Self-Regulatory Organizations; C2 Options Exchange, Incorporated; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change Relating to Exchange Rule 6.15, 19676-19678 [2014-07886]
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TKELLEY on DSK3SPTVN1PROD with NOTICES
19676
Federal Register / Vol. 79, No. 68 / Wednesday, April 9, 2014 / Notices
share of a reasonable annual accounting
support fee or fees, determined in
accordance with Section 109 of the Act.
On April 25, 2003, the Commission
issued a policy statement concluding
that the Financial Accounting Standards
Board (‘‘FASB’’) and its parent
organization, the Financial Accounting
Foundation (‘‘FAF’’), satisfied the
criteria for an accounting standardsetting body under the Act, and
recognizing the FASB’s financial
accounting and reporting standards as
‘‘generally accepted’’ under Section 108
of the Act.1 As a consequence of that
recognition, the Commission undertook
a review of the FASB’s accounting
support fee for calendar year 2014. In
connection with its review, the
Commission also reviewed the budget
for the FAF and the FASB for calendar
year 2014.
Section 109 of the Act also provides
that the standard setting body can have
additional sources of revenue for its
activities, such as earnings from sales of
publications, provided that each
additional source of revenue shall not
jeopardize, in the judgment of the
Commission, the actual or perceived
independence of the standard setter. In
this regard, the Commission also
considered the interrelation of the
operating budgets of the FAF, the FASB,
and the Governmental Accounting
Standards Board (‘‘GASB’’), the FASB’s
sister organization, which sets
accounting standards used by state and
local government entities. The
Commission has been advised by the
FAF that neither the FAF, the FASB, nor
the GASB accept contributions from the
accounting profession.
The Commission understands that the
Office of Management and Budget
(‘‘OMB’’) has determined the FASB’s
spending of the 2014 accounting
support fee is sequestrable under the
Budget Control Act of 2011.2 So long as
sequestration is applicable, we
anticipate that the FAF will work with
the Commission and Commission staff
as appropriate regarding its
implementation of sequestration.
After its review, the Commission
determined that the 2014 annual
accounting support fee for the FASB is
consistent with Section 109 of the Act.
Accordingly,
It is ordered, pursuant to Section 109
of the Act, that the FASB may act in
accordance with this determination of
the Commission.
Financial Reporting Release No. 70.
See ‘‘OMB Report Pursuant to the Sequestration
Transparency Act of 2012’’ (Pub. L. 112–155), page
222 of 224 at: https://www.whitehouse.gov/sites/
default/files/omb/assets/legislative_reports/
stareport.pdf.
1
2
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Jkt 232001
By the Commission.
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–07882 Filed 4–8–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71856; File No. SR–C2–
2014–008]
Self-Regulatory Organizations; C2
Options Exchange, Incorporated;
Notice of Filing and Immediate
Effectiveness of a Proposed Rule
Change Relating to Exchange Rule
6.15
April 3, 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 April 1,
2014, C2 Options Exchange,
Incorporated (the ‘‘Exchange’’ or ‘‘C2’’)
filed with the Securities and Exchange
Commission (the ‘‘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 extend a
pilot program related to Rule 6.15
(Obvious Error and Catastrophic Errors).
The text of the proposed rule change is
available on the Exchange’s Web site
(https://www.cboe.com/AboutCBOE/
CBOELegalRegulatoryHome.aspx), at
the Exchange’s Office of the Secretary,
and at the Commission’s Public
Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
1 15
2 17
PO 00000
U.S.C. 78s(b)(1).
CFR 240.19b–4.
Frm 00101
Fmt 4703
Sfmt 4703
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of this filing is to extend
the effectiveness of the Exchange’s
current rule applicable to obvious
errors. Interpretation and Policy .08 to
Rule 6.15, explained in further detail
below, is currently operating on a pilot
program set to expire on April 8, 2014.
The Exchange proposes to extend the
pilot program to February 20, 2015.
