Self-Regulatory Organizations; EDGX Exchange, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend EDGX Rule 11.5(c), NBBO Offset Peg Order, 40227-40230 [2013-15912]
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Federal Register / Vol. 78, No. 128 / Wednesday, July 3, 2013 / Notices
as a facility of EDGA, which are
enumerated above. The Commission
believes that these conditions mitigate
its concerns about potential conflicts of
interest and unfair competitive
advantage. In particular, the
Commission believes that a nonaffiliated SRO’s oversight of DE Route,21
combined with a non-affiliated SRO’s
monitoring of DE Route’s compliance
with the Exchange’s rules and quarterly
reporting to the Exchange, will help to
protect the independence of the
Exchange’s regulatory responsibilities
with respect to DE Route. The
Commission also believes that the
Exchange’s Rule 2.12(a)(3) is designed
to ensure that DE Route cannot use any
information advantage it may have
because of its affiliation with the
Exchange.
IV. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,22 that the
proposed rule change (SR–EDGX–2013–
17) be, and hereby is, approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.23
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–15914 Filed 7–2–13; 8:45 am]
BILLING CODE 8011–01–P
[Release No. 34–69875; File No. SR–EDGX–
2013–23]
Self-Regulatory Organizations; EDGX
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Amend EDGX Rule
11.5(c), NBBO Offset Peg Order
emcdonald on DSK67QTVN1PROD with NOTICES
June 27, 2013.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on June 24,
2013, EDGX Exchange, Inc. (the
‘‘Exchange’’ or ‘‘EDGX’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which items have been prepared
by the self-regulatory organization. The
Commission is publishing this notice to
oversight will be accomplished through a
17d–2 Agreement. See Approval Order, 75 FR at
13165; and Notice, 78 FR at 31995.
22 15 U.S.C. 78s(b)(2).
23 17 CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
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I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
Rule 11.5(c), which describes the
manner in which the NBBO Offset Peg
Order operates. All of the changes
described herein are applicable to EDGX
Members. The text of the proposed rule
change is available on the Exchange’s
Internet Web site at
www.directedge.com, at the Exchange’s
principal office, and at the Public
Reference Room of the Commission.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of these statements may be examined at
the places specified in Item IV below.
The self-regulatory organization has
prepared summaries, set forth in
sections A, B and C below, of the most
significant aspects of such statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
SECURITIES AND EXCHANGE
COMMISSION
21 This
solicit comments on the proposed rule
change from interested persons.
1. Purpose
The Exchange proposes to amend
Rule 11.5(c)(15), the NBBO Offset Peg
Order, to state that the order type will:
(1) Only be eligible for execution once
the Market Maker quoting obligations
under Rule 11.21(d) are triggered; (2)
not be repriced when it would establish
the National Best Bid or Offer
(‘‘NBBO’’); and (3) delay the
implementation date of the order type
[sic] from April 15, 2013 to no later than
October 31, 2013.
On September 25, 2012, the Exchange
filed for immediate effectiveness a
proposed rule change to adopt the
NBBO Offset Peg Order.3 The NBBO
Offset Peg Order will enable Users 4 to
submit buy and sell orders to the
Exchange that are pegged to a
designated percentage away from the
3 See Securities Exchange Act Release No. 67959
(October 2, 2012), 77 FR 61449 (October 9, 2012)
(SR–EDGX–2012–44) (notice of filing and
immediate effectiveness of the proposal to adopt the
NBBO Offset Peg Order) (‘‘EDGX Adopting
Release’’).
4 ‘‘User’’ is defined as ‘‘any Member or Sponsored
Participant who is authorized to obtain access to the
System pursuant to Rule 11.3.’’ EDGX Rule 1.5(ee).
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40227
NBB and NBO, respectively, while
providing them full control over order
origination and order marking.5 This
retention of control, in turn, is designed
to allow Market Makers 6 to comply
independently with the requirements of
Regulation SHO 7 under the Act and
Rule 15c3–5 8 under the Act (the
‘‘Market Access Rule’’). The Exchange
subsequently amended the text of Rule
11.5(c)(15) to remove the ability of Users
to cancel or reject NBBO Offset Peg
Orders under certain circumstances.9
When is a NBBO offset peg order
eligible for execution?
First, the Exchange proposes that the
NBBO Offset Peg Order will only be
eligible for execution once the Market
Maker quoting obligations under Rule
11.21(d) are triggered. Currently, Rule
11.5(c)(15) allows Users to submit
NBBO Offset Peg Orders at the
beginning of the Pre-Opening Session,10
but states that the order is not
executable or automatically priced until
the beginning of Regular Trading
Hours.11 However, a Market Maker’s
quoting obligations under Rule 11.21(d)
do not commence during any trading
day until after the first regular way
transaction on the primary listing
market in the security as reported by the
responsible single plan processor.12
Such a transaction may not occur until
after the start of Regular Trading Hours.
Therefore, the Exchange proposes to
amend the text of Rule 11.5(c)(15) to
state that an NBBO Offset Peg Order is
not executable until after the first
regular way transaction on the primary
listing market in the security, as
reported by the responsible single plan
5 See
EDGX Rule 11.5(c)(15).
Maker’’ is defined as ‘‘a Member that
acts as a Market Maker pursuant to Chapter XI.’’
