Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend Rule 1082.02 and .03, 13049-13051 [2015-05605]
Download as PDF
Federal Register / Vol. 80, No. 48 / Thursday, March 12, 2015 / Notices
filing also will be available for
inspection and copying at the principal
offices 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–
NYSEMKT–2015–14, and should be
submitted on or before April 2, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2015–05607 Filed 3–11–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74453; File No. SR–Phlx–
2015–10]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Amend Rule
1082.02 and .03
March 6, 2015.
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 February
23, 2015, NASDAQ OMX PHLX LLC
(‘‘Phlx’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(the ‘‘Commission’’) a 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.
asabaliauskas on DSK5VPTVN1PROD with NOTICES
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
Rule 1082.02 and .03, as described
below.
The text of the proposed rule change
is below. Proposed new language is
italicized. Proposed deletions are in
brackets.
*
*
*
*
*
Rule 1082. Firm Quotations
(a)–(d) No change.
.01 No change.
.02 Locked Markets. In the event that
an SQT, RSQT, and/or specialist’s
14 17
CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
VerDate Sep<11>2014
17:40 Mar 11, 2015
Jkt 235001
electronically submitted quotations
interact with the electronically
submitted quotations of other SQTs,
RSQTs and/or the specialist, resulting in
the dissemination of a ‘‘locked’’
quotation (e.g., $1.00 bid—1.00 offer),
the [following shall occur:
(a) The Exchange will disseminate the
locked market and both quotations will
be deemed ‘‘firm’’ disseminated market
quotations;
(b) A ‘‘counting period’’ not to exceed
.25 of one second will begin during
which SQTs, RSQTs and/or specialists
whose quotations are locked may
eliminate the locked market. Provided,
however, that in accordance with
subparagraph (a) above, such SQT,
RSQT and/or specialist shall be
obligated to execute orders at their
disseminated quotation. The duration of
the counting period will be established
by the Exchange, will be the same for all
options traded on the Exchange, and
will not exceed .25 of one second. The
duration of the counting period will be
published in an Options Trader Alert,
which will be available on the
Exchange’s Web site.
During the counting period SQTs and
specialists located in the Crowd Area in
which the option that is the subject of
the locked market is traded will
continue to be obligated to respond to
Floor Brokers as set forth in Rule 1014,
Commentary .05(c), and will continue to
be obligated for one contract in open
outcry to other SQTs, non-SQT ROTs,
and specialists. If at the end of the
counting period the quotations remain
locked, the] locked quotations will
automatically execute against each other
in accordance with the allocation
algorithm set forth in Rule 1014(g)(vii).
[The quotation that is locked may be
executed by an order during the
counting period.]
.03 Crossed Markets. The Exchange
will not disseminate an internally
crossed market (e.g., $1.10 bid, 1.00
offer). If an SQT, RSQT or specialist
electronically submits a quotation [in a
Streaming Quote Option] (‘‘incoming
quotation’’) that would cross an existing
quotation (‘‘existing quotation’’), the
Exchange will[: (i)] Change the
incoming quotation such that it locks
the existing quotation and automatically
execute the locked quotations against
each other in accordance with the
allocation algorithm set forth in Rule
1014(g)(vii).
[; (ii) send a notice to the SQT, RSQT
or specialist that submitted the existing
quotation indicating that its quotation
was crossed; and (iii) send a notice to
the specialist, SQT or RSQT that
submitted the incoming quotation,
indicating that its quotation crossed the
PO 00000
Frm 00076
Fmt 4703
Sfmt 4703
13049
existing quotation and was changed.
Such a locked market shall be handled
in accordance with Commentary .01
above. During the counting period, if the
existing quotation is cancelled
subsequent to the time the incoming
quotation is changed, the incoming
quotation will automatically be restored
to its original terms.]
*
*
*
*
*
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 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 purpose of the proposal is to
amend two commentaries to Rule 1082
because the timers no longer operate.
