Self-Regulatory Organizations; BATS Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change to Rule 11.1 of BATS Exchange, Inc., 73359-73361 [2014-28907]
Download as PDF
Federal Register / Vol. 79, No. 237 / Wednesday, December 10, 2014 / Notices
under Section 5(b)(ii) of the Linkage
Plan. Section 5(b)(ii) of the Linkage
Plan, the Trading Rotation exception,
permits a participant exchange to trade
through a Protected Quotation
disseminated by an Eligible Exchange
during a trading rotation.
The proposed iterative opening
process will provide market makers and
other market participants greater
opportunity to participate at the open
and provide option classes with an
increased chance to determine an
opening price which removes
impediments to a free and open market
and benefits all market participants.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe the
proposed rule change will impose any
burden on competition not necessary or
appropriate in furtherance of the
purposes of the Act. To the contrary, the
Exchange’s inability to provide away
market protection limits competition in
that other exchanges currently provide
such protection and therefore are able to
attract pre-opening order flow. Thus,
approval of the proposed rule change
will promote intermarket competition
because it will allow the Exchange to,
among other things, provide away
market price protection at the open and
thus, compete with other exchanges for
order flow that market participants do
not currently send to the ISE. The
Exchange does not believe the proposed
rule change will impose any burden on
intramarket competition. The Exchange
believes the proposed rule change will
encourage ISE Members to send their
pre-open order flow to the Exchange
rather to a competing exchange and will
therefore increase competition at the
open.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
mstockstill on DSK4VPTVN1PROD with NOTICES
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any
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-
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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 Exchange
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–ISE–
2014–24 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Brent J. Fields, Secretary, Securities
and Exchange Commission, 100 F Street
NE., Washington, DC 20549–1090.
All submissions should refer to File
Number SR–ISE–2014–24. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549 on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing also will be available for
inspection and copying at the principal
office of the 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–
2014–24 and should be submitted by
December 31, 2014.
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73359
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.22
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–28874 Filed 12–9–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–73745; File No. SR–BATS–
2014–062]
Self-Regulatory Organizations; BATS
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change to Rule 11.1 of BATS
Exchange, Inc.
December 4, 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 November
28, 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 11.1 to accept orders
beginning at 6:00 a.m. Eastern Time.
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.
22 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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73360
Federal Register / Vol. 79, No. 237 / Wednesday, December 10, 2014 / Notices
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
mstockstill on DSK4VPTVN1PROD with NOTICES
1. Purpose
The Exchange proposes to amend
Rule 11.1 to accept orders beginning at
6:00 a.m. Eastern Time. Earlier this year,
the Exchange and its affiliate, BATS YExchange, Inc. (‘‘BYX’’), received
approval to effect 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’’) (together with BZX, BYX and
EDGX, the ‘‘BGM Affiliated
Exchanges’’).3 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.
The Exchange currently accepts
orders commencing at the beginning of
the Pre-Opening Trading Session, which
is defined in Rule 1.5(r) as the time
between 8:00 a.m. and 9:30 a.m. Eastern
Time. In contrast, EDGA and EDGX
begin accepting orders starting at 6:00
a.m. Eastern Time.4 As proposed, the
Exchange will accept orders into the
System from 6:00 a.m. until 8:00 p.m.
Eastern Time. Orders entered between
6:00 a.m. and 8:00 a.m. Eastern Time
will not be eligible for execution until
the start of the Pre-Opening Session or
Regular Trading Hours, depending on
the Time in Force selected by the User.
Orders designated for Regular Trading
Hours will continue to be queued
during the Pre-Opening Session and
queued for the Exchange’s Opening
Auction for Exchange-listed securities
or Opening Process for non-Exchangelisted securities.5
The Exchange also proposes to specify
in Rule 11.1 the order types and order
modifiers that the Exchange will not
accept before 8:00 a.m. Eastern Time,
each of which the Exchange believes is
inconsistent with an order that is
queued and awaiting placement on an
3 See Securities Exchange Act Release No. 71375
(January 23, 2014), 79 FR 4771 (January 29, 2014)
(SR–BATS–2013–059; SR–BYX–2013–039).
4 See EDGX Rule 11.1(a)(1) and EDGA Rule
11.1(a)(1).
5 The Exchange’s Opening Auction for Exchangelisted securities is described in Rule 11.23. The
Exchange’s Opening Process for non-Exchangelisted securities is described in Rule 11.24.
