Self-Regulatory Organizations; BOX Options Exchange LLC; Notice of Filing of Proposed Rule Change To Amend BOX Rule 8050 (Market Maker Quotations) To Modify the Quotation Requirement, 9566-9568 [2014-03572]
Download as PDF
9566
Federal Register / Vol. 79, No. 33 / Wednesday, February 19, 2014 / Notices
it will make finding such rebates or
subsidies easier for all participants. For
this same reason the Exchange believes
it is also equitable and not unfairly
discriminatory.
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. The
Exchange believes that the proposed
change will enhance the competiveness
of the Exchange relative to other
exchanges that offer their own front-end
order entry system or one they subsidize
in some fashion.18 The Exchange notes
that it operates in a highly competitive
market in which market participants can
readily favor competing venues if they
deem fee levels at a particular venue to
be excessive. In such an environment,
the Exchange must continually review,
and consider adjusting, its fees and
credits to remain competitive with other
exchanges. For the reasons described
above, the Exchange believes that the
proposed rule change reflects this
competitive environment.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were solicited
or received with respect to the proposed
rule change.
EMCDONALD on DSK67QTVN1PROD with NOTICES
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change is effective
upon filing pursuant to Section
19(b)(3)(A) 19 of the Act and
subparagraph (f)(2) of Rule 19b–4 20
thereunder, because it establishes a due,
fee, or other charge imposed by the
Exchange.
At any time within 60 days of the
filing of such proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
under Section 19(b)(2)(B) 21 of the Act to
determine whether the proposed rule
18 See
supra note 13.
U.S.C. 78s(b)(3)(A).
20 17 CFR 240.19b–4(f)(2).
21 15 U.S.C. 78s(b)(2)(B).
19 15
VerDate Mar<15>2010
16:15 Feb 18, 2014
Jkt 232001
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:
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–
NYSEMKT–2014–12 on the subject line.
Paper Comments
All submissions should refer to File
Number SR–NYSEMKT–2014–12. 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 at 100 F Street NE.,
Washington, DC 20549–1090 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
available publicly. All submissions
should refer to File Number SR–
NYSEMKT–2014–12, and should be
submitted on or before March 12, 2014.
Frm 00111
Fmt 4703
[FR Doc. 2014–03563 Filed 2–18–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71543; File No. SR–BOX–
2014–08]
Self-Regulatory Organizations; BOX
Options Exchange LLC; Notice of
Filing of Proposed Rule Change To
Amend BOX Rule 8050 (Market Maker
Quotations) To Modify the Quotation
Requirement
February 12, 2014.
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street NE., Washington, DC
20549–1090.
PO 00000
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.22
Kevin M. O’Neill,
Deputy Secretary.
Sfmt 4703
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 February
4, 2014, BOX Options Exchange LLC
(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 self-regulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
BOX Rule 8050 (Market Maker
Quotations) to modify the quotation
requirement. The text of the proposed
rule change is available from the
principal office of the Exchange, at the
Commission’s Public Reference Room
and also on the Exchange’s Internet Web
site at https://boxexchange.com.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of these statements may be examined at
the places specified in Item IV below.
The self-regulatory organization has
prepared summaries, set forth in
22 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
E:\FR\FM\19FEN1.SGM
19FEN1
Federal Register / Vol. 79, No. 33 / Wednesday, February 19, 2014 / Notices
Sections A, B, and C below, of the most
significant aspects of such statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend
BOX Rule 8050 (Market Maker
Quotations) to modify the quotation
requirement. This is a competitive filing
that is based on a proposal submitted by
NASDAQ Options Market (‘‘NOM’’).3
EMCDONALD on DSK67QTVN1PROD with NOTICES
Background
Currently, the Exchange requires that
a Market Maker’s bid and offer for a
series of options contracts shall be
accompanied by the number of contracts
at that price the Market Maker is willing
to buy from or sell to Customers. Every
Market Maker bid or offer must have an
initial size of at least ten (10) contracts,
except for Jumbo SPY Options that must
have an initial size of at least one (1)
contract.4 This initial minimum size
applies regardless of whether a Market
Maker receives an RFQ message,5 is
called upon by an Exchange Official to
post a quote,6 or otherwise.7 The initial
size of the Market Maker’s valid quote
may subsequently be depleted in size
below the minimum size of ten (10)
contracts due to executions with the
quote and the quote shall remain valid
as long as the Market Maker’s quote has
not been changed or updated as to price
or size. This depleted quote size shall
remain valid until (i) the Market
Maker’s quoted size is completely
3 See Securities Exchange Act Release No. 58305
(August 5, 2008), 73 FR 46696 (August 11, 2008)
(Notice of Filing and Immediate Effectiveness of
SR–NASDAQ–2008–063).
