Self-Regulatory Organizations; BOX Options Exchange LLC; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Add Interpretive Material to BOX Rule 8050 To Indicate That Market Makers Will Not Be Obligated To Quote in Adjusted Option Series and To Define What Qualifies as an Adjusted Options Series, 44172-44174 [2015-18133]
Download as PDF
44172
Federal Register / Vol. 80, No. 142 / Friday, July 24, 2015 / Notices
proposed rule text promotes
transparency through the use of
consistent terminology that will serve as
the foundation for additional Pillarrelated rule proposals, and by providing
notice of when orders would be
accepted, routed, rejected, cancelled, or
be assigned a working time by the
Exchange.24
Based on the Exchange’s
representations, the Commission
believes that the proposed rule change
does not raise any novel regulatory
considerations and should provide
greater specificity with respect to the
functionality available on the Exchange
as symbols are migrated to the Pillar
platform. For these reasons, the
Commission believes that the proposal
should help to prevent fraudulent and
manipulative acts and practices,
promote just and equitable principles of
trade, remove impediments to and
perfect the mechanism of a free and
open market and a national market
system, and, in general, protect
investors and the public interest.
2015, BOX Options Exchange LLC (the
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘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.
IV. Conclusion
It is therefore ordered, pursuant to
section 19(b)(2) of the Act,25 that the
proposed rule change (SR–NYSEArca–
2015–38) be, and hereby is, approved.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.26
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–18128 Filed 7–23–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–75489; File No. SR–BOX–
2015–26]
Self-Regulatory Organizations; BOX
Options Exchange LLC; Notice of
Filing and Immediate Effectiveness of
a Proposed Rule Change To Add
Interpretive Material to BOX Rule 8050
To Indicate That Market Makers Will
Not Be Obligated To Quote in Adjusted
Option Series and To Define What
Qualifies as an Adjusted Options
Series
asabaliauskas on DSK5VPTVN1PROD with NOTICES
July 20, 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 July 10,
24 See
id.
U.S.C. 78s(b)(2).
26 17 CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
19:59 Jul 23, 2015
The Exchange proposes to add
Interpretive Material (‘‘IM–8050–2’’) to
BOX Rule 8050 (Market Maker
Quotations) to indicate that Market
Makers will not be obligated to quote in
adjusted option series and to define
what qualifies as an adjusted options
series. The text of the proposed rule
change is available from the principal
office of the Exchange, at the
Commission’s Public Reference Room
and also on the Exchange’s Internet Web
site at https://boxexchange.com.
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 proposes to add
Interpretive Material (‘‘IM–8050–2’’) to
BOX Rule 8050 (Market Maker
Quotations) to indicate that Market
Makers will not be obligated to quote in
adjusted option series and to define
what qualifies as an adjusted options
series. This is a competitive filing that
is based on a proposal submitted by
NYSE Arca, Inc. (‘‘NYSE Arca’’) and
approved by the Commission.3
BOX Rule 8050 discusses the quoting
obligations that are applicable to Market
3 See Securities Exchange Act Release No. 65573
(October 14, 2011), 76 FR 65305 (October 20, 2011)
(Order Approving SR–NYSEArca–2011–59). See
also NYSE Arca Rule 6.37B Market Maker
Quotations—OX.
25 15
VerDate Sep<11>2014
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
Jkt 235001
PO 00000
Frm 00154
Fmt 4703
Sfmt 4703
Makers on the Exchange. The Rule
states that, in addition to other
requirements, Market Makers must post
valid quotes throughout the trading day
in its appointed classes at least sixty
percent (60%) of the time the classes are
open for trading.
The Exchange proposes to define
‘‘adjusted series’’ for the purpose of
BOX Rule 8050. An ‘‘adjusted series’’
under the Rule would be defined as an
option series wherein, as a result of a
corporate action by the issuer of the
underlying security, one option contract
in the series represents the delivery of
other than 100 shares of underlying
stock or Exchange Traded Fund Shares.
