specified in these rules, on a
continuous basis in at least sixty percent (60%) of
the series in options in which the Market Maker is
registered.
11 See supra note 9.
12 A Phlx RSQT is a Registered Options Trader
that is a member or member organization with no
physical trading floor presence that may generate
and submit option quotations electronically in
assigned options. See Phlx Rule 1014(b)(ii)(B).
While the designation of RSQT does not exist on
BX Options, a BX Options Market Maker enters
quotes electronically on BX Options just as an
RSQT does on Phlx pursuant to specific quoting
obligations. See BX Options Chapter VII, Section
6(d) and Phlx Rule 1014(b)(ii)(D).
13 For the Phlx continuous quoting rule, see Phlx
Rule 1014(b)(ii)(D)(1).
14 ISE rule 804(e)(2)(iii) states, in relevant part,
that a Competitive Market Maker must maintain
continuous quotations in an options class to which
it is appointed and at least 60% of the series of the
options class listed on the Exchange until the close
of trading that day.
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Federal Register / Vol. 77, No. 213 / Friday, November 2, 2012 / Notices
emcdonald on DSK67QTVN1PROD with NOTICES
market maker obligation.15 The
proposed filing establishes that BX
Options Market Makers, like Phlx, ISE,
and NOM market makers, will not have
a pre-opening quoting obligation prior
to market open.16
Exchange Market Makers have noted
that unlike BX Options, other options
exchanges do not have a pre-opening
quoting obligation for their market
makers, and have requested the
Exchange to eliminate the pre-opening
obligation so that BX Options rules are
similar to those of other options
exchanges such as, for example, NOM
and Phlx. This proposed rule change
levels the playing field in respect of preopening obligations while leaving all
other BX Options quoting requirements
intact.17
Moreover, the Exchange believes that
its proposal to put BX Options market
makers in the same position as market
makers on other exchanges will not
have a negative effect on BX Options
investors and traders (‘‘BX Options
participants’’). In particular, the
Exchange believes the removal of preopening market maker obligations on
BX Options will have no impact on the
functioning of the BX Options opening
process and in turn will not negatively
impact BX Options participants. The
Exchange generally requires two other
option markets to be open prior to BX
Options initiating an opening process.18
In addition, orders and quotes executed
during the opening process on BX
Options will continue to be protected by
the National Best Bid or Offer
(‘‘NBBO’’). As such, the Exchange
believes that BX Options participants
will continue to have a similar
experience and quality of execution on
15 ISE rule 804(e)(2)(iii) states, in relevant part,
that a Competitive Market Maker must maintain
continuous quotations in an options class to which
it is appointed and at least 60% of the series of the
options class listed on the Exchange until the close
of trading that day.
16 The two-sided quote obligation is noted also in
Chapter VII, Section 5(a)i., which states that during
trading hours a Market Maker must maintain a twosided market, pursuant to Section 6(d)i. of Chapter
VII, in those options in which the Market Maker is
registered to trade, in a manner that enhances the
depth, liquidity and competitiveness of the market.
Recognizing the requirement to maintain a twosided market during trading hours per Section
5(a)i., the Exchange is removing reference in
Section 5(a)ii. to a Market Maker having to enter
two-sided quotes before market open by
participating in opening the market. This is done
for purposes of conforming Section 5(a)ii. with
proposed Section 6(d)i., which eliminates quoting
obligations in the pre-opening phase before the
market opens.
17 Chapter VII, Section 6(d).
18 For the BX Options opening process, see
Chapter VI, Section 8; and for a description of the
two options market opening process, see https://
www.nasdaqtrader.com/Content/TechnicalSupport/
BXOptions_SystemSettings.pdf.
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the opening on BX Options as they do
today.
The Exchange believes further that the
proposed rule change eliminating preopening obligations should be procompetitive in that it will attract more
Market Makers, and additional liquidity,
onto BX Options. This should be
advantageous to traders and investors
executing trading and hedging strategies
on the Exchange.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act 19 in general, and furthers the
objectives of Section 6(b)(5) of the Act 20
in particular, in that the proposal is
designed to promote just and equitable
principles of trade, 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. The Exchange believes
the proposal to conform Market Maker
obligations to the requirements of
competing markets will promote the
application of consistent trading
practices. Therefore, the Exchange
believes the proposal promotes just and
equitable principles of trade and serves
to protect investors and the public
interest.