EDGX Rule 1.5(l).
7 17 CFR 242.200 through 242.204.
8 17 CFR 242.15c3–5.
9 See Securities Exchange Act Release No. 68596
(January 7, 2013), 78 FR 2477 (January 11, 2013)
(SR–EDGX–2012–49) (notice of filing and
immediate effectiveness).
10 ‘‘Pre-Opening Session’’ is defined as ‘‘the time
between 8:00 a.m. and 9:30 a.m. Eastern Time.’’
EDGX Rule 1.5(s).
11 ‘‘Regular Trading Hours’’ is defined as ‘‘the
time between 9:30 a.m. and 4:00 p.m. Eastern
Time.’’ EDGX Rule 1.5(y).
12 Under Exchange Rule 11.21(d)(2), the pricing
obligations for Market Makers ‘‘(i) shall not
commence during any trading day until after the
first regular way transaction on the primary listing
market in the security, as reported by the
responsible single plan processor, and (ii) shall be
suspended during a trading halt, suspension, or
pause, and shall not re-commence until after the
first regular way transaction on the primary listing
market in the security following such halt,
suspension, or pause, as reported by the responsible
single plan processor.’’ Securities Exchange Act
Release No. 65964 (December 15, 2011), 76 FR
79254 (December 21, 2011) (order approving SR–
EDGX–2011–28).
6 ‘‘Market
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Federal Register / Vol. 78, No. 128 / Wednesday, July 3, 2013 / Notices
processor, rather than the beginning of
Regular Trading Hours. Accordingly, the
amended text would read as follows:
Users may submit NBBO Offset Peg Orders
to the Exchange starting at the beginning of
the Pre-Opening Session, but the order is not
executable or automatically priced until after
the first regular way transaction on the
primary listing market in the security, as
reported by the responsible single plan
processor and expires at the end of Regular
Trading Hours (emphasis added).
The Exchange believes that the
proposed amendment is necessary
because it clarifies that the NBBO Offset
Peg Order would only be eligible for
execution once the quoting obligations
for Market Makers apply. While use of
the NBBO Offset Peg Order would not
be limited to Market Makers, the
Exchange believes that Market Makers
would likely be the predominant, if not
exclusive, users of the order type. Thus,
the NBBO Offset Peg Order is designed
such that its price would be
automatically set and adjusted, both
upon entry and at any time thereafter,
in order to comply with the Exchange’s
Market Maker quotation requirements.13
Repricing When NBBO Offset Peg Order
Establishes NBBO
Second, the Exchange proposes to
amend Rule 11.5(c)(15) to make clear
that a NBBO Offset Peg Order will not
use its own pegged price as the basis for
adjusting the order’s price. Where there
is no NBBO and a NBBO Offset Peg
Order, whether upon entry or already on
the EDGX Book,14 is pegged to the last
reported sale from the single plan
processor, the NBBO Offset Peg Order
will be reported to the responsible
securities information processors and
will be disseminated to the Exchange as
the NBBO. The Exchange proposes that
if after entry, the NBBO Offset Peg Order
is priced based on the consolidated last
sale and such NBBO Offset Peg Order
establishes the NBBO, the NBBO Offset
Peg Order will not be subsequently
adjusted in accordance with the
proposed rule until either there is a new
consolidated last sale, or a new NBB or
NBO is established by a national
securities exchange. The Exchange
believes that not adjusting the price in
this instance is consistent with the
intent of the NBBO Offset Peg Order
emcdonald on DSK67QTVN1PROD with NOTICES
13 Exchange
Rule 11.21 describes the obligations
of Members registered with the Exchange as Market
Makers. Among other things, Market Makers are
required to maintain continuous, two-sided
quotations consistent with the requirements of
paragraph (d) of Rule 11.21, which generally states
that such quotations must be priced within a
designated percentage of the NBB for buy
quotations, and the NBO for sell quotations.
14 ‘‘EDGX Book’’ is defined as ‘‘the System’s
electronic file of orders.’’ EDGX Rule 1.5(d).
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(i.e., keeping the order a certain
percentage away from the inside market)
while also avoiding a situation where
the order would use its own pegged
price as a basis for adjusting the price
of the order. The Exchange notes that
the proposal amends the functionality of
the NBBO Offset Peg Order to more
closely resemble analogous order types
offered by The NASDAQ Stock Market
LLC (‘‘Nasdaq’’),15 BATS Exchange, Inc.
(‘‘BATS’’),16 and BATS Y-Exchange, Inc.
(‘‘BYX’’).17
Implementation Date Delay
The Exchange originally proposed to
implement the NBBO Offset Peg Order
on or about November 19, 2012 18 and
later delayed the implementation date to
on or about April 15, 2013.19 The
Exchange now proposes to further delay
the implementation date to no later than
October 31, 2013. The Exchange
anticipates uniform industry-wide
amendments to the market making
quoting requirements’ Designated
Percentages 20 and Defined Limits 21 to
realign the percentages based on the
Appendix A Percentage Parameters of
15 See NASDAQ Rule 4751(f)(15). See also
Securities Exchange Act Release No. 67584 (August
2, 2012), 77 FR 47472 (August 8, 2012) (SR–
NASDAQ–2012–066) (order approving Nasdaq’s
Market Maker Peg Order available for exchange
market makers) (‘‘Nasdaq Approval Order’’).
