Self-Regulatory Organizations; EDGX Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change to Rule 2.11, BATS Trading as Outbound Router, 51852-51855 [2015-21083]
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51852
Federal Register / Vol. 80, No. 165 / Wednesday, August 26, 2015 / Notices
All submissions should refer to File
Number SR–NASDAQ–2015–096 and
should be submitted on or before
September 16, 2015.
at www.batstrading.com, at the
principal office of the Exchange, and at
the Commission’s Public Reference
Room.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Robert W. Errett,
Deputy Secretary.
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.
[FR Doc. 2015–21080 Filed 8–25–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–75746; File No. SR–EDGX–
2015–37]
Self-Regulatory Organizations; EDGX
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change to Rule 2.11, BATS
Trading as Outbound Router
August 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 August
11, 2015, EDGX Exchange, Inc. (the
‘‘Exchange’’ or ‘‘EDGX’’) 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 Exchange. The Exchange has
designated this proposal as a ‘‘noncontroversial’’ proposed rule change
pursuant to Section 19(b)(3)(A) of the
Act 3 and Rule 19b–4(f)(6)(iii)
thereunder,4 which renders it effective
upon filing with the Commission. 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 filed a proposal to
amend Rule 2.11, BATS Trading as
Outbound Router, in order to conform to
the rules of BATS Exchange, Inc.
(‘‘BZX’’) and BATS Y-Exchange, Inc.
(‘‘BYX’’).5
The text of the proposed rule change
is available at the Exchange’s Web site
15 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A).
4 17 CFR 240.19b–4(f)(6)(iii).
5 See BZX and BYX Rules 2.11. See also
Securities Exchange Act Release Nos. 69744 (June
12, 2015), 78 FR 36612 (June 18, 2015) (SR–BYX–
2013–018); and 69744 (June 12, 2013), 78 FR 36621
(June 18, 2015) (SR–BATS–2013–032) (notices of
filing and immediate effectiveness of proposed rule
changes to amend BYX and BZX Rules 2.11,
entitled ‘‘BATS Trading, Inc. as Outbound Router’’).
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(A) Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
In early 2014, the Exchange and its
affiliate, EDGA Exchange, Inc.
(‘‘EDGA’’), received approval to effect a
merger (the ‘‘Merger’’) of the Exchange’s
parent company, Direct Edge Holdings
LLC, with BATS Global Markets, Inc.,
the parent of BZX and BYX (together
with EDGA, and EDGX, the ‘‘BGM
Affiliated Exchanges’’).6 In the context
of the Merger, the BGM Affiliated
Exchanges are working to align certain
system and regulatory functionality,
retaining only intended differences
between the BGM Affiliated Exchanges.
Thus, the proposal set forth below is
intended to amend Rule 2.11, BATS
Trading as an Outbound Router, to make
such Rule identical to the corresponding
Rule 2.11 on BZX and BYX. The
Exchange does not propose to alter its
current system functionality with regard
to its use of BATS Trading, Inc. (‘‘BATS
Trading’’) as an outbound router and its
use of an error account. Rather, the
proposed rule change is designed to
provide a consistent rule set across each
of the BGM Affiliated Exchanges.7
Pursuant to Exchange Rule 2.11, the
Exchange relies on BATS Trading to
provide outbound routing services from
itself to a routing destination. Rule 2.11
also provides the authority to the
Exchange or BATS Trading to cancel
orders on the Exchange’s equity
6 See Securities Exchange Act Release No. 71449
(January 30, 2014), 79 FR 6961 (February 5, 2014)
(SR–EDGX–2013–043; SR–EDGA–2013–034).
7 See BZX and BYX Rules 2.11. The Exchange
notes that EDGA intends to file a similar proposal
that will align the rules related to its use of BATS
Trading as an outbound router across each of the
BGM Affiliated Exchanges.
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securities platform when a technical or
system issue occurs. Rule 2.11 also
describes the operation of an error
account for BATS Trading. The
Exchange proposes to make the
amendments to Rule 2.11 described
below to align each subparagraph with
the corresponding subparagraph within
BZX and BYX Rules 2.11.8 Again, none
of these proposed changes alter the
authority of the Exchange or BATS
Trading to cancel orders that result from
a technical or system issue nor do they
amend the operation of an error account
for BATS Trading.
