Self-Regulatory Organizations; Miami International Securities Exchange LLC; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend Exchange Rule 500, 22598-22600 [2015-09263]
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22598
Federal Register / Vol. 80, No. 77 / Wednesday, April 22, 2015 / Notices
At any time within 60 days of the
filing of the proposed rule change, the
Commission may summarily
temporarily suspend the proposed rule
change if it appears to the Commission
that this 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 this
action, it shall institute proceedings
under Section 19(b)(2)(B) of the Act 22 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 proposal is
consistent with the Act. Comments may
be submitted by any of the following
methods:
asabaliauskas on DSK5VPTVN1PROD 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 No. SR–
BYX–2015–23 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 No.
SR–BYX–2015–23. 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
as designated by the Commission. The Exchange
satisfied this requirement.
22 15 U.S.C. 78s(b)(2)(B).
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filing will also 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 No. SR–BYX–2015–
23 and should be submitted on or before
May 13, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.23
Brent J. Fields,
Secretary.
[FR Doc. 2015–09269 Filed 4–21–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74744; File No. SR–MIAX–
2015–29]
Self-Regulatory Organizations; Miami
International Securities Exchange LLC;
Notice of Filing and Immediate
Effectiveness of a Proposed Rule
Change To Amend Exchange Rule 500
April 16, 2015.
Pursuant to the provisions of Section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’) 1 and Rule 19b–4
thereunder,2 notice is hereby given that
on April 7, 2015, Miami International
Securities Exchange LLC (‘‘MIAX’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) a proposed rule change
as described in Items I and II below,
which Items have been prepared by the
Exchange. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is filing a proposal to
amend Exchange Rule 500. The text of
the proposed rule change is available on
the Exchange’s Web site at https://
www.miaxoptions.com/filter/wotitle/
rule_filing, at MIAX’s principal office,
and at the Commission’s Public
Reference Room.
23 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
PO 00000
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II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend
Exchange Rule 500, Access to and
Conduct on the Exchange, to authorize
the Exchange to share any Memberdesignated risk settings in the MIAX
System 3 with the Clearing Member 4
that clears Exchange Transactions 5 on
behalf of the Member 6 (or on behalf of
any Sponsored User 7 for which the
Member is a Sponsoring Member 8).
Current Rule 500(a) states that ‘‘[U]nless
otherwise provided in the Rules, no one
but a Member or a person associated
with a Member shall effect any
Exchange Transactions.’’ The Exchange
proposes to amend current Rule 500(a)
to state that the Exchange may share any
Member-designated risk settings in the
MIAX System with the Clearing Member
3 The term ‘‘System’’ means the automated
trading system used by the Exchange for the trading
of securities. See Exchange Rule 100.
4 The term ‘‘Clearing Member’’ means a Member
that has been admitted to membership in the
Options Clearing Corporation (‘‘Clearing
Corporation’’) pursuant to the provisions of the
rules of the Clearing Corporation. See Exchange
Rule 100.
5 The term ‘‘Exchange Transaction’’ means a
transaction involving a security that is effected on
the Exchange. See Exchange Rule 100.
6 The term ‘‘Member’’ means an individual or
organization approved to exercise the trading rights
associated with a Trading Permit. Members are
deemed ‘‘members’’ under the Exchange Act. See
Exchange Rule 100.
7 A Sponsored User may obtain and maintain
authorized access to the System, only if such access
is authorized in advance by one or more Sponsoring
Members. See Exchange Rule 210(b).
8 Sponsored Users must enter into a sponsorship
arrangement with a ‘‘Sponsoring Member,’’ which
is defined as a Member that agrees to sponsor the
Sponsored User’s access to the System. See
Exchange Rule 210(b)(1). The Sponsoring Member
is responsible for any and all actions taken by such
Sponsored User and any person acting on behalf of
or in the name of such Sponsored User. See
Exchange Rule 210(b)(1)(ii)(B)(2).
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Federal Register / Vol. 80, No. 77 / Wednesday, April 22, 2015 / Notices
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that clears Exchange Transactions on
behalf of the Member.
