Self-Regulatory Organizations; International Securities Exchange, LLC; Order Approving Proposed Rule Change, as Modified by Amendment No. 1, Amending its Information Barrier Rules, 15262-15264 [2015-06515]
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15262
Federal Register / Vol. 80, No. 55 / Monday, March 23, 2015 / Notices
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: (i) Necessary or appropriate in
the public interest; (ii) for the protection
of investors; or (iii) 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
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
mstockstill on DSK4VPTVN1PROD with NOTICES
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–
NASDAQ–2015–022 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–NASDAQ–2015–022. 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
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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16:51 Mar 20, 2015
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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–
NASDAQ–2015–022 and should be
submitted on or before April 13, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2015–06513 Filed 3–20–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74521; File No. SR–ISE–
2014–43]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Order Approving Proposed Rule
Change, as Modified by Amendment
No. 1, Amending its Information Barrier
Rules
March 17, 2015.
I. Introduction
On September 15, 2014, International
Securities Exchange, LLC (‘‘Exchange’’
or ‘‘ISE’’) 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 amending its
information barrier rules. The proposed
rule change was published for comment
in the Federal Register on October 6,
2014.3 The Commission received one
comment letter regarding the proposed
rule change 4 and one response letter
from ISE.5 On November 17, 2014, the
Commission extended the time period
in which to either approve the proposed
rule change, disapprove the proposed
rule change, or institute proceedings to
determine whether to approve or
disapprove the proposed rule change to
13 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. 73261
(September 30, 2014), 79 FR 60226 (‘‘Notice’’).
4 See Letter from John Kinahan, Chief Executive
Officer, Group One Trading, L.P., dated October 27,
2014 (‘‘Group One Letter’’).
5 See Letter from Michael J. Simon, Secretary and
General Counsel, International Securities Exchange,
LLC, dated November 14, 2014 (‘‘ISE Response
Letter’’).
1 15
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January 2, 2015.6 On December 31,
2014, the Commission instituted
proceedings to determine whether to
approve or disapprove the proposed
rule change.7 On March 9, 2015, the
Exchange filed Amendment No. 1 to the
proposed rule change.8 This order
approves the proposed rule change, as
modified by Amendment No. 1.
II. Description of the Proposal
The Exchange proposes to amend ISE
Rules 810 (Limitations on Dealings) and
717 (Limitations on Orders) governing
information barriers. Specifically, the
Exchange proposes to amend Rule 810
to permit information to flow to a
member’s EAM unit, which handles the
customer/agency side of the business,
from its affiliated Primary Market Maker
(‘‘PMM’’) and/or Competitive Market
Maker (‘‘CMM’’) (jointly, ‘‘market
makers’’) unit. As amended, ISE Rule
810 will allow EAMs to know where,
and at what price, their affiliated market
makers are either quoting or have orders
on the order book 9 and to use that
information to influence routing
decisions. The Exchange represents that
it currently provides guidance to its
members that ISE Rule 810 is to be
interpreted as a two-way information
barrier between the EAM unit and its
affiliated market maker unit.10
The Exchange also proposes to amend
ISE Rule 717, Supplementary Material
.06 to specify that the orders of a EAM
6 See Securities Exchange Act Release No. 73614
(November 17, 2014), 79 FR 69547 (November 21,
2014).
7 See Securities Exchange Act Release No. 73973
(December 31, 2014), 80 FR 583 (January 6, 2015).
8 In Amendment No. 1 the Exchange clarifies that
an Electronic Access Member (‘‘EAM’’) would only
have access to the publicly available orders and
quotes of its affiliated market maker. In addition,
the Exchange clarifies that the proposed rule change
would not permit a member’s EAM unit to access
any non-public order or quote information of its
affiliated market maker, including any hidden or
undisplayed size or price information. The
Exchange also clarifies that market makers are not
allowed to post hidden or undisplayed orders and
quotes on the Exchange. Finally, the Exchange
clarifies that its members would not expect to
receive any additional order or quote information
as a result of this proposed rule change.
Amendment No. 1 is not subject to notice and
comment because it is a technical amendment that
does not materially alter the substance of the
proposed rule change or raise any novel regulatory
issues.
