Self-Regulatory Organizations; Chicago Stock Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change Concerning the CHX Routing Services, 14193-14195 [2015-06091]
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Federal Register / Vol. 80, No. 52 / Wednesday, March 18, 2015 / Notices
mstockstill on DSK4VPTVN1PROD with NOTICES
As such, the Exchange believes that
increasing the difference in the rebates
between the tiers will act to incentivize
Members to increase their ADV as a
percentage of TCV to 0.30% in order to
qualify for Customer Add Volume Tier
2 and receive a rebate of $0.48 per
contract. Such increased participation
on BATS Options will result in higher
levels of liquidity provision and
introduction of higher volumes of orders
into the price and volume discovery
processes, which will benefit all
participants on BATS Options.
The Exchange also believes that the
proposed reduction of the rebates for
Professional/Firm Step-up Add Volume
Tier 1 and Tier 2 is a reasonable, fair
and equitable, and not unfairly
discriminatory allocation of fees and
rebates because, as stated above, the
Exchange’s tiered pricing structure is
designed such that fees and rebates are
related to the value of market quality
associated with higher levels of market
activity, such as higher levels of
liquidity provision and/or growth
patterns, and introduction of higher
volumes of orders into the price and
volume discovery processes. As such,
the Exchange believes that it is
reasonable, fair, and equitable to lower
the rebates associated with Professional/
Firm Step-up Add Volume Tier 1 and
Tier 2. In this same light, the Exchange
notes that the proposed amendments
would bring the rebate for Professional/
Firm Step-up Add Volume Tier 1 and
Tier 2 in line with that of the Market
Maker Add Volume Tier. The Exchange
also notes that Professional and Firm
orders can continue to receive further
enhanced rebates through the NBBO
Setter Tiers and that any order that
qualifies for either Professional/Firm
Step-Up Add Volume Tier 1 or Tier 2
will also qualify for NBBO Setter Tier 1
where the order sets the national best
bid or offer.
The Exchange reiterates that it
operates in a highly competitive market
in which market participants can
readily direct order flow to competing
venues if they deem fee levels to be
excessive.
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. With respect
to the proposed new rebates in
Customer Add Volume Tier 1 and
Professional/Firm Step-Up Tier 1 and
Tier 2, the Exchange does not believe
that any such changes burden
competition, but instead, that they
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19:00 Mar 17, 2015
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enhance competition, as they are
intended to increase the
competitiveness of and draw additional
volume to BATS Options. As stated
above, the Exchange notes that it
operates in a highly competitive market
in which market participants can
readily direct order flow to competing
venues if the deem fee structures to be
unreasonable or excessive.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any written
comments from members or other
interested parties.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 15 and paragraph (f) of Rule
19b–4 thereunder.16 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.
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–2015–20 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–BATS–2015–20. 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 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–
2015–20 and should be submitted on or
before April 8, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Brent J. Fields,
Secretary.
[FR Doc. 2015–06124 Filed 3–17–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74487; File No. SR–CHX–
2015–02]
Self-Regulatory Organizations;
Chicago Stock Exchange, Inc.; Notice
of Filing and Immediate Effectiveness
of a Proposed Rule Change
Concerning the CHX Routing Services
March 12, 2015.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 2 thereunder,
notice is hereby given that on March 4,
2015, the Chicago Stock Exchange, Inc.
(‘‘CHX’’ or the ‘‘Exchange’’) 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
17 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
15 15
U.S.C. 78s(b)(3)(A).
16 17 CFR 240.19b–4(f).
