Self-Regulatory Organizations; International Securities Exchange, LLC; Notice of Filing of Proposed Rule Change Amending Its Information Barrier Rules, 60226-60228 [2014-23701]
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60226
Federal Register / Vol. 79, No. 193 / Monday, October 6, 2014 / Notices
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–73261; File No. SR–ISE–
2014–43]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing of Proposed Rule
Change Amending Its Information
Barrier Rules
September 30, 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
September 15, 2014, the International
Securities Exchange, LLC (the
‘‘Exchange’’ or the ‘‘ISE’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change, as described in Items I and II
below, which items have been prepared
by the self-regulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The International Securities
Exchange, LLC (the ‘‘Exchange’’ or the
‘‘ISE’’) is proposing to amend its Rules
810 (Limitations on Dealings) and 717
(Limitations on Orders). The text of the
proposed rule change is available on the
Exchange’s Web site (https://
www.ise.com), at the principal office of
the Exchange, and at the Commission’s
Public Reference Room.
mstockstill on DSK4VPTVN1PROD with NOTICES
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of these statements may be examined at
the places specified in Item IV below.
The self-regulatory organization 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 is proposing to amend
its Rules 810 (Limitations on Dealings)
1 15
2 17
U.S.C. 78s(b)(1).
CFR 240.19b-4.
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17:17 Oct 03, 2014
Jkt 235001
and 717 (Limitations on Orders)
governing information barriers.
Specifically, the Exchange is proposing
to amend the portion of the rules that
address the limitation on the flow of
information between a member’s
Electronic Access Member (‘‘EAM’’)
unit, which handles the customer/
agency side of the business, and its
affiliated Primary Market Maker
(‘‘PMM’’) and/or Competitive Market
Maker (‘‘CMM’’) (jointly, ‘‘market
makers’’) unit, which handles the
proprietary side of the business.
ISE adopted its Rule 810 (Limitations
on Dealings) on February 24, 2000 3 and
over the years, the Exchange has
frequently been asked by its members to
provide guidance as to what information
can be shared between an EAM and its
affiliated market maker business under
Rule 810.4 The Exchange’s position on
this issue has always been that the
information barrier between the EAM
unit and its affiliated market maker unit
must restrict the flow of information in
both directions. As so interpreted, (i) the
EAM unit cannot know where and at
what price its affiliated market makers
are quoting and, therefore, cannot use
that information to influence their
routing decisions, and (ii) the market
makers cannot know what customer
orders its affiliated EAMs are handling
as agent and, therefore, cannot use that
information to influence their
quotations.
The Exchange is now proposing to
amend its Rule 810 to allow EAMs to
know where and at what price its
affiliated market makers are either
quoting or have orders on the order
book 5 and to use that information to
influence their routing decisions. As
such, an EAM may route an order that
it is handling on an agency basis to the
ISE where its affiliated market maker is
either quoting or has an order on the
order book so that the two orders
immediately interact. The Exchange
posits that these such members, in the
context of risk management 6 and
consistent with the protections against
the misuse of material nonpublic
3 See Securities Exchange Act Release No. 34–
4255 [sic]; File No. 10–127 (February 24, 2000).
4 Rule 810 currently permits market makers to
provide its affiliated EAM, upon request, the same
general quotation information that it would provide
to an unaffiliated entity. The intent of that
provision was an attempt in 2000 to replicate a
floor-based market, in which a broker could ask a
floor-based specialist general information on the
market.
5 According to Rule 805(b)(1)(i) and (ii) market
makers may only have orders on the order book in
option classes to which they are not appointed.
6 See, e.g., 17 CFR Part 240.15c3–5 (Risk
Management Controls for Brokers or Dealers with
Market Access).
PO 00000
Frm 00101
Fmt 4703
Sfmt 4703
information,7 should be able to consider
the outstanding quotes of their affiliated
marker maker units for the purposes of
calculating net positions and making
routing decisions to increase the
member’s interaction rate between its
EAM unit and affiliated market making
unit(s). Further, the Exchange asserts
that a member should be able to
integrate its market makers’ positions
and quoting information with its EAM
unit(s) because this proposal, in tandem
with existing ISE conduct rules,8 ISE’s
review and approval of the information
barrier procedures submitted by market
makers that will be conducting Other
Business Activities,9 ISE’s ongoing
surveillances for manipulative conduct,
and FINRA’s exam program that reviews
such members compliance with such
policies and procedures, should provide
a regulatory framework that guards
customer interests and protects against
the misuse of material nonpublic
information, while increasing the
operational flexibility of ISE members.
