Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Order Approving Proposed Rule Change To Enhance the Functionality Offered on the Options Floor Broker Management System (“FBMS”) by, Among Other Things, Automating Functions Currently Performed by Floor Brokers, 26096-26099 [2013-10445]
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Federal Register / Vol. 78, No. 86 / Friday, May 3, 2013 / Notices
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–69471; File No. SR–Phlx–
2013–09]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Order
Approving Proposed Rule Change To
Enhance the Functionality Offered on
the Options Floor Broker Management
System (‘‘FBMS’’) by, Among Other
Things, Automating Functions
Currently Performed by Floor Brokers
April 29, 2013.
I. Introduction
On February 6, 2013, NASDAQ OMX
PHLX LLC (‘‘Phlx’’ or ‘‘Exchange’’) filed
with the Securities and Exchange
Commission (‘‘Commission’’), pursuant
to Section 19(b)(1) of the Securities
Exchange Act of 1934 (‘‘Act’’),1 and
Rule 19b–4 thereunder,2 a proposed rule
change to enhance the functionality
offered on the Options Floor Broker
Management System (‘‘FBMS’’) by,
among other things, automating
functions currently performed by Floor
Brokers manually. The proposed rule
change was published for comment in
the Federal Register on February 26,
2013.3 On April 12, 2013, the Exchange
extended the time for Commission
action to April 29, 2013. The
Commission received no comment
letters on the proposal. This order
approves the proposed rule change.
II. Description of the Proposal
Exchange options Floor Brokers are
registered with the Exchange for the
purpose, while on the options floor, of
accepting and executing options orders
received from members and member
organizations.4 Historically, Floor
Brokers received orders at their booths
on the trading floor and executed such
orders manually and in person. The
implementation of the Consolidated
Options Audit Trail System (‘‘COATS’’)
in 2000 required the capture of certain
options order information, including the
time of order receipt and execution,
contemporaneously with receipt and
execution.5 As a result of these changes,
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 68960
(February 20, 2013), 78 FR 13132.
4 See Exchange Rule 1060. A floor broker who is
the nominee of a member organization qualified to
transact business with the public may accept orders
from public customers of the member organization.
See id.
5 See In the Matter of Certain Activities of
Options Exchanges, Administrative Proceeding File
No. 3–10282, Securities Exchange Act Release No.
43268 (September 11, 2000) (Order Instituting
Public Administrative Proceedings Pursuant to
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2 17
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the Exchange introduced FBMS, a
component of the Exchange’s electronic
trading system, Phlx XL. FBMS enables
Floor Brokers and/or their employees to
enter, route, and report transactions
stemming from options orders received
on the Exchange. FBMS also establishes
an electronic audit trail for options
orders represented by Floor Brokers on
the Exchange. Floor Brokers can use
FBMS to submit orders, including
Complex Orders,6 to Phlx XL, rather
than executing the orders in the trading
crowd. Orders submitted through FBMS
are processed like any other electronic
order on the Exchange. Floor Brokers
may use FBMS to submit orders for a
variety of reasons, including that the
order is far away from the market such
that the Floor Broker would prefer to
place it on the electronic book or that
there is a contra-side order on the book
with which the order can trade.
The Exchange proposes to make
several changes to FBMS.
A. Order Execution in FBMS
The Exchange proposes to enhance
FBMS functionalities. Currently, FBMS
is a system that is primarily used by
Floor Brokers to enter orders and report
executed transactions. The Exchange
proposes to expand FBMS such that it
would become an order execution
system as well.
As proposed, all options transactions
on the Exchange would be executed: (1)
automatically by Phlx XL; (2) by and
among members in the trading crowd
(as long as none of them is a Floor
Broker); or (3) through the FBMS for
trades involving at least one Floor
Broker.7 The Exchange proposes three
exceptions that would allow Floor
Brokers to execute orders manually: (1)
If the Exchange determines to permit
manual executions in the event of a
problem with Exchange systems; (2)
Floor Brokers are handling
accommodation transactions 8 or FLEX
trades; 9 or (3) where an order has more
Section 19(h)(1) of the Securities Exchange Act of
1934, Making Findings and Imposing Remedial
Sanctions) (‘‘Options Settlement Order’’).
6 Complex Orders are defined in Phlx Rule
1080.08.
7 See proposed Phlx Rule 1000(f).
8 As explained in Phlx Rule 1059, specialists—
and not FBMS—execute accommodation
transactions made pursuant to cabinet trading.
9 FLEX orders will continue to be executable by
Floor Brokers in the trading crowd pursuant to
Exchange Rules 1079 and 1079A, rather than
through FBMS because FBMS will not be able to
accept FLEX orders, which have varied and
complicated terms. Similarly, accommodation
transactions (also known as cabinet trades) will
continue to be executable by Floor Brokers in the
trading crowd pursuant to Exchange Rule 1059.
According to the Exchange, neither FLEX nor
accommodation transactions are executed through
Exchange systems today.
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than 15 legs.10 The Exchange also
proposes to amend its rules to state that
certain trades executed by Floor Brokers
pursuant to Rule 1064—namely,
crossing, facilitation, and solicited
orders—must be executed through the
FBMS.11
In connection with the proposal to
add order execution functions to FBMS,
the Exchange is proposing to add new
subsection (g) to Exchange Rule 1000.
The proposed rule would require bids
and offers to either be entered
electronically or made by public outcry
in the trading crowd.12 The Exchange
also proposes to define public outcry.
As proposed, a member shall be
considered to be ‘‘in’’ on a bid or offer
while the member remains at the post,
unless the member distinctly and
audibly states ‘‘out.’’ 13 A member
bidding and offering in immediate and
rapid succession shall be deemed ‘‘in’’
until the member shall state ‘‘out’’ on
either bid or offer.14 Once the crowd has
provided a quote, it will remain in effect
until: (A) A reasonable amount of time
has passed; or (B) there is a significant
change in the price of the underlying
security; or (C) the market given in
response to the request has been
improved.15 With respect to orders
involving a Floor Broker using FBMS to
execute an order, a member must
audibly say ‘‘out’’ before the Floor
Broker submits the order into the FBMS
for execution and, if the order is not
executed, the member must audibly say
‘‘out’’ before each time the Floor Broker
resubmits the order for execution.16
In connection with order execution,
the Exchange also proposes to allow
FBMS to execute two-sided orders
entered by Floor Brokers, including
multi-leg orders up to 15 legs, after the
10 The Exchange proposes to limit the complexity
of FBMS functionality and does not believe that
many orders fall into this category or that Floor
Brokers would be adversely affected.