All Exchange Transactions must be
submitted for clearance to the Options
Clearing Corporation (the ‘‘Clearing
Corporation’’) and are subject to the
Rules of the Clearing Corporation. For
each Exchange Transaction in which it
participates, a Member must
immediately give up the name of the
Clearing Member through whom the
Exchange Transaction will be cleared.9
Every Clearing Member is responsible
for the clearance of the Exchange
Transactions of such Clearing Member
and of each Member who gives up such
Clearing Member’s name pursuant to a
letter of authorization, letter of
guarantee or other authorization given
by such Clearing Member to such
Member, which authorization must be
submitted to the Exchange.10
Thus, while not all Members are
Clearing Members, all Exchange
Members require a Clearing Member’s
consent to clear Exchange Transactions
on their behalf in order to conduct
business on the Exchange. The letter of
authorization or guarantee, or other
authorization, describes the relationship
between the Member and Clearing
Member and provides the Exchange
with notice of which Clearing Members
have relationships with which Exchange
Members. The Clearing Member that
guarantees the Member’s Exchange
Transactions has a financial interest in
understanding the risk tolerance of the
Member. The instant proposal would
provide the Exchange with authority to
provide Clearing Members directly with
information that may otherwise be
available to such Clearing Members by
virtue of their relationship with the
respective Members.
Specifically, the proposal would
permit the Exchange to share any
Member-designated risk settings in the
MIAX System with the Clearing Member
that clears Exchange Transactions on
behalf of the Member. The risk settings
currently covered by this proposal relate
to limitations on executions and are set
forth in Exchange Rule 519,11 Rule
9 See
Exchange Rule 507.
Exchange Rule 513(b).
11 Exchange Rule 519, Order Size Protections,
states that the System will prevent certain orders
from executing or being placed on the Book if the
size of the order exceeds the order size protection
designated by the Member.
10 See
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519A,12 and Rule 612.13 The Exchange
may adopt additional rules providing
for Member-designated risk settings
other than those provided in Exchange
Rules 519, 519A, and 612 that could be
shared with a Member’s Clearing
Member under the proposal, and the
Exchange would announce these
additional risk settings by issuing a
Regulatory Circular.
2. Statutory Basis
MIAX believes that its proposed rule
change is consistent with Section 6(b) of
the Act 14 in general, and furthers the
objectives of Section 6(b)(5) of the Act 15
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
mechanisms of a free and open market
and a national market system and, in
general, to protect investors and the
public interest.
The proposed rule change will allow
the Exchange to provide a Member’s
designated risk settings directly to the
Clearing Member that clears Exchange
Transactions on behalf of the Member.
Because a Clearing Member that
executes a clearing letter of guarantee or
authorization on behalf of a Member
guarantees all Exchange Transactions of
that Member, and therefore bears the
risk associated with those Exchange
Transactions, it is appropriate for the
Clearing Member to have knowledge of
what risk settings the Member may
apply within the MIAX System. The
12 Pursuant to Exchange Rule 519A, Risk
Protection Monitor (‘‘RPM’’), the MIAX System will
count the number of orders entered and the number
of contracts traded via an order entered by a
Member on the Exchange within a specified time
period that has been established by the Member
and, when triggered, the RPM will (i) prevent the
System from receiving any new orders in all series
in all classes from the Member; or (ii) prevent the
System from receiving any new orders in all series
in all classes from the Member and cancel all
existing Day orders in all series in all classes from
the Member; or (iii) send a notification that the
RPM has been triggered without any further
preventative or cancellation action by the System.
13 Pursuant to Exchange Rule 612, Aggregate Risk
Manager (‘‘ARM’’), the MIAX System will count the
number of contracts traded by a Market Maker in
an assigned option class within a specified time
period that has been established by the Market
Maker. When the counting program has determined
that a Market Maker has traded during the specified
time period a number of contracts equal to or above
an ‘‘Allowable Engagement Percentage’’ specified
by the Market Maker, the ARM will automatically
remove the Market Maker’s quotations from the
Exchange’s disseminated quotation in all series of
that particular option class until the Market Maker
submits a new revised quotation.
14 15 U.S.C. 78f(b).
15 15 U.S.C. 78f(b)(5).
PO 00000
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22599
proposal will permit Clearing Members
who have a financial interest in the risk
settings of Members with whom they
have entered into a clearing letter of
guarantee or agreement to better monitor
and manage the potential risks assumed
by Clearing Members, thereby providing
Clearing Members with greater control
and flexibility in managing their own
risk tolerance and exposure and aiding
Clearing Members in complying with
the Act.