Rule 1082.02 currently addresses what
occurs when a Streaming Quote Trader’s
(‘‘SQT’’), Remote SQT’s (‘‘RSQT’’), and/
or specialist’s electronically submitted
quotations interact with the
electronically submitted quotations of
other SQTs, RSQTs and/or the
specialist. Under this provision, the
Exchange disseminates the resulting
locked market and both quotations are
deemed ‘‘firm’’ disseminated market
quotations. Furthermore, a counting
period not to exceed .25 of one second
may begin during which SQTs, RSQTs
and/or specialists whose quotations are
locked may eliminate the locked market,
provided, however, that such SQT,
RSQT and/or specialist shall
nevertheless be obligated to execute
orders at that price. The rule provides
that the duration of the counting period
is established by the Exchange, will be
the same for all options traded on the
Exchange and will not exceed .25 of one
second.3 In March 2010, the Exchange
reduced this counting period to zero,
which is within the range contemplated
by the rule (does not exceed .25 of one
3 The duration of the counting period is the same
for all options traded on the Exchange and is
published in an Options Trader Alert, which is
available on the Exchange’s Web site.
E:\FR\FM\12MRN1.SGM
12MRN1
asabaliauskas on DSK5VPTVN1PROD with NOTICES
13050
Federal Register / Vol. 80, No. 48 / Thursday, March 12, 2015 / Notices
second).4 The result is that any such
locking quotations trade immediately
with no delay. Accordingly, the
Exchange is proposing to amend Rule
1080.02 to reflect this.
Similarly, Rule 1082.03 currently
addresses what occurs when an SQT’s,
RSQT’s, and/or specialist’s
electronically submitted quotations
cross the electronically submitted
quotations of other SQTs, RSQTs and/or
the specialist. Under the rule, the
resulting crossed market is not
disseminated, but rather the incoming
crossing quotation is changed such that
it locks the existing quotation and the
crossing SQT, RSQT or specialist is
notified thereof. The specialist, SQT or
RSQT that submitted the existing
quotation is notified that the quotation
was crossed. The locked market is
disseminated for the time of the
counting period. In March 2010, the
Exchange reduced this counting period
to zero as well. The result is that any
such crossing quotations trade
immediately with no delay at the locked
price.5 Accordingly, the Exchange is
proposing to amend Rule 1080.02 [sic]
to reflect this. As part of deleting the
counting period respecting crossed
quotations, the Exchange is also
eliminating the notice to the SQT, RSQT
or specialist that submitted the existing
quotation indicating that its quotation
was crossed as well as the notice to the
specialist, SQT or RSQT that submitted
the incoming quotation indicating that
its quotation crossed the existing
quotation, because such notice is no
longer necessary. The purpose of the
notice was to inform the SQT, RSQT or
specialist of the counting period in case
the SQT, RSQT or specialist sought to
update the quotation; now that an
automatic execution occurs, the
quotation cannot be updated because a
trade will already have occurred.
The Exchange believes that
eliminating the counting period in both
situations is appropriate because it
results in an immediate execution; it
also eliminates potential firm quote
concerns respecting those quotations
during the counting period.
Noting that the counting periods have
been set to zero, the Exchange
eliminated the counting period from its
system altogether and is now updating
its rule to reflect that. The Exchange
believes that its electronic quoting
participants (SQTs, RSQTs and
specialists) benefit from an immediate
execution, because they have certainty
of what has executed right away and can
determine how to update their quotes
afterwards.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act 6 in general, and furthers the
objectives of Section 6(b)(5) of the Act 7
in particular, in that it is designed to
promote just and equitable principles of
trade and protect investors and the
public interest by permitting locking
and crossing quotations to trade
immediately, without a delay.
Specifically, such immediate execution
without a delay timer should help the
market operate more efficiently.
Moreover, market making participants
can submit new quotes to the
marketplace more quickly after such
executions.
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. In fact, the
immediate executions under this
proposal should help the Exchange
compete with other exchanges. With
respect to intra-market competition
among specialists, SQTs and RSQTs,
such competition should be enhanced,
because their respective quotations
execute immediately, without a delay.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The Exchange has filed the proposed
rule change pursuant to Section
19(b)(3)(A)(iii) of the Act 8 and Rule
19b–4(f)(6) thereunder.9 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
for 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)
6 15
4 See
https://www.nasdaqtrader.com/
MicroNews.aspx?id=OTA2010-16
5 Id.
VerDate Sep<11>2014
17:40 Mar 11, 2015
Jkt 235001
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
8 15 U.S.C. 78s(b)(3)(A)(iii).
