Self-Regulatory Organizations; ISE Gemini, LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Amending Its Information Barrier Rules, 23308-23310 [2015-09629]
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23308
Federal Register / Vol. 80, No. 80 / Monday, April 27, 2015 / Notices
Dated: April 22, 2015.
Brent J. Fields,
Secretary.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
[FR Doc. 2015–09789 Filed 4–23–15; 11:15 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74771; File No. SR–ISE
Gemini–2015–10)
Self-Regulatory Organizations; ISE
Gemini, LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Amending Its Information
Barrier Rules
April 21, 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 April 9,
2015 ISE Gemini, LLC (the ‘‘Exchange’’
or the ‘‘ISE Gemini’’) 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 self-regulatory
organization. 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
ISE Gemini is proposing to amend its
Rules 810 (Limitations on Dealings) and
717 (Limitations on Orders). The text of
the proposed rule change is available on
the Exchange’s Web site (https://
www.ise.com), at the principal office of
the Exchange, and at the Commission’s
Public Reference Room.
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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
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 these statements may be examined at
the places specified in Item IV below.
The self-regulatory organization has
prepared summaries, set forth in
sections A, B and C below, of the most
significant aspects of such statements.
1 15
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
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1. Purpose
The Exchange is proposing to amend
its Rules 810 (Limitations on Dealings)
and 717 (Limitations on Orders)
governing information barriers.
Specifically, the Exchange is proposing
to amend the portion of the rules that
address the limitation on the flow of
information between a member’s
Electronic Access Member (‘‘EAM’’)
unit, which handles the customer/
agency side of the business, and its
affiliated Primary Market Maker
(‘‘PMM’’) and/or Competitive Market
Maker (‘‘CMM’’) (jointly, ‘‘market
makers’’) unit, which handles the
proprietary side of the business.
The International Securities
Exchange, LLC (‘‘ISE’’) recently
amended its Rule 810 to allow EAMs to
know where and at what price its
affiliated market makers are either
quoting or have orders on the order
book 3 and to use that information to
influence their routing decisions.4 As
such, an EAM may route an order that
it is handling on an agency basis to the
ISE where its affiliated market maker is
either quoting or has an order on the
order book so that the two orders
immediately interact. ISE Gemini is now
proposing to adopt the same change.
The proposal is designed to be
consistent with the protections against
the misuse of material nonpublic
information,5 [sic] should be able to
consider the outstanding quotes of their
affiliated marker [sic] maker units for
the purposes of calculating net positions
and making routing decisions to
increase the member’s interaction rate
between its EAM unit and affiliated
market making unit(s). This proposal, in
tandem with existing ISE Gemini
conduct rules,6 ISE Gemini’s review and
approval of the information barrier
3 According to Rule 805(b)(1)(i) and (ii) market
makers may only have orders on the order book in
option classes to which they are not appointed.
4 See Securities Exchange Act Release No. 74521
(March 7, 2015), 80 FR 15262 (March 23, 2015) (SR–
ISE–2014–43).
5 See, e.g., 15 U.S.C. 78o(g). Section 15(g) of the
Securities and Exchange Act of 1934 (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.’’
6 See, e.g., ISE Rules 400 (Just and Equitable
Principles of Trade), 401 (Adherence to Law), 405
(Manipulation), 408 (Prevention of the Misuse of
Material, Nonpublic Information) and 713 (Priority
of Quotes and Orders).
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Sfmt 4703
procedures submitted by market makers
that will be conducting Other Business
Activities,7 ISE Gemini’s ongoing
surveillances for manipulative conduct,
and FINRA’s exam program that reviews
such members [sic] compliance with
such policies and procedures, should
provide a regulatory framework that
guards customer interests and protects
against the misuse of material nonpublic
information, while increasing the
operational flexibility of ISE Gemini’s
members. ISE Gemini notes that nothing
in this proposed rule change would
relieve members of their best execution
obligation to obtain the most favorable
terms reasonably available for customer
orders. As a national securities
exchange, ISE Gemini has a
comprehensive surveillance program to
monitor member compliance with
applicable rules and regulations,
including best execution. The Exchange
will 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.
With this proposed rule change, the
EAM unit of a member will only have
access to orders and quotes that are
publicly available to all market
participants. The proposed rule change
will not permit the EAM unit of a
member to have access to any nonpublic order or quote information of the
affiliated market maker, including
hidden or undisplayed size or price
information of such orders and quotes.
