Self-Regulatory Organizations; Chicago Stock Exchange, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Remove Obsolete Rule Language and To Permit the Exchange To Enable or Disable Trade Adjustment Functionalities Pursuant to Notice, 35206-35208 [2014-14313]
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35206
Federal Register / Vol. 79, No. 118 / Thursday, June 19, 2014 / Notices
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’) 1 and Rule 19b–4
thereunder,2 a proposed rule change to
list and trade shares of the Reality
Shares DIVS Index ETF (‘‘Fund’’)
(formerly, Reality Shares Isolated
Dividend Growth Index ETF) under
NYSE Arca Equities Rule 5.2(j)(3). The
proposed rule change was published for
comment in the Federal Register on
April 30, 2014.3 On May 6, 2014, the
Exchange filed Amendment No. 1 to the
proposed rule change, which amended
and replaced the proposed rule change
in its entirety.4 On June 6, 2014, the
Exchange filed Amendment No. 4 to the
proposed rule change.5 The Commission
received no comment letters on the
proposed rule change.
The proposed rule change would
permit the listing and trading of shares
of the Fund, which would seek longterm capital appreciation by tracking the
performance of the Reality Shares DIVS
Index (‘‘Index’’) (formerly, Reality
Shares Isolated Dividend Growth
Index). At least 80% of the Fund’s total
assets would be invested in the
component securities of the Index,
which would be calculated using a
proprietary, rules-based methodology
designed to track market expectations
for dividend growth conveyed in realtime using the mid-point of the bid-ask
spread on U.S. exchange-listed S&P 500
Index options and U.S. exchange-listed
options on exchange traded funds
designed to track the S&P 500 Index.
Under the proposal, the Fund would
buy (i.e., hold a ‘‘long’’ position in) and
sell (i.e., hold a ‘‘short’’ position in) put
and call options. The strategy of taking
both a long position in a security
through its ex-dividend date (the last
date an investor can own the security
and receive dividends paid on the
security) and a corresponding short
position in the same security
immediately thereafter is designed to
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 72015
(Apr. 24, 2014), 79 FR 24475.
4 In Amendment No. 1, the Exchange clarifies the
valuation of investments for purposes of calculating
net asset value, provides additional details
regarding the dissemination of the Disclosed
Portfolio, and makes other minor technical edits to
the proposed rule change.
5 The Exchange filed Amendment No. 2 on June
4, 2014 and withdrew it on June 5, 2014, and filed
Amendment No. 3 on June 5, 2014 and withdrew
it on June 6, 2014. Amendment No. 4 supersedes
both Amendment Nos. 2 and 3. In Amendment No.
4, the Exchange amends the proposal to reflect a
name change to the Fund and the underlying index.
Specifically, the Exchange replaces each reference
to ‘‘Reality Shares Isolated Dividend Growth Index
ETF’’ in the proposal with ‘‘Reality Shares DIVS
Index ETF,’’ and replaces each reference to ‘‘Reality
Shares Isolated Dividend Growth Index’’ in the
proposal with ‘‘Reality Shares DIVS Index.’’
emcdonald on DSK67QTVN1PROD with NOTICES
2 17
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allow the Fund to isolate its exposure to
the growth of the level of dividends
expected to be paid on such security
while minimizing its exposure to
changes in the trading price of such
security.
Section 19(b)(2) of the Act 6 provides
that, within 45 days of the publication
of notice of the filing of a proposed rule
change, or within such longer period up
to 90 days as the Commission may
designate if it finds such longer period
to be appropriate and publishes its
reasons for so finding or as to which the
self-regulatory organization consents,
the Commission shall either approve the
proposed rule change, disapprove the
proposed rule change, or institute
proceedings to determine whether the
proposed rule change should be
disapproved. The Commission is
extending this 45-day time period.
The Commission finds that it is
appropriate to designate a longer period
within which to take action on the
proposed rule change so that it has
sufficient time to consider the proposed
rule change and the unique nature of the
investment strategy of the proposed
Fund.
Accordingly, the Commission,
pursuant to Section 19(b)(2) of the Act,7
designates July 29, 2014, as the date by
which the Commission should either
approve or disapprove or institute
proceedings to determine whether to
disapprove the proposed rule change
(File Number SR–NYSEArca–2014–41).
