Self-Regulatory Organizations; BATS Exchange, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Changes to Rules 11.9(f) and 21.1(g) of BATS Exchange, Inc., 50960-50962 [2014-20205]
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50960
Federal Register / Vol. 79, No. 165 / Tuesday, August 26, 2014 / Notices
4(f)(6) thereunder.15 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 from the date on
which it is filed, or such shorter time as
the Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A) of the Act and Rule 19b–
4(f)(6) thereunder.16
A proposed rule change filed
pursuant to Rule 19b–4(f)(6) under the
Act 17 normally does not become
operative for 30 days after the date of its
filing. However, Rule 19b–4(f)(6)(iii) 18
permits the Commission to 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, noting that a waiver of the
operative delay will allow the Exchange
to continue to strive towards a complete
technology integration of the BGM
Affiliated Exchanges, with gradual rollouts of new functionality to ensure
stability of the System. The Exchange
also believes that the benefit to
Exchange Users expected from the
proposed rule change—greater
flexibility in their efforts to fill orders
and minimize trading costs—should not
be delayed. Further, the Exchange states
that introduction of the optional
variations of the SWP routing strategy
will not require any systems changes by
Exchange Users that would necessitate a
delay, as selection of the SWPA and
SWPB variations is entirely optional
and Users will not be affected by the
change unless they select to use the
newly offered variations. The
Commission believes that waiving the
30-day operative delay is consistent
with the protection of investors and the
public interest. Therefore, the
Commission hereby waives the
operative delay and designates the
proposed rule change operative upon
filing.19
At any time within 60 days of the
filing of the proposed rule change, the
15 17
CFR 240.19b–4(f)(6).
CFR 240.19b–4(f)(6). 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.
17 17 CFR 240.19b–4(f)(6).
18 17 CFR 240.19b–4(f)(6)(iii).
19 For purposes only of waiving the 30-day
operative delay, the Commission has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
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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 rulecomments@sec.gov. Please include File
Number SR–BATS–2014–033 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–BATS–2014–033. 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 at 100 F Street NE.,
Washington, DC 20549–1090 on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
PO 00000
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information that you wish to make
available publicly. All submissions
should refer to File Number SR–BATS–
2014–033, and should be submitted on
or before September 16,2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.20
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–20203 Filed 8–25–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–72879; File No. SR–BATS–
2014–034]
Self-Regulatory Organizations; BATS
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Changes to Rules 11.9(f) and
21.1(g) of BATS Exchange, Inc.
August 20, 2014.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on August
11, 2014, BATS Exchange, Inc. (the
‘‘Exchange’’ or ‘‘BATS’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the Exchange. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
The Exchange filed a proposal to
amend Rule 11.9(f) to adopt a new
Match Trade Prevention Modifier
(‘‘MTP’’) called Cancel Smallest with
respect to the Exchange’s cash equities
trading platform (‘‘BATS Equities’’).
Consistent with its practice of offering
similar functionality for the Exchange’s
equity options trading platform (‘‘BATS
Options’’) as it does for BATS Equities,
the Exchange also proposes to amend
Rule 21.1(g) to add similar functionality
to BATS Options. 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
Exchange requests that the Commission
waive the 30-day pre-operative waiting
period contained in Rule 19b–4(f)(6)(iii)
20 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 17 CFR 240.19b–4(f)(6)(iii).
1 15
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Federal Register / Vol. 79, No. 165 / Tuesday, August 26, 2014 / Notices
under the Act.4 If such waiver is granted
by the Commission, the Exchange shall
implement this rule proposal on or
about August 22, 2014.
The text of the proposed rule change
is available at the Exchange’s Web site
at https://www.batstrading.com, at the
principal office of the Exchange, and at
the Commission’s Public Reference
Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in Sections A, B, and C below, of
the most significant parts of such
statements.
tkelley on DSK3SPTVN1PROD with NOTICES
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
Earlier this year, the Exchange and its
affiliate BATS Y-Exchange, Inc. (‘‘BYX’’)
received approval to affect a merger (the
‘‘Merger’’) of the Exchange’s parent
company, BATS Global Markets, Inc.,
with Direct Edge Holdings LLC, the
indirect parent of EDGX Exchange, Inc.
(‘‘EDGX’’) and EDGA Exchange, Inc.
