Self-Regulatory Organizations; NYSE MKT, LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Extend the Pilot Period Applicable to the Customer Best Execution Auction per Rule 971.1 NY, Until July 17, 2015, 20274-20276 [2015-08549]
Download as PDF
20274
Federal Register / Vol. 80, No. 72 / Wednesday, April 15, 2015 / Notices
discriminate between customers,
issuers, brokers or dealers.
Overall, the Exchange believes that
the proposed changes to IWM pricing
for Manual transactions are reasonable,
equitable and not unfairly
discriminatory because the reduced
rates are based on the executions in
IWM transacted on the Exchange. In
addition, the Exchange believes the
proposed fees are reasonable, equitable
and not unfairly discriminatory because
the fees are designed to incentivize IWM
Participants to conduct Manual trades
in IWM and apply equally to all IWM
Participants.10 The Exchange believes
the proposed fee changes may result in
an increase in volume and liquidity to
the Exchange, which would provide
more trading opportunities and tighter
spreads, to the benefit of all market
participants even non-IWM Participants,
all of which perfects the mechanism for
a free and open market and national
market system.
For these reasons, the Exchange
believes that the proposal is consistent
with the Act.
tkelley on DSK3SPTVN1PROD with NOTICES
B. Self-Regulatory Organization’s
Statement on Burden on Competition
In accordance with Section 6(b)(8) of
the Act,11 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.
The Exchange believes the proposed
fees associated with IWM are procompetitive as they may attract more
volume and liquidity to the Exchange
through the proposed reduced rates,
which would benefit all Exchange
participants through increased
opportunities to trade as well as
enhancing price discovery.
The Exchange notes that it operates in
a highly competitive market in which
market participants can readily favor
competing venues. In such an
environment, the Exchange must
continually review, and consider
adjusting, its fees and credits to remain
competitive with other exchanges. For
the reasons described above, the
Exchange believes that the proposed
rule change reflects this competitive
environment.
10 Similarly, as noted above, supra n. 4, the
proposed fee is reasonable, equitable and not
unfairly discriminatory because there is currently
no LMM in IWM and, therefore, no LMM is
impacted by this proposed fee change.
11 15 U.S.C. 78f(b)(8).
VerDate Sep<11>2014
17:29 Apr 14, 2015
Jkt 235001
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
No written comments were solicited
or received with respect to the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change is effective
upon filing pursuant to Section
19(b)(3)(A) 12 of the Act and
subparagraph (f)(2) of Rule 19b–4 13
thereunder, because it establishes a due,
fee, or other charge imposed by the
Exchange.
At any time within 60 days of the
filing of such proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
under Section 19(b)(2)(B) 14 of the Act to
determine whether the proposed rule
change should be approved or
disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
NYSEArca–2015–28 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
Number SR–NYSEArca–2015–28. 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
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–
NYSEArca–2015–28 and should be
submitted on or before May 6, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Brent J. Fields,
Secretary.
[FR Doc. 2015–08548 Filed 4–14–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74695; File No. SR–
NYSEMKT–2015–28]
Self-Regulatory Organizations; NYSE
MKT, LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Extend the Pilot
Period Applicable to the Customer
Best Execution Auction per Rule 971.1
NY, Until July 17, 2015
April 9, 2015.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’),2 and Rule 19b–4 thereunder,3
notice is hereby given that on April 7,
2015, NYSE MKT LLC (the ‘‘Exchange’’
or ‘‘NYSE MKT’’) filed with the
Securities and Exchange Commission
(the ‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the self-regulatory organization. The
15 17
12 15
U.S.C. 78s(b)(3)(A).
13 17 CFR 240.19b–4(f)(2).
14 15 U.S.C. 78s(b)(2)(B).
PO 00000
Frm 00078
Fmt 4703
Sfmt 4703
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
1 15
E:\FR\FM\15APN1.SGM
15APN1
Federal Register / Vol. 80, No. 72 / Wednesday, April 15, 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
The Exchange proposes to extend the
pilot period applicable to the Customer
Best Execution Auction (‘‘CUBE’’), per
Rule 971.1NY, until July 17, 2015. The
text of the proposed rule change is
available on the Exchange’s Web site at
www.nyse.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 the
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization 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 those statements may be examined at
the places specified in Item IV below.