4 See Rule 8050(b).
5 If a Market Maker is not already posting a twosided quote in a series in a class in which he is
appointed as Market Maker, he must post an initial
valid two-sided quote within three (3) seconds of
receiving any RFQ message issued. A valid twosided quote must be continuously maintained,
without interruption for at least thirty (30) seconds.
However, if during the 30 second time frame the
quote becomes invalid, a Market Maker must as
soon as practicable, but within five (5) seconds,
post a valid quote. See Rule 8050(c)(2).
6 A Market Maker may be called upon by an
Exchange Official to submit a single valid two-sided
quote in one or more of the series of an options
class to which the Market Maker is appointed
whenever, in the judgment of such official, it is
necessary to do so in the interest of fair and orderly
markets. The Market Maker must post the valid
quote within three (3) seconds of receiving such
message. A valid two-sided quote must be
continuously maintained, without interruption by
the Market Maker for at least thirty (30) seconds.
However, if during the thirty (30) second time frame
the quote becomes invalid, a Market Maker must as
soon as practicable, but within five (5) seconds,
post a valid quote. See Rule 8050(c)(4).
7 See IM–8050–1 to Rule 8050.
VerDate Mar<15>2010
16:15 Feb 18, 2014
Jkt 232001
exhausted, whereupon the Market
Maker must once again post a valid
quote with a valid initial size of ten (10)
contracts, or (ii) the Market Maker
updates or changes the posted quote,
whereupon such quote must meet the
minimum initial size of ten (10)
contracts in order to be deemed valid.
Proposal
The Exchange proposes to lower the
Market Maker bid or offer initial size
requirement. Specifically, the Exchange
proposes to make the required
minimum number of contracts for a
Market Maker’s bid or offer in options
one (1) contract. This reduction in the
minimum number of contracts for a
Market Maker’s bid or offer shall apply
regardless of whether a Market Maker
receives an RFQ message, is called upon
by an Exchange official to post a quote,
or otherwise. The Exchange notes that a
minimum quoting requirement of one
(1) contract is not novel and certain
exchanges have a minimum quoting
requirement of one (1) contract for all
classes.8 Additionally, certain
exchanges set the minimum quoting
requirement on a class-by-class basis,
provided the minimum set by the
exchange is at least one (1) contract.9
As part of this proposal the Exchange
proposes to remove a portion of IM–
8050–1. With the reduction of the
minimum quoting requirement from ten
(10) contracts to one (1) contract, the
portion of IM–8050–1 that deals with
the depletion of a Market Maker’s initial
quote is no longer applicable. This
portion of the current IM applied to
situations where the size of a Market
Maker’s quote depletes below the
minimum size of ten (10) contracts due
to executions with the quote. Once the
minimum quoting requirement is one
(1) contract, it will no longer be possible
for executions to reduce the quote below
the minimum size.
Additionally, the Exchange is
proposing to remove the current
exception for Jumbo SPY Options in
Rule 8050(b). This exception sets the
minimum initial size of a Market
Maker’s bid and offer in Jumbo SPY
Options at one (1) contract. Now that
8 See NASDAQ Options Market (‘‘NOM’’) Rule
Chapter VII, Sec. 6(a), NASDAQ OMX BX (‘‘BX’’)
Rule Chapter VII, Sec. 6 (Market Maker Quotations)
and BATS Exchange, Inc. (‘‘BATS’’) Rule 22.6
(Market Maker Quotations).
9 See Miami International Securities Exchange,
LLC (‘‘MIAX’’) Rule 604 (Market Maker Quotations),
International Securities Exchange, LLC (‘‘ISE’’) Rule
804 (Market Maker Quotations), NASDAQ OMX
PHLX LLC (‘‘Phlx’’) Rule 1014 (Obligations and
Restrictions Applicable to Specialists and
Registered Options Traders) and Chicago Board
Options Exchange, Incorporated (‘‘CBOE’’) Rules
6.2B, 8.7, 8.14 and 8.15A.
