Self-Regulatory Organizations; Chicago Stock Exchange, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Permit the Reporting of Odd Lot Transactions for Inclusion on the Consolidated Tape and Clarify the Operation of the Market Order Type, 76675-76677 [2013-30041]
Download as PDF
Federal Register / Vol. 78, No. 243 / Wednesday, December 18, 2013 / Notices
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71057; File No. SR–CHX–
2013–21]
Self-Regulatory Organizations;
Chicago Stock Exchange, Inc.; Notice
of Filing and Immediate Effectiveness
of Proposed Rule Change To Permit
the Reporting of Odd Lot Transactions
for Inclusion on the Consolidated Tape
and Clarify the Operation of the Market
Order Type
December 12, 2013.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 2 thereunder,
notice is hereby given that on December
9, 2013, the Chicago Stock Exchange,
Inc. (‘‘CHX’’ or the ‘‘Exchange’’) 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 CHX. CHX has
filed this proposal pursuant to Exchange
Act Rule 19b–4(f)(6) 3 which is effective
upon filing with the Commission. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
ehiers on DSK2VPTVN1PROD with NOTICES
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
CHX proposes to amend Article 20,
Rule 8(g) (Operation of the Matching
System) to permit the reporting of odd
lot transactions for inclusion on the
consolidated tape,, in light of the
approval of an amendment to the
Consolidated Tape Association Plan
(‘‘CTA Plan’’) by the Securities and
Exchange Commission (the
‘‘Commission’’) pursuant to Rule 608 of
Regulation NMS under the Act. The
Exchange also proposes to amend
Article 1, Rule 2(a)(3) (Order Types,
Modifiers, and Related Terms) to amend
the definition of ‘‘market’’ orders in
light of the anticipated market-wide
reporting of odd lot transactions.
The text of this proposed rule change
is available on the Exchange’s Web site
at (www.chx.com) and in 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
CHX included statements concerning
the purpose of and basis for the
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 17 CFR 240.19b–4(f)(6).
2 17
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proposed rule changes [sic] 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 CHX 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
On September 9, 2013, the Exchanges
and the Financial Industry Regulatory
Authority (‘‘FINRA’’) (collectively, the
‘‘Participants’’) filed with the
Commission an amendment to the CTA
Plan proposing to permit the reporting
of odd lot transactions to the
consolidated tape, which was published
for notice on September 17, 2013.4 After
receiving no comment letters in
response to the Notice, the Commission
approved the proposed amendment on
October 31, 2013.5
In sum, the Commission approved the
proposed removal of odd lot
transactions from the list of
transactions, under Section VI(d) of the
CTA Plan, that are not to be reported for
inclusion on the consolidated tape.
Specifically, the Commission stated that
‘‘odd lot transactions account for a not
insignificant percentage of the trading
volume’’ and inclusion of ‘‘odd lot
transactions on the consolidated tape of
CTA last sale prices would add posttrade transparency to the
marketplace.’’ 6 Consequently, odd lot
transactions that are reported for
inclusion on the consolidated tape will
be included in calculations of daily
consolidated volume and will be subject
to the same calculations as round lot
transactions are currently subject [sic]
(i.e., ‘‘qualified transaction report’’
calculations) for the purposes of
allocating trade revenue among the
Participants under the CTA Plan.7
4 See Securities Exchange Act Release No. 70428
(September 17, 2013), 78 FR 58362 (September 23,
2013) (SR–CTA–2013–05) (‘‘Notice of Filing of the
Eighteenth Substantive Amendment to the Second
Restatement of the CTA Plan’’).
5 See Securities Exchange Act Release No. 70794
(October 31, 2013), 78 FR 66789 (November 6, 2013)
(SR–CTA–2013–05) (‘‘Order Approving the
Eighteenth Substantive Amendment to the Second
Restatement of the CTA Plan’’).
6 Id.
7 Due to the lack of economic significance of
many individual odd lot orders, odd lot bids and
offers will not be included in the best bid and offer
calculations that the Participants make available
under the Consolidate Quote Plan. For the same
reason, odd lot transactions will not be included in
calculations of last sale price, will not be included
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76675
This amendment to the CTA Plan will
be operative December 9, 2013.
