Self-Regulatory Organizations; International Securities Exchange, LLC; Notice of Designation of Longer Period for Commission Action on Proposed Rule Change To Modify the Opening Process, 4953-4954 [2015-01645]
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Federal Register / Vol. 80, No. 19 / Thursday, January 29, 2015 / Notices
Feed,12 offered by the Exchange’s
affiliate, NYSE Arca, Inc. (‘‘NYSE
Arca’’), Nasdaq TotalView–Itch,13
offered by The Nasdaq Stock Market,
Inc., and BATS Multicast Pitch,14
offered by BATS Global Markets. This
proposed new data feed provides
investors with new options for receiving
market data, which was a primary goal
of the market data amendments adopted
by Regulation NMS.15
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were solicited
or received with respect to the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
mstockstill on DSK4VPTVN1PROD with NOTICES
The Exchange has filed the proposed
rule change pursuant to Section
19(b)(3)(A)(iii) of the Act 16 and Rule
19b–4(f)(6) thereunder.17 Because the
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,
provided that the self-regulatory
organization has given the Commission
written notice of its intent to file 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,18 the proposed rule
change has become effective pursuant to
Section 19(b)(3)(A) of the Act and Rule
19b–4(f)(6)(iii) thereunder.
12 See NYSE Arca Integrated Feed, https://
www.nyxdata.com/page/1084 (last visited January
5, 2015)(data feed that provides a unified view of
events, in sequence as they appear on the NYSE
Arca matching engine, including depth of book,
trades, order imbalance data, and security status
messages).
13 See Nasdaq TotalView–ITCH, https://
www.nasdaqtrader.com/Trader.aspx?id=Totalview2
(last visited January 5, 2015)(displays the full order
book depth for Nasdaq market participants and also
disseminates the Net Order Imbalance Indicator
(NOII) for the Nasdaq Opening and Closing Crosses
and Nasdaq IPO/Halt Cross).
14 See BATS Multicast PITCH, https://
www.batstrading.com/market_data/products/ (last
visited January 5, 2015)(real-time depth of book
quotations and execution information).
15 See Regulation NMS Adopting Release, supra,
at 37503.
16 15 U.S.C. 78s(b)(3)(A)(iii).
17 17 CFR 240.19b–4(f)(6).
18 The Exchange has satisfied this requirement.
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18:16 Jan 28, 2015
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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) 19 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
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
NYSE–2015–03 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–NYSE–2015–03. 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 Section, 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 the
filing will also be available for Web site
viewing and printing at the NYSE’s
19 15
PO 00000
U.S.C. 78s(b)(2)(B).
Frm 00101
Fmt 4703
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4953
principal office and on its Internet Web
site at www.nyse.com. 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–NYSE–
2015–03 and should be submitted on or
before February 19, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.20
Brent J. Fields,
Secretary.
[FR Doc. 2015–01647 Filed 1–28–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74126; File No. SR–ISE–
2014–24]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Designation of Longer
Period for Commission Action on
Proposed Rule Change To Modify the
Opening Process
January 23, 2015.
On November 19, 2014, International
Securities Exchange, LLC (‘‘Exchange’’)
filed with the Securities and Exchange
Commission (‘‘Commission’’), pursuant
to Section 19(b)(1) of the Securities
Exchange Act of 1934 (‘‘Act’’) 1 and Rule
19b–4 thereunder,2 a proposed rule
change to modify the manner in which
the Exchange’s trading system opens
trading at the beginning of the day and
after trading halts and to codify certain
existing functionality within the trading
system regarding opening and reopening
of options classes traded on the
Exchange. The proposed rule change
was published for comment in the
Federal Register on December 10,
2014.3 The Commission has received no
comment letters on the proposal.
Section 19(b)(2) of the Act 4 provides
that within 45 days of the publication of
notice of the filing of a proposed rule
change, or within such longer period up
to 90 days as the Commission may
designate if it finds such longer period
to be appropriate and publishes its
reasons for so finding or as to which the
self-regulatory organization consents,
the Commission shall either approve the
20 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 See Securities Exchange Act Release No. 73736
(December 4, 2014), 79 FR 73354.
4 15 U.S.C. 78s(b)(2).
1 15
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Federal Register / Vol. 80, No. 19 / Thursday, January 29, 2015 / Notices
proposed rule change, disapprove the
proposed rule change, or institute
proceedings to determine whether these
proposed rule changes should be
disapproved. The 45th day for this filing
is January 24, 2015.
The Commission is extending the 45day time period for Commission action
on the proposed rule change. The
Commission finds that it is appropriate
to designate a longer period within
which to take action on the proposed
rule change so that it has sufficient time
to consider and take action on the
Exchange’s proposed rule change.