Amendment No. 1 has been placed in the public
comment file for SR–ISE–2014–43 at https://
www.sec.gov/comments/sr-ise-2014–43/
ise201443.shtml (see letter from Michael J. Simon,
Secretary and General Counsel, International
Securities Exchange, LLC, to Secretary,
Commission, dated March 9, 2015) and also is
available at the Exchange’s Web site at
www.ise.com.
9 According to ISE Rule 805(b)(1)(ii), market
makers may only have orders on the order book in
option classes to which they are not appointed.
10 See Notice, supra note 3, 79 FR 60226, 60226.
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unit and its affiliated PMM and/or CMM
unit may interact within one second
without violating the ISE Rule 717(d)
and (e) order exposure requirements
when the firm can demonstrate that: (1)
The customer order was marketable
when routed; (2) the EAM was not
handling the affiliated market maker
quote/order; and (3) the affiliated
market maker quote/order was in
existence at the time the customer
order(s) were entered into the ISE
system. In combination, the proposed
amendments to ISE Rules 810 and 717
will make it possible for an EAM to
route a customer order to the ISE to
immediately interact with the quote or
an order of an affiliated market maker,
but only subject to the conditions stated
above.
III. Comment Letter and ISE’s Response
As noted above, the Commission
received one comment letter 11 opposing
the proposed rule change.12 The
commenter asserts that the proposed
one-way information barrier would
introduce a conflict of interest which
could result in EAMs routing orders
based on self-interest as opposed to the
customer’s interest.13 The commenter
disagrees with the Exchange’s premise
that the proposed rule change would not
compromise market integrity or cause
customer harm.14 The commenter also
indicates that although other exchanges
may interpret their rules to permit the
sharing of information between the
various units of a firm, such sharing
only weakens a customer’s chance of
best execution.
The commenter believes there are two
specific scenarios where a costumer
may be harmed under this proposed
rule change. First, the commenter states
that EAMs could route customer orders
to an affiliated market maker’s quote at
an exchange’s best bid or offer rather
than to an exchange with a better fill
rate or price improvement
mechanism.15 Second, the commenter
argues that an EAM holding a large
customer order that could influence the
price in the underlying could opt to
route away from the quote of its
affiliated market maker to avoid the
potential risk of the trade and deprive
the customer of a fill they were
otherwise entitled to.16
The commenter indicates that these
routing scenarios are not ‘‘mere
conjecture’’ as broker-dealers ‘‘openly
admit’’ that numerous factors are built
into routing decisions that are primarily
beneficial to broker-dealers.17 The
commenter also notes that there are
litigation and academic studies that
suggest that routing decisions are
negatively impacted by conflicts of
interest. The commenter believes that
the erosion of information barriers
would increase the likelihood that
customer orders are routed based on the
firm’s best interest as opposed to duty
of best execution owed to the
customer.18 The commenter concludes
that two-way information barriers are
the ‘‘only way to truly guard customer
interests and protect against the misuse
of material non-public information,’’
and a shift to a one-way information
barrier would not provide any benefits
EAM customers.19 The commenter also
believes that exchange rules should be
written and interpreted in a way that
prevents conflicts of interest from ever
arising, and a two-way information
barrier takes the potential conflict of
interest out of the equation.20
The ISE responds that the commenter
did not raise any new issues and its
concerns were addressed in the
Notice.21 The ISE states that nothing in
the proposed rule change would relieve
members of their best execution
obligation to obtain the most favorable
terms reasonably available for customer
orders.22 The Exchange notes that, as a
national securities exchange, it has a
comprehensive surveillance program to
monitor member compliance with
applicable securities and regulations,
including best execution.23 ISE also
represents that it would continue to
monitor for abnormalities in interaction
rates between members, and investigate
and take appropriate regulatory action
against members that fail to comply
with their best execution obligations.24
ISE believes that its surveillance tools
will allow it to fulfill its regulatory
responsibilities.25 ISE also suggests that
the filing is a competitive imperative as
other options exchanges currently
interpret their information barrier rules
to be one way barriers that permit
members to make routing decisions
based on the quotes and orders of
affiliated business units.26
17 Id.
18 Id.
19 Id.
20 Id.
11 See
Group One Letter, supra note 5.