Market makers are not allowed to post
hidden or undisplayed orders and
quotes on the Exchange. Additionally,
members do not expect to receive any
additional order or quote information as
a result of this proposed rule change.
ISE Gemini Rule 717(d) and (e)
requires members to expose certain
orders entered on the limit order book
for at least one second before executing
them as principal or against orders that
were solicited from other broker-dealers.
This requirement applies when the
EAM is handling both sides of a trade
and not when an EAM is handling a
marketable order as agent and is routing
that order to execute against a quote/
order resting on the order book.
Accordingly, when customer order(s)
that an EAM is handling as agent
7 ISE Rule 810 defines ‘‘Other Business
Activities’’ as meaning, (1) conducting an
investment or banking or public securities business;
(2) making markets in the stocks underlying the
options in which it makes markets; (3) handling
listed options orders as agent on behalf of Public
Customers or broker-dealers; or (4) conducting nonmarket making proprietary listed options trading
activities.
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Federal Register / Vol. 80, No. 80 / Monday, April 27, 2015 / Notices
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executes against an affiliated market
maker’s quote or order, it appears as
though the EAM was in fact handling
both sides of the trade, and did not
comply with the order exposure
requirements of ISE Gemini Rule 717(d)
and (e). However, because the Exchange
does not publicly identify the member
that entered an order on the limit order
book, orders from the same firm may
inadvertently execute against each other
as a result of being entered by disparate
persons and/or systems at the same
member firm. Therefore, when enforcing
Rule 717(d) and (e), the Exchange has
never considered the inadvertent
interaction of orders from the same firm
within one second to be a violation of
the exposure requirement.
On September 20, 2011 the ISE
codified this longstanding policy in
Supplementary Material .06 to Rule
717,8 which specified that members can
demonstrate that orders were entered
without knowledge of a pre-existing
order on the book represented by the
same firm by providing evidence that
effective information barriers between
the persons, business units and/or
systems entering the orders onto the
Exchange were in existence at the time
the orders were entered.9 This rule
requires that such information barriers
be fully documented and provided to
the Exchange upon request.10
Given the proposed change to ISE
Rule 810, the ISE also made a
corresponding change to Supplementary
Material .06 to Rule 717 to specify that
orders from the same member’s EAM
unit and its affiliated PMM and/or CMM
unit may interact within one second
without being a violation of the order
exposure requirement of paragraph [sic]
(d) and (e) of Rule 717 when the firm
can demonstrate that the customer order
that it routed was marketable, the EAM
was not handling the affiliated market
maker quote/order and the affiliated
market maker quote/order was in
existence at the time the customer
order(s) were entered into the ISE’s
system.11
8 See Securities Exchange Act Release No. 65361
(September 20, 2011), 76 FR 59472 (September 26,
2011) (SR–ISE–2011–42).
9 The Exchange conducts routine surveillance to
identify instances when an order on the limit order
book is executed against an order entered by the
same firm within one second.
10 The Exchange reviews information barrier
documentation to evaluate whether a member has
implemented processes that are reasonably
designed to prevent the flow of pre-trade order
information given the particular structure of the
member firm. Additionally, information barriers are
reviewed as part of the Exchange’s examination
program, which is administered by the Financial
Industry Regulatory Authority (‘‘FINRA’’) pursuant
to a regulatory services agreement.
11 See note 4.
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When the Exchange was drafting the
ISE Gemini rulebook, adopting .06 of
the supplementary material to Rule 717
was inadvertently overlooked.
Accordingly, the Exchange is now
proposing to adopt .06 of the
supplementary material to ISE Gemini
Rule 717 in its entirety, which the
Exchange is proposing to be identical to
.06 of the supplementary material as it
currently appears in the ISE rulebook.
The Exchange believes that adopting
these rule changes will allow for the
Exchange to provide its membership
with increased operational flexibility
while keeping intact the original
purpose of the rule, which was intended
to prevent market makers from using
customer order flow information to
influence their quotations. The
Exchange believes that allowing
information to flow from the market
maker to the EAM would not
compromise the integrity of our market,
nor would it introduce customer harm,
as discussed in more detail above.
Additionally, the Exchange believes that
market quality will not be eroded due to
these changes because the information
barrier preventing the flow of
information from the EAM to its’
affiliated market maker remains
unchanged, meaning, market makers
will continue to be unable to adjust
their quotes either to intercept or avoid
orders since that side of the barrier
remains in force.