The Exchange has prepared summaries,
set forth in sections A, B, and C below,
of the most significant parts of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to extend the
pilot period applicable to certain
aspects of the Customer Best
Execution—or CUBE—Auction, which
is currently set to expire on April 24,
2015, until July 17, 2015.4
Background
tkelley on DSK3SPTVN1PROD with NOTICES
Rule 971.1NY sets forth an electronic
crossing mechanism for single-leg
orders with a price improvement
auction on the Exchange, referred to as
the CUBE Auction.5 The CUBE Auction,
which was approved in April 2014, is
designed to provide price improvement
4 The Exchange notes that the proposed extension
would align the expiration of the pilot period with
that of other competing options exchanges that offer
electronic price improvement auctions similar to
the CUBE. See, e.g., ISE Rule 723 Supplementary
Material .03 (pilot period for price improvement
mechanism extended until Friday, July 17, 2015);
PHLX Rule 1080(n)(vii); (pilot period for price
improvement mechanism extended until Saturday,
July 18, 2015); CBOE Rule 6.74A Interpretation and
Policies .03 (same); BOX IM–7150–1 (same).
Because July 18, 2015 is a Saturday and the
Exchange is not open, the Exchange proposes to
extend the pilot until Friday, July 17, 2015.
5 See generally Rule 971.1NY (Electronic Cross
Transactions).
VerDate Sep<11>2014
17:29 Apr 14, 2015
Jkt 235001
for paired orders of any size.6 Two
aspects of the CUBE were approved for
a one-year pilot period—Rule
971.1NY(b)(1)(B), which establishes the
permissible range of executions for
CUBE Auctions for fewer than 50
contracts; and Rule 971.1NY(b)(8),
which establishes that the minimum
size for a CUBE Auction is one contract
(together, the ‘‘CUBE Pilot’’).
An ATP Holder may initiate a CUBE
Auction by electronically submitting for
execution a limit order it represents as
agent on behalf of a public customer,
broker dealer, or any other entity
(‘‘CUBE Order’’) against principal
interest or against any other order it
represents as agent, provided the
initiating ATP Holder complies with
Rule 971.1NY.7 Rule 971.1NY(b)(1) sets
forth the permissible range of
executions for a CUBE Order.8 Pursuant
to the CUBE Pilot, a CUBE Order for
fewer than 50 contracts is subject to
tighter ranges of execution than larger
CUBE Orders to maximize price
improvement.9 Specifically, if the CUBE
Order is for fewer than 50 contracts, the
range of permissible execution will be
equal to or better than the National Best
Bid/Offer (‘‘NBBO’’), provided that such
price must be at least one cent better
than any displayed interest in the
Exchange’s Consolidated Book.10
The CUBE Pilot was initially
approved for a one-year pilot.11
Pursuant to Commentary .01 to Rule
971.1NY, the CUBE Pilot would, if not
amended, end on April 24, 2015.12 In
connection with the CUBE Pilot, the
Exchange agreed to submit certain data
to provide supporting evidence that,
among other things, there is meaningful
competition for all size orders and that
there is an active and liquid market
6 See Securities Exchange Act Release No. 72025
(April 25, 2014), 79 FR 24779 (May 1, 2014)
(NYSEMKT–2014–17) (the ‘‘CUBE Approval
Order’’).
7 In addition, CUBE provides for the automatic
execution, under certain conditions, of a crossing
transaction where there is a public customer order
in the same options series on each side.
8 Subject to specified exceptions, a CUBE Order
to buy (sell) may execute at prices equal to or
between the initiating price as the upper (lower)
bound and the National Best Bid (‘‘NBB’’) (National
Best Offer (‘‘NBO’’)) as the lower (upper) bound.
See Rule 971.1NY(b).
9 See Rule 971.1NY(b)(1)(B). Rule 971.1NY(b)(8),
also subject to the pilot period, provides that the
minimum size for a CUBE Auction is one contract.
See Rule (b)(8).
