Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Amending Rule 6.62 To Remove the Size Restriction on Contra-Party Participation on a Qualified Contingent Cross Order, 22737-22739 [2014-09209]
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Federal Register / Vol. 79, No. 78 / Wednesday, April 23, 2014 / Notices
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
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71965; File No. SR–
NYSEArca–2014–43]
• 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–
FINRA–2014–020 on the subject line.
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Amending Rule 6.62 To
Remove the Size Restriction on
Contra-Party Participation on a
Qualified Contingent Cross Order
Paper Comments
April 17, 2014.
wreier-aviles on DSK5TPTVN1PROD with NOTICES
• 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–FINRA–2014–020. 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 FINRA. 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–FINRA–
2014–020 and should be submitted on
or before May 14, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Kevin M. O’Neill,
Deputy Secretary.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934
(‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that, on April 14,
2014, NYSE Arca, Inc. (‘‘Exchange’’ or
‘‘NYSE Arca’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the self-regulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
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
Rule 6.62 (Certain Types of Orders
Defined) to remove the size restriction
on contra-party participation on a
Qualified Contingent Cross Order (‘‘QCC
Order’’). The text of the proposed rule
change is available on the Exchange’s
Web site at www.nyse.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 those 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 parts of such
statements.
[FR Doc. 2014–09203 Filed 4–22–14; 8:45 am]
BILLING CODE 8011–01–P
1 15
U.S.C. 78s(b)(1).
U.S.C. 78a.
3 17 CFR 240.19b–4.
2 15
17 17
CFR 200.30–3(a)(12).
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22737
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of this rule filing is to
amend [sic] 6.62 to remove the size
restriction on contra-party participation
on a QCC Order. The proposed rule
change, which mirrors a recently
adopted rule by the International
Securities Exchange (‘‘ISE’’) 4, would
expand the availability of QCC Orders
by permitting multiple contra-parties on
a QCC Order, each of which may consist
of an order for less than 1,000 contracts;
provided however, that the originating
QCC Order is a single order that meets
the 1,000 contract minimum (as well as
the other requirements of a QCC Order),
as discussed below.5 The proposed
change is intended to allow the
Exchange to compete fairly and equally
with other options exchanges, including
the ISE, that have recently adopted
similar rule changes.6
Rule 6.62(bb) provides that a QCC
Order must be comprised of an order to
buy or sell at least 1,000 contracts 7 that
is identified as being part of a qualified
contingent trade,8 coupled with a
contra-side order to buy or sell an equal
number of contracts. As Qualified
Contingent Crosses, QCC Orders are
automatically executed upon entry
provided that the execution (i) is not at
the same price as a Customer Order in
the Consolidated Book and (ii) is at or
4 See Securities Exchange Act Release No. 71863
(April, 3, 2014) (SR–ISE–2014–72).
5 In the case of mini options, the minimum size
is 10,000 contracts.
6 See supra n. 4.
7 In the case of mini options, the minimum size
is 10,000 contracts.
8 A ‘‘qualified contingent trade’’ must meet the
following conditions: (i) At least one component
must be an NMS Stock; (ii) all the components must
be effected with a product price contingency that
either has been agreed to by all the respective
counterparties or arranged for by a broker-dealer as
principal or agent; (iii) the execution of one
component must be contingent upon the execution
of all other components at or near the same time;
(iv) the specific relationship between the
component orders (e.g., the spread between the
prices of the component orders) must be
determined by the time the contingent order is
placed; (v) the component orders must bear a
derivative relationship to one another, represent
different classes of shares of the same issuer, or
involve the securities of participants in mergers or
with intentions to merge that have been announced
or cancelled; and (vi) the transaction must be fully
hedged (without regard to any prior existing
position) as a result of other components of the
contingent trade. In addition, ATP Holders must
demonstrate that the transaction is fully hedged
using reasonable risk-valuation methodologies. See
supra n.4 (citing Securities Exchange Act Release
No. 57620 (April 4, 2008), 73 FR 19271 (April 9,
2008)).