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order book as opposed to entered during
a trading session where continuous
trading is occurring. Specifically, the
Exchange will not accept the following
orders prior to 8:00 a.m. Eastern Time:
BATS Post Only Orders,6 Partial Post
Only at Limit Orders,7 intermarket
sweep orders (‘‘ISOs’’),8 BATS Market
Orders 9 with a Time in Force other than
Regular Hours Only (‘‘RHO’’),10
Minimum Quantity Orders 11 with a
Time in Force of RHO, and all orders
with a Time in Force of Immediate or
Cancel (‘‘IOC’’) or Fill-or-Kill
(‘‘FOK’’).12 The Exchange reiterates that
it is proposing to reject the order types
and modifiers described above between
6:00 a.m. and 8:00 a.m. because each is
inconsistent with an order designated to
queue for later entry onto the
Exchange’s order book. For instance,
because orders received prior to 8:00
a.m. are not immediately executable, but
rather queued for later participation,
BATS Post Only Orders, Partial Post
Only at Limit Orders, BATS Market
Orders that are not designated as RHO
(i.e., not designated to queue), IOC and
FOK orders do not make sense in the
context of the proposed rule change
and, thus, the Exchange is proposing to
reject them prior to 8:00 a.m.
Specifically with respect to BATS Post
Only Orders and Partial Post Only at
Limit Orders, although the Exchange
could accept such orders and place
them on the BATS Book at 8:00 a.m. in
the order they were received, as
described below, the Exchange does not
believe such orders are consistent with
the purpose of the amendment given
that such orders are typically intended
to provide liquidity and during the time
period they are queued they will not be
executable on the BATS Book.
Similarly, because an order designated
as an ISO implies that there is currently
a protected bid or offer and there are no
protected bids or offers prior to 9:30
a.m. Eastern Time, the Exchange
proposes to reject any ISOs entered
prior to 8:00 a.m. Finally, the Exchange
proposes to reject Minimum Quantity
Orders designated as RHO, which are
also rejected pursuant to the Exchange’s
6 A BATS Post Only Order is defined in Rule
11.9(c)(6).
7 A Partial Post Only at Limit Order is defined in
Rule 11.9(c)(7).
8 An ISO is defined in Rule 11.9(d).
9 A BATS Market Order is defined in Rule
11.9(a)(2).
10 The Time in Force of Regular Hours Only, or
RHO, is defined in Rule 11.9(b)(7).
11 A Minimum Quantity Order is defined in Rule
11.9(c)(5).
12 The Time in Force of Immediate or Cancel, or
IOC, is defined in Rule 11.9(b)(1) and the Time in
Force of Fill-or-Kill, or FOK, is defined in Rule
11.9(b)(6).
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Opening Process 13 in order to maintain
consistency with such process.
At the commencement of the PreOpening Session, orders entered
between 6:00 a.m. and 8:00 a.m. Eastern
Time will be handled in time sequence,
beginning with the order with the oldest
time stamp, and will be placed on the
BATS Book, routed, cancelled, or
executed in accordance with the terms
of the order. Thus, although orders are
queued until 8:00 a.m. Eastern Time,
orders will be processed sequentially in
exactly the same way they would be if
they arrived at the commencement of
operations of the Exchange. The
Exchange notes that it does not believe
that the proposed functionality will be
used in order to achieve executions with
latency considerations in mind, as Users
seeking executions prior to 8:00 a.m.
have other options available to them, as
there are several trading venues that are
fully open for trading prior to 8:00
a.m.14 Rather, the functionality is
available to Users that simply want their
orders entered to the BATS book at the
start of the trading day or to queue for
the Exchange’s Opening Auction or
Opening Process, as applicable. All
orders queued prior to 8:00 a.m. will be
processed ahead of orders that are
received after the commencement of the
Pre-Opening Session.
2. Statutory Basis
The Exchange believes that the rule
change proposed in this submission 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.15 Specifically,
the proposed change is consistent with
Section 6(b)(5) of the Act,16 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, and, in
general, to protect investors and the
public interest. The Exchange believes
that allowing for the entry of orders
prior to the Pre-Opening Session will
allow Users to enter orders in an orderly
fashion prior to the commencement of
trading on the Exchange, rather than
requiring such Users to submit orders
when trading commences at 8:00 a.m.
Eastern Time. Specifically, the
implementation of the proposed rule
change will provide Users with greater
control and flexibility with respect to
13 See
Rule 11.24(a).
infra note 17.
15 15 U.S.C. 78f(b).
16 15 U.S.C. 78f(b)(5).