2. Statutory Basis—The basis under
the Act for this proposed rule change is
the requirement under Section 6(b),12 in
general, and Section 6(b)(5) 13 in
particular, that an exchange have rules
that are 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 for a free and
open market and a national market
system, and, in general, to protect
investors and the public interest. In
particular, the Exchange believes that
amending its rules to allow information
to flow from the market maker to the
EAM would not compromise the
integrity of the market as the
information barrier preventing the flow
of information from the EAM to its
affiliated market maker remains
unchanged. Meaning, a market maker
cannot be privy to nonpublic
information about incoming customer
orders and adjust their quotations in
response. The Exchange also believes
that this rule change will not introduce
customer harm as this change does not
impact the order protection rules
applicable to an EAM handling an order
as agent,14 but rather allows the EAM to
route to a specific destination to interact
with its affiliated market makers’
quotations or orders in the same manner
that the EAM would route orders to
access quotes and orders of market
makers that it is not affiliated with. In
addition, members will continue to be
subject to federal and Exchange
requirements for preventing the misuse
of material nonpublic order
information.15
Additionally, the Exchange notes that
the rule will still require that member
organizations maintain and enforce
policies and procedures reasonably
designed to ensure compliance with
applicable federal securities laws and
regulations and with Exchange rules.
Such written policies and procedures
will continue to be subject to oversight
by the Exchange and therefore allowing
information to flow from the market
makers to their affiliated EAMs should
not reduce the effectiveness of the
Exchange rules to protect against the
misuse of material nonpublic
information. Rather the Exchange
believes that a member should be able
to integrate its market makers’ positions
and quoting information with its EAM
unit(s) because this proposal, in tandem
with existing ISE Gemini conduct
rules,16 ISE Gemini’s review and
approval of the information barrier
procedures submitted by market makers
that will be conducting Other Business
Activities, ISE Gemini’s ongoing
surveillances for manipulative conduct,
and FINRA’s exam program that reviews
such members compliance with such
policies and procedures, should provide
a regulatory framework that guards
customer interests and protects against
the misuse of material nonpublic
information. ISE Gemini notes that
nothing in this proposed rule change
would relieve members of their best
execution obligation to obtain the most
favorable terms reasonably available for
customer orders. As a national securities
exchange, ISE Gemini has a
comprehensive surveillance program to
monitor member compliance with
applicable rules and regulations,
including best execution. The Exchange
will 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. As
discussed, the proposed changes do not
alter a member’s best execution duty to
14 See
note 7 [sic].
15 U.S.C. 78o(g) and ISE Rule 408.
16 See note 7 [sic].
12 15
U.S.C. 78f(b).
13 15 U.S.C. 78f(b)(5).
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23309
15 See
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23310
Federal Register / Vol. 80, No. 80 / Monday, April 27, 2015 / Notices
get the best price for its customer and,
therefore, the Exchange does not believe
that the proposed changes provide any
advantage or disadvantage to customers
or the markets in general.
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. However, the
Exchange believes that Rule 810
currently imposes a burden on
competition for the Exchange because it
requires market makers that engage in
Other Business Activities to operate in
a manner that the Exchange believes is
more restrictive than necessary for the
protection of investors to the public
interest. The Exchange believes that the
proposed rule change is pro-competitive
because it is consistent with how other
national securities exchanges are
currently interpreting their rules and
should provide greater flexibility to
allow member firms to make routing
decisions based on the same
information across multiple markets.
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C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any
unsolicited written comments from
members or other interested parties.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The Exchange believes that the
foregoing proposed rule change may
take effect upon filing with the
Commission pursuant to Section
19(b)(3)(A) 17 of the Act and Rule 19b–
4(f)(6) thereunder 18 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 after its filing date, or such
shorter time as the Commission may
designate.
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
17 15
U.S.C. 78s(b)(3)(A).
18 17 CFR 240.19b–4(f)(6).
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14:41 Apr 24, 2015
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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.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.19
Jill M. Peterson,
Assistant Secretary.
IV. Solicitation of Comments
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:
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–
ISE Gemini–2015–10 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–ISE Gemini–2015–10. This
file number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
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 Number SR–ISE
Gemini–2015–10 and should be
submitted on or before May 18, 2015.