Proposed Article 20, Rule 8(g)
The Exchange proposes to amend
Article 20, Rule 8(g) to provide that the
Exchange shall report each transaction
that occurs within the Matching System
to the appropriate consolidated
reporting system.8 Specifically, the
Exchange proposes to remove reference
to ‘‘round lot’’ transactions since the
CTA Plan now permits the reporting
odd lot transactions. Moreover, the
Exchange proposes to delete redundant
language concerning the reporting of
executions of resting odd lot orders that
have been aggregated into round lots for
display purposes.9 Pursuant to the CTA
Plan amendment, all executions will be
reported to the tape, notwithstanding
the size of the execution or the size of
the resting order that was executed.
Proposed Article 1, Rule 2(a)(3)
The Exchange’s Matching System is
designed to begin accepting market
orders in a security once the primary
market prints the first transaction in the
security that is at least a round lot.
Thus, current Article 1, Rule 2(a)(3)
provides that the Exchange shall not
accept market orders in a security until
(i) the primary market in a security has
opened trading in that security or (ii)
two senior officers of the Exchange have
determined that it is appropriate for the
Exchange to accept IOC market orders.
In light of the anticipated inclusion of
odd lot transactions on the consolidated
tape and operation of the Matching
System, the Exchange proposes to
amend Article 1, Rule 2(a)(3) to clarify
that for the purposes of determining
when to accept market orders, the
primary market will be considered to
have opened for trading in a security
when the first trade in that security that
is at least a round lot, occurs in that
market on or after 8:30 a.m. Central
in high and low price calculations, will not be
subject to Limit Up-Limit Down rules, and will not
trigger short sale restrictions or trading halts. See
supra note 5.
8 The Exchange notes that with the removal of
odd lot transactions from Section VI(d) of the CTA
Plan, the Exchange does not execute any
transactions that would not be permitted to be
reported for inclusion on the consolidated tape.
9 Article 20, Rule 8(d)(3) states as follows: Odd lot
orders and unexecuted odd lot remainders that are
unable to be immediately displayed according to
Rule 8(b)(6) above (because they are at a price that
is better than the current CHX quote) shall either
remain in, or be rejected from, the Exchange’s
Matching System according to each Participant’s
instructions. Orders remaining in the Matching
System will continue to be ranked at the price and
time at which they were originally received. Orders
that are rejected from the Matching System shall be
routed away according to Rule 8(h) below or, if
designated ‘‘do not route,’’ automatically cancelled.
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Federal Register / Vol. 78, No. 243 / Wednesday, December 18, 2013 / Notices
proposed rules are consistent with the
protection of investors and the public
interest in that the proposed rules will
promote investor confidence by
providing greater post-trade
transparency to the market.
2. Statutory Basis
The proposed rule change to permit
the reporting of odd lot transactions for
inclusion on the consolidated tape is
consistent with Rule 608(c) of
Regulation NMS,11 which requires the
Exchange, as a sponsor and participant
to an effective national market system
plan, namely the CTA Plan, to comply
with the terms of the Plan, as submitted
to the Commission on September 9,
2013 12 and approved by the
Commission on October 31, 2013,13
pursuant to Rule 608(b)(2) of Regulation
NMS.14
Moreover, the proposed rule changes
are [sic] consistent with Section 6(b) of
the Act 15 in general, and furthers the
objectives of Section 6(b)(5) 16 in
particular, in that it is designed to
promote just and equitable principles of
trade, to foster cooperation and
coordination with persons engaged in
facilitating transaction in securities, to
remove impediments and perfect the
mechanisms of a free and open market,
and, in general, to protect investors and
the public interest. Specifically, the
Exchange believes that the proposed
rule change to permit the reporting of
odd lot transactions for inclusion on the
consolidated tape supports the
objectives of the Act by providing
harmonization between CHX Rules and
rules of all other organization subject to
the requirements of the Plan, so as to
promote uniformity across markets
concerning the permissibility of
reporting odd lot transactions for
inclusion on the consolidated tape.
