Self-Regulatory Organizations; Chicago Board Options Exchange, Incorporated; Notice of Filing of a Proposed Rule Change Relating to Floor Broker Due Diligence, 29767-29769 [2015-12417]
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Federal Register / Vol. 80, No. 99 / Friday, May 22, 2015 / Notices
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74990; File No. SR–CBOE–
2015–047]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing of a
Proposed Rule Change Relating to
Floor Broker Due Diligence
May 18, 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 May 5,
2015, Chicago Board Options Exchange,
Incorporated (the ‘‘Exchange’’ or
‘‘CBOE’’) filed with the Securities and
Exchange Commission (the
‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III below, which Items have been
prepared by the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
Exchange rules related to Floor Broker
due diligence. The text of the proposed
rule change is provided below
(additions are italicized; deletions are
[bracketed]).
*
*
*
*
*
Chicago Board Options Exchange,
Incorporated Rules
asabaliauskas on DSK5VPTVN1PROD with NOTICES
*
*
*
*
*
Rule 6.53. Certain Types of Orders
Defined
One or more of the following order
types may be made available on a classby-class basis. Certain order types may
not be made available for all Exchange
systems. The classes and/or systems for
which the order types shall be available
will be as provided in the Rules, as the
context may indicate, or as otherwise
specified via Regulatory Circular.
*
*
*
*
*
(g) Not Held Order. A not held order
is an order marked ‘‘not held’’, ‘‘take
time’’ or which bears any qualifying
notation giving discretion as to the price
or time at which such order is to be
executed. An order entrusted to a Floor
Broker will be considered a Not Held
Order, unless otherwise specified by a
Floor Broker’s client or the order was
received by the Exchange electronically
and subsequently routed to a Floor
1 15
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
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18:19 May 21, 2015
Jkt 235001
Broker or PAR Official pursuant to the
order entry firm’s routing instructions.
*
*
*
*
*
Rule 6.73. Responsibilities of Floor
Brokers
(a)–(c) No Change.
. . . Interpretations and Policies:
.01–.05 No Change.
.06 Pursuant to Rule 6.73(a), an order
entrusted to a Floor Broker will be
considered a Not Held Order as defined
in Rule 6.53(g), unless otherwise
specified by a Floor Broker’s client or
the order was received by the Exchange
electronically and subsequently routed
to a Floor Broker or PAR Official
pursuant to the order entry firm’s
routing instructions.
*
*
*
*
*
Rule 6.75. Discretionary Transactions
No Floor Broker shall execute or
cause to be executed any order or orders
on this Exchange with respect to which
such Floor Broker is vested with
discretion as to: (1) The choice of the
class of options to be bought or sold, (2)
the number of contracts to be bought or
sold, or (3) whether any such
transaction shall be one of purchase or
sale; however, the provisions of this
paragraph shall not apply to any
discretionary transaction executed by a
Market-Maker for an account in which
he has an interest. [Under normal
market conditions, and in the absence of
a ‘‘not held’’ instruction, a Floor Broker
may not exercise time discretion on
market or marketable limit orders and
shall immediately execute such orders
at the best price or prices available.]
Unless an order was received by the
Exchange electronically and
subsequently routed to a Floor Broker or
PAR Official pursuant to the order entry
firm’s routing instructions or it is
otherwise specified by a Floor Broker’s
client, an order entrusted to a Floor
Broker will be considered a Not Held
Order as defined in Rule 6.53(g).
*
*
*
*
*
The text of the proposed rule change
is also available on the Exchange’s Web
site (https://www.cboe.com/AboutCBOE/
CBOELegalRegulatoryHome.aspx), at
the Exchange’s Office of the Secretary,
and at the Commission’s Public
Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
PO 00000
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Sfmt 4703
29767
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 is proposing to amend
Rules 6.53, 6.73, and 6.75 in order to
clarify a Floor Broker’s due diligence
obligations as it relates to executing
orders on the Exchange’s floor.