12 See ISE Response Letter, supra note 6.
13 See Group One Letter at 1, supra note 4.
14 Id.
15 Id.
16 Id. at 2.
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21 See
ISE Response Letter at 1, supra note 6.
22 Id.
23 Id.
24 Id.
25 Id.
26 Id.
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15263
IV. Discussion and Commission
Findings
After careful consideration, the
Commission finds that the proposed
rule change, as modified by Amendment
No. 1, is consistent with the
requirements of the Act and the rules
and regulations thereunder applicable to
a national securities exchange.27 The
Commission believes that the proposed
rule change, as modified by Amendment
No. 1, is consistent with Section
6(b)(5) 28 in particular, in that it is
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 transactions in securities, to
remove impediments to and perfect the
mechanism of a free and open market
and a national market system, and, in
general, to protect investors and the
public interest.
Amended ISE Rule 810 permits a less
restrictive, one-way information barrier
between market makers and other
business units, as opposed to the prior
rule that required a prescriptive, twoway information barrier. Nonetheless,
the Commission notes that Exchange
members are still required to have
policies and procedures that are
reasonably designed to prevent the
misuse of material, non-public
information consistent with Section
15(g) of the Act 29 and ISE Rule 408.30
The Commission notes that the EAM
unit of a member would not, pursuant
to the proposed rule change, have access
to any non-public quote or order
information, including hidden or
undisplayed price or size information,
of an affiliated market maker.31 The
Commission also notes that the
Exchange has represented that its
ongoing surveillance for manipulative
conduct and the Financial Industry
Regulatory Authority’s exam program
that reviews for member compliance
with such policies and procedures
should provide a regulatory framework
27 In approving this rule change, the Commission
notes that it has considered the proposed rule’s
impact on efficiency, competition, and capital
formation. See 15 U.S.C. 78c(f).
28 15 U.S.C. 78f(b)(5).
29 See 15 U.S.C. 78o(g). Section 15(g) of the Act
requires every broker or dealer to ‘‘establish,
maintain, and enforce written policies and
procedures reasonably designed, taking into
consideration the nature of such broker’s or dealer’s
business, to prevent the misuse. . .of material,
nonpublic information by such broker or dealer or
any person associated with such broker or dealer.’’
30 Further, Exchange members will continue to be
subject to ISE Rules 400 (Just and Equitable
Principles of Trade), 401 (Adherence to Law), and
405 (Manipulation).
31 See Amendment No. 1, supra note 8.
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that guards customer interests and
protects against the misuse of material
non-public information.32
Finally, as noted above, the
commenter expressed concern that this
proposed rule change would introduce
a conflict of interest that would erode
the duty of best execution and harm
customers. The Exchange believes, and
the Commission agrees, that this
proposed rule change, as modified by
Amendment No. 1, does not alter a
broker-dealer’s duty of best execution.33
Although the proposed rule change, as
modified by Amendment No. 1, will
permit EAMs to know and consider the
quotes of its affiliated market makers
when making routing decisions, the
Commission continues to expect that
routing decisions related to the duty of
best execution will be premised solely
on customer considerations such as the
likelihood of execution, the opportunity
to obtain price improvement,
availability of best price and
minimization of market impact.34 The
Commission emphasizes that a brokerdealer’s duty of best execution exists
whether an EAM determines to route
customer order flow toward its affiliated
market maker or away from its affiliated
market maker. Further, the Commission
notes that in response to the
commenter’s concern that the proposed
rule change would negatively impact
best execution considerations, ISE
stated that it would ‘‘continue to
monitor for abnormalities in interaction
rates between members, and will
investigate and take appropriate
regulatory action against members that
fail to comply with their best execution
obligations . . . [and that] these
surveillance tools will allow ISE to
comply with its regulatory
responsibilities, consistent with
treatment across competitor options
exchanges.’’ 35 Among other things, the
Commission’s oversight of the ISE
program is designed to evaluate the
ISE’s performance in regard to that
representation.
V. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act 36 that the
proposed rule change (SR–ISE–2014–
32 See
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For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.37
Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2015–06515 Filed 3–20–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74519; File No. SR–CBOE–
2015–026]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing of a
Proposed Rule Change Relating to
Rules 6.74A and 6.74B
March 17, 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 March 6,
2015, Chicago Board Options Exchange,
Incorporated (the ‘‘Exchange’’ or
‘‘CBOE’’) filed with the Securities and
Exchange Commission (the
‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III below, which Items have been
prepared by the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange seeks to amend CBOE
Rules 6.74A and 6.74B. The text of the
proposed rule change is provided below
(additions are italicized; deletions are
[bracketed]).
*
*
*
*
*
Chicago Board Options Exchange,
Incorporated Rules
Rule 6.74A. Automated Improvement
Mechanism (‘‘AIM’’)
*
Notice, supra note 3, 79 FR 60226, 60227.
Notice, supra note 3, 79 FR 60226, 60227;
ISE Response Letter at 1, supra note 6.
34 See e.g., FINRA Rule 5310 (Best Execution and
Interpositioning); see also Securities Exchange Act
Release No. 34–51808, 70 FR 37496, 37537–8 (Jun.
29, 2005) (File No. S7–10–04) (Regulation NMS
Final Rules); Securities Exchange Act Release No.
37619A, 61 FR 48290, 48322–3 (Sep. 12, 1996) (File
No. S7–30–95) (Order Execution Obligations Final
Rules).
35 See ISE Response Letter at 1, supra note 6.
36 15 U.S.C. 78s(b)(2).
33 See
43), as modified by Amendment No. 1,
be, and it hereby is, approved.
*
*
*
*
. . . Interpretations and Policies:
*
*
*
*
*
.04 [Any solicited orders submitted
by the Initiating Trading Permit Holder
to trade against the Agency Order may
not be for the account of a Market-Maker
assigned to the option class.] A MarketMaker submitting a solicited order to
execute against a particular Agency
Order may not modify its pre37 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
PO 00000
Frm 00079
Fmt 4703
Sfmt 4703
programmed response to Request for
Responses based on information
regarding the particular Agency Order
or solicited order.
*
*
*
*
*
Rule 6.74B. Solicitation Auction
Mechanism
*
*
*
*
*
. . . Interpretations and Policies:
*
*
*
*
*
.03 Under Rule 6.74B, Trading Permit
Holders may enter contra orders that are
solicited. The Auction provides a
facility for Trading Permit Holders that
locate liquidity for their customer
orders. Trading Permit Holders may not
use the Auction to circumvent Rules
6.45A.01, 6.45B.01 or 6.74A limiting
principal transactions. This may
include, but is not limited to, Trading
Permit Holders entering contra orders
that are solicited from (a) affiliated
broker-dealers, or (b) broker-dealers
with which the Trading Permit Holder
has an arrangement that allows the
Trading Permit Holder to realize similar
economic benefits from the solicited
transaction as it would achieve by
executing the customer order in whole
or in part as principal. Additionally,
[solicited contra orders entered by
Trading Permit Holders to trade against
Agency Orders may not be for the
account of a CBOE Market-Maker
assigned to the options class.] a MarketMaker submitting a solicited order to
execute against a particular Agency
Order may not modify its preprogrammed response to Request for
Responses based on information
regarding the particular Agency Order
or solicited order.
*
*
*
*
*
The text of the proposed rule change
is also available on the Exchange’s Web
site (https://www.cboe.com/AboutCBOE/
CBOELegalRegulatoryHome.aspx), at
the Exchange’s Office of the Secretary,
and at the Commission’s Public
Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
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Agencies
[Federal Register Volume 80, Number 55 (Monday, March 23, 2015)]
[Notices]
[Pages 15262-15264]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2015-06515]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-74521; File No. SR-ISE-2014-43]
Self-Regulatory Organizations; International Securities Exchange,
LLC; Order Approving Proposed Rule Change, as Modified by Amendment No.
1, Amending its Information Barrier Rules
March 17, 2015.