ISE Rule 717(d) and (e) requires
members to expose certain orders
entered on the limit order book for at
least one second before executing them
as principal or against orders that were
solicited from other broker-dealers. This
requirement applies when the EAM is
handling both sides of a trade and not
when an EAM is handling a marketable
order as agent and is routing that order
to execute against a quote/order resting
on the order book. Accordingly, when
customer order(s) that an EAM is
handling as agent executes against an
affiliated market maker’s quote or order,
it appears as though the EAM was in
fact handling both sides of the trade,
and did not comply with the order
exposure requirements of ISE Rule
717(d) and (e). However, because the
Exchange does not publicly identify the
member that entered an order on the
limit order book, orders from the same
7 See, e.g., 15 U.S.C. 78o(g). Section 15(g) of the
Securities and Exchange Act of 1934 (the ‘‘Act’’)
requires every broker or dealer to ‘‘establish,
maintain, and enforce written policies and
procedures reasonably designed, taking into
consideration the nature of such broker’s or dealer’s
business, to prevent the misuse . . . of material,
nonpublic information by such broker or dealer or
any person associated with such broker or dealer.’’
8 See, e.g., ISE Rules 400 (Just and Equitable
Principles of Trade), 401 (Adherence to Law), 405
(Manipulation), 408 (Prevention of the Misuse of
Material, Nonpublic Information) and 713 (Priority
of Quotes and Orders).
9 ISE Rule 810 defines ‘‘Other Business
Activities’’ as meaning, (1) conducting an
investment or banking or public securities business;
(2) making markets in the stocks underlying the
options in which it makes markets; (3) handling
listed options orders as agent on behalf of Public
Customers or broker-dealers; or (4) conducting nonmarket making proprietary listed options trading
activities.
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Federal Register / Vol. 79, No. 193 / Monday, October 6, 2014 / Notices
mstockstill on DSK4VPTVN1PROD with NOTICES
firm may inadvertently execute against
each other as a result of being entered
by disparate persons and/or systems at
the same member firm. Therefore, when
enforcing Rule 717(d) and (e), the
Exchange has never considered the
inadvertent interaction of orders from
the same firm within one second to be
a violation of the exposure requirement.
On September 20, 2011 the Exchange
codified this longstanding policy in
Supplementary Material .06 to Rule
717,10 which currently specifies that
members can demonstrate that orders
were entered without knowledge of a
pre-existing order on the book
represented by the same firm by
providing evidence that effective
information barriers between the
persons, business units and/or systems
entering the orders onto the Exchange
were in existence at the time the orders
were entered.11 This rule requires that
such information barriers be fully
documented and provided to the
Exchange upon request.12
Given the proposed change to ISE
Rule 810, the Exchange is also
proposing to make a corresponding
change to Supplementary Material .06 to
Rule 717 to specify that orders from the
same member’s EAM unit and its
affiliated PMM and/or CMM unit may
interact within one second without
being a violation of the order exposure
requirement of paragraph (d) and (e) of
Rule 717 when the firm can demonstrate
that the customer order that it routed
was marketable, the EAM was not
handling the affiliated market maker
quote/order and the affiliated market
maker quote/order was in existence at
the time the customer order(s) were
entered into the ISE’s system.
The Exchange believes that adopting
these rule changes will allow for the
Exchange to provide its membership
with increased operational flexibility
while keeping intact the original
purpose of the rule, which was intended
to prevent market makers from using
customer order flow information to
influence their quotations. The
Exchange believes that allowing
10 See Securities Exchange Act Release No. 65361
(September 20, 2011), 76 FR 59472 (September 26,
2011) (SR–ISE–2011–42).
11 The Exchange conducts routine surveillance to
identify instances when an order on the limit order
book is executed against an order entered by the
same firm within one second.
12 The Exchange reviews information barrier
documentation to evaluate whether a member has
implemented processes that are reasonably
designed to prevent the flow of pre-trade order
information given the particular structure of the
member firm. Additionally, information barriers are
reviewed as part of the Exchange’s examination
program, which is administered by the Financial
Industry Regulatory Authority (‘‘FINRA’’) pursuant
to a regulatory services agreement.