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14193
E:\FR\FM\18MRN1.SGM
18MRN1
14194
Federal Register / Vol. 80, No. 52 / Wednesday, March 18, 2015 / Notices
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
CHX proposes to clarify for
Participants and non-Participants the
Exchange’s smart versus direct routing
protocol.3 On September 8, 2014, the
Exchange filed a proposed rule change
adopting, among other things, the CHX
Routing Services, which is a Regulation
NMS compliant outbound order routing
service that is not yet operational (‘‘the
initial rule filing’’), with the Securities
and Exchange Commission (the
‘‘Commission’’).4 The Exchange now
submits this supplemental filing. The
Exchange has designated this proposed
rule change as non-controversial and
provided the Commission with the
notice required by Rule 19b–4(f)(6)(iii)
under the Act.5
The text of this proposed rule change
is available on the Exchange’s Web site
at (www.chx.com) and in 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
CHX included statements concerning
the purpose of and basis for the
proposed rule changes 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
CHX 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
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1. Purpose
The Exchange proposes to clarify for
Participants and non-Participants the
Exchange’s smart versus direct routing
protocol related to the CHX Routing
Services. As described in the initial rule
3 CHX Article 1, Rule 1(s) defines ‘‘Participant,’’
in pertinent part, as ‘‘any Participant Firm that
holds a valid Trading Permit and any person
associated with a Participant Firm who is registered
with the Exchange under Articles 16 and 17 as a
Market Maker Trader or Institutional Broker
Representative, respectively. A Participant shall be
considered a ‘member’ of the Exchange for purposes
of the Exchange Act.’’
4 See Exchange Act Release No. 73150 (September
19, 2014), 79 FR 57603 (September 25, 2014) (SR–
CHX–2014–15).
5 17 CFR 240.19b–4(f)(6)(iii).
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19:00 Mar 17, 2015
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filing, upon the triggering of a Routing
Event,6 the Exchange will route away
Routable Orders,7 or portions thereof,
through CHXBD, LLC, which is an
affiliated routing broker that will
operate as a facility of the Exchange,
which would then forward orders to a
third-party routing broker for routing to
the ultimate routing destination. All
orders routed to the third-party routing
broker will include instructions for the
third-party routing broker to either
direct route the order to a specific
destination or to smart route the order,
utilizing the third-party routing broker’s
routing technology, pursuant to a
routing table provided and maintained
by the Exchange.
The Exchange would like to clarify
the smart versus direct routing protocol
and to propose special handling of
Routable Orders in relation to Protected
Quotations 8 displayed on the
Alternative Display Facility (‘‘ADF’’)
operated by the Financial Industry
Regulatory Authority (‘‘FINRA’’).9 The
Exchange does not propose to amend
any CHX Rules nor substantively
modify the CHX Routing Services in any
other way.
Under footnote 50 of the initial rule
filing,10 the Exchange utilized the term
‘‘routed order’’ to describe smart versus
direct routing. For clarity, ‘‘routed
order’’ describes the portion of a
Routable Order that is to be routed to
satisfy Protected Quotations of external
markets at a single price point. Thus, by
replacing the term ‘‘routed order’’ with
the more descriptive phrase ‘‘the
portion of a Routable Order that is to be
6 CHX Article 19, Rule 3(a), which is not yet
operative, details Routing Events.
7 CHX Article 1, Rule 1(oo), which is not yet
operative, defines ‘‘Routable Order’’ as ‘‘any
incoming limit order, as defined under Article 1,
Rule 2(a)(1), of any size, not marked by any order
modifiers or related terms listed under Article 1,
Rule 2 that prohibit the routing of the order to
another Trading Center.’’
8 See 17 CFR 242.600(b)(58).
9 See FINRA Rule 6210.
10 Footnote 50 of the initial rule filing provides:
Where the routed order is smaller than the
aggregate size of two or more contra-side Protected
Quotations that could be satisfied, the Exchange
will rely on the third-party routing broker to utilize
its smart-routing technology to route the order
pursuant to a routing table provided by the
Exchange. Thus, the relevant snapshot of the NBBO
for Regulation NMS purposes will be taken by the
third-party routing broker and the third-party
routing broker would route orders IOC and ISO.
However, where the routed order is smaller than the
size of one Protected Quotation that could be
satisfied or is the same size as the aggregate size of
one or more contra-side Protected Quotations that
could be satisfied, the Exchange will direct the
third-party routing broker to route orders to specific
routing destinations. Thus, the relevant snapshot of
the NBBO will be taken by the Exchange and the
Exchange would mark the directed orders IOC and
ISO. See supra note 4.