10 See Rule 971.1NY(b)(1)(B).
11 See CUBE Approval Order, supra, n. 6.
12 See also Commentary .01 to Rule 971.1NY
(establishing one-year pilot period for Rules
971.1NY(b)(1)(B) and 971.1NY(b)(8)).
PO 00000
Frm 00079
Fmt 4703
Sfmt 4703
20275
functioning on the Exchange outside of
the CUBE Auction.13
Proposal To Extend the Operation of the
CUBE Pilot
The Exchange implemented the CUBE
Auction to provide an electronic
crossing mechanism for single-leg
orders with a price improvement
auction. The CUBE Pilot was designed
to create tighter markets and ensure that
each order receives the best possible
price. The Exchange believes that the
CUBE Pilot attracts order flow and
promotes competition and price
improvement opportunities for CUBE
Orders of fewer than 50 contracts. The
Exchange believes that extending the
pilot period is appropriate because it
will allow the Exchange and the
Commission additional time to analyze
data regarding the CUBE Pilot that the
Exchange has committed to provide.14
As such, the Exchange believes that it is
appropriate to extend the current
operation of the Pilot. Through this
filing, the Exchange seeks to amend
Commentary .01 to Rule 971.1NY and
extend the current pilot period until
July 17, 2015.15 The Exchange notes that
it would retain the text of Rules
971.1NY(b)(1)(B) and 971.1NY(b)(8). In
further support of this proposed rule
change, the Exchange would continue to
submit to the Commission detailed data
from, and analysis of, the CUBE Pilot.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act 16 in general, and furthers the
objectives of Section 6(b)(5) of the Act 17
in particular, in that it is designed to
prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, to remove
impediments to and perfect the
mechanism of a free and open market
and a national market system, and, in
general, to protect investors and the
public interest.
The Exchange believes that extending
the pilot period is consistent with these
principles because the CUBE Pilot is
reasonably designed to create tighter
markets and ensure that each order
receives the best possible price, which
benefits investors by increasing
competition thereby maximizing
opportunities for price improvement.
The proposed extension would allow
13 See CUBE Approval Order, supra, n. 6 at 79 FR
24779, at 24785–86, fn. 94–95. See also
Commentary .01 to Rule 971.1NY.
14 Id.
15 See proposed Commentary .01 to Rule
971.1NY.
16 15 U.S.C. 78f(b).
17 15 U.S.C. 78f(b)(5).
E:\FR\FM\15APN1.SGM
15APN1
20276
Federal Register / Vol. 80, No. 72 / Wednesday, April 15, 2015 / Notices
the CUBE Pilot to continue
uninterrupted, thereby avoiding any
potential investor confusion that could
result from a temporary interruption in
the CUBE Pilot. Because the CUBE Pilot
is applicable to all CUBE Orders for
fewer than 50 contracts, and to the
requirement that the minimum size of
the CUBE Auction is one contract, the
proposal to extend the pilot merely acts
to maintain status quo on the Exchange,
which promotes just and equitable
principles of trade and removes
impediments to, and perfects the
mechanism of, a free and open market
and a national market system. The
extension of the pilot period will allow
the Commission and the Exchange to
continue to monitor the CUBE Pilot to
ascertain whether there is meaningful
competition for all size orders and
whether there is an active and liquid
market functioning on the Exchange
outside of the CUBE Auction.
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. The
proposed rule change simply extends an
established pilot program for an
additional period and would allow for
further analysis of the CUBE Pilot. In
addition, the proposed extension would
allow the CUBE Pilot to continue
uninterrupted, thereby avoiding any
potential investor confusion that could
result from a temporary interruption in
the CUBE Pilot. Thus, the proposal
would also serve to promote regulatory
clarity and consistency, thereby
reducing burdens on the marketplace
and facilitating investor protection.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
No written comments were solicited
or received with respect to the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
tkelley on DSK3SPTVN1PROD with NOTICES
The Exchange has filed the proposed
rule change pursuant to Section
19(b)(3)(A)(iii) of the Act 18 and Rule
18 15
U.S.C. 78s(b)(3)(A)(iii). 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.
VerDate Sep<11>2014
17:29 Apr 14, 2015
Jkt 235001
19b–4(f)(6) thereunder.19 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, the
proposed rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act and Rule 19b–4(f)(6)(iii)
thereunder.