16 See BATS Rule 11.9(c)(16). See also Securities
Exchange Act Release No. 67756 (August 29, 2012),
77 FR 54633 (September 5, 2012) (SR–BATS–2012–
026) (order approving BATS’s Market Maker Peg
Order available for exchange market makers)
(‘‘BATS Approval Order’’); and Securities Exchange
Release No. 69310 (April 4, 2013), 78 FR 21447
(April 10, 2013) (SR–BATS–2013–022) (notice of
filing and immediate effectiveness to amend BATS’
Market Maker Peg Order).
17 See BYX Rule 11.9(c)(16). See also Securities
Exchange Act Release No. 67755 (August 29, 2012),
77 FR 54630 (September 5, 2012) (SR–BYX–2012–
012) (order approving BYX’s Market Maker Peg
Order available for exchange market makers) (‘‘BYX
Approval Order’’); and Securities Exchange Act
Release No. 69309 (April 4, 2013), 78 FR 21455
(April 10, 2013) (SR–BYX–2013–011) (notice of
filing and immediate effectiveness to amend the
BYX Market Maker Peg Order).
18 See EDGX Adopting Release, supra note 3.
19 See Securities Exchange Act Release No. 68596,
supra note 9.
20 ‘‘Designated Percentage’’ is defined as ‘‘8%
with respect to securities included in the S&P 500®
Index and the Russell 1000® Index, as well as a
pilot list of Exchange Traded Products for securities
subject to an individual stock pause trigger under
the applicable rules of a primary listing market
(‘‘Original Circuit Breaker Securities’’). For times
during Regular Trading Hours when stock pause
triggers are not in effect under the rules of the
primary listing market, the Designated Percentage
shall be 20% for Original Circuit Breaker
Securities.’’ EDGX Rule 11.21(d)(2)(D).
21 ’’Defined Limit’’ is defined as ‘‘9.5% for
Original Circuit Breaker Securities. For times
during Regular Trading Hours when stock pause
triggers are not in effect under the rules of the
primary listing market, the Defined Limit shall be
21.5% for Original Circuit Breaker Securities.’’
EDGX Rule 11.21(d)(2)(F).
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the National Market System Plan to
Address Extraordinary Market Volatility
(the ‘‘Limit-Up/Limit-Down Plan’’).22
This additional time will enable the
Exchange to make the necessary system
changes to implement the NBBO Offset
Peg Order to accommodate those
amendments.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6(b) of the Act 23 and furthers
the objectives of Section 6(b)(5) of the
Act,24 in that it is designed to prevent
fraudulent and manipulative acts and
practices, to promote just and equitable
principles of trade, to foster cooperation
and coordination with persons engaged
in facilitating transactions in securities,
and to remove impediments to and
perfect the mechanisms of a free and
open market and a national market
system, and, in general, to protect
investors and the public interest.
The Exchange believes that proposing
that the order type will only be eligible
for execution once the Market Maker
quoting obligations under Rule 11.21(d)
are triggered makes the order type
consistent with when market making
obligations begin 25 and therefore,
simplifies its functionality. While use of
the NBBO Offset Peg Order would not
be limited to Market Makers, the
Exchange believes that Market Makers
would likely be the predominant, if not
exclusive, users of the order type. Thus,
the NBBO Offset Peg Order is designed
such that its price would be
automatically set and adjusted, both
upon entry and at any time thereafter,
in order to comply with the Exchange’s
Market Maker quotation requirements.26
Therefore, the Exchange believes the
proposed rule change is designed to
promote just and equitable principles of
trade, foster cooperation and
coordination with persons engaged in
facilitating transactions in securities,
and remove impediments to and perfect
the mechanisms of a free and open
market and a national market system,
and, in general, protect investors and
the public interest.
The Exchange also believes that the
proposed amendment removes
impediments to and perfects the
22 See Securities Exchange Act Release No. 67091
(May 31, 2012), 77 FR 33498 (June 6, 2012)
(approving the Limit-Up/Limit-Down Plan on a
pilot basis).
23 15 U.S.C. 78f(b).
24 15 U.S.C. 78f(b)(5).
25 The Exchange notes while use of the NBBO
Offset Peg Order would not be limited to Market
Makers that Market Makers would likely be the
predominant, if not exclusive, users of the order
type.
26 EDGX Rule 11.21(d)(2).
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mechanisms of a free and open market
and a national market system because it
clarifies that a NBBO Offset Peg Order
will not use its own pegged price as the
basis for adjusting the order’s price. The
Exchange notes that the proposed
clarification is substantially similar to
that for similar order types (Market
Maker Peg Orders) on Nasdaq, BATS,
and BYX.27 Further, clarifying when a
NBBO Offset Peg Order would not be repriced to align with the functionality of
similar order types on other exchanges
fosters cooperation and coordination
with persons engaged in facilitating
transactions in securities, and removes
impediments to a free and open market
and a national market system because it
will result in a continuing benefit to
market participants by simplifying the
functionality of the order type and its
complexity of implementation.
