Self-Regulatory Organizations; ISE Gemini, LLC; Notice of Filing of Proposed Rule Change Related to Market Maker Risk Parameters, 16846-16848 [2014-06598]
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16846
Federal Register / Vol. 79, No. 58 / Wednesday, March 26, 2014 / Notices
the discretion of the then-existing
Independent Board Members.
8. The Advisor will provide the
Board, no less frequently than quarterly,
with information about the profitability
of the Advisor on a per Subadvised
Series basis. The information will reflect
the impact on profitability of the hiring
or termination of any sub-advisor during
the applicable quarter.
9. Whenever a sub-advisor is hired or
terminated, the Advisor will provide the
Board with information showing the
expected impact on the profitability of
the Advisor.
10. Whenever a sub-advisor change is
proposed for a Subadvised Series with
an Affiliated Sub-Advisor or a WhollyOwned Sub-Advisor, the Board,
including a majority of the Independent
Board Members, will make a separate
finding, reflected in the Board minutes,
that such change is in the best interests
of the Subadvised Series and its
shareholders, and does not involve a
conflict of interest from which the
Advisor or the Affiliated Sub-Advisor or
Wholly-Owned Sub-Advisor derives an
inappropriate advantage.
11. No Board member or officer of a
Subadvised Series, or partner, director,
manager, or officer of the Advisor, will
own directly or indirectly (other than
through a pooled investment vehicle
that is not controlled by such person),
any interest in a Sub-Advisor, except for
(a) ownership of interests in the Advisor
or any entity, other than a WhollyOwned Sub-Advisor, that controls, is
controlled by, or is under common
control with the Advisor, or (b)
ownership of less than 1% of the
outstanding securities of any class of
equity or debt of a publicly traded
company that is either a Sub-Advisor or
an entity that controls, is controlled by,
or is under common control with a SubAdvisor.
12. Any new Sub-Advisory
Agreement or any amendment to a
Series’ existing Investment Management
Agreement or Sub-Advisory Agreement
that directly or indirectly results in an
increase in the aggregate advisory fee
rate payable by the Series will be
submitted to the Series’ shareholders for
approval.
13. Each Subadvised Series will
disclose the Aggregate Fee Disclosure in
its registration statement.
14. In the event the Commission
adopts a rule under the Act providing
substantially similar relief to that
requested in the application, the
requested order will expire on the
effective date of that rule.
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17:43 Mar 25, 2014
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For the Commission, by the Division of
Investment Management, under delegated
authority.
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–06610 Filed 3–25–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71758; File No. SR–
ISEGemini–2014–09]
Self-Regulatory Organizations; ISE
Gemini, LLC; Notice of Filing of
Proposed Rule Change Related to
Market Maker Risk Parameters
March 20, 2014.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on March 10,
2014, ISE Gemini, LLC (the ‘‘Exchange’’
or ‘‘Topaz’’) 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 Exchange. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend its
rules to mitigate market maker risk by
adopting an Exchange-provided risk
management functionality. The text of
the proposed rule change is available on
the Exchange’s Web site www.ise.com,
at the principal office of the Exchange,
and at the Commission’s Public
Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of, and basis for,
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
self-regulatory organization has
prepared summaries, set forth in
Sections A, B and C below, of the most
significant aspects of such statements.
1 15
2 17
PO 00000
U.S.C. 78s(b)(1).
CFR 240.19b–4.
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Fmt 4703
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A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
Pursuant to ISE Gemini Rule 804, the
Exchange automatically removes a
market maker’s quotes in all series of an
options class when certain parameter
settings are triggered. Specifically, there
are four parameters that can be set by
market makers on a class-by-class basis.
These parameters are available for
market maker quotes in single options
series. Market makers establish a time
frame during which the system
calculates: (1) The number of contracts
executed by the market maker in an
options class; (2) the percentage of the
total size of the market maker’s quotes
in the class that has been executed; (3)
the absolute value of the net between
contracts bought and contracts sold in
an options class, and (4) the absolute
value of the net between (a) calls
purchased plus puts sold, and (b) calls
sold plus puts purchased. The market
maker establishes limits for each of
these four parameters, and when the
limits are exceeded within the
prescribed time frame, the market
maker’s quotes in that class are removed
or curtailed.3 The Exchange also
recently adopted another risk
management parameter that allows
market maker quotes to be removed
from the trading system if a specified
number of curtailment events occur
across the ISE Gemini market. If the
specified number of curtailment events
is exceeded within the prescribed time
period, the market maker’s quotes in all
classes in which it makes a market are
automatically removed from the trading
system.4 It is mandatory for market
makers to enter values into all of the
quotation risk management parameters
for all options classes in which it enters
quotes.