I. Introduction
On September 15, 2014, International Securities Exchange, LLC
(``Exchange'' or ``ISE'') 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 amending its information barrier
rules. The proposed rule change was published for comment in the
Federal Register on October 6, 2014.\3\ The Commission received one
comment letter regarding the proposed rule change \4\ and one response
letter from ISE.\5\ On November 17, 2014, the Commission extended the
time period in which to either approve the proposed rule change,
disapprove the proposed rule change, or institute proceedings to
determine whether to approve or disapprove the proposed rule change to
January 2, 2015.\6\ On December 31, 2014, the Commission instituted
proceedings to determine whether to approve or disapprove the proposed
rule change.\7\ On March 9, 2015, the Exchange filed Amendment No. 1 to
the proposed rule change.\8\ This order approves the proposed rule
change, as modified by Amendment No. 1.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ See Securities Exchange Act Release No. 73261 (September 30,
2014), 79 FR 60226 (``Notice'').
\4\ See Letter from John Kinahan, Chief Executive Officer, Group
One Trading, L.P., dated October 27, 2014 (``Group One Letter'').
\5\ See Letter from Michael J. Simon, Secretary and General
Counsel, International Securities Exchange, LLC, dated November 14,
2014 (``ISE Response Letter'').
\6\ See Securities Exchange Act Release No. 73614 (November 17,
2014), 79 FR 69547 (November 21, 2014).
\7\ See Securities Exchange Act Release No. 73973 (December 31,
2014), 80 FR 583 (January 6, 2015).
\8\ In Amendment No. 1 the Exchange clarifies that an Electronic
Access Member (``EAM'') would only have access to the publicly
available orders and quotes of its affiliated market maker. In
addition, the Exchange clarifies that the proposed rule change would
not permit a member's EAM unit to access any non-public order or
quote information of its affiliated market maker, including any
hidden or undisplayed size or price information. The Exchange also
clarifies that market makers are not allowed to post hidden or
undisplayed orders and quotes on the Exchange. Finally, the Exchange
clarifies that its members would not expect to receive any
additional order or quote information as a result of this proposed
rule change. Amendment No. 1 is not subject to notice and comment
because it is a technical amendment that does not materially alter
the substance of the proposed rule change or raise any novel
regulatory issues.
Amendment No. 1 has been placed in the public comment file for
SR-ISE-2014-43 at https://www.sec.gov/comments/sr-ise-2014-43/ise201443.shtml (see letter from Michael J. Simon, Secretary and
General Counsel, International Securities Exchange, LLC, to
Secretary, Commission, dated March 9, 2015) and also is available at
the Exchange's Web site at www.ise.com.
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II. Description of the Proposal
The Exchange proposes to amend ISE Rules 810 (Limitations on
Dealings) and 717 (Limitations on Orders) governing information
barriers. Specifically, the Exchange proposes to amend Rule 810 to
permit information to flow to a member's EAM unit, which handles the
customer/agency side of the business, from its affiliated Primary
Market Maker (``PMM'') and/or Competitive Market Maker (``CMM'')
(jointly, ``market makers'') unit. As amended, ISE Rule 810 will allow
EAMs to know where, and at what price, their affiliated market makers
are either quoting or have orders on the order book \9\ and to use that
information to influence routing decisions. The Exchange represents
that it currently provides guidance to its members that ISE Rule 810 is
to be interpreted as a two-way information barrier between the EAM unit
and its affiliated market maker unit.\10\
---------------------------------------------------------------------------
\9\ According to ISE Rule 805(b)(1)(ii), market makers may only
have orders on the order book in option classes to which they are
not appointed.
\10\ See Notice, supra note 3, 79 FR 60226, 60226.
---------------------------------------------------------------------------
The Exchange also proposes to amend ISE Rule 717, Supplementary
Material .06 to specify that the orders of a EAM
[[Page 15263]]
unit and its affiliated PMM and/or CMM unit may interact within one
second without violating the ISE Rule 717(d) and (e) order exposure
requirements when the firm can demonstrate that: (1) The customer order
was marketable when routed; (2) the EAM was not handling the affiliated
market maker quote/order; and (3) the affiliated market maker quote/
order was in existence at the time the customer order(s) were entered
into the ISE system. In combination, the proposed amendments to ISE
Rules 810 and 717 will make it possible for an EAM to route a customer
order to the ISE to immediately interact with the quote or an order of
an affiliated market maker, but only subject to the conditions stated
above.