(‘‘EDGA’’, and together with BZX, BYX
and EDGX, the ‘‘BGM Affiliated
Exchanges’’).5 In the context of the
Merger, the BGM Affiliated Exchanges
are working to align certain system
functionality, retaining only intended
differences between the BGM Affiliated
Exchanges. Thus, the proposal set forth
below is intended to add certain system
functionality currently offered by EDGA
and EDGX in order to provide a
consistent technology offering for users
of the BGM Affiliated Exchanges.
Finally, as noted above, BATS Equities
and BATS Options offer much of the
same functionality, and thus, in adding
functionality to BATS Equities, the
Exchange also wishes to do the same for
BATS Options.
Like EDGA and EDGX,6 the Exchange
currently offers various MTP modifiers
under BATS Equities Rule 11.9(f) and
4 Id.
5 See Securities Exchange Act Release No. 71375
(January 23, 2014), 79 FR 4771 (January 29, 2014)
(SR–BATS–2013–059; SR–BYX–2013–039).
6 See EDGA Rule 11.9(f); EDGX Rule 11.9(f).
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BATS Options Rule 21.1(g) which are
designed to prevent two orders with the
same Unique Identifier (as defined
below) from executing against each
other. The MTP modifiers can be set at
the market participant identifier
(‘‘MPID’’), the Exchange Member
identifier or the Exchange Sponsored
Participant identifier level (any such
identifier, a ‘‘Unique Identifier’’).7 To
align its MTP functionality with EDGA
and EDGX, the Exchange now proposes
add a new MTP modifier called Cancel
Smallest (‘‘MCS’’) under BATS Equities
Rule 11.9(f) and BATS Options Rule
21.1(g). An incoming order marked with
the proposed MCS modifier will not
execute against opposite side resting
interest marked with any MTP modifier
originating from the same Unique
Identifier. If both orders are equivalent
in size, both orders will be cancelled
back to the originating User.8 If the
orders are not equivalent in size, the
smaller of the two orders will be
cancelled back to the originating User
and the larger order will remain on the
Book. The Exchange notes that the
proposed rule text is substantively
identical to the rules of EDGA and
EDGX.9
The Exchange believes its MTP
functionality allows certain firms to
better internalize their agency order
flow, which in turn may decrease costs
to customers of such firms. The
Exchange notes that MTP modifiers do
not alleviate, or otherwise exempt,
broker-dealers from their best execution
obligations. As such, broker-dealers
using MTP modifiers are obligated to
internally cross agency orders at the
same price, or a better price than they
would have received had the orders
been executed on the Exchange.
Additionally, MTP modifiers assist
market participants in complying with
certain rules and regulations of the
Employee Retirement Income Security
Act (‘‘ERISA’’) that preclude and/or
limit managing broker-dealers of such
accounts from trading as principal with
orders generated for those accounts.
Finally, the Exchange notes that offering
the MTP modifiers may streamline
certain regulatory functions by reducing
false positive results that may occur on
Exchange generated wash trading
7 Any Exchange Member that has an MPID issued
by FINRA is identified in the Exchange’s internal
systems by that MPID. Each Exchange Member that
does not already have an MPID and each Sponsored
Participant is issued an identifier that is specific to
the Exchange and allows the Exchange to determine
the User for each order and trade.
8 The term ‘‘User’’ is defined under Exchange
Rule 11.5(cc) as ‘‘any Member or Sponsored
Participant who is authorized to obtain access to the
System pursuant to Rule 11.3.’’
9 See EDGA Rule 11.9(f)(5); EDGX Rule 11.9(f)(5).
PO 00000
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50961
surveillance reports when orders are
executed under the same Unique
Identifier. For these reasons, the
Exchange believes the MTP modifiers
offer users enhanced order processing
functionality that may prevent
potentially undesirable executions
without negatively impacting brokerdealer best execution obligations.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6(b) of the Securities Exchange
Act of 1934 (the ‘‘Act’’) 10 and further
the objectives of Section 6(b)(5) of the
Act 11 because it is designed to promote
just and equitable principles of trade, to
remove impediments to and perfect the
mechanism of a free and open market
and a national market system, to foster
cooperation and coordination with
persons engaged in facilitating
transactions in securities, and, in
general, to protect investors and the
public interest. Specifically, the
proposed MCS functionality would
allow firms to better manage order flow
and prevent undesirable executions
against themselves, and the proposed
change described herein enhances the
choices available to such firms in how
they do so. The proposed rule change
also is designed to support the
principles of Section 11A(a)(1)12 of the
Act in that it seeks to assure fair
competition among brokers and dealers
and among exchange markets.