Such uniformity would also result in
less burdensome and more efficient
regulatory compliance. Moreover, the
proposed amendment to amend the
definition of ‘‘market’’ orders also
supports the objectives of the Act by
clarifying the operation of the Matching
System and, specifically, the conditions
required for the Exchange to begin
accepting market orders in a security. In
addition, the Exchange submits that the
ehiers on DSK2VPTVN1PROD with NOTICES
Standard Time. Given that substantial
resources would have to be dedicated to
make any changes to the operation of
any order type, the Exchange proposes
to clarify the current operation of the
market order type, as opposed to
modifying its operation to also consider
an odd lot trade to be an opening
transaction on the primary market.10
The Exchange 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 Exchange believes that since all plan
Participants will be permitted to report
odd lot transactions for inclusion on the
consolidated tape, the Participants will
be able to make similar amendments to
their rules, pursuant to Rule 19b–4
under the Act.17
10 As of December 9, 2013, the Exchange has no
NMS securities primarily listed on the Exchange.
11 17 CFR 242.608(c).
12 See supra note 4.
13 See supra note 5.
14 17 CFR 242.608(b)(2).
15 15 U.S.C. 78f(b).
16 15 U.S.C. 78f(b)(5).
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B. Self-Regulatory Organization’s
Statement on Burden on Competition
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The Exchange has filed the proposed
rule change pursuant to Section
19(b)(3)(A) of the Act 18 and Rule 19b–
4(f)(6) thereunder.19 Because the
proposed rule change does not (i)
Significantly affect the protection of
investors or the public interest; (ii)
impose any significant burden on
competition; and (iii) become operative
for 30 days from the date on which it
was filed, or such shorter time as the
Commission may designate, the
proposed rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act and Rule 19b–4(f)(6)
thereunder.20
A proposed rule change filed under
Rule 19b–4(f)(6) 21 normally does not
become operative prior to 30 days after
the date of the filing. However, pursuant
to Rule 19b–4(f)(6)(ii),22 the
Commission may designate a shorter
time if such action is consistent with the
17 17
CFR 240.19b–4.
U.S.C. 78s(b)(3)(A).
19 17 CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6)(iii) requires the Exchange to give the
Commission written notice of the Exchange’s 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.
20 17 CFR 240.19b–4(f)(6).
21 17 CFR 240.19b–4(f)(6).
22 17 CFR 240.19b–4(f)(6)(ii).
18 15
PO 00000
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Sfmt 4703
protection of investors and the public
interest.
The Exchange has asked the
Commission to waive the 30-day
operative delay so that the proposal may
become operative as of December 9,
2013, which is the current operative
date of the CTA Plan amendment
proposed by the Participants. According
to the Exchange, encouraging
competitors to provide higher quality
and better value is the essence of a wellfunctioning competitive marketplace.
The Exchange stated that it provides
these services in a highly competitive
market in which market participants
may avail themselves of a wide variety
of options offered by self-regulatory
organizations, alternative trading
systems and other broker-dealers. As
such, the Exchange’s proposed reporting
of odd lot transactions for inclusion on
the consolidated tape and amendment
to the definition of ‘‘market’’ orders
does not burden competition and is
consistent with the public interest
because such amendments can be
adopted by the other Participants
pursuant to the CTA Plan amendment
and it would promote order flow to the
Exchange only if it offers market
participants an incentive to utilize the
Exchange’s services over its
competitors. The Commission is
waiving the 30-day operative delay so
that CHX’s rules are consistent with the
terms of the CTA Plan such that odd lot
trades can be reported effective
December 9, 2013, which is consistent
with the public interest. Therefore, the
Commission designates the proposal as
operative upon filing.23
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is: (i) Necessary or appropriate in
the public interest; (ii) for the protection
of investors; or (iii) 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) 24 of the Act to
determine whether the proposed rule
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 proposal is
consistent with the Act. Comments may
23 For purposes only of waiving the 30-day
operative delay, the Commission has also
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
24 15 U.S.C. 78s(b)(2)(B).