III. Comment Letter and ISE's Response
As noted above, the Commission received one comment letter \11\
opposing the proposed rule change.\12\ The commenter asserts that the
proposed one-way information barrier would introduce a conflict of
interest which could result in EAMs routing orders based on self-
interest as opposed to the customer's interest.\13\ The commenter
disagrees with the Exchange's premise that the proposed rule change
would not compromise market integrity or cause customer harm.\14\ The
commenter also indicates that although other exchanges may interpret
their rules to permit the sharing of information between the various
units of a firm, such sharing only weakens a customer's chance of best
execution.
---------------------------------------------------------------------------
\11\ See Group One Letter, supra note 5.
\12\ See ISE Response Letter, supra note 6.
\13\ See Group One Letter at 1, supra note 4.
\14\ Id.
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The commenter believes there are two specific scenarios where a
costumer may be harmed under this proposed rule change. First, the
commenter states that EAMs could route customer orders to an affiliated
market maker's quote at an exchange's best bid or offer rather than to
an exchange with a better fill rate or price improvement mechanism.\15\
Second, the commenter argues that an EAM holding a large customer order
that could influence the price in the underlying could opt to route
away from the quote of its affiliated market maker to avoid the
potential risk of the trade and deprive the customer of a fill they
were otherwise entitled to.\16\
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\15\ Id.
\16\ Id. at 2.
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The commenter indicates that these routing scenarios are not ``mere
conjecture'' as broker-dealers ``openly admit'' that numerous factors
are built into routing decisions that are primarily beneficial to
broker-dealers.\17\ The commenter also notes that there are litigation
and academic studies that suggest that routing decisions are negatively
impacted by conflicts of interest. The commenter believes that the
erosion of information barriers would increase the likelihood that
customer orders are routed based on the firm's best interest as opposed
to duty of best execution owed to the customer.\18\ The commenter
concludes that two-way information barriers are the ``only way to truly
guard customer interests and protect against the misuse of material
non-public information,'' and a shift to a one-way information barrier
would not provide any benefits EAM customers.\19\ The commenter also
believes that exchange rules should be written and interpreted in a way
that prevents conflicts of interest from ever arising, and a two-way
information barrier takes the potential conflict of interest out of the
equation.\20\
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\17\ Id.
\18\ Id.
\19\ Id.
\20\ Id.
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The ISE responds that the commenter did not raise any new issues
and its concerns were addressed in the Notice.\21\ The ISE states that
nothing in the proposed rule change would relieve members of their best
execution obligation to obtain the most favorable terms reasonably
available for customer orders.\22\ The Exchange notes that, as a
national securities exchange, it has a comprehensive surveillance
program to monitor member compliance with applicable securities and
regulations, including best execution.\23\ ISE also represents that it
would continue to monitor for abnormalities in interaction rates
between members, and investigate and take appropriate regulatory action
against members that fail to comply with their best execution
obligations.\24\ ISE believes that its surveillance tools will allow it
to fulfill its regulatory responsibilities.\25\ ISE also suggests that
the filing is a competitive imperative as other options exchanges
currently interpret their information barrier rules to be one way
barriers that permit members to make routing decisions based on the
quotes and orders of affiliated business units.\26\
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\21\ See ISE Response Letter at 1, supra note 6.
\22\ Id.
\23\ Id.
\24\ Id.
\25\ Id.
\26\ Id. at 2.
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IV. Discussion and Commission Findings
After careful consideration, the Commission finds that the proposed
rule change, as modified by Amendment No. 1, is consistent with the
requirements of the Act and the rules and regulations thereunder
applicable to a national securities exchange.\27\ The Commission
believes that the proposed rule change, as modified by Amendment No. 1,
is consistent with Section 6(b)(5) \28\ in particular, in that it is
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 transactions in
securities, to remove impediments to and perfect the mechanism of a
free and open market and a national market system, and, in general, to
protect investors and the public interest.
