Self-Regulatory Organizations; BOX Options Exchange LLC; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Eliminate Market Maker Pre-Opening Obligations on BOX, 74902-74904 [2012-30376]
Download as PDF
74902
Federal Register / Vol. 77, No. 243 / Tuesday, December 18, 2012 / Notices
discriminatory because they are
consistent with price differentiation and
fee structures that exists today at other
option exchanges. The Exchange
operates in a highly competitive market
in which market participants can
readily direct order flow to another
exchange if they deem fee and rebate
levels at a particular exchange to be too
low or too high, as the case may be.
With this proposed rule change, the
Exchange believes it remains an
attractive venue for market participants
to trade regular and complex orders in
the Select Symbols and the Additional
Select Symbols.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The proposed rule change does not
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 not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any
unsolicited written comments from
members or other interested parties.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section
19(b)(3)(A)(ii) of the Act 26 and
subparagraph (f)(2) of Rule 19b–4
thereunder,27 because it establishes a
due, fee, or other charge imposed by
ISE.
At any time within 60 days of the
filing of such 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.
emcdonald on DSK67QTVN1PROD with
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:
SECURITIES AND EXCHANGE
COMMISSION
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–ISE–2012–91 on the subject
line.
[Release No. 34–68412; File No. SR–BOX–
2012–022]
Self-Regulatory Organizations; BOX
Options Exchange LLC; Notice of
Filing and Immediate Effectiveness of
a Proposed Rule Change To Eliminate
Market Maker Pre-Opening Obligations
on BOX
December 12, 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–ISE–2012–91. 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 20549–1090, 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 ISE’s
principal office. 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–ISE–
2012–91, and should be submitted on or
before January 8, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.28
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–30377 Filed 12–17–12; 8:45 am]
BILLING CODE 8011–01–P
U.S.C. 78s(b)(3)(A)(ii).
27 17 CFR 240.19b–4(f)(2).
15:29 Dec 17, 2012
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
BOX Options Exchange LLC (the
‘‘Exchange’’) proposes to amend Rule
8050 (Market Maker Quotations) to
eliminate market maker pre-opening
obligations on its options trading facility
BOX Market LLC (‘‘BOX’’). The
Exchange also proposes to amend Rule
7070 (Opening the Market) and Rule
8040 (Obligations of Market Makers) to
conform them to the change proposed to
Rule 8050. The text of the proposed rule
change is available from the principal
office of the Exchange, on the
Exchange’s Internet Web site at https://
boxexchange.com, 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
1 15
26 15
VerDate Mar<15>2010
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 December
4, 2012, BOX Options Exchange LLC
(the ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(the ‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the Exchange. The Exchange has
designated the proposed rule change as
constituting a non-controversial rule
change under Rule 19b–4(f)(6) under the
Act,3 which renders the proposal
effective upon filing with the
Commission. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 17 CFR 240.19b–4(f)(6).
2 17
28 17
Jkt 229001
PO 00000
CFR 200.30–3(a)(12).
Frm 00079
Fmt 4703
Sfmt 4703
E:\FR\FM\18DEN1.SGM
18DEN1
Federal Register / Vol. 77, No. 243 / Tuesday, December 18, 2012 / Notices
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
emcdonald on DSK67QTVN1PROD with
1. Purpose
The purpose of the proposed rule
change is to amend Exchange Rule 8050
(Market Maker Quotations) to eliminate
pre-opening obligations imposed on
market makers (‘‘Market Makers’’) on
BOX Market LLC (‘‘BOX’’),4 that they
participate in the pre-opening phase in
terms of continuous quotes. The
Exchange also proposes to amend Rule
7070 (Opening the Market) and Rule
8040 (Obligations of Market Makers) to
conform them to the change proposed to
Rule 8050.5 This is done to put BOX
Market Makers on par with the market
makers on other options Exchanges that
do not have pre-market continuous
quoting obligations.6
Currently, Exchange Rule 8050
requires that a Market Maker must enter
continuous bids and offers in options
classes in which the Market Maker is
appointed on BOX, an all-electronic
market. Specifically, Rule 8050(e)
requires that on a daily basis, a Market
Maker must: (1) Participate in the preopening phase; and (2) thereafter make
markets consistent with the applicable
quoting requirements specified in the
Exchange rules, such that a Market
Maker must post valid quotes at least
sixty percent (60%) of the time that the
classes to which the Market Maker is
appointed are open for trading. The
Exchange does not propose to change
any of the continuous quoting
requirements applicable to a Market
Maker (e.g. continuous quoting 60% of
the time in the Market Maker’s
4 BOX operates as an options trading facility of
the Exchange.