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.8
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–14316 Filed 6–18–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–72387; File No. SR–CHX–
2014–09]
Self-Regulatory Organizations;
Chicago Stock Exchange, Inc.; Notice
of Filing and Immediate Effectiveness
of Proposed Rule Change To Remove
Obsolete Rule Language and To Permit
the Exchange To Enable or Disable
Trade Adjustment Functionalities
Pursuant to Notice
June 13, 2014.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
6 15
U.S.C. 78s(b)(2).
PO 00000
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
CHX proposes to amend Article 1,
Rule 1 (Definitions); Article 20, Rule 4
(Eligible Orders); Article 20, Rule 9
(Cancellation or Adjustment of Bona
Fide Error Trades); Article 20, Rule 9A
(Error Correction Transactions); and
Article 20, Rule 11 (Cancellation or
Adjustment of Stock Leg Trades) to
remove obsolete rule language and to
permit the Exchange to enable or disable
trade adjustment functionalities
pursuant to notice. The Exchange has
designated this proposal as noncontroversial and provided the
Commission with the notice required by
Rule 19b–4(f)(6)(iii) under the Act.3
The text of this proposed rule change
is available on the Exchange’s Web site
at (www.chx.com) and in 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
CHX included statements concerning
the purpose of and basis for the
proposed rule changes 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
CHX 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 Exchange proposes to amend
Article 1, Rule 1 (Definitions); Article
20, Rule 4 (Eligible Orders); Article 20,
Rule 9 (Cancellation or Adjustment of
Bona Fide Error Trades); Article 20,
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 17 CFR 240.19b–4(f)(6)(iii).
7 Id.
8 17
(‘‘Act’’),1 and Rule 19b–4 2 thereunder,
notice is hereby given that on June 10,
2014, the Chicago Stock Exchange, Inc.
(‘‘CHX’’ or the ‘‘Exchange’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I, II and III 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.
2 17
CFR 200.30–3(a)(31).
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Federal Register / Vol. 79, No. 118 / Thursday, June 19, 2014 / Notices
Rule 9A (Error Correction Transactions);
and Article 20, Rule 11 (Cancellation or
Adjustment of Stock Leg Trades) to
remove obsolete rule language and to
permit the Exchange to enable or disable
trade adjustment functionalities
pursuant to notice. Aside from these
amendments, the Exchange does not
propose to modify the operation of any
of the foregoing rules.
Background
On October 31, 2013, the Securities
and Exchange Commission
(‘‘Commission’’) approved a proposed
rule change to amend Article 20, Rule
9 to adopt new and modified rules for
the cancellation and adjustment of
trades based on Bona Fide Error; to
adopt Article 20, Rule 9A to detail the
Exchange’s then-current requirements
for Error Correction Transactions; and to
adopt Article 20, Rule 11 to adopt new
and modified rules for the cancellation
or adjustment of the stock leg trade of
Stock-Option or Stock-Future orders.4
Subsequently, on November 12, 2013,
the Exchange filed a proposed rule
change to, inter alia, adopt an operative
date of December 2, 2013 for all changes
approved under 34–70791 and to
readopt the previous version of Article
20, Rule 9 (Cancellation of
Transactions), so that it would remain
operative through December 1, 2013.5
Proposed Deletion of Obsolete Rule
Language
Given that the rule amendments
approved under 34–70791 are all
currently operative, the Exchange
proposes to delete the previous version
of Article 20, Rule 9, as it ceased to be
operative as of December 2, 2013. The
Exchange also proposes to delete
language under current Article 1, Rule
1 and Article 20, Rules 9, 9A and 11 that
provide that these rules ‘‘shall be
operative as of December 2, 2013,’’ as all
of these rules are currently operative.
Proposed Amendments to Article 20,
Rules 9(b) and 11(c)(3)
emcdonald on DSK67QTVN1PROD with NOTICES
Current Article 20, Rule 9(b) permits
a Participant to request an adjustment of
trades made in Bona Fide Error to the
extent necessary to correct Bona Fide
4 See Securities Exchange Act Release No. 70791
(October 31, 2013), 78 FR 66791 (November 6, 2013)
(Order Approving a Proposed Rule Change to Adopt
Standards for the Cancellation or Adjustment of
Bona Fide Error Trades, the Submission of Error
Correction Transactions, and the Cancellation or
Adjustment of Stock Leg Trades of Stock-Option or
Stock-Future Orders).