9 17 CFR 240.19b–4(f)(6).
7 15
PO 00000
Frm 00077
Fmt 4703
Sfmt 4703
of the Act 10 and Rule 19b–4(f)(6)(iii)
thereunder.11
A proposed rule change filed under
Rule 19b–4(f)(6) 12 normally does not
become operative prior to 30 days after
the date of the filing. However, pursuant
to Rule 19b–4(f)(6)(iii),13 the
Commission may designate a shorter
time if such action is consistent with the
protection of investors and the public
interest. The Exchange has asked the
Commission to waive the 30-day
operative delay so that the proposed
rule change may become operative
immediately upon filing. The
Commission previously recognized that
continued locking and crossing of the
market can negatively impact market
quality.14 The Commission notes that
the Exchange’s proposal is designed to
trade locked or crossed quotations
without delay. The Commission
believes that waiver of the operative
delay is consistent with the protection
of investors and the public interest
because such waiver would allow the
Exchange to implement a rule that
would provide for the immediate
execution of locked or crossed markets.
Accordingly, the Commission hereby
waives the 30-day operative delay and
designates the proposal operative upon
filing.15
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
10 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6)(iii) requires the Exchange to give the
Commission written notice of the Exchange’s intent
to file the proposed rule change, along with a brief
description and text of the proposed rule change,
at least five business days prior to the date of filing
of the proposed rule change, or such shorter time
as designated by the Commission. The Exchange
has satisfied this requirement.
12 17 CFR 240.19b–4(f)(6).
13 17 CFR 240.19b–4(f)(6)(iii).
14 See Securities Exchange Act Release No. 34–
43863 (August 23, 2002), 67 FR 55897, 55900 n.37
(August 30, 2002) (SR–NASD–2002–56).
15 For purposes only of waiving the 30-day
operative delay, the Commission has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
11 17
E:\FR\FM\12MRN1.SGM
12MRN1
Federal Register / Vol. 80, No. 48 / Thursday, March 12, 2015 / Notices
13051
SECURITIES AND EXCHANGE
COMMISSION
the most significant parts of such
statements.
Electronic Comments
[Release No. 34–74451; File No. SR–BYX–
2015–14]
• 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–
Phlx–2015–10 on the subject line.
Self-Regulatory Organizations; BATS
Y-Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change To Amend Rule 11.13,
Order Execution, To Delete References
to the ROLF Routing Option, Which
Routed Orders to LavaFlow ECN
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
Paper Comments
March 6, 2015.
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
asabaliauskas on DSK5VPTVN1PROD with NOTICES
All submissions should refer to File
Number SR–Phlx–2015–10. 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 such
filing also will be available for
inspection and copying at the principal
offices 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–Phlx–
2015–10, and should be submitted on or
before April 2, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2015–05605 Filed 3–11–15; 8:45 am]
BILLING CODE 8011–01–P
16 17
17:40 Mar 11, 2015
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 11.13, Order Execution, to
delete references to the ROLF routing
option, which routed orders to
LavaFlow ECN.
The text of the proposed rule change
is available at the Exchange’s Web site
at 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
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A).
4 17 CFR 240.19b–4(f)(6)(iii).
2 17
CFR 200.30–3(a)(12).