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Federal Register / Vol. 79, No. 78 / Wednesday, April 23, 2014 / Notices
between the NBBO.9 In addition, QCC
Orders that cannot be executed when
entered will automatically cancel.10
Finally, QCC Orders may only be
entered in the regular trading
increments applicable to the options
class under Rule 6.72 (Trading
Differentials).
The Exchange adopted the QCC Order
type on March 17, 2011.11 On March 19,
2014, the Exchange submitted for
immediate effectiveness a filing, which
amended Rule 6.62(bb) to specify that a
QCC Order could have multiple contraparties, so long as each contra-side order
met the minimum size requirements of
1,000 contacts, or 10,000 contracts for
mini-options.12
As discussed above, the Exchange
now proposes to amend Rule 6.62(bb) to
remove the size limitation placed on
each contra-party to a QCC Order.13 The
Exchange is proposing this change for
competitive reasons, as it will allow the
Exchange to compete fairly and equally
with other option exchanges that have
similarly amended their rules, including
ISE.14 The Exchange does not propose to
remove the size requirement on the
originating order of a QCC Order.
In connection with this proposal, the
Exchange represents that it will track
and monitor QCC Orders to determine
which is the originating side of the
order and which is the contra-side(s) of
the order to ensure that OTP Holders
and/or OTP Firms (collectively,
‘‘OTPs’’) are complying with the
minimum 1,000 contract size
requirement on the originating side of
the QCC Order. In this regard, the
Exchange will monitor whether OTPs
are aggregating multiple orders to meet
the 1,000 contract minimum on the
originating side of the trade in violation
of the requirements of the rule. The rule
requires that the originating side of the
trade consist of one party who is
9 See
Rule 6.90 (Qualified Contingent Crosses).
wreier-aviles on DSK5TPTVN1PROD with NOTICES
10 Id.
11 See Securities Exchange Act Release No. 64086
(March 17, 2011), 76 FR 16021 (March 22, 2011)
(SR–NYSEArca–2011–09).
12 See Securities and Exchange Act Release No.
71818 (March 27, 2014) (SR–NYSEArca–2014–27),
79 FR 18599 (April 2, 1014). The Exchange notes
that the operative date for this rule change is April
21, 2014. To ensure that the instant proposal may
be implemented without delay, the Exhibit 5 to the
instant proposal reflects not only the instant
proposal but also the rule text changes that would
not have otherwise been operative until April 21,
2014.
13 Per proposed Rule 6.62(bb): ‘‘A Qualified
Contingent Cross Order is comprised of an
originating order to buy or sell at least 1,000
contracts, or 10,000 mini-options contracts, that is
identified as being part of a qualified contingent
trade, as that term is defined in Commentary .02
below, coupled with a contra-side order or orders
totaling an equal number of contracts.’’
14 See supra n. 4.
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15:37 Apr 22, 2014
Jkt 232001
submitting a QCC Order for at least
1,000 contracts. The Exchange
represents that it will enforce
compliance with this portion of the rule
by checking to see if an OTP breaks up
the originating side of the order in a
post trade allocation to different
Clearing Members, allocating less than
1,000 contracts to a party or multiple
parties. For example, an OTP Holder
enters a QCC Order into the system for
1,500 contracts and receives an
execution. Subsequent to the execution,
the OTP Holder allocates the originating
side of the order to two different
clearing firms on a post trade allocation
basis, thereby allocating 500 contracts to
one Clearing Member and 1,000
contracts to another Clearing Member.
The Exchange states that this type of
transaction would not meet the
requirements of a QCC Order under the
current rule. With regard to order entry,
the Exchange notes that OTPs must
designate orders entered in the system
as either the originating side or the
contra-side(s). The Exchange will
monitor order entries to ensure that
OTPs are properly entering QCC Orders
into the system.