Lastly, the Exchange believes that the
delay of the implementation date is also
consistent with Section 6(b)(5) of the
Act 28 because it is designed to
coordinate the implementation of the
NBBO Offset Peg Order with anticipated
changes to market making quoting
requirements in response to the LimitUp/Limit-Down Plan. Thus, the
Exchange believes that the proposed
rule change promotes the efficient
execution of investor transactions, and
thus investor confidence, over the long
term.
emcdonald on DSK67QTVN1PROD with NOTICES
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change would impose
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
proposed rule change would increase
intermarket competition among the
exchanges because the NBBO Offset Peg
Order will directly compete with similar
existing order types offered by Nasdaq,
BATS and BYX.29 Amending Rule
11.5(c)(15), to clarify that the NBBO
Offset Peg Order will not use its own
pegged price as the basis for adjusting
the order’s price is similar to the
functionality of the Market Maker Peg
Order on Nasdaq, BATS, and BYX; 30
and, therefore, reduces the potential for
confusion amongst market participants.
In addition, the Exchange believes
27 Nasdaq Rule 4751(f)(15); BATS Rule
11.9(c)(16); BYX Rule 11.9(c)(16). The Exchange has
previously noted that such Market Maker Peg
Orders are similar in functionality to the NBBO
Offset Peg Order. See EDGX Adopting Release,
supra note 3.
28 15 U.S.C. 78f(b)(5).
29 Nasdaq Rule 4751(f)(15); BATS Rule
11.9(c)(16); BYX Rule 11.9(c)(16).
30 Id.
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proposing that the NBBO Offset Order
will only be eligible for execution once
its Market Maker quoting obligations
under Rule 11.21(d) are triggered
simplifies the functionality and
corresponding complexity of
implementation. The proposed rule
change would not burden intramarket
competition because the NBBO Offset
Peg Order would be available to all
Members 31 on a uniform basis.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has neither solicited
nor received written comments on the
proposed rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days after the date of
the filing, or such shorter time as the
Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A) of the Act 32 and Rule 19b–
4(f)(6) 33 thereunder.
At any time within sixty (60) days of
the filing of the proposed rule change,
the Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
under Section 19(b)(2)(B) 34 of the Act to
determine whether the proposed rule
change should be approved or
disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
31 ‘‘Member’’ is defined as ‘‘any registered broker
or dealer, or any person associated with a registered
broker or dealer, that has been admitted to
membership in the Exchange. A Member will have
the status of a ‘‘member’’ of the Exchange as that
term is defined in Section 3(a)(3) of the Act.’’ EDGX
Rule 1.5(n).
32 15 U.S.C. 78s(b)(3)(A).
33 17 CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6)(iii) requires a self-regulatory organization to
give the Commission written notice of its intent to
file the proposed rule change, along with a brief
description and text of the proposed rule change,
at least five business days prior to the date of filing
of the proposed rule change, or such shorter time
as designated by the Commission. The Exchange
has satisfied this requirement.
34 15 U.S.C. 78s(b)(2)(B).
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40229
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rulecomments@sec.gov. Please include File
Number SR–EDGX–2013–23 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–EDGX–2013–23. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–EDGX–
2013–23 and should be submitted on or
before July 24, 2013.
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Federal Register / Vol. 78, No. 128 / Wednesday, July 3, 2013 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.35
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–15912 Filed 7–2–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–69867; File No. SR–CBOE–
2013–066]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change Relating to Extending
AIM Pilot Programs
June 27, 2013.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on June 26,
2013, Chicago Board Options Exchange,
Incorporated (the ‘‘Exchange’’ or
‘‘CBOE’’) 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 Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend its
rules related to its Automated
Improvement Mechanism (‘‘AIM’’). The
text of the proposed rule change is
provided below.
(Additions are italicized; deletions are
[bracketed].)
*
*
*
*
*
Chicago Board Options Exchange,
Incorporated Rules
*
*
*
*
*
emcdonald on DSK67QTVN1PROD with NOTICES
Rule 6.74A. Automated Improvement
Mechanism (‘‘AIM’’)
Notwithstanding the provisions of
Rule 6.74, a Trading Permit Holder that
represents agency orders may
electronically execute an order it
represents as agent (‘‘Agency Order’’)
against principal interest or against a
solicited order provided it submits the
Agency Order for electronic execution
35 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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into the AIM auction (‘‘Auction’’)
pursuant to this Rule.
(a)–(b) No change.
* * * Interpretations and Policies:
.01–.02 No change.
.03 Initially, and for at least a Pilot
Period expiring on July 18, 2014[3],
there will be no minimum size
requirement for orders to be eligible for
the Auction. During this Pilot Period,
the Exchange will submit certain data,
periodically as required by the
Commission, to provide supporting
evidence that, among other things, there
is meaningful competition for all size
orders and that there is an active and
liquid market functioning on the
Exchange outside of the Auction
mechanism. Any data which is
submitted to the Commission will be
provided on a confidential basis.
.04–.05 No change.
.06 Subparagraph (b)(2)(E) of this
rule will be effective for a Pilot Period
until July 18, 2014[3]. During the Pilot
Period, the Exchange will submit certain
data, periodically as required by the
Commission, relating to the frequency
with which early termination of the
Auction occurs pursuant to this
provision as well as any other provision,
and also the frequency with which early
termination pursuant to this provision
results in favorable pricing for the
Agency Order. Any data which is
submitted to the Commission will be
provided on a confidential basis.