The Exchange now proposes to
further enhance its risk management
offering for market maker quotes.
Specifically, the Exchange proposes to
implement functionality to allow market
maker quotes to be removed from the
trading system if a specified number of
curtailment events occur across ISE
Gemini and International Securities
Exchange, LLC (‘‘ISE’’). The Exchange
notes that a single trading system
3 See Securities Exchange Act Release No. 70644
(October 9, 2013), 78 FR 62785 (October 22, 2013)
(SR–Topaz–2013–06).
4 See Securities Exchange Act Release No. 71447
(January 30, 2014), 79 FR 6956 (February 5, 2014)
(SR–Topaz–2014–04).
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governs the trading activity on ISE
Gemini and ISE.5
As proposed, market makers who
choose to use this risk management tool
must request each exchange to set the
proposed market wide parameter to
govern its trading activity across both
markets. Once this parameter is set, the
trading system will count the number of
times a market maker’s pre-set
curtailment occurs on each exchange, as
specified in ISE Gemini Rule 804(g), and
sum them together. Once the sum of the
specified number of curtailment events
across both markets has been reached,
the trading system will remove all of the
market maker’s quotes in all classes on
both ISE Gemini and ISE in which that
market maker makes a market thereby
reducing the risk to the market maker in
the event the market maker is suffering
from a systems issue or due to the
occurrence of unusual or unexpected
market activity. Any quotes sent by the
market maker after the market wide
parameter across both markets has been
triggered will be rejected until such time
that the market maker notifies the
market operations staff that supports
each exchange that it is ready to come
out of its curtailment.6 In the interest of
maintaining fair and orderly markets,
ISE Gemini believes it is important that
market makers communicate their
readiness to Exchange staff in a nonautomated manner, such as by email or
telephone. Once notified by the market
maker, the market operations staff for
each exchange will reactivate the market
maker’s quotes on both ISE Gemini and
ISE and market makers on both ISE
Gemini and ISE will once again be
active in the options classes in which
they make markets.
To illustrate how the proposed market
wide parameter would apply when set
for both ISE Gemini and ISE, suppose
market maker WXYZ, who is a member
of both ISE Gemini and ISE, makes a
market in 50 options classes on ISE
Gemini and in 50 options classes on
ISE, sets the proposed market wide
parameter so that it is triggered at 60
curtailment events within a 30 second
5 See Exchange Act Release No. 70050 (July 26,
2013), 78 FR 46622 (August 1, 2013) (In the Matter
of the Application of Topaz Exchange, LLC for
Registration as a National Securities Exchange).
Section D. Trading System, 4. Order Display,
Execution, and Priority discusses variously the
similarities between ISE Gemini and ISE.
6 Id. Pursuant to a facilities management
agreement entered into by Topaz Exchange with
ISE, ISE provides certain services, for example,
business management services, facilities
management services, IT services, fiscal services, as
well as Commission and other regulatory
compliance services and other legal services, such
as surveillance programs, legal programs, systems
and other operational services, which include
services provided by the market operations staff.
VerDate Mar<15>2010
17:43 Mar 25, 2014
Jkt 232001
time period. On a given trading day, if
market maker WXYZ is curtailed,
within the prescribed time period, 35
times across all the options classes in
which it makes a market on ISE Gemini
and 25 times across all the options
classes in which it makes a market on
ISE then ISE Gemini will remove all of
market maker WXYZ’s quotes on ISE
Gemini and ISE will remove all of
market maker WXYZ’s quotes on ISE.
The 60 curtailment events can occur in
just one class or in any number of
classes in which market maker WXYZ
makes a market.
While the proposed risk management
functionality is a useful feature that
serves an important risk management
purpose, it operates consistent with the
firm quote obligations of a broker-dealer
pursuant to Rule 602 of Regulation
NMS. Specifically, any marketable
orders or quotes that are executable
against a market maker’s quotes that are
received prior to the time this
functionality is engaged will be
automatically executed at the price up
to the market maker’s size, regardless of
whether such execution results in
executions in excess of the market
maker’s pre-set parameters.