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17:17 Oct 03, 2014
Jkt 235001
information to flow from the market
maker to the EAM would not comprise
the integrity of our market, nor would
it introduce customer harm, as
discussed in more detail above.
Additionally, the Exchange believes that
market quality will not be eroded due to
these changes because the information
barrier preventing the flow of
information from the EAM to its’
affiliated market maker remains
unchanged, meaning, market makers
will continue to be unable to adjust
their quotes either to intercept or avoid
orders since that side of the barrier
remains in force.
2. Statutory Basis
The basis under the Act for this
proposed rule change is the requirement
under Section 6(b),13 in general, and
Section 6(b)(5) 14 in particular, that an
exchange have rules that are designed to
prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, to remove
impediments to and perfect the
mechanism for a free and open market
and a national market system, and, in
general, to protect investors and the
public interest. In particular, the
Exchange believes that amending its
rules to allow information to flow from
the market maker to the EAM would not
comprise the integrity of the market as
the information barrier preventing the
flow of information from the EAM to its
affiliated market maker remains
unchanged. Meaning, a market maker
cannot be privy to nonpublic
information about incoming customer
orders and adjust their quotations in
response. The Exchange also believes
that this rule change will not introduce
customer harm as this change does not
impact the order protection rules
applicable to an EAM handling an order
as agent,15 but rather allows the EAM to
route to a specific destination to interact
with its affiliated market makers’
quotations or orders in the same manner
that the EAM would route orders to
access quotes and orders of market
makers that it is not affiliated with. In
addition, members will continue to be
subject to federal and Exchange
requirements for protecting material
nonpublic order information.16
Additionally, the Exchange notes that
the rule will still require that member
organizations maintain and enforce
policies and procedures reasonably
designed to ensure compliance with
applicable federal securities laws and
13 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
15 See note 7.
16 See 15 U.S.C. 78o(g) and ISE Rule 408.
14 15
PO 00000
Frm 00102
Fmt 4703
Sfmt 4703
60227
regulations and with Exchange rules.
Such written policies and procedures
will continue to be subject to oversight
by the Exchange and therefore allowing
information to flow from the market
makers to their affiliated EAMs should
not reduce the effectiveness of the
Exchange rules to protect against the
misuse of material nonpublic
information. Rather the Exchange
believes that a member should be able
to integrate its market makers’ positions
and quoting information with its EAM
unit(s) because this proposal, in tandem
with existing ISE conduct rules,17 ISE’s
review and approval of the information
barrier procedures submitted by market
makers that will be conducting Other
Business Activities, ISE’s ongoing
surveillances for manipulative conduct,
and FINRA’s exam program that reviews
such members compliance with such
policies and procedures, should provide
a regulatory framework that guards
customer interests and protects against
the misuse of material nonpublic
information. The proposed changes do
not alter a member’s best execution duty
to get the best price for its customer and,
therefore, the Exchange does not believe
that the proposed changes provided any
advantage or disadvantage to customers
or the markets in general.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. However, the
Exchange believes that Rule 810
currently imposes a burden on
competition for the Exchange because it
requires market makers that engage in
Other Business Activities to operate in
a manner that the Exchange believes is
more restrictive than necessary for the
protection of investors to the public
interest. The Exchange believes that the
proposed rule change is pro-competitive
because it is consistent with how other
national securities exchanges are
currently interpreting their rules and
should provide greater flexibility to
allow member firms to make routing
decisions based on the same
information across multiple markets.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any
17 See
E:\FR\FM\06OCN1.SGM
note 7.
06OCN1
60228
Federal Register / Vol. 79, No. 193 / Monday, October 6, 2014 / Notices
Paper Comments
unsolicited written comments from
members or other interested parties.
mstockstill on DSK4VPTVN1PROD with NOTICES
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within 45 days of the publication date
of this notice in the Federal Register or
within such longer period up to 90 days
(i) as the Commission may designate if
it finds such longer period to be
appropriate and publishes its reasons
for so finding or (ii) as to which the selfregulatory organization consents, the
Commission will:
(a) By order approve or disapprove
such proposed rule change, or
(b) institute proceedings to determine
whether the proposed rule change
should be 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. The
Commission requests comments, in
particular, on the following:
1. If the proposed rule change is
approved, an EAM will be able to know
where and at what price its affiliated
market makers are either quoting or
have orders on the order book and to
use that information to influence its
routing decisions. Do commenters agree
with the Exchange’s assertion that the
proposed rule change will not introduce
customer harm, as this change does not
impact the order protection rules
applicable to an EAM handling an order
as agent? Do commenters have a view
on whether permitting EAMs to make
routing decisions, based on knowledge
of an affiliated market maker’s quotes,
would impact the execution quality and
handling of customer orders? Please
explain.