5 Exchange Rule 100(a)(30) defines ‘‘Market
Maker’’ to mean an Options Participant registered
with the Exchange for the purpose of making
markets in options contracts traded on the
Exchange and that is vested with the rights and
responsibilities specified in the Rule 8000 Series
regarding Market Makers. All Market Makers are
designated as specialists on the Exchange for all
purposes under the Exchange Act or Rules
thereunder.
6 NASDAQ Options Market (‘‘NOM’’), NASDAQ
OMX Phlx (‘‘Phlx’’), and International Securities
Exchange, LLC (‘‘ISE’’) have market pre-opening
phases. However, NOM, 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.
The regular trading market opens on these
exchanges at 9:30 Eastern Time.
VerDate Mar<15>2010
15:29 Dec 17, 2012
Jkt 229001
appointed classes) 7 other than to
eliminate the requirement to participate
in the pre-opening phase in Rule
8050(e) noted 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 Rule
8050, and pursuant to Rule 8050(e),
during regular market hours will be
responsible to post valid quotes on a
continuous basis at least sixty percent
(60%) of the time that the classes in
which the Market Maker is appointed
are open for trading. The change that the
Exchange is proposing to Rule 8050(e) is
removal of the Market Maker preopening quoting obligation and the
insertion of text clarifying that the
quoting obligation applies during
regular market hours. As a result of the
Exchange’s proposed rule filing, the
continuous quoting requirement for
BOX Market Makers will not have a preopening quoting obligation, just as other
options exchanges (e.g., NOM, Phlx and
ISE) do not impose a pre-opening
obligation on their electronic market
makers.
NOM, Phlx and ISE have a continuous
quoting obligation during their regular
market hours, which are similar to the
BOX market hours.8 However, NOM,
Phlx and ISE 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’’),9 which is similar in
nature to a BOX 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 BOX Market Maker
appointment in a series). Unlike a BOX
Market Maker, which currently has a
pre- opening obligation, a Phlx RSQT
does not have a pre-opening market
maker obligation.10 As a second
example, there is a quoting requirement
for an ISE market maker. However, just
like Phlx, and unlike BOX, ISE does not
7 The BOX 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
Exchange-Traded Fund Shares or broad-based
indexes which will close as of 4:15 p.m. Eastern
Time. See Exchange Rule 7020.
8 Id.
9 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
BOX, a BOX Market Maker enters quotes
electronically on BOX just as an RSQT does on Phlx
pursuant to specific quoting obligations. See
Exchange Rule 8050(e), and Phlx Rule
1014(b)(ii)(D).
10 For the Phlx continuous quoting rule, see Phlx
Rule 1014(b)(ii)(D)(1).
PO 00000
Frm 00080
Fmt 4703
Sfmt 4703
74903
have a pre-opening market maker
obligation.11 This proposed rule change
establishes that BOX Market Makers,
like Phlx and ISE market makers, will
not have a pre-opening quoting
obligation prior to market open.12
BOX Market Makers have noted that
unlike BOX, other options exchanges do
not have a pre-opening quoting
obligation for their market makers, and
have requested BOX to eliminate the
pre-opening obligation so that the
Exchange rules for trading on BOX are
similar to those of other options
exchanges such as, for example, Phlx.
The Exchange believes this proposed
rule change levels the playing field in
respect of pre-opening obligations while
leaving all other BOX quoting
requirements intact.13
Moreover, the Exchange believes that
its proposal to put BOX Market Makers
in the same position as market makers
on other exchanges will not have a
negative effect on BOX market
participants and investors. In particular,
the Exchange believes the removal of
pre-opening market maker obligations
on BOX will have no impact on the
functioning of the BOX opening process
and in turn will not negatively impact
BOX market participants.14
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 BOX. This should be advantageous
11 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.
