Self-Regulatory Organizations; C2 Options Exchange, Incorporated; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change Relating to Obvious Error, 69162-69164 [2013-27472]
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69162
Federal Register / Vol. 78, No. 222 / Monday, November 18, 2013 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–27470 Filed 11–15–13; 8:45 am]
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
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–70846; File No. SR–C2–
2013–038]
Self-Regulatory Organizations; C2
Options Exchange, Incorporated;
Notice of Filing and Immediate
Effectiveness of a Proposed Rule
Change Relating to Obvious Error
November 12, 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 October
28, 2013, C2 Options Exchange,
Incorporated (the ‘‘Exchange’’ or ‘‘C2’’)
filed with the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III below, which Items
have been prepared by the Exchange.
The Commission is publishing this
notice to solicit comments on the
proposed rule change from interested
persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
Rule 6.15 (Obvious Error and
Catastrophic Errors). The text of the
proposed rule change is available on the
Exchange’s Web site (https://
www.c2exchange.com/Legal/), at the
Exchange’s Office of the Secretary, and
at the Commission’s Public Reference
Room.
mstockstill on DSK4VPTVN1PROD with NOTICES
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
17 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
VerDate Mar<15>2010
17:33 Nov 15, 2013
Jkt 232001
1. Purpose
Exchange Rule 6.15 (Obvious Error
and Catastrophic Errors) governs the
nullification and adjustment of options
transactions. The Exchange is proposing
to amend Rule 6.15(b)(2) to modify how
the Exchange will nullify or adjust an
obvious error. The Exchange believes
this proposal will also harmonize its
rules to more closely align with other
options exchanges.3
Under the current rule 6.15(b)(2)(A),
the Exchange will adjust the price of an
erroneous transaction to the Theoretical
Price when the transaction is between
two market-makers unless such parties
agree to adjust the transaction to a
different price or bust the trade within
ten minutes of being notified by the
Help Desk of the error. Pursuant to
current Exchange Rule 6.15(b)(2)(B),
transactions involving at least one nonC2 market-maker will be nullified
unless both parties agree to adjust the
transaction within thirty minutes of
being notified by the Help Desk of the
error.
The Exchange is now proposing to
amend Rule 6.15(b)(2) to modify the
Exchange obvious error procedures by
nullifying trades for transactions
involving at least one non-broker-dealer
customer and adjusting all other trades
between groups that do not fall into this
category including for example, a
market maker or a broker-dealer.4 The
Exchange believes that the proposal will
protect investors by eliminating some
uncertainty in the current rule.
More specifically, the Exchange is
first proposing to include all
transactions in which neither party is a
non-broker-dealer customer in the
current Rule 6.15(b)(2)(A) instead of
only including transactions between C2
market-makers. Next, the Exchange is
proposing to add a provision to nullify
all erroneous transactions between nonbroker-dealer customers unless both
parties agree to an adjusted price within
thirty minutes.
3 See, e.g., International Securities Exchange, LLC
(‘‘ISE’’) Rule 720(b)(2).
4 The Exchange is also proposing to add text to
Exchange Rule 1.1(fff) [sic] (Voluntary Professional)
and Rule 1.1(ggg) [sic] (Professional) to include a
reference to Rule 6.15. These designations are done
on the Exchange on an order by order basis. Thus,
through reference, professional orders will be
treated as broker-dealer orders. In addition certain
non-broker-dealer customers may have their orders
treated as broker-dealer orders rather than as public
customer orders for purposes of Rule 6.15.
PO 00000
Frm 00123
Fmt 4703
Sfmt 4703
The Exchange believes that the
proposal will limit obvious error trade
nullification only to transactions
involving non-broker-dealer customers.