.07–.08 No change.
*
*
*
*
*
The text of the proposed rule change
is available on the Exchange’s Web site
(https://www.cboe.com/AboutCBOE/
CBOELegalRegulatoryHome.aspx), at
the Exchange’s Office of the Secretary,
and at the Commission’s Public
Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
PO 00000
Frm 00142
Fmt 4703
Sfmt 4703
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
In February 2006, CBOE obtained
approval from the Commission to adopt
the AIM auction process.3 AIM exposes
certain orders electronically to an
auction process to provide these orders
with the opportunity to receive an
execution at an improved price. The
AIM auction is available only for orders
that a Trading Permit Holder represents
as agent (‘‘Agency Order’’) and for
which a second order of the same size
as the Agency Order (and on the
opposite side of the market) is also
submitted (effectively stopping the
Agency Order at a given price).
The Commission approved two
components of AIM on a pilot basis: (1)
That there is no minimum size
requirement for orders to be eligible for
the auction; and (2) that the auction will
conclude prematurely anytime there is a
quote lock on the Exchange pursuant to
Rule 6.45A(d).4 In connection with the
pilot programs, the Exchange has
submitted to the Commission reports
providing detailed AIM auction and
order execution data, and the Exchange
will continue to submit to the
Commission these reports. Seven oneyear extensions to the pilot programs
have previously become effective.5 The
proposed rule change merely extends
the duration of the pilot programs until
July 18, 2014. Extending the pilots for
an additional year will allow the
Commission more time to consider the
impact of the pilot programs on AIM
order executions.
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with the
3 See Securities Exchange Release No. 53222
(February 3, 2006), 71 FR 7089 (February 10, 2006)
(SR–CBOE–2005–060).
4 A quote lock occurs when a CBOE MarketMaker’s quote interacts with the quote of another
CBOE Market-Maker (i.e. when internal quotes
lock).
5 See Securities Exchange Act Release Nos. 54147
(July 14, 2006), 71 FR 41487 (July 21, 2006) (SR–
CBOE–2006–064); 56094 (July 18, 2007), 72 FR
40910 (July 25, 2007) (SR–CBOE–2007–080); 58196
(July 18, 2008), 73 FR 43803 (July 28, 2008) (SR–
CBOE–2008–076) (in this filing, the Exchange
agreed to provide to the Commission additional
information relating to the AIM auctions each
month in order to aid the Commission in its
evaluation of the pilot program, which the
Exchange will continue to do); 60338 (July 17,
2009), 74 FR 36803 (July 24, 2009) (SR–CBOE–
2009–051); 62522 (July 16, 2010), 75 FR 43596 (July
26, 2010) (SR–CBOE–2010–067); 64930 (July 20,
2011), 76 FR 44636 (July 26, 2011) (SR–CBOE–
2011–066); and 67302 (June 28, 2012), 77 FR 39779
(July 5, 2012) (SR–CBOE–2012–061).
E:\FR\FM\03JYN1.SGM
03JYN1
Agencies
[Federal Register Volume 78, Number 128 (Wednesday, July 3, 2013)]
[Notices]
[Pages 40227-40230]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-15912]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-69875; File No. SR-EDGX-2013-23]
Self-Regulatory Organizations; EDGX Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change To Amend
EDGX Rule 11.5(c), NBBO Offset Peg Order
June 27, 2013.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(the ``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given
that on June 24, 2013, EDGX Exchange, Inc. (the ``Exchange'' or
``EDGX'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I and
II below, which items have been prepared by the self-regulatory
organization. The Commission is publishing this notice to solicit
comments on the proposed rule change from interested persons.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend Rule 11.5(c), which describes the
manner in which the NBBO Offset Peg Order operates. All of the changes
described herein are applicable to EDGX Members. The text of the
proposed rule change is available on the Exchange's Internet Web site
at www.directedge.com, at the Exchange's principal office, and at the
Public Reference Room of the Commission.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the self-regulatory organization
included statements concerning the purpose of, and basis for, the
proposed rule change and discussed any comments it received on the
proposed rule change. The text of these statements may be examined at
the places specified in Item IV below. The self-regulatory organization
has prepared summaries, set forth in sections A, B and C below, of the
most significant aspects of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend Rule 11.5(c)(15), the NBBO Offset
Peg Order, to state that the order type will: (1) Only be eligible for
execution once the Market Maker quoting obligations under Rule 11.21(d)
are triggered; (2) not be repriced when it would establish the National
Best Bid or Offer (``NBBO''); and (3) delay the implementation date of
the order type [sic] from April 15, 2013 to no later than October 31,
2013.
On September 25, 2012, the Exchange filed for immediate
effectiveness a proposed rule change to adopt the NBBO Offset Peg
Order.\3\ The NBBO Offset Peg Order will enable Users \4\ to submit buy
and sell orders to the Exchange that are pegged to a designated
percentage away from the NBB and NBO, respectively, while providing
them full control over order origination and order marking.\5\ This
retention of control, in turn, is designed to allow Market Makers \6\
to comply independently with the requirements of Regulation SHO \7\
under the Act and Rule 15c3-5 \8\ under the Act (the ``Market Access
Rule''). The Exchange subsequently amended the text of Rule 11.5(c)(15)
to remove the ability of Users to cancel or reject NBBO Offset Peg
Orders under certain circumstances.\9\
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\3\ See Securities Exchange Act Release No. 67959 (October 2,
2012), 77 FR 61449 (October 9, 2012) (SR-EDGX-2012-44) (notice of
filing and immediate effectiveness of the proposal to adopt the NBBO
Offset Peg Order) (``EDGX Adopting Release'').