First, the Exchange proposes to make
the follow ministerial changes to Rule
2.11 to conform to BZX and BYX Rules
2.11, none of which amend the
substance or meaning of each section of
the rule:
• Add ‘‘, Inc.’’ after ‘‘BATS Trading’’
in the title of Rule 2.11 to align with the
title of BZX and BYX Rules 2.11; and
• Replace the word ‘‘accordance’’
with the word ‘‘compliance’’ in
subparagraph (a)(4) to align with BZX
and BYX Rules 2.11(a)(4);
None of the above changes alter the
meaning of each subparagraph. They are
simply intended to align each
subparagraph with the corresponding
subparagraph within Rule 2.11.
Second, the Exchange proposes to
amend Rule 2.11(a)(6) to align with BZX
and BYX Rules 2.11(a)(6). Rule
2.11(a)(6) will continue to provide that
the Exchange or BATS Trading may
cancel orders as either deems to be
necessary to maintain fair and orderly
markets if a technical or systems issue
occurs at the Exchange, BATS Trading
or a routing destination. The Exchange
proposes to replace: (i) The phrase ‘‘if
and when a systems, technical or
operational issue’’ with ‘‘if a technical
or systems issue’’; and (ii) the term
‘‘Trading Center’’ with ‘‘routing
destination.’’ Replacement of these
terms do not alter the meaning of Rule
2.11(a)(6). Rather, they simply align the
rule’s text with that of BZX and BYX
Rules 2.11(a)(6). To further align the
rule text with BZX and BYX Rules
2.11(a)(6), the Exchange proposes to
delete the phrase ‘‘of orders’’ from the
last sentence of Exchange Rule
2.11(a)(6). Rule 2.11(a)(6) will continue
to require that the Exchange or BATS
Trading provide notice of the
cancellation of orders to affected
Members as soon as practicable.
Third, the Exchange proposes to
amend Rule 2.11(a)(7) to align with BZX
8 The Exchange notes that it does not propose to
amend Rules 2.11(a)(1)—(3) and (b) as those
subparagraphs are identical to BZX and BYX Rules
2.11(a)(1)–(3) and (b).
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and BYX Rules 2.11(a)(7). Subparagraph
(a)(7) currently states the following:
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BATS Trading shall maintain an error
account for the purpose of liquidating an
error position when such position, in the
judgment of the Exchange or BATS Trading
subject to the factors described herein,
cannot be fairly and practicably assigned to
one or more Members in its entirety. An error
position can be acquired if it results from a
systems, technical or operational issue
experienced by BATS Trading, by the
Exchange or by a Trading Center to which
BATS Trading directed an outbound order.
The Exchange proposes to replace
subparagraph (a)(7) in its entirety. As
amended subparagraph (a)(7) would
define ‘‘Error Positions’’ as ‘‘positions
that are the result of an execution or
executions that are not clearly erroneous
under Rule 11.15 and result from a
technical or systems issue at BATS
Trading, the Exchange, a routing
destination, or a non-affiliate third-party
Routing Broker that affects one or more
orders.’’ Subparagraph (a)(7) would also
continue to state that BATS Trading will
maintain an error account for the
purpose of addressing Error Positions.
The assignment and liquidation of Error
Positions discussed under current
subparagraph (a)(7) will be addressed
under the proposed amendments to
subparagraph (a)(7)(D) discussed below.
Fourth, the Exchange proposes to
amend subparagraph (a)(7)(A) to add the
word ‘‘this’’ before ‘‘Rule 2.11(a)(7)’’
and capitalize reference to Error
Positions to align with BZX and BYX
Rules 2.11(a)(7)(A). Notwithstanding
these changes, subparagraph (a)(7)(A)
will continue to require that an Error
Position not include any position that
results from an order submitted by a
Member to the Exchange that is
executed on the Exchange and
automatically processed for clearance
and settlement on a locked-in basis.
Fifth, the Exchange proposes to
amend subparagraph (a)(7)(B) to
pluralize references to the term
‘‘position’’ to align with BZX and BYX
Rules 2.11(a)(7)(B). Subparagraph
(a)(7)(B) shall continue to require that,
except as provided in Rule 2.11(a)(7)(C)
(described below), BATS Trading not (i)
accept any positions in its error account
from an account of a Member, or (ii)
permit any Member to transfer any
positions from the Member’s account to
BATS Trading’s error account.