Additionally, to the extent a Clearing
Member might reasonably require a
Member to provide access to its risk
settings as a prerequisite to continuing
to clear trades on such Member’s behalf,
the Exchange’s proposal to share those
risk settings directly with the Clearing
Member reduces the administrative
burden on the Member and ensures that
Clearing Members are receiving
information that is up to date and
conforms to the settings active in the
MIAX System.
Moreover, the proposed rule change is
consistent with rules that are currently
operative on other exchanges.16
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. The
proposed rule change is not designed to
address any competitive issues and does
not pose an undue burden on nonClearing Members because, unlike
Clearing Members, non-Clearing
Members do not guarantee the execution
of a Member’s Exchange Transactions.
The proposal is structured to offer the
same enhancement to all Clearing
Members, regardless of size, and would
not impose a competitive burden on any
participant. Any Member that does not
wish to share its designated risk settings
with its Clearing Member could avoid
sharing such settings by becoming a
clearing member of OCC.
The Exchange notes that the rule
change is being proposed as a response
to rules that are already operative on
other exchanges.17
For all the reasons stated, 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.
16 See NYSE Arca, Inc. Rule 6.2A(a); NYSE MKT
LLC Rule 902.1NY.(a); NASDAQ OMX PHLX LLC
Rule 1016; and BATS Exchange, Inc. Rule 21.17.
17 Id.
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Federal Register / Vol. 80, No. 77 / Wednesday, April 22, 2015 / Notices
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C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments were neither
solicited nor received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing rule does not:
(i) Significantly affect the protection of
investors or the public interest; (ii)
impose any significant burden on
competition; and (iii) become operative
for 30 days from the date on which it
was filed, or such shorter time as the
Commission may designate if consistent
with the protection of investors and the
public interest, provided that the selfregulatory organization has given the
Commission written notice of its intent
to file the proposed rule change at least
five business days prior to the date of
filing of the proposed rule change or
such shorter time as designated by the
Commission,18 the proposed rule
change has become effective pursuant to
Section 19(b)(3)(A) of the Act 19 and
Rule 19b–4(f)(6) thereunder.20
A proposed rule change filed under
Rule 19b–4(f)(6) 21 normally does not
become operative prior to 30 days after
the date of the filing. However, pursuant
to Rule 19b–4(f)(6)(iii),22 the
Commission may designate a shorter
time if such action is consistent with the
protection of investors and the public
interest. The Exchange has requested
that the Commission waive the 30-day
operative delay to allow the Exchange to
respond to current demand for the
expeditious sharing of risk settings
between Clearing Members and
Members on whose behalf they clear
Exchange Transactions. The proposal
does not raise any novel or unique
issues, and is substantially similar to
rules that are currently operative on
other options exchanges. Therefore, the
Commission believes that waiving the
30-day operative delay is consistent
with the protection of investors and the
public interest and designates the
proposed rule change as operative upon
filing.23
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
18 The
Exchange has satisfied this requirement.
U.S.C. 78s(b)(3)(A).
20 17 CFR 240.19b–4(f)(6).
21 Id.
22 17 CFR 240.19b–4(f)(6)(iii).
23 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).
19 15
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18:00 Apr 21, 2015
Jkt 235001
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
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–
MIAX–2015–29 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–MIAX–2015–29. 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.
Frm 00128
Fmt 4703
Sfmt 4703
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.24
Brent J. Fields,
Secretary.
[FR Doc. 2015–09263 Filed 4–21–15; 8:45 am]
BILLING CODE 8011–01–P
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:
PO 00000
All submissions should refer to File
Number SR–MIAX–2015–29 and should
be submitted on or before May 13, 2015.
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74738; File No. SR–BATS–
2015–09]
Self-Regulatory Organizations; BATS
Exchange, Inc.; Order Granting
Approval of a Proposed Rule Change
To Amend Rules 11.9, 11.12, and 11.13
of BATS Exchange, Inc.
April 16, 2015.