\4\ ``User'' is defined as ``any Member or Sponsored Participant
who is authorized to obtain access to the System pursuant to Rule
11.3.'' EDGX Rule 1.5(ee).
\5\ See EDGX Rule 11.5(c)(15).
\6\ ``Market Maker'' is defined as ``a Member that acts as a
Market Maker pursuant to Chapter XI.'' EDGX Rule 1.5(l).
\7\ 17 CFR 242.200 through 242.204.
\8\ 17 CFR 242.15c3-5.
\9\ See Securities Exchange Act Release No. 68596 (January 7,
2013), 78 FR 2477 (January 11, 2013) (SR-EDGX-2012-49) (notice of
filing and immediate effectiveness).
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When is a NBBO offset peg order eligible for execution?
First, the Exchange proposes that the NBBO Offset Peg Order will
only be eligible for execution once the Market Maker quoting
obligations under Rule 11.21(d) are triggered. Currently, Rule
11.5(c)(15) allows Users to submit NBBO Offset Peg Orders at the
beginning of the Pre-Opening Session,\10\ but states that the order is
not executable or automatically priced until the beginning of Regular
Trading Hours.\11\ However, a Market Maker's quoting obligations under
Rule 11.21(d) do not commence during any trading day until after the
first regular way transaction on the primary listing market in the
security as reported by the responsible single plan processor.\12\ Such
a transaction may not occur until after the start of Regular Trading
Hours. Therefore, the Exchange proposes to amend the text of Rule
11.5(c)(15) to state that an NBBO Offset Peg Order is not executable
until after the first regular way transaction on the primary listing
market in the security, as reported by the responsible single plan
[[Page 40228]]
processor, rather than the beginning of Regular Trading Hours.
Accordingly, the amended text would read as follows:
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\10\ ``Pre-Opening Session'' is defined as ``the time between
8:00 a.m. and 9:30 a.m. Eastern Time.'' EDGX Rule 1.5(s).
\11\ ``Regular Trading Hours'' is defined as ``the time between
9:30 a.m. and 4:00 p.m. Eastern Time.'' EDGX Rule 1.5(y).
\12\ Under Exchange Rule 11.21(d)(2), the pricing obligations
for Market Makers ``(i) shall not commence during any trading day
until after the first regular way transaction on the primary listing
market in the security, as reported by the responsible single plan
processor, and (ii) shall be suspended during a trading halt,
suspension, or pause, and shall not re-commence until after the
first regular way transaction on the primary listing market in the
security following such halt, suspension, or pause, as reported by
the responsible single plan processor.'' Securities Exchange Act
Release No. 65964 (December 15, 2011), 76 FR 79254 (December 21,
2011) (order approving SR-EDGX-2011-28).
Users may submit NBBO Offset Peg Orders to the Exchange starting
at the beginning of the Pre-Opening Session, but the order is not
executable or automatically priced until after the first regular way
transaction on the primary listing market in the security, as
reported by the responsible single plan processor and expires at the
---------------------------------------------------------------------------
end of Regular Trading Hours (emphasis added).
The Exchange believes that the proposed amendment is necessary
because it clarifies that the NBBO Offset Peg Order would only be
eligible for execution once the quoting obligations for Market Makers
apply. While use of the NBBO Offset Peg Order would not be limited to
Market Makers, the Exchange believes that Market Makers would likely be
the predominant, if not exclusive, users of the order type. Thus, the
NBBO Offset Peg Order is designed such that its price would be
automatically set and adjusted, both upon entry and at any time
thereafter, in order to comply with the Exchange's Market Maker
quotation requirements.\13\
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\13\ Exchange Rule 11.21 describes the obligations of Members
registered with the Exchange as Market Makers. Among other things,
Market Makers are required to maintain continuous, two-sided
quotations consistent with the requirements of paragraph (d) of Rule
11.21, which generally states that such quotations must be priced
within a designated percentage of the NBB for buy quotations, and
the NBO for sell quotations.
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Repricing When NBBO Offset Peg Order Establishes NBBO
Second, the Exchange proposes to amend Rule 11.5(c)(15) to make
clear that a NBBO Offset Peg Order will not use its own pegged price as
the basis for adjusting the order's price. Where there is no NBBO and a
NBBO Offset Peg Order, whether upon entry or already on the EDGX
Book,\14\ is pegged to the last reported sale from the single plan
processor, the NBBO Offset Peg Order will be reported to the
responsible securities information processors and will be disseminated
to the Exchange as the NBBO. The Exchange proposes that if after entry,
the NBBO Offset Peg Order is priced based on the consolidated last sale
and such NBBO Offset Peg Order establishes the NBBO, the NBBO Offset
Peg Order will not be subsequently adjusted in accordance with the
proposed rule until either there is a new consolidated last sale, or a
new NBB or NBO is established by a national securities exchange. The
Exchange believes that not adjusting the price in this instance is
consistent with the intent of the NBBO Offset Peg Order (i.e., keeping
the order a certain percentage away from the inside market) while also
avoiding a situation where the order would use its own pegged price as
a basis for adjusting the price of the order. The Exchange notes that
the proposal amends the functionality of the NBBO Offset Peg Order to
more closely resemble analogous order types offered by The NASDAQ Stock
Market LLC (``Nasdaq''),\15\ BATS Exchange, Inc. (``BATS''),\16\ and
BATS Y-Exchange, Inc. (``BYX'').\17\
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\14\ ``EDGX Book'' is defined as ``the System's electronic file
of orders.'' EDGX Rule 1.5(d).