5 See Securities Exchange Act Release No. 70894
(November 18, 2013), 78 FR 70085 (November 22,
2013) (SR–CHX–2013–19).
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17:25 Jun 18, 2014
Jkt 232001
Errors.6 Moreover, current Article 20,
Rule 11(c)(3) permits the Participant
that submitted the stock leg trade to
request an adjustment of the stock leg
trade, pursuant to one of the options
enumerated under subparagraphs (A)–
(C), per Stock-Option or Stock-Future
order.7
While current Article 20, Rules 9 and
11 provide that Exchange operations
personnel shall decide whether or not
the requirements for trade cancellations
or adjustments have been met, the rules
do not, however, explicitly provide that
the adjustment functionalities described
therein shall be made available to
Participants at the discretion of the
Exchange. The Exchange submits that
this discretion is necessary to provide
the Exchange with rule-based authority
to disable certain adjustment
functionalities for all Participants when,
for example, the Exchange decides to
upgrade tools used to receive and verify
a specific adjustment option, so as to
better ensure compliance with CHX
rules and securities laws. If the
Exchange deactivates certain adjustment
functionalities pursuant to the proposed
rule, the Participant seeking a trade
adjustment would still be permitted to
cancel Bona Fide Error trades pursuant
to Article 20, Rule 9(b) and stock leg
trades pursuant to Article 20, Rule
11(b).
As such, the Exchange now proposes
adopt the following language within
current Article 20, Rule 9(b):
Bona Fide Error trade adjustments shall be
available to Participants at the discretion of
6 CHX Article 1, Rule 1(ii) defines ‘‘Bona Fide
Error’’ as follows:
‘‘Bona Fide Error’’ means:
(1) The inaccurate conveyance or execution of
any term of an order, including, but not limited to,
price, number of shares or other unit of trading;
identification of the security; identification of the
account for which securities are purchased or sold;
lost or otherwise misplaced order tickets; or the
execution of an order on the wrong side of a market;
(2) the unauthorized or unintended purchase,
sale, or allocation of securities, or the failure to
follow specific client instructions;
(3) the incorrect entry of data into relevant
systems, including reliance on incorrect cash
positions, withdrawals, or securities positions
reflected in an account; or
(4) a delay, outage, or failure of a communication
system used to transmit market data prices or to
facilitate the delivery or execution of an order.
7 Under CHX Article 20, Rule 11(c)(3), assuming
that the other requirements of Article 20, Rule 11
are met, a Participant may request to adjust (A) the
price of a stock leg trade to maintain the originallyagreed aggregate cash flow of all components of the
related Stock-Option or Stock-Future order; (B) the
quantity of a stock leg trade to maintain the
originally-agreed hedge ratio between all
components of the related Stock-Option or StockFuture order; or (C) the quantity of a stock leg trade
to maintain the originally-agreed delta-based hedge
ratio of all components of the related Stock-Option
order.
PO 00000
Frm 00060
Fmt 4703
Sfmt 4703
35207
the Exchange. Announcements regarding the
availability of Bona Fide Error trade
adjustments shall be made by the Exchange
via Information Memorandum and will be
provided in a manner to give reasonable
advance notice to its Participants.
In addition, the Exchange proposes to
adopt the similar language within
current Article 20, Rule 11(c)(3):
The following adjustment options under
subparagraphs (A)–(C) shall be available to
Participants at the discretion of the
Exchange. Announcements regarding the
availability of the adjustment options shall be
made by the Exchange via Information
Memorandum and will be provided in a
manner to give reasonable advance notice to
its Participants.
Both proposed paragraphs are similar to
current Article 20, Rule 4(b), which
permits the Exchange to designate
which general order types, modifiers,
and related terms listed under Article 1,
Rule 2 may be eligible for entry to and
acceptance by the Matching System,
with notice via Regulatory Circular to its
market participants.
Incidentally, the Exchange proposes
to amend Article 20, Rule 4(b) to replace
the term ‘‘Regulatory Circular’’ with the
more accurate ‘‘Information
Memorandum’’ and replace the term
‘‘market participants,’’ with the more
accurate ‘‘Participants,’’ which is a
defined term under Article 1, Rule 1(s).