VerDate Sep<11>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 February
23, 2015, BATS Y-Exchange, Inc. (the
‘‘Exchange’’ or ‘‘BYX’’) 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 Exchange has
designated this proposal as a ‘‘noncontroversial’’ proposed rule change
pursuant to Section 19(b)(3)(A) of the
Act 3 and Rule 19b–4(f)(6)(iii)
thereunder,4 which renders it effective
upon filing with the Commission. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
Jkt 235001
PO 00000
Frm 00078
Fmt 4703
Sfmt 4703
1. Purpose
The Exchange proposes to amend
Rule 11.13, Order Execution, to delete
references under subparagraphs
(a)(3)(H) and (a)(3)(M) to the ROLF
routing option, which routed to
LavaFlow ECN. These changes are being
proposed in response to LavaFlow ECN
ceasing market operations on Friday,
January 30, 2015. Under Rule
11.13(a)(3)(M), an order utilizing the
ROLF routing option first checked the
System 5 for available shares and was
then routed to the LavaFlow ECN. If
shares remained unexecuted after being
routed, they were cancelled, unless
otherwise instructed by the User.6 In
addition, under Rule 11.13(a)(3)(H), a
User was able to couple the Post to
Away routing option and ROLF routing
option. The grouping of the Post to
Away and ROLF routing options
instructed the System to route and post
the order on LavaFlow ECN. As of
February 2, 2015, the Exchange, via
BATS Trading, the Exchange’s affiliated
routing broker-dealer, was no longer
able to route orders to LavaFlow ECN
because it ceased operations. As a
result, the Exchange no longer offers the
ROLF routing option nor permit it to be
coupled with a Post to Away routing
option. Therefore, the Exchange
proposes to delete the ROLF routing
option under Rule 11.13(a)(3)(M) as well
as a reference to the ROLF routing
option under Rule 11.13(a)(3)(H).
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act 7 in general, and furthers the
objectives of Section 6(b)(5) of the Act 8
in particular, in that it is designed to
promote just and equitable principles of
trade, to foster cooperation and
coordination with persons engaged in
facilitating transactions in securities, to
remove impediments to and perfect the
mechanism of a free and open market
and a national market system and, in
5 Exchange Rule 1.5(aa) defines ‘‘System’’ as ‘‘the
electronic communications and trading facility
designated by the Board through which securities
orders of Users are consolidated for ranking,
execution and, when applicable, routing away.’’
6 The term ‘‘User’’ is defined as ‘‘any Member or
Sponsored Participant who is authorized to obtain
access to the System pursuant to Rule 11.3.’’ See
Exchange Rule 1.5(cc).
7 15 U.S.C. 78f(b).
8 15 U.S.C. 78f(b)(5).
E:\FR\FM\12MRN1.SGM
12MRN1
Agencies
[Federal Register Volume 80, Number 48 (Thursday, March 12, 2015)]
[Notices]
[Pages 13049-13051]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2015-05605]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-74453; File No. SR-Phlx-2015-10]
Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change To Amend
Rule 1082.02 and .03
March 6, 2015.
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 February 23, 2015, NASDAQ OMX PHLX LLC (``Phlx'' or
``Exchange'') filed with the Securities and Exchange Commission (the
``Commission'') a 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 Substance
of the Proposed Rule Change
The Exchange proposes to amend Rule 1082.02 and .03, as described
below.
The text of the proposed rule change is below. Proposed new
language is italicized. Proposed deletions are in brackets.
* * * * *
Rule 1082. Firm Quotations
(a)-(d) No change.
.01 No change.
.02 Locked Markets. In the event that an SQT, RSQT, and/or
specialist's electronically submitted quotations interact with the
electronically submitted quotations of other SQTs, RSQTs and/or the
specialist, resulting in the dissemination of a ``locked'' quotation
(e.g., $1.00 bid--1.00 offer), the [following shall occur:
(a) The Exchange will disseminate the locked market and both
quotations will be deemed ``firm'' disseminated market quotations;
(b) A ``counting period'' not to exceed .25 of one second will
begin during which SQTs, RSQTs and/or specialists whose quotations are
locked may eliminate the locked market. Provided, however, that in
accordance with subparagraph (a) above, such SQT, RSQT and/or
specialist shall be obligated to execute orders at their disseminated
quotation. The duration of the counting period will be established by
the Exchange, will be the same for all options traded on the Exchange,
and will not exceed .25 of one second. The duration of the counting
period will be published in an Options Trader Alert, which will be
available on the Exchange's Web site.
During the counting period SQTs and specialists located in the
Crowd Area in which the option that is the subject of the locked market
is traded will continue to be obligated to respond to Floor Brokers as
set forth in Rule 1014, Commentary .05(c), and will continue to be
obligated for one contract in open outcry to other SQTs, non-SQT ROTs,
and specialists. If at the end of the counting period the quotations
remain locked, the] locked quotations will automatically execute
against each other in accordance with the allocation algorithm set
forth in Rule 1014(g)(vii).
