Self-Regulatory Organizations; Chicago Board Options Exchange, Incorporated; Order Approving a Proposed Rule Change To Eliminate the e-DPM Program January 2, 2014., 1398-1399 [2014-00071]
Download as PDF
1398
Federal Register / Vol. 79, No. 5 / Wednesday, January 8, 2014 / Notices
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 such
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
publicly available. All submissions
should refer to File Number SR–
NYSEMKT–2013–86 and should be
submitted on or before January 29, 2014.
V. Accelerated Approval of Proposed
Rule Change, as Modified by
Amendment Nos. 1 and 2
mstockstill on DSK4VPTVN1PROD with NOTICES
As proposed, the proposed rule
change provided that, unless
determined otherwise by the Exchange
and announced to ATP Holders via
Trader Update, the specified percentage
(i.e., ‘‘n%’’) will be no less than 60%,
and ‘‘n%–x’’ will be no less than 40%.
Amendment No. 2 amended the
proposed rule change by removing the
language in the proposal that gives the
Exchange discretion to adjust the
specified percentage (i.e., ‘‘n%’’) to an
amount less than 60% and ‘‘n%–x’’ to
an amount less than 40%. By removing
this discretion, Amendment No. 2
reduces potential uncertainty about the
application of the proposed rule change.
Accordingly, the Commission finds
good cause, pursuant to Section 19(b)(2)
of the Act,14 for approving the proposed
rule change, as modified by Amendment
Nos. 1 and 2, prior to the 30th day after
the date of publication of notice in the
Federal Register.
VI. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act 15 that the
proposed rule change (SR–NYSEMKT–
2013–86), as modified by Amendment
14 15
15 15
U.S.C. 78s(b)(2).
U.S.C. 78f(b)(2).
VerDate Mar<15>2010
16:42 Jan 07, 2014
Jkt 232001
Nos. 1 and 2, be, and hereby is,
approved on an accelerated basis.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–00066 Filed 1–7–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71227; File No. SR–CBOE–
2013–110]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Order Approving a
Proposed Rule Change To Eliminate
the e-DPM Program January 2, 2014.
I. Introduction
On November 1, 2013, Chicago Board
Options Exchange, Incorporated (the
‘‘Exchange’’ or ‘‘CBOE’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) pursuant to Section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’) 1 and Rule 19b–4
thereunder,2 a proposed rule change to
eliminate the Electronic DPM (‘‘eDPM’’) Program (the ‘‘e-DPM Program’’
or ‘‘Program’’). The proposed rule
change was published for comment in
the Federal Register on November 20,
2013.3 The Commission received no
comments on the proposal. This order
approves the proposed rule change.
II. Description of the Proposal
The Exchange proposes to eliminate
the e-DPM Program by deleting
Exchange rules that exclusively govern
the Program and by removing all
references to either the Program or eDPMs throughout the remainder of its
rulebook. Originally adopted in 2004,
the e-DPM Program allows Trading
Permit Holders (‘‘TPHs’’) to remotely
function as a Designated Primary
Market-Maker (‘‘DPM’’).4 An e-DPM acts
as a specialist on CBOE by entering bids
and offers electronically from locations
other than the floor-based trading
16 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 See Securities Exchange Act Release No. 70875
(November 14, 2013), 78 FR 69723 (‘‘Notice’’).
4 See id. at 69723. CBOE Rule 8.80(a) defines as
a DPM as a ‘‘TPH organization that is approved by
the Exchange to function in allocated securities as
a Market-Maker’’ and is subject to certain
obligations as provided in CBOE’s rules. A DPM
generally will operate on CBOE’s trading floor, but
can function remotely away from CBOE’s trading
floor in certain classes, subject to approval by the
Exchange. See CBOE Rule 8.80(a).