The proposed rule change is generally
intended to add certain system
functionality currently offered by EDGA
and EDGX in order to provide a
consistent technology offering for the
BGM Affiliated Exchanges. A consistent
technology offering, in turn, will
simplify the technology
implementation, changes and
maintenance by Users of the Exchange
that are also participants on BYX, EDGA
and/or EDGX. The proposed rule change
would also provide Users with access to
functionality that may result in the
efficient execution of such orders and
will provide additional flexibility as
well as increased functionality to the
Exchange’s System and its Users.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will result in
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
Exchange reiterates that the proposed
10 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
12 15 U.S.C. 78k–1(a)(1).
11 15
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Federal Register / Vol. 79, No. 165 / Tuesday, August 26, 2014 / Notices
rule change is being proposed in the
context of the technology integration of
the BGM Affiliated Exchanges. Thus,
the Exchange believes this proposed
rule change is necessary to permit fair
competition among national securities
exchanges. In addition, the Exchange
believes the proposed rule change will
benefit Exchange participants in that it
is one of several changes necessary to
achieve a consistent technology offering
by the BGM Affiliated Exchanges.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has neither solicited
nor received written comments on 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) of the Act 13 and Rule 19b–
4(f)(6) thereunder.14 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 from the date on which it
is filed, or such shorter time as the
Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A) of the Act and Rule 19b–
4(f)(6) thereunder.15
A proposed rule change filed
pursuant to Rule 19b–4(f)(6) under the
Act 16 normally does not become
operative for 30 days after the date of its
filing. However, Rule 19b–4(f)(6)(iii) 17
permits the Commission to 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, noting that a waiver of the
operative delay will allow the Exchange
to align its MTP functionality across the
BGM Affiliated Exchanges in a timely
manner, thereby simplifying the
technology implementation, changes
and maintenance by Users of the
Exchange that are also participants on
13 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6).
15 17 CFR 240.19b–4(f)(6). 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.
16 17 CFR 240.19b–4(f)(6).
17 17 CFR 240.19b–4(f)(6)(iii).
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14 17
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other BGM Affiliated Exchanges. The
Exchange also states that waiver of the
operative delay is consistent with the
protection of investors and the public
interest because it will allow the
Exchange to continue to strive towards
a complete technology integration of the
BGM Affiliated Exchanges, with gradual
roll-outs of new functionality to ensure
stability of the System. The Commission
believes that waiving the 30-day
operative delay is consistent with the
protection of investors and the public
interest. Therefore, the Commission
hereby waives the operative delay and
designates the proposed rule change
operative upon filing.18
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 rulecomments@sec.gov. Please include File
Number SR–BATS–2014–034 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–BATS–2014–034. 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
18 For purposes only of waiving the 30-day
operative delay, the Commission has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
PO 00000
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Sfmt 4703
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 at 100 F Street NE.,
Washington, DC 20549–1090 on official
business days between the hours of 10
a.m. and 3 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–BATS–
2014–034, and should be submitted on
or before September 16, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.19
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–20205 Filed 8–25–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–72884; File No. SR–CME–
2014–32]
Self-Regulatory Organizations;
Chicago Mercantile Exchange Inc.;
Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change To Amend Rule 802.H
August 20, 2014.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Exchange Act’’ or ‘‘Act’’),1 and Rule
19b–4 thereunder,2 notice is hereby
given that on August 7, 2014, Chicago
Mercantile Exchange Inc. (‘‘CME’’) filed
with the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change described in Items
I, II and III below, which Items have
been prepared primarily by CME. CME
filed the proposal pursuant to Section
19(b)(3)(A) of the Act,3 and Rule 19b–
19 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A).
1 15
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Agencies
[Federal Register Volume 79, Number 165 (Tuesday, August 26, 2014)]
[Notices]
[Pages 50960-50962]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-20205]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-72879; File No. SR-BATS-2014-034]
Self-Regulatory Organizations; BATS Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of Proposed Rule Changes to Rules
11.9(f) and 21.1(g) of BATS Exchange, Inc.