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the requirements of the Act and the
rules and regulations thereunder that
are applicable to a national securities
exchange, and, in particular, with the
requirements of Section 6(b) of the Act.8
Specifically, the proposal is also
consistent with Section 6(b)(1) of the
Act,9 which requires that an exchange
be so organized and have the capacity
to be able to carry out the purposes of
15 U.S.C. 78a et seq. and to comply, and
to enforce compliance by its members
and persons associated with its
members, with the provisions of 15
U.S.C. 78a et seq., the rules and
regulations thereunder, and the rules of
the exchange. The proposal is also
consistent with Section 6(b)(5) of the
Act,10 which requires exchange rules to
promote just and equitable principles of
trade, remove impediments to, and
perfect the mechanism of, a free and
open market and a national market
system, and, in general, protect
investors and the public interest.
The Exchange believes that the
proposed deletion of obsolete rule
8 15
U.S.C. 78f(b).
U.S.C. 78f(b)(1).
10 15 U.S.C. 78f(b)(5).
9 15
E:\FR\FM\19JNN1.SGM
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35208
Federal Register / Vol. 79, No. 118 / Thursday, June 19, 2014 / Notices
language is consistent with Sections
6(b)(1) and 6(b)(5) of the Act because it
promotes clarity of CHX rules by
removing unnecessary and/or redundant
language. This will, in turn, provide
clear CHX rules for Participants to
follow and the Exchange to enforce.
The Exchange also believes the
proposed amendment to provide the
Exchange with the discretion to enable
or disable certain trade adjustment
functionalities will prevent Participants
from utilizing adjustment functionalities
that are in the process of being
optimized by Exchange operations
personnel (e.g., systems upgrade for
verifying adjustment parameters).11
Moreover, the notice requirements will
provide Participants with reasonable
notice as to the availability of such
adjustment options. As such, the
proposed rule change is also consistent
with the requirements of Sections
6(b)(1) and 6(b)(5) of the Act.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange believes the proposal is
consistent with Section 6(b)(8) of the
Act 12 in that it does not impose any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
proposed rule change either deletes
obsolete non-substantive language or
provides the Exchange with operational
flexibility concerning the availability of
certain trade adjustment functionalities
that are already codified under CHX
rules.
emcdonald on DSK67QTVN1PROD with NOTICES
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Pursuant to Section 19(b)(3)(A) of the
Act 13 and Rule 19b–4(f) thereunder,14
CHX has designated this proposal as one
that effects a change that (A) does not
significantly affect the protection of
investors or the public interest; (B) does
not impose any significant burden on
competition; and (C) by its terms, does
not become operative for 30 days after
the date of the filing, or such shorter
time as the Commission may designate
if consistent with the protection of
investors and the public interest. The
11 Any substantive changes to adjustment options
will only be effected through a Rule 19b–4 filing.
12 15 U.S.C. 78(f)(b)(8) [sic].
13 15 U.S.C. 78s(b)(3)(A).
14 17 CFR 240.19b–4(f)(6).
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17:25 Jun 18, 2014
Jkt 232001
Exchange has also provided the
Commission written notice of its intent
to file the proposed rule change, along
with a brief description and text of the
proposed rule change, at least five
business days prior to the date of filing
of the proposed rule change, or such
shorter time as designated by the
Commission.15 The Exchange notes that
this proposal does not propose any new
policies or provisions that are unique or
unproven, as all changes proposed
herein correct non-substantive
taxonomy issues and set an operative
date for functionality that has already
been approved by the Commission.
Given these factors, this rule filing
qualifies for immediate effectiveness as
a ‘‘non-controversial’’ rule change under
paragraph (f)(6) of Rule 19b–4.16
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 proposal is
consistent with the Act. Comments may
be submitted by any of the following
methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File No. SR–
CHX–2014–09 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549.
All submissions should refer to File No.
SR–CHX–2014–09. This file number
should be included on the subject line
if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
15 17
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–14313 Filed 6–18–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[File No. 500–1]
In the Matter of Applied
NeuroSolutions, Inc., Cowlitz
Bancorporation, First Place Financial
Corp., and Kedem Pharmaceuticals,
Inc.; Order of Suspension of Trading
June 17, 2014.
It appears to the Securities and
Exchange Commission that there is a
lack of current and accurate information
concerning the securities of Applied
NeuroSolutions, Inc. because it has not
filed any periodic reports since the
period ended March 31, 2010.