12 The two-sided quote obligation is noted also in
Exchange Rule 8040(a)(1), which states that during
trading hours a Market Maker must maintain a twosided market, pursuant to Rule 8050(c)(1), in those
options in which the Market Maker is appointed,
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 Rule
8040(a)(1), the Exchange is removing reference in
Rule 8040(a)(2) 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 Rule 8040(a)(2) with
proposed Rule 8050(e), which eliminates quoting
obligations in the pre-opening phase before the
market opens.
13 Exchange Rule 8050(e).
14 The BOX process for Opening the Market is
described within Rule 7070. Note that Rule 7070(d)
currently specifies that during the pre-opening
phase, BOX Market Makers holding an assignment
on a given options class are obliged, as part of their
obligations to ensure a fair and orderly market, to
provide continuous two-sided quotes according to
the BOX minimum standards at the opening of the
market for the underlying security. In conformance
with the proposed change to Rule 8050(e), the
Exchange is removing this reference to BOX Market
Makers pre-opening quoting obligation.
E:\FR\FM\18DEN1.SGM
18DEN1
74904
Federal Register / Vol. 77, No. 243 / Tuesday, December 18, 2012 / Notices
emcdonald on DSK67QTVN1PROD with
to traders and investors executing
trading and hedging strategies on BOX.
In addition, orders and quotes executed
during the opening process on BOX will
continue to be protected by the National
Best Bid or Offer (‘‘NBBO’’). As such,
the Exchange believes that BOX
participants will continue to have a
similar experience and quality of
execution on the opening on BOX as
they do today.
2. Statutory Basis
The Exchange believes that the
proposal is consistent with the
requirements of Section 6(b) of the
Act,15 in general, and Section 6(b)(5) of
the Act,16 in particular, in that it 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 BOX 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 BOX today compels this proposal. It
will allow Market Makers on BOX 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
15 15
U.S.C. 78f(b).
16 15 U.S.C. 78f(b)(5).
VerDate Mar<15>2010
15:29 Dec 17, 2012
Jkt 229001
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, the Exchange proposal to
eliminate the pre-opening obligation on
BOX 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 on BOX
which will benefit all BOX market
participants.
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 if
consistent with the protection of
investors and the public interest, the
proposed rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 17 and Rule 19b–4(f)(6)(iii)
thereunder.18 At any time within 60
days of the filing of such 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
17 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6)(iii). As required under
Rule 19b–4(f)(6)(iii), the Exchange provided the
Commission with written notice of its intent to file
the proposed rule change, along with a brief
description and the 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.
18 17
PO 00000
Frm 00081
Fmt 4703
Sfmt 9990
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–BOX–2012–022 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–BOX–2012–022. 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–BOX–
2012–022 and should be submitted on
or before January 8, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.19
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–30376 Filed 12–17–12; 8:45 am]
BILLING CODE 8011–01–P
19 17
E:\FR\FM\18DEN1.SGM
CFR 200.30–3(a)(12).
18DEN1
Agencies
[Federal Register Volume 77, Number 243 (Tuesday, December 18, 2012)]
[Notices]
[Pages 74902-74904]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-30376]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-68412; File No. SR-BOX-2012-022]
Self-Regulatory Organizations; BOX Options Exchange LLC; Notice
of Filing and Immediate Effectiveness of a Proposed Rule Change To
Eliminate Market Maker Pre-Opening Obligations on BOX
December 12, 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 December 4, 2012, BOX Options Exchange LLC (the ``Exchange'')
filed with the Securities and Exchange Commission (the ``Commission'')
the proposed rule change as described in Items I and II below, which
Items have been prepared by the Exchange. The Exchange has designated
the proposed rule change as constituting a non-controversial rule
change under Rule 19b-4(f)(6) under the Act,\3\ which renders the
proposal effective upon filing with the Commission. The Commission is
publishing this notice to solicit comments on the proposed rule change
from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ 17 CFR 240.19b-4(f)(6).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
BOX Options Exchange LLC (the ``Exchange'') proposes to amend Rule
8050 (Market Maker Quotations) to eliminate market maker pre-opening
obligations on its options trading facility BOX Market LLC (``BOX'').