Sixth, the Exchange proposes to
amend subparagraph (a)(7)(C) to replace
reference to: (i) a ‘‘systems, technical or
operational issue’’ with ‘‘technical or
systems issue’’ and; (ii) ‘‘a Member’s
trade’’ with ‘‘a Member to a trade’’. As
amended, subparagraph (a)(7)(C) would
state that if a technical or systems issue
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results in the Exchange not having valid
clearing instructions for a Member to a
trade, BATS Trading may assume that
Member’s side of the trade so that the
trade can be automatically processed for
clearance and settlement on a locked-in
basis. These changes to align
subparagraph (a)(7)(C) with BZX and
BYX Rules 2.11(a)(7)(C) and do not alter
its meaning or application.
Lastly, the Exchange proposes to
replace subparagraphs (a)(7)(D), (E), and
(F) in their entirety with new
subparagraphs (D) and (E), the text of
which are identical to BZX and BYX
Rules 2.11(a)(7)(D) and (E).
Subparagraph (D) would state that, in
connection with a particular technical
or systems issue, BATS Trading or the
Exchange shall either (1) assign all
resulting Error Positions to Members in
accordance with paragraph (i) below, or
(2) have all resulting Error Positions
liquidated in accordance with
subparagraph (ii) below. This provision
is similar to current subparagraph
(a)(7)(D) and (E). Subparagraph (D)
would further require that any
determination to assign or liquidate
Error Positions, as well as any resulting
assignments, shall be made in a
nondiscriminatory fashion. This
provision is substantially similar to
current subparagraphs (a)(7)(F)(ii).
Proposed subparagraph (a)(7)(D)(i)
would govern the assignment of Error
Positions. Specifically, BATS Trading or
the Exchange are required to assign all
Error Positions resulting from a
particular technical or systems issue to
the Members affected by that technical
or systems issue if BATS Trading or the
Exchange: (i) Determines under
proposed subparagraph (a)(7)(D)(i)(1)
that it has accurate and sufficient
information (including valid clearing
information) to assign the positions to
all of the Members affected by that
technical or systems issue; (ii)
determines under proposed
subparagraph (a)(7)(D)(i)(2) that it has
sufficient time pursuant to normal
clearance and settlement deadlines to
evaluate the information necessary to
assign the positions to all of the
Members affected by that technical or
systems issue; and (iii) has not
determined under proposed
subparagraph (a)(7)(D)(i)(3) to cancel all
orders affected by that technical or
systems issue in accordance with
subparagraph (a)(6) discussed above.
These provisions are similar to current
subparagraphs (a)(7)(D)(i) and (ii) as
well as current subparagraphs (a)(7)(F)
and (F)(i).
Proposed subparagraph (a)(7)(D)(ii)
would govern the liquidation of Error
Positions. Under proposed
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51853
subparagraph (a)(7)(D)(ii) BATS Trading
must liquidate any Error Positions as
soon as practicable where it or the
Exchange is unable to assign all Error
Positions resulting from a particular
technical or systems issue to all of the
affected Members in accordance with
subparagraph (D) discussed above, or if
BATS Trading or the Exchange
determines to cancel all orders affected
by the technical or systems issue in
accordance with subparagraph (a)(6)
above. This provision is substantially
similar to current subparagraphs
(a)(7)(E).
In liquidating such Error Positions,
proposed subparagraph (a)(7)(D)(ii)(1)
and (2) require BATS Trading to: (i)
Provide complete time and price
discretion for the trading to liquidate
the Error Positions to a third-party
broker-dealer and shall not attempt to
exercise any influence or control over
the timing or methods of such trading;
and (ii) establish and enforce policies
and procedures that are reasonably
designed to restrict the flow of
confidential and proprietary
information between the third-party
broker-dealer and BATS Trading/the
Exchange associated with the
liquidation of the Error Positions. These
provisions are similar to current
subparagraphs (a)(7)(E)(i) and (ii).
Proposed subparagraph (a)(7)(E)
would require BATS Trading and the
Exchange to make and keep records to
document all determinations to treat
positions as Error Positions and all
determinations for the assignment of
Error Positions to Members or the
liquidation of Error Positions, as well as
records associated with the liquidation
of Error Positions through the thirdparty broker-dealer. This provision is
substantially similar to current
subparagraphs (a)(7)(F)(ii).