Additionally, the Exchange believes
the proposal removes a market maker
quoting requirement that is
unnecessary, as evidenced by the fact
that it does not exist on other
competitive markets. The Exchange
operates in a highly competitive market
comprised of ten U.S. options exchanges
in which sophisticated and
knowledgeable market participants can,
and do, send order flow to competing
exchanges if they deem trading practices
at a particular exchange to be onerous
or cumbersome. With this proposal, the
Market Maker will be relieved of a
market maker requirement that does not
materially improve the quality of the
markets. On the contrary, the pre-open
phase obligation creates an additional
obligation and burden on BX Options
Market Makers that does not exist on
numerous other competitive markets.
The Exchange believes that in this
competitive marketplace, the impact of
the pre-open trading practice that exists
on the Exchange today compels this
proposal. It will allow Market Makers
on the Exchange to follow rules that are
similar to the rules of other options
exchanges that do not impose preopening obligations on their market
makers, and will allow Market Makers
19 15
20 15
PO 00000
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
Frm 00029
Fmt 4703
Sfmt 4703
to focus on aspects of their operations
that contribute to the market in a more
efficient and meaningful way.
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 not
necessary or appropriate in furtherance
of the purposes of the Act. To the
contrary, BX Options’ proposal to
eliminate the pre-opening obligation on
Market Makers is consistent with the
market maker obligations on other
options exchanges, which do not
impose pre-opening obligations on
market makers. The Exchange believes
that its proposal is pro-competitive and
should serve to attract market making
activity and increase liquidity provision
on BX Options.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the 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, the
proposed rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 21 and Rule 19b–4(f)(6)
thereunder.22
A proposed rule change filed
pursuant to Rule 19b–4(f)(6) under the
Act 23 normally does not become
operative for 30 days after the date of its
filing. However, Rule 19b–4(f)(6) 24
permits the Commission to designate a
shorter time if such action is consistent
with the protection of investors and the
public interest. The Exchange has asked
the Commission to waive the 30-day
operative delay, noting that doing so
will allow Market Makers on the
Exchange to follow rules that are similar
21 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, along with a brief
description and text of the proposed rule change,
at least five business days prior to the date of filing
of the proposed rule change, or such shorter time
as designated by the Commission. The Exchange
has satisfied this requirement.
23 17 CFR 240.19b–4(f)(6).
24 17 CFR 240.19b–4(f)(6).
22 17
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Federal Register / Vol. 77, No. 213 / Friday, November 2, 2012 / Notices
to the rules of other options exchanges
that do not impose pre-opening
obligations on their market makers. The
Commission believes that waiving the
30-day operative delay is consistent
with the protection of investors and the
public interest. Therefore, the
Commission hereby waives the 30-day
operative delay and designates the
proposal operative upon filing.25
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.
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–BX–
2012–069 and should be submitted on
or before November 23, 2012.
IV. Solicitation of Comments
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.26
Kevin M. O’Neill,
Deputy Secretary.
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml ); or
• Send an email to rulecomments@sec.gov. Please include File
Number SR–BX–2012–069 on the
subject line.
emcdonald on DSK67QTVN1PROD with NOTICES
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–BX–2012–069. 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
25 For
purposes only of waiving the 30-day
operative delay, the Commission has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
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[FR Doc. 2012–26858 Filed 11–1–12; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–68117; File No. SR–
NYSEMKT–2012–51]
Self-Regulatory Organizations; NYSE
MKT LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Amending Sections 140
and 141 of the NYSE MKT LLC
Company Guide To Amend Annual
Fees and Certain Other Listing Fees
Included Therein and To Make
Technical and Conforming Changes
October 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 October
16, 2012, NYSE MKT LLC (the
‘‘Exchange’’ or ‘‘NYSE MKT’’) filed with
the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III 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
certain of the fees included in the NYSE
26 17
CFR 200.30–3(a)(12).