The proposed market wide parameter
is meant to provide market makers with
protection across both ISE Gemini and
ISE from the risk of multiple executions
across multiple series of an option or
across multiple options. The risk to
market makers is not limited to a single
series in an option or even to all series
in an option. Nor is this risk limited to
a single market. Market makers that
quote in multiple series of multiple
options on multiple markets have
significant exposure, requiring them to
offset or hedge their overall positions.
The proposed functionality will be
useful for market makers, who are
required to continuously quote in
assigned options classes on ISE Gemini
and ISE. Quoting across many series in
an option or multiple options creates
the possibility of executions that can
create large, unintended principal
positions that could expose market
makers to unnecessary risk. The
proposed functionality is intended to
assist market makers in managing their
market risk, and providing deep and
liquid markets for the benefit to all
investors.
While the Exchange is adopting the
proposed functionality following
consultation with market makers, usage
of the proposed market wide parameter
will not be mandatory. Further, the
Exchange notes that market makers who
prefer to use their own risk-management
systems can set values that assure the
Exchange-provided parameter will not
PO 00000
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Fmt 4703
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16847
be triggered.7 Accordingly, the proposal
does not require members to manage
their risk using the Exchange-provided
tools. The Exchange will provide at least
two weeks’ notice to members via an
Exchange circular prior to implementing
the proposed functionality to allow
members the opportunity to perform
any system changes.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Securities Exchange Act of 1934
(the ‘‘Act’’) 8 in general, and furthers the
objectives of Section 6(b)(5) of the Act 9
in particular, in that it is designed to
promote just and equitable principles of
trade, to remove impediments to and
perfect the mechanism for a free and
open market and a national market
system, and, in general, to protect
investors and the public interest.
The Exchange currently provides
market makers with a risk management
tool that allows market maker quotes to
be removed from the trading system if
a specified number of curtailment
events occur across ISE Gemini. The
Exchange believes the proposed rule
change is appropriate and reasonable
because it enhances each Exchange’s
[sic] current risk management offering
by allowing market makers to manage
their risk across ISE Gemini and ISE and
thereby strengthen their ability to
manage risk across both markets. The
proposed market wide parameter will
protect market makers across both
markets from inadvertent exposure to
excessive risk and thereby allow market
makers to quote aggressively and
provide more liquidity with greater size
to both markets which promotes just
and equitable principles of trade and
removes impediments to a free and open
market to the benefit of investors.
The Exchange believes it will not be
unreasonably burdensome for market
makers who choose to utilize the
proposed functionality to set values into
the proposed risk parameter, as all
market makers currently utilize the
Exchange’s risk management
functionality, all of which are
mandatory, as noted above. Moreover,
the Exchange is proposing this rule
change at the request of its market
makers to further reduce their risk in the
event the market maker is suffering from
a systems issue or due to the occurrence
of unusual or unexpected market
activity. As discussed above, the
7 For example, a market maker could set the value
for the total number of curtailment events across
both markets at a high number so as not to trigger
the Exchange-provided parameter.
8 15 U.S.C. 78f(b).
9 15 U.S.C. 78f(b)(5).
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Federal Register / Vol. 79, No. 58 / Wednesday, March 26, 2014 / Notices
proposed market wide parameter will
protect ISE Gemini and ISE market
makers from inadvertent exposure to
excessive risk across both markets.
Reducing such risk will enable market
makers to enter quotations without any
fear of inadvertent exposure to excessive
risk, which in turn will benefit investors
through increased liquidity for the
execution of their orders. Such
increased liquidity benefits investors
because they receive better prices and
because it lowers volatility in the
options market.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The proposed rule change does not
impose any burden on competition. The
proposed rule change is meant to
protect market makers from inadvertent
exposure to excessive risk when trading
on both ISE Gemini and ISE.
Accordingly, the proposed rule change
will have no impact on competition.