The Exchange believes that this
approach will limit the number of
nullifications while assuring that nonbroker-dealer customers will not have
their erroneous trades adjusted through
their limit price forcing such customer
to spend (receive) more (less) money on
erroneous transactions. In addition, the
proposed changes to the rule will allow
any non-professional customer orders to
be subject to professional standards if
that customer decides to designate an
order as such.5
Non-broker-dealer customers are
typically far less familiar with the dayto-day trading of the markets and are
also less likely to be watching trading
activity in a particular option
throughout the day. Therefore, given the
potential for drastic market swings, the
Exchange believes that it is fair and
reasonable and consistent with statutory
standards to change the procedure for
obvious errors involving at least one
non-broker-dealer customer, and not for
other market participants so as not to
expose these customers to any
additional risk. In addition, as stated
above, these customers have the option
of indicating they would like the
treatment of their orders as if they
originated from a professional.6
The proposed rule change is a fair
way to address the issue of a trade
executing through a non-broker-dealer
customer’s limit order price while
balancing the competing interest of
certainty that trades stand versus
dealing with the true errors. The
proposed rule change would continue to
entail specific and objective procedures.
Furthermore, the proposed rule change
more fairly balances the potential
windfall to one market participant
against the potential reconsidering of a
trading decision under the guise of an
error. The Exchange also believes it is
fair and reasonable to treat all
professional market participants
equally, e.g. market-makers, brokerdealers, etc.
As stated above, the Exchange
believes that non-broker-dealer
customers are far less familiar with the
day-to-day trading of the markets and
are also less likely to be watching
trading activity in a particular option
throughout the day. Therefore, the
Exchange believes that it is fair and
reasonable and consistent with statutory
standards to change the procedure for
obvious errors involving non-broker5 See
note 4 supra.
6 Id.
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Federal Register / Vol. 78, No. 222 / Monday, November 18, 2013 / Notices
mstockstill on DSK4VPTVN1PROD with NOTICES
dealer customers, and not for other
market participants so as not to expose
these customers to any additional risk.
In addition, as stated above, these
customers have the option of indicating
they would like the treatment of their
orders as if they were from
professionals.7
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with the
Securities Exchange Act of 1934 (the
‘‘Act’’) and the rules and regulations
thereunder applicable to the Exchange
and, in particular, the requirements of
Section 6(b) of the Act.8 Specifically,
the Exchange believes the proposed rule
change is consistent with the Section
6(b)(5) 9 requirements that the rules of
an exchange be designed to prevent
fraudulent and manipulative acts and
practices, to promote just and equitable
principles of trade, to foster cooperation
and coordination with persons engaged
in regulating, clearing, settling,
processing information with respect to,
and facilitating transactions in
securities, to remove impediments to
and perfect the mechanism of a free and
open market and a national market
system, and, in general, to protect
investors and the public interest.
Additionally, the Exchange believes the
proposed rule change is consistent with
the Section 6(b)(5) 10 requirement that
the rules of an exchange not be designed
to permit unfair discrimination between
customers, issuers, brokers, or dealers.
In particular, the proposal to nullify
all erroneous transactions in which at
least one non-broker-dealer customer is
a party to the transaction and adjusting
all other trades will help market
participants to better hedge risk
associated with these potentially
erroneous transactions. By nullifying
erroneous transactions which involve a
non-broker-dealer customer, the
Exchange is assuring that these nonprofessional customers will not receive
a trade at a higher (lower) price than a
limit price placed upon the transaction.
In addition, the proposal is requiring
trades in most circumstances to be
honored. The proposal also allows for
all parties to nullify any erroneous
transaction as long as the two parties
come to an agreement.
The Exchange believes that adjusting
all transactions that do not involve a
non-broker-dealer customer is just and
equitable because professional
customers are more sophisticated and
7 Id.
8 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
10 Id.
familiar with the day to day trading
swings. Though, as proposed, a
professional that is not a market-maker
may be adjusted through its limit price,
the Exchange believes these
professionals have adequate resources
in place to manage this adjustment and
would prefer the certainty of the
proposed changes and to adjust these
transactions (rather than nullify) to
continue to hedge their risk. In addition,
the Exchange believes that marketmakers and other professionals are
similarly situated, and, thus, it is
consistent to treat these groups in the
same manner. Moreover, the market
benefits from the least amount of
nullifications because parties have more
certainty about their executions. The
Exchange also believes that assessing an
adjustment penalty will encourage
professionals to adjust and nullify a
lesser amount of transactions which will
benefit the market as a whole. Thus, the
Exchange believes that the treatment of
all professional orders in the same
manner is consistent with the Act as it
will allow the market to suffer fewer
disruptions, in the form of adjustments
or nullifications of trades after the fact,
and treats similarly situated groups,
namely market-makers and other
professionals, in the same manner. The
Exchange also notes that aligning the
Exchange with other options exchanges
will ensure less disruption to market
participants as they will be treated
consistently across the markets.11
Though the proposal will treat
different groups of market participants
differently, the Exchange believes that
the proposal is not unfairly
discriminating because it treats
similarly situated groups in the same
manner. More specifically, all
professionals will be treated in a similar
manner while non-professional
customers will also be left with the
choice to designate an order as
professional, under Exchange Rule 1.1
and thus have the ability to be treated
in the same manner as a professional.