[The quotation that is locked may be executed by an order during
the counting period.]
.03 Crossed Markets. The Exchange will not disseminate an
internally crossed market (e.g., $1.10 bid, 1.00 offer). If an SQT,
RSQT or specialist electronically submits a quotation [in a Streaming
Quote Option] (``incoming quotation'') that would cross an existing
quotation (``existing quotation''), the Exchange will[: (i)] Change the
incoming quotation such that it locks the existing quotation and
automatically execute the locked quotations against each other in
accordance with the allocation algorithm set forth in Rule
1014(g)(vii).
[; (ii) send a notice to the SQT, RSQT or specialist that submitted
the existing quotation indicating that its quotation was crossed; and
(iii) send a notice to the specialist, SQT or RSQT that submitted the
incoming quotation, indicating that its quotation crossed the existing
quotation and was changed. Such a locked market shall be handled in
accordance with Commentary .01 above. During the counting period, if
the existing quotation is cancelled subsequent to the time the incoming
quotation is changed, the incoming quotation will automatically be
restored to its original terms.]
* * * * *
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 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 purpose of the proposal is to amend two commentaries to Rule
1082 because the timers no longer operate. Rule 1082.02 currently
addresses what occurs when a Streaming Quote Trader's (``SQT''), Remote
SQT's (``RSQT''), and/or specialist's electronically submitted
quotations interact with the electronically submitted quotations of
other SQTs, RSQTs and/or the specialist. Under this provision, the
Exchange disseminates the resulting locked market and both quotations
are deemed ``firm'' disseminated market quotations. Furthermore, a
counting period not to exceed .25 of one second may begin during which
SQTs, RSQTs and/or specialists whose quotations are locked may
eliminate the locked market, provided, however, that such SQT, RSQT
and/or specialist shall nevertheless be obligated to execute orders at
that price. The rule provides that the duration of the counting period
is established by the Exchange, will be the same for all options traded
on the Exchange and will not exceed .25 of one second.\3\ In March
2010, the Exchange reduced this counting period to zero, which is
within the range contemplated by the rule (does not exceed .25 of one
[[Page 13050]]
second).\4\ The result is that any such locking quotations trade
immediately with no delay. Accordingly, the Exchange is proposing to
amend Rule 1080.02 to reflect this.
---------------------------------------------------------------------------
\3\ The duration of the counting period is the same for all
options traded on the Exchange and is published in an Options Trader
Alert, which is available on the Exchange's Web site.
\4\ See https://www.nasdaqtrader.com/MicroNews.aspx?id=OTA2010-16
---------------------------------------------------------------------------
Similarly, Rule 1082.03 currently addresses what occurs when an
SQT's, RSQT's, and/or specialist's electronically submitted quotations
cross the electronically submitted quotations of other SQTs, RSQTs and/
or the specialist. Under the rule, the resulting crossed market is not
disseminated, but rather the incoming crossing quotation is changed
such that it locks the existing quotation and the crossing SQT, RSQT or
specialist is notified thereof. The specialist, SQT or RSQT that
submitted the existing quotation is notified that the quotation was
crossed. The locked market is disseminated for the time of the counting
period. In March 2010, the Exchange reduced this counting period to
zero as well. The result is that any such crossing quotations trade
immediately with no delay at the locked price.\5\ Accordingly, the
Exchange is proposing to amend Rule 1080.02 [sic] to reflect this. As
part of deleting the counting period respecting crossed quotations, the
Exchange is also eliminating the notice to the SQT, RSQT or specialist
that submitted the existing quotation indicating that its quotation was
crossed as well as the notice to the specialist, SQT or RSQT that
submitted the incoming quotation indicating that its quotation crossed
the existing quotation, because such notice is no longer necessary. The
purpose of the notice was to inform the SQT, RSQT or specialist of the
counting period in case the SQT, RSQT or specialist sought to update
the quotation; now that an automatic execution occurs, the quotation
cannot be updated because a trade will already have occurred.