Currently, ‘‘[a] Floor Broker handling
an order is to use due diligence to
execute the order at the best price or
prices available to him, in accordance
with the Rules.’’ 3 Rule 6.73 also
provides a non-exclusive list of the
duties a Floor Broker must perform in
order to satisfy the due diligence
requirement.4 For instance,
interpretation and policy .01 states that
‘‘[p]ursuant to Rule 6.73(a), a Floor
Broker’s use of due diligence in
executing an order shall include
ascertaining whether a better price than
is being displayed by the Order Book
Official is being quoted by another Floor
Broker or a Market-Maker.’’ 5 However,
current Rule 6.73 is generally silent on
the exact meaning of due diligence,
including, for example, whether a Floor
Broker must execute a portion of an
order against an order in an applicable
order book when the displayed size in
the order book is less than the size of
the Floor Broker’s order. Additionally,
Rule 6.75 provides that ‘‘[u]nder normal
market conditions, and in the absence of
a ‘‘not held’’ instruction, a Floor Broker
may not exercise time discretion on
market or marketable limit orders and
shall immediately execute such orders
at the best price or prices available.’’
The Exchange believes that this
requirement from Rule 6.75 is
applicable and generally intended for
situations when an entire order
represented by a Floor Broker can be
executed.6 Furthermore, even when that
3 See
Rule 6.73(a).
e.g., Rule 6.73 Interpretation and Policies
.01–.05.
5 See Rule 6.73.01.
6 The Exchange notes that the rule filing that
added the rule text in Rule 6.75, which this current
proposal seeks to amend, did not specify whether
brokers had to execute a portion of an order against
a smaller sized order to satisfy the requirements of
Rule 6.75. See Securities Exchange Act Release No.
4 See,
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is possible, Rule 6.73 requires a broker
to ascertain if a better price is available
in the trading crowd.7 Thus, we strongly
believe that these provisions are
intended to protect against a broker
failing to properly represent and
ultimately execute orders. This makes
even more sense when considering that
virtually all options orders (large or
small and retail or professional) were
handled by Floor Brokers at the time
these rules were adopted. Given the
discrete profile of orders handled by
Floor Brokers today (generally large size
orders and often multi-leg) it is
reasonable for Floor Brokers to ‘‘work’’
orders that are entrusted to them
because that is the reason a customer
would utilize a Floor Broker in today’s
environment. In order to address the
above scenarios, as well as to provide
clarity and latitude to Floor Brokers
using their experience and expertise in
the execution of orders, the Exchange is
proposing to add new interpretation and
policy .06 to Rule 6.73, which is
proposed to state that ‘‘[p]ursuant to
Rule 6.73(a), an order entrusted to a
Floor Broker will be considered a Not
Held Order as defined in Rule 6.53(g),
unless otherwise specified by a Floor
Broker’s client or the order was received
by the Exchange electronically and
subsequently routed to a Floor Broker or
PAR Official pursuant to the order entry
firm’s routing instructions.’’ 8 The
Exchange is also proposing to make
conforming changes to Rules 6.53 and
6.75 in order for an order received by a
Floor Broker to be considered a Not
Held Order, unless the order was routed
to the Exchange electronically or
otherwise specified by the Floor
Broker’s client.
The purpose of this filing is to codify
the amount of discretion a Floor Broker
has when they receive an order. As
Rules 6.73 and 6.75 were adopted prior
to electronic trading, the rules did not
contemplate the interaction between an
electronic environment and a trading
floor, and they have not been amended
to specifically address that interaction.
While it is clear that Floor Brokers have
more discretion with regards to the
manner in which they represent and
execute orders on a trading floor than
does a computer routing an order to the
Exchange for execution, the bounds of
the discretion have not been entirely
clear. Rules 6.73 and 6.75, among
24666, 50 FR 25679 (July 8, 1987) (SR–CBOE–85–
31).