On April 8, 2013, the Commission
approved, on a pilot basis, amendments
to Exchange Rule 6.15 that stated that
options executions will not be adjusted
or nullified if the execution occurs
while the underlying security is in a
limit or straddle state as defined by the
Plan.3 Under the terms of this current
pilot program, though options
executions will generally not be
adjusted or nullified while the
underlying security is in a limit or
straddle state, such executions may be
reviewed by the Exchange should the
Exchange decide to do so under its own
motion.4
Pursuant to a comment letter filed in
connection with the order approving the
establishment of the pilot, the Exchange
committed to submit monthly data
regarding the program.5 In addition, the
Exchange agreed to submit an overall
analysis of the pilot in conjunction with
the data submitted under the Plan and
any other data as requested by the
Commission.6 The Exchange now notes
that each month, the Exchange shall
provide to the Commission, and the
public, a dataset containing the data for
each straddle and limit state in
optionable stocks that had at least one
trade on the Exchange.7 For each trade
on the Exchange, the Exchange will
provide (a) the stock symbol, option
symbol, time at the start of the straddle
or limit state, an indicator for whether
it is a straddle or limit state, and (b) for
the trades on the Exchange, the
executed volume, time-weighted quoted
bid-ask spread, time-weighted average
quoted depth at the bid, time-weighted
3 Securities Exchange Act Release No. 69345
(April 8, 2013), 78 FR 21985 (April 12, 2013) (SR–
C2–2013–013). See also Exchange Rule 6.15.08
4 Id.
5 See letter from Angelo Evangelou, Associate
General Counsel, Chicago Board Options Exchange,
Incorporated, date April 4, 2013.
6 Id.
7 The Exchange also notes that it will be
supplying the Commission this data retroactively
from April 2013–March 2014 as soon as practicable.
The Exchange will also provide the Commission
with this data on a monthly basis from March 2014
through the end of the pilot.
E:\FR\FM\09APN1.SGM
09APN1
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Federal Register / Vol. 79, No. 68 / Wednesday, April 9, 2014 / Notices
average quoted depth at the offer, high
execution price, low execution price,
number of trades for which a request for
review for error was received during
straddle and limit states, an indicator
variable for whether those options
outlined above have a price change
exceeding 30% during the underlying
stock’s limit or straddle state compared
to the last available option price as
reported by OPRA before the start of the
limit or straddle state (1 if observe 30%
and 0 otherwise), and another indicator
variable for whether the option price
within five minutes of the underlying
stock leaving the limit or straddle state
(or halt if applicable) is 30% away from
the price before the start of the limit or
straddle state.
In addition, the Exchange will
provide to the Commission, no later
than September 30, 2014, assessments
relating to the impact of the operation
of the obvious error rules during limit
and straddle states including: (1) An
evaluation of the statistical and
economic impact of limit and straddle
states on liquidity and market quality in
the options markets, and (2) an
assessment of whether the lack of
obvious error rules in effect during the
straddle and limit states are
problematic. This data will be submitted
under separate cover. Confidential
treatment under the Freedom of
Information Act is requested regarding
the analysis.
The Exchange is now proposing to
extend the pilot period to February 20,
2015. The Exchange believes the
benefits to market participants from this
provision should continue on a pilot
basis. The Exchange continues to
believe that adding certainty to the
execution of orders in limit or straddle
states will encourage market
participants to continue to provide
liquidity to the Exchange, and, thus,
promote a fair and orderly market
during these periods. Barring this
provision, the provisions of Rule 6.15
would likely apply in many instances
during limit and straddle states. The
Exchange believes that continuing the
pilot will protect against any
unanticipated consequences in the
options markets during a limit or
straddle state. Thus, the Exchange
believes that the protections of current
Rule should continue while the industry
gains further experience operating the
Plan.
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with the
Securities Exchange Act of 1934 (the
‘‘Act’’) and the rules and regulations
thereunder applicable to the Exchange
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17:54 Apr 08, 2014
Jkt 232001
and, in particular, the requirements of
Section 6(b) of the Act.8 Specifically,
the Exchange believes the proposed rule
change is consistent with the Section
6(b)(5) 9 requirements that the rules of
an exchange be designed to prevent
fraudulent and manipulative acts and
practices, to promote just and equitable
principles of trade, to foster cooperation
and coordination with persons engaged
in regulating, clearing, settling,
processing information with respect to,
and 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.
Additionally, the Exchange believes the
proposed rule change is consistent with
the Section 6(b)(5) 10 requirement that
the rules of an exchange not be designed
to permit unfair discrimination between
customers, issuers, brokers, or dealers.
In particular, the Exchange further
believes that it is necessary and
appropriate in the interest of promoting
fair and orderly markets to exclude
transactions executed during a limit or
straddle state from certain aspects of the
Exchange Rule 6.15. The Exchange
believes the application of the current
rule will be impracticable given the lack
of a reliable NBBO in the options market
during limit and straddle states, and
that the resulting actions (i.e., nullified
trades or adjusted prices) may not be
appropriate given market conditions.