With this choice, all groups may be
treated in the same manner. In addition,
the proposal creates a safeguard for a
non-professional customer that may not
be as familiar with the specifics of every
day trading (and does not choose to be
treated as a professional) by nullifying
all erroneous transactions in which they
are a party.
The Exchange acknowledges that the
proposal may allow for some
uncertainty to regarding whether a trade
will be adjusted or nullified depending
upon the nature of the parties to the
transaction. More specifically, the
9 15
VerDate Mar<15>2010
17:33 Nov 15, 2013
contra party will not know the category
of the other party. Nonetheless, the
Exchange believes the proposal
continues to promote just and equitable
principles of trade and protect investors
and the public interest because it
eliminates a more serious uncertainty of
price uncertainty which is inherent in
the current Exchange rule because the
current rule takes the non-broker-dealer
customer’s limit price into
consideration while this proposal does
not as it will be nullified unless agreed
upon by the two parties. The Exchange
also notes that this rule is substantially
similar to another option exchange.12
Thus, market participants will receive
similar treatment in the [sic] across the
markets which eliminates confusion and
promotes just and equitable principles
of trade.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
C2 does not believe that the proposed
rule change will impose any burden on
competition that is not necessary or
appropriate in furtherance of the
purposes of the Act. Specifically, the
proposal is meant to eliminate market
participant confusion along with help
market participants to better hedge the
risk associated with erroneous options
trades. C2 believes that the proposed
rule change will relieve any burden on,
or otherwise promote, competition
because it creates less uncertainty about
the treatment of erroneous trades which
may encourage market participants to
trade on the Exchange.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange neither solicited nor
received 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:
A. Significantly affect the protection
of investors or the public interest;
B. impose any significant burden on
competition; and
C. become operative for 30 days from
the date on which it was filed, or such
shorter time as the Commission may
designate, it has become effective
pursuant to Section 19(b)(3)(A) of the
Act 13 and Rule 19b–4(f)(6) 14
thereunder. At any time within 60 days
12 See
note 3 supra.
U.S.C. 78s(b)(3)(A).
14 17 CFR 240.19b–4(f)(6).
13 15
11 See
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note 3 supra.
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69163
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69164
Federal Register / Vol. 78, No. 222 / Monday, November 18, 2013 / Notices
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 will institute proceedings
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
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:
mstockstill on DSK4VPTVN1PROD with NOTICES
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–
C2–2013–038 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–C2–2013–038. 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
VerDate Mar<15>2010
17:33 Nov 15, 2013
Jkt 232001
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–C2–
2013–038 and should be submitted on
or before December 9, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–27472 Filed 11–15–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–70850; File No. SR–Phlx–
2013–109]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Regarding Box
Spread Strategies
November 12, 2013.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on October
30, 2013, NASDAQ OMX PHLX LLC
(‘‘Phlx’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘SEC’’ or ‘‘Commission’’) the proposed
rule change as described in Items I, II,
and III, below, which Items have been
prepared by the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
The Exchange proposes to adopt a
strategy fee cap applicable to box
spreads.
While the changes proposed herein
are effective upon filing, the Exchange
has designated that the amendments be
operative on November 1, 2013.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://
nasdaqomxphlx.cchwallstreet.com/, at
the principal office of the Exchange, and
at the Commission’s Public Reference
Room.
15 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
PO 00000
Frm 00125
Fmt 4703
Sfmt 4703
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of this filing is to amend
the strategy fee caps which are currently
located in Section II, entitled ‘‘Multiply
Listed Options.’’ 3 Today, the Exchange
caps fees on certain dividend, merger,
short stock interest, reversal and
conversion and jelly roll strategy floor
option transactions. The Exchange is
proposing to also cap fees on box spread
strategy transactions.