August 20, 2014.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(the ``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given
that on August 11, 2014, BATS Exchange, Inc. (the ``Exchange'' or
``BATS'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I and
II below, which Items have been prepared by the Exchange. The
Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of the
Substance of the Proposed Rule Change
The Exchange filed a proposal to amend Rule 11.9(f) to adopt a new
Match Trade Prevention Modifier (``MTP'') called Cancel Smallest with
respect to the Exchange's cash equities trading platform (``BATS
Equities''). Consistent with its practice of offering similar
functionality for the Exchange's equity options trading platform
(``BATS Options'') as it does for BATS Equities, the Exchange also
proposes to amend Rule 21.1(g) to add similar functionality to BATS
Options. 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\ The Exchange requests that the
Commission waive the 30-day pre-operative waiting period contained in
Rule 19b-4(f)(6)(iii)
[[Page 50961]]
under the Act.\4\ If such waiver is granted by the Commission, the
Exchange shall implement this rule proposal on or about August 22,
2014.
---------------------------------------------------------------------------
\3\ 17 CFR 240.19b-4(f)(6)(iii).
\4\ Id.
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The text of the proposed rule change is available at the Exchange's
Web site at https://www.batstrading.com, at the principal office of the
Exchange, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The 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
Statutory Basis for, the Proposed Rule Change
1. Purpose
Earlier this year, the Exchange and its affiliate BATS Y-Exchange,
Inc. (``BYX'') received approval to affect a merger (the ``Merger'') of
the Exchange's parent company, BATS Global Markets, Inc., with Direct
Edge Holdings LLC, the indirect parent of EDGX Exchange, Inc.
(``EDGX'') and EDGA Exchange, Inc. (``EDGA'', and together with BZX,
BYX and EDGX, the ``BGM Affiliated Exchanges'').\5\ In the context of
the Merger, the BGM Affiliated Exchanges are working to align certain
system functionality, retaining only intended differences between the
BGM Affiliated Exchanges. Thus, the proposal set forth below is
intended to add certain system functionality currently offered by EDGA
and EDGX in order to provide a consistent technology offering for users
of the BGM Affiliated Exchanges. Finally, as noted above, BATS Equities
and BATS Options offer much of the same functionality, and thus, in
adding functionality to BATS Equities, the Exchange also wishes to do
the same for BATS Options.
---------------------------------------------------------------------------
\5\ See Securities Exchange Act Release No. 71375 (January 23,
2014), 79 FR 4771 (January 29, 2014) (SR-BATS-2013-059; SR-BYX-2013-
039).
---------------------------------------------------------------------------
Like EDGA and EDGX,\6\ the Exchange currently offers various MTP
modifiers under BATS Equities Rule 11.9(f) and BATS Options Rule
21.1(g) which are designed to prevent two orders with the same Unique
Identifier (as defined below) from executing against each other. The
MTP modifiers can be set at the market participant identifier
(``MPID''), the Exchange Member identifier or the Exchange Sponsored
Participant identifier level (any such identifier, a ``Unique
Identifier'').\7\ To align its MTP functionality with EDGA and EDGX,
the Exchange now proposes add a new MTP modifier called Cancel Smallest
(``MCS'') under BATS Equities Rule 11.9(f) and BATS Options Rule
21.1(g). An incoming order marked with the proposed MCS modifier will
not execute against opposite side resting interest marked with any MTP
modifier originating from the same Unique Identifier. If both orders
are equivalent in size, both orders will be cancelled back to the
originating User.\8\ If the orders are not equivalent in size, the
smaller of the two orders will be cancelled back to the originating
User and the larger order will remain on the Book. The Exchange notes
that the proposed rule text is substantively identical to the rules of
EDGA and EDGX.\9\
---------------------------------------------------------------------------
\6\ See EDGA Rule 11.9(f); EDGX Rule 11.9(f).
\7\ Any Exchange Member that has an MPID issued by FINRA is
identified in the Exchange's internal systems by that MPID. Each
Exchange Member that does not already have an MPID and each
Sponsored Participant is issued an identifier that is specific to
the Exchange and allows the Exchange to determine the User for each
order and trade.
\8\ The term ``User'' is defined under Exchange Rule 11.5(cc) as
``any Member or Sponsored Participant who is authorized to obtain
access to the System pursuant to Rule 11.3.''
\9\ See EDGA Rule 11.9(f)(5); EDGX Rule 11.9(f)(5).