1 15
PO 00000
Frm 00037
Fmt 4703
Sfmt 4703
crowds where applicable option classes
are traded, and are not required to have
traders physically present in the trading
crowd.5
The Exchange proposes to eliminate
the Program because it believes the
Program is no longer competitively
necessary given the growing prevalence
of Preferred Market-Maker 6 (‘‘PMM’’)
routing, which the Exchange believes
has rendered the initially unique tenets
of the Program less relevant and
attractive to broker-dealers that might
otherwise consider becoming or
remaining an e-DPM.7 In particular, the
Exchange noted in its filing that while
e-DPMs have similar or greater quoting
obligations than PMMs, CBOE’s rules
provide a smaller participation
entitlement to e-DPMs as compared to
the participation entitlement that CBOE
provides to PMMs.8 The Exchange
further represented that all e-DPMs that
receive preferred orders on CBOE are
also registered as PMMs.9 The Exchange
explained that the only circumstance in
which it is a benefit to act as an e-DPM
from the perspective of increasing a
TPH’s participation entitlement is
where an order is not preferred to any
party or the recipient of the preferred
order is not at the NBBO when the order
is received.10 To place this attribute in
context, the Exchange noted that 85% of
orders that come into the Exchange are
preferred orders.11
The Exchange stated that it does not
believe that the elimination of the eDPM Program will affect CBOE’s market
quality because the Exchange does not
expect any Market-Makers to cease
doing business on the Exchange due to
5 CBOE Rule 8.92, which the Exchange proposes
to delete, defined an e-DPM as ‘‘a TPH organization
that is approved by the Exchange to remotely
function in allocated option classes as a DPM and
to fulfill certain obligations required of DPMs
except for Floor Broker and Order Book Official
obligations.’’
6 Pursuant to CBOE Rule 8.13, the PMM program
permits the Exchange to ‘‘allow on a class-by-class
basis, for the receipt of marketable orders, through
the Exchange’s Order Routing System when the
Exchange’s disseminated quote is the NBBO, that
carry a designation from the Trading Permit Holder
transmitting the order that specifies a Market-Maker
in that class as the ‘Preferred Market-Maker’ for that
order. A qualifying recipient of a Preferred MarketMaker order shall be afforded a participation
entitlement’’ as set forth in CBOE Rule 8.13.
7 See Notice, supra note 3, at 69723.
8 See id. The Exchange stated that on most
transactions to which the e-DPM entitlement
applies, if no party is labeled ‘‘preferred’’ for that
order, or the party labeled ‘‘preferred’’ is not at the
NBBO, e-DPMs are only guaranteed a maximum of
15% participation entitlement per order, whereas
PMMs have a maximum 40% participation
entitlement on orders that are preferred to them.
See Notice, supra note 3, at 69723–69724.
9 See id. at 69723.
10 See id. at 69724.
11 See id.
E:\FR\FM\08JAN1.SGM
08JAN1
Federal Register / Vol. 79, No. 5 / Wednesday, January 8, 2014 / Notices
the elimination of the Program; instead,
the Exchange anticipates that all eDPMs will stay on as Market-Makers
and, on an order-by-order basis, as
PMMs.12 The Exchange believes that the
greater participation entitlement under
the PMM program when an order is
preferred provides a stronger incentive
for TPHs to quote at the NBBO than the
lower participation entitlement for eDPMs, which, according to the
Exchange, helps to encourage narrower
spreads.13
In support of its proposal to
discontinue the e-DPM program, the
Exchange further represented that it
believes that the Program adds an
unnecessary layer of complexity to
CBOE rules, system processes, matching
algorithms, and trading procedures.14
The Exchange does not believe that the
e-DPM Program provides CBOE with
any competitive advantage, and believes
that the elimination of the Program will
provide the Exchange with more
flexibility to consider other methods of
encouraging DPM performance.15
In its filing, the Exchange represented
that, if its proposal is approved by the
Commission, CBOE would announce
the elimination of the Program via a
Regulatory Circular, which will include
an end date for the Program that will be
at least two weeks in advance in order
for current e-DPMs to determine their
course of action following elimination
of the Program.16
III. Discussion and Commission
Findings
After careful review of the proposal,
the Commission finds that the proposed
rule change is consistent with the
requirements of the Act and the rules
and regulations thereunder that are
applicable to a national securities
exchange.17 In particular, the
Commission finds that the proposed
rule change is consistent with Section
6(b)(1) of the Act,18 which requires,
among other things, that the Exchange
be so organized and have the capacity
to carry out the purposes of the Act. The
Commission also finds that the
proposed rule change is consistent with
Section 6(b)(5) of the Act,19 which
requires, among other things, that the
rules of a national securities exchange
mstockstill on DSK4VPTVN1PROD with NOTICES
12 See
id.
id.