After a corporate action and a
subsequent adjustment to the existing
options, the series in question are
identified by the Options Price
Reporting Authority (‘‘OPRA’’) and at
Options Clearing Corporation (‘‘OCC’’)
with a separate symbol consisting of the
underlying symbol and a numerical
appendage. As a standard procedure,
exchanges listing options on an
underlying security which undergoes a
corporate action resulting in adjusted
series will list new standard option
series across all appropriate expiration
months the day after the existing series
are adjusted. The adjusted series are
generally active for a short period of
time following adjustment, but orders to
open an options position in the
underlying are almost exclusively
placed in the new standard contracts.
Although the adjusted series may not
expire for as much as 27 months, in a
short time the adjusted series become
inactive. Thus, the burden of quoting
these series generally outweighs the
benefit of being appointed in the class
because of the lack of interest in the
series by various market participants.
The proposed rule change is similar to
the NYSE Arca rule, in that the
Exchange is merely proposing to
exclude the adjusted series from the
continuous quoting obligation, but not
from other obligations under BOX Rule
8050. The NYSE Arca rule excludes
adjusted option series, and series with
a time to expiration of nine months or
greater, for options on equities and
Exchange Traded Fund Shares, and
series with a time to expiration of
twelve months or greater for Index
options. Similar to NYSE Arca, BOX
already excludes from continuous
quoting requirements options series
where the time to expiration is greater
than nine (9) months,4 and is now
proposing to add the exclusion of
adjusted series. Of particular note, the
proposal would not excuse a Market
4 See
E:\FR\FM\24JYN1.SGM
BOX Rule 5070(a).
24JYN1
Federal Register / Vol. 80, No. 142 / Friday, July 24, 2015 / Notices
asabaliauskas on DSK5VPTVN1PROD with NOTICES
Maker from the obligation, when called
upon by an Exchange Official, to submit
a single valid two-sided quote or
maintain continuous quotes in one or
more series of an option class within the
Market Maker’s appointment whenever,
in the judgment of such Exchange
Official, it is necessary to do so in the
interest of maintaining fair and orderly
markets.5
The current quoting obligation in
such illiquid series is a minor part of a
Market Maker’s overall obligation, and
the proposed modicum of relief is
mitigated by the obligation to respond to
a request for quote from an Exchange
Official. Because of the lack of interest
in such series, there is little
demonstrable benefit to being a Market
Maker in them other than the ability to
maintain Market Maker margins for
what little activity may occur. In
addition, the burden of continuous
quoting in these series is counter to
efforts to mitigate the number of quotes
collected and disseminated.
The Exchange believes that the
proposed rule change should incent
Market Makers to continue
appointments and thereby expand
liquidity in options classes listed on the
Exchange to the benefit of the Exchange
and its Participants and public
customers.
Additionally, the Exchange recently
amended BOX Rule 7300 (Preferenced
Orders) 6 by adding, among other things,
the language of ‘‘non-adjusted options
series’’ to indicate that a Preferred
Market Maker will not be obligated to
maintain continuous quotes in adjusted
series and to define the term adjusted
options series. The Exchange believes
that this proposed rule change will
harmonize the quoting obligations in
adjusted series for Preferred Market
Makers and Market Makers on the
Exchange.
2. Statutory Basis
The Exchange believes that the
proposal is consistent with the
requirements of section 6(b) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),7 in general, and section 6(b)(5)
of the Act,8 in particular, in that it is
designed to prevent fraudulent and
manipulative acts and practices, to
promote just and equitable principles of
trade, to foster cooperation and
coordination with persons engaged in
facilitating transactions in securities, to
5 See
BOX Rule 8050(c)(4).
6 See Securities Exchange Act Release No. 74952
(May 13, 2015), 80 FR 28738 (May 19, 2015) (Notice
of Filing and Immediate Effectiveness of SR–BOX–
2015–19).
7 15 U.S.C. 78f(b).
8 15 U.S.C. 78f(b)(5).