11 In addition to making these changes to Rule
1064, the Exchange also proposes to delete Advice
B–11, which generally tracks the language of Rule
1064. In addition to generally repeating the
substance of Rule 1064, the Exchange noted that
Advice B–11 does not contain fine schedules
adopted pursuant to the Exchange’s minor rule
enforcement and reporting plan, unlike other
Advices.
12 See proposed Exchange Rule 1000(g). The
proposed rule would also require all bids and offers
to be general and not be specified for acceptance by
particular members. See id.
13 See proposed Exchange Rule 1000(g).
14 See id.
15 See id. In the case of a dispute, the term
‘‘significant change’’ would be interpreted on a
case-by-case basis by an Options Exchange Official
based upon the extent of the recent trading in the
option and, in the case of equity and index options,
in the underlying security, and any other relevant
factors.
16 See id.
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Federal Register / Vol. 78, No. 86 / Friday, May 3, 2013 / Notices
Floor Broker has represented the orders
in the trading crowd.17 When a Floor
Broker submits an order for execution
through FBMS, the order would be
executed based on market conditions
and in accordance with Exchange
rules.18 FBMS execution functionality
would assist the Floor Broker in clearing
the Exchange book, consistent with
Exchange priority rules.19 If the order
cannot be executed, Phlx XL would
attempt to execute the order a number
of times for a period of no more than
one second, which period shall be
established by the Exchange and
announced by Options Trader Alert,
after which the order would be returned
to the Floor Broker on the FBMS.20 The
Floor Broker may resubmit the order for
execution, as long as the quotes/orders
that comprise the cross have not been
withdrawn.21 Floor Brokers are
responsible for handling all FBMS
orders in accordance with Exchange
priority and trade-through rules,
including Exchange Rules 1014, 1033
and 1084.22
B. Complex Calculator Function in
FBMS
The Exchange proposes to provide
Floor Brokers with an enhanced FBMS
functionality called the complex
calculator.23 FBMS would calculate and
display a suggested price of each
individual component of a multi-leg
order, up to 15 legs, submitted on a net
debit or credit basis.24 The Exchange
stated that this functionality should
substantially increase the speed with
which Floor Brokers could ascertain the
marketability of multi-leg orders at a
specified net debit or credit price, and
should result in more efficient
executions in the trading crowd.
Additionally, the Exchange proposes
to change the manner in which Complex
Orders are entered into FBMS.
Currently, Floor Brokers may enter
Complex Orders, as defined in Rule
1080.08, consisting of two option legs
into FBMS for execution using the
Complex Order functionality of Phlx
XL, pursuant to Rule 180.08(b)(iii). The
Exchange proposes to allow Complex
Orders consisting of up to six legs (one
of which may be stock) to be entered
17 See
proposed Exchange Rule 1063(e)(iv).
id.
19 See id.
20 See id.
21 See id.
22 See id.
23 See proposed Exchange Rule 1063(e)(iii).
24 See id. According to the Exchange, FBMS
currently accepts up to 20 legs of a complex order.
The Exchange believes that limiting the proposed
complex calculator to 15 legs should be sufficient
for Floor Brokers’ current business needs.
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18 See
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through FBMS.25 According to the
Exchange, this functionality should
assist Floor Brokers in pricing multi-leg
orders for representation in the trading
crowd, as well as with pricing multi-leg
orders for submission for execution as a
two-sided order.
C. Multi-Leg Order Spread Type Priority
The Exchange proposes to apply a
new spread priority to certain multi-leg
orders that are submitted to FBMS. This
priority, which is the same as the
priority set forth in Rule 1080.08(c)(iii)
that applies to complex orders in Phlx
XL, will apply to multi-leg orders that
meet the definition of a Complex Order
as set forth in Rule 1080.08. This
priority will also apply to multi-leg
orders that contain a conforming ratio
that complies with the conforming ratio
set forth in Rule 1080.08(a)(ix).26
As set forth in proposed Rule 1033(i),
Spread Type Orders 27 consisting of a
conforming ratio may be executed at a
total credit or debit price with priority
over individual bids or offers
established in the marketplace
(including customers) that are not better
than the bids or offers comprising such
total credit or debit, provided that at
least one option leg is executed at a
better price than the established bid or
offer for that option contract and no
option leg is executed at a price outside
of the established bid or offer for that
option contract. Because certain orders
will continue to be executed on the floor
and not through FBMS, the Exchange is
retaining Rules 1033 (d), (e), (g), and (h),
which effectively require one leg of a
spread to be improved for every two legs
of a multi-leg order.
D. Additional Changes
The Exchange proposes to amend
Exchange Rule 1014(g)(vi) and Option
Floor Procedure Advice F–2, which
pertain to how trades are allocated,
matched and time stamped. Currently,
trades executed electronically via Phlx
XL are automatically trade reported
without further action required by the
executing parties. As proposed, trades
executed electronically through FBMS
are also automatically reported.
proposed Exchange Rule.
set forth in Rule 1080.08(a)(ix), a
conforming ratio ‘‘is where the ratio between the
sizes of the options components of a Complex Order
is equal to or greater than one-to-three (.333) and
less than or equal to three-to-one (3.00).’’
27 A spread type order includes a spread, straddle
and combination order and is an order to buy a
stated number of option contracts and to sell a
stated number of option contracts in a different
series of the same option and may be bid for or
offered on a total net debit or credit basis. See
Exchange Rule 1066(f).