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routed’’ and adding references to ‘‘a
single price point,’’ the meaning of
footnote 50 becomes clearer. The
revised footnote 50 would read as
follows:
Where the portion of a Routable Order
that is to be routed at a certain price
point is smaller than the aggregate size
of two or more contra-side Protected
Quotations that could be satisfied at a
single price point, the Exchange will
rely on the third-party routing broker to
utilize its smart-routing technology to
route the order pursuant to a routing
table provided by the Exchange. Thus,
the relevant snapshot of the NBBO for
Regulation NMS purposes will be taken
by the third-party routing broker and the
third-party routing broker would route
orders IOC and ISO. However, where
the portion of a Routable Order that is
to be routed is smaller than the size of
one Protected Quotation that could be
satisfied or is the same size as the
aggregate size of one or more contra-side
Protected Quotations that could be
satisfied at a single price point, the
Exchange will direct the third-party
routing broker to route orders to specific
routing destinations. Thus, the relevant
snapshot of the NBBO will be taken by
the Exchange and the Exchange would
mark the directed orders IOC and ISO.
The Exchange also proposes to adopt
special routing handling for Protected
Quotations displayed on the ADF, as an
exception to the aforementioned price
point by price point determination to
either smart or direct route an order.
Specifically, upon the triggering of any
Routing Event based on a Protected
Quotation displayed on the ADF, the
Exchange will route away the entire
remaining balance of the Routable Order
for smart routing by a third-party
routing broker. The Exchange submits
that this special handling is the most
efficient way for the Exchange to meet
its Regulation NMS obligations
regarding Protected Quotation(s)
displayed on the ADF and is consistent
with the routing-related rules adopted
pursuant to the initial rule filing.11
Unexecuted remainders of smart routed
orders returned to the Matching System
from the third-party routing broker will
be handled pursuant to Article 20, Rule
8(b)(7), as described under the initial
rule filing.12
11 In the event the Exchange decides to modify its
smart versus direct routing protocol, the Exchange
will submit a proposed rule filing to that effect,
pursuant to Rule 19b–4 under the Act.
12 See CHX Article 20, Rule 8(b)(7), which is not
yet operative.
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Federal Register / Vol. 80, No. 52 / Wednesday, March 18, 2015 / Notices
2. Statutory Basis
The Exchange believes that the
proposed clarification of the smart
versus direct routing protocol described
in the initial rule filing and special
handling of the Protected Quotations
displayed on the ADF is consistent with
Section 6(b) of the Act in general 13 and
furthers the objectives of Sections
6(b)(1) 14 and 6(b)(5) in particular.15
Specifically, the Exchange believes that
the proposed filing would further enable
the Exchange to be so organized as to
have the capacity to be able to carry out
the purposes of the Act and to comply,
and to enforce compliance by its
Participants and persons associated
with its Participants, with the
provisions of the Act, the rules and
regulations thereunder, and the rules of
the Exchange, by clarifying the smart
versus direct routing protocol for the
benefit of Participants and nonParticipants, in furtherance of the
objectives of Section 6(b)(1). For similar
reasons, the Exchange believes that the
proposal is also designed to prevent
fraudulent and manipulative acts and
practices, to promote just and equitable
principles of trade, to foster cooperation
and coordination with persons engaged
in facilitating transaction in securities,
to remove impediments to, and perfect
the mechanisms of, a free and open
market and, in general, by protecting
investors and the public interest, in
furtherance of the objectives of Section
6(b)(5).
B. Self-Regulatory Organization’s
Statement on Burden on Competition
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The Exchange does not believe that
the proposed rule change will impose
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. Given that
the proposed changes promote clarity as
to existing rules and does not amend
any rules, the Exchange believes that
any burden on competition is necessary
and appropriate as clarity of the
Exchange’s rules further the purposes of
the Act.
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.
13 15
U.S.C. 78f(b).
14 15 U.S.C. 78f(b)(1).
15 15 U.S.C. 78f(b)(5).
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19:00 Mar 17, 2015
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III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has been
filed by the Exchange as a ‘‘noncontroversial’’ rule change pursuant to
Section 19(b)(3)(A)(i) of the Act 16 and
Rule 19b–4(f)(6).17 Because the
foregoing proposed rule change does
not: (i) Significantly affect the
protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A) of the Act 18 and Rule 19b–
4(f)(6).19
A proposed rule change filed under
Rule 19b–4(f)(6) normally does not
become operative prior to 30 days after
the date of the filing. However, pursuant
to Rule 19b–4(f)(6)(iii), the Commission
may designate a shorter time if such
action is consistent with the protection
of investors and the public interest. The
Exchange asserts that waiver of this
requirement would allow the Exchange
to clarify its initial rule filing prior to
the CHX Routing Services becoming
operational, and notes that the Exchange
provides these services in a highly
competitive market in which market
participants may avail themselves of a
wide variety of options offered by selfregulatory organizations, alternative
trading systems and other brokerdealers. The Commission believes that
waiving the 30-day operative delay is
consistent with the protection of
investors and the public interest
because it will allow the Exchange to
clarify its rules in a timely manner and
thereby avoid potential confusion.