E:\FR\FM\18DEN1.SGM
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Federal Register / Vol. 78, No. 243 / Wednesday, December 18, 2013 / Notices
be submitted by any of the following
methods:
SECURITIES AND EXCHANGE
COMMISSION
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
CHX–2013–21 on the subject line.
[Release No. 34–71064; File No. SR–Phlx–
2013–117]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Relating to
Amendments to the Pricing Schedule
December 12, 2013.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street NE., Washington, DC
20549–1090.
ehiers on DSK2VPTVN1PROD with NOTICES
All submissions should refer to File
Number SR–CHX–2013–21. 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–CHX–
2013–21 and should be submitted on or
before January 8, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.25
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–30041 Filed 12–17–13; 8:45 am]
BILLING CODE 8011–01–P
25 17
CFR 200.30–3(a)(12).
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15:27 Dec 17, 2013
Jkt 232001
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
November 29, 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 Substance of
the Proposed Rule Change
The Exchange proposes to amend the
Exchange’s Pricing Schedule with
respect to: (i) The Customer 3 Rebate
Program in Section B; (ii) Simple Order
pricing in Section I entitled Rebates and
Fees for Adding and Removing
Liquidity in SPY; 4 (iii) certain pricing
in Section II related to Multiply Listed
Options Fees; 5 (iv) pricing in Section III
entitled Singly Listed Options; (v) and
pricing in Section IV, entitled ‘‘Other
Transaction Fees,’’ to amend PIXL 6
Pricing.
While the changes proposed herein
are effective upon filing, the Exchange
has designated that the amendments be
operative on December 2, 2013.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 The term ‘‘Customer’’ applies to any transaction
that is identified by a member or member
organization for clearing in the Customer range at
The Options Clearing Corporation (‘‘OCC’’) which
is not for the account of broker or dealer or for the
account of a ‘‘Professional’’ (as that term is defined
in Rule 1000(b)(14)).
4 Options overlying Standard and Poor’s
Depositary Receipts/SPDRs (‘‘SPY’’) are based on
the SPDR exchange-traded fund (‘‘ETF’’), which is
designed to track the performance of the S&P 500
Index.
5 The pricing in Section II includes options
overlying equities, ETFs, ETNs and indexes which
are Multiply Listed.
6 PIXL is the Exchange’s price improvement
mechanism known as Price Improvement XL or
(PIXLSM). See Rule 1080(n).
2 17
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76677
nasdaqomxphlx.cchwallstreet.com/, at
the principal office of the Exchange, and
at the Commission’s Public Reference
Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
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 Exchange is proposing to amend
various sections of its Pricing Schedule.
Specifically, the Exchange proposes to
amend its Customer Rebate Program at
Section B of the Pricing Schedule. The
Exchange is amending the types of
transactions in Category A and Category
B which are subject to the rebate. The
Exchange proposes to amend the Simple
Order Fees for Removing Liquidity in
Section I which are applicable to
transactions overlying SPY. The
Exchange proposes to amend various
Options Transaction Charges in Section
II in both Penny and non-Penny
PilotOptions and also amend the
Electronic Firm Fee Discount.7 The
Exchange proposes to increase the
Customer Options Transaction Charge
in Section III applicable to Singly Listed
Options. Finally, the Exchange proposes
to increase certain PIXL fees in Section
IV of the Pricing Schedule related to
order executions in Section II Multiply
Listed Options. Each proposal is
detailed below.
Customer Rebate Program
Currently, the Exchange has a
Customer Rebate Program consisting of
four tiers which pays Customer rebates
on two Categories, A and B, of
transactions.8 Category A rebates are
paid to members executing
electronically-delivered Customer
Simple Orders in Penny Pilot Options
7 The Exchange assesses Firms a reduced Options
Transaction Charge in Penny and non-Penny
Options provided a Firm has volume greater than
a certain amount of contracts in a month.