PO 00000
Frm 00112
Fmt 4703
Sfmt 4703
9567
the Exchange is proposing to make the
minimum initial size of a Market
Maker’s bid and offer one (1) contract
for all series of options, it is no longer
necessary to have an exception for
Jumbo SPY Options.
The BOX Rules will continue to
ensure that Market Makers actively
quote. For example, BOX Rule 8050(e)
states that, on a daily basis, a Market
Maker must during regular market hours
make markets and enter into any
resulting transactions consistent with
the applicable quoting requirements
specified in these rules, such that on a
daily basis a Market Maker must post
valid quotes at least sixty percent (60%)
of the time that the classes are open for
trading. These obligations will apply to
all of the Market Maker’s appointed
classes collectively, rather than on a
class-by-class basis.
The Exchange believes that the
efficiency of its market can be enhanced
by permitting Market Makers to enter
quotations for one (1) or more contracts
rather than requiring that they enter
quotations for ten (10) or more contracts
in series in which they are appointed.
The Exchange believes that modifying
the quotations requirements in this
manner will encourage Market Makers
to provide more liquidity to
Participants. An overall increase in
liquidity will benefit investors and serve
the public interest. Additionally, the
Exchange believes that modifying these
quotations requirements could
encourage Market Markets to quote in
additional series. By reducing the
quoting requirement Market Makers
may be more willing to provide
quotations in additional series that they
would not otherwise quote in due to the
risk associated with quoting at a higher
number of contracts.
The Exchange believes further that the
proposed change to the quoting
requirement of Market Makers is procompetitive in that it will attract more
Market Makers, and additional liquidity,
onto the Exchange. This should be
advantageous to all market participants
trading on the Exchange.
2. Statutory Basis
The Exchange believes that the
proposal is consistent with the
requirements of Section 6(b) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),10 in general, and Section 6(b)(5)
of the Act,11 in particular, in that it is
designed to prevent fraudulent and
manipulative acts and practices, to
promote just and equitable principles of
trade, to foster cooperation and
10 15
11 15
E:\FR\FM\19FEN1.SGM
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
19FEN1
EMCDONALD on DSK67QTVN1PROD with NOTICES
9568
Federal Register / Vol. 79, No. 33 / Wednesday, February 19, 2014 / Notices
coordination with persons engaged in
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. The proposed changes
are consistent with the statute in that
they are designed to facilitate
transactions in options on BOX by
encouraging participants to provide
liquidity through BOX. If the proposal
succeeds in attracting additional
liquidity providers and additional
liquidity, then BOX will then match
more buying and selling interest
between and among all BOX
Participants.
The Exchange believes that the
proposal conforms Market Maker
quotation requirements to those of
competing markets and will promote the
application of consistent trading
practices. Therefore, the Exchange
believes the proposal promotes just and
equitable principles of trade and serves
to protect investors and the public
interest.
The Exchange believes the proposal
will allow Market Makers on the
Exchange to follow rules that are similar
to the rules of other options exchanges
that do not impose a minimum quoting
obligation of ten (10) contracts on their
market makers, and will allow Market
Makers to focus on aspects of their
operations that contribute to the market
in a more efficient and meaningful way.
Additionally, the Exchange believes
the proposal removes a quoting
requirement that is unnecessary, as
evidenced by the fact that it does not
exist on other competitive markets. The
Exchange operates in a highly
competitive market comprised of twelve
U.S. options exchanges in which
sophisticated and knowledgeable
market participants can, and do, send
order flow to competing exchanges if
they deem trading practices at a
particular exchange to be onerous or
cumbersome. With this proposal, the
Market Maker will be relieved of a
market maker requirement that does not
materially improve the quality of the
markets. On the contrary, the initial size
requirement of at least (10) contracts
creates a burden on Market Makers that
does not exist on numerous other
competitive markets.
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 not
necessary or appropriate in furtherance
of the purposes of the Act. In this regard
and as indicated above, the Exchange
VerDate Mar<15>2010
16:15 Feb 18, 2014
Jkt 232001
notes that the rule change is being
proposed as a competitive response to a
filing submitted by NOM.12 The
Exchange believes the proposal to
reduce the minimum quoting
requirement for Market Makers from ten
(10) contracts to one (1) contract is
consistent with the market maker
obligations on other option exchanges.