Therefore, the Commission hereby
waives the 30-day operative delay and
designates the proposed rule change to
be operative upon filing with the
Commission.20
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views and
arguments concerning the foregoing,
16 15
U.S.C. 78s(b)(3)(A)(i).
CFR 240.19b–4(f)(6).
18 15 U.S.C. 78s(b)(3)(a)(ii).
19 17 CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6) requires a self-regulatory organization to give
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. The Exchange has satisfied this
requirement.
20 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).
17 17
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14195
including whether the proposal 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 No. SR–
CHX–2015–02 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.
All submissions should refer to File No.
SR–CHX–2015–02. 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 changes 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 CHX. 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 No. SR–CHX–2015–
02 and should be submitted on or before
April 8, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.21
Brent J. Fields,
Secretary.
[FR Doc. 2015–06091 Filed 3–17–15; 8:45 am]
BILLING CODE 8011–01–P
21 17
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CFR 200.30–3(a)(12).
18MRN1
Agencies
[Federal Register Volume 80, Number 52 (Wednesday, March 18, 2015)]
[Notices]
[Pages 14193-14195]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2015-06091]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-74487; File No. SR-CHX-2015-02]
Self-Regulatory Organizations; Chicago Stock Exchange, Inc.;
Notice of Filing and Immediate Effectiveness of a Proposed Rule Change
Concerning the CHX Routing Services
March 12, 2015.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act''),\1\ and Rule 19b-4 \2\ thereunder, notice is hereby given
that on March 4, 2015, the Chicago Stock Exchange, Inc. (``CHX'' or the
``Exchange'') 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
[[Page 14194]]
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
CHX proposes to clarify for Participants and non-Participants the
Exchange's smart versus direct routing protocol.\3\ On September 8,
2014, the Exchange filed a proposed rule change adopting, among other
things, the CHX Routing Services, which is a Regulation NMS compliant
outbound order routing service that is not yet operational (``the
initial rule filing''), with the Securities and Exchange Commission
(the ``Commission'').\4\ The Exchange now submits this supplemental
filing. The Exchange has designated this proposed rule change as non-
controversial and provided the Commission with the notice required by
Rule 19b-4(f)(6)(iii) under the Act.\5\
---------------------------------------------------------------------------
\3\ CHX Article 1, Rule 1(s) defines ``Participant,'' in
pertinent part, as ``any Participant Firm that holds a valid Trading
Permit and any person associated with a Participant Firm who is
registered with the Exchange under Articles 16 and 17 as a Market
Maker Trader or Institutional Broker Representative, respectively. A
Participant shall be considered a `member' of the Exchange for
purposes of the Exchange Act.''
\4\ See Exchange Act Release No. 73150 (September 19, 2014), 79
FR 57603 (September 25, 2014) (SR-CHX-2014-15).
\5\ 17 CFR 240.19b-4(f)(6)(iii).
---------------------------------------------------------------------------
The text of this proposed rule change is available on the
Exchange's Web site at (www.chx.com) and in 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 CHX included statements
concerning the purpose of and basis for the proposed rule changes 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 CHX has prepared summaries, set forth in sections A,
B and C below, of the most significant aspects of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to clarify for Participants and non-
Participants the Exchange's smart versus direct routing protocol
related to the CHX Routing Services. As described in the initial rule
filing, upon the triggering of a Routing Event,\6\ the Exchange will
route away Routable Orders,\7\ or portions thereof, through CHXBD, LLC,
which is an affiliated routing broker that will operate as a facility
of the Exchange, which would then forward orders to a third-party
routing broker for routing to the ultimate routing destination. All
orders routed to the third-party routing broker will include
instructions for the third-party routing broker to either direct route
the order to a specific destination or to smart route the order,
utilizing the third-party routing broker's routing technology, pursuant
to a routing table provided and maintained by the Exchange.