2. Given that EAMs must maintain
policies and procedures that are
reasonably designed to ensure against
the misuse of material, nonpublic
information pursuant to ISE Rule 408,
do commenters have any views
regarding a proposed rule that would
permit an EAM to have non-public
information about where and at what
price its affiliated market maker is either
quoting or has orders on the order book?
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–ISE–
2014–43 on the subject line.
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17:17 Oct 03, 2014
Jkt 235001
• 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–ISE–2014–43. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commissions
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 ISE. 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–ISE–
2014–43 and should be submitted by
October 27, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.18
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–23701 Filed 10–3–14; 8:45 am]
BILLING CODE 8011–01–P
SMALL BUSINESS ADMINISTRATION
[Disaster Declaration #14136 and #14137]
Washington Disaster #WA–00047
Small Business Administration.
Notice.
AGENCY:
ACTION:
This is a notice of an
Administrative declaration of a disaster
for the State of Washington dated 09/29/
2014.
SUMMARY:
Incident: Central Washington
Firestorm.
Incident Period: 07/09/2014 through
08/05/2014.
EFFECTIVE DATE: 09/29/2014.
Physical Loan Application Deadline
Date: 11/28/2014.
Economic Injury (EIDL) Loan
Application Deadline Date: 06/29/2015.
ADDRESSES: Submit completed loan
applications to: U.S. Small Business
Administration, Processing and
Disbursement Center, 14925 Kingsport
Road, Fort Worth, TX 76155.
FOR FURTHER INFORMATION CONTACT: A.
Escobar, Office of Disaster Assistance,
U.S. Small Business Administration,
409 3rd Street SW., Suite 6050,
Washington, DC 20416.
SUPPLEMENTARY INFORMATION: Notice is
hereby given that as a result of the
Administrator’s disaster declaration,
applications for disaster loans may be
filed at the address listed above or other
locally announced locations.
The following areas have been
determined to be adversely affected by
the disaster:
Primary Counties: Okanogan.
Contiguous Counties:
Washington: Chelan, Douglas, Ferry,
Grant, Lincoln, Skagit, Whatcom.
The Interest Rates are:
Percent
For Physical Damage:
Homeowners With Credit Available Elsewhere ......................
Homeowners Without Credit
Available Elsewhere ..............
Businesses With Credit Available Elsewhere ......................
Businesses
Without
Credit
Available Elsewhere ..............
Non-Profit Organizations With
Credit Available Elsewhere ...
Non-Profit Organizations Without Credit Available Elsewhere .....................................
For Economic Injury:
Businesses & Small Agricultural
Cooperatives Without Credit
Available Elsewhere ..............
Non-Profit Organizations Without Credit Available Elsewhere .....................................
PO 00000
CFR 200.30–3(a)(12).
Frm 00103
Fmt 4703
Sfmt 9990
2.188
6.000
4.000
2.625
2.625
4.000
2.625
The number assigned to this disaster
for physical damage is 14136 5 and for
economic injury is 14137 0.
The State which received an EIDL
Declaration # is Washington.
(Catalog of Federal Domestic Assistance
Numbers 59002 and 59008)
Dated: September 29, 2104.
Maria Contreras-Sweet,
Administrator.