U.S.C.78s(b)(1).
2 17 CFR 240.19b–4.
1 15
PO 00000
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66207
MKT Company Guide and to make
technical and conforming changes. The
text of the proposed rule change is
available on the Exchange’s Web site at
www.nyse.com, at the principal office of
the Exchange, and at the Commission’s
Public Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of those statements may be examined at
the places specified in Item IV below.
The Exchange has prepared summaries,
set forth in sections A, B, and C below,
of the most significant parts of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend
Sections 140 and 141 of its Company
Guide to amend certain of the fees
included therein and to make technical
and conforming changes. The Exchange
proposes to immediately reflect the
proposed changes in the Company
Guide, but not to implement the
proposed changes until January 1,
2013.3
The Exchange proposes to amend
Section 140 of its Company Guide,
which provides for Original Listing
Fees. The Exchange proposes to increase
the Original Listing Fee charged in
connection with the listing of new
shares of common stock or common
stock equivalents, including securities
issued by non-U.S. companies, for
issuers with outstanding shares in
excess of 15,000,000. The Original
Listing Fee for such issuers would
increase from $70,000 to $75,000.
The Exchange also proposes to amend
Section 141 of its Company Guide to
increase its Annual Fees for stock issues
as follows:
(i) for issuers with 50,000,000 shares
outstanding or less, the Annual Fee
would be increased by $2,500 (or 9.1%),
from $27,500 to $30,000;
(ii) for issuers with 50,000,001 to
75,000,000 shares outstanding, the
3 The Exchange has proposed changes to the
Company Guide, as reflected in Exhibit 5 attached
hereto, in a manner that would permit readers of
the Company Guide to identify the changes that
would be implemented on January 1, 2013.
E:\FR\FM\02NON1.SGM
02NON1
Agencies
[Federal Register Volume 77, Number 213 (Friday, November 2, 2012)]
[Notices]
[Pages 66204-66207]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-26858]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-68116; File No. SR-BX-2012-069]
Self-Regulatory Organizations; NASDAQ OMX BX, Inc.; Notice of
Filing and Immediate Effectiveness of a Proposed Rule Change Relating
to Elimination of Market Maker Pre-Opening Obligations on BX Options
October 26, 2012.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given that
on October 16, 2012, NASDAQ OMX BX, Inc. (``BX'' or ``BX Options'' or
``Exchange'') filed with the Securities and Exchange Commission
(``SEC'' or ``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.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
BX is filing with the Commission a proposal to modify Chapter VII,
Section 6 (Market Maker Quotations), to eliminate market maker pre-
opening obligations on BX Options. The Exchange also proposes to modify
Chapter VII, Section 5 (Obligations of Market Makers) to conform it to
Section 6.
The Exchange requests that the Commission waive the 30-day
operative
[[Page 66205]]
delay period contained in Rule 19b-4(f)(6)(iii) of the Act.\3\
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\3\ 17 CFR 240.19b-4(f)(6)(iii).
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The text of the proposed rule change is available at https://nasdaqomxbx.cchwallstreet.com/, at BX's principal office, and at the
Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of, and basis for, the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of the proposed rule change is to modify Chapter VII,
Section 6 of the BX Options rulebook to remove obligations imposed on
BX Options market makers (``Market Makers'') \4\ to participate in the
pre-opening phase in terms of continuous quotes; and to conform Section
5 to Section 6 as modified. This is done to put Market Makers on par
with the market makers on other options exchanges that have not had
pre-market continuous quoting obligations.\5\
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\4\ A Market Maker is a BX Options participant that is
registered with the Exchange as a Market Maker and has certain
rights and bears certain responsibilities beyond those of other
Options Participants. All Market Makers are designated as
specialists on BX Options. See Chapter VII, Section 2.
\5\ NASDAQ OMX PHLX LLC (``Phlx''), and International Securities
Exchange, LLC (``ISE'') have market pre-opening phases. However,
Phlx and ISE do not, as discussed in the proposal, impose pre-
opening obligations on their respective options market makers; none
of the exchanges require continuous quoting prior to the regular
options trading market. Moreover, as discussed in the proposal, NOM
has filed an immediately effective filing similarly eliminating pre-
opening obligations on their options market makers. See Securities
Exchange Act Release No. 67722 (August 23, 2012), 77 FR 52375
(August 29, 2012)(SR-NASDAQ-2012-095)(notice of filing and immediate
effectiveness).