The Exchange believes that its proposal
is pro-competitive and should serve to
attract market making activity and
increase liquidity on the Exchange,
which will benefit all Participants.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has neither solicited
nor received comments on the proposed
rule change.
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 13 and Rule 19b–
4(f)(6) thereunder.14 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
prior to 30 days from the date on which
it was filed, or such shorter time as the
Commission may designate, if
consistent with the protection of
investors and the public interest, the
proposed rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 15 and Rule 19b–4(f)(6)
thereunder.16
At any time within 60 days of the
filing of such 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.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views and
12 See
supra, note 3.
U.S.C. 78s(b)(3)(A).
14 17 CFR 240.19b–4(f)(6).
15 15 U.S.C. 78s(b)(3)(A).
16 17 CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6) 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.
13 15
PO 00000
Frm 00113
Fmt 4703
Sfmt 9990
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–
BOX–2014–08 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–BOX–2014–08. 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 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
available publicly. All submissions
should refer to File Number SR–BOX–
2014–08 and should be submitted on or
before March 12, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–03572 Filed 2–18–14; 8:45 am]
BILLING CODE 8011–01–P
17 17
E:\FR\FM\19FEN1.SGM
CFR 200.30–3(a)(12).
19FEN1
Agencies
[Federal Register Volume 79, Number 33 (Wednesday, February 19, 2014)]
[Notices]
[Pages 9566-9568]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-03572]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-71543; File No. SR-BOX-2014-08]
Self-Regulatory Organizations; BOX Options Exchange LLC; Notice
of Filing of Proposed Rule Change To Amend BOX Rule 8050 (Market Maker
Quotations) To Modify the Quotation Requirement
February 12, 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 February 4, 2014, BOX Options Exchange LLC (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 self-regulatory organization. The Commission
is publishing this notice to solicit comments on the proposed rule 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 BOX Rule 8050 (Market Maker
Quotations) to modify the quotation requirement. The text of the
proposed rule change is available from the principal office of the
Exchange, at the Commission's Public Reference Room and also on the
Exchange's Internet Web site at https://boxexchange.com.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the self-regulatory organization
included statements concerning the purpose of, and basis for, the
proposed rule change and discussed any comments it received on the
proposed rule change. The text of these statements may be examined at
the places specified in Item IV below. The self-regulatory organization
has prepared summaries, set forth in
[[Page 9567]]
Sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend BOX Rule 8050 (Market Maker
Quotations) to modify the quotation requirement. This is a competitive
filing that is based on a proposal submitted by NASDAQ Options Market
(``NOM'').\3\
---------------------------------------------------------------------------
\3\ See Securities Exchange Act Release No. 58305 (August 5,
2008), 73 FR 46696 (August 11, 2008) (Notice of Filing and Immediate
Effectiveness of SR-NASDAQ-2008-063).
---------------------------------------------------------------------------
Background
Currently, the Exchange requires that a Market Maker's bid and
offer for a series of options contracts shall be accompanied by the
number of contracts at that price the Market Maker is willing to buy
from or sell to Customers. Every Market Maker bid or offer must have an
initial size of at least ten (10) contracts, except for Jumbo SPY
Options that must have an initial size of at least one (1) contract.\4\
This initial minimum size applies regardless of whether a Market Maker
receives an RFQ message,\5\ is called upon by an Exchange Official to
post a quote,\6\ or otherwise.\7\ The initial size of the Market
Maker's valid quote may subsequently be depleted in size below the
minimum size of ten (10) contracts due to executions with the quote and
the quote shall remain valid as long as the Market Maker's quote has
not been changed or updated as to price or size. This depleted quote
size shall remain valid until (i) the Market Maker's quoted size is
completely exhausted, whereupon the Market Maker must once again post a
valid quote with a valid initial size of ten (10) contracts, or (ii)
the Market Maker updates or changes the posted quote, whereupon such
quote must meet the minimum initial size of ten (10) contracts in order
to be deemed valid.
---------------------------------------------------------------------------
\4\ See Rule 8050(b).