14 See id.
15 See id.
16 See id.
17 In approving the proposal, the Commission has
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
18 15 U.S.C. 78f(b)(1).
19 15 U.S.C. 78f(b)(5).
be designed to prevent fraudulent and
manipulative acts and practices, to
promote just and equitable principles of
trade, to remove impediments to and
perfect the mechanism of a free and
open market and a national market
system, and, in general, to protect
investors and the public interest.
As noted above, CBOE represents that
all e-DPMs are also registered as PMMs.
Accordingly, CBOE does not believe
that elimination of the Program will
harm CBOE’s market quality as it
anticipates current e-DPMs will
continue to serve as market-makers on
the Exchange and as PMMs on orders
that are preferred to them.
Further, because such a high
percentage of CBOE’s order-flow is
preferenced (85% as indicated by
CBOE), and because PMM status
provides a comparably larger
entitlement for preferred orders
compared to e-DPM status, CBOE
believes that the e-DPM program does
not provide an incentive great enough to
warrant the complexity the e-DPM
program brings to the Exchange’s rules,
systems, and processes. CBOE also
noted that other options exchanges do
not have programs similar to the e-DPM
program.20
Based on CBOE’s representations,
discussed above, the Commission
believes that elimination of the e-DPM
Program should not hinder the
Exchange’s capacity to carry out the
purposes of the Act nor should it
impede CBOE’s ability to remove
impediments to and perfect the
mechanism of a free and open market
and a national market system.
V. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,21 that the
proposed rule change (SR–CBOE–2013–
110) be, and hereby is, approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.22
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–00071 Filed 1–7–14; 8:45 am]
BILLING CODE 8011–01–P
13 See
VerDate Mar<15>2010
16:42 Jan 07, 2014
Jkt 232001
Notice, supra note 3, at 69724.
U.S.C. 78s(b)(2).
22 17 CFR 200.30–3(a)(12).
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71228; File No. SR–Phlx–
2013–128]
Self-Regulatory Organizations; The
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Further
Describe the Application of Fees
Assessed for Connectivity to the
Carteret Test Environment under
Chapter VIII of the Exchange’s Pricing
Schedule
January 2, 2014.
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 December
23, 2013, NASDAQ OMX PHLX LLC
(‘‘Phlx’’ or the ‘‘Exchange’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’) a
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 the Substance
of the Proposed Rule Change
The Exchange proposes a rule change
to further describe the application of
fees assessed pursuant to subparagraph
(d) of ‘‘Testing Facilities’’ under Chapter
VIII of the Exchange’s Pricing Schedule.
The Exchange is also eliminating
outdated text relating to the
applicability of the fees assessed for use
and connectivity to the Testing
Facilities.
The text of the proposed rule change
is below. Proposed new language is
italicized. Proposed deletions are in
brackets.
*
*
*
*
*
NASDAQ OMX PHLX LLC 1 PRICING
SCHEDULE
ALL BILLING DISPUTES MUST BE
SUBMITTED TO THE EXCHANGE IN
WRITING AND MUST BE
ACCOMPANIED BY SUPPORTING
DOCUMENTATION. ALL DISPUTES
MUST BE SUBMITTED NO LATER
THAN SIXTY (60) DAYS AFTER
RECEIPT OF A BILLING INVOICE,
EXCEPT FOR DISPUTES CONCERNING
NASDAQ OMX PSX FEES,
PROPRIETARY DATA FEED FEES AND
CO-LOCATION SERVICES FEES. AS OF
JANUARY 3, 2011, THE EXCHANGE
20 See
21 15
PO 00000
Frm 00038
Fmt 4703
Sfmt 4703
1399
1 15
2 17
E:\FR\FM\08JAN1.SGM
U.S.C. 78s(b)(1).
CFR 240.19b–4.
08JAN1
Agencies
[Federal Register Volume 79, Number 5 (Wednesday, January 8, 2014)]
[Notices]
[Pages 1398-1399]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-00071]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-71227; File No. SR-CBOE-2013-110]
Self-Regulatory Organizations; Chicago Board Options Exchange,
Incorporated; Order Approving a Proposed Rule Change To Eliminate the
e-DPM Program January 2, 2014.