26097
The Exchange also proposes to amend
Exchange Rule 1066, Certain Types of
Orders Defined, and rename it ‘‘Certain
Types of Floor-Based (Non-Phlx XL)
Orders Defined’’ to make clear that the
order types in the rule reflect what can
be traded on the floor. The order types
that are handled and executed
automatically by Phlx XL appear in
Exchange Rule 1080. The Exchange is
also proposing introductory language
specifically stating that these order
types are eligible for entry by a Floor
Broker for execution through FBMS and,
with respect to transactions when there
is no Floor Broker involved, for
execution by members in the trading
crowd. The Exchange also proposes to
delete the following order types,
because FBMS will not accept these
order types: 28 multi-part order, delta
order, market-on-close order, and onecancels-the-other order.29 The Exchange
stated that these order types are being
deleted because they are not easily
automated and are rarely used.
The Exchange proposes to rename
‘‘Hedge Order’’ in Exchange Rule
1066(f) to ‘‘Multi-leg Order,’’ and make
corresponding changes in Exchange
Rules 1033(d), 1063(e) and Option Floor
Procedure Advices C–2 and F–14. A
synthetic options order would be recategorized as a type of multi-leg order
in Exchange Rule 1066(f)(5), rather than
a separate order type in Exchange Rule
1066(g). The definition and description
of an Intermarket Sweep Order would
be moved from Exchange Rule 1066(i) to
Exchange Rule 1080.03 because such
order is (and would continue to be) only
available on Phlx XL. Exchange Rule
1066(f) would also be amended to add
three new definitions—Spread Type
Order; Complex Order (to help
distinguish between the multi-leg orders
that also meet the definition of Complex
Order in Exchange Rule 1080.08 from
those that do not); 30 and DNA Order,
which will now be submitted through
FBMS. Exchange Rule 1066 would
contain all of the order types available
for open outcry trading on the trading
floor and through FBMS; Exchange Rule
1080 continues to govern the order
types available through PHLX XL.
25 See
26 As
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28 The Exchange is also proposing to delete
Exchange Rule 1033(i), Inter-Currency Spread
Priority, because FBMS will not handle multi-leg
orders involving two different underlying
currencies.
29 The Exchange is also deleting this order type
in Exchange Rule 1063(b).
30 A spread type order, which can only be entered
through FBMS, can have up to 15 legs, while a
Complex Order entered for handling through PHLX
XL can have up to six legs, each including the
underlying security.
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Federal Register / Vol. 78, No. 86 / Friday, May 3, 2013 / Notices
E. Implementation
The Exchange proposes to implement
the enhancements with a trial period of
two to four weeks, to be determined by
the Exchange, during which the new
FBMS enhancements and related rules
would operate along with the existing
FBMS and rules. The Exchange seeks to
begin implementation on June 1, 2013.31
During this period, Floor Brokers would
still be able to execute orders verbally
in the trading crowd and submit the
execution reports through FBMS, like
they do currently. Floor Brokers would
also be able to use the new FBMS to
execute trades.
III. Discussion and Commission
Findings
After careful consideration, the
Commission finds that the proposed
rule change is consistent with the
requirements of the Act and rules and
regulations thereunder applicable to a
national securities exchange.32 In
particular, the Commission finds that
the proposed rule change is consistent
with Section 6(b)(5) of the Act 33 in that
it is designed to promote just and
equitable principles of trade, to remove
impediments and to 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 proposes to amend its
rules to, among other things, require
Floor Brokers to execute orders via
FBMS rather than manually on the
trading floor, unless one of the
enumerated exceptions applies.34 In
part, the proposal would allow Floor
Brokers to use FBMS to cross orders,
including multi-leg orders with up to 15
legs. The Commission believes that such
automation may benefit the Exchange,
its members and users, and other market
participants by, for example, producing
more accurate and timely trade
reporting. The Commission believes that
this proposal should allow Floor
Brokers to better manage orders and is
reasonably designed to increase
compliance with applicable
Commission rules and regulations and
with Exchange rules. For example, the
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31 Phlx
confirmed that the implementation of
FBMS will begin on June 1, 2013. See email from
Edith Hallahan, Phlx, to Dhawal Sharma, Attorney
Advisor, Division of Trading and Markets,
Commission.
32 In approving the proposed rule change, the
Commission has considered its impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
33 15 U.S.C. 78f(b).
34 As part of these changes, the Exchange will
delete Advice B–11, which generally tracks the
language of Rule 1064, which the Exchange
proposes to amend.
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FBMS would prohibit an execution of a
two-sided order if that cross would
trade through a better price on the book
or on another market.35 Automating
formerly manual trades should help
ensure that trades do not violate the
priority of orders on the book or trade
through the NBBO.36
Moreover, the Commission finds that
the enhanced functionality of FBMS
provided by the complex calculator,
which would calculate and display a
suggested price of each individual
component of a multi-leg order, up to 15
legs, submitted on a net debit or credit
basis, will aid Floor Brokers in
calculating the prices of the components
of a multi-leg order, which has the
potential to increase the speed with
which Floor Brokers can represent such
orders. Taken together, the Commission
believes that these changes will be
beneficial to the market as a whole by
contributing to the efficient functioning
of the securities markets and the price
discovery process and by contributing to
the efficient functioning of the securities
markets.
The Commission also finds that the
proposed Spread Type Order priority is
consistent with the requirements of the
Act. The FBMS would validate that a
multi-leg order meets the definition of
Complex Order (as defined in Exchange
Rule 1080.08) and would apply the new
spread priority provision. If a multi-leg
order does not meet the definition of
Complex Order because the multi-leg
order has more than six legs, then the
proposed spread priority provision
would nevertheless apply if the multileg order has a conforming ratio (as
defined in Exchange Rule
1080.08(a)(ix)). The Commission
believes that the proposed Spread Type
Order priority could improve Floor
Brokers’ ability to execute multi-leg
orders, which could benefit investors
and other market participants. The
Commission notes that other options
exchanges have similar complex order
priority provisions for Complex Orders
that do not limit the number of legs and
35 The Exchange noted that Floor Brokers may
choose not to execute the cross if orders exist on
the book that would prevent the cross from
executing. In this scenario, the FBMS would notify
the Floor Brokers that such orders on the book exist,
and the Floor Broker would have to exercise his
discretion as to whether to proceed.
36 Also of relevance is Rule 155, which requires
that ‘‘a Floor Broker handling an order is to use due
diligence to execute the order at the best price or
prices available to him in accordance with the
Rules of the Exchange.’’ The Commission notes
that, with the changes made to the FBMS and to the
manner in which Floor Brokers handle orders, Floor
Brokers will still be obligated to adhere to the
principles articulated in Rule 155.