I. Introduction
On January 30, 2015, BATS Exchange,
Inc. (‘‘BATS’’ or the ‘‘Exchange’’) filed
with the Securities and Exchange
Commission (‘‘Commission’’), pursuant
to Section 19(b)(1) of the Securities
Exchange Act of 1934 (‘‘Act’’ or
‘‘Exchange Act’’) 1 and Rule 19b–4
thereunder,2 a proposed rule change to
amend Exchange Rules 11.9, 11.12, and
11.13. The proposed rule change was
published for comment in the Federal
Register on February 18, 2015.3 The
Commission received no comments on
the proposal. This order grants approval
of the proposed rule change.
II. Description of the Proposed Rule
Change
The Exchange conducted a
comprehensive review of its system
functionality.4 The proposal adds
additional clarity and specificity
regarding the current functionality of
the Exchange’s System,5 including the
24 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. 74247
(February 11, 2015), 80 FR 8720 (‘‘Notice’’). See
also Securities Exchange Act Release No. 74247A
(February 26, 2015), 80 FR 11695 (March 4, 2015)
(correcting file number in Notice heading to be
‘‘SR–BATS–2015–09’’).
4 On June 5, 2014, Chair Mary Jo White asked all
national securities exchanges to conduct a
comprehensive review of each order type offered to
members and how it operates in practice. See Mary
Jo White, Chair, Commission, Speech at the Sandler
O’Neill & Partners, L.P. Global Exchange and
Brokerage Conference, (June 5, 2014) (available at
https://www.sec.gov/News/Speech/Detail/Speech/
1370542004312#.VD2HW610w6Y).
5 Exchange Rule 1.5(aa) defines ‘‘System’’ as ‘‘the
electronic communications and trading facility
designated by the Board through which securities
1 15
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Agencies
[Federal Register Volume 80, Number 77 (Wednesday, April 22, 2015)]
[Notices]
[Pages 22598-22600]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-09263]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-74744; File No. SR-MIAX-2015-29]
Self-Regulatory Organizations; Miami International Securities
Exchange LLC; Notice of Filing and Immediate Effectiveness of a
Proposed Rule Change To Amend Exchange Rule 500
April 16, 2015.
Pursuant to the provisions of Section 19(b)(1) of the Securities
Exchange Act of 1934 (``Act'') \1\ and Rule 19b-4 thereunder,\2\ notice
is hereby given that on April 7, 2015, Miami International Securities
Exchange LLC (``MIAX'' or ``Exchange'') filed with the Securities and
Exchange Commission (``Commission'') a proposed rule change as
described in Items I and II below, which Items have been prepared by
the Exchange. The Commission is publishing this notice to solicit
comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange is filing a proposal to amend Exchange Rule 500. The
text of the proposed rule change is available on the Exchange's Web
site at https://www.miaxoptions.com/filter/wotitle/rule_filing, at
MIAX's principal office, 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.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend Exchange Rule 500, Access to and
Conduct on the Exchange, to authorize the Exchange to share any Member-
designated risk settings in the MIAX System \3\ with the Clearing
Member \4\ that clears Exchange Transactions \5\ on behalf of the
Member \6\ (or on behalf of any Sponsored User \7\ for which the Member
is a Sponsoring Member \8\). Current Rule 500(a) states that ``[U]nless
otherwise provided in the Rules, no one but a Member or a person
associated with a Member shall effect any Exchange Transactions.'' The
Exchange proposes to amend current Rule 500(a) to state that the
Exchange may share any Member-designated risk settings in the MIAX
System with the Clearing Member
[[Page 22599]]
that clears Exchange Transactions on behalf of the Member.
---------------------------------------------------------------------------
\3\ The term ``System'' means the automated trading system used
by the Exchange for the trading of securities. See Exchange Rule
100.
\4\ The term ``Clearing Member'' means a Member that has been
admitted to membership in the Options Clearing Corporation
(``Clearing Corporation'') pursuant to the provisions of the rules
of the Clearing Corporation. See Exchange Rule 100.
\5\ The term ``Exchange Transaction'' means a transaction
involving a security that is effected on the Exchange. See Exchange
Rule 100.
\6\ The term ``Member'' means an individual or organization
approved to exercise the trading rights associated with a Trading
Permit. Members are deemed ``members'' under the Exchange Act. See
Exchange Rule 100.