Extension of this pilot would ensure
that limit orders that are filled during a
limit or straddle state would have
certainty of execution in a manner that
promotes just and equitable principles
of trade, removes impediments to, and
perfects the mechanism of a free and
open market and a national market
system. Thus, the Exchange believes
that the protections of the pilot should
continue while the industry gains
further experience operating the Plan.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
C2 does not believe that the proposed
rule change will impose any burden on
competition that is not necessary or
appropriate in furtherance of the
purposes of the Act. Specifically, the
Exchange believes that, by extending the
expiration of the pilot, the proposed
rule change will allow for further
analysis of the pilot and a determination
of how the pilot shall be structured in
the future. In doing so, the proposed
rule change will also serve to promote
8 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
10 Id.
9 15
PO 00000
Frm 00102
Fmt 4703
Sfmt 4703
19677
regulatory clarity and consistency,
thereby reducing burdens on the
marketplace and facilitating investor
protection.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange neither solicited nor
received comments on the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the proposed rule change
does not (i) Significantly affect the
protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate 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 11 and Rule 19b–4(f)(6)(iii)
thereunder.12
The Exchange has asked the
Commission to waive the 30-day
operative delay so that the proposal may
become operative immediately upon
filing. The Exchange stated that waiver
of this requirement will allow the
Exchange to extend the pilot program
prior to its expiration on April 8, 2014.
The Exchange also stated that the
proposal will allow for the least amount
of market disruption as the pilot will
continue as it currently does
maintaining the status quo. For these
reasons, the Commission believes that
the proposed rule change presents no
novel issues and that waiver of the 30day operative delay is consistent with
the protection of investors and the
public interest. Therefore, the
Commission designates the proposed
rule change to be operative upon
filing.13
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
11 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6)(iii). As required under
Rule 19b–4(f)(6)(iii), the Exchange provided the
Commission with written notice of its intent to file
the proposed rule change, along with a brief
description and the 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.
13 For purposes only of waiving the 30-day
operative delay, the Commission has also
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
12 17
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Federal Register / Vol. 79, No. 68 / Wednesday, April 9, 2014 / Notices
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
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:
TKELLEY on DSK3SPTVN1PROD with NOTICES
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rulecomments@sec.gov. Please include File
Number SR–C2–2014–008 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–C2–2014–008. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
VerDate Mar<15>2010
17:54 Apr 08, 2014
Jkt 232001
should refer to File Number SR–C2–
2014–008 and should be submitted on
or before April 30, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–07886 Filed 4–8–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71857; File No. SR–CBOE–
2014–033]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change Relating to Exchange
Rule 6.25
April 3, 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 April 1,
2014, Chicago Board Options Exchange,
Incorporated (the ‘‘Exchange’’ or
‘‘CBOE’’) filed with the Securities and
Exchange Commission (the
‘‘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 extend a
pilot program related to Rule 6.25
(Nullification and Adjustment of
Options Transactions). The text of the
proposed rule change is available on the
Exchange’s Web site (https://
www.cboe.com/AboutCBOE/
CBOELegalRegulatoryHome.aspx), at
the Exchange’s Office of the Secretary,
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
14 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
PO 00000
Frm 00103
Fmt 4703
Sfmt 4703
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of this filing is to extend
the effectiveness of the Exchange’s
current rule applicable to obvious
errors. Interpretation and Policy .06 to
Rule 6.25, explained in further detail
below, is currently operating on a pilot
program set to expire on April 8, 2014.
The Exchange proposes to extend the
pilot program to February 20, 2015.
On April 5, 2013, the Commission
approved, on a pilot basis, amendments
to Exchange Rule 6.25 that stated that
options executions will not be adjusted
or nullified if the execution occurs
while the underlying security is in a
limit or straddle state as defined by the
Plan. Under the terms of this current
pilot program, though options
executions will generally not be
adjusted or nullified while the
underlying security is in a limit or
straddle state, such executions may be
reviewed by the Exchange should the
Exchange decide to do so under its own
motion.
Pursuant to a comment letter filed in
connection with the order approving the
establishment of the pilot, the Exchange
committed to submit monthly data
regarding the program.3 In addition, the
Exchange agreed to submit an overall
analysis of the pilot in conjunction with
the data submitted under the Plan and
any other data as requested by the
Commission.4 The Exchange now notes
that each month, the Exchange shall
provide to the Commission, and the
public, a dataset containing the data for
each straddle and limit state in
optionable stocks that had at least one
trade on the Exchange.5 For each trade
on the Exchange, the Exchange will
provide (a) the stock symbol, option
symbol, time at the start of the straddle
or limit state, an indicator for whether
it is a straddle or limit state, and (b) for
3 See letter from Angelo Evangelou, Associate
General Counsel, Chicago Board Options Exchange,
Incorporated, date April 4, 2013.