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that require only one leg to be
improved.37
Additionally, the Commission finds
that the Exchange’s proposal to amend
Exchange Rule 1014(g)(vi) and Option
Floor Procedure Advice F–2 so that
trades executed electronically through
FBMS will be automatically reported
(without further action required by
executing parties) is consistent with the
requirements of the Act. Currently,
trades executed electronically via Phlx
XL are automatically reported, and the
proposed change would ensure
automatic reporting for trades executed
via FBMS. The Commission believes
that this proposal will benefit investors
and other market participants by
providing quicker and more reliable
confirmation of trade executions.
The Commission also finds that the
Exchange’s proposed changes and
deletions to Exchange Rules 1033, 1063,
1066, and 1080 are consistent with the
Act. The Exchange is renaming Rule
1066 from ‘‘Certain Types of Orders
Defined’’ to ‘‘Certain Types of FloorBased (Non-Phlx XL) Orders Defined,’’
which the Commission believes will
make clear to investors and other market
participants that the order types in the
rule reflect what can be traded on the
floor. The Exchange is also amending
Rule 1080, which lists the order types
that are handled and executed
automatically by Phlx XL, to provide
introductory language that specifically
states that the listed order types are
eligible either for entry by a Floor
Broker for execution through FBMS or
for execution by members in the trading
crowd where the transaction does not
involve a Floor Broker. Additionally,
the Exchange is deleting from Rule 1066
several order types (multi-part order,
delta order, market-on-close order, and
one-cancels-the-other order 38) that are
not easily automated and rarely used.
The Exchange is deleting from Rule
1033(i) the ‘‘Inter-Currency Spread
Priority’’ because FBMS will not handle
multi-leg orders involving two different
underlying currencies. The Exchange is
also renaming ‘‘Hedge Order’’ in Rule
1066(f) to ‘‘Multi-leg Order,’’ and
making corresponding changes in
Exchange Rules 1033(d), 1063(e), and
the Option Floor Procedure Advices C–
2 and F–14. Additionally, a synthetic
options order would be re-categorized as
a type of multi-leg order in Exchange
Rule 1066(f)(5), rather than a separate
order type in Exchange Rule 1066(g).
The definition and description of an
Intermarket Sweep Order would be
37 See,
e.g., ISE Rule 722(b)(2).
‘‘one-cancels-the-other order’’ type is also
being deleted from Exchange Rule 1063(b).
38 The
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moved from Exchange Rule 1066(i) to
Exchange Rule 1080.03 because such
order is (and would continue to be) only
available on Phlx XL. Exchange Rule
1066(f) would also be amended to add
three new definitions—Spread Type
Order; Complex Order and DNA Order.
The Commission believes that these
changes are consistent with and
necessary in light of the changes being
made to FBMS, and are appropriate and
beneficial to investors because they
update the Exchange’s Rules and
provide the investing public with
clearer information on order types
available for execution on the Exchange.
The Commission also finds that the
addition of new subsection (g) to
Exchange Rule 1000 is consistent with
the Act. Exchange Rule 1000(g) would
require bids and offers to either be
entered electronically or made by public
outcry in the trading crowd. As
described above, public outcry is
defined in Rule 1000(g). The
Commission believes that the additional
clarity provided by Rule 1000(g) on how
bids and offers are made and
maintained on the trading floor is
appropriate because, in light of the
elimination of most Floor Broker verbal
executions, additional emphasis will be
placed on how long a bid/offer is in
effect.
The Commission finds that it is
consistent with the Act for the Exchange
to begin implementation of the new
FBMS enhancements and related rules
on June 1, 2013, with a two to four week
trial period. The Commission believes
that this will provide Floor Brokers and
other market participants with an
appropriate amount of time to
familiarize themselves with the changes,
and, similarly, a trial period of two to
four weeks will allow the Exchange and
market participants to work together in
making a transition from floor based
executions to FBMS.
IV. Conclusion
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It is therefore ordered, pursuant to
Section 19(b)(2) of the Act 39 that the
proposed rule change (SR–Phlx–2013–
09) is approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.40
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–10445 Filed 5–2–13; 8:45 am]
BILLING CODE 8011–01–P
39 15
40 17
U.S.C. 78s(b)(2).
CFR 200.30–3(a)(12).
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SECURITIES AND EXCHANGE
COMMISSION
[File No. 500–1]
In the Matter of Biopharm Asia, Inc.,
China Organic Agriculture, Inc., and
Guilin Paper, Inc.; Order of Suspension
of Trading
April 19, 2013.
Correction
In notice document 2013–09635,
appearing on page 23970, in the issue of
Tuesday, April 23, 2013, make the
following correction:
On page 23970, in the first column,
the Subject in the heading is corrected
to read as set forth above.
26099
greater transparency and accountability
for program performance, and improve
SBA’s ability to remain responsive to
requests for information from the
public, Congress, and program oversight
agencies.
Description of Respondents: The SBA
Resource Partners, including Small
Business Development Centers (SBDC),
Women’s Business Centers (WBC), and
SCORE. In addition, Veterans Business
Outreach Centers (VBOCs) and Regional
Clusters.
Form Number’s: 641,888.
Annual Responses: 1.4 million.
Annual Burden: 160,000.
Curtis Rich,
Management Analyst.
[FR Doc. C1–2013–09635 Filed 5–2–13; 8:45 am]
[FR Doc. 2013–10500 Filed 5–2–13; 8:45 am]
BILLING CODE 1505–01–D
BILLING CODE 8025–01–P
SMALL BUSINESS ADMINISTRATION
Data Collection Available for Public
Comments
60 Day Notice and request for
comments.
ACTION:
SUMMARY: In accordance with the
Paperwork Reduction Act of 1995, this
notice announces the Small Business
Administration’s intention to request
approval on a new and/or currently
approved information collection.
DATES: Submit comments on or before
July 2, 2013.