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the requirements of the Act and the
rules and regulations thereunder that
are applicable to a national securities
exchange, and, in particular, with the
requirements of Section 6(b) of the Act.9
Specifically, the proposed change is
consistent with Section 6(b)(5) of the
Act,10 because it is designed to promote
just and equitable principles of trade, 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. The Exchange does not
propose to alter its current system
9 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
10 15
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Federal Register / Vol. 80, No. 165 / Wednesday, August 26, 2015 / Notices
functionality with regard the treatment
of Error Positions set forth under current
Exchange Rules. Rather, the proposed
rule change is designed to provide a
consistent rule set across each of the
BGM Affiliated Exchanges. As
mentioned above, the proposed rule
changes, combined with the planned
filing for EDGA,11 would allow the BGM
Affiliated Exchanges to provide a
consistent set of rules as it relates to the
treatment of Error Positions across each
of the BGM Affiliated Exchanges.
Consistent rules, in turn, will simplify
the regulatory requirements for
Members of the Exchange that are also
participants on EDGA, BZX and/or BYX.
The proposed rule change would
provide greater harmonization between
rules of similar purpose on the BGM
Affiliated Exchanges, resulting in
greater uniformity and less burdensome
and more efficient regulatory
compliance and understanding of
Exchange Rules. As such, the proposed
rule change would foster cooperation
and coordination with persons engaged
in facilitating transactions in securities
and would remove impediments to and
perfect the mechanism of a free and
open market and a national market
system. Similarly, the Exchange also
believes that, by harmonizing the rules
and across each BGM Affiliated
Exchange with respect to the treatment
of Error Positions, the proposal will
provide consistent rules and
methodology for handling Error
Positions across the BGM Affiliated
Exchanges, meaning that the proposed
rule change is equitable and will
promote fairness in the market place.
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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. To the
contrary, allowing the Exchange to
implement substantively identical rules
across each of the BGM Affiliated
Exchanges regarding the treatment of
Error Positions does not present any
competitive issues, but rather is
designed to provide greater
harmonization among Exchange, EDGA,
BYX, and BZX rules of similar purpose.
(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 written comments on the
proposed rule change.
11 See
supra note 7.
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III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The Exchange has designated this rule
filing as non-controversial under
Section 19(b)(3)(A) of the Act 12 and
paragraph (f)(6) of Rule 19b–4
thereunder.13 The proposed rule change
effects a change that (A) does not
significantly affect the protection of
investors or the public interest; (B) does
not impose any significant burden on
competition; and (C) by its terms, does
not become operative for 30 days after
the date of the filing, or such shorter
time as the Commission may designate
if consistent with the protection of
investors and the public interest;
provided that the self-regulatory
organization has given the Commission
written notice of its intent to file the
proposed rule change, along with a brief
description and 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.14
A proposed rule change filed under
Rule 19b–4(f)(6) 15 normally does not
become operative prior to 30 days after
the date of the filing. However, pursuant
to Rule 19b4(f)(6)(iii),16 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 Exchange
believes that waiver of the 30-day
operative delay would benefit investors
because it will allow the Exchange to
have consistent rules across each of the
BGM Affiliated Exchanges regarding the
treatment of Error Positions. The
Exchange also notes that the proposed
rule change does not alter its current
system functionality with regard to the
treatment of Error Positions set forth
under current Exchange Rules. The
Commission believes that waiving the
30-day operative delay is consistent
with the protection of investors and the
public interest as it will harmonize the
treatment of Error Positions across the
BGM Affiliated Exchanges. Therefore,
the Commission hereby waives the 30day operative delay and designates the
proposed rule change to be operative
upon filing with the Commission.17
12 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4.
14 The Exchange has fulfilled this requirement.
15 17 CFR 240.19b–4(f)(6).
16 17 CFR 240.19b–4(f)(6)(iii).
17 For purposes only of waiving the operative date
of this proposal, the Commission has considered
13 17
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At any time within 60 days of the
filing of the proposed rule change, the
Commission may summarily
temporarily suspend such rule change if
it appears to the Commission that such
action is: (1) Necessary or appropriate in
the public interest; (2) for the protection
of investors; or (3) 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 proposal 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 No. SR–
EDGX–2015–37 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File No.
SR–EDGX–2015–37. 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 such
filing will also be available for
inspection and copying at the principal
office of the Exchange. All comments
the proposed rule’s impact on efficiency,
competition, and capital formation. 15 U.S.C. 78c(f).
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received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File No. SR–EDGX–
2015–37 and should be submitted on or
before September 16, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.18
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–21083 Filed 8–25–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–75745; File No. SR–EDGA–
2015–32]
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.
Self-Regulatory Organizations; EDGA
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change to Rule 2.11, BATS
Trading as Outbound Router
(A) Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
August 20, 2015.
In early 2014, the Exchange and its
affiliate, EDGX Exchange, Inc.
