Self-Regulatory Organizations; NASDAQ OMX BX, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change Relating to Extension of the Exchange's Penny Pilot Program and Replacement of Penny Pilot Issues That Have Been Delisted, 38481-38483 [2015-16416]
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Federal Register / Vol. 80, No. 128 / Monday, July 6, 2015 / Notices
information unless it displays a
currently valid control number.
Written comments are invited on: (a)
Whether the proposed collection of
information is necessary for the proper
performance of the functions of the
agency, including whether the
information will have practical utility;
(b) the accuracy of the agency’s estimate
of the burden of the collection of
information; (c) ways to enhance the
quality, utility, and clarity of the
information collected; and (d) ways to
minimize the burden of the collection of
information on respondents, including
through the use of automated collection
techniques or other forms of information
technology. Consideration will be given
to comments and suggestions submitted
in writing within 60 days of this
publication.
Please direct your written comments
to Pamela Dyson, Director/Chief
Information Officer, Securities and
Exchange Commission, C/O Remi
Pavlik-Simon, 100 F Street NE.,
Washington, DC 20549; or send an email
to: PRA_Mailbox@sec.gov.
Dated: June 29, 2015.
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–16408 Filed 7–2–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–75326; File No. SR–BX–
2015–037]
Self-Regulatory Organizations;
NASDAQ OMX BX, Inc.; Notice of Filing
and Immediate Effectiveness of a
Proposed Rule Change Relating to
Extension of the Exchange’s Penny
Pilot Program and Replacement of
Penny Pilot Issues That Have Been
Delisted
Lhorne on DSK7TPTVN1PROD with NOTICES
June 29, 2015.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 2 thereunder,
notice is hereby given that on June 19,
2015, NASDAQ OMX BX, Inc.
(‘‘Exchange’’ or ‘‘BX’’) filed with the
Securities and Exchange Commission
(‘‘SEC’’ or ‘‘Commission’’) the 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
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
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I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
BX is filing with the Commission a
proposal to amend Chapter VI, Section
5 (Minimum Increments) to extend
through June 30, 2016 or the date of
permanent approval, if earlier, the
Penny Pilot Program in options classes
in certain issues (‘‘Penny Pilot’’ or
‘‘Pilot’’), and to change the date when
delisted classes may be replaced in the
Penny Pilot.3
The text of the amended Exchange
rule is set forth immediately below.
Proposed new language is in italics
and proposed deleted language is
[bracketed].
NASDAQ OMX BX Rules
Options Rules
*
*
*
*
*
Chapter VI Trading Systems
*
*
*
*
*
Sec. 5 Minimum Increments
(a) The Board may establish minimum
quoting increments for options contracts
traded on BX Options. Such minimum
increments established by the Board
will be designated as a stated policy,
practice, or interpretation with respect
to the administration of this Section
within the meaning of Section 19 of the
Exchange Act and will be filed with the
SEC as a rule change for effectiveness
upon filing. Until such time as the
Board makes a change in the
increments, the following principles
shall apply:
(1)–(2) No Change.
(3) For a pilot period scheduled to
expire on June 30, [2015]2016 or the
date of permanent approval, if earlier, if
the options series is trading pursuant to
the Penny Pilot program one (1) cent if
the options series is trading at less than
$3.00, five (5) cents if the options series
is trading at $3.00 or higher, unless for
QQQQs, SPY and IWM where the
minimum quoting increment will be one
cent for all series regardless of price. A
list of such options shall be
communicated to membership via an
Options Trader Alert (‘‘OTA’’) posted on
the Exchange’s Web site.
The Exchange may replace any pilot
issues that have been delisted with the
next most actively traded multiply
3 The Penny Pilot was established in June 2012
and extended in 2014. See Securities Exchange Act
Release Nos. 67256 (June 26, 2012), 77 FR 39277
(July 2, 2012) (SR–BX–2012–030) (order approving
BX option rules and establishing Penny Pilot); and
73689 (November 25, 2014), 79 FR 71488
(December 2, 2014) (SR–BX–2014–057) (notice of
filing and immediate effectiveness extending the
Penny Pilot through June 30, 2015).
PO 00000
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Fmt 4703
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38481
listed options classes that are not yet
included in the pilot, based on trading
activity in the previous six months. The
replacement issues may be added to the
pilot on the second trading day
following July 1, 2015 and January 1,
[2015]2016.