It appears to the Securities and
Exchange Commission that there is a
lack of current and accurate information
concerning the securities of Cowlitz
Bancorporation because it has not filed
any periodic reports since the period
ended March 31, 2010.
It appears to the Securities and
Exchange Commission that there is a
lack of current and accurate information
CFR 240.19b–4(f)(6)(iii).
16 Id.
PO 00000
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 changes 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 CHX. 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 No. SR–CHX–2014–
09 and should be submitted on or before
July 10, 2014.
Frm 00061
17 17
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E:\FR\FM\19JNN1.SGM
CFR 200.30–3(a)(12).
19JNN1
Agencies
[Federal Register Volume 79, Number 118 (Thursday, June 19, 2014)]
[Notices]
[Pages 35206-35208]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-14313]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-72387; File No. SR-CHX-2014-09]
Self-Regulatory Organizations; Chicago Stock Exchange, Inc.;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Remove Obsolete Rule Language and To Permit the Exchange To Enable or
Disable Trade Adjustment Functionalities Pursuant to Notice
June 13, 2014.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act''),\1\ and Rule 19b-4 \2\ thereunder, notice is hereby given
that on June 10, 2014, the Chicago Stock Exchange, Inc. (``CHX'' or the
``Exchange'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I, II
and III 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
CHX proposes to amend Article 1, Rule 1 (Definitions); Article 20,
Rule 4 (Eligible Orders); Article 20, Rule 9 (Cancellation or
Adjustment of Bona Fide Error Trades); Article 20, Rule 9A (Error
Correction Transactions); and Article 20, Rule 11 (Cancellation or
Adjustment of Stock Leg Trades) to remove obsolete rule language and to
permit the Exchange to enable or disable trade adjustment
functionalities pursuant to notice. The Exchange has designated this
proposal as non-controversial and provided the Commission with the
notice required by Rule 19b-4(f)(6)(iii) under the Act.\3\
---------------------------------------------------------------------------
\3\ 17 CFR 240.19b-4(f)(6)(iii).
---------------------------------------------------------------------------
The text of this proposed rule change is available on the
Exchange's Web site at (www.chx.com) and in 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 CHX included statements
concerning the purpose of and basis for the proposed rule changes 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 CHX 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 Exchange proposes to amend Article 1, Rule 1 (Definitions);
Article 20, Rule 4 (Eligible Orders); Article 20, Rule 9 (Cancellation
or Adjustment of Bona Fide Error Trades); Article 20,
[[Page 35207]]
Rule 9A (Error Correction Transactions); and Article 20, Rule 11
(Cancellation or Adjustment of Stock Leg Trades) to remove obsolete
rule language and to permit the Exchange to enable or disable trade
adjustment functionalities pursuant to notice. Aside from these
amendments, the Exchange does not propose to modify the operation of
any of the foregoing rules.
Background
On October 31, 2013, the Securities and Exchange Commission
(``Commission'') approved a proposed rule change to amend Article 20,
Rule 9 to adopt new and modified rules for the cancellation and
adjustment of trades based on Bona Fide Error; to adopt Article 20,
Rule 9A to detail the Exchange's then-current requirements for Error
Correction Transactions; and to adopt Article 20, Rule 11 to adopt new
and modified rules for the cancellation or adjustment of the stock leg
trade of Stock-Option or Stock-Future orders.\4\
---------------------------------------------------------------------------
\4\ See Securities Exchange Act Release No. 70791 (October 31,
2013), 78 FR 66791 (November 6, 2013) (Order Approving a Proposed
Rule Change to Adopt Standards for the Cancellation or Adjustment of
Bona Fide Error Trades, the Submission of Error Correction
Transactions, and the Cancellation or Adjustment of Stock Leg Trades
of Stock-Option or Stock-Future Orders).
---------------------------------------------------------------------------
Subsequently, on November 12, 2013, the Exchange filed a proposed
rule change to, inter alia, adopt an operative date of December 2, 2013
for all changes approved under 34-70791 and to readopt the previous
version of Article 20, Rule 9 (Cancellation of Transactions), so that
it would remain operative through December 1, 2013.\5\
---------------------------------------------------------------------------
\5\ See Securities Exchange Act Release No. 70894 (November 18,
2013), 78 FR 70085 (November 22, 2013) (SR-CHX-2013-19).