4 Id.
5 The Exchange also notes that it will be
supplying the Commission this data retroactively
from April 2013–March 2014 as soon as practicable.
The Exchange will also provide the Commission
with this data on a monthly basis from March 2014
through the end of the pilot.
E:\FR\FM\09APN1.SGM
09APN1
Agencies
[Federal Register Volume 79, Number 68 (Wednesday, April 9, 2014)]
[Notices]
[Pages 19676-19678]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-07886]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-71856; File No. SR-C2-2014-008]
Self-Regulatory Organizations; C2 Options Exchange, Incorporated;
Notice of Filing and Immediate Effectiveness of a Proposed Rule Change
Relating to Exchange Rule 6.15
April 3, 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 April 1, 2014, C2 Options Exchange, Incorporated (the
``Exchange'' or ``C2'') filed with the Securities and Exchange
Commission (the ``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 extend a pilot program related to Rule
6.15 (Obvious Error and Catastrophic Errors). The text of the proposed
rule change is available on the Exchange's Web site (https://www.cboe.com/AboutCBOE/CBOELegalRegulatoryHome.aspx), at the Exchange's
Office of the Secretary, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of this filing is to extend the effectiveness of the
Exchange's current rule applicable to obvious errors. Interpretation
and Policy .08 to Rule 6.15, explained in further detail below, is
currently operating on a pilot program set to expire on April 8, 2014.
The Exchange proposes to extend the pilot program to February 20, 2015.
On April 8, 2013, the Commission approved, on a pilot basis,
amendments to Exchange Rule 6.15 that stated that options executions
will not be adjusted or nullified if the execution occurs while the
underlying security is in a limit or straddle state as defined by the
Plan.\3\ Under the terms of this current pilot program, though options
executions will generally not be adjusted or nullified while the
underlying security is in a limit or straddle state, such executions
may be reviewed by the Exchange should the Exchange decide to do so
under its own motion.\4\
---------------------------------------------------------------------------
\3\ Securities Exchange Act Release No. 69345 (April 8, 2013),
78 FR 21985 (April 12, 2013) (SR-C2-2013-013). See also Exchange
Rule 6.15.08
\4\ Id.
---------------------------------------------------------------------------
Pursuant to a comment letter filed in connection with the order
approving the establishment of the pilot, the Exchange committed to
submit monthly data regarding the program.\5\ In addition, the Exchange
agreed to submit an overall analysis of the pilot in conjunction with
the data submitted under the Plan and any other data as requested by
the Commission.\6\ The Exchange now notes that each month, the Exchange
shall provide to the Commission, and the public, a dataset containing
the data for each straddle and limit state in optionable stocks that
had at least one trade on the Exchange.\7\ For each trade on the
Exchange, the Exchange will provide (a) the stock symbol, option
symbol, time at the start of the straddle or limit state, an indicator
for whether it is a straddle or limit state, and (b) for the trades on
the Exchange, the executed volume, time-weighted quoted bid-ask spread,
time-weighted average quoted depth at the bid, time-weighted
[[Page 19677]]
average quoted depth at the offer, high execution price, low execution
price, number of trades for which a request for review for error was
received during straddle and limit states, an indicator variable for
whether those options outlined above have a price change exceeding 30%
during the underlying stock's limit or straddle state compared to the
last available option price as reported by OPRA before the start of the
limit or straddle state (1 if observe 30% and 0 otherwise), and another
indicator variable for whether the option price within five minutes of
the underlying stock leaving the limit or straddle state (or halt if
applicable) is 30% away from the price before the start of the limit or
straddle state.
---------------------------------------------------------------------------
\5\ See letter from Angelo Evangelou, Associate General Counsel,
Chicago Board Options Exchange, Incorporated, date April 4, 2013.
\6\ Id.
\7\ The Exchange also notes that it will be supplying the
Commission this data retroactively from April 2013-March 2014 as
soon as practicable. The Exchange will also provide the Commission
with this data on a monthly basis from March 2014 through the end of
the pilot.
---------------------------------------------------------------------------
In addition, the Exchange will provide to the Commission, no later
than September 30, 2014, assessments relating to the impact of the
operation of the obvious error rules during limit and straddle states
including: (1) An evaluation of the statistical and economic impact of
limit and straddle states on liquidity and market quality in the
options markets, and (2) an assessment of whether the lack of obvious
error rules in effect during the straddle and limit states are
problematic. This data will be submitted under separate cover.
Confidential treatment under the Freedom of Information Act is
requested regarding the analysis.