\7\ A Sponsored User may obtain and maintain authorized access
to the System, only if such access is authorized in advance by one
or more Sponsoring Members. See Exchange Rule 210(b).
\8\ Sponsored Users must enter into a sponsorship arrangement
with a ``Sponsoring Member,'' which is defined as a Member that
agrees to sponsor the Sponsored User's access to the System. See
Exchange Rule 210(b)(1). The Sponsoring Member is responsible for
any and all actions taken by such Sponsored User and any person
acting on behalf of or in the name of such Sponsored User. See
Exchange Rule 210(b)(1)(ii)(B)(2).
---------------------------------------------------------------------------
All Exchange Transactions must be submitted for clearance to the
Options Clearing Corporation (the ``Clearing Corporation'') and are
subject to the Rules of the Clearing Corporation. For each Exchange
Transaction in which it participates, a Member must immediately give up
the name of the Clearing Member through whom the Exchange Transaction
will be cleared.\9\ Every Clearing Member is responsible for the
clearance of the Exchange Transactions of such Clearing Member and of
each Member who gives up such Clearing Member's name pursuant to a
letter of authorization, letter of guarantee or other authorization
given by such Clearing Member to such Member, which authorization must
be submitted to the Exchange.\10\
---------------------------------------------------------------------------
\9\ See Exchange Rule 507.
\10\ See Exchange Rule 513(b).
---------------------------------------------------------------------------
Thus, while not all Members are Clearing Members, all Exchange
Members require a Clearing Member's consent to clear Exchange
Transactions on their behalf in order to conduct business on the
Exchange. The letter of authorization or guarantee, or other
authorization, describes the relationship between the Member and
Clearing Member and provides the Exchange with notice of which Clearing
Members have relationships with which Exchange Members. The Clearing
Member that guarantees the Member's Exchange Transactions has a
financial interest in understanding the risk tolerance of the Member.
The instant proposal would provide the Exchange with authority to
provide Clearing Members directly with information that may otherwise
be available to such Clearing Members by virtue of their relationship
with the respective Members.
Specifically, the proposal would permit the Exchange to share any
Member-designated risk settings in the MIAX System with the Clearing
Member that clears Exchange Transactions on behalf of the Member. The
risk settings currently covered by this proposal relate to limitations
on executions and are set forth in Exchange Rule 519,\11\ Rule
519A,\12\ and Rule 612.\13\ The Exchange may adopt additional rules
providing for Member-designated risk settings other than those provided
in Exchange Rules 519, 519A, and 612 that could be shared with a
Member's Clearing Member under the proposal, and the Exchange would
announce these additional risk settings by issuing a Regulatory
Circular.
---------------------------------------------------------------------------
\11\ Exchange Rule 519, Order Size Protections, states that the
System will prevent certain orders from executing or being placed on
the Book if the size of the order exceeds the order size protection
designated by the Member.
\12\ Pursuant to Exchange Rule 519A, Risk Protection Monitor
(``RPM''), the MIAX System will count the number of orders entered
and the number of contracts traded via an order entered by a Member
on the Exchange within a specified time period that has been
established by the Member and, when triggered, the RPM will (i)
prevent the System from receiving any new orders in all series in
all classes from the Member; or (ii) prevent the System from
receiving any new orders in all series in all classes from the
Member and cancel all existing Day orders in all series in all
classes from the Member; or (iii) send a notification that the RPM
has been triggered without any further preventative or cancellation
action by the System.
\13\ Pursuant to Exchange Rule 612, Aggregate Risk Manager
(``ARM''), the MIAX System will count the number of contracts traded
by a Market Maker in an assigned option class within a specified
time period that has been established by the Market Maker. When the
counting program has determined that a Market Maker has traded
during the specified time period a number of contracts equal to or
above an ``Allowable Engagement Percentage'' specified by the Market
Maker, the ARM will automatically remove the Market Maker's
quotations from the Exchange's disseminated quotation in all series
of that particular option class until the Market Maker submits a new
revised quotation.
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2. Statutory Basis
MIAX believes that its proposed rule change is consistent with
Section 6(b) of the Act \14\ in general, and furthers the objectives of
Section 6(b)(5) of the Act \15\ 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 mechanisms 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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\14\ 15 U.S.C. 78f(b).
\15\ 15 U.S.C. 78f(b)(5).