\15\ See NASDAQ Rule 4751(f)(15). See also Securities Exchange
Act Release No. 67584 (August 2, 2012), 77 FR 47472 (August 8, 2012)
(SR-NASDAQ-2012-066) (order approving Nasdaq's Market Maker Peg
Order available for exchange market makers) (``Nasdaq Approval
Order'').
\16\ See BATS Rule 11.9(c)(16). See also Securities Exchange Act
Release No. 67756 (August 29, 2012), 77 FR 54633 (September 5, 2012)
(SR-BATS-2012-026) (order approving BATS's Market Maker Peg Order
available for exchange market makers) (``BATS Approval Order''); and
Securities Exchange Release No. 69310 (April 4, 2013), 78 FR 21447
(April 10, 2013) (SR-BATS-2013-022) (notice of filing and immediate
effectiveness to amend BATS' Market Maker Peg Order).
\17\ See BYX Rule 11.9(c)(16). See also Securities Exchange Act
Release No. 67755 (August 29, 2012), 77 FR 54630 (September 5, 2012)
(SR-BYX-2012-012) (order approving BYX's Market Maker Peg Order
available for exchange market makers) (``BYX Approval Order''); and
Securities Exchange Act Release No. 69309 (April 4, 2013), 78 FR
21455 (April 10, 2013) (SR-BYX-2013-011) (notice of filing and
immediate effectiveness to amend the BYX Market Maker Peg Order).
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Implementation Date Delay
The Exchange originally proposed to implement the NBBO Offset Peg
Order on or about November 19, 2012 \18\ and later delayed the
implementation date to on or about April 15, 2013.\19\ The Exchange now
proposes to further delay the implementation date to no later than
October 31, 2013. The Exchange anticipates uniform industry-wide
amendments to the market making quoting requirements' Designated
Percentages \20\ and Defined Limits \21\ to realign the percentages
based on the Appendix A Percentage Parameters of the National Market
System Plan to Address Extraordinary Market Volatility (the ``Limit-Up/
Limit-Down Plan'').\22\ This additional time will enable the Exchange
to make the necessary system changes to implement the NBBO Offset Peg
Order to accommodate those amendments.
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\18\ See EDGX Adopting Release, supra note 3.
\19\ See Securities Exchange Act Release No. 68596, supra note
9.
\20\ ``Designated Percentage'' is defined as ``8% with respect
to securities included in the S&P 500[supreg] Index and the Russell
1000[supreg] Index, as well as a pilot list of Exchange Traded
Products for securities subject to an individual stock pause trigger
under the applicable rules of a primary listing market (``Original
Circuit Breaker Securities''). For times during Regular Trading
Hours when stock pause triggers are not in effect under the rules of
the primary listing market, the Designated Percentage shall be 20%
for Original Circuit Breaker Securities.'' EDGX Rule 11.21(d)(2)(D).
\21\ ''Defined Limit'' is defined as ``9.5% for Original Circuit
Breaker Securities. For times during Regular Trading Hours when
stock pause triggers are not in effect under the rules of the
primary listing market, the Defined Limit shall be 21.5% for
Original Circuit Breaker Securities.'' EDGX Rule 11.21(d)(2)(F).
\22\ See Securities Exchange Act Release No. 67091 (May 31,
2012), 77 FR 33498 (June 6, 2012) (approving the Limit-Up/Limit-Down
Plan on a pilot basis).
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2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with Section 6(b) of the Act \23\ and furthers the objectives of
Section 6(b)(5) of the Act,\24\ in that it is designed to prevent
fraudulent and manipulative acts and practices, to promote just and
equitable principles of trade, to foster cooperation and coordination
with persons engaged in facilitating transactions in securities, and to
remove impediments to and perfect the mechanisms of a free and open
market and a national market system, and, in general, to protect
investors and the public interest.
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\23\ 15 U.S.C. 78f(b).
\24\ 15 U.S.C. 78f(b)(5).
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The Exchange believes that proposing that the order type will only
be eligible for execution once the Market Maker quoting obligations
under Rule 11.21(d) are triggered makes the order type consistent with
when market making obligations begin \25\ and therefore, simplifies its
functionality. While use of the NBBO Offset Peg Order would not be
limited to Market Makers, the Exchange believes that Market Makers
would likely be the predominant, if not exclusive, users of the order
type. Thus, the NBBO Offset Peg Order is designed such that its price
would be automatically set and adjusted, both upon entry and at any
time thereafter, in order to comply with the Exchange's Market Maker
quotation requirements.\26\ Therefore, the Exchange believes the
proposed rule change is designed to promote just and equitable
principles of trade, foster cooperation and coordination with persons
engaged in facilitating transactions in securities, and remove
impediments to and perfect the mechanisms of a free and open market and
a national market system, and, in general, protect investors and the
public interest.