(4) No Change.
(b) No Change.
*
*
*
*
*
The text of the proposed rule change
is also available on the Exchange’s Web
site at https://
nasdaqomxbx.cchwallstreet.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 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 purpose of this filing is to amend
Chapter VI, Section 5 to extend the
Penny Pilot through June 30, 2016 or the
date of permanent approval, if earlier,
and to change the date when delisted
classes may be replaced in the Penny
Pilot. The Exchange believes that
extending the Penny Pilot will allow for
further analysis of the Penny Pilot and
a determination of how the program
should be structured in the future.
Under the Penny Pilot, the minimum
price variation for all participating
options classes, except for the Nasdaq100 Index Tracking Stock (‘‘QQQQ’’),
the SPDR S&P 500 Exchange Traded
Fund (‘‘SPY’’) and the iShares Russell
2000 Index Fund (‘‘IWM’’), is $0.01 for
all quotations in options series that are
quoted at less than $3 per contract and
$0.05 for all quotations in options series
that are quoted at $3 per contract or
greater. QQQQ, SPY and IWM are
quoted in $0.01 increments for all
options series. The Penny Pilot is
currently scheduled to expire on June
30, 2015.
E:\FR\FM\06JYN1.SGM
06JYN1
38482
Federal Register / Vol. 80, No. 128 / Monday, July 6, 2015 / Notices
The Exchange proposes to extend the
time period of the Penny Pilot through
June 30, 2016 or the date of permanent
approval, if earlier, and to provide a
revised date for adding replacement
issues to the Penny Pilot. The Exchange
proposes that any Penny Pilot Program
issues that have been delisted may be
replaced on the second trading day
following July 1, 2015 and January 1,
2016. The replacement issues will be
selected based on trading activity in the
previous six months.4
This filing does not propose any
substantive changes to the Penny Pilot
Program; all classes currently
participating in the Penny Pilot will
remain the same and all minimum
increments will remain unchanged. The
Exchange believes the benefits to public
customers and other market participants
who will be able to express their true
prices to buy and sell options have been
demonstrated to outweigh the potential
increase in quote traffic.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act,5 in general, and furthers the
objectives of Section 6(b)(5) of the Act,6
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, and 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.
In particular, the proposed rule
change, which extends the Penny Pilot
for an additional twelve months through
June 30, 2016 or the date of permanent
approval, if earlier, and changes the date
for replacing Penny Pilot issues that
were delisted to the second trading day
following July 1, 2015 and January 1,
2016, will enable public customers and
other market participants to express
their true prices to buy and sell options
Lhorne on DSK7TPTVN1PROD with NOTICES
4 The
replacement issues will be announced to
the Exchange’s membership via an Options Trader
Alert (OTA) posted on the Exchange’s Web site. The
Exchange proposes in its Penny Pilot rule that
replacement issues will be selected based on
trading activity in the previous six months. The
replacement issues would be identified based on
The Options Clearing Corporation’s trading volume
data. For example, for the July replacement, trading
volume from December 1, 2014 through May 30,
2015 would be analyzed. The month immediately
preceding the replacement issues’ addition to the
Pilot Program (i.e., June) would not be used for
purposes of the six-month analysis.
5 15 U.S.C. 78f(b).
6 15 U.S.C. 78f(b)(5).
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14:37 Jul 02, 2015
Jkt 235001
for the benefit of all market participants.
This is consistent with the Act.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition not
necessary or appropriate in furtherance
of the purposes of the Act. To the
contrary, this proposal is procompetitive because it allows Penny
Pilot issues to continue trading on the
Exchange. Moreover, the Exchange
believes that the proposed rule change
will allow for further analysis of the
Pilot and a determination of how the
Pilot should be structured in the future;
and will serve to promote regulatory
clarity and consistency, thereby
reducing burdens on the marketplace
and facilitating investor protection. The
Pilot is an industry-wide initiative
supported by all other option
exchanges. The Exchange believes that
extending the Pilot will allow for
continued competition between market
participants on the Exchange trading
similar products as their counterparts
on other exchanges, while at the same
time allowing the Exchange to continue
to compete for order flow with other
exchanges in option issues trading as
part of the Pilot.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The Exchange has filed the proposed
rule change pursuant to Section
19(b)(3)(A)(iii) of the Act 7 and Rule
19b–4(f)(6).8 Because the 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 prior to 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, the
proposed rule change has become
effective pursuant to Section
19(b)(3)(A) 9 of the Act and
subparagraph (f)(6) of Rule 19b–4
thereunder.10
PO 00000
7 15
U.S.C. 78s(b)(3)(A)(iii).