(‘‘EDGX’’), received approval to effect a
merger (the ‘‘Merger’’) of the Exchange’s
parent company, Direct Edge Holdings
LLC, with BATS Global Markets, Inc.,
the parent of BZX and BYX (together
with EDGA, and EDGX, the ‘‘BGM
Affiliated Exchanges’’).6 In the context
of the Merger, the BGM Affiliated
Exchanges are working to align certain
system and regulatory functionality,
retaining only intended differences
between the BGM Affiliated Exchanges.
Thus, the proposal set forth below is
intended to amend Rule 2.11, BATS
Trading as an Outbound Router, to make
such Rule identical to the corresponding
Rule 2.11 on BZX and BYX. The
Exchange does not propose to alter its
current system functionality with regard
to its use of BATS Trading, Inc. (‘‘BATS
Trading’’) as an outbound router and its
use of an error account. Rather, the
proposed rule change is designed to
provide a consistent rule set across each
of the BGM Affiliated Exchanges.7
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 August
11, 2015, EDGA Exchange, Inc. (the
‘‘Exchange’’ or ‘‘EDGA’’) 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 Exchange. The Exchange has
designated this proposal as a ‘‘noncontroversial’’ proposed rule change
pursuant to Section 19(b)(3)(A) of the
Act 3 and Rule 19b–4(f)(6)(iii)
thereunder,4 which renders it effective
upon filing with the Commission. 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
rmajette on DSK7SPTVN1PROD with NOTICES
The Exchange filed a proposal to
amend Rule 2.11, BATS Trading as
Outbound Router, in order to conform to
the rules of BATS Exchange, Inc.
(‘‘BZX’’) and BATS Y-Exchange, Inc.
(‘‘BYX’’).5
18 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A).
4 17 CFR 240.19b–4(f)(6)(iii).
5 See BZX and BYX Rules 2.11. See also
Securities Exchange Act Release Nos. 69744 (June
12, 2015), 78 FR 36612 (June 18, 2015) (SR–BYX–
1 15
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1. Purpose
2013–018); and 69744 (June 12, 2013), 78 FR 36621
(June 18, 2015) (SR–BATS–2013–032) (notices of
filing and immediate effectiveness of proposed rule
changes to amend BYX and BZX Rules 2.11,
entitled ‘‘BATS Trading, Inc. as Outbound Router’’).
6 See Securities Exchange Act Release No. 71449
(January 30, 2014), 79 FR 6961 (February 5, 2014)
(SR–EDGX–2013–043; SR–EDGA–2013–034).
7 See BZX and BYX Rules 2.11. The Exchange
notes that EDGX intends to file a similar proposal
that will align the rules related to its use of BATS
Trading as an outbound router across each of the
BGM Affiliated Exchanges.
PO 00000
Frm 00091
Fmt 4703
Sfmt 4703
51855
Pursuant to Exchange Rule 2.11, the
Exchange relies on BATS Trading to
provide outbound routing services from
itself to a routing destination. Rule 2.11
also provides the authority to the
Exchange or BATS Trading to cancel
orders on the Exchange’s equity
securities platform when a technical or
system issue occurs. Rule 2.11 also
describes the operation of an error
account for BATS Trading. The
Exchange proposes to make the
amendments to Rule 2.11 described
below to align each subparagraph with
the corresponding subparagraph within
BZX and BYX Rules 2.11.8 Again, none
of these proposed changes alter the
authority of the Exchange or BATS
Trading to cancel orders that result from
a technical or system issue nor do they
amend the operation of an error account
for BATS Trading.
First, the Exchange proposes to make
the follow ministerial changes to Rule
2.11 to conform to BZX and BYX Rules
2.11, none of which amend the
substance or meaning of each section of
the rule:
• Add ‘‘, Inc.’’ after ‘‘BATS Trading’’
in the title of Rule 2.11 to align with the
title of BZX and BYX Rules 2.11; and
• Replace the word ‘‘accordance’’
with the word ‘‘compliance’’ in
subparagraph (a)(4) to align with BZX
and BYX Rules 2.11(a)(4);
None of the above changes alter the
meaning of each subparagraph. They are
simply intended to align each
subparagraph with the corresponding
subparagraph within Rule 2.11.