VerDate Sep<11>2014
19:59 Jul 23, 2015
Jkt 235001
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
Exchange believes that, on balance, the
elimination of the continuous quoting
obligations in adjusted series is a minor
change and should not impact the
quality of BOX’s market. Among other
things, adjusted series are not common,
and trading interest is often very low
after the corporate event has passed.
Consequently, continuous quotes in
such series increases quote traffic and
burdens systems without a
corresponding benefit. By not requiring
Market Makers to continuously quote in
such series, the Exchange’s proposal
would further its goal of measured quote
mitigation. Further, while they will not
be tasked with continually quoting such
series, Market Makers will be obligated
to quote the series when called upon by
an Exchange Official. Accordingly, the
proposal supports the quality of BOX’s
market by helping to ensure that Market
Makers will continue to be obligated to
quote in adjusted series when the need
arises.
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. In this regard
and as indicated above, the Exchange
notes that the rule change is being
proposed as a competitive response to a
filing submitted by NYSE Arca and
approved by the Commission.9
Accordingly, the Exchange believes that
the proposed rule change should incent
Market Makers to continue
appointments and thereby expand
liquidity in options classes listed on the
Exchange to the benefit of the Exchange
and its Participants and public
customers.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has neither solicited
nor received comments on the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the proposed rule change
does not (i) significantly affect the
protection of investors or the public
interest; (ii) impose any significant
PO 00000
9 See
supra, note 3.
Frm 00155
Fmt 4703
Sfmt 4703
44173
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate if
consistent with the protection of
investors and the public interest, the
proposed rule change has become
effective pursuant to section 19(b)(3)(A)
of the Act 10 and Rule 19b–4(f)(6)
thereunder.11
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
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–
BOX–2015–26 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–BOX–2015–26. 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
10 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). As required under Rule
19b–4(f)(6)(iii), the Exchange provided the
Commission with written notice of its 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.
11 17
E:\FR\FM\24JYN1.SGM
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44174
Federal Register / Vol. 80, No. 142 / Friday, July 24, 2015 / Notices
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549 on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–BOX–
2015–26, and should be submitted on or
before August 14, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–18133 Filed 7–23–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–75486; File No. SR–MIAX–
2015–48]
Self-Regulatory Organizations; Miami
International Securities Exchange LLC;
Notice of Filing and Immediate
Effectiveness of a Proposed Rule
Change to Amend Exchange Rule 515A
to Extend the Pilot Period for Certain
Aspects of the PRIME Auction to July
18, 2016
asabaliauskas on DSK5VPTVN1PROD with NOTICES
July 20, 2015.
Pursuant to the provisions of section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’) 1 and Rule 19b–4
thereunder,2 notice is hereby given that
on July 16, 2015, Miami International
Securities Exchange LLC (‘‘MIAX’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) a proposed rule change
as described in Items I and II below,
which Items have been prepared by the
Exchange. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
12 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
VerDate Sep<11>2014
19:59 Jul 23, 2015
Jkt 235001
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is filing a proposal to
amend Exchange Rule 515A.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://www.miaxoptions.com/filter/
wotitle/rule_filing, at MIAX’s principal
office, and at the Commission’s Public
Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to extend the
pilot period applicable to certain
aspects of the PRIME Auction which is
currently set to expire on July 18, 2015,
until July 18, 2016.
The current pilot allows PRIME
Agency Orders of any size to initiate a
PRIME Auction on MIAX at a price
which is at or better than the national
best bid or offer (‘‘NBBO’’).3 The
Exchange notes that other exchanges
provide the same functionality.4 The
Exchange implemented the pilot in
order to benefit customers through the
encouragement of the entry of more
orders into the PRIME Auction, thus
3 The Exchange notes that prior to the pilot, for
PRIME Agency Orders for less than 50 standard
option contracts or 500 mini-option contracts, the
Initiating Member must stop the entire PRIME
Agency Order as principal or with a solicited order
at the better of the NBBO price improved by a $0.01
increment or the PRIME Agency Order’s limit price
(if the order is a limit order). In addition, to initiate
the PRIME Auction for auto-match submissions, the
Initiating Member must stop the PRIME Agency
Order for less than 50 standard option contracts or
500 mini-option contracts at better of the NBBO
price improved by a $0.01 increment or the PRIME
Agency Order’s limit price. See Securities Exchange
Act Release No. 73590 (November 13, 2014), 79
68919 (November 19, 2014) (SR–MIAX–2014–56).