7 See Rule 6.73.01.
8 A ‘‘Not Held Order’’ is defined as an order
marked ‘‘not held’’, ‘‘take time’’ or which bears any
qualifying notation giving discretion as to the price
or time at which such order is to be executed. See
Rule 6.53(g).
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18:19 May 21, 2015
Jkt 235001
others, set certain boundaries to a Floor
Broker’s discretion, but the Exchange
believes the current marketplace, with
electronic and floor trading, favors an
amendment to those boundaries.
Electronic and floor trading gives
clients the choice between a Trading
Permit Holder (‘‘TPH’’) that routes
orders to the Exchange electronically or
a TPH that executes orders via a Floor
Broker. Clients are keenly aware that the
differences between electronic and floor
trading include at least the following
factors: A computer cannot deviate from
its programed instructions and a Floor
Broker can take into account the
nuisances [sic] of the marketplace, such
as the makeup of a particular trading
floor, the individuals on that trading
floor, and how the electronic books
interact with that environment. The
Exchange argues that the reason clients
use Floor Brokers is precisely because
Floor Brokers can take into account the
nuisances [sic] of the marketplace (i.e.,
exercise a certain level of discretion) to
potentially provide higher execution
quality. The argument is furthered by
the fact that if a client did not want a
Floor Broker to use their expertise in the
execution of an order, the client would
simply send orders to the Exchange
electronically.
It is evident that Floor Brokers have
more discretion with regards to the
manner in which they represent and
execute orders than do computers
executing electronic orders. With this
rule change the Exchange seeks to
amend certain boundaries related to that
discretion. In particular, in recognition
of the discretion implicit with the use
of a Floor Broker, the Exchange seeks to
provide notice to the marketplace that,
unless otherwise specified by a Floor
Broker’s client or if the order is received
by the Exchange electronically and
routed to a Floor Broker, an order is
deemed to be ‘‘not held.’’ The Exchange
believes clients that choose to use Floor
Brokers do so in order to utilize a Floor
Broker’s expertise in the execution of
orders. This rule change updates
Exchange rules by setting forth the
presumptive discretion available to
Floor Brokers in a manner consistent
with modern market structure and the
Floor Broker’s role in the current trading
environment. This filing also serves as
notice to the investing community that
orders sent to Floor Brokers will be
deemed ‘‘not held’’ unless otherwise
specified by the client or if the order is
received by the Exchange electronically
and routed to a floor broker. In addition,
the Exchange will announce the
implementation of this rule change in a
Regulatory Circular to be published
within 90 days of the effective date of
PO 00000
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Fmt 4703
Sfmt 4703
this filing. The implementation date
will be within 180 days of the effective
date of this filing.
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with the
Securities Exchange Act of 1934 (the
‘‘Act’’) and the rules and regulations
thereunder applicable to the Exchange
and, in particular, the requirements of
Section 6(b) of the Act.9 Specifically,
the Exchange believes the proposed rule
change is consistent with the Section
6(b)(5) 10 requirements that the rules of
an exchange be 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 regulating, clearing, settling,
processing information with respect to,
and facilitating transactions in
securities, to remove impediments to
and perfect the mechanism of a free and
open market and a national market
system, and, in general, to protect
investors and the public interest.
Additionally, the Exchange believes the
proposed rule change is consistent with
the Section 6(b)(5) 11 requirement that
the rules of an exchange not be designed
to permit unfair discrimination between
customers, issuers, brokers, or dealers.