[FR Doc. 2014–23808 Filed 10–3–14; 8:45 am]
18 17
4.375
BILLING CODE 8025–01–P
E:\FR\FM\06OCN1.SGM
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Agencies
[Federal Register Volume 79, Number 193 (Monday, October 6, 2014)]
[Notices]
[Pages 60226-60228]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-23701]
[[Page 60226]]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-73261; File No. SR-ISE-2014-43]
Self-Regulatory Organizations; International Securities Exchange,
LLC; Notice of Filing of Proposed Rule Change Amending Its Information
Barrier Rules
September 30, 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 September 15, 2014, the International Securities Exchange, LLC
(the ``Exchange'' or the ``ISE'') filed with the Securities and
Exchange Commission (``Commission'') the proposed rule change, as
described in Items I and II below, which items have been prepared by
the self-regulatory organization. The Commission is publishing this
notice to solicit comments on the proposed rule change from interested
persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The International Securities Exchange, LLC (the ``Exchange'' or the
``ISE'') is proposing to amend its Rules 810 (Limitations on Dealings)
and 717 (Limitations on Orders). The text of the proposed rule change
is available on the Exchange's Web site (https://www.ise.com), at the
principal office of the Exchange, and at the Commission's Public
Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the self-regulatory organization
included statements concerning the purpose of, and basis for, the
proposed rule change and discussed any comments it received on the
proposed rule change. The text of these statements may be examined at
the places specified in Item IV below. The self-regulatory organization
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 is proposing to amend its Rules 810 (Limitations on
Dealings) and 717 (Limitations on Orders) governing information
barriers. Specifically, the Exchange is proposing to amend the portion
of the rules that address the limitation on the flow of information
between a member's Electronic Access Member (``EAM'') unit, which
handles the customer/agency side of the business, and its affiliated
Primary Market Maker (``PMM'') and/or Competitive Market Maker
(``CMM'') (jointly, ``market makers'') unit, which handles the
proprietary side of the business.
ISE adopted its Rule 810 (Limitations on Dealings) on February 24,
2000 \3\ and over the years, the Exchange has frequently been asked by
its members to provide guidance as to what information can be shared
between an EAM and its affiliated market maker business under Rule
810.\4\ The Exchange's position on this issue has always been that the
information barrier between the EAM unit and its affiliated market
maker unit must restrict the flow of information in both directions. As
so interpreted, (i) the EAM unit cannot know where and at what price
its affiliated market makers are quoting and, therefore, cannot use
that information to influence their routing decisions, and (ii) the
market makers cannot know what customer orders its affiliated EAMs are
handling as agent and, therefore, cannot use that information to
influence their quotations.
---------------------------------------------------------------------------
\3\ See Securities Exchange Act Release No. 34-4255 [sic]; File
No. 10-127 (February 24, 2000).
\4\ Rule 810 currently permits market makers to provide its
affiliated EAM, upon request, the same general quotation information
that it would provide to an unaffiliated entity. The intent of that
provision was an attempt in 2000 to replicate a floor-based market,
in which a broker could ask a floor-based specialist general
information on the market.
---------------------------------------------------------------------------
The Exchange is now proposing to amend its Rule 810 to allow EAMs
to know where and at what price its affiliated market makers are either
quoting or have orders on the order book \5\ and to use that
information to influence their routing decisions. As such, an EAM may
route an order that it is handling on an agency basis to the ISE where
its affiliated market maker is either quoting or has an order on the
order book so that the two orders immediately interact. The Exchange
posits that these such members, in the context of risk management \6\
and consistent with the protections against the misuse of material
nonpublic information,\7\ should be able to consider the outstanding
quotes of their affiliated marker maker units for the purposes of
calculating net positions and making routing decisions to increase the
member's interaction rate between its EAM unit and affiliated market
making unit(s). Further, the Exchange asserts that a member should be
able to integrate its market makers' positions and quoting information
with its EAM unit(s) because this proposal, in tandem with existing ISE
conduct rules,\8\ ISE's review and approval of the information barrier
procedures submitted by market makers that will be conducting Other
Business Activities,\9\ ISE's ongoing surveillances for manipulative
conduct, and FINRA's exam program that reviews such members compliance
with such policies and procedures, should provide a regulatory
framework that guards customer interests and protects against the
misuse of material nonpublic information, while increasing the
operational flexibility of ISE members.
---------------------------------------------------------------------------
\5\ According to Rule 805(b)(1)(i) and (ii) market makers may
only have orders on the order book in option classes to which they
are not appointed.
\6\ See, e.g., 17 CFR Part 240.15c3-5 (Risk Management Controls
for Brokers or Dealers with Market Access).
\7\ See, e.g., 15 U.S.C. 78o(g). Section 15(g) of the Securities
and Exchange Act of 1934 (the ``Act'') requires every broker or
dealer to ``establish, maintain, and enforce written policies and
procedures reasonably designed, taking into consideration the nature
of such broker's or dealer's business, to prevent the misuse . . .
of material, nonpublic information by such broker or dealer or any
person associated with such broker or dealer.''
