Self-Regulatory Organizations; Miami International Securities Exchange LLC; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend MIAX Rule 516 To Remove the Size Restrictions on Contra-Party Participation on a Qualified Contingent Cross Order, 32345-32347 [2014-12886]
Download as PDF
Federal Register / Vol. 79, No. 107 / Wednesday, June 4, 2014 / Notices
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 foregoing proposed rule
change does not:
A. significantly affect the protection
of investors or the public interest;
B. impose any significant burden on
competition; and
C. become operative for 30 days from
the date on which it was filed, or such
shorter time as the Commission may
designate, it has become effective
pursuant to Section 19(b)(3)(A) of the
Act 17 and Rule 19b–4(f)(6) 18
thereunder. At any time within 60 days
of the filing of the proposed rule change,
the Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is 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 will institute proceedings
to determine whether the proposed rule
change should be approved or
disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
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 rule-comments@
sec.gov. Please include File Number SR–
CBOE–2014–046 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–CBOE–2014–046. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549 on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–CBOE–
2014–046, and should be submitted on
or before June 25, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.19
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–12884 Filed 6–3–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–72273; File No. SR–MIAX–
2014–22]
Self-Regulatory Organizations; Miami
International Securities Exchange LLC;
Notice of Filing and Immediate
Effectiveness of a Proposed Rule
Change To Amend MIAX Rule 516 To
Remove the Size Restrictions on
Contra-Party Participation on a
Qualified Contingent Cross Order
May 29, 2014.
Pursuant to the provisions of Section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’) 1 and Rule 19b–4
thereunder,2 notice is hereby given that
on May 21, 2014, Miami International
Securities Exchange LLC (‘‘MIAX’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission
19 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
17 15
U.S.C. 78s(b)(3)(A).
18 17 CFR 240.19b–4(f)(6).
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(‘‘Commission’’) a 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 is filing a proposal to
amend MIAX Rule 516(j) to remove the
size restrictions 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 https://www.miaxoptions.com/filter/
wotitle/rule_filing, at MIAX’s principal
office, 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 the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of this rule filing is to
amend Rule 516(j) 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’’) and NYSE
Arca,3 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.4 The proposed change
3 See Securities Exchange Act Release Nos. 71863
(April, 3, 2014), 79 FR 19680 (April 9, 2014) (SR–
ISE–2013–72); 71965 (April 17, 2014), 79 FR 22737
(April 23, 2014) (SR–NYSEArca–2014–43).
4 In the case of mini-options, as proposed, the
minimum size is 10,000 contracts.
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04JNN1
32346
Federal Register / Vol. 79, No. 107 / Wednesday, June 4, 2014 / Notices
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.5 Additionally, the Exchange
proposes adding language to Rule 516(j)
to account for mini-options that
currently trade on the Exchange and
that an originating order in mini-options
must be at least 10,000 contracts to
qualify as an QCC Order under Rule
516(j).
Rule 516(j) provides that a QCC Order
must be comprised of an order to buy
or sell at least 1,000 contracts 6 that is
identified as being part of a qualified
contingent trade,7 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 Priority Customer
Order on the Exchange Book and (ii) is
at or between the NBBO.8 In addition,
QCC Orders that cannot be executed
when entered will automatically
cancel.9 Finally, QCC Orders may only
be entered in the regular trading
increments applicable to the options
class under Rule 510 (Minimum Price
Variations and Minimum Trading
Increments).
As discussed above, the Exchange
now proposes to amend Rule 516(j) to
remove the size limitation placed on
each contra-party to a QCC Order.10 The
5 See
supra n. 3.
supra n. 3.
7 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
Securities Exchange Act Release No. 57620 (April
4, 2008), 73 FR 19271 (April 9, 2008).