ADDRESSES: Send all comments
regarding whether this information
collection is necessary for the proper
performance of the function of the
agency, whether the burden estimates
are accurate, and if there are ways to
minimize the estimated burden and
enhance the quality of the collections, to
Ariel Teichman, Management Analyst,
Office of Entrepreneurial Development,
Small Business Administration, 409 3rd
Street SW., Room 6043, Washington, DC
20416.
FOR FURTHER INFORMATION CONTACTS:
Ariel Teichman, Management Analyst,
202–205–6592 edmis@sba.gov or Curtis
B. Rich, Management Analyst, 202–205–
7030 curtis.rich@sba.gov.
Title: ‘‘Entrepreneurial Development
Management Information System
(EDMIS) Client Intake Form &
Management Training Form’’
Abstract: SBA Forms 641 (Client
Intake Form) and 888 (Management
Training Form) are used to collect
counseling, training and economic
impact information from SBA partners
and District Offices. Revisions will
eliminate redundancy, provide for
PO 00000
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SMALL BUSINESS ADMINISTRATION
Notice Seeking Exemption Under the
Small Business Investment Act,
Conflicts of Interest; VPC SBIC I, LP;
License No. 05/05–0308
Notice is hereby given that VPC SBIC
I, LP, 227 West Monroe Street, Suite
3900, Chicago, IL, 60606, a Federal
Licensee under the Small Business
Investment Act of 1958, as amended
(‘‘the Act’’), in connection with the
financing of a small concern, has sought
an exemption under Section 312 of the
Act and Section 107.730, Financings
which Constitute Conflicts of Interest of
the Small Business Administration
(‘‘SBA’’) Rules and Regulations (13 CFR
101730). VPC SBIC I, LP proposes to
provide debt financing to Global
Employment Holdings, Inc., 10375 Park
Meadows Drive, Suite 475, Littleton,
CO, 80124 (‘‘GEYH’’). The proceeds will
be used to redeem maturing debt and
fund an acquisition.
The financing is brought within the
purview of § 107.730(a) of the
Regulations because Victory Park Credit
Opportunities, L.P., Victory Park Credit
Opportunities Intermediate Fund, L.P.,
and Victory Park Capital Advisors, LLC,
Associates of the Licensee, are majority
owners of and control GEYH, and
because portions of the financing will be
used to repay obligations to additional
Associates of the Licensee, VPC Fund II,
L.P. and VPC Intermediate Fund II
(Cayman), L.P.; this transaction is
considered Financing an Associate and
Providing Financing to discharge an
obligation to an Associate requiring
prior SBA approval.
Notice is hereby given that any
interested person may submit written
comments on the transaction within 15
E:\FR\FM\03MYN1.SGM
03MYN1
Agencies
[Federal Register Volume 78, Number 86 (Friday, May 3, 2013)]
[Notices]
[Pages 26096-26099]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-10445]
[[Page 26096]]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-69471; File No. SR-Phlx-2013-09]
Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Order
Approving Proposed Rule Change To Enhance the Functionality Offered on
the Options Floor Broker Management System (``FBMS'') by, Among Other
Things, Automating Functions Currently Performed by Floor Brokers
April 29, 2013.
I. Introduction
On February 6, 2013, NASDAQ OMX PHLX LLC (``Phlx'' or ``Exchange'')
filed with the Securities and Exchange Commission (``Commission''),
pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act''),\1\ and Rule 19b-4 thereunder,\2\ a proposed rule change to
enhance the functionality offered on the Options Floor Broker
Management System (``FBMS'') by, among other things, automating
functions currently performed by Floor Brokers manually. The proposed
rule change was published for comment in the Federal Register on
February 26, 2013.\3\ On April 12, 2013, the Exchange extended the time
for Commission action to April 29, 2013. The Commission received no
comment letters on the proposal. This order approves the proposed rule
change.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ See Securities Exchange Act Release No. 68960 (February 20,
2013), 78 FR 13132.
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II. Description of the Proposal
Exchange options Floor Brokers are registered with the Exchange for
the purpose, while on the options floor, of accepting and executing
options orders received from members and member organizations.\4\
Historically, Floor Brokers received orders at their booths on the
trading floor and executed such orders manually and in person. The
implementation of the Consolidated Options Audit Trail System
(``COATS'') in 2000 required the capture of certain options order
information, including the time of order receipt and execution,
contemporaneously with receipt and execution.\5\ As a result of these
changes, the Exchange introduced FBMS, a component of the Exchange's
electronic trading system, Phlx XL. FBMS enables Floor Brokers and/or
their employees to enter, route, and report transactions stemming from
options orders received on the Exchange. FBMS also establishes an
electronic audit trail for options orders represented by Floor Brokers
on the Exchange. Floor Brokers can use FBMS to submit orders, including
Complex Orders,\6\ to Phlx XL, rather than executing the orders in the
trading crowd. Orders submitted through FBMS are processed like any
other electronic order on the Exchange. Floor Brokers may use FBMS to
submit orders for a variety of reasons, including that the order is far
away from the market such that the Floor Broker would prefer to place
it on the electronic book or that there is a contra-side order on the
book with which the order can trade.
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\4\ See Exchange Rule 1060. A floor broker who is the nominee of
a member organization qualified to transact business with the public
may accept orders from public customers of the member organization.
See id.
\5\ See In the Matter of Certain Activities of Options
Exchanges, Administrative Proceeding File No. 3-10282, Securities
Exchange Act Release No. 43268 (September 11, 2000) (Order
Instituting Public Administrative Proceedings Pursuant to Section
19(h)(1) of the Securities Exchange Act of 1934, Making Findings and
Imposing Remedial Sanctions) (``Options Settlement Order'').
\6\ Complex Orders are defined in Phlx Rule 1080.08.
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The Exchange proposes to make several changes to FBMS.
A. Order Execution in FBMS
The Exchange proposes to enhance FBMS functionalities. Currently,
FBMS is a system that is primarily used by Floor Brokers to enter
orders and report executed transactions. The Exchange proposes to
expand FBMS such that it would become an order execution system as
well.