The Exchange also proposes to amend Rule 7070 (Opening the Market) and
Rule 8040 (Obligations of Market Makers) to conform them to the change
proposed to Rule 8050. The text of the proposed rule change is
available from the principal office of the Exchange, on the Exchange's
Internet Web site at https://boxexchange.com, 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
[[Page 74903]]
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 amend Exchange Rule
8050 (Market Maker Quotations) to eliminate pre-opening obligations
imposed on market makers (``Market Makers'') on BOX Market LLC
(``BOX''),\4\ that they participate in the pre-opening phase in terms
of continuous quotes. The Exchange also proposes to amend Rule 7070
(Opening the Market) and Rule 8040 (Obligations of Market Makers) to
conform them to the change proposed to Rule 8050.\5\ This is done to
put BOX Market Makers on par with the market makers on other options
Exchanges that do not have pre-market continuous quoting
obligations.\6\
---------------------------------------------------------------------------
\4\ BOX operates as an options trading facility of the Exchange.
\5\ Exchange Rule 100(a)(30) defines ``Market Maker'' to mean an
Options Participant registered with the Exchange for the purpose of
making markets in options contracts traded on the Exchange and that
is vested with the rights and responsibilities specified in the Rule
8000 Series regarding Market Makers. All Market Makers are
designated as specialists on the Exchange for all purposes under the
Exchange Act or Rules thereunder.
\6\ NASDAQ Options Market (``NOM''), NASDAQ OMX Phlx (``Phlx''),
and International Securities Exchange, LLC (``ISE'') have market
pre-opening phases. However, NOM, 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. The regular
trading market opens on these exchanges at 9:30 Eastern Time.
---------------------------------------------------------------------------
Currently, Exchange Rule 8050 requires that a Market Maker must
enter continuous bids and offers in options classes in which the Market
Maker is appointed on BOX, an all-electronic market. Specifically, Rule
8050(e) 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 the
Exchange rules, such that a Market Maker must post valid quotes at
least sixty percent (60%) of the time that the classes to which the
Market Maker is appointed are open for trading. The Exchange does not
propose to change any of the continuous quoting requirements applicable
to a Market Maker (e.g. continuous quoting 60% of the time in the
Market Maker's appointed classes) \7\ other than to eliminate the
requirement to participate in the pre-opening phase in Rule 8050(e)
noted above.
---------------------------------------------------------------------------
\7\ The BOX 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 Exchange-Traded Fund Shares or broad-based indexes
which will close as of 4:15 p.m. Eastern Time. See Exchange Rule
7020.
---------------------------------------------------------------------------
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 Rule 8050, and pursuant to Rule 8050(e), during regular
market hours will be responsible to post valid quotes on a continuous
basis at least sixty percent (60%) of the time that the classes in
which the Market Maker is appointed are open for trading. The change
that the Exchange is proposing to Rule 8050(e) is removal of the Market
Maker pre-opening quoting obligation and the insertion of text
clarifying that the quoting obligation applies during regular market
hours. As a result of the Exchange's proposed rule filing, the
continuous quoting requirement for BOX Market Makers will not have a
pre-opening quoting obligation, just as other options exchanges (e.g.,
NOM, Phlx and ISE) do not impose a pre-opening obligation on their
electronic market makers.
NOM, Phlx and ISE have a continuous quoting obligation during their
regular market hours, which are similar to the BOX market hours.\8\
However, NOM, Phlx and ISE 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''),\9\ which is similar in nature
to a BOX 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 BOX Market Maker appointment in a series).
Unlike a BOX Market Maker, which currently has a pre- opening
obligation, a Phlx RSQT does not have a pre-opening market maker
obligation.\10\ As a second example, there is a quoting requirement for
an ISE market maker. However, just like Phlx, and unlike BOX, ISE does
not have a pre-opening market maker obligation.\11\ This proposed rule
change establishes that BOX Market Makers, like Phlx and ISE market
makers, will not have a pre-opening quoting obligation prior to market
open.\12\
---------------------------------------------------------------------------
\8\ Id.