A box spread strategy synthesizes
long and short stock positions to create
a profit. Specifically, a long call and
short put at one strike is combined with
a short call and long put at a different
strike to create synthetic long and
synthetic short stock positions,
respectively. The Exchange proposes to
include this definition in Section II of
the Pricing Schedule in the section
entitled ‘‘Strategies Defined.’’
The Exchange proposes to offer a
strategy cap for box spreads. Today,
Specialist,4 Market Maker,5
Professional,6 Firm 7 and Broker-Dealer 8
3 This includes options overlying equities, ETFs,
ETNs and indexes which are Multiply Listed.
4 A ‘‘Specialist’’ is an Exchange member who is
registered as an options specialist pursuant to Rule
1020(a).
5 A ‘‘market maker’’ includes Registered Options
Traders (Rule 1014(b)(i) and (ii)), which includes
Streaming Quote Traders (see Rule 1014(b)(ii)(A))
and Remote Streaming Quote Traders (see Rule
1014(b)(ii)(B)). Directed Participants are also market
makers.
6 The term ‘‘Professional’’ means any person or
entity that (i) is not a broker or dealer in securities,
and (ii) places more than 390 orders in listed
options per day on average during a calendar month
for its own beneficial account(s). See Rule
1000(b)(14).
7 The term ‘‘Firm’’ applies to any transaction that
is identified by a member or member organization
for clearing in the Firm range at OCC.
8 The term ‘‘Broker-Dealer’’ applies to any
transaction which is not subject to any of the other
transaction fees applicable within a particular
category.
E:\FR\FM\18NON1.SGM
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Agencies
[Federal Register Volume 78, Number 222 (Monday, November 18, 2013)]
[Notices]
[Pages 69162-69164]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-27472]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-70846; File No. SR-C2-2013-038]
Self-Regulatory Organizations; C2 Options Exchange, Incorporated;
Notice of Filing and Immediate Effectiveness of a Proposed Rule Change
Relating to Obvious Error
November 12, 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 October 28, 2013, C2 Options Exchange, Incorporated (the
``Exchange'' or ``C2'') filed with the Securities and Exchange
Commission (the ``Commission'') the proposed rule change as described
in Items I, II, and III below, which Items have been prepared by the
Exchange. The Commission is publishing this notice to solicit comments
on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend Rule 6.15 (Obvious Error and
Catastrophic Errors). The text of the proposed rule change is available
on the Exchange's Web site (https://www.c2exchange.com/Legal/), 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.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
Exchange Rule 6.15 (Obvious Error and Catastrophic Errors) governs
the nullification and adjustment of options transactions. The Exchange
is proposing to amend Rule 6.15(b)(2) to modify how the Exchange will
nullify or adjust an obvious error. The Exchange believes this proposal
will also harmonize its rules to more closely align with other options
exchanges.\3\
---------------------------------------------------------------------------
\3\ See, e.g., International Securities Exchange, LLC (``ISE'')
Rule 720(b)(2).
---------------------------------------------------------------------------
Under the current rule 6.15(b)(2)(A), the Exchange will adjust the
price of an erroneous transaction to the Theoretical Price when the
transaction is between two market-makers unless such parties agree to
adjust the transaction to a different price or bust the trade within
ten minutes of being notified by the Help Desk of the error. Pursuant
to current Exchange Rule 6.15(b)(2)(B), transactions involving at least
one non-C2 market-maker will be nullified unless both parties agree to
adjust the transaction within thirty minutes of being notified by the
Help Desk of the error.
The Exchange is now proposing to amend Rule 6.15(b)(2) to modify
the Exchange obvious error procedures by nullifying trades for
transactions involving at least one non-broker-dealer customer and
adjusting all other trades between groups that do not fall into this
category including for example, a market maker or a broker-dealer.\4\
The Exchange believes that the proposal will protect investors by
eliminating some uncertainty in the current rule.
---------------------------------------------------------------------------
\4\ The Exchange is also proposing to add text to Exchange Rule
1.1(fff) [sic] (Voluntary Professional) and Rule 1.1(ggg) [sic]
(Professional) to include a reference to Rule 6.15. These
designations are done on the Exchange on an order by order basis.