CFR 240.19b–4(f)(6).
9 15 U.S.C. 78s(b)(3)(A).
10 17 CFR 240.19b–4(f)(6).
8 17
Frm 00056
Fmt 4703
Sfmt 4703
A proposed rule change filed under
Rule 19b–4(f)(6) 11 normally does not
become operative prior to 30 days after
the date of the filing.12 However,
pursuant to Rule 19b–4(f)(6)(iii),13 the
Commission may designate a shorter
time if such action is consistent with the
protection of investors and the public
interest. The Exchange has asked the
Commission to waive the 30-day
operative delay so that the proposal may
become operative immediately upon
filing. The Commission believes that
waiving the 30-day operative delay is
consistent with the protection of
investors and the public interest
because doing so will allow the Pilot
Program to continue without
interruption in a manner that is
consistent with the Commission’s prior
approval of the extension and expansion
of the Pilot Program and will allow the
Exchange and the Commission
additional time to analyze the impact of
the Pilot Program. Accordingly, the
Commission designates the proposed
rule change as operative upon filing
with the Commission.14
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
under Section 19(b)(2)(B) of the Act 15 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:
11 17
CFR 240.19b–4(f)(6).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6)(iii) requires the Exchange to give the
Commission written notice of the Exchange’s intent
to file the proposed rule change along with a brief
description and the text of the proposed rule
change, at least five business days prior to the date
of filing of the proposed rule change, or such
shorter time as designated by the Commission. The
Exchange has satisfied this pre-filing requirement.
13 17 CFR 240.19b–4(f)(6)(iii).
14 For purposes only of waiving the operative
delay for this proposal, the Commission has
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
15 15 U.S.C. 78s(b)(2)(B).
12 17
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Federal Register / Vol. 80, No. 128 / Monday, July 6, 2015 / 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–
BX–2015–037 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.
Lhorne on DSK7TPTVN1PROD with NOTICES
All submissions should refer to File
Number SR–BX–2015–037. 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 20549–1090 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–BX–
2015–037 and should be submitted on
or before July 27, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–16416 Filed 7–2–15; 8:45 am]
BILLING CODE 8011–01–P
16 17
CFR 200.30–3(a)(12).
VerDate Sep<11>2014
14:37 Jul 02, 2015
Jkt 235001
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–75323; File No. SR–
NYSEArca–2015–17]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Order Approving Proposed
Rule Change Amending Rule 6.35 to
Modify the Appointment Process
Utilized by the Exchange
June 29, 2015.
I. Introduction
On March 20, 2015, NYSE Arca, Inc.
(the ‘‘Exchange’’ or ‘‘NYSE Arca’’) filed
with the Securities and Exchange
Commission (‘‘Commission’’), pursuant
to section 19(b)(1) of the Securities
Exchange Act of 1934 (‘‘Act’’) 1 and Rule
19b–4 thereunder,2 a proposed rule
change to modify the Market Maker
appointment and withdrawal process
used by the Exchange. The proposed
rule change was published for comment
in the Federal Register on April 8,
2015.3 On May 21, 2015, pursuant to
section 19(b)(2) of the Act,4 the
Commission designated a longer period
within which to approve the proposed
rule change, disapprove the proposed
rule change, or institute proceedings to
determine whether to approve or
disapprove the proposed rule change.5
The Commission received no comment
letters on the proposed rule change.
This order approves the proposed rule
change.
II. Description of the Proposed Rule
Change
The Exchange proposes to amend
Rule 6.35 to modify the options Market
Maker appointment and withdrawal
process used by the Exchange. Under
the proposal, once an option trading
permit (‘‘OTP’’) holder has been
approved as a Market Maker under
Exchange Rule 6.33,6 the Market Maker
would, subject to certain conditions, be
permitted to register rather than apply
for an appointment in one or more
option classes, and would be permitted
to select or withdraw option issues
included in its appointment using an
Exchange-approved electronic interface.