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The Exchange believes its MTP functionality allows certain firms to
better internalize their agency order flow, which in turn may decrease
costs to customers of such firms. The Exchange notes that MTP modifiers
do not alleviate, or otherwise exempt, broker-dealers from their best
execution obligations. As such, broker-dealers using MTP modifiers are
obligated to internally cross agency orders at the same price, or a
better price than they would have received had the orders been executed
on the Exchange. Additionally, MTP modifiers assist market participants
in complying with certain rules and regulations of the Employee
Retirement Income Security Act (``ERISA'') that preclude and/or limit
managing broker-dealers of such accounts from trading as principal with
orders generated for those accounts. Finally, the Exchange notes that
offering the MTP modifiers may streamline certain regulatory functions
by reducing false positive results that may occur on Exchange generated
wash trading surveillance reports when orders are executed under the
same Unique Identifier. For these reasons, the Exchange believes the
MTP modifiers offer users enhanced order processing functionality that
may prevent potentially undesirable executions without negatively
impacting broker-dealer best execution obligations.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with Section 6(b) of the Securities Exchange Act of 1934 (the ``Act'')
\10\ and further the objectives of Section 6(b)(5) of the Act \11\
because it is designed to promote just and equitable principles of
trade, to remove impediments to and perfect the mechanism of a free and
open market and a national market system, to foster cooperation and
coordination with persons engaged in facilitating transactions in
securities, and, in general, to protect investors and the public
interest. Specifically, the proposed MCS functionality would allow
firms to better manage order flow and prevent undesirable executions
against themselves, and the proposed change described herein enhances
the choices available to such firms in how they do so. The proposed
rule change also is designed to support the principles of Section
11A(a)(1)\12\ of the Act in that it seeks to assure fair competition
among brokers and dealers and among exchange markets.
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\10\ 15 U.S.C. 78f(b).
\11\ 15 U.S.C. 78f(b)(5).
\12\ 15 U.S.C. 78k-1(a)(1).
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The proposed rule change is generally intended to add certain
system functionality currently offered by EDGA and EDGX in order to
provide a consistent technology offering for the BGM Affiliated
Exchanges. A consistent technology offering, in turn, will simplify the
technology implementation, changes and maintenance by Users of the
Exchange that are also participants on BYX, EDGA and/or EDGX. The
proposed rule change would also provide Users with access to
functionality that may result in the efficient execution of such orders
and will provide additional flexibility as well as increased
functionality to the Exchange's System and its Users.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
result in any burden on competition that is not necessary or
appropriate in furtherance of the purposes of the Act. The Exchange
reiterates that the proposed
[[Page 50962]]
rule change is being proposed in the context of the technology
integration of the BGM Affiliated Exchanges. Thus, the Exchange
believes this proposed rule change is necessary to permit fair
competition among national securities exchanges. In addition, the
Exchange believes the proposed rule change will benefit Exchange
participants in that it is one of several changes necessary to achieve
a consistent technology offering by the BGM Affiliated Exchanges.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange has neither solicited nor received written comments on
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) of the Act \13\ and Rule 19b-4(f)(6) thereunder.\14\
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 from the date on which it is filed, or such shorter time as the
Commission may designate, it has become effective pursuant to Section
19(b)(3)(A) of the Act and Rule 19b-4(f)(6) thereunder.\15\
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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). 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.
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A proposed rule change filed pursuant to Rule 19b-4(f)(6) under the
Act \16\ normally does not become operative for 30 days after the date
of its filing. However, Rule 19b-4(f)(6)(iii) \17\ permits the
Commission to 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, noting that
a waiver of the operative delay will allow the Exchange to align its
MTP functionality across the BGM Affiliated Exchanges in a timely
manner, thereby simplifying the technology implementation, changes and
maintenance by Users of the Exchange that are also participants on
other BGM Affiliated Exchanges. The Exchange also states that waiver of
the operative delay is consistent with the protection of investors and
the public interest because it will allow the Exchange to continue to
strive towards a complete technology integration of the BGM Affiliated
Exchanges, with gradual roll-outs of new functionality to ensure
stability of the System. The Commission believes that waiving the 30-
day operative delay is consistent with the protection of investors and
the public interest. Therefore, the Commission hereby waives the
operative delay and designates the proposed rule change operative upon
filing.\18\
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\16\ 17 CFR 240.19b-4(f)(6).
\17\ 17 CFR 240.19b-4(f)(6)(iii).
\18\ For purposes only of waiving the 30-day operative delay,
the Commission has considered the proposed rule's impact on
efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
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At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if 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-BATS-2014-034 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-BATS-2014-034. 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 at 100 F Street NE.,
Washington, DC 20549-1090 on official business days between the hours
of 10 a.m. and 3 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-BATS-2014-034, and should be
submitted on or before September 16, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\19\
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\19\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-20205 Filed 8-25-14; 8:45 am]
BILLING CODE 8011-01-P