Thus, through reference, professional orders will be treated as
broker-dealer orders. In addition certain non-broker-dealer
customers may have their orders treated as broker-dealer orders
rather than as public customer orders for purposes of Rule 6.15.
---------------------------------------------------------------------------
More specifically, the Exchange is first proposing to include all
transactions in which neither party is a non-broker-dealer customer in
the current Rule 6.15(b)(2)(A) instead of only including transactions
between C2 market-makers. Next, the Exchange is proposing to add a
provision to nullify all erroneous transactions between non-broker-
dealer customers unless both parties agree to an adjusted price within
thirty minutes.
The Exchange believes that the proposal will limit obvious error
trade nullification only to transactions involving non-broker-dealer
customers. The Exchange believes that this approach will limit the
number of nullifications while assuring that non-broker-dealer
customers will not have their erroneous trades adjusted through their
limit price forcing such customer to spend (receive) more (less) money
on erroneous transactions. In addition, the proposed changes to the
rule will allow any non-professional customer orders to be subject to
professional standards if that customer decides to designate an order
as such.\5\
---------------------------------------------------------------------------
\5\ See note 4 supra.
---------------------------------------------------------------------------
Non-broker-dealer customers are typically far less familiar with
the day-to-day trading of the markets and are also less likely to be
watching trading activity in a particular option throughout the day.
Therefore, given the potential for drastic market swings, the Exchange
believes that it is fair and reasonable and consistent with statutory
standards to change the procedure for obvious errors involving at least
one non-broker-dealer customer, and not for other market participants
so as not to expose these customers to any additional risk. In
addition, as stated above, these customers have the option of
indicating they would like the treatment of their orders as if they
originated from a professional.\6\
---------------------------------------------------------------------------
\6\ Id.
---------------------------------------------------------------------------
The proposed rule change is a fair way to address the issue of a
trade executing through a non-broker-dealer customer's limit order
price while balancing the competing interest of certainty that trades
stand versus dealing with the true errors. The proposed rule change
would continue to entail specific and objective procedures.
Furthermore, the proposed rule change more fairly balances the
potential windfall to one market participant against the potential
reconsidering of a trading decision under the guise of an error. The
Exchange also believes it is fair and reasonable to treat all
professional market participants equally, e.g. market-makers, broker-
dealers, etc.
As stated above, the Exchange believes that non-broker-dealer
customers are far less familiar with the day-to-day trading of the
markets and are also less likely to be watching trading activity in a
particular option throughout the day. Therefore, the Exchange believes
that it is fair and reasonable and consistent with statutory standards
to change the procedure for obvious errors involving non-broker-
[[Page 69163]]
dealer customers, and not for other market participants so as not to
expose these customers to any additional risk. In addition, as stated
above, these customers have the option of indicating they would like
the treatment of their orders as if they were from professionals.\7\
---------------------------------------------------------------------------
\7\ Id.
---------------------------------------------------------------------------
2. Statutory Basis
The Exchange believes the proposed rule change is consistent with
the Securities Exchange Act of 1934 (the ``Act'') and the rules and
regulations thereunder applicable to the Exchange and, in particular,
the requirements of Section 6(b) of the Act.\8\ Specifically, the
Exchange believes the proposed rule change is consistent with the
Section 6(b)(5) \9\ requirements that the rules of an exchange be
designed to prevent fraudulent and manipulative acts and practices, to
promote just and equitable principles of trade, to foster cooperation
and coordination with persons engaged in regulating, clearing,
settling, processing information with respect to, and facilitating
transactions in securities, to remove impediments to and perfect the
mechanism of a free and open market and a national market system, and,
in general, to protect investors and the public interest. Additionally,
the Exchange believes the proposed rule change is consistent with the
Section 6(b)(5) \10\ requirement that the rules of an exchange not be
designed to permit unfair discrimination between customers, issuers,
brokers, or dealers.
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\8\ 15 U.S.C. 78f(b).
\9\ 15 U.S.C. 78f(b)(5).
\10\ Id.
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In particular, the proposal to nullify all erroneous transactions
in which at least one non-broker-dealer customer is a party to the
transaction and adjusting all other trades will help market
participants to better hedge risk associated with these potentially
erroneous transactions. By nullifying erroneous transactions which
involve a non-broker-dealer customer, the Exchange is assuring that
these non-professional customers will not receive a trade at a higher
(lower) price than a limit price placed upon the transaction. In
addition, the proposal is requiring trades in most circumstances to be
honored. The proposal also allows for all parties to nullify any
erroneous transaction as long as the two parties come to an agreement.