Market makers are not required to use
the proposed functionality and may use
their own risk-management systems and
can enter out-of-range values so that the
Exchange-provided parameters will not
be triggered. Accordingly, the proposal
does not require members to manage
their risk using an Exchange-provided
tool.
sroberts on DSK5SPTVN1PROD with NOTICES
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any
unsolicited written comments from
members or other interested parties.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within 45 days of the publication date
of this notice in the Federal Register or
within such longer period up to 90 days
(i) as the Commission may designate if
it finds such longer period to be
appropriate and publishes its reasons
for so finding or (ii) as to which the selfregulatory organization consents, the
Commission will:
(A) By order approve or disapprove
such proposed rule change; or
(B) institute proceedings to determine
whether the proposed rule change
should be disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
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17:43 Mar 25, 2014
Jkt 232001
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71760; File No. SR–ISE–
2014–16]
• 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–
ISEGemini–2014–09 on the subject line.
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change To Amend the Schedule of
Fees
Paper Comments
March 20, 2014.
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–ISEGemini-2014–09. 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 inspection and copying in
the Commission’s Public Reference
Room, 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 ISE. 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–ISEGemini–2014–09, and
should be submitted on or before April
16, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–06598 Filed 3–25–14; 8:45 am]
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on March 6,
2013, the International Securities
Exchange, LLC (the ‘‘Exchange’’ or the
‘‘ISE’’) filed with the Securities and
Exchange Commission the proposed
rule change, as described in Items I, II,
and III below, which items have been
prepared by the self-regulatory
organization. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The ISE proposes to amend its
Schedule of Fees to waive DTR approval
fees charged to affiliated CMMs. The
text of the proposed rule change is
available on the Exchange’s Web site
(https://www.ise.com), at the principal
office of the Exchange, and at the
Commission’s Public Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
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
sections A, B and C below, of the most
significant aspects of such statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of this proposed rule
change is to amend the Schedule of Fees
to waive the Designated Trading
BILLING CODE P
1 15
10 17
PO 00000
CFR 200.30–3(a)(12).
Frm 00095
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Sfmt 4703
2 17
E:\FR\FM\26MRN1.SGM
U.S.C. 78s(b)(1).
CFR 240.19b–4.
26MRN1
Agencies
[Federal Register Volume 79, Number 58 (Wednesday, March 26, 2014)]
[Notices]
[Pages 16846-16848]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-06598]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-71758; File No. SR-ISEGemini-2014-09]
Self-Regulatory Organizations; ISE Gemini, LLC; Notice of Filing
of Proposed Rule Change Related to Market Maker Risk Parameters
March 20, 2014.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(the ``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given
that on March 10, 2014, ISE Gemini, LLC (the ``Exchange'' or ``Topaz'')
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 Exchange. The Commission is publishing this
notice to solicit comments on the proposed rule change from interested
persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend its rules to mitigate market maker
risk by adopting an Exchange-provided risk management functionality.
The text of the proposed rule change is available on the Exchange's Web
site www.ise.com, at the principal office of the Exchange, and at the
Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of, and basis for, the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The self-regulatory organization 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
Pursuant to ISE Gemini Rule 804, the Exchange automatically removes
a market maker's quotes in all series of an options class when certain
parameter settings are triggered. Specifically, there are four
parameters that can be set by market makers on a class-by-class basis.
These parameters are available for market maker quotes in single
options series. Market makers establish a time frame during which the
system calculates: (1) The number of contracts executed by the market
maker in an options class; (2) the percentage of the total size of the
market maker's quotes in the class that has been executed; (3) the
absolute value of the net between contracts bought and contracts sold
in an options class, and (4) the absolute value of the net between (a)
calls purchased plus puts sold, and (b) calls sold plus puts purchased.
The market maker establishes limits for each of these four parameters,
and when the limits are exceeded within the prescribed time frame, the
market maker's quotes in that class are removed or curtailed.\3\ The
Exchange also recently adopted another risk management parameter that
allows market maker quotes to be removed from the trading system if a
specified number of curtailment events occur across the ISE Gemini
market. If the specified number of curtailment events is exceeded
within the prescribed time period, the market maker's quotes in all
classes in which it makes a market are automatically removed from the
trading system.\4\ It is mandatory for market makers to enter values
into all of the quotation risk management parameters for all options
classes in which it enters quotes.
---------------------------------------------------------------------------
\3\ See Securities Exchange Act Release No. 70644 (October 9,
2013), 78 FR 62785 (October 22, 2013) (SR-Topaz-2013-06).
\4\ See Securities Exchange Act Release No. 71447 (January 30,
2014), 79 FR 6956 (February 5, 2014) (SR-Topaz-2014-04).