---------------------------------------------------------------------------
Proposed Deletion of Obsolete Rule Language
Given that the rule amendments approved under 34-70791 are all
currently operative, the Exchange proposes to delete the previous
version of Article 20, Rule 9, as it ceased to be operative as of
December 2, 2013. The Exchange also proposes to delete language under
current Article 1, Rule 1 and Article 20, Rules 9, 9A and 11 that
provide that these rules ``shall be operative as of December 2, 2013,''
as all of these rules are currently operative.
Proposed Amendments to Article 20, Rules 9(b) and 11(c)(3)
Current Article 20, Rule 9(b) permits a Participant to request an
adjustment of trades made in Bona Fide Error to the extent necessary to
correct Bona Fide Errors.\6\ Moreover, current Article 20, Rule
11(c)(3) permits the Participant that submitted the stock leg trade to
request an adjustment of the stock leg trade, pursuant to one of the
options enumerated under subparagraphs (A)-(C), per Stock-Option or
Stock-Future order.\7\
---------------------------------------------------------------------------
\6\ CHX Article 1, Rule 1(ii) defines ``Bona Fide Error'' as
follows:
``Bona Fide Error'' means:
(1) The inaccurate conveyance or execution of any term of an
order, including, but not limited to, price, number of shares or
other unit of trading; identification of the security;
identification of the account for which securities are purchased or
sold; lost or otherwise misplaced order tickets; or the execution of
an order on the wrong side of a market;
(2) the unauthorized or unintended purchase, sale, or allocation
of securities, or the failure to follow specific client
instructions;
(3) the incorrect entry of data into relevant systems, including
reliance on incorrect cash positions, withdrawals, or securities
positions reflected in an account; or
(4) a delay, outage, or failure of a communication system used
to transmit market data prices or to facilitate the delivery or
execution of an order.
\7\ Under CHX Article 20, Rule 11(c)(3), assuming that the other
requirements of Article 20, Rule 11 are met, a Participant may
request to adjust (A) the price of a stock leg trade to maintain the
originally-agreed aggregate cash flow of all components of the
related Stock-Option or Stock-Future order; (B) the quantity of a
stock leg trade to maintain the originally-agreed hedge ratio
between all components of the related Stock-Option or Stock-Future
order; or (C) the quantity of a stock leg trade to maintain the
originally-agreed delta-based hedge ratio of all components of the
related Stock-Option order.
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While current Article 20, Rules 9 and 11 provide that Exchange
operations personnel shall decide whether or not the requirements for
trade cancellations or adjustments have been met, the rules do not,
however, explicitly provide that the adjustment functionalities
described therein shall be made available to Participants at the
discretion of the Exchange. The Exchange submits that this discretion
is necessary to provide the Exchange with rule-based authority to
disable certain adjustment functionalities for all Participants when,
for example, the Exchange decides to upgrade tools used to receive and
verify a specific adjustment option, so as to better ensure compliance
with CHX rules and securities laws. If the Exchange deactivates certain
adjustment functionalities pursuant to the proposed rule, the
Participant seeking a trade adjustment would still be permitted to
cancel Bona Fide Error trades pursuant to Article 20, Rule 9(b) and
stock leg trades pursuant to Article 20, Rule 11(b).
As such, the Exchange now proposes adopt the following language
within current Article 20, Rule 9(b):
Bona Fide Error trade adjustments shall be available to
Participants at the discretion of the Exchange. Announcements
regarding the availability of Bona Fide Error trade adjustments
shall be made by the Exchange via Information Memorandum and will be
provided in a manner to give reasonable advance notice to its
Participants.
In addition, the Exchange proposes to adopt the similar language within
current Article 20, Rule 11(c)(3):
The following adjustment options under subparagraphs (A)-(C)
shall be available to Participants at the discretion of the
Exchange. Announcements regarding the availability of the adjustment
options shall be made by the Exchange via Information Memorandum and
will be provided in a manner to give reasonable advance notice to
its Participants.
Both proposed paragraphs are similar to current Article 20, Rule 4(b),
which permits the Exchange to designate which general order types,
modifiers, and related terms listed under Article 1, Rule 2 may be
eligible for entry to and acceptance by the Matching System, with
notice via Regulatory Circular to its market participants.
Incidentally, the Exchange proposes to amend Article 20, Rule 4(b)
to replace the term ``Regulatory Circular'' with the more accurate
``Information Memorandum'' and replace the term ``market
participants,'' with the more accurate ``Participants,'' which is a
defined term under Article 1, Rule 1(s).