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The Exchange notes that its proposal is similar to a recent rule
change to Chapter VII, Section 6 of the NASDAQ Options Market (``NOM'')
rulebook.\6\ The proposed rule change language to Chapter VII, Section
6 of the BX Options rulebook is identical in all respects to that of
the rule change language to Chapter VII, Section 6 of the NOM
rulebook.\7\
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\6\ See Securities Exchange Act Release No. 67722 (August 23,
2012), 77 FR 52375 (August 29, 2012) (SR-NASDAQ-2012-095) (notice of
filing and immediate effectiveness).
\7\ As a result, subsequent to this amendment NOM and BX Options
Chapter VII, Section 6 will have exactly the same amended rule
language.
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Currently, Section 6 of Chapter VII requires that a Market Maker
must enter continuous bids and offers in options in which the Market
Maker is registered on BX Options, an all-electronic market.
Specifically, Section 6(d)i. requires that on a daily basis a Market
Maker must: (1) Participate in the pre-opening phase; and (2)
thereafter make markets consistent with the applicable quoting
requirements specified in BX Options rules, on a continuous basis in at
least sixty percent (60%) of the series in options in which the Market
Maker is registered. Additionally, subsection 6(d)(i.1) indicates that
to satisfy the Section 6(d)i. requirement with respect to quoting a
series, a Market Maker must: (3) quote such series 90% of the trading
day (as a percentage of the total number of minutes in such trading
day) or such higher percentage as BX Options may announce in
advance.\8\ The Exchange does not propose to change any of the
continuous quoting requirements applicable to a Market Maker (e.g.,
continuous quoting in 60% of the Market Maker's registered series for
90% of the trading day) \9\ other than to eliminate the requirement to
participate in the pre-opening phase in Section 6(d)i., which is noted
in (1) above.
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\8\ Subsection (6)(d)(i.2) establishes that three different
types of option series are exempted from the continuous quote
requirements: quarterly option series, adjusted option series, and
series with an expiration of nine months or greater.
For continuous quotation requirements on BX Options generally,
see Chapter XIV, Section 6(d).
\9\ The BX Options trading day, which represents the regular
market hours, is 9:30 a.m. to 4:00 p.m. Eastern Time, except for
option contracts on fund shares or broad-based indexes which will
close as of 4:15 p.m. Eastern Time. Chapter VI, Section 2. The
regular market hours on Phlx, ISE, and NOM are similar to BX
Options.
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Subsequent to this proposal, a Market Maker will continue to have
all of the other quoting obligations that the Market Maker now has
pursuant to Section 6, and pursuant to Section 6(d)i., during regular
market hours will be responsible to quote on a continuous basis in at
least sixty percent (60%) of the series in options in which the Market
Maker is registered for 90% of the trading day (as a percentage of the
total number of minutes in such trading day). The change that the
Exchange is proposing to Section 6(d)i. is removal of the Market Maker
pre-opening quoting obligation and the insertion of text clarifying
that the quoting obligation is during regular market hours.\10\ As a
result of the Exchange's proposed rule filing, the BX Options
continuous quoting requirement on BX Options' electronic market makers
will not have a pre-opening quoting obligation, just as other options
exchanges (e.g., Phlx, ISE, and NOM) do not impose a pre-opening
obligation on their electronic market makers.
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\10\ Section 6(d)i. currently states, in relevant part:
i. On a daily basis, a Market Maker must participate in the pre-
opening phase and thereafter make markets consistent with the
applicable quoting requirements specified in these rules, on a
continuous basis in at least sixty percent (60%) of the series in
options in which the Market Maker is registered.