PO 00000
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[FR Doc. 2015–09629 Filed 4–24–15; 8:45 am]
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74774; File No. SR–
NYSEArca–2015–31]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Modifying the Manner in
Which It Calculates Volume, Liquidity
and Quoting Thresholds Applicable to
Billing on the Exchange on March 31,
2015
April 21, 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 April 10,
2015, NYSE Arca, Inc. (the ‘‘Exchange’’
or ‘‘NYSE Arca’’) 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
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 the Substance
of the Proposed Rule Change
The Exchange proposes to modify the
manner in which it calculates volume,
liquidity and quoting thresholds
applicable to billing on the Exchange in
connection with an interruption in
trading in certain securities on the
Exchange on March 31, 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
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
19 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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Agencies
[Federal Register Volume 80, Number 80 (Monday, April 27, 2015)]
[Notices]
[Pages 23308-23310]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-09629]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-74771; File No. SR-ISE Gemini-2015-10)
Self-Regulatory Organizations; ISE Gemini, LLC; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change Amending Its
Information Barrier Rules
April 21, 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 April 9, 2015 ISE Gemini, LLC (the ``Exchange'' or the ``ISE
Gemini'') 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 self-regulatory
organization. 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
ISE Gemini is proposing to amend its Rules 810 (Limitations on
Dealings) and 717 (Limitations on Orders). The text of the proposed
rule change is available on the Exchange's Web site (https://www.ise.com), at the principal office of the Exchange, and at the
Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the 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 these statements may be examined at
the places specified in Item IV below. The self-regulatory organization
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 is proposing to amend its Rules 810 (Limitations on
Dealings) and 717 (Limitations on Orders) governing information
barriers. Specifically, the Exchange is proposing to amend the portion
of the rules that address the limitation on the flow of information
between a member's Electronic Access Member (``EAM'') unit, which
handles the customer/agency side of the business, and its affiliated
Primary Market Maker (``PMM'') and/or Competitive Market Maker
(``CMM'') (jointly, ``market makers'') unit, which handles the
proprietary side of the business.
The International Securities Exchange, LLC (``ISE'') recently
amended its Rule 810 to allow EAMs to know where and at what price its
affiliated market makers are either quoting or have orders on the order
book \3\ and to use that information to influence their routing
decisions.\4\ As such, an EAM may route an order that it is handling on
an agency basis to the ISE where its affiliated market maker is either
quoting or has an order on the order book so that the two orders
immediately interact. ISE Gemini is now proposing to adopt the same
change.
---------------------------------------------------------------------------
\3\ According to Rule 805(b)(1)(i) and (ii) market makers may
only have orders on the order book in option classes to which they
are not appointed.
\4\ See Securities Exchange Act Release No. 74521 (March 7,
2015), 80 FR 15262 (March 23, 2015) (SR-ISE-2014-43).
---------------------------------------------------------------------------
The proposal is designed to be consistent with the protections
against the misuse of material nonpublic information,\5\ [sic] should
be able to consider the outstanding quotes of their affiliated marker
[sic] maker units for the purposes of calculating net positions and
making routing decisions to increase the member's interaction rate
between its EAM unit and affiliated market making unit(s). This
proposal, in tandem with existing ISE Gemini conduct rules,\6\ ISE
Gemini's review and approval of the information barrier procedures
submitted by market makers that will be conducting Other Business
Activities,\7\ ISE Gemini's ongoing surveillances for manipulative
conduct, and FINRA's exam program that reviews such members [sic]
compliance with such policies and procedures, should provide a
regulatory framework that guards customer interests and protects
against the misuse of material nonpublic information, while increasing
the operational flexibility of ISE Gemini's members. ISE Gemini notes
that nothing in this proposed rule change would relieve members of
their best execution obligation to obtain the most favorable terms
reasonably available for customer orders. As a national securities
exchange, ISE Gemini has a comprehensive surveillance program to
monitor member compliance with applicable rules and regulations,
including best execution. The Exchange will 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.
---------------------------------------------------------------------------
\5\ See, e.g., 15 U.S.C. 78o(g). Section 15(g) of the Securities
and Exchange Act of 1934 (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.''
\6\ See, e.g., ISE Rules 400 (Just and Equitable Principles of
Trade), 401 (Adherence to Law), 405 (Manipulation), 408 (Prevention
of the Misuse of Material, Nonpublic Information) and 713 (Priority
of Quotes and Orders).