\8\ See, e.g., ISE Rules 400 (Just and Equitable Principles of
Trade), 401 (Adherence to Law), 405 (Manipulation), 408 (Prevention
of the Misuse of Material, Nonpublic Information) and 713 (Priority
of Quotes and Orders).
\9\ ISE Rule 810 defines ``Other Business Activities'' as
meaning, (1) conducting an investment or banking or public
securities business; (2) making markets in the stocks underlying the
options in which it makes markets; (3) handling listed options
orders as agent on behalf of Public Customers or broker-dealers; or
(4) conducting non-market making proprietary listed options trading
activities.
---------------------------------------------------------------------------
ISE Rule 717(d) and (e) requires members to expose certain orders
entered on the limit order book for at least one second before
executing them as principal or against orders that were solicited from
other broker-dealers. This requirement applies when the EAM is handling
both sides of a trade and not when an EAM is handling a marketable
order as agent and is routing that order to execute against a quote/
order resting on the order book. Accordingly, when customer order(s)
that an EAM is handling as agent executes against an affiliated market
maker's quote or order, it appears as though the EAM was in fact
handling both sides of the trade, and did not comply with the order
exposure requirements of ISE Rule 717(d) and (e). However, because the
Exchange does not publicly identify the member that entered an order on
the limit order book, orders from the same
[[Page 60227]]
firm may inadvertently execute against each other as a result of being
entered by disparate persons and/or systems at the same member firm.
Therefore, when enforcing Rule 717(d) and (e), the Exchange has never
considered the inadvertent interaction of orders from the same firm
within one second to be a violation of the exposure requirement.
On September 20, 2011 the Exchange codified this longstanding
policy in Supplementary Material .06 to Rule 717,\10\ which currently
specifies that members can demonstrate that orders were entered without
knowledge of a pre-existing order on the book represented by the same
firm by providing evidence that effective information barriers between
the persons, business units and/or systems entering the orders onto the
Exchange were in existence at the time the orders were entered.\11\
This rule requires that such information barriers be fully documented
and provided to the Exchange upon request.\12\
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\10\ See Securities Exchange Act Release No. 65361 (September
20, 2011), 76 FR 59472 (September 26, 2011) (SR-ISE-2011-42).
\11\ The Exchange conducts routine surveillance to identify
instances when an order on the limit order book is executed against
an order entered by the same firm within one second.
\12\ The Exchange reviews information barrier documentation to
evaluate whether a member has implemented processes that are
reasonably designed to prevent the flow of pre-trade order
information given the particular structure of the member firm.
Additionally, information barriers are reviewed as part of the
Exchange's examination program, which is administered by the
Financial Industry Regulatory Authority (``FINRA'') pursuant to a
regulatory services agreement.
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Given the proposed change to ISE Rule 810, the Exchange is also
proposing to make a corresponding change to Supplementary Material .06
to Rule 717 to specify that orders from the same member's EAM unit and
its affiliated PMM and/or CMM unit may interact within one second
without being a violation of the order exposure requirement of
paragraph (d) and (e) of Rule 717 when the firm can demonstrate that
the customer order that it routed was marketable, the EAM was not
handling the affiliated market maker quote/order and the affiliated
market maker quote/order was in existence at the time the customer
order(s) were entered into the ISE's system.
The Exchange believes that adopting these rule changes will allow
for the Exchange to provide its membership with increased operational
flexibility while keeping intact the original purpose of the rule,
which was intended to prevent market makers from using customer order
flow information to influence their quotations. The Exchange believes
that allowing information to flow from the market maker to the EAM
would not comprise the integrity of our market, nor would it introduce
customer harm, as discussed in more detail above. Additionally, the
Exchange believes that market quality will not be eroded due to these
changes because the information barrier preventing the flow of
information from the EAM to its' affiliated market maker remains
unchanged, meaning, market makers will continue to be unable to adjust
their quotes either to intercept or avoid orders since that side of the
barrier remains in force.