The Exchange also proposes to include
a Market Maker’s available financial
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 74635
(April 2, 2015), 80 FR 18909 (‘‘Notice’’).
4 15 U.S.C. 78s(b)(2).
5 See Securities Exchange Act Release No. 75032,
80 FR 30511 (May 28, 2015).
6 See Rule 6.33 (‘‘Registration of Market Makers’’).
See also Rule 6.32(a) (defining ‘‘Market Maker’’).
The Exchange is not proposing any changes to Rule
6.33.
PO 00000
1 15
2 17
Frm 00057
Fmt 4703
Sfmt 4703
38483
resources and operational capability as
considerations in its periodic evaluation
of Market Maker performance, which
factors currently are considered when a
Market Maker applies for an
appointment.
A. Background
Currently, a registered Market Maker
may seek an appointment in one or
more option classes pursuant to Rule
6.35. Specifically, Rule 6.35(a) provides
that ‘‘[o]n a form or forms prescribed by
the Exchange, a Market Maker must
apply for an appointment in one or
more classes of option contracts.’’ 7 In
addition to having the authority to
appoint one Lead Market Maker
(‘‘LMM’’) per option class,8 Rule 6.35(b)
provides that ‘‘[t]he Exchange may
appoint an unlimited number of Market
Makers in each class unless the number
of Market Makers appointed to a
particular option class should be
limited’’ based on the Exchange’s
judgment.9 Further, current Rule 6.35(c)
provides that ‘‘Market Makers may
select from among any option issues
traded on the Exchange for inclusion in
their appointment, subject to the
approval of the Exchange.’’ 10 In
considering the approval of the
appointment of a Market Maker in each
security, ‘‘the Exchange will consider
the Market Maker’s preference; the
financial resources available to the
Market Maker; the Market Maker’s
experience, expertise and past
performance in making markets,
including the Market Maker’s
performance in other securities; the
Market Maker’s operational capability;
and the maintenance and enhancement
of competition among Market Makers in
each security in which they are
appointed.’’ 11 Current Rule 6.35 also
sets forth the number of OTPs that the
Market Maker must have in order to
have a specified number of option
issues included in the Market Maker’s
appointment.12
Under current Rule 6.35, ‘‘Market
Makers may change the option issues in
their appointment, subject to the
approval of the Exchange,’’ provided
such requests are ‘‘made in a form and
7 See
Notice, supra note 3, at 18909.
Rule 6.82(a)(1) (defining ‘‘LMM’’). Any OTP
Holder or OTP Firm registered as a Market Maker
with the Exchange is eligible to be qualified as an
LMM. Id. The Exchange is not proposing to change
Rule 6.82.
9 See Notice, supra note 3, at 18909.
10 See id.
11 See id.
12 See id. For example, 1 OTP affords a Market
Maker up to 100 option issues included in their
appointment, whereas 4 OTPS would enable a
Market Maker to have all option issues traded on
the Exchange included in their appointment. See id.
8 See
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Agencies
[Federal Register Volume 80, Number 128 (Monday, July 6, 2015)]
[Notices]
[Pages 38481-38483]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-16416]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-75326; File No. SR-BX-2015-037]
Self-Regulatory Organizations; NASDAQ OMX BX, Inc.; Notice of
Filing and Immediate Effectiveness of a Proposed Rule Change Relating
to Extension of the Exchange's Penny Pilot Program and Replacement of
Penny Pilot Issues That Have Been Delisted
June 29, 2015.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act''),\1\ and Rule 19b-4 \2\ thereunder, notice is hereby given
that on June 19, 2015, NASDAQ OMX BX, Inc. (``Exchange'' or ``BX'')
filed with the Securities and Exchange Commission (``SEC'' or
``Commission'') the 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
BX is filing with the Commission a proposal to amend Chapter VI,
Section 5 (Minimum Increments) to extend through June 30, 2016 or the
date of permanent approval, if earlier, the Penny Pilot Program in
options classes in certain issues (``Penny Pilot'' or ``Pilot''), and
to change the date when delisted classes may be replaced in the Penny
Pilot.\3\
---------------------------------------------------------------------------
\3\ The Penny Pilot was established in June 2012 and extended in
2014. See Securities Exchange Act Release Nos. 67256 (June 26,
2012), 77 FR 39277 (July 2, 2012) (SR-BX-2012-030) (order approving
BX option rules and establishing Penny Pilot); and 73689 (November
25, 2014), 79 FR 71488 (December 2, 2014) (SR-BX-2014-057) (notice
of filing and immediate effectiveness extending the Penny Pilot
through June 30, 2015).