\7\ ISE Rule 810 defines ``Other Business Activities'' as
meaning, (1) conducting an investment or banking or public
securities business; (2) making markets in the stocks underlying the
options in which it makes markets; (3) handling listed options
orders as agent on behalf of Public Customers or broker-dealers; or
(4) conducting non-market making proprietary listed options trading
activities.
---------------------------------------------------------------------------
With this proposed rule change, the EAM unit of a member will only
have access to orders and quotes that are publicly available to all
market participants. The proposed rule change will not permit the EAM
unit of a member to have access to any non-public order or quote
information of the affiliated market maker, including hidden or
undisplayed size or price information of such orders and quotes. Market
makers are not allowed to post hidden or undisplayed orders and quotes
on the Exchange. Additionally, members do not expect to receive any
additional order or quote information as a result of this proposed rule
change.
ISE Gemini Rule 717(d) and (e) requires members to expose certain
orders entered on the limit order book for at least one second before
executing them as principal or against orders that were solicited from
other broker-dealers. This requirement applies when the EAM is handling
both sides of a trade and not when an EAM is handling a marketable
order as agent and is routing that order to execute against a quote/
order resting on the order book. Accordingly, when customer order(s)
that an EAM is handling as agent
[[Page 23309]]
executes against an affiliated market maker's quote or order, it
appears as though the EAM was in fact handling both sides of the trade,
and did not comply with the order exposure requirements of ISE Gemini
Rule 717(d) and (e). However, because the Exchange does not publicly
identify the member that entered an order on the limit order book,
orders from the same firm may inadvertently execute against each other
as a result of being entered by disparate persons and/or systems at the
same member firm. Therefore, when enforcing Rule 717(d) and (e), the
Exchange has never considered the inadvertent interaction of orders
from the same firm within one second to be a violation of the exposure
requirement.
On September 20, 2011 the ISE codified this longstanding policy in
Supplementary Material .06 to Rule 717,\8\ which specified that members
can demonstrate that orders were entered without knowledge of a pre-
existing order on the book represented by the same firm by providing
evidence that effective information barriers between the persons,
business units and/or systems entering the orders onto the Exchange
were in existence at the time the orders were entered.\9\ This rule
requires that such information barriers be fully documented and
provided to the Exchange upon request.\10\
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\8\ See Securities Exchange Act Release No. 65361 (September 20,
2011), 76 FR 59472 (September 26, 2011) (SR-ISE-2011-42).
\9\ The Exchange conducts routine surveillance to identify
instances when an order on the limit order book is executed against
an order entered by the same firm within one second.
\10\ The Exchange reviews information barrier documentation to
evaluate whether a member has implemented processes that are
reasonably designed to prevent the flow of pre-trade order
information given the particular structure of the member firm.
Additionally, information barriers are reviewed as part of the
Exchange's examination program, which is administered by the
Financial Industry Regulatory Authority (``FINRA'') pursuant to a
regulatory services agreement.
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Given the proposed change to ISE Rule 810, the ISE also made a
corresponding change to Supplementary Material .06 to Rule 717 to
specify that orders from the same member's EAM unit and its affiliated
PMM and/or CMM unit may interact within one second without being a
violation of the order exposure requirement of paragraph [sic] (d) and
(e) of Rule 717 when the firm can demonstrate that the customer order
that it routed was marketable, the EAM was not handling the affiliated
market maker quote/order and the affiliated market maker quote/order
was in existence at the time the customer order(s) were entered into
the ISE's system.\11\
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\11\ See note 4.
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When the Exchange was drafting the ISE Gemini rulebook, adopting
.06 of the supplementary material to Rule 717 was inadvertently
overlooked. Accordingly, the Exchange is now proposing to adopt .06 of
the supplementary material to ISE Gemini Rule 717 in its entirety,
which the Exchange is proposing to be identical to .06 of the
supplementary material as it currently appears in the ISE rulebook.
The Exchange believes that adopting these rule changes will allow
for the Exchange to provide its membership with increased operational
flexibility while keeping intact the original purpose of the rule,
which was intended to prevent market makers from using customer order
flow information to influence their quotations. The Exchange believes
that allowing information to flow from the market maker to the EAM
would not compromise the integrity of our market, nor would it
introduce customer harm, as discussed in more detail above.
Additionally, the Exchange believes that market quality will not be
eroded due to these changes because the information barrier preventing
the flow of information from the EAM to its' affiliated market maker
remains unchanged, meaning, market makers will continue to be unable to
adjust their quotes either to intercept or avoid orders since that side
of the barrier remains in force.