8 See Rule 515(h)(2).
9 Id.
10 Per proposed Rule 516(j): ‘‘A Qualified
Contingent Cross Order is comprised of an
originating order to buy or sell at least 1,000
contracts, or 10,000 mini-option contracts, that is
identified as being part of a qualified contingent
trade, as that term is defined in Interpretations and
Policies .01 below, coupled with a contra-side order
or orders totaling an equal number of contracts.’’
tkelley on DSK3SPTVN1PROD with NOTICES
6 See
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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 and NYSE Arca.11 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 Members 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 Members 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 a Member
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, a
Member enters a QCC Order into the
system for 1,500 contracts and receives
an execution. Subsequent to the
execution, the Member 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 Members 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
Members are properly entering QCC
Orders into the system.
2. Statutory Basis
The Exchange believes that its
proposed rule change is consistent with
Section 6(b) 12 of the Act in general, and
furthers the objectives of Section
6(b)(5) 13 of the Act in particular, in that
it is designed to prevent fraudulent and
manipulative acts and practices, to
supra n. 3.
U.S.C. 78f(b).
13 15 U.S.C. 78f(b)(5).
promote just and equitable principles of
trade, to foster cooperation and
coordination with persons engaged in
facilitating transactions in securities, to
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
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 and NYSE
Arca,14 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
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 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 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
and NYSE Arca that have already
implemented similar rule changes.15
11 See
12 15
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14 Id.
15 Id.
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E:\FR\FM\04JNN1.SGM
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Federal Register / Vol. 79, No. 107 / Wednesday, June 4, 2014 / Notices
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments were neither
solicited nor received.
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 16 and Rule
19b–4(f)(6) thereunder.17 Because the
foregoing proposed rule change does
not: (i) Significantly affect the
protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days after the date of
the filing, or such shorter time as the
Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A) of the Act 18 and Rule 19b–
4(f)(6)(iii) 19 thereunder.
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,
16 15
U.S.C. 78s(b)(3)(A)(iii).
CFR 240.19b–4(f)(6).
18 15 U.S.C. 78s(b)(3)(A).
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.
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).
tkelley on DSK3SPTVN1PROD with NOTICES
17 17
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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 Members’ 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 the 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
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–
MIAX–2014–22 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
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.
PO 00000
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32347
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–MIAX–2014–22. 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–MIAX–
2014–22, and should be submitted on or
before June 25, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.24
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–12886 Filed 6–3–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–72277; File No. SR–
CBOE–2014–047]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change Relating to the Penny
Pilot Program
May 29, 2014.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
24 17
E:\FR\FM\04JNN1.SGM
CFR 200.30–3(a)(12).
04JNN1
Agencies
[Federal Register Volume 79, Number 107 (Wednesday, June 4, 2014)]
[Notices]
[Pages 32345-32347]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-12886]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-72273; File No. SR-MIAX-2014-22]
Self-Regulatory Organizations; Miami International Securities
Exchange LLC; Notice of Filing and Immediate Effectiveness of a
Proposed Rule Change To Amend MIAX Rule 516 To Remove the Size
Restrictions on Contra-Party Participation on a Qualified Contingent
Cross Order
May 29, 2014.
Pursuant to the provisions of Section 19(b)(1) of the Securities
Exchange Act of 1934 (``Act'') \1\ and Rule 19b-4 thereunder,\2\ notice
is hereby given that on May 21, 2014, Miami International Securities
Exchange LLC (``MIAX'' or ``Exchange'') filed with the Securities and
Exchange Commission (``Commission'') a 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 is filing a proposal to amend MIAX Rule 516(j) to
remove the size restrictions 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 https://www.miaxoptions.com/filter/wotitle/rule_filing, at
MIAX's principal office, 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 the
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of this rule filing is to amend Rule 516(j) 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'') and NYSE Arca,\3\ 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.\4\ The proposed
change
[[Page 32346]]
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.\5\ Additionally, the Exchange proposes adding
language to Rule 516(j) to account for mini-options that currently
trade on the Exchange and that an originating order in mini-options
must be at least 10,000 contracts to qualify as an QCC Order under Rule
516(j).