---------------------------------------------------------------------------
\6\ CHX Article 19, Rule 3(a), which is not yet operative,
details Routing Events.
\7\ CHX Article 1, Rule 1(oo), which is not yet operative,
defines ``Routable Order'' as ``any incoming limit order, as defined
under Article 1, Rule 2(a)(1), of any size, not marked by any order
modifiers or related terms listed under Article 1, Rule 2 that
prohibit the routing of the order to another Trading Center.''
---------------------------------------------------------------------------
The Exchange would like to clarify the smart versus direct routing
protocol and to propose special handling of Routable Orders in relation
to Protected Quotations \8\ displayed on the Alternative Display
Facility (``ADF'') operated by the Financial Industry Regulatory
Authority (``FINRA'').\9\ The Exchange does not propose to amend any
CHX Rules nor substantively modify the CHX Routing Services in any
other way.
---------------------------------------------------------------------------
\8\ See 17 CFR 242.600(b)(58).
\9\ See FINRA Rule 6210.
---------------------------------------------------------------------------
Under footnote 50 of the initial rule filing,\10\ the Exchange
utilized the term ``routed order'' to describe smart versus direct
routing. For clarity, ``routed order'' describes the portion of a
Routable Order that is to be routed to satisfy Protected Quotations of
external markets at a single price point. Thus, by replacing the term
``routed order'' with the more descriptive phrase ``the portion of a
Routable Order that is to be routed'' and adding references to ``a
single price point,'' the meaning of footnote 50 becomes clearer. The
revised footnote 50 would read as follows:
---------------------------------------------------------------------------
\10\ Footnote 50 of the initial rule filing provides:
Where the routed order is smaller than the aggregate size of two
or more contra-side Protected Quotations that could be satisfied,
the Exchange will rely on the third-party routing broker to utilize
its smart-routing technology to route the order pursuant to a
routing table provided by the Exchange. Thus, the relevant snapshot
of the NBBO for Regulation NMS purposes will be taken by the third-
party routing broker and the third-party routing broker would route
orders IOC and ISO. However, where the routed order is smaller than
the size of one Protected Quotation that could be satisfied or is
the same size as the aggregate size of one or more contra-side
Protected Quotations that could be satisfied, the Exchange will
direct the third-party routing broker to route orders to specific
routing destinations. Thus, the relevant snapshot of the NBBO will
be taken by the Exchange and the Exchange would mark the directed
orders IOC and ISO. See supra note 4.
Where the portion of a Routable Order that is to be routed at a
certain price point is smaller than the aggregate size of two or more
contra-side Protected Quotations that could be satisfied at a single
price point, the Exchange will rely on the third-party routing broker
to utilize its smart-routing technology to route the order pursuant to
a routing table provided by the Exchange. Thus, the relevant snapshot
of the NBBO for Regulation NMS purposes will be taken by the third-
party routing broker and the third-party routing broker would route
orders IOC and ISO. However, where the portion of a Routable Order that
is to be routed is smaller than the size of one Protected Quotation
that could be satisfied or is the same size as the aggregate size of
one or more contra-side Protected Quotations that could be satisfied at
a single price point, the Exchange will direct the third-party routing
broker to route orders to specific routing destinations. Thus, the
relevant snapshot of the NBBO will be taken by the Exchange and the
Exchange would mark the directed orders IOC and ISO.
The Exchange also proposes to adopt special routing handling for
Protected Quotations displayed on the ADF, as an exception to the
aforementioned price point by price point determination to either smart
or direct route an order. Specifically, upon the triggering of any
Routing Event based on a Protected Quotation displayed on the ADF, the
Exchange will route away the entire remaining balance of the Routable
Order for smart routing by a third-party routing broker. The Exchange
submits that this special handling is the most efficient way for the
Exchange to meet its Regulation NMS obligations regarding Protected
Quotation(s) displayed on the ADF and is consistent with the routing-
related rules adopted pursuant to the initial rule filing.\11\
Unexecuted remainders of smart routed orders returned to the Matching
System from the third-party routing broker will be handled pursuant to
Article 20, Rule 8(b)(7), as described under the initial rule
filing.\12\
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\11\ In the event the Exchange decides to modify its smart
versus direct routing protocol, the Exchange will submit a proposed
rule filing to that effect, pursuant to Rule 19b-4 under the Act.