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with Section
6(b) of the Act in general, and furthers
the objectives of Section 6(b)(5) of the
Act, in that it is designed to promote
just and equitable principles of trade,
remove impediments to and perfect the
mechanisms of a free and open market
and a national market system and, in
general, to protect investors and the
public interest.
Specifically, because the proposal
removes the size restriction placed on
each contra-party to a QCC Order, but
leaves unchanged the minimum size
requirement for the originating order,
the Exchange believes that the proposal
should provide more opportunity to
participate in QCC trades, consistent
with the key principles behind the QCC
Order.
The Exchange believes the proposed
rule change is consistent with Section
6(b)(8) of the Act, as it will enable the
Exchange to compete with other options
exchanges, including the ISE,15 for QCC
Orders. In addition, the proposed rule
change will be beneficial to market
participants because allowing multiple
parties of any size on the contra-side of
a QCC Order should foster competition
for filling QCC Orders and thereby
result in potentially better prices.
Furthermore, the Exchange believes
that the proposed rule change should
15 Id.
PO 00000
Frm 00121
Fmt 4703
Sfmt 4703
improve the utility of the QCC Order
without raising novel regulatory issues,
because the proposal does not impact
the fundamental aspects of the QCC
Order type. Rather, the proposal merely
permits multiple contra-parties,
regardless of size, on one side, while
preserving the 1,000 contract minimum
on the originating QCC Order.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. In fact, the
proposal is intended to relieve a burden
on competition, which results from
different exchanges interpreting their
rules differently. Among the options
exchanges, the Exchange believes that
the proposal to remove the size
requirement of at least 1,000 contracts
(or, in the case of mini-options, 10,000
contracts), as described above, should
foster competition for filling the contraside of a QCC Order and thereby result
in potentially better prices for such
orders. In addition, the proposal will
enable the Exchange to more effectively
compete with other option exchanges
like the ISE that have already
implemented similar rule changes.16
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were solicited
or received with respect to the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The Exchange has filed the proposed
rule change pursuant to Section
19(b)(3)(A)(iii) of the Act 17 and Rule
19b–4(f)(6) thereunder.18 Because the
proposed rule change does not: (i)
Significantly affect the protection of
investors or the public interest; (ii)
impose any significant burden on
competition; and (iii) become operative
prior to 30 days from the date on which
it was filed, or such shorter time as the
Commission may designate, if
consistent with the protection of
investors and the public interest, the
proposed rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act and Rule 19b–4(f)(6)(iii)
thereunder.19
16 Id.
17 15
U.S.C. 78s(b)(3)(A)(iii).
CFR 240.19b–4(f)(6).
19 17 CFR 240.19b–4(f)(6)(iii). As required under
Rule 19b–4(f)(6)(iii), the Exchange provided the
18 17
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Federal Register / Vol. 79, No. 78 / Wednesday, April 23, 2014 / Notices
wreier-aviles on DSK5TPTVN1PROD with NOTICES
A proposed rule change filed under
Rule 19b–4(f)(6) 20 normally does not
become operative prior to 30 days after
the date of the filing. However, pursuant
to Rule 19b–4(f)(6)(iii),21 the
Commission may designate a shorter
time if such action is consistent with the
protection of investors and the public
interest. The Exchange has asked the
Commission to waive the 30-day
operative delay so that the proposal may
become operative immediately upon
filing. The Commission believes that
waiving the 30-day operative delay is
consistent with the protection of
investors and the public interest, as it
will help eliminate investor confusion
and promote competition among the
option exchanges.22 Therefore, the
Commission designates the proposed
rule change to be operative upon filing.