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Phlx, ISE, and NOM have a continuous quoting obligation during
their regular market hours, which are similar to BX Options' market
hours.\11\ However, these exchanges do not have an obligation for their
market makers to participate in a pre-opening phase. On Phlx, for
example, a Remote Streaming Quote Trader (``RSQT''),\12\ which is
similar in nature to a BX Options Market Maker, has an obligation
during trading hours to quote markets in not less than 60% of the
series in which such RSQT is assigned (this is akin to BX Options
Market Maker registration in a series). Unlike a BX Options Market
Maker, which currently has a pre-opening obligation, a Phlx RSQT does
not have a pre-opening market maker obligation.\13\ As a second
example, there is a quoting requirement for an ISE market maker.
However, just like Phlx, and unlike BX Options, ISE does not have a
pre-opening market maker obligation.\14\ And as a further example,
there is a quoting requirement for a NOM market maker. However, just
like Phlx and ISE, and unlike BX Options, NOM does not have a pre-
opening
[[Page 66206]]
market maker obligation.\15\ The proposed filing establishes that BX
Options Market Makers, like Phlx, ISE, and NOM market makers, will not
have a pre-opening quoting obligation prior to market open.\16\
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\11\ See supra note 9.
\12\ A Phlx RSQT is a Registered Options Trader that is a member
or member organization with no physical trading floor presence that
may generate and submit option quotations electronically in assigned
options. See Phlx Rule 1014(b)(ii)(B). While the designation of RSQT
does not exist on BX Options, a BX Options Market Maker enters
quotes electronically on BX Options just as an RSQT does on Phlx
pursuant to specific quoting obligations. See BX Options Chapter
VII, Section 6(d) and Phlx Rule 1014(b)(ii)(D).
\13\ For the Phlx continuous quoting rule, see Phlx Rule
1014(b)(ii)(D)(1).
\14\ ISE rule 804(e)(2)(iii) states, in relevant part, that a
Competitive Market Maker must maintain continuous quotations in an
options class to which it is appointed and at least 60% of the
series of the options class listed on the Exchange until the close
of trading that day.
\15\ ISE rule 804(e)(2)(iii) states, in relevant part, that a
Competitive Market Maker must maintain continuous quotations in an
options class to which it is appointed and at least 60% of the
series of the options class listed on the Exchange until the close
of trading that day.
\16\ The two-sided quote obligation is noted also in Chapter
VII, Section 5(a)i., which states that during trading hours a Market
Maker must maintain a two-sided market, pursuant to Section 6(d)i.
of Chapter VII, in those options in which the Market Maker is
registered to trade, in a manner that enhances the depth, liquidity
and competitiveness of the market.
Recognizing the requirement to maintain a two-sided market
during trading hours per Section 5(a)i., the Exchange is removing
reference in Section 5(a)ii. to a Market Maker having to enter two-
sided quotes before market open by participating in opening the
market. This is done for purposes of conforming Section 5(a)ii. with
proposed Section 6(d)i., which eliminates quoting obligations in the
pre-opening phase before the market opens.
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Exchange Market Makers have noted that unlike BX Options, other
options exchanges do not have a pre-opening quoting obligation for
their market makers, and have requested the Exchange to eliminate the
pre-opening obligation so that BX Options rules are similar to those of
other options exchanges such as, for example, NOM and Phlx. This
proposed rule change levels the playing field in respect of pre-opening
obligations while leaving all other BX Options quoting requirements
intact.\17\
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\17\ Chapter VII, Section 6(d).
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Moreover, the Exchange believes that its proposal to put BX Options
market makers in the same position as market makers on other exchanges
will not have a negative effect on BX Options investors and traders
(``BX Options participants''). In particular, the Exchange believes the
removal of pre-opening market maker obligations on BX Options will have
no impact on the functioning of the BX Options opening process and in
turn will not negatively impact BX Options participants. The Exchange
generally requires two other option markets to be open prior to BX
Options initiating an opening process.\18\ In addition, orders and
quotes executed during the opening process on BX Options will continue
to be protected by the National Best Bid or Offer (``NBBO''). As such,
the Exchange believes that BX Options participants will continue to
have a similar experience and quality of execution on the opening on BX
Options as they do today.