Accordingly, pursuant to Section
19(b)(2)(A)(ii)(I) of the Act 5 and for the
reasons stated above, the Commission
designates March 10, 2015, as the date
by which the Commission should either
approve or disapprove, or institute
proceedings to determine whether to
disapprove, the proposed rule change
(File No. SR–ISE–2014–24).
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.6
Brent J. Fields,
Secretary.
[FR Doc. 2015–01645 Filed 1–28–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74129; File No. SR–BX–
2014–049]
Self-Regulatory Organizations;
NASDAQ OMX BX, Inc.; Order
Approving Proposed Rule Change
Relating to Directed Market Makers
January 23, 2015.
mstockstill on DSK4VPTVN1PROD with NOTICES
I. Introduction
On November 25, 2014, NASDAQ
OMX BX, Inc. (‘‘BX’’ or ‘‘Exchange’’)
filed with the Securities and Exchange
Commission (‘‘SEC’’ or ‘‘Commission’’)
a proposed rule change pursuant to
Section 19(b)(1) of the Securities
Exchange Act of 1934 (‘‘Act’’),1 and
Rule 19b–4 thereunder,2 to establish a
directed order process for orders
submitted to the Exchange. The
proposed rule change was published in
the Federal Register on December 12,
2014.3 The Commission received one
comment letter on the proposal.4 This
5 15
U.S.C. 78s(b)(2)(A)(ii)(I).
CFR 200.30–3(a)(31).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 See Securities Exchange Act Release No. 73784
(December 8, 2014), 79 FR 73930 (‘‘Notice’’).
4 See Email from Anonymous, to Secretary,
Commission, dated January 2, 2015 (‘‘Comment
Letter’’).
6 17
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18:16 Jan 28, 2015
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order approves the proposed rule
change.
II. Description of the Proposed Rule
Change
The Exchange proposes to establish a
program that will permit BX Market
Makers to act as Directed Market Makers
(‘‘DMMs’’) in their appointed options
classes, provided the BX Market Maker
meets certain obligations and quoting
requirements as described in more
detail below.5 As proposed, DMMs will
be permitted to receive ‘‘Directed
Orders,’’ which will be defined as
orders to buy or sell which have been
directed (pursuant to the Exchange’s
instructions on how to direct an order)
to a particular market maker (the DMM
with respect to that Directed Order).6
Limit Orders, Minimum Quantity
Orders, Market Orders, Price Improving
Orders, All-or-None Orders, Post-Only
Orders, Immediate or Cancel, Good-tillCancelled Day or WAIT orders will be
eligible to be designated as Directed
Orders.7 Directed Orders will be
available only in certain options.
DMM Participation Entitlement
BX proposes to permit a DMM to
receive up to a 40% participation
entitlement if a Directed Order is
directed to that DMM when the
Exchange’s disseminated price is the
NBBO at the time of receipt of the
Directed Order, and the DMM is quoting
at or improving the Exchange’s
disseminated price.8 If the DMM
participation entitlement is not awarded
at the time of receipt of the Directed
Order, the DMM participation
entitlement will not apply to the
Directed Order and the Directed Order
will be handled as though it were not a
Directed Order.9
BX also proposes to require that
DMMs provide continuous two-sided
quotations throughout the trading day in
all options issues in which the DMM is
assigned for 90% of the time the
Exchange is open for trading in each
issue.10 Such quotations will be
required to meet the legal quote width
requirements of BX Rules Chapter VII,
Section 6. These obligations will be
applied collectively to all series in all of
the issues, rather than on an issue-by5 See
Notice, supra note 3 at 73930.
BX Chapter VI, Section 1(e)(1).
7 Proposed BX Chapter VI, Section 6(a)(1) and (2).
8 Proposed BX Chapter VI, Section 10(1)(C)(1)(c)
and Section 10(1)(C)(2)(ii).
9 Proposed BX Chapter VII, Section 15(ii).
10 Proposed BX Chapter VII, Section 15(iii).
Pursuant to BX Ch. VII, Section 6(d), BX market
makers must quote 60% of the trading day (as a
percentage of the total number of minutes in such
trading day) or such higher percentage as BX may
announce in advance.