The Commission notes that, given the
differing requirements as between the
originating side and contra-side for QCC
Orders, it is essential that the Exchange
be able to clearly identify and monitor—
throughout the life of a QCC Order,
beginning at time of order entry on the
Exchange through the post-trade
allocation process—each side of the
QCC Order and ensure that the
requirements of the order type are being
satisfied including, importantly, those
relating to the originating side. The
Commission believes this to be critical
so that the Exchange can ensure that
market participants are not able to
circumvent the requirements of the QCC
Order (as amended by this proposed
rule change), each of which the
Commission continues to believe are
critical to ensuring that the QCC Order
is narrowly drawn.23 Further, the
Commission notes that the Exchange
has made certain representations
regarding its enforcement and
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.
20 17 CFR 240.19b–4(f)(6).
21 17 CFR 240.19b–4(f)(6)(iii).
22 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).
23 The Commission expects the Exchange to have
the capability to enable it to surveil that such
requirements are being met. Though the Exchange
has stated its ability to do so, if the Exchange is not
able to have such monitoring at any point in time,
the Commission would expect the Exchange to take
other steps to ensure that the QCC Order cannot be
improperly used. For example, if the Exchange were
not able to identify and monitor which side of a
QCC Order is the originating order, the Commission
would expect that it would require that both sides
of the QCC Order meet the more stringent
requirements of the originating side, i.e., that it be
for a single order for at least 1,000 contracts.
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15:37 Apr 22, 2014
Jkt 232001
surveillance of its OTPs’ use of QCC
Orders, including, for example, not only
at the time of order entry, but through
the post-trade allocation process as well.
At any time within 60 days of the
filing of such proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
under Section 19(b)(2)(B) 24 of the Act to
determine whether the proposed rule
change should be approved or
disapproved.
22739
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–
NYSEArca–2014–43, and should be
submitted on or before May 14, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.25
Kevin M. O’Neill,
Deputy Secretary.
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:
[FR Doc. 2014–09209 Filed 4–22–14; 8:45 am]
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–
NYSEArca–2014–43 on the subject line.
Self-Regulatory Organizations; EDGX
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Amend Its ROOC
Routing Option Under EDGX Rule
11.9(b)(2)(n)
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–NYSEArca–2014–43. 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
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 14,
2014, EDGX Exchange, Inc. (the
‘‘Exchange’’ or ‘‘EDGX’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which items have been prepared
by the self-regulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71963; File No. SR–EDGX–
2014–11]
April 17, 2014.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend its
ROOC routing option under Rule
11.9(b)(2)(n) to include the ability to
route orders to participate in the listing
market’s re-opening process following a
halt, suspension or pause. The text of
the proposed rule change is available on
the Exchange’s Internet Web site at
www.directedge.com, at the Exchange’s
principal office, and at the Public
Reference Room of the Commission.
25 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
24 15
PO 00000
U.S.C. 78s(b)(2)(B).
Frm 00122
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Agencies
[Federal Register Volume 79, Number 78 (Wednesday, April 23, 2014)]
[Notices]
[Pages 22737-22739]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-09209]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-71965; File No. SR-NYSEArca-2014-43]
Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change Amending Rule 6.62
To Remove the Size Restriction on Contra-Party Participation on a
Qualified Contingent Cross Order
April 17, 2014.
Pursuant to Section 19(b)(1) \1\ of the Securities Exchange Act of
1934 (``Act'') \2\ and Rule 19b-4 thereunder,\3\ notice is hereby given
that, on April 14, 2014, NYSE Arca, Inc. (``Exchange'' or ``NYSE
Arca'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I and
II below, which Items have been prepared by the self-regulatory
organization. The Commission is publishing this notice to solicit
comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 15 U.S.C. 78a.