I. Introduction
On November 1, 2013, Chicago Board Options Exchange, Incorporated
(the ``Exchange'' or ``CBOE'') filed with the Securities and Exchange
Commission (``Commission'') pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (``Act'') \1\ and Rule 19b-4
thereunder,\2\ a proposed rule change to eliminate the Electronic DPM
(``e-DPM'') Program (the ``e-DPM Program'' or ``Program''). The
proposed rule change was published for comment in the Federal Register
on November 20, 2013.\3\ The Commission received no comments on the
proposal. This order approves the proposed rule change.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ See Securities Exchange Act Release No. 70875 (November 14,
2013), 78 FR 69723 (``Notice'').
---------------------------------------------------------------------------
II. Description of the Proposal
The Exchange proposes to eliminate the e-DPM Program by deleting
Exchange rules that exclusively govern the Program and by removing all
references to either the Program or e-DPMs throughout the remainder of
its rulebook. Originally adopted in 2004, the e-DPM Program allows
Trading Permit Holders (``TPHs'') to remotely function as a Designated
Primary Market-Maker (``DPM'').\4\ An e-DPM acts as a specialist on
CBOE by entering bids and offers electronically from locations other
than the floor-based trading crowds where applicable option classes are
traded, and are not required to have traders physically present in the
trading crowd.\5\
---------------------------------------------------------------------------
\4\ See id. at 69723. CBOE Rule 8.80(a) defines as a DPM as a
``TPH organization that is approved by the Exchange to function in
allocated securities as a Market-Maker'' and is subject to certain
obligations as provided in CBOE's rules. A DPM generally will
operate on CBOE's trading floor, but can function remotely away from
CBOE's trading floor in certain classes, subject to approval by the
Exchange. See CBOE Rule 8.80(a).
\5\ CBOE Rule 8.92, which the Exchange proposes to delete,
defined an e-DPM as ``a TPH organization that is approved by the
Exchange to remotely function in allocated option classes as a DPM
and to fulfill certain obligations required of DPMs except for Floor
Broker and Order Book Official obligations.''
---------------------------------------------------------------------------
The Exchange proposes to eliminate the Program because it believes
the Program is no longer competitively necessary given the growing
prevalence of Preferred Market-Maker \6\ (``PMM'') routing, which the
Exchange believes has rendered the initially unique tenets of the
Program less relevant and attractive to broker-dealers that might
otherwise consider becoming or remaining an e-DPM.\7\ In particular,
the Exchange noted in its filing that while e-DPMs have similar or
greater quoting obligations than PMMs, CBOE's rules provide a smaller
participation entitlement to e-DPMs as compared to the participation
entitlement that CBOE provides to PMMs.\8\ The Exchange further
represented that all e-DPMs that receive preferred orders on CBOE are
also registered as PMMs.\9\ The Exchange explained that the only
circumstance in which it is a benefit to act as an e-DPM from the
perspective of increasing a TPH's participation entitlement is where an
order is not preferred to any party or the recipient of the preferred
order is not at the NBBO when the order is received.\10\ To place this
attribute in context, the Exchange noted that 85% of orders that come
into the Exchange are preferred orders.\11\
---------------------------------------------------------------------------
\6\ Pursuant to CBOE Rule 8.13, the PMM program permits the
Exchange to ``allow on a class-by-class basis, for the receipt of
marketable orders, through the Exchange's Order Routing System when
the Exchange's disseminated quote is the NBBO, that carry a
designation from the Trading Permit Holder transmitting the order
that specifies a Market-Maker in that class as the `Preferred
Market-Maker' for that order. A qualifying recipient of a Preferred
Market-Maker order shall be afforded a participation entitlement''
as set forth in CBOE Rule 8.13.
\7\ See Notice, supra note 3, at 69723.
\8\ See id. The Exchange stated that on most transactions to
which the e-DPM entitlement applies, if no party is labeled
``preferred'' for that order, or the party labeled ``preferred'' is
not at the NBBO, e-DPMs are only guaranteed a maximum of 15%
participation entitlement per order, whereas PMMs have a maximum 40%
participation entitlement on orders that are preferred to them. See
Notice, supra note 3, at 69723-69724.