\5\ If a Market Maker is not already posting a two-sided quote
in a series in a class in which he is appointed as Market Maker, he
must post an initial valid two-sided quote within three (3) seconds
of receiving any RFQ message issued. A valid two-sided quote must be
continuously maintained, without interruption for at least thirty
(30) seconds. However, if during the 30 second time frame the quote
becomes invalid, a Market Maker must as soon as practicable, but
within five (5) seconds, post a valid quote. See Rule 8050(c)(2).
\6\ A Market Maker may be called upon by an Exchange Official to
submit a single valid two-sided quote in one or more of the series
of an options class to which the Market Maker is appointed whenever,
in the judgment of such official, it is necessary to do so in the
interest of fair and orderly markets. The Market Maker must post the
valid quote within three (3) seconds of receiving such message. A
valid two-sided quote must be continuously maintained, without
interruption by the Market Maker for at least thirty (30) seconds.
However, if during the thirty (30) second time frame the quote
becomes invalid, a Market Maker must as soon as practicable, but
within five (5) seconds, post a valid quote. See Rule 8050(c)(4).
\7\ See IM-8050-1 to Rule 8050.
---------------------------------------------------------------------------
Proposal
The Exchange proposes to lower the Market Maker bid or offer
initial size requirement. Specifically, the Exchange proposes to make
the required minimum number of contracts for a Market Maker's bid or
offer in options one (1) contract. This reduction in the minimum number
of contracts for a Market Maker's bid or offer shall apply regardless
of whether a Market Maker receives an RFQ message, is called upon by an
Exchange official to post a quote, or otherwise. The Exchange notes
that a minimum quoting requirement of one (1) contract is not novel and
certain exchanges have a minimum quoting requirement of one (1)
contract for all classes.\8\ Additionally, certain exchanges set the
minimum quoting requirement on a class-by-class basis, provided the
minimum set by the exchange is at least one (1) contract.\9\
---------------------------------------------------------------------------
\8\ See NASDAQ Options Market (``NOM'') Rule Chapter VII, Sec.
6(a), NASDAQ OMX BX (``BX'') Rule Chapter VII, Sec. 6 (Market Maker
Quotations) and BATS Exchange, Inc. (``BATS'') Rule 22.6 (Market
Maker Quotations).
\9\ See Miami International Securities Exchange, LLC (``MIAX'')
Rule 604 (Market Maker Quotations), International Securities
Exchange, LLC (``ISE'') Rule 804 (Market Maker Quotations), NASDAQ
OMX PHLX LLC (``Phlx'') Rule 1014 (Obligations and Restrictions
Applicable to Specialists and Registered Options Traders) and
Chicago Board Options Exchange, Incorporated (``CBOE'') Rules 6.2B,
8.7, 8.14 and 8.15A.
---------------------------------------------------------------------------
As part of this proposal the Exchange proposes to remove a portion
of IM-8050-1. With the reduction of the minimum quoting requirement
from ten (10) contracts to one (1) contract, the portion of IM-8050-1
that deals with the depletion of a Market Maker's initial quote is no
longer applicable. This portion of the current IM applied to situations
where the size of a Market Maker's quote depletes below the minimum
size of ten (10) contracts due to executions with the quote. Once the
minimum quoting requirement is one (1) contract, it will no longer be
possible for executions to reduce the quote below the minimum size.
Additionally, the Exchange is proposing to remove the current
exception for Jumbo SPY Options in Rule 8050(b). This exception sets
the minimum initial size of a Market Maker's bid and offer in Jumbo SPY
Options at one (1) contract. Now that the Exchange is proposing to make
the minimum initial size of a Market Maker's bid and offer one (1)
contract for all series of options, it is no longer necessary to have
an exception for Jumbo SPY Options.
The BOX Rules will continue to ensure that Market Makers actively
quote. For example, BOX Rule 8050(e) states that, on a daily basis, a
Market Maker must during regular market hours make markets and enter
into any resulting transactions consistent with the applicable quoting
requirements specified in these rules, such that on a daily basis a
Market Maker must post valid quotes at least sixty percent (60%) of the
time that the classes are open for trading. These obligations will
apply to all of the Market Maker's appointed classes collectively,
rather than on a class-by-class basis.