In particular, the Exchange believes
the proposed change adds clarity and
removes ambiguity related to the due
diligence requirements of Floor Brokers,
which helps serve the public interest
and perfect the mechanism of a free and
open market. In addition, the Exchange
believes designating certain orders as
‘‘not held’’ is in the interest of
facilitating transactions in securities and
reflective of today’s marketplace, which
generally helps to protect investors and
the public interest.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
CBOE 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 does not believe the proposed
rule change will impose any burden on
competition because the rule change
adds clarity to the due diligence
requirements governing Floor Brokers,
reflects the modern market structure, is
consistent with the reasons customers
utilize Floor Brokers, and will be
applied equally to all TPHs. To the
extent that the proposed rule change
9 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
11 Id.
10 15
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Federal Register / Vol. 80, No. 99 / Friday, May 22, 2015 / Notices
will cause clients or brokers to choose
CBOE over other trading venues, market
participants on other exchanges are
welcome to become TPHs and trade at
CBOE if they determine that this
proposed rule change has made CBOE
more attractive or favorable.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange neither solicited nor
received comments on the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within 45 days of the date of
publication of this notice in the Federal
Register or within such longer period
up to 90 days (i) as the Commission may
designate if it finds such longer period
to be appropriate and publishes its
reasons for so finding or (ii) as to which
the Exchange consents, the Commission
will:
A. By order approve or disapprove
such proposed rule change, or
B. institute proceedings to determine
whether the proposed rule change
should be 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:
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 Number SR–
CBOE–2015–047 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–CBOE–2015–047. 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
VerDate Sep<11>2014
18:19 May 21, 2015
Jkt 235001
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–CBOE–
2015–047 and should be submitted on
or before June 12, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–12417 Filed 5–21–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74987; File No. SR–BATS–
2015–37]
Self-Regulatory Organizations; BATS
Exchange, Inc.; Notice of Filing of a
Proposed Rule Change, and
Amendment No. 1 Thereto, To Amend
Rule 11.2 To State That the BATS
Exchange, Inc. Will Not Designate for
Trading Any Security Admitted to
Unlisted Trading Privileges on the
Exchange Unless That Security
Satisfies Certain Liquidity
Requirements
May 18, 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 May 5,
2015, BATS Exchange, Inc. (the
‘‘Exchange’’ or ‘‘BATS’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I, II and III
below, which Items have been prepared
by the Exchange. On May 15, 2015, the
Exchange filed Amendment No. 1 to the
12 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
PO 00000
Frm 00168
Fmt 4703
Sfmt 4703
29769
proposal. Amendment No. 1 amended
and replaced the original proposal in its
entirety. The Commission is publishing
this notice to solicit comments on the
proposed rule change, as modified by
Amendment No. 1, from interested
persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange filed a proposal to
amend Rule 11.2 to state that the
Exchange will not designate for trading
any security admitted to unlisted
trading privileges on the Exchange
unless that security satisfies certain
liquidity requirements, as further
described below.
The text of the proposed rule change
is available at the Exchange’s Web site
at www.batstrading.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
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 parts of such
statements.
(A) Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
With limited exception, the current
equity market structure under
Regulation NMS applies the same rules
with respect to, among other things, tick
sizes, order protection, locked and
crossed markets, and access fees to all
exchange-listed securities. The
Exchange believes that Regulation NMS,
along with technological advancements,
has produced great efficiencies to the
equity market, resulting in intense
competition between exchanges and
broker-dealers. The Exchange believes
the net result for most exchange-listed
securities has been decreases in
transaction costs, including decreases in
explicit commissions and the narrowing
of effective spreads investors pay to
enter and exit positions. However, the
Exchange recognizes that not all
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Agencies
[Federal Register Volume 80, Number 99 (Friday, May 22, 2015)]
[Notices]
[Pages 29767-29769]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-12417]
[[Page 29767]]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-74990; File No. SR-CBOE-2015-047]
Self-Regulatory Organizations; Chicago Board Options Exchange,
Incorporated; Notice of Filing of a Proposed Rule Change Relating to
Floor Broker Due Diligence
May 18, 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 May 5, 2015, Chicago Board Options Exchange, Incorporated (the
``Exchange'' or ``CBOE'') filed with the Securities and Exchange
Commission (the ``Commission'') the proposed rule change as described
in Items I, II, and III below, which Items have been prepared by the
Exchange. The Commission is publishing this notice to solicit comments
on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\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 proposes to amend Exchange rules related to Floor
Broker due diligence. The text of the proposed rule change is provided
below (additions are italicized; deletions are [bracketed]).