\9\ See id. at 69723.
\10\ See id. at 69724.
\11\ See id.
---------------------------------------------------------------------------
The Exchange stated that it does not believe that the elimination
of the e-DPM Program will affect CBOE's market quality because the
Exchange does not expect any Market-Makers to cease doing business on
the Exchange due to
[[Page 1399]]
the elimination of the Program; instead, the Exchange anticipates that
all e-DPMs will stay on as Market-Makers and, on an order-by-order
basis, as PMMs.\12\ The Exchange believes that the greater
participation entitlement under the PMM program when an order is
preferred provides a stronger incentive for TPHs to quote at the NBBO
than the lower participation entitlement for e-DPMs, which, according
to the Exchange, helps to encourage narrower spreads.\13\
---------------------------------------------------------------------------
\12\ See id.
\13\ See id.
---------------------------------------------------------------------------
In support of its proposal to discontinue the e-DPM program, the
Exchange further represented that it believes that the Program adds an
unnecessary layer of complexity to CBOE rules, system processes,
matching algorithms, and trading procedures.\14\ The Exchange does not
believe that the e-DPM Program provides CBOE with any competitive
advantage, and believes that the elimination of the Program will
provide the Exchange with more flexibility to consider other methods of
encouraging DPM performance.\15\
---------------------------------------------------------------------------
\14\ See id.
\15\ See id.
---------------------------------------------------------------------------
In its filing, the Exchange represented that, if its proposal is
approved by the Commission, CBOE would announce the elimination of the
Program via a Regulatory Circular, which will include an end date for
the Program that will be at least two weeks in advance in order for
current e-DPMs to determine their course of action following
elimination of the Program.\16\
---------------------------------------------------------------------------
\16\ See id.
---------------------------------------------------------------------------
III. Discussion and Commission Findings
After careful review of the proposal, the Commission finds that the
proposed rule change is consistent with the requirements of the Act and
the rules and regulations thereunder that are applicable to a national
securities exchange.\17\ In particular, the Commission finds that the
proposed rule change is consistent with Section 6(b)(1) of the Act,\18\
which requires, among other things, that the Exchange be so organized
and have the capacity to carry out the purposes of the Act. The
Commission also finds that the proposed rule change is consistent with
Section 6(b)(5) of the Act,\19\ which requires, among other things,
that the rules of a national securities exchange be designed to prevent
fraudulent and manipulative acts and practices, to promote just and
equitable principles of trade, to remove impediments to and perfect the
mechanism of a free and open market and a national market system, and,
in general, to protect investors and the public interest.
---------------------------------------------------------------------------
\17\ In approving the proposal, the Commission has considered
the proposed rule's impact on efficiency, competition, and capital
formation. See 15 U.S.C. 78c(f).
\18\ 15 U.S.C. 78f(b)(1).
\19\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
As noted above, CBOE represents that all e-DPMs are also registered
as PMMs. Accordingly, CBOE does not believe that elimination of the
Program will harm CBOE's market quality as it anticipates current e-
DPMs will continue to serve as market-makers on the Exchange and as
PMMs on orders that are preferred to them.
Further, because such a high percentage of CBOE's order-flow is
preferenced (85% as indicated by CBOE), and because PMM status provides
a comparably larger entitlement for preferred orders compared to e-DPM
status, CBOE believes that the e-DPM program does not provide an
incentive great enough to warrant the complexity the e-DPM program
brings to the Exchange's rules, systems, and processes. CBOE also noted
that other options exchanges do not have programs similar to the e-DPM
program.\20\
---------------------------------------------------------------------------
\20\ See Notice, supra note 3, at 69724.
---------------------------------------------------------------------------
Based on CBOE's representations, discussed above, the Commission
believes that elimination of the e-DPM Program should not hinder the
Exchange's capacity to carry out the purposes of the Act nor should it
impede CBOE's ability to remove impediments to and perfect the
mechanism of a free and open market and a national market system.
V. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the
Act,\21\ that the proposed rule change (SR-CBOE-2013-110) be, and
hereby is, approved.
---------------------------------------------------------------------------
\21\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\22\
---------------------------------------------------------------------------
\22\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-00071 Filed 1-7-14; 8:45 am]
BILLING CODE 8011-01-P