8 See Section B of the Pricing Schedule.
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Agencies
[Federal Register Volume 78, Number 243 (Wednesday, December 18, 2013)]
[Notices]
[Pages 76675-76677]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-30041]
[[Page 76675]]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-71057; File No. SR-CHX-2013-21]
Self-Regulatory Organizations; Chicago Stock Exchange, Inc.;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Permit the Reporting of Odd Lot Transactions for Inclusion on the
Consolidated Tape and Clarify the Operation of the Market Order Type
December 12, 2013.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act''),\1\ and Rule 19b-4 \2\ thereunder, notice is hereby given
that on December 9, 2013, the Chicago Stock Exchange, Inc. (``CHX'' or
the ``Exchange'') 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 CHX. CHX has filed this
proposal pursuant to Exchange Act Rule 19b-4(f)(6) \3\ which is
effective upon filing with the Commission. The Commission is publishing
this notice to solicit comments on the proposed rule change from
interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ 17 CFR 240.19b-4(f)(6).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
CHX proposes to amend Article 20, Rule 8(g) (Operation of the
Matching System) to permit the reporting of odd lot transactions for
inclusion on the consolidated tape\,\, in light of the approval of an
amendment to the Consolidated Tape Association Plan (``CTA Plan'') by
the Securities and Exchange Commission (the ``Commission'') pursuant to
Rule 608 of Regulation NMS under the Act. The Exchange also proposes to
amend Article 1, Rule 2(a)(3) (Order Types, Modifiers, and Related
Terms) to amend the definition of ``market'' orders in light of the
anticipated market-wide reporting of odd lot transactions.
The text of this proposed rule change is available on the
Exchange's Web site at (www.chx.com) and in 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 CHX included statements
concerning the purpose of and basis for the proposed rule changes [sic]
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 CHX 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
On September 9, 2013, the Exchanges and the Financial Industry
Regulatory Authority (``FINRA'') (collectively, the ``Participants'')
filed with the Commission an amendment to the CTA Plan proposing to
permit the reporting of odd lot transactions to the consolidated tape,
which was published for notice on September 17, 2013.\4\ After
receiving no comment letters in response to the Notice, the Commission
approved the proposed amendment on October 31, 2013.\5\
---------------------------------------------------------------------------
\4\ See Securities Exchange Act Release No. 70428 (September 17,
2013), 78 FR 58362 (September 23, 2013) (SR-CTA-2013-05) (``Notice
of Filing of the Eighteenth Substantive Amendment to the Second
Restatement of the CTA Plan'').
\5\ See Securities Exchange Act Release No. 70794 (October 31,
2013), 78 FR 66789 (November 6, 2013) (SR-CTA-2013-05) (``Order
Approving the Eighteenth Substantive Amendment to the Second
Restatement of the CTA Plan'').
---------------------------------------------------------------------------
In sum, the Commission approved the proposed removal of odd lot
transactions from the list of transactions, under Section VI(d) of the
CTA Plan, that are not to be reported for inclusion on the consolidated
tape. Specifically, the Commission stated that ``odd lot transactions
account for a not insignificant percentage of the trading volume'' and
inclusion of ``odd lot transactions on the consolidated tape of CTA
last sale prices would add post-trade transparency to the
marketplace.'' \6\ Consequently, odd lot transactions that are reported
for inclusion on the consolidated tape will be included in calculations
of daily consolidated volume and will be subject to the same
calculations as round lot transactions are currently subject [sic]
(i.e., ``qualified transaction report'' calculations) for the purposes
of allocating trade revenue among the Participants under the CTA
Plan.\7\
---------------------------------------------------------------------------
\6\ Id.
\7\ Due to the lack of economic significance of many individual
odd lot orders, odd lot bids and offers will not be included in the
best bid and offer calculations that the Participants make available
under the Consolidate Quote Plan. For the same reason, odd lot
transactions will not be included in calculations of last sale
price, will not be included in high and low price calculations, will
not be subject to Limit Up-Limit Down rules, and will not trigger
short sale restrictions or trading halts. See supra note 5.
---------------------------------------------------------------------------
This amendment to the CTA Plan will be operative December 9, 2013.