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The proposed rule change will allow the Exchange to provide a
Member's designated risk settings directly to the Clearing Member that
clears Exchange Transactions on behalf of the Member. Because a
Clearing Member that executes a clearing letter of guarantee or
authorization on behalf of a Member guarantees all Exchange
Transactions of that Member, and therefore bears the risk associated
with those Exchange Transactions, it is appropriate for the Clearing
Member to have knowledge of what risk settings the Member may apply
within the MIAX System. The proposal will permit Clearing Members who
have a financial interest in the risk settings of Members with whom
they have entered into a clearing letter of guarantee or agreement to
better monitor and manage the potential risks assumed by Clearing
Members, thereby providing Clearing Members with greater control and
flexibility in managing their own risk tolerance and exposure and
aiding Clearing Members in complying with the Act.
Additionally, to the extent a Clearing Member might reasonably
require a Member to provide access to its risk settings as a
prerequisite to continuing to clear trades on such Member's behalf, the
Exchange's proposal to share those risk settings directly with the
Clearing Member reduces the administrative burden on the Member and
ensures that Clearing Members are receiving information that is up to
date and conforms to the settings active in the MIAX System.
Moreover, the proposed rule change is consistent with rules that
are currently operative on other exchanges.\16\
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\16\ See NYSE Arca, Inc. Rule 6.2A(a); NYSE MKT LLC Rule
902.1NY.(a); NASDAQ OMX PHLX LLC Rule 1016; and BATS Exchange, Inc.
Rule 21.17.
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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. The proposed rule change is
not designed to address any competitive issues and does not pose an
undue burden on non-Clearing Members because, unlike Clearing Members,
non-Clearing Members do not guarantee the execution of a Member's
Exchange Transactions. The proposal is structured to offer the same
enhancement to all Clearing Members, regardless of size, and would not
impose a competitive burden on any participant. Any Member that does
not wish to share its designated risk settings with its Clearing Member
could avoid sharing such settings by becoming a clearing member of OCC.
The Exchange notes that the rule change is being proposed as a
response to rules that are already operative on other exchanges.\17\
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\17\ Id.
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For all the reasons stated, 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.
[[Page 22600]]
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
Written comments were neither solicited nor received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing rule does not: (i) Significantly affect the
protection of investors or the public interest; (ii) impose any
significant burden on competition; and (iii) become operative for 30
days from the date on which it was filed, or such shorter time as the
Commission may designate if consistent with the protection of investors
and the public interest, provided that the self-regulatory organization
has given the Commission written notice of its intent to file the
proposed rule change at least five business days prior to the date of
filing of the proposed rule change or such shorter time as designated
by the Commission,\18\ the proposed rule change has become effective
pursuant to Section 19(b)(3)(A) of the Act \19\ and Rule 19b-4(f)(6)
thereunder.\20\
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\18\ The Exchange has satisfied this requirement.
\19\ 15 U.S.C. 78s(b)(3)(A).
\20\ 17 CFR 240.19b-4(f)(6).
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A proposed rule change filed under Rule 19b-4(f)(6) \21\ normally
does not become operative prior to 30 days after the date of the
filing. However, pursuant to Rule 19b-4(f)(6)(iii),\22\ the Commission
may designate a shorter time if such action is consistent with the
protection of investors and the public interest. The Exchange has
requested that the Commission waive the 30-day operative delay to allow
the Exchange to respond to current demand for the expeditious sharing
of risk settings between Clearing Members and Members on whose behalf
they clear Exchange Transactions. The proposal does not raise any novel
or unique issues, and is substantially similar to rules that are
currently operative on other options exchanges. Therefore, the
Commission believes that waiving the 30-day operative delay is
consistent with the protection of investors and the public interest and
designates the proposed rule change as operative upon filing.\23\
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\21\ Id.
\22\ 17 CFR 240.19b-4(f)(6)(iii).
\23\ 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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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: (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:
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-MIAX-2015-29 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-MIAX-2015-29. 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-MIAX-2015-29 and
should be submitted on or before May 13, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\24\
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\24\ 17 CFR 200.30-3(a)(12).
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Brent J. Fields,
Secretary.
[FR Doc. 2015-09263 Filed 4-21-15; 8:45 am]
BILLING CODE 8011-01-P