The Exchange believes that adjusting all transactions that do not
involve a non-broker-dealer customer is just and equitable because
professional customers are more sophisticated and familiar with the day
to day trading swings. Though, as proposed, a professional that is not
a market-maker may be adjusted through its limit price, the Exchange
believes these professionals have adequate resources in place to manage
this adjustment and would prefer the certainty of the proposed changes
and to adjust these transactions (rather than nullify) to continue to
hedge their risk. In addition, the Exchange believes that market-makers
and other professionals are similarly situated, and, thus, it is
consistent to treat these groups in the same manner. Moreover, the
market benefits from the least amount of nullifications because parties
have more certainty about their executions. The Exchange also believes
that assessing an adjustment penalty will encourage professionals to
adjust and nullify a lesser amount of transactions which will benefit
the market as a whole. Thus, the Exchange believes that the treatment
of all professional orders in the same manner is consistent with the
Act as it will allow the market to suffer fewer disruptions, in the
form of adjustments or nullifications of trades after the fact, and
treats similarly situated groups, namely market-makers and other
professionals, in the same manner. The Exchange also notes that
aligning the Exchange with other options exchanges will ensure less
disruption to market participants as they will be treated consistently
across the markets.\11\
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\11\ See note 3 supra.
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Though the proposal will treat different groups of market
participants differently, the Exchange believes that the proposal is
not unfairly discriminating because it treats similarly situated groups
in the same manner. More specifically, all professionals will be
treated in a similar manner while non-professional customers will also
be left with the choice to designate an order as professional, under
Exchange Rule 1.1 and thus have the ability to be treated in the same
manner as a professional. With this choice, all groups may be treated
in the same manner. In addition, the proposal creates a safeguard for a
non-professional customer that may not be as familiar with the
specifics of every day trading (and does not choose to be treated as a
professional) by nullifying all erroneous transactions in which they
are a party.
The Exchange acknowledges that the proposal may allow for some
uncertainty to regarding whether a trade will be adjusted or nullified
depending upon the nature of the parties to the transaction. More
specifically, the contra party will not know the category of the other
party. Nonetheless, the Exchange believes the proposal continues to
promote just and equitable principles of trade and protect investors
and the public interest because it eliminates a more serious
uncertainty of price uncertainty which is inherent in the current
Exchange rule because the current rule takes the non-broker-dealer
customer's limit price into consideration while this proposal does not
as it will be nullified unless agreed upon by the two parties. The
Exchange also notes that this rule is substantially similar to another
option exchange.\12\ Thus, market participants will receive similar
treatment in the [sic] across the markets which eliminates confusion
and promotes just and equitable principles of trade.
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\12\ See note 3 supra.
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B. Self-Regulatory Organization's Statement on Burden on Competition
C2 does not believe that the proposed rule change will impose any
burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act. Specifically, the proposal is
meant to eliminate market participant confusion along with help market
participants to better hedge the risk associated with erroneous options
trades. C2 believes that the proposed rule change will relieve any
burden on, or otherwise promote, competition because it creates less
uncertainty about the treatment of erroneous trades which may encourage
market participants to trade on the Exchange.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange neither solicited nor received 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:
A. Significantly affect the protection of investors or the public
interest;
B. impose any significant burden on competition; and
C. become operative for 30 days from the date on which it was
filed, or such shorter time as the Commission may designate, it has
become effective pursuant to Section 19(b)(3)(A) of the Act \13\ and
Rule 19b-4(f)(6) \14\ thereunder. At any time within 60 days
[[Page 69164]]
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 will institute proceedings to determine whether the proposed
rule change should be approved or disapproved.
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\13\ 15 U.S.C. 78s(b)(3)(A).
\14\ 17 CFR 240.19b-4(f)(6).
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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-C2-2013-038 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-C2-2013-038. 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-C2-2013-038 and should be
submitted on or before December 9, 2013.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\15\
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\15\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-27472 Filed 11-15-13; 8:45 am]
BILLING CODE 8011-01-P