As proposed, all options transactions on the Exchange would be
executed: (1) automatically by Phlx XL; (2) by and among members in the
trading crowd (as long as none of them is a Floor Broker); or (3)
through the FBMS for trades involving at least one Floor Broker.\7\ The
Exchange proposes three exceptions that would allow Floor Brokers to
execute orders manually: (1) If the Exchange determines to permit
manual executions in the event of a problem with Exchange systems; (2)
Floor Brokers are handling accommodation transactions \8\ or FLEX
trades; \9\ or (3) where an order has more than 15 legs.\10\ The
Exchange also proposes to amend its rules to state that certain trades
executed by Floor Brokers pursuant to Rule 1064--namely, crossing,
facilitation, and solicited orders--must be executed through the
FBMS.\11\
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\7\ See proposed Phlx Rule 1000(f).
\8\ As explained in Phlx Rule 1059, specialists--and not FBMS--
execute accommodation transactions made pursuant to cabinet trading.
\9\ FLEX orders will continue to be executable by Floor Brokers
in the trading crowd pursuant to Exchange Rules 1079 and 1079A,
rather than through FBMS because FBMS will not be able to accept
FLEX orders, which have varied and complicated terms. Similarly,
accommodation transactions (also known as cabinet trades) will
continue to be executable by Floor Brokers in the trading crowd
pursuant to Exchange Rule 1059. According to the Exchange, neither
FLEX nor accommodation transactions are executed through Exchange
systems today.
\10\ The Exchange proposes to limit the complexity of FBMS
functionality and does not believe that many orders fall into this
category or that Floor Brokers would be adversely affected.
\11\ In addition to making these changes to Rule 1064, the
Exchange also proposes to delete Advice B-11, which generally tracks
the language of Rule 1064. In addition to generally repeating the
substance of Rule 1064, the Exchange noted that Advice B-11 does not
contain fine schedules adopted pursuant to the Exchange's minor rule
enforcement and reporting plan, unlike other Advices.
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In connection with the proposal to add order execution functions to
FBMS, the Exchange is proposing to add new subsection (g) to Exchange
Rule 1000. The proposed rule would require bids and offers to either be
entered electronically or made by public outcry in the trading
crowd.\12\ The Exchange also proposes to define public outcry. As
proposed, a member shall be considered to be ``in'' on a bid or offer
while the member remains at the post, unless the member distinctly and
audibly states ``out.'' \13\ A member bidding and offering in immediate
and rapid succession shall be deemed ``in'' until the member shall
state ``out'' on either bid or offer.\14\ Once the crowd has provided a
quote, it will remain in effect until: (A) A reasonable amount of time
has passed; or (B) there is a significant change in the price of the
underlying security; or (C) the market given in response to the request
has been improved.\15\ With respect to orders involving a Floor Broker
using FBMS to execute an order, a member must audibly say ``out''
before the Floor Broker submits the order into the FBMS for execution
and, if the order is not executed, the member must audibly say ``out''
before each time the Floor Broker resubmits the order for
execution.\16\
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\12\ See proposed Exchange Rule 1000(g). The proposed rule would
also require all bids and offers to be general and not be specified
for acceptance by particular members. See id.
\13\ See proposed Exchange Rule 1000(g).
\14\ See id.
\15\ See id. In the case of a dispute, the term ``significant
change'' would be interpreted on a case-by-case basis by an Options
Exchange Official based upon the extent of the recent trading in the
option and, in the case of equity and index options, in the
underlying security, and any other relevant factors.
\16\ See id.
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In connection with order execution, the Exchange also proposes to
allow FBMS to execute two-sided orders entered by Floor Brokers,
including multi-leg orders up to 15 legs, after the
[[Page 26097]]
Floor Broker has represented the orders in the trading crowd.\17\ When
a Floor Broker submits an order for execution through FBMS, the order
would be executed based on market conditions and in accordance with
Exchange rules.\18\ FBMS execution functionality would assist the Floor
Broker in clearing the Exchange book, consistent with Exchange priority
rules.\19\ If the order cannot be executed, Phlx XL would attempt to
execute the order a number of times for a period of no more than one
second, which period shall be established by the Exchange and announced
by Options Trader Alert, after which the order would be returned to the
Floor Broker on the FBMS.\20\ The Floor Broker may resubmit the order
for execution, as long as the quotes/orders that comprise the cross
have not been withdrawn.\21\ Floor Brokers are responsible for handling
all FBMS orders in accordance with Exchange priority and trade-through
rules, including Exchange Rules 1014, 1033 and 1084.\22\
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\17\ See proposed Exchange Rule 1063(e)(iv).
\18\ See id.
\19\ See id.
\20\ See id.
\21\ See id.
\22\ See id.
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B. Complex Calculator Function in FBMS
The Exchange proposes to provide Floor Brokers with an enhanced
FBMS functionality called the complex calculator.\23\ FBMS would
calculate and display a suggested price of each individual component of
a multi-leg order, up to 15 legs, submitted on a net debit or credit
basis.\24\ The Exchange stated that this functionality should
substantially increase the speed with which Floor Brokers could
ascertain the marketability of multi-leg orders at a specified net
debit or credit price, and should result in more efficient executions
in the trading crowd.
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\23\ See proposed Exchange Rule 1063(e)(iii).
\24\ See id. According to the Exchange, FBMS currently accepts
up to 20 legs of a complex order. The Exchange believes that
limiting the proposed complex calculator to 15 legs should be
sufficient for Floor Brokers' current business needs.
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Additionally, the Exchange proposes to change the manner in which
Complex Orders are entered into FBMS. Currently, Floor Brokers may
enter Complex Orders, as defined in Rule 1080.08, consisting of two
option legs into FBMS for execution using the Complex Order
functionality of Phlx XL, pursuant to Rule 180.08(b)(iii). The Exchange
proposes to allow Complex Orders consisting of up to six legs (one of
which may be stock) to be entered through FBMS.\25\ According to the
Exchange, this functionality should assist Floor Brokers in pricing
multi-leg orders for representation in the trading crowd, as well as
with pricing multi-leg orders for submission for execution as a two-
sided order.
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\25\ See proposed Exchange Rule.