\12\ See CHX Article 20, Rule 8(b)(7), which is not yet
operative.
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[[Page 14195]]
2. Statutory Basis
The Exchange believes that the proposed clarification of the smart
versus direct routing protocol described in the initial rule filing and
special handling of the Protected Quotations displayed on the ADF is
consistent with Section 6(b) of the Act in general \13\ and furthers
the objectives of Sections 6(b)(1) \14\ and 6(b)(5) in particular.\15\
Specifically, the Exchange believes that the proposed filing would
further enable the Exchange to be so organized as to have the capacity
to be able to carry out the purposes of the Act and to comply, and to
enforce compliance by its Participants and persons associated with its
Participants, with the provisions of the Act, the rules and regulations
thereunder, and the rules of the Exchange, by clarifying the smart
versus direct routing protocol for the benefit of Participants and non-
Participants, in furtherance of the objectives of Section 6(b)(1). For
similar reasons, the Exchange believes that the proposal is also
designed to prevent fraudulent and manipulative acts and practices, to
promote just and equitable principles of trade, to foster cooperation
and coordination with persons engaged in facilitating transaction in
securities, to remove impediments to, and perfect the mechanisms of, a
free and open market and, in general, by protecting investors and the
public interest, in furtherance of the objectives of Section 6(b)(5).
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\13\ 15 U.S.C. 78f(b).
\14\ 15 U.S.C. 78f(b)(1).
\15\ 15 U.S.C. 78f(b)(5).
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition that is not necessary or appropriate
in furtherance of the purposes of the Act. Given that the proposed
changes promote clarity as to existing rules and does not amend any
rules, the Exchange believes that any burden on competition is
necessary and appropriate as clarity of the Exchange's rules further
the purposes of the Act.
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 foregoing rule change has been filed by the Exchange as a
``non-controversial'' rule change pursuant to Section 19(b)(3)(A)(i) of
the Act \16\ and Rule 19b-4(f)(6).\17\ Because the foregoing proposed
rule change does not: (i) Significantly affect the protection of
investors or the public interest; (ii) impose any significant burden on
competition; and (iii) become operative for 30 days from the date on
which it was filed, or such shorter time as the Commission may
designate, it has become effective pursuant to Section 19(b)(3)(A) of
the Act \18\ and Rule 19b-4(f)(6).\19\
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\16\ 15 U.S.C. 78s(b)(3)(A)(i).
\17\ 17 CFR 240.19b-4(f)(6).
\18\ 15 U.S.C. 78s(b)(3)(a)(ii).
\19\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)
requires a self-regulatory organization to give 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.
The Exchange has satisfied this requirement.
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A proposed rule change filed under Rule 19b-4(f)(6) normally does
not become operative prior to 30 days after the date of the filing.
However, pursuant to Rule 19b-4(f)(6)(iii), the Commission may
designate a shorter time if such action is consistent with the
protection of investors and the public interest. The Exchange asserts
that waiver of this requirement would allow the Exchange to clarify its
initial rule filing prior to the CHX Routing Services becoming
operational, and notes that the Exchange provides these services in a
highly competitive market in which market participants may avail
themselves of a wide variety of options offered by self-regulatory
organizations, alternative trading systems and other broker-dealers.
The Commission believes that waiving the 30-day operative delay is
consistent with the protection of investors and the public interest
because it will allow the Exchange to clarify its rules in a timely
manner and thereby avoid potential confusion. Therefore, the Commission
hereby waives the 30-day operative delay and designates the proposed
rule change to be operative upon filing with the Commission.\20\
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\20\ For purposes only of waiving the 30-day operative delay,
the Commission has considered the proposed rule's impact on
efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views and
arguments concerning the foregoing, including whether the proposal 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 No. SR-CHX-2015-02 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.
All submissions should refer to File No. SR-CHX-2015-02. 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 changes 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 CHX. 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 No. SR-CHX-2015-02 and should be
submitted on or before April 8, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\21\
Brent J. Fields,
Secretary.
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\21\ 17 CFR 200.30-3(a)(12).
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[FR Doc. 2015-06091 Filed 3-17-15; 8:45 am]
BILLING CODE 8011-01-P