2. Statutory Basis
The basis under the Act for this proposed rule change is the
requirement under Section 6(b),\13\ in general, and Section 6(b)(5)
\14\ in particular, that an exchange have rules that are designed to
prevent fraudulent and manipulative acts and practices, to promote just
and equitable principles of trade, to remove impediments to and perfect
the mechanism for a free and open market and a national market system,
and, in general, to protect investors and the public interest. In
particular, the Exchange believes that amending its rules to allow
information to flow from the market maker to the EAM would not comprise
the integrity of the market as the information barrier preventing the
flow of information from the EAM to its affiliated market maker remains
unchanged. Meaning, a market maker cannot be privy to nonpublic
information about incoming customer orders and adjust their quotations
in response. The Exchange also believes that this rule change will not
introduce customer harm as this change does not impact the order
protection rules applicable to an EAM handling an order as agent,\15\
but rather allows the EAM to route to a specific destination to
interact with its affiliated market makers' quotations or orders in the
same manner that the EAM would route orders to access quotes and orders
of market makers that it is not affiliated with. In addition, members
will continue to be subject to federal and Exchange requirements for
protecting material nonpublic order information.\16\
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\13\ 15 U.S.C. 78f(b).
\14\ 15 U.S.C. 78f(b)(5).
\15\ See note 7.
\16\ See 15 U.S.C. 78o(g) and ISE Rule 408.
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Additionally, the Exchange notes that the rule will still require
that member organizations maintain and enforce policies and procedures
reasonably designed to ensure compliance with applicable federal
securities laws and regulations and with Exchange rules. Such written
policies and procedures will continue to be subject to oversight by the
Exchange and therefore allowing information to flow from the market
makers to their affiliated EAMs should not reduce the effectiveness of
the Exchange rules to protect against the misuse of material nonpublic
information. Rather the Exchange believes that a member should be able
to integrate its market makers' positions and quoting information with
its EAM unit(s) because this proposal, in tandem with existing ISE
conduct rules,\17\ ISE's review and approval of the information barrier
procedures submitted by market makers that will be conducting Other
Business Activities, ISE's ongoing surveillances for manipulative
conduct, and FINRA's exam program that reviews such members compliance
with such policies and procedures, should provide a regulatory
framework that guards customer interests and protects against the
misuse of material nonpublic information. The proposed changes do not
alter a member's best execution duty to get the best price for its
customer and, therefore, the Exchange does not believe that the
proposed changes provided any advantage or disadvantage to customers or
the markets in general.
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\17\ See note 7.
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition that is not necessary or appropriate
in furtherance of the purposes of the Act. However, the Exchange
believes that Rule 810 currently imposes a burden on competition for
the Exchange because it requires market makers that engage in Other
Business Activities to operate in a manner that the Exchange believes
is more restrictive than necessary for the protection of investors to
the public interest. The Exchange believes that the proposed rule
change is pro-competitive because it is consistent with how other
national securities exchanges are currently interpreting their rules
and should provide greater flexibility to allow member firms to make
routing decisions based on the same information across multiple
markets.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
The Exchange has not solicited, and does not intend to solicit,
comments on this proposed rule change. The Exchange has not received
any
[[Page 60228]]
unsolicited written comments from members or other interested parties.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Within 45 days of the publication date of this notice in the
Federal Register or within such longer period up to 90 days (i) as the
Commission may designate if it finds such longer period to be
appropriate and publishes its reasons for so finding or (ii) as to
which the self-regulatory organization consents, the Commission will:
(a) By order approve or disapprove such proposed rule change, or
(b) institute proceedings to determine whether the proposed rule
change should be 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. The Commission requests comments, in
particular, on the following:
1. If the proposed rule change is approved, an EAM will be able to
know where and at what price its affiliated market makers are either
quoting or have orders on the order book and to use that information to
influence its routing decisions. Do commenters agree with the
Exchange's assertion that the proposed rule change will not introduce
customer harm, as this change does not impact the order protection
rules applicable to an EAM handling an order as agent? Do commenters
have a view on whether permitting EAMs to make routing decisions, based
on knowledge of an affiliated market maker's quotes, would impact the
execution quality and handling of customer orders? Please explain.
2. Given that EAMs must maintain policies and procedures that are
reasonably designed to ensure against the misuse of material, nonpublic
information pursuant to ISE Rule 408, do commenters have any views
regarding a proposed rule that would permit an EAM to have non-public
information about where and at what price its affiliated market maker
is either quoting or has orders on the order book?
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-ISE-2014-43 on the subject line.
Paper Comments
Send paper comments in triplicate to Secretary, Securities
and Exchange Commission, 100 F Street NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-ISE-2014-43. This file
number should be included on the subject line if email is used. To help
the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commissions 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 ISE. 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-ISE-2014-43 and should be submitted by
October 27, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\18\
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\18\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-23701 Filed 10-3-14; 8:45 am]
BILLING CODE 8011-01-P