14 See
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Federal Register / Vol. 79, No. 237 / Wednesday, December 10, 2014 / Notices
entering orders, allowing them to enter
orders for later participation during the
Pre-Opening Session or Regular Trading
Hours, rather than waiting for the
applicable trading session to begin. This
simplifies the order entry process for
Users that have orders that they wish to
submit to the Exchange prior to 8:00
a.m. by allowing such Users to send
rather than hold such orders, which
removes impediments to a free and open
market and benefits all Users of the
Exchange.
The Exchange also believes that
rejecting BATS Post Only Orders, Partial
Post Only at Limit Orders, ISOs, nonRHO BATS Market Orders, Minimum
Quantity Orders with a Time in Force of
RHO, IOC and FOK orders prior to 8:00
a.m. Eastern Time 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, and, in general, to protect
investors and the public interest; and is
not designed to permit unfair
discrimination between customers,
issuers, brokers, or dealers because, as
described above, such order types do
not make sense in the context of
queuing orders (as opposed to
continuous book trading).
mstockstill on DSK4VPTVN1PROD with NOTICES
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition not
necessary or appropriate in furtherance
of the purposes of the act. To the
contrary, allowing the Exchange to
accept orders prior to 8:00 a.m. Eastern
Time for participation during the PreOpening Session and/or Regular
Trading Hours fosters competition in
that other exchanges 17 are able to begin
accepting orders in such securities,
while the Exchange cannot accept such
orders. Thus, approval of the proposed
rule change will promote competition
because it will allow the Exchange to
offer its Users the ability to enter orders
prior to the beginning of the PreOpening Session for queuing and thus
compete more directly with other
exchanges for order flow that a User
may not have directed to the Exchange
if they were not able to enter orders for
queuing.
17 Nasdaq, for instance, begins accepting orders at
4:00 a.m. Eastern Time. See, Nasdaq Rule 4617.
NYSE Arca Equities begins accepting and queues
orders beginning at 3:30 a.m. Eastern Time with its
first trading session commencing at 4:00 a.m.
Eastern Time. See ‘‘Holiday Hours—All Markets;
NYSE Arca Equities,’’ available at https://
www.nyse.com/markets/hours-calendars.
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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)(iii) of the Act 18 and Rule
19b–4(f)(6) thereunder.19 Because the
proposed rule change does not: (i)
Significantly affect the protection of
investors or the public interest; (ii)
impose any significant burden on
competition; and (iii) become operative
prior to 30 days from the date on which
it was filed, or such shorter time as the
Commission may designate, if
consistent with the protection of
investors and the public interest, the
proposed rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act and Rule 19b–4(f)(6)
thereunder.20
At any time within 60 days of the
filing of such proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
under Section 19(b)(2)(B) 21 of the Act to
determine whether the proposed rule
change should be approved or
disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
U.S.C. 78s(b)(3)(A)(iii).
19 17 CFR 240.19b–4(f)(6).
20 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, or such
shorter time as designated by the Commission.
21 15 U.S.C. 78s(b)(2)(B).
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
BATS–2014–062 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–2014–062. 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
information that you wish to make
available publicly. All submissions
should refer to File Number SR–BATS–
2014–062, and should be submitted on
or before December 31, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.22
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–28907 Filed 12–9–14; 8:45 am]
BILLING CODE 8011–01–P
18 15
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22 17
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CFR 200.30–3(a)(12).
10DEN1
Agencies
[Federal Register Volume 79, Number 237 (Wednesday, December 10, 2014)]
[Notices]
[Pages 73359-73361]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-28907]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-73745; File No. SR-BATS-2014-062]
Self-Regulatory Organizations; BATS Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of a Proposed Rule Change to Rule
11.1 of BATS Exchange, Inc.
December 4, 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 November 28, 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 11.1 to accept orders
beginning at 6:00 a.m. Eastern Time.
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.
[[Page 73360]]
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 Rule 11.1 to accept orders beginning
at 6:00 a.m. Eastern Time. Earlier this year, the Exchange and its
affiliate, BATS Y-Exchange, Inc. (``BYX''), received approval to effect
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'')
(together with BZX, BYX and EDGX, the ``BGM Affiliated Exchanges'').\3\
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.
---------------------------------------------------------------------------
\3\ See Securities Exchange Act Release No. 71375 (January 23,
2014), 79 FR 4771 (January 29, 2014) (SR-BATS-2013-059; SR-BYX-2013-
039).