Second, the Exchange proposes to
amend Rule 2.11(a)(6) to align with BZX
and BYX Rules 2.11(a)(6). Rule
2.11(a)(6) will continue to provide that
the Exchange or BATS Trading may
cancel orders as either deems to be
necessary to maintain fair and orderly
markets if a technical or systems issue
occurs at the Exchange, BATS Trading
or a routing destination. The Exchange
proposes to replace: (i) The phrase ‘‘if
and when a systems, technical or
operational issue’’ with ‘‘if a technical
or systems issue’’; and (ii) the term
‘‘Trading Center’’ with ‘‘routing
destination.’’ Replacement of these
terms do not alter the meaning of Rule
2.11(a)(6). Rather, they simply align the
rule’s text with that of BZX and BYX
Rules 2.11(a)(6). To further align the
rule text with BZX and BYX Rules
2.11(a)(6), the Exchange proposes to
delete the phrase ‘‘of orders’’ from the
last sentence of Exchange Rule
8 The Exchange notes that it does not propose to
amend Rules 2.11(a)(1)–(3) and (b) as those
subparagraph are identical to BZX and BYX Rules
2.11(a)(1)–(3) and (b).
E:\FR\FM\26AUN1.SGM
26AUN1
Agencies
[Federal Register Volume 80, Number 165 (Wednesday, August 26, 2015)]
[Notices]
[Pages 51852-51855]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-21083]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-75746; File No. SR-EDGX-2015-37]
Self-Regulatory Organizations; EDGX Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of a Proposed Rule Change to Rule
2.11, BATS Trading as Outbound Router
August 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 August 11, 2015, EDGX Exchange, Inc. (the ``Exchange'' or
``EDGX'') 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 Exchange. The Exchange
has designated this proposal as a ``non-controversial'' proposed rule
change pursuant to Section 19(b)(3)(A) of the Act \3\ and Rule 19b-
4(f)(6)(iii) thereunder,\4\ which renders it effective upon filing with
the Commission. 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.
\3\ 15 U.S.C. 78s(b)(3)(A).
\4\ 17 CFR 240.19b-4(f)(6)(iii).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange filed a proposal to amend Rule 2.11, BATS Trading as
Outbound Router, in order to conform to the rules of BATS Exchange,
Inc. (``BZX'') and BATS Y-Exchange, Inc. (``BYX'').\5\
---------------------------------------------------------------------------
\5\ See BZX and BYX Rules 2.11. See also Securities Exchange Act
Release Nos. 69744 (June 12, 2015), 78 FR 36612 (June 18, 2015) (SR-
BYX-2013-018); and 69744 (June 12, 2013), 78 FR 36621 (June 18,
2015) (SR-BATS-2013-032) (notices of filing and immediate
effectiveness of proposed rule changes to amend BYX and BZX Rules
2.11, entitled ``BATS Trading, Inc. as Outbound Router'').
---------------------------------------------------------------------------
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
In early 2014, the Exchange and its affiliate, EDGA Exchange, Inc.
(``EDGA''), received approval to effect a merger (the ``Merger'') of
the Exchange's parent company, Direct Edge Holdings LLC, with BATS
Global Markets, Inc., the parent of BZX and BYX (together with EDGA,
and EDGX, the ``BGM Affiliated Exchanges'').\6\ In the context of the
Merger, the BGM Affiliated Exchanges are working to align certain
system and regulatory functionality, retaining only intended
differences between the BGM Affiliated Exchanges. Thus, the proposal
set forth below is intended to amend Rule 2.11, BATS Trading as an
Outbound Router, to make such Rule identical to the corresponding Rule
2.11 on BZX and BYX. The Exchange does not propose to alter its current
system functionality with regard to its use of BATS Trading, Inc.
(``BATS Trading'') as an outbound router and its use of an error
account. Rather, the proposed rule change is designed to provide a
consistent rule set across each of the BGM Affiliated Exchanges.\7\
---------------------------------------------------------------------------
\6\ See Securities Exchange Act Release No. 71449 (January 30,
2014), 79 FR 6961 (February 5, 2014) (SR-EDGX-2013-043; SR-EDGA-
2013-034).
\7\ See BZX and BYX Rules 2.11. The Exchange notes that EDGA
intends to file a similar proposal that will align the rules related
to its use of BATS Trading as an outbound router across each of the
BGM Affiliated Exchanges.
---------------------------------------------------------------------------
Pursuant to Exchange Rule 2.11, the Exchange relies on BATS Trading
to provide outbound routing services from itself to a routing
destination. Rule 2.11 also provides the authority to the Exchange or
BATS Trading to cancel orders on the Exchange's equity securities
platform when a technical or system issue occurs. Rule 2.11 also
describes the operation of an error account for BATS Trading. The
Exchange proposes to make the amendments to Rule 2.11 described below
to align each subparagraph with the corresponding subparagraph within
BZX and BYX Rules 2.11.\8\ Again, none of these proposed changes alter
the authority of the Exchange or BATS Trading to cancel orders that
result from a technical or system issue nor do they amend the operation
of an error account for BATS Trading.