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\18\ For the BX Options opening process, see Chapter VI, Section
8; and for a description of the two options market opening process,
see https://www.nasdaqtrader.com/Content/TechnicalSupport/BXOptions_SystemSettings.pdf.
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The Exchange believes further that the proposed rule change
eliminating pre-opening obligations should be pro-competitive in that
it will attract more Market Makers, and additional liquidity, onto BX
Options. This should be advantageous to traders and investors executing
trading and hedging strategies on the Exchange.
2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act \19\ in general, and furthers the objectives of Section
6(b)(5) of the Act \20\ in particular, in that the proposal is designed
to promote just and equitable principles of trade, 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. The Exchange believes the proposal to conform Market
Maker obligations to the requirements of competing markets will promote
the application of consistent trading practices. Therefore, the
Exchange believes the proposal promotes just and equitable principles
of trade and serves to protect investors and the public interest.
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\19\ 15 U.S.C. 78f(b).
\20\ 15 U.S.C. 78f(b)(5).
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Additionally, the Exchange believes the proposal removes a market
maker quoting requirement that is unnecessary, as evidenced by the fact
that it does not exist on other competitive markets. The Exchange
operates in a highly competitive market comprised of ten U.S. options
exchanges in which sophisticated and knowledgeable market participants
can, and do, send order flow to competing exchanges if they deem
trading practices at a particular exchange to be onerous or cumbersome.
With this proposal, the Market Maker will be relieved of a market maker
requirement that does not materially improve the quality of the
markets. On the contrary, the pre-open phase obligation creates an
additional obligation and burden on BX Options Market Makers that does
not exist on numerous other competitive markets. The Exchange believes
that in this competitive marketplace, the impact of the pre-open
trading practice that exists on the Exchange today compels this
proposal. It will allow Market Makers on the Exchange to follow rules
that are similar to the rules of other options exchanges that do not
impose pre-opening obligations on their market makers, and will allow
Market Makers to focus on aspects of their operations that contribute
to the market in a more efficient and meaningful way.
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 not necessary or appropriate in
furtherance of the purposes of the Act. To the contrary, BX Options'
proposal to eliminate the pre-opening obligation on Market Makers is
consistent with the market maker obligations on other options
exchanges, which do not impose pre-opening obligations on market
makers. The Exchange believes that its proposal is pro-competitive and
should serve to attract market making activity and increase liquidity
provision on BX Options.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were either solicited or received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the 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, the proposed rule change has become effective
pursuant to Section 19(b)(3)(A) of the Act \21\ and Rule 19b-4(f)(6)
thereunder.\22\
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\21\ 15 U.S.C. 78s(b)(3)(A).
\22\ 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, along
with a brief description and text of the proposed rule change, at
least five business days prior to the date of filing of the proposed
rule change, or such shorter time as designated by the Commission.
The Exchange has satisfied this requirement.
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A proposed rule change filed pursuant to Rule 19b-4(f)(6) under the
Act \23\ normally does not become operative for 30 days after the date
of its filing. However, Rule 19b-4(f)(6) \24\ permits the Commission to
designate a shorter time if such action is consistent with the
protection of investors and the public interest. The Exchange has asked
the Commission to waive the 30-day operative delay, noting that doing
so will allow Market Makers on the Exchange to follow rules that are
similar
[[Page 66207]]
to the rules of other options exchanges that do not impose pre-opening
obligations on their market makers. The Commission believes that
waiving the 30-day operative delay is consistent with the protection of
investors and the public interest. Therefore, the Commission hereby
waives the 30-day operative delay and designates the proposal operative
upon filing.\25\
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\23\ 17 CFR 240.19b-4(f)(6).
\24\ 17 CFR 240.19b-4(f)(6).
\25\ For purposes only of waiving the 30-day operative delay,
the Commission has considered the proposed rule's impact on
efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
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At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml ); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-BX-2012-069 on the subject line.
Paper Comments
Send paper comments in triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange Commission, 100 F Street NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-BX-2012-069. 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-BX-2012-069 and should be
submitted on or before November 23, 2012.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\26\
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\26\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-26858 Filed 11-1-12; 8:45 am]
BILLING CODE 8011-01-P