Proposed Article 20, Rule 8(g)
The Exchange proposes to amend Article 20, Rule 8(g) to provide
that the Exchange shall report each transaction that occurs within the
Matching System to the appropriate consolidated reporting system.\8\
Specifically, the Exchange proposes to remove reference to ``round
lot'' transactions since the CTA Plan now permits the reporting odd lot
transactions. Moreover, the Exchange proposes to delete redundant
language concerning the reporting of executions of resting odd lot
orders that have been aggregated into round lots for display
purposes.\9\ Pursuant to the CTA Plan amendment, all executions will be
reported to the tape, notwithstanding the size of the execution or the
size of the resting order that was executed.
---------------------------------------------------------------------------
\8\ The Exchange notes that with the removal of odd lot
transactions from Section VI(d) of the CTA Plan, the Exchange does
not execute any transactions that would not be permitted to be
reported for inclusion on the consolidated tape.
\9\ Article 20, Rule 8(d)(3) states as follows: Odd lot orders
and unexecuted odd lot remainders that are unable to be immediately
displayed according to Rule 8(b)(6) above (because they are at a
price that is better than the current CHX quote) shall either remain
in, or be rejected from, the Exchange's Matching System according to
each Participant's instructions. Orders remaining in the Matching
System will continue to be ranked at the price and time at which
they were originally received. Orders that are rejected from the
Matching System shall be routed away according to Rule 8(h) below
or, if designated ``do not route,'' automatically cancelled.
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Proposed Article 1, Rule 2(a)(3)
The Exchange's Matching System is designed to begin accepting
market orders in a security once the primary market prints the first
transaction in the security that is at least a round lot. Thus, current
Article 1, Rule 2(a)(3) provides that the Exchange shall not accept
market orders in a security until (i) the primary market in a security
has opened trading in that security or (ii) two senior officers of the
Exchange have determined that it is appropriate for the Exchange to
accept IOC market orders. In light of the anticipated inclusion of odd
lot transactions on the consolidated tape and operation of the Matching
System, the Exchange proposes to amend Article 1, Rule 2(a)(3) to
clarify that for the purposes of determining when to accept market
orders, the primary market will be considered to have opened for
trading in a security when the first trade in that security that is at
least a round lot, occurs in that market on or after 8:30 a.m. Central
[[Page 76676]]
Standard Time. Given that substantial resources would have to be
dedicated to make any changes to the operation of any order type, the
Exchange proposes to clarify the current operation of the market order
type, as opposed to modifying its operation to also consider an odd lot
trade to be an opening transaction on the primary market.\10\
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\10\ As of December 9, 2013, the Exchange has no NMS securities
primarily listed on the Exchange.
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2. Statutory Basis
The proposed rule change to permit the reporting of odd lot
transactions for inclusion on the consolidated tape is consistent with
Rule 608(c) of Regulation NMS,\11\ which requires the Exchange, as a
sponsor and participant to an effective national market system plan,
namely the CTA Plan, to comply with the terms of the Plan, as submitted
to the Commission on September 9, 2013 \12\ and approved by the
Commission on October 31, 2013,\13\ pursuant to Rule 608(b)(2) of
Regulation NMS.\14\
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\11\ 17 CFR 242.608(c).
\12\ See supra note 4.
\13\ See supra note 5.
\14\ 17 CFR 242.608(b)(2).
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Moreover, the proposed rule changes are [sic] consistent with
Section 6(b) of the Act \15\ in general, and furthers the objectives of
Section 6(b)(5) \16\ in particular, in that it is designed to promote
just and equitable principles of trade, to foster cooperation and
coordination with persons engaged in facilitating transaction in
securities, to remove impediments and perfect the mechanisms of a free
and open market, and, in general, to protect investors and the public
interest. Specifically, the Exchange believes that the proposed rule
change to permit the reporting of odd lot transactions for inclusion on
the consolidated tape supports the objectives of the Act by providing
harmonization between CHX Rules and rules of all other organization
subject to the requirements of the Plan, so as to promote uniformity
across markets concerning the permissibility of reporting odd lot
transactions for inclusion on the consolidated tape. Such uniformity
would also result in less burdensome and more efficient regulatory
compliance. Moreover, the proposed amendment to amend the definition of
``market'' orders also supports the objectives of the Act by clarifying
the operation of the Matching System and, specifically, the conditions
required for the Exchange to begin accepting market orders in a
security. In addition, the Exchange submits that the proposed rules are
consistent with the protection of investors and the public interest in
that the proposed rules will promote investor confidence by providing
greater post-trade transparency to the market.
