Self-Regulatory Organizations; NASDAQ OMX BX, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Add a Risk Management Tool Commonly Known as a “Kill Switch”, 10220-10222 [2014-03783]
Download as PDF
10220
Federal Register / Vol. 79, No. 36 / Monday, February 24, 2014 / Notices
as the Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A)(ii) of the Act 10 and
subparagraph (f)(6) of Rule 19b–4
thereunder.11 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
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 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 No. SR–
NASDAQ–2014–017 on the subject line.
mstockstill on DSK4VPTVN1PROD with NOTICES
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–NASDAQ–2014–017. 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
10 15
U.S.C. 78s(b)(3)(a)(ii).
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.
11 17
VerDate Mar<15>2010
17:16 Feb 21, 2014
Jkt 232001
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–
NASDAQ–2014–017 and should be
submitted by March 17, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–03781 Filed 2–21–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71562; File No. SR–
TOPAZ–2013–20]
Self-Regulatory Organizations; Topaz
Exchange, LLC; Notice of Designation
of a Longer Period for Commission
Action on Proposed Rule Change to
More Specifically Address the Number
and Size of Counterparties to a
Qualified Contingent Cross Order
February 18, 2014.
On December 18, 2013, the Topaz
Exchange, LLC (n/k/a ISE Gemini, LLC)
(‘‘Topaz’’ or ‘‘Exchange’’) 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
amend Rule 715 to more specifically
address the number and size of
counterparties to a Qualified Contingent
Cross Order. The proposed rule change
was published for comment in the
Federal Register on January 7, 2014.3
Section 19(b)(2) of the Act 4 provides
that within 45 days of the publication of
notice of the filing of a proposed rule
change, or within such longer period up
to 90 days as the Commission may
designate if it finds such longer period
12 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. 71209
(December 31, 2013), 79 FR 867.
4 15 U.S.C. 78s(b)(2).
to be appropriate and publishes its
reasons for so finding or as to which the
self-regulatory organization consents,
the Commission shall either approve the
proposed rule change, disapprove the
proposed rule change, or institute
proceedings to determine whether the
proposed rule change should be
disapproved. The 45th day for this filing
is February 21, 2014. The Commission
is extending this 45-day time period.
The Commission finds it appropriate
to designate a longer period within
which to take action on the proposed
rule change, so that it has sufficient time
to consider this proposed rule change.
Accordingly, the Commission,
pursuant to Section 19(b)(2) of the Act,5
designates April 7, 2014, as the date by
which the Commission should either
approve or disapprove, or institute
proceedings to determine whether to
disapprove, the proposed rule change
(File No. SR–TOPAZ–2013–20).
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.6
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–03799 Filed 2–21–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71557; File No. SR–BX–
2014–010]
Self-Regulatory Organizations;
NASDAQ OMX BX, Inc.; Notice of Filing
and Immediate Effectiveness of
Proposed Rule Change To Add a Risk
Management Tool Commonly Known
as a ‘‘Kill Switch’’
February 18, 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, NASDAQ OMX BX, Inc. (‘‘BX’’
or ‘‘Exchange’’) filed with the Securities
and Exchange Commission (‘‘SEC’’ or
‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the Exchange. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
1 15
PO 00000
Frm 00136
Fmt 4703
Sfmt 4703
5 15
U.S.C. 78s(b)(2).
CFR 200.30–3(a)(31).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
6 17
E:\FR\FM\24FEN1.SGM
24FEN1
Federal Register / Vol. 79, No. 36 / Monday, February 24, 2014 / Notices
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to add a risk
management tool commonly known as a
‘‘Kill Switch’’ as set forth in proposed
BX Rule 4764. The new Kill Switch
feature will be optional and will be
offered at no charge effective March 1,
2014. The text of the proposed rule
change is below. Proposed new
language is italicized; proposed
deletions are in brackets.
*
*
*
*
*
mstockstill on DSK4VPTVN1PROD with NOTICES
4764. BX Kill Switch
(a) Definition. The BX Kill Switch is
an optional tool offered at no charge
that enables participants to establish a
pre-determined level of Net Notional
Risk Exposure (‘‘NNRE’’), to receive
notifications as the value of executed
orders approaches the NNRE level, and
to have order entry ports disabled and
open orders administratively cancelled
when the value of executed orders
exceeds the NNRE level.