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\25\ The Exchange notes while use of the NBBO Offset Peg Order
would not be limited to Market Makers that Market Makers would
likely be the predominant, if not exclusive, users of the order
type.
\26\ EDGX Rule 11.21(d)(2).
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The Exchange also believes that the proposed amendment removes
impediments to and perfects the
[[Page 40229]]
mechanisms of a free and open market and a national market system
because it clarifies that a NBBO Offset Peg Order will not use its own
pegged price as the basis for adjusting the order's price. The Exchange
notes that the proposed clarification is substantially similar to that
for similar order types (Market Maker Peg Orders) on Nasdaq, BATS, and
BYX.\27\ Further, clarifying when a NBBO Offset Peg Order would not be
re-priced to align with the functionality of similar order types on
other exchanges fosters cooperation and coordination with persons
engaged in facilitating transactions in securities, and removes
impediments to a free and open market and a national market system
because it will result in a continuing benefit to market participants
by simplifying the functionality of the order type and its complexity
of implementation.
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\27\ Nasdaq Rule 4751(f)(15); BATS Rule 11.9(c)(16); BYX Rule
11.9(c)(16). The Exchange has previously noted that such Market
Maker Peg Orders are similar in functionality to the NBBO Offset Peg
Order. See EDGX Adopting Release, supra note 3.
---------------------------------------------------------------------------
Lastly, the Exchange believes that the delay of the implementation
date is also consistent with Section 6(b)(5) of the Act \28\ because it
is designed to coordinate the implementation of the NBBO Offset Peg
Order with anticipated changes to market making quoting requirements in
response to the Limit-Up/Limit-Down Plan. Thus, the Exchange believes
that the proposed rule change promotes the efficient execution of
investor transactions, and thus investor confidence, over the long
term.
---------------------------------------------------------------------------
\28\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change would
impose any burden on competition that is not necessary or appropriate
in furtherance of the purposes of the Act. The proposed rule change
would increase intermarket competition among the exchanges because the
NBBO Offset Peg Order will directly compete with similar existing order
types offered by Nasdaq, BATS and BYX.\29\ Amending Rule 11.5(c)(15),
to clarify that the NBBO Offset Peg Order will not use its own pegged
price as the basis for adjusting the order's price is similar to the
functionality of the Market Maker Peg Order on Nasdaq, BATS, and BYX;
\30\ and, therefore, reduces the potential for confusion amongst market
participants. In addition, the Exchange believes proposing that the
NBBO Offset Order will only be eligible for execution once its Market
Maker quoting obligations under Rule 11.21(d) are triggered simplifies
the functionality and corresponding complexity of implementation. The
proposed rule change would not burden intramarket competition because
the NBBO Offset Peg Order would be available to all Members \31\ on a
uniform basis.
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\29\ Nasdaq Rule 4751(f)(15); BATS Rule 11.9(c)(16); BYX Rule
11.9(c)(16).
\30\ Id.
\31\ ``Member'' is defined as ``any registered broker or dealer,
or any person associated with a registered broker or dealer, that
has been admitted to membership in the Exchange. A Member will have
the status of a ``member'' of the Exchange as that term is defined
in Section 3(a)(3) of the Act.'' EDGX Rule 1.5(n).
---------------------------------------------------------------------------
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange has neither solicited nor received written comments on
the proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change does not: (i)
Significantly affect the protection of investors or the public
interest; (ii) impose any significant burden on competition; and (iii)
become operative for 30 days after the date of the filing, or such
shorter time as the Commission may designate, it has become effective
pursuant to Section 19(b)(3)(A) of the Act \32\ and Rule 19b-4(f)(6)
\33\ thereunder.
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\32\ 15 U.S.C. 78s(b)(3)(A).
\33\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)(iii)
requires a self-regulatory organization to give the Commission
written notice of its intent to file the proposed rule change, along
with a brief description and text of the proposed rule change, at
least five business days prior to the date of filing of the proposed
rule change, or such shorter time as designated by the Commission.
The Exchange has satisfied this requirement.
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At any time within sixty (60) days of the filing of the proposed
rule change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act. If the Commission
takes such action, the Commission shall institute proceedings under
Section 19(b)(2)(B) \34\ of the Act to determine whether the proposed
rule change should be approved or disapproved.
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\34\ 15 U.S.C. 78s(b)(2)(B).
---------------------------------------------------------------------------
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-EDGX-2013-23 on the subject line.
Paper Comments
Send paper comments in triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange Commission, 100 F Street NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-EDGX-2013-23. This
file number should be included on the subject line if email is used. To
help the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549, on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the filing also will be available
for inspection and copying at the principal office of the Exchange. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make available publicly. All
submissions should refer to File Number SR-EDGX-2013-23 and should be
submitted on or before July 24, 2013.
[[Page 40230]]
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\35\
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\35\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-15912 Filed 7-2-13; 8:45 am]
BILLING CODE 8011-01-P