* * * * *
Chicago Board Options Exchange, Incorporated Rules
* * * * *
Rule 6.53. Certain Types of Orders Defined
One or more of the following order types may be made available on a
class-by-class basis. Certain order types may not be made available for
all Exchange systems. The classes and/or systems for which the order
types shall be available will be as provided in the Rules, as the
context may indicate, or as otherwise specified via Regulatory
Circular.
* * * * *
(g) Not Held Order. A not held order is an order marked ``not
held'', ``take time'' or which bears any qualifying notation giving
discretion as to the price or time at which such order is to be
executed. An order entrusted to a Floor Broker will be considered a Not
Held Order, unless otherwise specified by a Floor Broker's client or
the order was received by the Exchange electronically and subsequently
routed to a Floor Broker or PAR Official pursuant to the order entry
firm's routing instructions.
* * * * *
Rule 6.73. Responsibilities of Floor Brokers
(a)-(c) No Change.
. . . Interpretations and Policies:
.01-.05 No Change.
.06 Pursuant to Rule 6.73(a), an order entrusted to a Floor Broker
will be considered a Not Held Order as defined in Rule 6.53(g), unless
otherwise specified by a Floor Broker's client or the order was
received by the Exchange electronically and subsequently routed to a
Floor Broker or PAR Official pursuant to the order entry firm's routing
instructions.
* * * * *
Rule 6.75. Discretionary Transactions
No Floor Broker shall execute or cause to be executed any order or
orders on this Exchange with respect to which such Floor Broker is
vested with discretion as to: (1) The choice of the class of options to
be bought or sold, (2) the number of contracts to be bought or sold, or
(3) whether any such transaction shall be one of purchase or sale;
however, the provisions of this paragraph shall not apply to any
discretionary transaction executed by a Market-Maker for an account in
which he has an interest. [Under normal market conditions, and in the
absence of a ``not held'' instruction, a Floor Broker may not exercise
time discretion on market or marketable limit orders and shall
immediately execute such orders at the best price or prices available.]
Unless an order was received by the Exchange electronically and
subsequently routed to a Floor Broker or PAR Official pursuant to the
order entry firm's routing instructions or it is otherwise specified by
a Floor Broker's client, an order entrusted to a Floor Broker will be
considered a Not Held Order as defined in Rule 6.53(g).
* * * * *
The text of the proposed rule change is also available on the
Exchange's Web site (https://www.cboe.com/AboutCBOE/CBOELegalRegulatoryHome.aspx), at the Exchange's Office of the
Secretary, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant aspects of such
statements.
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 Rules 6.53, 6.73, and 6.75 in
order to clarify a Floor Broker's due diligence obligations as it
relates to executing orders on the Exchange's floor.