\3\ 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 Rule 6.62 (Certain Types of Orders
Defined) to remove the size restriction on contra-party participation
on a Qualified Contingent Cross Order (``QCC Order''). The text of the
proposed rule change is available on the Exchange's Web site at
www.nyse.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 those 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 parts of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of this rule filing is to amend [sic] 6.62 to remove
the size restriction on contra-party participation on a QCC Order. The
proposed rule change, which mirrors a recently adopted rule by the
International Securities Exchange (``ISE'') \4\, would expand the
availability of QCC Orders by permitting multiple contra-parties on a
QCC Order, each of which may consist of an order for less than 1,000
contracts; provided however, that the originating QCC Order is a single
order that meets the 1,000 contract minimum (as well as the other
requirements of a QCC Order), as discussed below.\5\ The proposed
change is intended to allow the Exchange to compete fairly and equally
with other options exchanges, including the ISE, that have recently
adopted similar rule changes.\6\
---------------------------------------------------------------------------
\4\ See Securities Exchange Act Release No. 71863 (April, 3,
2014) (SR-ISE-2014-72).
\5\ In the case of mini options, the minimum size is 10,000
contracts.
\6\ See supra n. 4.
---------------------------------------------------------------------------
Rule 6.62(bb) provides that a QCC Order must be comprised of an
order to buy or sell at least 1,000 contracts \7\ that is identified as
being part of a qualified contingent trade,\8\ coupled with a contra-
side order to buy or sell an equal number of contracts. As Qualified
Contingent Crosses, QCC Orders are automatically executed upon entry
provided that the execution (i) is not at the same price as a Customer
Order in the Consolidated Book and (ii) is at or
[[Page 22738]]
between the NBBO.\9\ In addition, QCC Orders that cannot be executed
when entered will automatically cancel.\10\ Finally, QCC Orders may
only be entered in the regular trading increments applicable to the
options class under Rule 6.72 (Trading Differentials).
---------------------------------------------------------------------------
\7\ In the case of mini options, the minimum size is 10,000
contracts.
\8\ A ``qualified contingent trade'' must meet the following
conditions: (i) At least one component must be an NMS Stock; (ii)
all the components must be effected with a product price contingency
that either has been agreed to by all the respective counterparties
or arranged for by a broker-dealer as principal or agent; (iii) the
execution of one component must be contingent upon the execution of
all other components at or near the same time; (iv) the specific
relationship between the component orders (e.g., the spread between
the prices of the component orders) must be determined by the time
the contingent order is placed; (v) the component orders must bear a
derivative relationship to one another, represent different classes
of shares of the same issuer, or involve the securities of
participants in mergers or with intentions to merge that have been
announced or cancelled; and (vi) the transaction must be fully
hedged (without regard to any prior existing position) as a result
of other components of the contingent trade. In addition, ATP
Holders must demonstrate that the transaction is fully hedged using
reasonable risk-valuation methodologies. See supra n.4 (citing
Securities Exchange Act Release No. 57620 (April 4, 2008), 73 FR
19271 (April 9, 2008)).
\9\ See Rule 6.90 (Qualified Contingent Crosses).
\10\ Id.
---------------------------------------------------------------------------
The Exchange adopted the QCC Order type on March 17, 2011.\11\ On
March 19, 2014, the Exchange submitted for immediate effectiveness a
filing, which amended Rule 6.62(bb) to specify that a QCC Order could
have multiple contra-parties, so long as each contra-side order met the
minimum size requirements of 1,000 contacts, or 10,000 contracts for
mini-options.\12\
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\11\ See Securities Exchange Act Release No. 64086 (March 17,
2011), 76 FR 16021 (March 22, 2011) (SR-NYSEArca-2011-09).
\12\ See Securities and Exchange Act Release No. 71818 (March
27, 2014) (SR-NYSEArca-2014-27), 79 FR 18599 (April 2, 1014). The
Exchange notes that the operative date for this rule change is April
21, 2014. To ensure that the instant proposal may be implemented
without delay, the Exhibit 5 to the instant proposal reflects not
only the instant proposal but also the rule text changes that would
not have otherwise been operative until April 21, 2014.