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C. Multi-Leg Order Spread Type Priority
The Exchange proposes to apply a new spread priority to certain
multi-leg orders that are submitted to FBMS. This priority, which is
the same as the priority set forth in Rule 1080.08(c)(iii) that applies
to complex orders in Phlx XL, will apply to multi-leg orders that meet
the definition of a Complex Order as set forth in Rule 1080.08. This
priority will also apply to multi-leg orders that contain a conforming
ratio that complies with the conforming ratio set forth in Rule
1080.08(a)(ix).\26\
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\26\ As set forth in Rule 1080.08(a)(ix), a conforming ratio
``is where the ratio between the sizes of the options components of
a Complex Order is equal to or greater than one-to-three (.333) and
less than or equal to three-to-one (3.00).''
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As set forth in proposed Rule 1033(i), Spread Type Orders \27\
consisting of a conforming ratio may be executed at a total credit or
debit price with priority over individual bids or offers established in
the marketplace (including customers) that are not better than the bids
or offers comprising such total credit or debit, provided that at least
one option leg is executed at a better price than the established bid
or offer for that option contract and no option leg is executed at a
price outside of the established bid or offer for that option contract.
Because certain orders will continue to be executed on the floor and
not through FBMS, the Exchange is retaining Rules 1033 (d), (e), (g),
and (h), which effectively require one leg of a spread to be improved
for every two legs of a multi-leg order.
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\27\ A spread type order includes a spread, straddle and
combination order and is an order to buy a stated number of option
contracts and to sell a stated number of option contracts in a
different series of the same option and may be bid for or offered on
a total net debit or credit basis. See Exchange Rule 1066(f).
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D. Additional Changes
The Exchange proposes to amend Exchange Rule 1014(g)(vi) and Option
Floor Procedure Advice F-2, which pertain to how trades are allocated,
matched and time stamped. Currently, trades executed electronically via
Phlx XL are automatically trade reported without further action
required by the executing parties. As proposed, trades executed
electronically through FBMS are also automatically reported.
The Exchange also proposes to amend Exchange Rule 1066, Certain
Types of Orders Defined, and rename it ``Certain Types of Floor-Based
(Non-Phlx XL) Orders Defined'' to make clear that the order types in
the rule reflect what can be traded on the floor. The order types that
are handled and executed automatically by Phlx XL appear in Exchange
Rule 1080. The Exchange is also proposing introductory language
specifically stating that these order types are eligible for entry by a
Floor Broker for execution through FBMS and, with respect to
transactions when there is no Floor Broker involved, for execution by
members in the trading crowd. The Exchange also proposes to delete the
following order types, because FBMS will not accept these order types:
\28\ multi-part order, delta order, market-on-close order, and one-
cancels-the-other order.\29\ The Exchange stated that these order types
are being deleted because they are not easily automated and are rarely
used.
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\28\ The Exchange is also proposing to delete Exchange Rule
1033(i), Inter-Currency Spread Priority, because FBMS will not
handle multi-leg orders involving two different underlying
currencies.
\29\ The Exchange is also deleting this order type in Exchange
Rule 1063(b).
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The Exchange proposes to rename ``Hedge Order'' in Exchange Rule
1066(f) to ``Multi-leg Order,'' and make corresponding changes in
Exchange Rules 1033(d), 1063(e) and Option Floor Procedure Advices C-2
and F-14. A synthetic options order would be re-categorized as a type
of multi-leg order in Exchange Rule 1066(f)(5), rather than a separate
order type in Exchange Rule 1066(g). The definition and description of
an Intermarket Sweep Order would be moved from Exchange Rule 1066(i) to
Exchange Rule 1080.03 because such order is (and would continue to be)
only available on Phlx XL. Exchange Rule 1066(f) would also be amended
to add three new definitions--Spread Type Order; Complex Order (to help
distinguish between the multi-leg orders that also meet the definition
of Complex Order in Exchange Rule 1080.08 from those that do not); \30\
and DNA Order, which will now be submitted through FBMS. Exchange Rule
1066 would contain all of the order types available for open outcry
trading on the trading floor and through FBMS; Exchange Rule 1080
continues to govern the order types available through PHLX XL.
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\30\ A spread type order, which can only be entered through
FBMS, can have up to 15 legs, while a Complex Order entered for
handling through PHLX XL can have up to six legs, each including the
underlying security.
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[[Page 26098]]
E. Implementation
The Exchange proposes to implement the enhancements with a trial
period of two to four weeks, to be determined by the Exchange, during
which the new FBMS enhancements and related rules would operate along
with the existing FBMS and rules. The Exchange seeks to begin
implementation on June 1, 2013.\31\ During this period, Floor Brokers
would still be able to execute orders verbally in the trading crowd and
submit the execution reports through FBMS, like they do currently.
Floor Brokers would also be able to use the new FBMS to execute trades.
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\31\ Phlx confirmed that the implementation of FBMS will begin
on June 1, 2013. See email from Edith Hallahan, Phlx, to Dhawal
Sharma, Attorney Advisor, Division of Trading and Markets,
Commission.
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III. Discussion and Commission Findings
After careful consideration, the Commission finds that the proposed
rule change is consistent with the requirements of the Act and rules
and regulations thereunder applicable to a national securities
exchange.\32\ In particular, the Commission finds that the proposed
rule change is consistent with Section 6(b)(5) of the Act \33\ in that
it is designed to promote just and equitable principles of trade, to
remove impediments and to perfect the mechanism of a free and open
market and a national market system, and, in general, to protect
investors and the public interest.
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\32\ In approving the proposed rule change, the Commission has
considered its impact on efficiency, competition, and capital
formation. See 15 U.S.C. 78c(f).
\33\ 15 U.S.C. 78f(b).
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The Exchange proposes to amend its rules to, among other things,
require Floor Brokers to execute orders via FBMS rather than manually
on the trading floor, unless one of the enumerated exceptions
applies.\34\ In part, the proposal would allow Floor Brokers to use
FBMS to cross orders, including multi-leg orders with up to 15 legs.
The Commission believes that such automation may benefit the Exchange,
its members and users, and other market participants by, for example,
producing more accurate and timely trade reporting. The Commission
believes that this proposal should allow Floor Brokers to better manage
orders and is reasonably designed to increase compliance with
applicable Commission rules and regulations and with Exchange rules.