Currently, ``[a] Floor Broker handling an order is to use due
diligence to execute the order at the best price or prices available to
him, in accordance with the Rules.'' \3\ Rule 6.73 also provides a non-
exclusive list of the duties a Floor Broker must perform in order to
satisfy the due diligence requirement.\4\ For instance, interpretation
and policy .01 states that ``[p]ursuant to Rule 6.73(a), a Floor
Broker's use of due diligence in executing an order shall include
ascertaining whether a better price than is being displayed by the
Order Book Official is being quoted by another Floor Broker or a
Market-Maker.'' \5\ However, current Rule 6.73 is generally silent on
the exact meaning of due diligence, including, for example, whether a
Floor Broker must execute a portion of an order against an order in an
applicable order book when the displayed size in the order book is less
than the size of the Floor Broker's order. Additionally, Rule 6.75
provides that ``[u]nder normal market conditions, and in the absence of
a ``not held'' instruction, a Floor Broker may not exercise time
discretion on market or marketable limit orders and shall immediately
execute such orders at the best price or prices available.'' The
Exchange believes that this requirement from Rule 6.75 is applicable
and generally intended for situations when an entire order represented
by a Floor Broker can be executed.\6\ Furthermore, even when that
[[Page 29768]]
is possible, Rule 6.73 requires a broker to ascertain if a better price
is available in the trading crowd.\7\ Thus, we strongly believe that
these provisions are intended to protect against a broker failing to
properly represent and ultimately execute orders. This makes even more
sense when considering that virtually all options orders (large or
small and retail or professional) were handled by Floor Brokers at the
time these rules were adopted. Given the discrete profile of orders
handled by Floor Brokers today (generally large size orders and often
multi-leg) it is reasonable for Floor Brokers to ``work'' orders that
are entrusted to them because that is the reason a customer would
utilize a Floor Broker in today's environment. In order to address the
above scenarios, as well as to provide clarity and latitude to Floor
Brokers using their experience and expertise in the execution of
orders, the Exchange is proposing to add new interpretation and policy
.06 to Rule 6.73, which is proposed to state that ``[p]ursuant to Rule
6.73(a), an order entrusted to a Floor Broker will be considered a Not
Held Order as defined in Rule 6.53(g), unless otherwise specified by a
Floor Broker's client or the order was received by the Exchange
electronically and subsequently routed to a Floor Broker or PAR
Official pursuant to the order entry firm's routing instructions.'' \8\
The Exchange is also proposing to make conforming changes to Rules 6.53
and 6.75 in order for an order received by a Floor Broker to be
considered a Not Held Order, unless the order was routed to the
Exchange electronically or otherwise specified by the Floor Broker's
client.
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\3\ See Rule 6.73(a).
\4\ See, e.g., Rule 6.73 Interpretation and Policies .01-.05.
\5\ See Rule 6.73.01.
\6\ The Exchange notes that the rule filing that added the rule
text in Rule 6.75, which this current proposal seeks to amend, did
not specify whether brokers had to execute a portion of an order
against a smaller sized order to satisfy the requirements of Rule
6.75. See Securities Exchange Act Release No. 24666, 50 FR 25679
(July 8, 1987) (SR-CBOE-85-31).
\7\ See Rule 6.73.01.
\8\ A ``Not Held Order'' is defined as an order marked ``not
held'', ``take time'' or which bears any qualifying notation giving
discretion as to the price or time at which such order is to be
executed. See Rule 6.53(g).
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The purpose of this filing is to codify the amount of discretion a
Floor Broker has when they receive an order. As Rules 6.73 and 6.75
were adopted prior to electronic trading, the rules did not contemplate
the interaction between an electronic environment and a trading floor,
and they have not been amended to specifically address that
interaction. While it is clear that Floor Brokers have more discretion
with regards to the manner in which they represent and execute orders
on a trading floor than does a computer routing an order to the
Exchange for execution, the bounds of the discretion have not been
entirely clear. Rules 6.73 and 6.75, among others, set certain
boundaries to a Floor Broker's discretion, but the Exchange believes
the current marketplace, with electronic and floor trading, favors an
amendment to those boundaries.
Electronic and floor trading gives clients the choice between a
Trading Permit Holder (``TPH'') that routes orders to the Exchange
electronically or a TPH that executes orders via a Floor Broker.
Clients are keenly aware that the differences between electronic and
floor trading include at least the following factors: A computer cannot
deviate from its programed instructions and a Floor Broker can take
into account the nuisances [sic] of the marketplace, such as the makeup
of a particular trading floor, the individuals on that trading floor,
and how the electronic books interact with that environment. The
Exchange argues that the reason clients use Floor Brokers is precisely
because Floor Brokers can take into account the nuisances [sic] of the
marketplace (i.e., exercise a certain level of discretion) to
potentially provide higher execution quality. The argument is furthered
by the fact that if a client did not want a Floor Broker to use their
expertise in the execution of an order, the client would simply send
orders to the Exchange electronically.