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As discussed above, the Exchange now proposes to amend Rule
6.62(bb) to remove the size limitation placed on each contra-party to a
QCC Order.\13\ The Exchange is proposing this change for competitive
reasons, as it will allow the Exchange to compete fairly and equally
with other option exchanges that have similarly amended their rules,
including ISE.\14\ The Exchange does not propose to remove the size
requirement on the originating order of a QCC Order.
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\13\ Per proposed Rule 6.62(bb): ``A Qualified Contingent Cross
Order is comprised of an originating order to buy or sell at least
1,000 contracts, or 10,000 mini-options contracts, that is
identified as being part of a qualified contingent trade, as that
term is defined in Commentary .02 below, coupled with a contra-side
order or orders totaling an equal number of contracts.''
\14\ See supra n. 4.
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In connection with this proposal, the Exchange represents that it
will track and monitor QCC Orders to determine which is the originating
side of the order and which is the contra-side(s) of the order to
ensure that OTP Holders and/or OTP Firms (collectively, ``OTPs'') are
complying with the minimum 1,000 contract size requirement on the
originating side of the QCC Order. In this regard, the Exchange will
monitor whether OTPs are aggregating multiple orders to meet the 1,000
contract minimum on the originating side of the trade in violation of
the requirements of the rule. The rule requires that the originating
side of the trade consist of one party who is submitting a QCC Order
for at least 1,000 contracts. The Exchange represents that it will
enforce compliance with this portion of the rule by checking to see if
an OTP breaks up the originating side of the order in a post trade
allocation to different Clearing Members, allocating less than 1,000
contracts to a party or multiple parties. For example, an OTP Holder
enters a QCC Order into the system for 1,500 contracts and receives an
execution. Subsequent to the execution, the OTP Holder allocates the
originating side of the order to two different clearing firms on a post
trade allocation basis, thereby allocating 500 contracts to one
Clearing Member and 1,000 contracts to another Clearing Member. The
Exchange states that this type of transaction would not meet the
requirements of a QCC Order under the current rule. With regard to
order entry, the Exchange notes that OTPs must designate orders entered
in the system as either the originating side or the contra-side(s). The
Exchange will monitor order entries to ensure that OTPs are properly
entering QCC Orders into the system.
2. Statutory Basis
The Exchange believes the proposed rule change is consistent with
Section 6(b) of the Act in general, and furthers the objectives of
Section 6(b)(5) of the Act, in that it is designed to promote just and
equitable principles of trade, remove impediments to and perfect the
mechanisms of a free and open market and a national market system and,
in general, to protect investors and the public interest.
Specifically, because the proposal removes the size restriction
placed on each contra-party to a QCC Order, but leaves unchanged the
minimum size requirement for the originating order, the Exchange
believes that the proposal should provide more opportunity to
participate in QCC trades, consistent with the key principles behind
the QCC Order.
The Exchange believes the proposed rule change is consistent with
Section 6(b)(8) of the Act, as it will enable the Exchange to compete
with other options exchanges, including the ISE,\15\ for QCC Orders. In
addition, the proposed rule change will be beneficial to market
participants because allowing multiple parties of any size on the
contra-side of a QCC Order should foster competition for filling QCC
Orders and thereby result in potentially better prices.
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\15\ Id.
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Furthermore, the Exchange believes that the proposed rule change
should improve the utility of the QCC Order without raising novel
regulatory issues, because the proposal does not impact the fundamental
aspects of the QCC Order type. Rather, the proposal merely permits
multiple contra-parties, regardless of size, on one side, while
preserving the 1,000 contract minimum on the originating QCC Order.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition that is not necessary or appropriate
in furtherance of the purposes of the Act. In fact, the proposal is
intended to relieve a burden on competition, which results from
different exchanges interpreting their rules differently. Among the
options exchanges, the Exchange believes that the proposal to remove
the size requirement of at least 1,000 contracts (or, in the case of
mini-options, 10,000 contracts), as described above, should foster
competition for filling the contra-side of a QCC Order and thereby
result in potentially better prices for such orders. In addition, the
proposal will enable the Exchange to more effectively compete with
other option exchanges like the ISE that have already implemented
similar rule changes.\16\
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\16\ Id.