---------------------------------------------------------------------------
The Exchange now proposes to further enhance its risk management
offering for market maker quotes. Specifically, the Exchange proposes
to implement functionality to allow market maker quotes to be removed
from the trading system if a specified number of curtailment events
occur across ISE Gemini and International Securities Exchange, LLC
(``ISE''). The Exchange notes that a single trading system
[[Page 16847]]
governs the trading activity on ISE Gemini and ISE.\5\
---------------------------------------------------------------------------
\5\ See Exchange Act Release No. 70050 (July 26, 2013), 78 FR
46622 (August 1, 2013) (In the Matter of the Application of Topaz
Exchange, LLC for Registration as a National Securities Exchange).
Section D. Trading System, 4. Order Display, Execution, and Priority
discusses variously the similarities between ISE Gemini and ISE.
---------------------------------------------------------------------------
As proposed, market makers who choose to use this risk management
tool must request each exchange to set the proposed market wide
parameter to govern its trading activity across both markets. Once this
parameter is set, the trading system will count the number of times a
market maker's pre-set curtailment occurs on each exchange, as
specified in ISE Gemini Rule 804(g), and sum them together. Once the
sum of the specified number of curtailment events across both markets
has been reached, the trading system will remove all of the market
maker's quotes in all classes on both ISE Gemini and ISE in which that
market maker makes a market thereby reducing the risk to the market
maker in the event the market maker is suffering from a systems issue
or due to the occurrence of unusual or unexpected market activity. Any
quotes sent by the market maker after the market wide parameter across
both markets has been triggered will be rejected until such time that
the market maker notifies the market operations staff that supports
each exchange that it is ready to come out of its curtailment.\6\ In
the interest of maintaining fair and orderly markets, ISE Gemini
believes it is important that market makers communicate their readiness
to Exchange staff in a non-automated manner, such as by email or
telephone. Once notified by the market maker, the market operations
staff for each exchange will reactivate the market maker's quotes on
both ISE Gemini and ISE and market makers on both ISE Gemini and ISE
will once again be active in the options classes in which they make
markets.
---------------------------------------------------------------------------
\6\ Id. Pursuant to a facilities management agreement entered
into by Topaz Exchange with ISE, ISE provides certain services, for
example, business management services, facilities management
services, IT services, fiscal services, as well as Commission and
other regulatory compliance services and other legal services, such
as surveillance programs, legal programs, systems and other
operational services, which include services provided by the market
operations staff.
---------------------------------------------------------------------------
To illustrate how the proposed market wide parameter would apply
when set for both ISE Gemini and ISE, suppose market maker WXYZ, who is
a member of both ISE Gemini and ISE, makes a market in 50 options
classes on ISE Gemini and in 50 options classes on ISE, sets the
proposed market wide parameter so that it is triggered at 60
curtailment events within a 30 second time period. On a given trading
day, if market maker WXYZ is curtailed, within the prescribed time
period, 35 times across all the options classes in which it makes a
market on ISE Gemini and 25 times across all the options classes in
which it makes a market on ISE then ISE Gemini will remove all of
market maker WXYZ's quotes on ISE Gemini and ISE will remove all of
market maker WXYZ's quotes on ISE. The 60 curtailment events can occur
in just one class or in any number of classes in which market maker
WXYZ makes a market.
While the proposed risk management functionality is a useful
feature that serves an important risk management purpose, it operates
consistent with the firm quote obligations of a broker-dealer pursuant
to Rule 602 of Regulation NMS. Specifically, any marketable orders or
quotes that are executable against a market maker's quotes that are
received prior to the time this functionality is engaged will be
automatically executed at the price up to the market maker's size,
regardless of whether such execution results in executions in excess of
the market maker's pre-set parameters.
The proposed market wide parameter is meant to provide market
makers with protection across both ISE Gemini and ISE from the risk of
multiple executions across multiple series of an option or across
multiple options. The risk to market makers is not limited to a single
series in an option or even to all series in an option. Nor is this
risk limited to a single market. Market makers that quote in multiple
series of multiple options on multiple markets have significant
exposure, requiring them to offset or hedge their overall positions.
The proposed functionality will be useful for market makers, who are
required to continuously quote in assigned options classes on ISE
Gemini and ISE. Quoting across many series in an option or multiple
options creates the possibility of executions that can create large,
unintended principal positions that could expose market makers to
unnecessary risk. The proposed functionality is intended to assist
market makers in managing their market risk, and providing deep and
liquid markets for the benefit to all investors.