---------------------------------------------------------------------------
The Exchange currently accepts orders commencing at the beginning
of the Pre-Opening Trading Session, which is defined in Rule 1.5(r) as
the time between 8:00 a.m. and 9:30 a.m. Eastern Time. In contrast,
EDGA and EDGX begin accepting orders starting at 6:00 a.m. Eastern
Time.\4\ As proposed, the Exchange will accept orders into the System
from 6:00 a.m. until 8:00 p.m. Eastern Time. Orders entered between
6:00 a.m. and 8:00 a.m. Eastern Time will not be eligible for execution
until the start of the Pre-Opening Session or Regular Trading Hours,
depending on the Time in Force selected by the User. Orders designated
for Regular Trading Hours will continue to be queued during the Pre-
Opening Session and queued for the Exchange's Opening Auction for
Exchange-listed securities or Opening Process for non-Exchange-listed
securities.\5\
---------------------------------------------------------------------------
\4\ See EDGX Rule 11.1(a)(1) and EDGA Rule 11.1(a)(1).
\5\ The Exchange's Opening Auction for Exchange-listed
securities is described in Rule 11.23. The Exchange's Opening
Process for non-Exchange-listed securities is described in Rule
11.24.
---------------------------------------------------------------------------
The Exchange also proposes to specify in Rule 11.1 the order types
and order modifiers that the Exchange will not accept before 8:00 a.m.
Eastern Time, each of which the Exchange believes is inconsistent with
an order that is queued and awaiting placement on an order book as
opposed to entered during a trading session where continuous trading is
occurring. Specifically, the Exchange will not accept the following
orders prior to 8:00 a.m. Eastern Time: BATS Post Only Orders,\6\
Partial Post Only at Limit Orders,\7\ intermarket sweep orders
(``ISOs''),\8\ BATS Market Orders \9\ with a Time in Force other than
Regular Hours Only (``RHO''),\10\ Minimum Quantity Orders \11\ with a
Time in Force of RHO, and all orders with a Time in Force of Immediate
or Cancel (``IOC'') or Fill-or-Kill (``FOK'').\12\ The Exchange
reiterates that it is proposing to reject the order types and modifiers
described above between 6:00 a.m. and 8:00 a.m. because each is
inconsistent with an order designated to queue for later entry onto the
Exchange's order book. For instance, because orders received prior to
8:00 a.m. are not immediately executable, but rather queued for later
participation, BATS Post Only Orders, Partial Post Only at Limit
Orders, BATS Market Orders that are not designated as RHO (i.e., not
designated to queue), IOC and FOK orders do not make sense in the
context of the proposed rule change and, thus, the Exchange is
proposing to reject them prior to 8:00 a.m. Specifically with respect
to BATS Post Only Orders and Partial Post Only at Limit Orders,
although the Exchange could accept such orders and place them on the
BATS Book at 8:00 a.m. in the order they were received, as described
below, the Exchange does not believe such orders are consistent with
the purpose of the amendment given that such orders are typically
intended to provide liquidity and during the time period they are
queued they will not be executable on the BATS Book. Similarly, because
an order designated as an ISO implies that there is currently a
protected bid or offer and there are no protected bids or offers prior
to 9:30 a.m. Eastern Time, the Exchange proposes to reject any ISOs
entered prior to 8:00 a.m. Finally, the Exchange proposes to reject
Minimum Quantity Orders designated as RHO, which are also rejected
pursuant to the Exchange's Opening Process \13\ in order to maintain
consistency with such process.
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\6\ A BATS Post Only Order is defined in Rule 11.9(c)(6).
\7\ A Partial Post Only at Limit Order is defined in Rule
11.9(c)(7).
\8\ An ISO is defined in Rule 11.9(d).
\9\ A BATS Market Order is defined in Rule 11.9(a)(2).
\10\ The Time in Force of Regular Hours Only, or RHO, is defined
in Rule 11.9(b)(7).
\11\ A Minimum Quantity Order is defined in Rule 11.9(c)(5).
\12\ The Time in Force of Immediate or Cancel, or IOC, is
defined in Rule 11.9(b)(1) and the Time in Force of Fill-or-Kill, or
FOK, is defined in Rule 11.9(b)(6).
\13\ See Rule 11.24(a).
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At the commencement of the Pre-Opening Session, orders entered
between 6:00 a.m. and 8:00 a.m. Eastern Time will be handled in time
sequence, beginning with the order with the oldest time stamp, and will
be placed on the BATS Book, routed, cancelled, or executed in
accordance with the terms of the order. Thus, although orders are
queued until 8:00 a.m. Eastern Time, orders will be processed
sequentially in exactly the same way they would be if they arrived at
the commencement of operations of the Exchange. The Exchange notes that
it does not believe that the proposed functionality will be used in
order to achieve executions with latency considerations in mind, as
Users seeking executions prior to 8:00 a.m. have other options
available to them, as there are several trading venues that are fully
open for trading prior to 8:00 a.m.\14\ Rather, the functionality is
available to Users that simply want their orders entered to the BATS
book at the start of the trading day or to queue for the Exchange's
Opening Auction or Opening Process, as applicable. All orders queued
prior to 8:00 a.m. will be processed ahead of orders that are received
after the commencement of the Pre-Opening Session.