---------------------------------------------------------------------------
\8\ The Exchange notes that it does not propose to amend Rules
2.11(a)(1)--(3) and (b) as those subparagraphs are identical to BZX
and BYX Rules 2.11(a)(1)-(3) and (b).
---------------------------------------------------------------------------
First, the Exchange proposes to make the follow ministerial changes
to Rule 2.11 to conform to BZX and BYX Rules 2.11, none of which amend
the substance or meaning of each section of the rule:
Add ``, Inc.'' after ``BATS Trading'' in the title of Rule
2.11 to align with the title of BZX and BYX Rules 2.11; and
Replace the word ``accordance'' with the word
``compliance'' in subparagraph (a)(4) to align with BZX and BYX Rules
2.11(a)(4);
None of the above changes alter the meaning of each subparagraph.
They are simply intended to align each subparagraph with the
corresponding subparagraph within Rule 2.11.
Second, the Exchange proposes to amend Rule 2.11(a)(6) to align
with BZX and BYX Rules 2.11(a)(6). Rule 2.11(a)(6) will continue to
provide that the Exchange or BATS Trading may cancel orders as either
deems to be necessary to maintain fair and orderly markets if a
technical or systems issue occurs at the Exchange, BATS Trading or a
routing destination. The Exchange proposes to replace: (i) The phrase
``if and when a systems, technical or operational issue'' with ``if a
technical or systems issue''; and (ii) the term ``Trading Center'' with
``routing destination.'' Replacement of these terms do not alter the
meaning of Rule 2.11(a)(6). Rather, they simply align the rule's text
with that of BZX and BYX Rules 2.11(a)(6). To further align the rule
text with BZX and BYX Rules 2.11(a)(6), the Exchange proposes to delete
the phrase ``of orders'' from the last sentence of Exchange Rule
2.11(a)(6). Rule 2.11(a)(6) will continue to require that the Exchange
or BATS Trading provide notice of the cancellation of orders to
affected Members as soon as practicable.
Third, the Exchange proposes to amend Rule 2.11(a)(7) to align with
BZX
[[Page 51853]]
and BYX Rules 2.11(a)(7). Subparagraph (a)(7) currently states the
following:
BATS Trading shall maintain an error account for the purpose of
liquidating an error position when such position, in the judgment of
the Exchange or BATS Trading subject to the factors described
herein, cannot be fairly and practicably assigned to one or more
Members in its entirety. An error position can be acquired if it
results from a systems, technical or operational issue experienced
by BATS Trading, by the Exchange or by a Trading Center to which
BATS Trading directed an outbound order.
The Exchange proposes to replace subparagraph (a)(7) in its
entirety. As amended subparagraph (a)(7) would define ``Error
Positions'' as ``positions that are the result of an execution or
executions that are not clearly erroneous under Rule 11.15 and result
from a technical or systems issue at BATS Trading, the Exchange, a
routing destination, or a non-affiliate third-party Routing Broker that
affects one or more orders.'' Subparagraph (a)(7) would also continue
to state that BATS Trading will maintain an error account for the
purpose of addressing Error Positions. The assignment and liquidation
of Error Positions discussed under current subparagraph (a)(7) will be
addressed under the proposed amendments to subparagraph (a)(7)(D)
discussed below.
Fourth, the Exchange proposes to amend subparagraph (a)(7)(A) to
add the word ``this'' before ``Rule 2.11(a)(7)'' and capitalize
reference to Error Positions to align with BZX and BYX Rules
2.11(a)(7)(A). Notwithstanding these changes, subparagraph (a)(7)(A)
will continue to require that an Error Position not include any
position that results from an order submitted by a Member to the
Exchange that is executed on the Exchange and automatically processed
for clearance and settlement on a locked-in basis.
Fifth, the Exchange proposes to amend subparagraph (a)(7)(B) to
pluralize references to the term ``position'' to align with BZX and BYX
Rules 2.11(a)(7)(B). Subparagraph (a)(7)(B) shall continue to require
that, except as provided in Rule 2.11(a)(7)(C) (described below), BATS
Trading not (i) accept any positions in its error account from an
account of a Member, or (ii) permit any Member to transfer any
positions from the Member's account to BATS Trading's error account.