While the Exchange is adopting the proposed functionality following
consultation with market makers, usage of the proposed market wide
parameter will not be mandatory. Further, the Exchange notes that
market makers who prefer to use their own risk-management systems can
set values that assure the Exchange-provided parameter will not be
triggered.\7\ Accordingly, the proposal does not require members to
manage their risk using the Exchange-provided tools. The Exchange will
provide at least two weeks' notice to members via an Exchange circular
prior to implementing the proposed functionality to allow members the
opportunity to perform any system changes.
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\7\ For example, a market maker could set the value for the
total number of curtailment events across both markets at a high
number so as not to trigger the Exchange-provided parameter.
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2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Securities Exchange Act of 1934 (the ``Act'') \8\ in
general, and furthers the objectives of Section 6(b)(5) of the Act \9\
in particular, in that it is designed to promote just and equitable
principles of trade, to remove impediments to and perfect the mechanism
for a free and open market and a national market system, and, in
general, to protect investors and the public interest.
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\8\ 15 U.S.C. 78f(b).
\9\ 15 U.S.C. 78f(b)(5).
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The Exchange currently provides market makers with a risk
management tool that allows market maker quotes to be removed from the
trading system if a specified number of curtailment events occur across
ISE Gemini. The Exchange believes the proposed rule change is
appropriate and reasonable because it enhances each Exchange's [sic]
current risk management offering by allowing market makers to manage
their risk across ISE Gemini and ISE and thereby strengthen their
ability to manage risk across both markets. The proposed market wide
parameter will protect market makers across both markets from
inadvertent exposure to excessive risk and thereby allow market makers
to quote aggressively and provide more liquidity with greater size to
both markets which promotes just and equitable principles of trade and
removes impediments to a free and open market to the benefit of
investors.
The Exchange believes it will not be unreasonably burdensome for
market makers who choose to utilize the proposed functionality to set
values into the proposed risk parameter, as all market makers currently
utilize the Exchange's risk management functionality, all of which are
mandatory, as noted above. Moreover, the Exchange is proposing this
rule change at the request of its market makers to further reduce their
risk in the event the market maker is suffering from a systems issue or
due to the occurrence of unusual or unexpected market activity. As
discussed above, the
[[Page 16848]]
proposed market wide parameter will protect ISE Gemini and ISE market
makers from inadvertent exposure to excessive risk across both markets.
Reducing such risk will enable market makers to enter quotations
without any fear of inadvertent exposure to excessive risk, which in
turn will benefit investors through increased liquidity for the
execution of their orders. Such increased liquidity benefits investors
because they receive better prices and because it lowers volatility in
the options market.
B. Self-Regulatory Organization's Statement on Burden on Competition
The proposed rule change does not impose any burden on competition.
The proposed rule change is meant to protect market makers from
inadvertent exposure to excessive risk when trading on both ISE Gemini
and ISE. Accordingly, the proposed rule change will have no impact on
competition. Market makers are not required to use the proposed
functionality and may use their own risk-management systems and can
enter out-of-range values so that the Exchange-provided parameters will
not be triggered. Accordingly, the proposal does not require members to
manage their risk using an Exchange-provided tool.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
The Exchange has not solicited, and does not intend to solicit,
comments on this proposed rule change. The Exchange has not received
any unsolicited written comments from members or other interested
parties.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Within 45 days of the publication date of this notice in the
Federal Register or within such longer period up to 90 days (i) as the
Commission may designate if it finds such longer period to be
appropriate and publishes its reasons for so finding or (ii) as to
which the self-regulatory organization consents, the Commission will:
(A) By order approve or disapprove such proposed rule change; or
(B) institute proceedings to determine whether the proposed rule
change should be 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-ISEGemini-2014-09 on the subject line.
Paper Comments
Send paper comments in triplicate to Secretary, Securities
and Exchange Commission, 100 F Street NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-ISEGemini-2014-09. 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 inspection and copying in the
Commission's Public Reference Room, 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 ISE. 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-ISEGemini-2014-09, and
should be submitted on or before April 16, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\10\
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\10\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-06598 Filed 3-25-14; 8:45 am]
BILLING CODE P