A proposed rule change filed under
Rule 19b–4(f)(6) 20 normally does not
become operative prior to 30 days after
the date of the filing. However, pursuant
to Rule 19b4(f)(6)(iii),21 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 proposal may
become operative immediately upon
filing. The Commission believes that
waiver of the operative delay is
consistent with the protection of
investors and the public interest
because such waiver will allow the pilot
program to continue without
interruption. Therefore, the Commission
designates the proposal operative upon
filing.22
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
under Section 19(b)(2)(B) 23 of the Act to
determine whether the proposed rule
change should be approved or
disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
19 17
CFR 240.19b–4(f)(6).
CFR 240.19b–4(f)(6).
21 17 CFR 240.19b–4(f)(6)(iii).
22 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).
23 15 U.S.C. 78s(b)(2)(B).
20 17
PO 00000
Frm 00080
Fmt 4703
Sfmt 9990
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–
NYSEMKT–2015–28 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–NYSEMKT–2015–28. 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–
NYSEMKT–2015–28, and should be
submitted on or before May 6, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.24
Brent J. Fields,
Secretary.
[FR Doc. 2015–08549 Filed 4–14–15; 8:45 am]
BILLING CODE 8011–01–P
24 17
E:\FR\FM\15APN1.SGM
CFR 200.30–3(a)(12).
15APN1
Agencies
[Federal Register Volume 80, Number 72 (Wednesday, April 15, 2015)]
[Notices]
[Pages 20274-20276]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2015-08549]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-74695; File No. SR-NYSEMKT-2015-28]
Self-Regulatory Organizations; NYSE MKT, LLC; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change To Extend the Pilot
Period Applicable to the Customer Best Execution Auction per Rule 971.1
NY, Until July 17, 2015
April 9, 2015.
Pursuant to Section 19(b)(1) \1\ of the Securities Exchange Act of
1934 (the ``Act''),\2\ and Rule 19b-4 thereunder,\3\ notice is hereby
given that on April 7, 2015, NYSE MKT LLC (the ``Exchange'' or ``NYSE
MKT'') filed with the Securities and Exchange Commission (the
``Commission'') the proposed rule change as described in Items I and II
below, which Items have been prepared by the self-regulatory
organization. The
[[Page 20275]]
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\ 15 U.S.C. 78a.
\3\ 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 extend the pilot period applicable to the
Customer Best Execution Auction (``CUBE''), per Rule 971.1NY, until
July 17, 2015. The text of the proposed rule change is available on the
Exchange's Web site at www.nyse.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 the
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the self-regulatory organization
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 those statements may be examined at
the places specified in Item IV below. The Exchange has prepared
summaries, set forth in sections A, B, and C below, of the most
significant parts of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to extend the pilot period applicable to
certain aspects of the Customer Best Execution--or CUBE--Auction, which
is currently set to expire on April 24, 2015, until July 17, 2015.\4\
---------------------------------------------------------------------------
\4\ The Exchange notes that the proposed extension would align
the expiration of the pilot period with that of other competing
options exchanges that offer electronic price improvement auctions
similar to the CUBE. See, e.g., ISE Rule 723 Supplementary Material
.03 (pilot period for price improvement mechanism extended until
Friday, July 17, 2015); PHLX Rule 1080(n)(vii); (pilot period for
price improvement mechanism extended until Saturday, July 18, 2015);
CBOE Rule 6.74A Interpretation and Policies .03 (same); BOX IM-7150-
1 (same). Because July 18, 2015 is a Saturday and the Exchange is
not open, the Exchange proposes to extend the pilot until Friday,
July 17, 2015.
---------------------------------------------------------------------------
Background
Rule 971.1NY sets forth an electronic crossing mechanism for
single-leg orders with a price improvement auction on the Exchange,
referred to as the CUBE Auction.\5\ The CUBE Auction, which was
approved in April 2014, is designed to provide price improvement for
paired orders of any size.\6\ Two aspects of the CUBE were approved for
a one-year pilot period--Rule 971.1NY(b)(1)(B), which establishes the
permissible range of executions for CUBE Auctions for fewer than 50
contracts; and Rule 971.1NY(b)(8), which establishes that the minimum
size for a CUBE Auction is one contract (together, the ``CUBE Pilot'').