The Exchange is now proposing to extend the pilot period to
February 20, 2015. The Exchange believes the benefits to market
participants from this provision should continue on a pilot basis. The
Exchange continues to believe that adding certainty to the execution of
orders in limit or straddle states will encourage market participants
to continue to provide liquidity to the Exchange, and, thus, promote a
fair and orderly market during these periods. Barring this provision,
the provisions of Rule 6.15 would likely apply in many instances during
limit and straddle states. The Exchange believes that continuing the
pilot will protect against any unanticipated consequences in the
options markets during a limit or straddle state. Thus, the Exchange
believes that the protections of current Rule should continue while the
industry gains further experience operating the Plan.
2. Statutory Basis
The Exchange believes the proposed rule change is consistent with
the Securities Exchange Act of 1934 (the ``Act'') and the rules and
regulations thereunder applicable to the Exchange and, in particular,
the requirements of Section 6(b) of the Act.\8\ Specifically, the
Exchange believes the proposed rule change is consistent with the
Section 6(b)(5) \9\ requirements that the rules of an exchange be
designed to prevent fraudulent and manipulative acts and practices, to
promote just and equitable principles of trade, to foster cooperation
and coordination with persons engaged in regulating, clearing,
settling, processing information with respect to, and 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. Additionally,
the Exchange believes the proposed rule change is consistent with the
Section 6(b)(5) \10\ requirement that the rules of an exchange not be
designed to permit unfair discrimination between customers, issuers,
brokers, or dealers.
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\8\ 15 U.S.C. 78f(b).
\9\ 15 U.S.C. 78f(b)(5).
\10\ Id.
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In particular, the Exchange further believes that it is necessary
and appropriate in the interest of promoting fair and orderly markets
to exclude transactions executed during a limit or straddle state from
certain aspects of the Exchange Rule 6.15. The Exchange believes the
application of the current rule will be impracticable given the lack of
a reliable NBBO in the options market during limit and straddle states,
and that the resulting actions (i.e., nullified trades or adjusted
prices) may not be appropriate given market conditions. Extension of
this pilot would ensure that limit orders that are filled during a
limit or straddle state would have certainty of execution in a manner
that promotes just and equitable principles of trade, removes
impediments to, and perfects the mechanism of a free and open market
and a national market system. Thus, the Exchange believes that the
protections of the pilot should continue while the industry gains
further experience operating the Plan.
B. Self-Regulatory Organization's Statement on Burden on Competition
C2 does not believe that the proposed rule change will impose any
burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act. Specifically, the Exchange
believes that, by extending the expiration of the pilot, the proposed
rule change will allow for further analysis of the pilot and a
determination of how the pilot shall be structured in the future. In
doing so, the proposed rule change will also serve to promote
regulatory clarity and consistency, thereby reducing burdens on the
marketplace and facilitating investor protection.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange neither solicited nor received comments on the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the proposed rule change does not (i) Significantly affect
the protection of investors or the public interest; (ii) impose any
significant burden on competition; and (iii) become operative for 30
days from the date on which it was filed, or such shorter time as the
Commission may designate 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 \11\ and Rule 19b-
4(f)(6)(iii) thereunder.\12\
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\11\ 15 U.S.C. 78s(b)(3)(A).
\12\ 17 CFR 240.19b-4(f)(6)(iii). As required under Rule 19b-
4(f)(6)(iii), the Exchange provided the Commission with written
notice of its intent to file the proposed rule change, along with a
brief description and the 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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The Exchange has asked the Commission to waive the 30-day operative
delay so that the proposal may become operative immediately upon
filing. The Exchange stated that waiver of this requirement will allow
the Exchange to extend the pilot program prior to its expiration on
April 8, 2014. The Exchange also stated that the proposal will allow
for the least amount of market disruption as the pilot will continue as
it currently does maintaining the status quo. For these reasons, the
Commission believes that the proposed rule change presents no novel
issues and that waiver of the 30-day operative delay is consistent with
the protection of investors and the public interest. Therefore, the
Commission designates the proposed rule change to be operative upon
filing.\13\
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\13\ For purposes only of waiving the 30-day operative delay,
the Commission has also considered the proposed rule's impact on
efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
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At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if
[[Page 19678]]
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 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 Number SR-C2-2014-008 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-C2-2014-008. This file
number should be included on the subject line if email is used. To help
the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549, on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the filing also will be available
for inspection and copying at the principal office of the Exchange. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make available publicly. All
submissions should refer to File Number SR-C2-2014-008 and should be
submitted on or before April 30, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
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\14\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-07886 Filed 4-8-14; 8:45 am]
BILLING CODE 8011-01-P