See also Securities Exchange Act Release Nos.
72009 (April 23, 2014), 79 FR 24032 (April 29,
2014) (SR–MIAX–2014–20); 72418 (June 18, 2014),
79 FR 35833 (June 24, 2014) (SR–MIAX–2014–23).
4 See PHLX Rule 1080(n).
PO 00000
Frm 00156
Fmt 4703
Sfmt 4703
making it more likely that such orders
may receive price improvement. The
Exchange believes that the pilot attracts
order flow and promotes competition
and price improvement opportunities
for Agency Orders of fewer than 50
contracts. The Exchange believes that
extending the pilot period is appropriate
because it would allow the Exchange
and the Commission additional time to
analyze data regarding the pilot that the
Exchange has committed to provide.
In the original filing, the Exchange
committed to periodically submitting
reports based on the comprehensive list
of the data that the Exchange
represented that it will collect in order
to aid the Commission in its evaluation
of the PRIME that incorporates the
changes proposed.5 As of August 1,
2015, the Exchange will submit periodic
reports based on the revised list of data
detailed in Exhibit 3 of this proposal.
Any raw data which is submitted to the
Commission pursuant to the pilot will
be provided on a confidential basis. In
further support of this proposal, the
Exchange represents that it will provide
certain additional data requested by the
Commission regarding trading in the
PRIME Auction for the six (6) month
period from January 1, 2015 to June 30,
2015. The Exchange agrees to provide
this data by January 18, 2016 and to
make the summary of the data provided
to the Commission publicly available.
The Exchange continues to believe that
there remains meaningful competition
for all size orders and that there is an
active and liquid market functioning on
the Exchange outside of the PRIME
Auction. The Exchange also continues
to believe that there are significant
opportunities for price improvement
available in the PRIME Auction. The
Exchange believes the additional data
will substantiate the Exchange’s belief
and provide further evidence in support
of permanent approval of the pilot.
2. Statutory Basis
MIAX believes that its proposed rule
change is consistent with section 6(b) of
the Act 6 in general, and furthers the
objectives of section 6(b)(5) of the Act 7
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
5 See Proposed Rule 515A, Interpretations and
Policies .08. A comprehensive list of the data that
the Exchange represented that it will collect is
available in Exhibit 3 of SR–MIAX–2014–23. See
also Securities Exchange Act Release Nos. 72009
(April 23, 2014), 79 FR 24032 (April 29, 2014) (SR–
MIAX–2014–20); 72418 (June 18, 2014), 79 FR
35833 (June 24, 2014) (SR–MIAX–2014–23).
6 15 U.S.C. 78f(b).
7 15 U.S.C. 78f(b)(5).
E:\FR\FM\24JYN1.SGM
24JYN1
Agencies
[Federal Register Volume 80, Number 142 (Friday, July 24, 2015)]
[Notices]
[Pages 44172-44174]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-18133]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-75489; File No. SR-BOX-2015-26]
Self-Regulatory Organizations; BOX Options Exchange LLC; Notice
of Filing and Immediate Effectiveness of a Proposed Rule Change To Add
Interpretive Material to BOX Rule 8050 To Indicate That Market Makers
Will Not Be Obligated To Quote in Adjusted Option Series and To Define
What Qualifies as an Adjusted Options Series
July 20, 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 July 10, 2015, BOX Options Exchange LLC (the ``Exchange'')
filed with the Securities and Exchange Commission (``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.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of the
Substance of the Proposed Rule Change
The Exchange proposes to add Interpretive Material (``IM-8050-2'')
to BOX Rule 8050 (Market Maker Quotations) to indicate that Market
Makers will not be obligated to quote in adjusted option series and to
define what qualifies as an adjusted options series. The text of the
proposed rule change is available from the principal office of the
Exchange, at the Commission's Public Reference Room and also on the
Exchange's Internet Web site at https://boxexchange.com.