---------------------------------------------------------------------------
\5\ See generally Rule 971.1NY (Electronic Cross Transactions).
\6\ See Securities Exchange Act Release No. 72025 (April 25,
2014), 79 FR 24779 (May 1, 2014) (NYSEMKT-2014-17) (the ``CUBE
Approval Order'').
---------------------------------------------------------------------------
An ATP Holder may initiate a CUBE Auction by electronically
submitting for execution a limit order it represents as agent on behalf
of a public customer, broker dealer, or any other entity (``CUBE
Order'') against principal interest or against any other order it
represents as agent, provided the initiating ATP Holder complies with
Rule 971.1NY.\7\ Rule 971.1NY(b)(1) sets forth the permissible range of
executions for a CUBE Order.\8\ Pursuant to the CUBE Pilot, a CUBE
Order for fewer than 50 contracts is subject to tighter ranges of
execution than larger CUBE Orders to maximize price improvement.\9\
Specifically, if the CUBE Order is for fewer than 50 contracts, the
range of permissible execution will be equal to or better than the
National Best Bid/Offer (``NBBO''), provided that such price must be at
least one cent better than any displayed interest in the Exchange's
Consolidated Book.\10\
---------------------------------------------------------------------------
\7\ In addition, CUBE provides for the automatic execution,
under certain conditions, of a crossing transaction where there is a
public customer order in the same options series on each side.
\8\ Subject to specified exceptions, a CUBE Order to buy (sell)
may execute at prices equal to or between the initiating price as
the upper (lower) bound and the National Best Bid (``NBB'')
(National Best Offer (``NBO'')) as the lower (upper) bound. See Rule
971.1NY(b).
\9\ See Rule 971.1NY(b)(1)(B). Rule 971.1NY(b)(8), also subject
to the pilot period, provides that the minimum size for a CUBE
Auction is one contract. See Rule (b)(8).
\10\ See Rule 971.1NY(b)(1)(B).
---------------------------------------------------------------------------
The CUBE Pilot was initially approved for a one-year pilot.\11\
Pursuant to Commentary .01 to Rule 971.1NY, the CUBE Pilot would, if
not amended, end on April 24, 2015.\12\ In connection with the CUBE
Pilot, the Exchange agreed to submit certain data to provide supporting
evidence that, among other things, there is meaningful competition for
all size orders and that there is an active and liquid market
functioning on the Exchange outside of the CUBE Auction.\13\
---------------------------------------------------------------------------
\11\ See CUBE Approval Order, supra, n. 6.
\12\ See also Commentary .01 to Rule 971.1NY (establishing one-
year pilot period for Rules 971.1NY(b)(1)(B) and 971.1NY(b)(8)).
\13\ See CUBE Approval Order, supra, n. 6 at 79 FR 24779, at
24785-86, fn. 94-95. See also Commentary .01 to Rule 971.1NY.
---------------------------------------------------------------------------
Proposal To Extend the Operation of the CUBE Pilot
The Exchange implemented the CUBE Auction to provide an electronic
crossing mechanism for single-leg orders with a price improvement
auction. The CUBE Pilot was designed to create tighter markets and
ensure that each order receives the best possible price. The Exchange
believes that the CUBE Pilot attracts order flow and promotes
competition and price improvement opportunities for CUBE Orders of
fewer than 50 contracts. The Exchange believes that extending the pilot
period is appropriate because it will allow the Exchange and the
Commission additional time to analyze data regarding the CUBE Pilot
that the Exchange has committed to provide.\14\ As such, the Exchange
believes that it is appropriate to extend the current operation of the
Pilot. Through this filing, the Exchange seeks to amend Commentary .01
to Rule 971.1NY and extend the current pilot period until July 17,
2015.\15\ The Exchange notes that it would retain the text of Rules
971.1NY(b)(1)(B) and 971.1NY(b)(8). In further support of this proposed
rule change, the Exchange would continue to submit to the Commission
detailed data from, and analysis of, the CUBE Pilot.