The Exchange believes that the efficiency of its market can be
enhanced by permitting Market Makers to enter quotations for one (1) or
more contracts rather than requiring that they enter quotations for ten
(10) or more contracts in series in which they are appointed. The
Exchange believes that modifying the quotations requirements in this
manner will encourage Market Makers to provide more liquidity to
Participants. An overall increase in liquidity will benefit investors
and serve the public interest. Additionally, the Exchange believes that
modifying these quotations requirements could encourage Market Markets
to quote in additional series. By reducing the quoting requirement
Market Makers may be more willing to provide quotations in additional
series that they would not otherwise quote in due to the risk
associated with quoting at a higher number of contracts.
The Exchange believes further that the proposed change to the
quoting requirement of Market Makers is pro-competitive in that it will
attract more Market Makers, and additional liquidity, onto the
Exchange. This should be advantageous to all market participants
trading on the Exchange.
2. Statutory Basis
The Exchange believes that the proposal is consistent with the
requirements of Section 6(b) of the Securities Exchange Act of 1934
(the ``Act''),\10\ in general, and Section 6(b)(5) of the Act,\11\ in
particular, in that it is designed to prevent fraudulent and
manipulative acts and practices, to promote just and equitable
principles of trade, to foster cooperation and
[[Page 9568]]
coordination with persons engaged in 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. The proposed changes are
consistent with the statute in that they are designed to facilitate
transactions in options on BOX by encouraging participants to provide
liquidity through BOX. If the proposal succeeds in attracting
additional liquidity providers and additional liquidity, then BOX will
then match more buying and selling interest between and among all BOX
Participants.
---------------------------------------------------------------------------
\10\ 15 U.S.C. 78f(b).
\11\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
The Exchange believes that the proposal conforms Market Maker
quotation requirements to those of competing markets and will promote
the application of consistent trading practices. Therefore, the
Exchange believes the proposal promotes just and equitable principles
of trade and serves to protect investors and the public interest.
The Exchange believes the proposal will allow Market Makers on the
Exchange to follow rules that are similar to the rules of other options
exchanges that do not impose a minimum quoting obligation of ten (10)
contracts on their market makers, and will allow Market Makers to focus
on aspects of their operations that contribute to the market in a more
efficient and meaningful way.
Additionally, the Exchange believes the proposal removes a quoting
requirement that is unnecessary, as evidenced by the fact that it does
not exist on other competitive markets. The Exchange operates in a
highly competitive market comprised of twelve U.S. options exchanges in
which sophisticated and knowledgeable market participants can, and do,
send order flow to competing exchanges if they deem trading practices
at a particular exchange to be onerous or cumbersome. With this
proposal, the Market Maker will be relieved of a market maker
requirement that does not materially improve the quality of the
markets. On the contrary, the initial size requirement of at least (10)
contracts creates a burden on Market Makers that does not exist on
numerous other competitive markets.
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 not necessary or appropriate in
furtherance of the purposes of the Act. In this regard and as indicated
above, the Exchange notes that the rule change is being proposed as a
competitive response to a filing submitted by NOM.\12\ The Exchange
believes the proposal to reduce the minimum quoting requirement for
Market Makers from ten (10) contracts to one (1) contract is consistent
with the market maker obligations on other option exchanges. The
Exchange believes that its proposal is pro-competitive and should serve
to attract market making activity and increase liquidity on the
Exchange, which will benefit all Participants.
---------------------------------------------------------------------------
\12\ See supra, note 3.
---------------------------------------------------------------------------
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange has neither solicited nor received comments on the
proposed rule change.
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 \13\ and Rule 19b-4(f)(6) thereunder.\14\
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 prior to
30 days from the date on which it was filed, or such shorter time as
the Commission may designate, if consistent with the protection of
investors and the public interest, the proposed rule change has become
effective pursuant to Section 19(b)(3)(A) of the Act \15\ and Rule 19b-
4(f)(6) thereunder.\16\
---------------------------------------------------------------------------
\13\ 15 U.S.C. 78s(b)(3)(A).
\14\ 17 CFR 240.19b-4(f)(6).
\15\ 15 U.S.C. 78s(b)(3)(A).
\16\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)
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.
---------------------------------------------------------------------------
At any time within 60 days of the filing of such 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.
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-BOX-2014-08 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-BOX-2014-08. 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 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 available publicly. All
submissions should refer to File Number SR-BOX-2014-08 and should be
submitted on or before March 12, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\17\
---------------------------------------------------------------------------
\17\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-03572 Filed 2-18-14; 8:45 am]
BILLING CODE 8011-01-P