\9\ 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 BOX, a BOX Market Maker enters quotes
electronically on BOX just as an RSQT does on Phlx pursuant to
specific quoting obligations. See Exchange Rule 8050(e), and Phlx
Rule 1014(b)(ii)(D).
\10\ For the Phlx continuous quoting rule, see Phlx Rule
1014(b)(ii)(D)(1).
\11\ 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.
\12\ The two-sided quote obligation is noted also in Exchange
Rule 8040(a)(1), which states that during trading hours a Market
Maker must maintain a two-sided market, pursuant to Rule 8050(c)(1),
in those options in which the Market Maker is appointed, 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 Rule 8040(a)(1), the Exchange is removing
reference in Rule 8040(a)(2) 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 Rule 8040(a)(2) with
proposed Rule 8050(e), which eliminates quoting obligations in the
pre-opening phase before the market opens.
---------------------------------------------------------------------------
BOX Market Makers have noted that unlike BOX, other options
exchanges do not have a pre-opening quoting obligation for their market
makers, and have requested BOX to eliminate the pre-opening obligation
so that the Exchange rules for trading on BOX are similar to those of
other options exchanges such as, for example, Phlx. The Exchange
believes this proposed rule change levels the playing field in respect
of pre-opening obligations while leaving all other BOX quoting
requirements intact.\13\
---------------------------------------------------------------------------
\13\ Exchange Rule 8050(e).
---------------------------------------------------------------------------
Moreover, the Exchange believes that its proposal to put BOX Market
Makers in the same position as market makers on other exchanges will
not have a negative effect on BOX market participants and investors. In
particular, the Exchange believes the removal of pre-opening market
maker obligations on BOX will have no impact on the functioning of the
BOX opening process and in turn will not negatively impact BOX market
participants.\14\
---------------------------------------------------------------------------
\14\ The BOX process for Opening the Market is described within
Rule 7070. Note that Rule 7070(d) currently specifies that during
the pre-opening phase, BOX Market Makers holding an assignment on a
given options class are obliged, as part of their obligations to
ensure a fair and orderly market, to provide continuous two-sided
quotes according to the BOX minimum standards at the opening of the
market for the underlying security. In conformance with the proposed
change to Rule 8050(e), the Exchange is removing this reference to
BOX Market Makers pre-opening quoting obligation.
---------------------------------------------------------------------------
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 BOX.
This should be advantageous
[[Page 74904]]
to traders and investors executing trading and hedging strategies on
BOX. In addition, orders and quotes executed during the opening process
on BOX will continue to be protected by the National Best Bid or Offer
(``NBBO''). As such, the Exchange believes that BOX participants will
continue to have a similar experience and quality of execution on the
opening on BOX as they do today.
2. Statutory Basis
The Exchange believes that the proposal is consistent with the
requirements of Section 6(b) of the Act,\15\ in general, and Section
6(b)(5) of the Act,\16\ in particular, in that it 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.
---------------------------------------------------------------------------
\15\ 15 U.S.C. 78f(b).
\16\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
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 BOX 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 BOX today compels this proposal. It will allow
Market Makers on BOX 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, the Exchange
proposal to eliminate the pre-opening obligation on BOX 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
on BOX which will benefit all BOX market participants.
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 if consistent with the protection of investors
and the public interest, the proposed rule change has become effective
pursuant to Section 19(b)(3)(A) of the Act \17\ and Rule 19b-
4(f)(6)(iii) thereunder.\18\ At any time within 60 days of the filing
of such 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.
---------------------------------------------------------------------------
\17\ 15 U.S.C. 78s(b)(3)(A).
\18\ 17 CFR 240.19b-4(f)(6)(iii). As required under Rule 19b-
4(f)(6)(iii), the Exchange provided the Commission with written
notice of its intent to file the proposed rule change, along with a
brief description and the 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.
---------------------------------------------------------------------------
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-BOX-2012-022 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-BOX-2012-022. 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-BOX-2012-022 and should be
submitted on or before January 8, 2013.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\19\
---------------------------------------------------------------------------
\19\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-30376 Filed 12-17-12; 8:45 am]
BILLING CODE 8011-01-P