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 proposes to add Interpretive Material (``IM-8050-2'')
to BOX Rule 8050 (Market Maker Quotations) to indicate that Market
Makers will not be obligated to quote in adjusted option series and to
define what qualifies as an adjusted options series. This is a
competitive filing that is based on a proposal submitted by NYSE Arca,
Inc. (``NYSE Arca'') and approved by the Commission.\3\
---------------------------------------------------------------------------
\3\ See Securities Exchange Act Release No. 65573 (October 14,
2011), 76 FR 65305 (October 20, 2011) (Order Approving SR-NYSEArca-
2011-59). See also NYSE Arca Rule 6.37B Market Maker Quotations--OX.
---------------------------------------------------------------------------
BOX Rule 8050 discusses the quoting obligations that are applicable
to Market Makers on the Exchange. The Rule states that, in addition to
other requirements, Market Makers must post valid quotes throughout the
trading day in its appointed classes at least sixty percent (60%) of
the time the classes are open for trading.
The Exchange proposes to define ``adjusted series'' for the purpose
of BOX Rule 8050. An ``adjusted series'' under the Rule would be
defined as an option series wherein, as a result of a corporate action
by the issuer of the underlying security, one option contract in the
series represents the delivery of other than 100 shares of underlying
stock or Exchange Traded Fund Shares.
After a corporate action and a subsequent adjustment to the
existing options, the series in question are identified by the Options
Price Reporting Authority (``OPRA'') and at Options Clearing
Corporation (``OCC'') with a separate symbol consisting of the
underlying symbol and a numerical appendage. As a standard procedure,
exchanges listing options on an underlying security which undergoes a
corporate action resulting in adjusted series will list new standard
option series across all appropriate expiration months the day after
the existing series are adjusted. The adjusted series are generally
active for a short period of time following adjustment, but orders to
open an options position in the underlying are almost exclusively
placed in the new standard contracts. Although the adjusted series may
not expire for as much as 27 months, in a short time the adjusted
series become inactive. Thus, the burden of quoting these series
generally outweighs the benefit of being appointed in the class because
of the lack of interest in the series by various market participants.
The proposed rule change is similar to the NYSE Arca rule, in that
the Exchange is merely proposing to exclude the adjusted series from
the continuous quoting obligation, but not from other obligations under
BOX Rule 8050. The NYSE Arca rule excludes adjusted option series, and
series with a time to expiration of nine months or greater, for options
on equities and Exchange Traded Fund Shares, and series with a time to
expiration of twelve months or greater for Index options. Similar to
NYSE Arca, BOX already excludes from continuous quoting requirements
options series where the time to expiration is greater than nine (9)
months,\4\ and is now proposing to add the exclusion of adjusted
series. Of particular note, the proposal would not excuse a Market
[[Page 44173]]
Maker from the obligation, when called upon by an Exchange Official, to
submit a single valid two-sided quote or maintain continuous quotes in
one or more series of an option class within the Market Maker's
appointment whenever, in the judgment of such Exchange Official, it is
necessary to do so in the interest of maintaining fair and orderly
markets.\5\
---------------------------------------------------------------------------
\4\ See BOX Rule 5070(a).
\5\ See BOX Rule 8050(c)(4).
---------------------------------------------------------------------------
The current quoting obligation in such illiquid series is a minor
part of a Market Maker's overall obligation, and the proposed modicum
of relief is mitigated by the obligation to respond to a request for
quote from an Exchange Official. Because of the lack of interest in
such series, there is little demonstrable benefit to being a Market
Maker in them other than the ability to maintain Market Maker margins
for what little activity may occur. In addition, the burden of
continuous quoting in these series is counter to efforts to mitigate
the number of quotes collected and disseminated.