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\15\ 15 U.S.C. 78f(b).
\16\ 15 U.S.C. 78f(b)(5).
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition that is not necessary or appropriate
in furtherance of the purposes of the Act. Specifically, the Exchange
believes that since all plan Participants will be permitted to report
odd lot transactions for inclusion on the consolidated tape, the
Participants will be able to make similar amendments to their rules,
pursuant to Rule 19b-4 under the Act.\17\
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\17\ 17 CFR 240.19b-4.
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C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were either solicited or received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The Exchange has filed the proposed rule change pursuant to Section
19(b)(3)(A) of the Act \18\ and Rule 19b-4(f)(6) thereunder.\19\
Because the proposed rule change does not (i) Significantly affect the
protection of investors or the public interest; (ii) impose any
significant burden on competition; and (iii) become operative for 30
days from the date on which it was filed, or such shorter time as the
Commission may designate, the proposed rule change has become effective
pursuant to Section 19(b)(3)(A) of the Act and Rule 19b-4(f)(6)
thereunder.\20\
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\18\ 15 U.S.C. 78s(b)(3)(A).
\19\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)(iii)
requires the Exchange to give the Commission written notice of the
Exchange's 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.
\20\ 17 CFR 240.19b-4(f)(6).
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A proposed rule change filed under Rule 19b-4(f)(6) \21\ normally
does not become operative prior to 30 days after the date of the
filing. However, pursuant to Rule 19b-4(f)(6)(ii),\22\ the Commission
may designate a shorter time if such action is consistent with the
protection of investors and the public interest.
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\21\ 17 CFR 240.19b-4(f)(6).
\22\ 17 CFR 240.19b-4(f)(6)(ii).
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The Exchange has asked the Commission to waive the 30-day operative
delay so that the proposal may become operative as of December 9, 2013,
which is the current operative date of the CTA Plan amendment proposed
by the Participants. According to the Exchange, encouraging competitors
to provide higher quality and better value is the essence of a well-
functioning competitive marketplace. The Exchange stated that it
provides these services in a highly competitive market in which market
participants may avail themselves of a wide variety of options offered
by self-regulatory organizations, alternative trading systems and other
broker-dealers. As such, the Exchange's proposed reporting of odd lot
transactions for inclusion on the consolidated tape and amendment to
the definition of ``market'' orders does not burden competition and is
consistent with the public interest because such amendments can be
adopted by the other Participants pursuant to the CTA Plan amendment
and it would promote order flow to the Exchange only if it offers
market participants an incentive to utilize the Exchange's services
over its competitors. The Commission is waiving the 30-day operative
delay so that CHX's rules are consistent with the terms of the CTA Plan
such that odd lot trades can be reported effective December 9, 2013,
which is consistent with the public interest. Therefore, the Commission
designates the proposal as operative upon filing.\23\
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\23\ For purposes only of waiving the 30-day operative delay,
the Commission has also considered the proposed rule's impact on
efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
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At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is: (i)
Necessary or appropriate in the public interest; (ii) for the
protection of investors; or (iii) 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) \24\
of the Act to determine whether the proposed rule should be approved or
disapproved.
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\24\ 15 U.S.C. 78s(b)(2)(B).
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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 proposal is
consistent with the Act. Comments may
[[Page 76677]]
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-CHX-2013-21 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-CHX-2013-21. 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-CHX-2013-21 and should be
submitted on or before January 8, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\25\
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\25\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-30041 Filed 12-17-13; 8:45 am]
BILLING CODE 8011-01-P