2. Statutory Basis--The basis under the Act for this proposed rule
change is the requirement under Section 6(b),\12\ in general, and
Section 6(b)(5) \13\ in particular, that an exchange have rules that
are 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 for a free and open market and
a national market system, and, in general, to protect investors and the
public interest. In particular, the Exchange believes that amending its
rules to allow information to flow from the market maker to the EAM
would not compromise the integrity of the market as the information
barrier preventing the flow of information from the EAM to its
affiliated market maker remains unchanged. Meaning, a market maker
cannot be privy to nonpublic information about incoming customer orders
and adjust their quotations in response. The Exchange also believes
that this rule change will not introduce customer harm as this change
does not impact the order protection rules applicable to an EAM
handling an order as agent,\14\ but rather allows the EAM to route to a
specific destination to interact with its affiliated market makers'
quotations or orders in the same manner that the EAM would route orders
to access quotes and orders of market makers that it is not affiliated
with. In addition, members will continue to be subject to federal and
Exchange requirements for preventing the misuse of material nonpublic
order information.\15\
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\12\ 15 U.S.C. 78f(b).
\13\ 15 U.S.C. 78f(b)(5).
\14\ See note 7 [sic].
\15\ See 15 U.S.C. 78o(g) and ISE Rule 408.
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Additionally, the Exchange notes that the rule will still require
that member organizations maintain and enforce policies and procedures
reasonably designed to ensure compliance with applicable federal
securities laws and regulations and with Exchange rules. Such written
policies and procedures will continue to be subject to oversight by the
Exchange and therefore allowing information to flow from the market
makers to their affiliated EAMs should not reduce the effectiveness of
the Exchange rules to protect against the misuse of material nonpublic
information. Rather the Exchange believes that a member should be able
to integrate its market makers' positions and quoting information with
its EAM unit(s) because this proposal, in tandem with existing ISE
Gemini conduct rules,\16\ ISE Gemini's review and approval of the
information barrier procedures submitted by market makers that will be
conducting Other Business Activities, ISE Gemini's ongoing
surveillances for manipulative conduct, and FINRA's exam program that
reviews such members compliance with such policies and procedures,
should provide a regulatory framework that guards customer interests
and protects against the misuse of material nonpublic information. ISE
Gemini notes that nothing in this proposed rule change would relieve
members of their best execution obligation to obtain the most favorable
terms reasonably available for customer orders. As a national
securities exchange, ISE Gemini has a comprehensive surveillance
program to monitor member compliance with applicable rules and
regulations, including best execution. The Exchange will 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. As discussed, the
proposed changes do not alter a member's best execution duty to
[[Page 23310]]
get the best price for its customer and, therefore, the Exchange does
not believe that the proposed changes provide any advantage or
disadvantage to customers or the markets in general.
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\16\ See note 7 [sic].
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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. However, the Exchange
believes that Rule 810 currently imposes a burden on competition for
the Exchange because it requires market makers that engage in Other
Business Activities to operate in a manner that the Exchange believes
is more restrictive than necessary for the protection of investors to
the public interest. The Exchange believes that the proposed rule
change is pro-competitive because it is consistent with how other
national securities exchanges are currently interpreting their rules
and should provide greater flexibility to allow member firms to make
routing decisions based on the same information across multiple
markets.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
The Exchange has not solicited, and does not intend to solicit,
comments on this proposed rule change. The Exchange has not received
any unsolicited written comments from members or other interested
parties.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The Exchange believes that the foregoing proposed rule change may
take effect upon filing with the Commission pursuant to Section
19(b)(3)(A) \17\ of the Act and Rule 19b-4(f)(6) thereunder \18\
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 after its filing date, or such shorter time as the Commission
may designate.
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\17\ 15 U.S.C. 78s(b)(3)(A).
\18\ 17 CFR 240.19b-4(f)(6).
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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-ISE Gemini-2015-10 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-ISE Gemini-2015-10. This
file number should be included on the subject line if email is used. To
help the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549, on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the 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 Number SR-ISE Gemini-2015-10 and
should be submitted on or before May 18, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\19\
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\19\ 17 CFR 200.30-3(a)(12).
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Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2015-09629 Filed 4-24-15; 8:45 am]
BILLING CODE 8011-01-P