---------------------------------------------------------------------------
\5\ Id.
---------------------------------------------------------------------------
The Exchange believes that eliminating the counting period in both
situations is appropriate because it results in an immediate execution;
it also eliminates potential firm quote concerns respecting those
quotations during the counting period.
Noting that the counting periods have been set to zero, the
Exchange eliminated the counting period from its system altogether and
is now updating its rule to reflect that. The Exchange believes that
its electronic quoting participants (SQTs, RSQTs and specialists)
benefit from an immediate execution, because they have certainty of
what has executed right away and can determine how to update their
quotes afterwards.
2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act \6\ in general, and furthers the objectives of Section
6(b)(5) of the Act \7\ in particular, in that it is designed to promote
just and equitable principles of trade and protect investors and the
public interest by permitting locking and crossing quotations to trade
immediately, without a delay. Specifically, such immediate execution
without a delay timer should help the market operate more efficiently.
Moreover, market making participants can submit new quotes to the
marketplace more quickly after such executions.
---------------------------------------------------------------------------
\6\ 15 U.S.C. 78f(b).
\7\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
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. In fact, the immediate
executions under this proposal should help the Exchange compete with
other exchanges. With respect to intra-market competition among
specialists, SQTs and RSQTs, such competition should be enhanced,
because their respective quotations execute immediately, without a
delay.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were either solicited or received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The Exchange has filed the proposed rule change pursuant to Section
19(b)(3)(A)(iii) of the Act \8\ and Rule 19b-4(f)(6) thereunder.\9\
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 for 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 \10\ and Rule 19b-
4(f)(6)(iii) thereunder.\11\
---------------------------------------------------------------------------
\8\ 15 U.S.C. 78s(b)(3)(A)(iii).
\9\ 17 CFR 240.19b-4(f)(6).
\10\ 15 U.S.C. 78s(b)(3)(A).
\11\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)(iii)
requires the Exchange to give the Commission written notice of the
Exchange's intent to file the proposed rule change, along with a
brief description and text of the proposed rule change, at least
five business days prior to the date of filing of the proposed rule
change, or such shorter time as designated by the Commission. The
Exchange has satisfied this requirement.
---------------------------------------------------------------------------
A proposed rule change filed under Rule 19b-4(f)(6) \12\ normally
does not become operative prior to 30 days after the date of the
filing. However, pursuant to Rule 19b-4(f)(6)(iii),\13\ the Commission
may designate a shorter time if such action is consistent with the
protection of investors and the public interest. The Exchange has asked
the Commission to waive the 30-day operative delay so that the proposed
rule change may become operative immediately upon filing. The
Commission previously recognized that continued locking and crossing of
the market can negatively impact market quality.\14\ The Commission
notes that the Exchange's proposal is designed to trade locked or
crossed quotations without delay. The Commission believes that waiver
of the operative delay is consistent with the protection of investors
and the public interest because such waiver would allow the Exchange to
implement a rule that would provide for the immediate execution of
locked or crossed markets. Accordingly, the Commission hereby waives
the 30-day operative delay and designates the proposal operative upon
filing.\15\
---------------------------------------------------------------------------
\12\ 17 CFR 240.19b-4(f)(6).
\13\ 17 CFR 240.19b-4(f)(6)(iii).
\14\ See Securities Exchange Act Release No. 34-43863 (August
23, 2002), 67 FR 55897, 55900 n.37 (August 30, 2002) (SR-NASD-2002-
56).
\15\ For purposes only of waiving the 30-day operative delay,
the Commission has considered the proposed rule's impact on
efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
---------------------------------------------------------------------------
At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act. If the Commission
takes such action, the Commission shall institute proceedings to
determine whether the proposed rule should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
[[Page 13051]]
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-Phlx-2015-10 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-Phlx-2015-10. 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 such filing also will be available
for inspection and copying at the principal offices 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-Phlx-2015-10,
and should be submitted on or before April 2, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\16\
---------------------------------------------------------------------------
\16\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2015-05605 Filed 3-11-15; 8:45 am]
BILLING CODE 8011-01-P