---------------------------------------------------------------------------
The text of the amended Exchange rule is set forth immediately
below.
Proposed new language is in italics and proposed deleted language
is [bracketed].
NASDAQ OMX BX Rules
Options Rules
* * * * *
Chapter VI Trading Systems
* * * * *
Sec. 5 Minimum Increments
(a) The Board may establish minimum quoting increments for options
contracts traded on BX Options. Such minimum increments established by
the Board will be designated as a stated policy, practice, or
interpretation with respect to the administration of this Section
within the meaning of Section 19 of the Exchange Act and will be filed
with the SEC as a rule change for effectiveness upon filing. Until such
time as the Board makes a change in the increments, the following
principles shall apply:
(1)-(2) No Change.
(3) For a pilot period scheduled to expire on June 30, [2015]2016
or the date of permanent approval, if earlier, if the options series is
trading pursuant to the Penny Pilot program one (1) cent if the options
series is trading at less than $3.00, five (5) cents if the options
series is trading at $3.00 or higher, unless for QQQQs, SPY and IWM
where the minimum quoting increment will be one cent for all series
regardless of price. A list of such options shall be communicated to
membership via an Options Trader Alert (``OTA'') posted on the
Exchange's Web site.
The Exchange may replace any pilot issues that have been delisted
with the next most actively traded multiply listed options classes that
are not yet included in the pilot, based on trading activity in the
previous six months. The replacement issues may be added to the pilot
on the second trading day following July 1, 2015 and January 1,
[2015]2016.
(4) No Change.
(b) No Change.
* * * * *
The text of the proposed rule change is also available on the
Exchange's Web site at https://nasdaqomxbx.cchwallstreet.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 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 purpose of this filing is to amend Chapter VI, Section 5 to
extend the Penny Pilot through June 30, 2016 or the date of permanent
approval, if earlier, and to change the date when delisted classes may
be replaced in the Penny Pilot. The Exchange believes that extending
the Penny Pilot will allow for further analysis of the Penny Pilot and
a determination of how the program should be structured in the future.
Under the Penny Pilot, the minimum price variation for all
participating options classes, except for the Nasdaq-100 Index Tracking
Stock (``QQQQ''), the SPDR S&P 500 Exchange Traded Fund (``SPY'') and
the iShares Russell 2000 Index Fund (``IWM''), is $0.01 for all
quotations in options series that are quoted at less than $3 per
contract and $0.05 for all quotations in options series that are quoted
at $3 per contract or greater. QQQQ, SPY and IWM are quoted in $0.01
increments for all options series. The Penny Pilot is currently
scheduled to expire on June 30, 2015.
[[Page 38482]]
The Exchange proposes to extend the time period of the Penny Pilot
through June 30, 2016 or the date of permanent approval, if earlier,
and to provide a revised date for adding replacement issues to the
Penny Pilot. The Exchange proposes that any Penny Pilot Program issues
that have been delisted may be replaced on the second trading day
following July 1, 2015 and January 1, 2016. The replacement issues will
be selected based on trading activity in the previous six months.\4\
---------------------------------------------------------------------------
\4\ The replacement issues will be announced to the Exchange's
membership via an Options Trader Alert (OTA) posted on the
Exchange's Web site. The Exchange proposes in its Penny Pilot rule
that replacement issues will be selected based on trading activity
in the previous six months. The replacement issues would be
identified based on The Options Clearing Corporation's trading
volume data. For example, for the July replacement, trading volume
from December 1, 2014 through May 30, 2015 would be analyzed. The
month immediately preceding the replacement issues' addition to the
Pilot Program (i.e., June) would not be used for purposes of the
six-month analysis.
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This filing does not propose any substantive changes to the Penny
Pilot Program; all classes currently participating in the Penny Pilot
will remain the same and all minimum increments will remain unchanged.