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C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were solicited or received with respect to the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The Exchange has filed the proposed rule change pursuant to Section
19(b)(3)(A)(iii) of the Act \17\ and Rule 19b-4(f)(6) thereunder.\18\
Because the proposed rule change does not: (i) Significantly affect the
protection of investors or the public interest; (ii) impose any
significant burden on competition; and (iii) become operative prior to
30 days from the date on which it was filed, or such shorter time as
the Commission may designate, if consistent with the protection of
investors and the public interest, the proposed rule change has become
effective pursuant to Section 19(b)(3)(A) of the Act and Rule 19b-
4(f)(6)(iii) thereunder.\19\
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\17\ 15 U.S.C. 78s(b)(3)(A)(iii).
\18\ 17 CFR 240.19b-4(f)(6).
\19\ 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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[[Page 22739]]
A proposed rule change filed under Rule 19b-4(f)(6) \20\ normally
does not become operative prior to 30 days after the date of the
filing. However, pursuant to Rule 19b-4(f)(6)(iii),\21\ the Commission
may designate a shorter time if such action is consistent with the
protection of investors and the public interest. The Exchange has asked
the Commission to waive the 30-day operative delay so that the proposal
may become operative immediately upon filing. The Commission believes
that waiving the 30-day operative delay is consistent with the
protection of investors and the public interest, as it will help
eliminate investor confusion and promote competition among the option
exchanges.\22\ Therefore, the Commission designates the proposed rule
change to be operative upon filing.
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\20\ 17 CFR 240.19b-4(f)(6).
\21\ 17 CFR 240.19b-4(f)(6)(iii).
\22\ 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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The Commission notes that, given the differing requirements as
between the originating side and contra-side for QCC Orders, it is
essential that the Exchange be able to clearly identify and monitor--
throughout the life of a QCC Order, beginning at time of order entry on
the Exchange through the post-trade allocation process--each side of
the QCC Order and ensure that the requirements of the order type are
being satisfied including, importantly, those relating to the
originating side. The Commission believes this to be critical so that
the Exchange can ensure that market participants are not able to
circumvent the requirements of the QCC Order (as amended by this
proposed rule change), each of which the Commission continues to
believe are critical to ensuring that the QCC Order is narrowly
drawn.\23\ Further, the Commission notes that the Exchange has made
certain representations regarding its enforcement and surveillance of
its OTPs' use of QCC Orders, including, for example, not only at the
time of order entry, but through the post-trade allocation process as
well.
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\23\ The Commission expects the Exchange to have the capability
to enable it to surveil that such requirements are being met. Though
the Exchange has stated its ability to do so, if the Exchange is not
able to have such monitoring at any point in time, the Commission
would expect the Exchange to take other steps to ensure that the QCC
Order cannot be improperly used. For example, if the Exchange were
not able to identify and monitor which side of a QCC Order is the
originating order, the Commission would expect that it would require
that both sides of the QCC Order meet the more stringent
requirements of the originating side, i.e., that it be for a single
order for at least 1,000 contracts.
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At any time within 60 days of the filing of such proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act. If the Commission
takes such action, the Commission shall institute proceedings under
Section 19(b)(2)(B) \24\ of the Act to determine whether the proposed
rule change should be approved or disapproved.
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\24\ 15 U.S.C. 78s(b)(2)(B).
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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 Number SR-NYSEArca-2014-43 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-NYSEArca-2014-43. 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-NYSEArca-2014-43, and should
be submitted on or before May 14, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\25\
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\25\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-09209 Filed 4-22-14; 8:45 am]
BILLING CODE 8011-01-P