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the requirements of the Act and the rules and regulations
thereunder that are applicable to a national securities exchange, and,
in particular, with the requirements of Section 6(b) of the Act.\8\
Specifically, the proposal is also consistent with Section 6(b)(1) of
the Act,\9\ which requires that an exchange be so organized and have
the capacity to be able to carry out the purposes of 15 U.S.C. 78a et
seq. and to comply, and to enforce compliance by its members and
persons associated with its members, with the provisions of 15 U.S.C.
78a et seq., the rules and regulations thereunder, and the rules of the
exchange. The proposal is also consistent with Section 6(b)(5) of the
Act,\10\ which requires exchange rules to promote just and equitable
principles of trade, remove impediments to, and perfect the mechanism
of, a free and open market and a national market system, and, in
general, protect investors and the public interest.
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\8\ 15 U.S.C. 78f(b).
\9\ 15 U.S.C. 78f(b)(1).
\10\ 15 U.S.C. 78f(b)(5).
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The Exchange believes that the proposed deletion of obsolete rule
[[Page 35208]]
language is consistent with Sections 6(b)(1) and 6(b)(5) of the Act
because it promotes clarity of CHX rules by removing unnecessary and/or
redundant language. This will, in turn, provide clear CHX rules for
Participants to follow and the Exchange to enforce.
The Exchange also believes the proposed amendment to provide the
Exchange with the discretion to enable or disable certain trade
adjustment functionalities will prevent Participants from utilizing
adjustment functionalities that are in the process of being optimized
by Exchange operations personnel (e.g., systems upgrade for verifying
adjustment parameters).\11\ Moreover, the notice requirements will
provide Participants with reasonable notice as to the availability of
such adjustment options. As such, the proposed rule change is also
consistent with the requirements of Sections 6(b)(1) and 6(b)(5) of the
Act.
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\11\ Any substantive changes to adjustment options will only be
effected through a Rule 19b-4 filing.
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange believes the proposal is consistent with Section
6(b)(8) of the Act \12\ in that it does not impose any burden on
competition that is not necessary or appropriate in furtherance of the
purposes of the Act. The proposed rule change either deletes obsolete
non-substantive language or provides the Exchange with operational
flexibility concerning the availability of certain trade adjustment
functionalities that are already codified under CHX rules.
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\12\ 15 U.S.C. 78(f)(b)(8) [sic].
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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 either solicited or received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Pursuant to Section 19(b)(3)(A) of the Act \13\ and Rule 19b-4(f)
thereunder,\14\ CHX has designated this proposal as one that effects a
change that (A) does not significantly affect the protection of
investors or the public interest; (B) does not impose any significant
burden on competition; and (C) by its terms, does not become operative
for 30 days after the date of the filing, or such shorter time as the
Commission may designate if consistent with the protection of investors
and the public interest. The Exchange has also provided the Commission
written notice of its intent to file the proposed rule change, along
with a brief description and text of the proposed rule change, at least
five business days prior to the date of filing of the proposed rule
change, or such shorter time as designated by the Commission.\15\ The
Exchange notes that this proposal does not propose any new policies or
provisions that are unique or unproven, as all changes proposed herein
correct non-substantive taxonomy issues and set an operative date for
functionality that has already been approved by the Commission. Given
these factors, this rule filing qualifies for immediate effectiveness
as a ``non-controversial'' rule change under paragraph (f)(6) of Rule
19b-4.\16\
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\13\ 15 U.S.C. 78s(b)(3)(A).
\14\ 17 CFR 240.19b-4(f)(6).
\15\ 17 CFR 240.19b-4(f)(6)(iii).
\16\ Id.
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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 proposal is
consistent with the Act. Comments may be submitted by any of the
following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File No. SR-CHX-2014-09 on the subject line.
Paper Comments
Send paper comments in triplicate to Secretary, Securities
and Exchange Commission, 100 F Street NE., Washington, DC 20549.
All submissions should refer to File No. SR-CHX-2014-09. This file
number should be included on the subject line if email is used. To help
the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule changes 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 CHX. 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 No. SR-CHX-2014-09 and should be
submitted on or before July 10, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\17\
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\17\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-14313 Filed 6-18-14; 8:45 am]
BILLING CODE 8011-01-P