The Exchange believes the benefits to public customers and other market
participants who will be able to express their true prices to buy and
sell options have been demonstrated to outweigh the potential increase
in quote traffic.
2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act,\5\ in general, and furthers the objectives of Section
6(b)(5) of the Act,\6\ 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, and to
remove impediments to and perfect the mechanism of a free and open
market and a national market system and, in general, to protect
investors and the public interest.
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\5\ 15 U.S.C. 78f(b).
\6\ 15 U.S.C. 78f(b)(5).
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In particular, the proposed rule change, which extends the Penny
Pilot for an additional twelve months through June 30, 2016 or the date
of permanent approval, if earlier, and changes the date for replacing
Penny Pilot issues that were delisted to the second trading day
following July 1, 2015 and January 1, 2016, will enable public
customers and other market participants to express their true prices to
buy and sell options for the benefit of all market participants. This
is consistent with the Act.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition not necessary or appropriate in
furtherance of the purposes of the Act. To the contrary, this proposal
is pro-competitive because it allows Penny Pilot issues to continue
trading on the Exchange. Moreover, the Exchange believes that the
proposed rule change will allow for further analysis of the Pilot and a
determination of how the Pilot should be structured in the future; and
will serve to promote regulatory clarity and consistency, thereby
reducing burdens on the marketplace and facilitating investor
protection. The Pilot is an industry-wide initiative supported by all
other option exchanges. The Exchange believes that extending the Pilot
will allow for continued competition between market participants on the
Exchange trading similar products as their counterparts on other
exchanges, while at the same time allowing the Exchange to continue to
compete for order flow with other exchanges in option issues trading as
part of the Pilot.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were either solicited or received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The Exchange has filed the proposed rule change pursuant to Section
19(b)(3)(A)(iii) of the Act \7\ and Rule 19b-4(f)(6).\8\ Because the
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 prior to 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, the proposed rule change has become effective pursuant
to Section 19(b)(3)(A) \9\ of the Act and subparagraph (f)(6) of Rule
19b-4 thereunder.\10\
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\7\ 15 U.S.C. 78s(b)(3)(A)(iii).
\8\ 17 CFR 240.19b-4(f)(6).
\9\ 15 U.S.C. 78s(b)(3)(A).
\10\ 17 CFR 240.19b-4(f)(6).
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A proposed rule change filed under Rule 19b-4(f)(6) \11\ normally
does not become operative prior to 30 days after the date of the
filing.\12\ However, pursuant to Rule 19b-4(f)(6)(iii),\13\ the
Commission may designate a shorter time if such action is consistent
with the protection of investors and the public interest. The Exchange
has asked the Commission to waive the 30-day operative delay so that
the proposal may become operative immediately upon filing. The
Commission believes that waiving the 30-day operative delay is
consistent with the protection of investors and the public interest
because doing so will allow the Pilot Program to continue without
interruption in a manner that is consistent with the Commission's prior
approval of the extension and expansion of the Pilot Program and will
allow the Exchange and the Commission additional time to analyze the
impact of the Pilot Program. Accordingly, the Commission designates the
proposed rule change as operative upon filing with the Commission.\14\
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\11\ 17 CFR 240.19b-4(f)(6).
\12\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)(iii)
requires the Exchange to give the Commission written notice of the
Exchange's intent to file the proposed rule change along with a
brief description and the text of the proposed rule change, at least
five business days prior to the date of filing of the proposed rule
change, or such shorter time as designated by the Commission. The
Exchange has satisfied this pre-filing requirement.
\13\ 17 CFR 240.19b-4(f)(6)(iii).
\14\ For purposes only of waiving the operative delay for this
proposal, 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 under Section 19(b)(2)(B) of the
Act \15\ to determine whether the proposed rule should be approved or
disapproved.
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\15\ 15 U.S.C. 78s(b)(2)(B).
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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:
[[Page 38483]]
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-BX-2015-037 on the subject line.
Paper Comments
Send paper comments in triplicate to Secretary, Securities
and Exchange Commission, 100 F Street NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-BX-2015-037. 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 20549-1090 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-BX-2015-037 and should be
submitted on or before July 27, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\16\
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\16\ 17 CFR 200.30-3(a)(12).
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Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015-16416 Filed 7-2-15; 8:45 am]
BILLING CODE 8011-01-P