(b) Net Notional Risk Exposure.
Participants may set a NNRE for each
MPID individually. Each participant is
responsible for establishing and
maintaining its NNRE. Participants may
adjust NNRE values intra-day.
(c) Notification. Participants will
receive notifications when the total
value of executed orders associated with
an MPID exceeds 50, 75, 85, 90, and 95
percent of the NNRE value. When the
NNRE is exceeded, the notification will
include the total number of orders
cancelled and remaining open in the
System.
(d) Operation. When triggered, a Kill
Switch shall result in the immediate
cancellation of all open orders of any
type or duration entered by the
participant via the affected MPID, and
in the immediate prevention of order
entry of any type via the affected MPID.
The participant must request
reactivation of the MPID before trading
will be reauthorized.
*
*
*
*
*
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
VerDate Mar<15>2010
17:16 Feb 21, 2014
Jkt 232001
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
Background. BX currently offers a
Pre-Trade Risk Management (‘‘PRM’’)
toolset to assist participants efforts to
control risk and comply with the SEC
Market Access Rule.3 PRM provides
participant firms with the ability to set
a wide range of parameters for orders to
facilitate pre-trade protection by
creating a PRM module defined to
represent checks desired. Using PRM,
firms can increase controls on their
trading activity and the trading activity
of their clients and customers at the
order level, including the opportunity to
prevent potentially erroneous
transactions. PRM validates orders
entered on PRM-enabled ports prior to
allowing those orders into its matching
engine and, using parameters set by the
subscriber, determines if the order
should be sent for fulfillment. PRM
users may choose to set PRM Order
Checks, Aggregate Total Checks within
a PRM Module, and subscribe to PRM
Workstation Add-ons to an existing BX
Workstation or WeblinkACT 2.0. PRM
manages risk by checking each order,
before it is accepted into the System,
against certain parameters pre-specified
by the user within a module, such as
maximum order size or value, order
type restrictions, market session
restrictions (pre/post market), security
restrictions, including per-security
limits, restricted stock lists, and certain
other criteria.
In order for a Participant to subscribe,
at least one PRM Module per market
participant ID (‘‘MPID’’) is required, but
a user may have multiple PRM Module
subscriptions per MPID, depending on
the type and number of ports designated
as PRM ports. A PRM Module is created
to validate individual orders against
pre-specified parameters. Aggregate
Total Checks allow users to limit overall
daily trading activity based on Buy, Sell,
and/or Net trading limits. These daily
trading activity limits may be
established at an aggregate limit and/or
security specific limit per PRM Module.
Participant may subscribe to the PRM
Workstation Add-on to an existing BX
Workstation or WeblinkACT 2.0 for a
fee.
Current Proposal. BX will provide a
tool to allow market participants to
control, for each Market Participant
3 SEC
PO 00000
Rule 15c3–5.
Frm 00137
Fmt 4703
Sfmt 4703
10221
Identifier (‘‘MPID’’), the total Net
Notional Risk Exposure (‘‘NNRE’’) they
are prepared to accept per trading
session, from 8:00 a.m. to 8:00 p.m. EST.
If a market participant exceeds their preestablished NNRE the access ports
associated with that MPID will be
disabled and open exposure on the BX
market under that MPID will be
administratively cancelled.
The Kill Switch tool will operate on
an MPID level, meaning that
participants will need to set a unique
NNRE for each MPID used for order
entry. Participants can set limits for
none, one, some, or all MPIDs registered
to their firm. The tool will operate on
all orders attributable to each MPID.
Therefore, participants that utilize a
single MPID for multiple trading desks
will be unable to establish a different
NNRE for each trading desk.
Participants may adjust their NNRE
values intraday. The NNRE will be
calculated daily, meaning that it will
reset at the start of each trading day.
The Kill Switch will operate at all
times and on all orders when the BX
System is open (i.e., 8:00 a.m. to 8:00
p.m.) and it will cancel all open interest
of all order types and all time-in-force
durations.
The tool will generate and send an
email to a market participant as it
approaches and then exceeds the predetermined NNRE for an MPID. As a
Participant executes trades during the
trading session, an email will be sent to
associated Infocenter accounts
containing their current proximity to the
NNRE limit they had previously
established. Such notification will occur
when the executed value reaches 50, 75,
85, 90, and 95 percent of the predetermined NNRE limit.