For example, the FBMS would prohibit an execution of a two-sided order
if that cross would trade through a better price on the book or on
another market.\35\ Automating formerly manual trades should help
ensure that trades do not violate the priority of orders on the book or
trade through the NBBO.\36\
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\34\ As part of these changes, the Exchange will delete Advice
B-11, which generally tracks the language of Rule 1064, which the
Exchange proposes to amend.
\35\ The Exchange noted that Floor Brokers may choose not to
execute the cross if orders exist on the book that would prevent the
cross from executing. In this scenario, the FBMS would notify the
Floor Brokers that such orders on the book exist, and the Floor
Broker would have to exercise his discretion as to whether to
proceed.
\36\ Also of relevance is Rule 155, which requires that ``a
Floor Broker handling an order is to use due diligence to execute
the order at the best price or prices available to him in accordance
with the Rules of the Exchange.'' The Commission notes that, with
the changes made to the FBMS and to the manner in which Floor
Brokers handle orders, Floor Brokers will still be obligated to
adhere to the principles articulated in Rule 155.
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Moreover, the Commission finds that the enhanced functionality of
FBMS provided by the complex calculator, which would calculate and
display a suggested price of each individual component of a multi-leg
order, up to 15 legs, submitted on a net debit or credit basis, will
aid Floor Brokers in calculating the prices of the components of a
multi-leg order, which has the potential to increase the speed with
which Floor Brokers can represent such orders. Taken together, the
Commission believes that these changes will be beneficial to the market
as a whole by contributing to the efficient functioning of the
securities markets and the price discovery process and by contributing
to the efficient functioning of the securities markets.
The Commission also finds that the proposed Spread Type Order
priority is consistent with the requirements of the Act. The FBMS would
validate that a multi-leg order meets the definition of Complex Order
(as defined in Exchange Rule 1080.08) and would apply the new spread
priority provision. If a multi-leg order does not meet the definition
of Complex Order because the multi-leg order has more than six legs,
then the proposed spread priority provision would nevertheless apply if
the multi-leg order has a conforming ratio (as defined in Exchange Rule
1080.08(a)(ix)). The Commission believes that the proposed Spread Type
Order priority could improve Floor Brokers' ability to execute multi-
leg orders, which could benefit investors and other market
participants. The Commission notes that other options exchanges have
similar complex order priority provisions for Complex Orders that do
not limit the number of legs and that require only one leg to be
improved.\37\
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\37\ See, e.g., ISE Rule 722(b)(2).
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Additionally, the Commission finds that the Exchange's proposal to
amend Exchange Rule 1014(g)(vi) and Option Floor Procedure Advice F-2
so that trades executed electronically through FBMS will be
automatically reported (without further action required by executing
parties) is consistent with the requirements of the Act. Currently,
trades executed electronically via Phlx XL are automatically reported,
and the proposed change would ensure automatic reporting for trades
executed via FBMS. The Commission believes that this proposal will
benefit investors and other market participants by providing quicker
and more reliable confirmation of trade executions.
The Commission also finds that the Exchange's proposed changes and
deletions to Exchange Rules 1033, 1063, 1066, and 1080 are consistent
with the Act. The Exchange is renaming Rule 1066 from ``Certain Types
of Orders Defined'' to ``Certain Types of Floor-Based (Non-Phlx XL)
Orders Defined,'' which the Commission believes will make clear to
investors and other market participants that the order types in the
rule reflect what can be traded on the floor. The Exchange is also
amending Rule 1080, which lists the order types that are handled and
executed automatically by Phlx XL, to provide introductory language
that specifically states that the listed order types are eligible
either for entry by a Floor Broker for execution through FBMS or for
execution by members in the trading crowd where the transaction does
not involve a Floor Broker. Additionally, the Exchange is deleting from
Rule 1066 several order types (multi-part order, delta order, market-
on-close order, and one-cancels-the-other order \38\) that are not
easily automated and rarely used. The Exchange is deleting from Rule
1033(i) the ``Inter-Currency Spread Priority'' because FBMS will not
handle multi-leg orders involving two different underlying currencies.
The Exchange is also renaming ``Hedge Order'' in Rule 1066(f) to
``Multi-leg Order,'' and making corresponding changes in Exchange Rules
1033(d), 1063(e), and the Option Floor Procedure Advices C-2 and F-14.
Additionally, a synthetic options order would be re-categorized as a
type of multi-leg order in Exchange Rule 1066(f)(5), rather than a
separate order type in Exchange Rule 1066(g). The definition and
description of an Intermarket Sweep Order would be
[[Page 26099]]
moved from Exchange Rule 1066(i) to Exchange Rule 1080.03 because such
order is (and would continue to be) only available on Phlx XL. Exchange
Rule 1066(f) would also be amended to add three new definitions--Spread
Type Order; Complex Order and DNA Order. The Commission believes that
these changes are consistent with and necessary in light of the changes
being made to FBMS, and are appropriate and beneficial to investors
because they update the Exchange's Rules and provide the investing
public with clearer information on order types available for execution
on the Exchange.
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\38\ The ``one-cancels-the-other order'' type is also being
deleted from Exchange Rule 1063(b).
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The Commission also finds that the addition of new subsection (g)
to Exchange Rule 1000 is consistent with the Act. Exchange Rule 1000(g)
would require bids and offers to either be entered electronically or
made by public outcry in the trading crowd. As described above, public
outcry is defined in Rule 1000(g). The Commission believes that the
additional clarity provided by Rule 1000(g) on how bids and offers are
made and maintained on the trading floor is appropriate because, in
light of the elimination of most Floor Broker verbal executions,
additional emphasis will be placed on how long a bid/offer is in
effect.
The Commission finds that it is consistent with the Act for the
Exchange to begin implementation of the new FBMS enhancements and
related rules on June 1, 2013, with a two to four week trial period.
The Commission believes that this will provide Floor Brokers and other
market participants with an appropriate amount of time to familiarize
themselves with the changes, and, similarly, a trial period of two to
four weeks will allow the Exchange and market participants to work
together in making a transition from floor based executions to FBMS.
IV. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the Act
\39\ that the proposed rule change (SR-Phlx-2013-09) is approved.
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\39\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\40\
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\40\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-10445 Filed 5-2-13; 8:45 am]
BILLING CODE 8011-01-P