It is evident that Floor Brokers have more discretion with regards
to the manner in which they represent and execute orders than do
computers executing electronic orders. With this rule change the
Exchange seeks to amend certain boundaries related to that discretion.
In particular, in recognition of the discretion implicit with the use
of a Floor Broker, the Exchange seeks to provide notice to the
marketplace that, unless otherwise specified by a Floor Broker's client
or if the order is received by the Exchange electronically and routed
to a Floor Broker, an order is deemed to be ``not held.'' The Exchange
believes clients that choose to use Floor Brokers do so in order to
utilize a Floor Broker's expertise in the execution of orders. This
rule change updates Exchange rules by setting forth the presumptive
discretion available to Floor Brokers in a manner consistent with
modern market structure and the Floor Broker's role in the current
trading environment. This filing also serves as notice to the investing
community that orders sent to Floor Brokers will be deemed ``not held''
unless otherwise specified by the client or if the order is received by
the Exchange electronically and routed to a floor broker. In addition,
the Exchange will announce the implementation of this rule change in a
Regulatory Circular to be published within 90 days of the effective
date of this filing. The implementation date will be within 180 days of
the effective date of this filing.
2. Statutory Basis
The Exchange believes the proposed rule change is consistent with
the Securities Exchange Act of 1934 (the ``Act'') and the rules and
regulations thereunder applicable to the Exchange and, in particular,
the requirements of Section 6(b) of the Act.\9\ Specifically, the
Exchange believes the proposed rule change is consistent with the
Section 6(b)(5) \10\ requirements that the rules of an exchange be
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 regulating, clearing,
settling, processing information with respect to, and facilitating
transactions in securities, to remove impediments to and perfect the
mechanism of a free and open market and a national market system, and,
in general, to protect investors and the public interest. Additionally,
the Exchange believes the proposed rule change is consistent with the
Section 6(b)(5) \11\ requirement that the rules of an exchange not be
designed to permit unfair discrimination between customers, issuers,
brokers, or dealers.
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\9\ 15 U.S.C. 78f(b).
\10\ 15 U.S.C. 78f(b)(5).
\11\ Id.
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In particular, the Exchange believes the proposed change adds
clarity and removes ambiguity related to the due diligence requirements
of Floor Brokers, which helps serve the public interest and perfect the
mechanism of a free and open market. In addition, the Exchange believes
designating certain orders as ``not held'' is in the interest of
facilitating transactions in securities and reflective of today's
marketplace, which generally helps to protect investors and the public
interest.
B. Self-Regulatory Organization's Statement on Burden on Competition
CBOE 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 does not believe
the proposed rule change will impose any burden on competition because
the rule change adds clarity to the due diligence requirements
governing Floor Brokers, reflects the modern market structure, is
consistent with the reasons customers utilize Floor Brokers, and will
be applied equally to all TPHs. To the extent that the proposed rule
change
[[Page 29769]]
will cause clients or brokers to choose CBOE over other trading venues,
market participants on other exchanges are welcome to become TPHs and
trade at CBOE if they determine that this proposed rule change has made
CBOE more attractive or favorable.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange neither solicited nor received comments on the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Within 45 days of the date of publication of this notice in the
Federal Register or within such longer period up to 90 days (i) as the
Commission may designate if it finds such longer period to be
appropriate and publishes its reasons for so finding or (ii) as to
which the Exchange consents, the Commission will:
A. By order approve or disapprove such proposed rule change, or
B. institute proceedings to determine whether the proposed rule
change should be 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-CBOE-2015-047 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-CBOE-2015-047. 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-CBOE-2015-047 and should be
submitted on or before June 12, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\12\
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\12\ 17 CFR 200.30-3(a)(12).
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Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015-12417 Filed 5-21-15; 8:45 am]
BILLING CODE 8011-01-P