In the event the NNRE limit is
exceeded, the order entry port
associated with the affected MPID will
be disabled and open orders in the
System will be administratively
cancelled. A notification will be sent
that indicates that the breach has
occurred and that order flow from that
port has been stopped. It will also
include a count of the total number of
orders cancelled. The notification will
also be delivered to BX’s trading
operations team so that BX personnel
are aware and can assist participants in
managing their risk exposure.
After a Kill Switch has been triggered,
the participant will be required to
contact BX operations staff in order to
re-authorize trading under the affected
MPID. Participants will be required to
explain why a Kill Switch was triggered
and why it is safe for the Exchange to
re-authorize the MPID for order entry.
Upon such request, BX operations staff
E:\FR\FM\24FEN1.SGM
24FEN1
10222
Federal Register / Vol. 79, No. 36 / Monday, February 24, 2014 / Notices
will be reactivate the order entry port
associated with the affected MPID.
BX plans to offer the Kill Switch
functionality by March 1, 2014.
2. Statutory Basis
The rule change proposed in this
submission is consistent with the
requirements of the Act and the rules
and regulations thereunder that are
applicable to a national securities
exchange, and, in particular, with the
requirements of Section 6(b) of the Act.4
Specifically, the proposed change is
consistent with Section 6(b)(5) of the
Act,5 because it would promote just and
equitable principles of trade, remove
impediments to, and perfect the
mechanism of, a free and open market
and a national market system, and, in
general, protect investors and the public
interest. The Kill Switch is designed to
protect firms and investors alike by
limiting the risk and damage of
potential technological or other
erroneous trading activity. As such, the
Kill Switch is an important compliance
tool that participants may use to help
maintain the regulatory integrity of the
markets.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
BX does not believe that the proposed
rule change will result in any burden on
competition that is not necessary or
appropriate in furtherance of the
purposes of the Act, as amended. To the
contrary, the Exchange does not believe
that the provision of Kill Switch
functionality should be the subject of
competitive analysis. In that regard, the
Exchange notes that it has coordinated
with other national securities exchanges
and the Financial Industry Regulatory
Authority to deliver a standard level of
risk management functionality
commonly known as the Kill Switch.
mstockstill on DSK4VPTVN1PROD with NOTICES
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
Because the foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
4 15
5 15
U.S.C. 78f(b).
U.S.C. 78 (f)(b)(5).
VerDate Mar<15>2010
17:16 Feb 21, 2014
Jkt 232001
as the Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A)(ii) of the Act 6 and
subparagraph (f)(6) of Rule 19b–4
thereunder.7 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
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 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 No. SR–BX–
2014–010 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–BX–2014–010. 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
6 15
U.S.C. 78s(b)(3)(a)(ii).
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.
7 17
PO 00000
Frm 00138
Fmt 4703
Sfmt 4703
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–BX–
2014–010 and should be submitted by
March 17, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.8
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–03783 Filed 2–21–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[File No. 500–1]
In the Matter of Ads in Motion, Inc.,
Premier Beverage Group Corp., Pulmo
BioTech, Inc., TriMedia Entertainment
Group, Inc., and Zanett, Inc., Order of
Suspension of Trading
February 20, 2014.
It appears to the Securities and
Exchange Commission that there is a
lack of current and accurate information
concerning the securities of Ads In
Motion, Inc. because it has not filed any
periodic reports since the period ended
February 26, 2011.
It appears to the Securities and
Exchange Commission that there is a
lack of current and accurate information
concerning the securities of Premier
Beverage Group Corp. because it has not
filed any periodic reports since the
period ended September 30, 2012.
It appears to the Securities and
Exchange Commission that there is a
lack of current and accurate information
concerning the securities of Pulmo
BioTech, Inc. because it has not filed
any periodic reports since the period
ended December 31, 2009.
It appears to the Securities and
Exchange Commission that there is a
lack of current and accurate information
concerning the securities of TriMedia
Entertainment Group, Inc. because it has
not filed any periodic reports since the
period ended July 31, 2008.
8 17
E:\FR\FM\24FEN1.SGM
CFR 200.30–3(a)(12).