The Exchange believes that the proposed rule change should incent
Market Makers to continue appointments and thereby expand liquidity in
options classes listed on the Exchange to the benefit of the Exchange
and its Participants and public customers.
Additionally, the Exchange recently amended BOX Rule 7300
(Preferenced Orders) \6\ by adding, among other things, the language of
``non-adjusted options series'' to indicate that a Preferred Market
Maker will not be obligated to maintain continuous quotes in adjusted
series and to define the term adjusted options series. The Exchange
believes that this proposed rule change will harmonize the quoting
obligations in adjusted series for Preferred Market Makers and Market
Makers on the Exchange.
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\6\ See Securities Exchange Act Release No. 74952 (May 13,
2015), 80 FR 28738 (May 19, 2015) (Notice of Filing and Immediate
Effectiveness of SR-BOX-2015-19).
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2. Statutory Basis
The Exchange believes that the proposal is consistent with the
requirements of section 6(b) of the Securities Exchange Act of 1934
(the ``Act''),\7\ in general, and section 6(b)(5) of the Act,\8\ in
particular, in that it is designed to prevent fraudulent and
manipulative acts and practices, to promote just and equitable
principles of trade, to foster cooperation and coordination with
persons engaged in facilitating transactions in securities, to remove
impediments to and perfect the 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 Exchange believes that, on balance,
the elimination of the continuous quoting obligations in adjusted
series is a minor change and should not impact the quality of BOX's
market. Among other things, adjusted series are not common, and trading
interest is often very low after the corporate event has passed.
Consequently, continuous quotes in such series increases quote traffic
and burdens systems without a corresponding benefit. By not requiring
Market Makers to continuously quote in such series, the Exchange's
proposal would further its goal of measured quote mitigation. Further,
while they will not be tasked with continually quoting such series,
Market Makers will be obligated to quote the series when called upon by
an Exchange Official. Accordingly, the proposal supports the quality of
BOX's market by helping to ensure that Market Makers will continue to
be obligated to quote in adjusted series when the need arises.
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\7\ 15 U.S.C. 78f(b).
\8\ 15 U.S.C. 78f(b)(5).
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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 not necessary or appropriate in
furtherance of the purposes of the Act. In this regard and as indicated
above, the Exchange notes that the rule change is being proposed as a
competitive response to a filing submitted by NYSE Arca and approved by
the Commission.\9\ Accordingly, the Exchange believes that the proposed
rule change should incent Market Makers to continue appointments and
thereby expand liquidity in options classes listed on the Exchange to
the benefit of the Exchange and its Participants and public customers.
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\9\ See supra, note 3.
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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 neither solicited nor received comments on the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
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 for 30
days from the date on which it was filed, or such shorter time as the
Commission may designate if consistent with the protection of investors
and the public interest, the proposed rule change has become effective
pursuant to section 19(b)(3)(A) of the Act \10\ and Rule 19b-4(f)(6)
thereunder.\11\
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\10\ 15 U.S.C. 78s(b)(3)(A).
\11\ 17 CFR 240.19b-4(f)(6). As required under Rule 19b-
4(f)(6)(iii), the Exchange provided the Commission with written
notice of its 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.
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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 necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act. If the Commission
takes such action, the Commission shall institute proceedings 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-BOX-2015-26 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-BOX-2015-26. 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
[[Page 44174]]
Commission, and all written communications relating to the proposed
rule change between the Commission and any person, other than those
that may be withheld from the public in accordance with the provisions
of 5 U.S.C. 552, will be available for Web site viewing and printing in
the Commission's Public Reference Room, 100 F Street NE., Washington,
DC 20549 on official business days between the hours of 10:00 a.m. and
3:00 p.m. Copies of such filing also will be available for inspection
and copying at the principal office of the Exchange. All comments
received will be posted without change; the Commission does not edit
personal identifying information from submissions. You should submit
only information that you wish to make available publicly. All
submissions should refer to File Number SR-BOX-2015-26, and should be
submitted on or before August 14, 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. 2015-18133 Filed 7-23-15; 8:45 am]
BILLING CODE 8011-01-P