---------------------------------------------------------------------------
\3\ See Securities Exchange Act Release Nos. 71863 (April, 3,
2014), 79 FR 19680 (April 9, 2014) (SR-ISE-2013-72); 71965 (April
17, 2014), 79 FR 22737 (April 23, 2014) (SR-NYSEArca-2014-43).
\4\ In the case of mini-options, as proposed, the minimum size
is 10,000 contracts.
\5\ See supra n. 3.
---------------------------------------------------------------------------
Rule 516(j) provides that a QCC Order must be comprised of an order
to buy or sell at least 1,000 contracts \6\ that is identified as being
part of a qualified contingent trade,\7\ 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 Priority
Customer Order on the Exchange Book and (ii) is at or between the
NBBO.\8\ In addition, QCC Orders that cannot be executed when entered
will automatically cancel.\9\ Finally, QCC Orders may only be entered
in the regular trading increments applicable to the options class under
Rule 510 (Minimum Price Variations and Minimum Trading Increments).
---------------------------------------------------------------------------
\6\ See supra n. 3.
\7\ 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 Securities Exchange Act
Release No. 57620 (April 4, 2008), 73 FR 19271 (April 9, 2008).
\8\ See Rule 515(h)(2).
\9\ Id.
---------------------------------------------------------------------------
As discussed above, the Exchange now proposes to amend Rule 516(j)
to remove the size limitation placed on each contra-party to a QCC
Order.\10\ 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 and NYSE Arca.\11\ The Exchange does not propose to
remove the size requirement on the originating order of a QCC Order.
---------------------------------------------------------------------------
\10\ Per proposed Rule 516(j): ``A Qualified Contingent Cross
Order is comprised of an originating order to buy or sell at least
1,000 contracts, or 10,000 mini-option contracts, that is identified
as being part of a qualified contingent trade, as that term is
defined in Interpretations and Policies .01 below, coupled with a
contra-side order or orders totaling an equal number of contracts.''
\11\ See supra n. 3.
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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 Members 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 Members 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 a Member 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, a Member enters a QCC Order into the
system for 1,500 contracts and receives an execution. Subsequent to the
execution, the Member 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
Members 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 Members are properly entering QCC Orders into
the system.
2. Statutory Basis
The Exchange believes that its proposed rule change is consistent
with Section 6(b) \12\ of the Act in general, and furthers the
objectives of Section 6(b)(5) \13\ of the Act in particular, in that it
is designed to prevent fraudulent and manipulative acts and practices,
to promote just and equitable principles of trade, to foster
cooperation and coordination with persons engaged in facilitating
transactions in securities, to 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.
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\12\ 15 U.S.C. 78f(b).
\13\ 15 U.S.C. 78f(b)(5).
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Specifically, because the proposal 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 and NYSE Arca,\14\ 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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\14\ 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 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 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 and NYSE Arca that
have already implemented similar rule changes.\15\
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\15\ Id.
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[[Page 32347]]
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
Written comments were neither solicited nor received.
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 \16\ and Rule 19b-4(f)(6) thereunder.\17\
Because the foregoing proposed rule change does not: (i) Significantly
affect the protection of investors or the public interest; (ii) impose
any significant burden on competition; and (iii) become operative for
30 days after the date of the filing, or such shorter time as the
Commission may designate, it has become effective pursuant to Section
19(b)(3)(A) of the Act \18\ and Rule 19b-4(f)(6)(iii) \19\ thereunder.
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\16\ 15 U.S.C. 78s(b)(3)(A)(iii).
\17\ 17 CFR 240.19b-4(f)(6).
\18\ 15 U.S.C. 78s(b)(3)(A).
\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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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 Members' 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 the 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 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-MIAX-2014-22 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-MIAX-2014-22. 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-MIAX-2014-22, and should be
submitted on or before June 25, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\24\
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\24\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-12886 Filed 6-3-14; 8:45 am]
BILLING CODE 8011-01-P