24FEN1
Agencies
[Federal Register Volume 79, Number 36 (Monday, February 24, 2014)]
[Notices]
[Pages 10220-10222]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-03783]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-71557; File No. SR-BX-2014-010]
Self-Regulatory Organizations; NASDAQ OMX BX, Inc.; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change To Add a
Risk Management Tool Commonly Known as a ``Kill Switch''
February 18, 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, NASDAQ OMX BX, Inc. (``BX'' or ``Exchange'') filed
with the Securities and Exchange Commission (``SEC'' or ``Commission'')
the proposed rule change as described in Items I and II below, which
Items have been prepared by the Exchange. The Commission is publishing
this notice to solicit comments on the proposed rule change from
interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
[[Page 10221]]
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to add a risk management tool commonly known
as a ``Kill Switch'' as set forth in proposed BX Rule 4764. The new
Kill Switch feature will be optional and will be offered at no charge
effective March 1, 2014. The text of the proposed rule change is below.
Proposed new language is italicized; proposed deletions are in
brackets.
* * * * *
4764. BX Kill Switch
(a) Definition. The BX Kill Switch is an optional tool offered at
no charge that enables participants to establish a pre-determined level
of Net Notional Risk Exposure (``NNRE''), to receive notifications as
the value of executed orders approaches the NNRE level, and to have
order entry ports disabled and open orders administratively cancelled
when the value of executed orders exceeds the NNRE level.
(b) Net Notional Risk Exposure. Participants may set a NNRE for
each MPID individually. Each participant is responsible for
establishing and maintaining its NNRE. Participants may adjust NNRE
values intra-day.
(c) Notification. Participants will receive notifications when the
total value of executed orders associated with an MPID exceeds 50, 75,
85, 90, and 95 percent of the NNRE value. When the NNRE is exceeded,
the notification will include the total number of orders cancelled and
remaining open in the System.
(d) Operation. When triggered, a Kill Switch shall result in the
immediate cancellation of all open orders of any type or duration
entered by the participant via the affected MPID, and in the immediate
prevention of order entry of any type via the affected MPID. The
participant must request reactivation of the MPID before trading will
be reauthorized.
* * * * *
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
Background. BX currently offers a Pre-Trade Risk Management
(``PRM'') toolset to assist participants efforts to control risk and
comply with the SEC Market Access Rule.\3\ PRM provides participant
firms with the ability to set a wide range of parameters for orders to
facilitate pre-trade protection by creating a PRM module defined to
represent checks desired. Using PRM, firms can increase controls on
their trading activity and the trading activity of their clients and
customers at the order level, including the opportunity to prevent
potentially erroneous transactions. PRM validates orders entered on
PRM-enabled ports prior to allowing those orders into its matching
engine and, using parameters set by the subscriber, determines if the
order should be sent for fulfillment. PRM users may choose to set PRM
Order Checks, Aggregate Total Checks within a PRM Module, and subscribe
to PRM Workstation Add-ons to an existing BX Workstation or WeblinkACT
2.0. PRM manages risk by checking each order, before it is accepted
into the System, against certain parameters pre-specified by the user
within a module, such as maximum order size or value, order type
restrictions, market session restrictions (pre/post market), security
restrictions, including per-security limits, restricted stock lists,
and certain other criteria.
---------------------------------------------------------------------------
\3\ SEC Rule 15c3-5.
---------------------------------------------------------------------------
In order for a Participant to subscribe, at least one PRM Module
per market participant ID (``MPID'') is required, but a user may have
multiple PRM Module subscriptions per MPID, depending on the type and
number of ports designated as PRM ports. A PRM Module is created to
validate individual orders against pre-specified parameters. Aggregate
Total Checks allow users to limit overall daily trading activity based
on Buy, Sell, and/or Net trading limits. These daily trading activity
limits may be established at an aggregate limit and/or security
specific limit per PRM Module. Participant may subscribe to the PRM
Workstation Add-on to an existing BX Workstation or WeblinkACT 2.0 for
a fee.
Current Proposal. BX will provide a tool to allow market
participants to control, for each Market Participant Identifier
(``MPID''), the total Net Notional Risk Exposure (``NNRE'') they are
prepared to accept per trading session, from 8:00 a.m. to 8:00 p.m.