---------------------------------------------------------------------------
\14\ Id.
\15\ See proposed Commentary .01 to Rule 971.1NY.
---------------------------------------------------------------------------
2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act \16\ in general, and furthers the objectives of Section
6(b)(5) of the Act \17\ in particular, in that it is designed to
prevent fraudulent and manipulative acts and practices, to promote just
and equitable principles of trade, to remove impediments to and perfect
the mechanism of a free and open market and a national market system,
and, in general, to protect investors and the public interest.
---------------------------------------------------------------------------
\16\ 15 U.S.C. 78f(b).
\17\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
The Exchange believes that extending the pilot period is consistent
with these principles because the CUBE Pilot is reasonably designed to
create tighter markets and ensure that each order receives the best
possible price, which benefits investors by increasing competition
thereby maximizing opportunities for price improvement. The proposed
extension would allow
[[Page 20276]]
the CUBE Pilot to continue uninterrupted, thereby avoiding any
potential investor confusion that could result from a temporary
interruption in the CUBE Pilot. Because the CUBE Pilot is applicable to
all CUBE Orders for fewer than 50 contracts, and to the requirement
that the minimum size of the CUBE Auction is one contract, the proposal
to extend the pilot merely acts to maintain status quo on the Exchange,
which promotes just and equitable principles of trade and removes
impediments to, and perfects the mechanism of, a free and open market
and a national market system. The extension of the pilot period will
allow the Commission and the Exchange to continue to monitor the CUBE
Pilot to ascertain whether there is meaningful competition for all size
orders and whether there is an active and liquid market functioning on
the Exchange outside of the CUBE Auction.
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. The proposed rule change simply
extends an established pilot program for an additional period and would
allow for further analysis of the CUBE Pilot. In addition, the proposed
extension would allow the CUBE Pilot to continue uninterrupted, thereby
avoiding any potential investor confusion that could result from a
temporary interruption in the CUBE Pilot. Thus, the proposal would also
serve to promote regulatory clarity and consistency, thereby reducing
burdens on the marketplace and facilitating investor protection.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
No written comments were solicited or received with respect to the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The Exchange has filed the proposed rule change pursuant to Section
19(b)(3)(A)(iii) of the Act \18\ and Rule 19b-4(f)(6) thereunder.\19\
Because the 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, the proposed rule change has become
effective pursuant to Section 19(b)(3)(A) of the Act and Rule 19b-
4(f)(6)(iii) thereunder.
---------------------------------------------------------------------------
\18\ 15 U.S.C. 78s(b)(3)(A)(iii). 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.
\19\ 17 CFR 240.19b-4(f)(6).
---------------------------------------------------------------------------
A proposed rule change filed under Rule 19b-4(f)(6) \20\ normally
does not become operative prior to 30 days after the date of the
filing. However, pursuant to Rule 19b4(f)(6)(iii),\21\ the Commission
may designate a shorter time if such action is consistent with the
protection of investors and the public interest.
---------------------------------------------------------------------------
\20\ 17 CFR 240.19b-4(f)(6).
\21\ 17 CFR 240.19b-4(f)(6)(iii).
---------------------------------------------------------------------------
The Exchange has asked the Commission to waive the 30-day operative
delay so that the proposal may become operative immediately upon
filing. The Commission believes that waiver of the operative delay is
consistent with the protection of investors and the public interest
because such waiver will allow the pilot program to continue without
interruption. Therefore, the Commission designates the proposal
operative upon filing.\22\
---------------------------------------------------------------------------
\22\ 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 under
Section 19(b)(2)(B) \23\ of the Act to determine whether the proposed
rule change should be approved or disapproved.
---------------------------------------------------------------------------
\23\ 15 U.S.C. 78s(b)(2)(B).
---------------------------------------------------------------------------
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-NYSEMKT-2015-28 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-NYSEMKT-2015-28. 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-NYSEMKT-2015-28, and should
be submitted on or before May 6, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\24\
---------------------------------------------------------------------------
\24\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Brent J. Fields,
Secretary.
[FR Doc. 2015-08549 Filed 4-14-15; 8:45 am]
BILLING CODE 8011-01-P