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\14\ See infra note 17.
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2. Statutory Basis
The Exchange believes that the rule change proposed in this
submission 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.\15\ Specifically, the proposed change is consistent with
Section 6(b)(5) of the Act,\16\ 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, and, in general, to protect investors and the public interest.
The Exchange believes that allowing for the entry of orders prior to
the Pre-Opening Session will allow Users to enter orders in an orderly
fashion prior to the commencement of trading on the Exchange, rather
than requiring such Users to submit orders when trading commences at
8:00 a.m. Eastern Time. Specifically, the implementation of the
proposed rule change will provide Users with greater control and
flexibility with respect to
[[Page 73361]]
entering orders, allowing them to enter orders for later participation
during the Pre-Opening Session or Regular Trading Hours, rather than
waiting for the applicable trading session to begin. This simplifies
the order entry process for Users that have orders that they wish to
submit to the Exchange prior to 8:00 a.m. by allowing such Users to
send rather than hold such orders, which removes impediments to a free
and open market and benefits all Users of the Exchange.
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\15\ 15 U.S.C. 78f(b).
\16\ 15 U.S.C. 78f(b)(5).
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The Exchange also believes that rejecting BATS Post Only Orders,
Partial Post Only at Limit Orders, ISOs, non-RHO BATS Market Orders,
Minimum Quantity Orders with a Time in Force of RHO, IOC and FOK orders
prior to 8:00 a.m. Eastern Time 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, and,
in general, to protect investors and the public interest; and is not
designed to permit unfair discrimination between customers, issuers,
brokers, or dealers because, as described above, such order types do
not make sense in the context of queuing orders (as opposed to
continuous book trading).
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition not necessary or appropriate in
furtherance of the purposes of the act. To the contrary, allowing the
Exchange to accept orders prior to 8:00 a.m. Eastern Time for
participation during the Pre-Opening Session and/or Regular Trading
Hours fosters competition in that other exchanges \17\ are able to
begin accepting orders in such securities, while the Exchange cannot
accept such orders. Thus, approval of the proposed rule change will
promote competition because it will allow the Exchange to offer its
Users the ability to enter orders prior to the beginning of the Pre-
Opening Session for queuing and thus compete more directly with other
exchanges for order flow that a User may not have directed to the
Exchange if they were not able to enter orders for queuing.
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\17\ Nasdaq, for instance, begins accepting orders at 4:00 a.m.
Eastern Time. See, Nasdaq Rule 4617. NYSE Arca Equities begins
accepting and queues orders beginning at 3:30 a.m. Eastern Time with
its first trading session commencing at 4:00 a.m. Eastern Time. See
``Holiday Hours--All Markets; NYSE Arca Equities,'' available at
https://www.nyse.com/markets/hours-calendars.
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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)(iii) of the Act \18\ and Rule 19b-4(f)(6) thereunder.\19\
Because the proposed rule change does not: (i) Significantly affect the
protection of investors or the public interest; (ii) impose any
significant burden on competition; and (iii) become operative prior to
30 days from the date on which it was filed, or such shorter time as
the Commission may designate, if consistent with the protection of
investors and the public interest, the proposed rule change has become
effective pursuant to Section 19(b)(3)(A) of the Act and Rule 19b-
4(f)(6) thereunder.\20\
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\18\ 15 U.S.C. 78s(b)(3)(A)(iii).
\19\ 17 CFR 240.19b-4(f)(6).
\20\ 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, or such shorter time as designated by the Commission.
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At any time within 60 days of the filing of such proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act. If the Commission
takes such action, the Commission shall institute proceedings under
Section 19(b)(2)(B) \21\ of the Act to determine whether the proposed
rule change should be approved or disapproved.
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\21\ 15 U.S.C. 78s(b)(2)(B).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-BATS-2014-062 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-2014-062. 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 information that you wish to make
available publicly. All submissions should refer to File Number SR-
BATS-2014-062, and should be submitted on or before December 31, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\22\
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\22\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-28907 Filed 12-9-14; 8:45 am]
BILLING CODE 8011-01-P