EST. If a market participant exceeds their pre-established NNRE the
access ports associated with that MPID will be disabled and open
exposure on the BX market under that MPID will be administratively
cancelled.
The Kill Switch tool will operate on an MPID level, meaning that
participants will need to set a unique NNRE for each MPID used for
order entry. Participants can set limits for none, one, some, or all
MPIDs registered to their firm. The tool will operate on all orders
attributable to each MPID. Therefore, participants that utilize a
single MPID for multiple trading desks will be unable to establish a
different NNRE for each trading desk. Participants may adjust their
NNRE values intraday. The NNRE will be calculated daily, meaning that
it will reset at the start of each trading day.
The Kill Switch will operate at all times and on all orders when
the BX System is open (i.e., 8:00 a.m. to 8:00 p.m.) and it will cancel
all open interest of all order types and all time-in-force durations.
The tool will generate and send an email to a market participant as
it approaches and then exceeds the pre-determined NNRE for an MPID. As
a Participant executes trades during the trading session, an email will
be sent to associated Infocenter accounts containing their current
proximity to the NNRE limit they had previously established. Such
notification will occur when the executed value reaches 50, 75, 85, 90,
and 95 percent of the pre-determined NNRE limit.
In the event the NNRE limit is exceeded, the order entry port
associated with the affected MPID will be disabled and open orders in
the System will be administratively cancelled. A notification will be
sent that indicates that the breach has occurred and that order flow
from that port has been stopped. It will also include a count of the
total number of orders cancelled. The notification will also be
delivered to BX's trading operations team so that BX personnel are
aware and can assist participants in managing their risk exposure.
After a Kill Switch has been triggered, the participant will be
required to contact BX operations staff in order to re-authorize
trading under the affected MPID. Participants will be required to
explain why a Kill Switch was triggered and why it is safe for the
Exchange to re-authorize the MPID for order entry. Upon such request,
BX operations staff
[[Page 10222]]
will be reactivate the order entry port associated with the affected
MPID.
BX plans to offer the Kill Switch functionality by March 1, 2014.
2. Statutory Basis
The rule change proposed in this submission is consistent with the
requirements of the Act and the rules and regulations thereunder that
are applicable to a national securities exchange, and, in particular,
with the requirements of Section 6(b) of the Act.\4\ Specifically, the
proposed change is consistent with Section 6(b)(5) of the Act,\5\
because it would promote just and equitable principles of trade, remove
impediments to, and perfect the mechanism of, a free and open market
and a national market system, and, in general, protect investors and
the public interest. The Kill Switch is designed to protect firms and
investors alike by limiting the risk and damage of potential
technological or other erroneous trading activity. As such, the Kill
Switch is an important compliance tool that participants may use to
help maintain the regulatory integrity of the markets.
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\4\ 15 U.S.C. 78f(b).
\5\ 15 U.S.C. 78 (f)(b)(5).
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B. Self-Regulatory Organization's Statement on Burden on Competition
BX does not believe that the proposed rule change will result in
any burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act, as amended. To the contrary,
the Exchange does not believe that the provision of Kill Switch
functionality should be the subject of competitive analysis. In that
regard, the Exchange notes that it has coordinated with other national
securities exchanges and the Financial Industry Regulatory Authority to
deliver a standard level of risk management functionality commonly
known as the Kill Switch.
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
Because the foregoing proposed rule change does not: (i)
Significantly affect the protection of investors or the public
interest; (ii) impose any significant burden on competition; and (iii)
become operative for 30 days from the date on which it was filed, or
such shorter time as the Commission may designate, it has become
effective pursuant to Section 19(b)(3)(A)(ii) of the Act \6\ and
subparagraph (f)(6) of Rule 19b-4 thereunder.\7\ 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 to
determine whether the proposed rule should be approved or disapproved.
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\6\ 15 U.S.C. 78s(b)(3)(a)(ii).
\7\ 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.
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form https://www.sec.gov/rules/sro.shtml); or
Send an Email to rule-comments@sec.gov. Please include
File No. SR-BX-2014-010 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-BX-2014-010. 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-BX-2014-010 and should be
submitted by March 17, 2014.
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\8\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\8\
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-03783 Filed 2-21-14; 8:45 am]
BILLING CODE 8011-01-P