6 Proposed
PO 00000
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Fmt 4703
Sfmt 4703
issue basis once the market maker has
indicated to the Exchange that the
market maker will be receiving Directed
Orders.11 However, these obligations
will not apply to DMMs with respect to
Quarterly Options Series, adjusted
option series, or any series with a time
to expiration of nine months or
greater.12 Nevertheless, a DMM will
remain eligible to receive a participation
entitlement in such series if it elects to
quote in such series and otherwise
satisfies the requirements of BX Chapter
VI, Section 10.13
DMM Price/Time and Size Pro-Rata
Participation Entitlement
If the Price/Time algorithm applies for
the option and a Directed Order is sent
to a DMM, BX proposes that the DMM
will receive, the greater of: (1) After
Public Customer orders are executed,
the contracts the DMM would have
received if the allocation was based on
time priority; 14 (2) a DMM participation
entitlement of 40% of the remaining
interest after Public Customer orders are
executed;15 or (3) the Lead Market
Maker (‘‘LMM’’) participation
entitlement, if the DMM is also the
LMM.16
If the Size Pro-Rata algorithm applies
for the option and a Directed Order is
sent to a DMM, BX proposes that the
DMM will receive the greater of: (1)
After Public Customer orders are
executed, the DMM’s Size Pro-Rata
share; (2) a DMM participation
entitlement of 40% of the remaining
11 Proposed BX Chapter VII, Section 15(iii). While
the Market Maker’s quoting requirement is a daily
obligation, the Exchange will determine compliance
with these obligations on a monthly basis. BX
Regulation may consider exceptions to the
requirement to quote 90% (or higher) of the trading
day based on demonstrated legal or regulatory
requirements or other mitigating circumstances.
If a technical failure or limitation of a system of
the Exchange prevents a DMM from maintaining, or
prevents a DMM from communicating to the
Exchange, timely and accurate electronic quotes in
an issue, the duration of such failure shall not be
considered in determining whether the DMM has
satisfied the 90% quoting standard with respect to
that option issue. Id.
12 Proposed BX Chapter VII, Section 15(iii).
13 Id.
14 BX Chapter VI, Section 10(1)(C)(1)(c).
15 BX Chapter VI, Section 10(1)(C)(1)(c). If this
calculation results in a non-integer, the Exchange
will round up or down to the nearest integer. Id.
at Section 10(1)(C)(1)(b)(1).
16 Proposed BX Chapter VI, Section
10(1)(C)(1)(c)(3). BX’s current Chapter VI, Section
10(1)(C)(1)(b) provides that an LMM, upon receipt
of an order will be afforded a participation
entitlement, provided the LMM’s bid/offer is at the
Exchange’s disseminated price. The LMM is not
entitled to receive a number of contracts that is
greater than the displayed size associated with such
LMM. LMM participation entitlements are
considered after the opening process.
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Agencies
[Federal Register Volume 80, Number 19 (Thursday, January 29, 2015)]
[Notices]
[Pages 4953-4954]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2015-01645]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-74126; File No. SR-ISE-2014-24]
Self-Regulatory Organizations; International Securities Exchange,
LLC; Notice of Designation of Longer Period for Commission Action on
Proposed Rule Change To Modify the Opening Process
January 23, 2015.
On November 19, 2014, International Securities Exchange, LLC
(``Exchange'') filed with the Securities and Exchange Commission
(``Commission''), pursuant to Section 19(b)(1) of the Securities
Exchange Act of 1934 (``Act'') \1\ and Rule 19b-4 thereunder,\2\ a
proposed rule change to modify the manner in which the Exchange's
trading system opens trading at the beginning of the day and after
trading halts and to codify certain existing functionality within the
trading system regarding opening and reopening of options classes
traded on the Exchange. The proposed rule change was published for
comment in the Federal Register on December 10, 2014.\3\ The Commission
has received no comment letters on the proposal.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ See Securities Exchange Act Release No. 73736 (December 4,
2014), 79 FR 73354.
---------------------------------------------------------------------------
Section 19(b)(2) of the Act \4\ provides that within 45 days of the
publication of notice of the filing of a proposed rule change, or
within such longer period up to 90 days as the Commission may designate
if it finds such longer period to be appropriate and publishes its
reasons for so finding or as to which the self-regulatory organization
consents, the Commission shall either approve the
[[Page 4954]]
proposed rule change, disapprove the proposed rule change, or institute
proceedings to determine whether these proposed rule changes should be
disapproved. The 45th day for this filing is January 24, 2015.
---------------------------------------------------------------------------
\4\ 15 U.S.C. 78s(b)(2).
---------------------------------------------------------------------------
The Commission is extending the 45-day time period for Commission
action on the proposed rule change. The Commission finds that it is
appropriate to designate a longer period within which to take action on
the proposed rule change so that it has sufficient time to consider and
take action on the Exchange's proposed rule change.
Accordingly, pursuant to Section 19(b)(2)(A)(ii)(I) of the Act \5\
and for the reasons stated above, the Commission designates March 10,
2015, as the date by which the Commission should either approve or
disapprove, or institute proceedings to determine whether to
disapprove, the proposed rule change (File No. SR-ISE-2014-24).
---------------------------------------------------------------------------
\5\ 15 U.S.C. 78s(b)(2)(A)(ii)(I).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\6\
---------------------------------------------------------------------------
\6\ 17 CFR 200.30-3(a)(31).
---------------------------------------------------------------------------
Brent J. Fields,
Secretary.
[FR Doc. 2015-01645 Filed 1-28-15; 8:45 am]
BILLING CODE 8011-01-P