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\27\ In approving this rule change, the Commission notes that it
has considered the proposed rule's impact on efficiency,
competition, and capital formation. See 15 U.S.C. 78c(f).
\28\ 15 U.S.C. 78f(b)(5).
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Amended ISE Rule 810 permits a less restrictive, one-way
information barrier between market makers and other business units, as
opposed to the prior rule that required a prescriptive, two-way
information barrier. Nonetheless, the Commission notes that Exchange
members are still required to have policies and procedures that are
reasonably designed to prevent the misuse of material, non-public
information consistent with Section 15(g) of the Act \29\ and ISE Rule
408.\30\ The Commission notes that the EAM unit of a member would not,
pursuant to the proposed rule change, have access to any non-public
quote or order information, including hidden or undisplayed price or
size information, of an affiliated market maker.\31\ The Commission
also notes that the Exchange has represented that its ongoing
surveillance for manipulative conduct and the Financial Industry
Regulatory Authority's exam program that reviews for member compliance
with such policies and procedures should provide a regulatory framework
[[Page 15264]]
that guards customer interests and protects against the misuse of
material non-public information.\32\
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\29\ See 15 U.S.C. 78o(g). Section 15(g) of the Act requires
every broker or dealer to ``establish, maintain, and enforce written
policies and procedures reasonably designed, taking into
consideration the nature of such broker's or dealer's business, to
prevent the misuse. . .of material, nonpublic information by such
broker or dealer or any person associated with such broker or
dealer.''
\30\ Further, Exchange members will continue to be subject to
ISE Rules 400 (Just and Equitable Principles of Trade), 401
(Adherence to Law), and 405 (Manipulation).
\31\ See Amendment No. 1, supra note 8.
\32\ See Notice, supra note 3, 79 FR 60226, 60227.
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Finally, as noted above, the commenter expressed concern that this
proposed rule change would introduce a conflict of interest that would
erode the duty of best execution and harm customers. The Exchange
believes, and the Commission agrees, that this proposed rule change, as
modified by Amendment No. 1, does not alter a broker-dealer's duty of
best execution.\33\ Although the proposed rule change, as modified by
Amendment No. 1, will permit EAMs to know and consider the quotes of
its affiliated market makers when making routing decisions, the
Commission continues to expect that routing decisions related to the
duty of best execution will be premised solely on customer
considerations such as the likelihood of execution, the opportunity to
obtain price improvement, availability of best price and minimization
of market impact.\34\ The Commission emphasizes that a broker-dealer's
duty of best execution exists whether an EAM determines to route
customer order flow toward its affiliated market maker or away from its
affiliated market maker. Further, the Commission notes that in response
to the commenter's concern that the proposed rule change would
negatively impact best execution considerations, ISE stated that it
would ``continue to monitor for abnormalities in interaction rates
between members, and will investigate and take appropriate regulatory
action against members that fail to comply with their best execution
obligations . . . [and that] these surveillance tools will allow ISE to
comply with its regulatory responsibilities, consistent with treatment
across competitor options exchanges.'' \35\ Among other things, the
Commission's oversight of the ISE program is designed to evaluate the
ISE's performance in regard to that representation.
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\33\ See Notice, supra note 3, 79 FR 60226, 60227; ISE Response
Letter at 1, supra note 6.
\34\ See e.g., FINRA Rule 5310 (Best Execution and
Interpositioning); see also Securities Exchange Act Release No. 34-
51808, 70 FR 37496, 37537-8 (Jun. 29, 2005) (File No. S7-10-04)
(Regulation NMS Final Rules); Securities Exchange Act Release No.
37619A, 61 FR 48290, 48322-3 (Sep. 12, 1996) (File No. S7-30-95)
(Order Execution Obligations Final Rules).
\35\ See ISE Response Letter at 1, supra note 6.
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V. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the Act
\36\ that the proposed rule change (SR-ISE-2014-43), as modified by
Amendment No. 1, be, and it hereby is, approved.
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\36\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\37\
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\37\ 17 CFR 200.30-3(a)(12).
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Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2015-06515 Filed 3-20-15; 8:45 am]
BILLING CODE 8011-01-P