Sixth, the Exchange proposes to amend subparagraph (a)(7)(C) to
replace reference to: (i) a ``systems, technical or operational issue''
with ``technical or systems issue'' and; (ii) ``a Member's trade'' with
``a Member to a trade''. As amended, subparagraph (a)(7)(C) would state
that if a technical or systems issue results in the Exchange not having
valid clearing instructions for a Member to a trade, BATS Trading may
assume that Member's side of the trade so that the trade can be
automatically processed for clearance and settlement on a locked-in
basis. These changes to align subparagraph (a)(7)(C) with BZX and BYX
Rules 2.11(a)(7)(C) and do not alter its meaning or application.
Lastly, the Exchange proposes to replace subparagraphs (a)(7)(D),
(E), and (F) in their entirety with new subparagraphs (D) and (E), the
text of which are identical to BZX and BYX Rules 2.11(a)(7)(D) and (E).
Subparagraph (D) would state that, in connection with a particular
technical or systems issue, BATS Trading or the Exchange shall either
(1) assign all resulting Error Positions to Members in accordance with
paragraph (i) below, or (2) have all resulting Error Positions
liquidated in accordance with subparagraph (ii) below. This provision
is similar to current subparagraph (a)(7)(D) and (E). Subparagraph (D)
would further require that any determination to assign or liquidate
Error Positions, as well as any resulting assignments, shall be made in
a nondiscriminatory fashion. This provision is substantially similar to
current subparagraphs (a)(7)(F)(ii).
Proposed subparagraph (a)(7)(D)(i) would govern the assignment of
Error Positions. Specifically, BATS Trading or the Exchange are
required to assign all Error Positions resulting from a particular
technical or systems issue to the Members affected by that technical or
systems issue if BATS Trading or the Exchange: (i) Determines under
proposed subparagraph (a)(7)(D)(i)(1) that it has accurate and
sufficient information (including valid clearing information) to assign
the positions to all of the Members affected by that technical or
systems issue; (ii) determines under proposed subparagraph
(a)(7)(D)(i)(2) that it has sufficient time pursuant to normal
clearance and settlement deadlines to evaluate the information
necessary to assign the positions to all of the Members affected by
that technical or systems issue; and (iii) has not determined under
proposed subparagraph (a)(7)(D)(i)(3) to cancel all orders affected by
that technical or systems issue in accordance with subparagraph (a)(6)
discussed above. These provisions are similar to current subparagraphs
(a)(7)(D)(i) and (ii) as well as current subparagraphs (a)(7)(F) and
(F)(i).
Proposed subparagraph (a)(7)(D)(ii) would govern the liquidation of
Error Positions. Under proposed subparagraph (a)(7)(D)(ii) BATS Trading
must liquidate any Error Positions as soon as practicable where it or
the Exchange is unable to assign all Error Positions resulting from a
particular technical or systems issue to all of the affected Members in
accordance with subparagraph (D) discussed above, or if BATS Trading or
the Exchange determines to cancel all orders affected by the technical
or systems issue in accordance with subparagraph (a)(6) above. This
provision is substantially similar to current subparagraphs (a)(7)(E).
In liquidating such Error Positions, proposed subparagraph
(a)(7)(D)(ii)(1) and (2) require BATS Trading to: (i) Provide complete
time and price discretion for the trading to liquidate the Error
Positions to a third-party broker-dealer and shall not attempt to
exercise any influence or control over the timing or methods of such
trading; and (ii) establish and enforce policies and procedures that
are reasonably designed to restrict the flow of confidential and
proprietary information between the third-party broker-dealer and BATS
Trading/the Exchange associated with the liquidation of the Error
Positions. These provisions are similar to current subparagraphs
(a)(7)(E)(i) and (ii).
Proposed subparagraph (a)(7)(E) would require BATS Trading and the
Exchange to make and keep records to document all determinations to
treat positions as Error Positions and all determinations for the
assignment of Error Positions to Members or the liquidation of Error
Positions, as well as records associated with the liquidation of Error
Positions through the third-party broker-dealer. This provision is
substantially similar to current subparagraphs (a)(7)(F)(ii).
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the requirements of the Act and the rules and regulations
thereunder that are applicable to a national securities exchange, and,
in particular, with the requirements of Section 6(b) of the Act.\9\
Specifically, the proposed change is consistent with Section 6(b)(5) of
the Act,\10\ because it is designed to promote just and equitable
principles of trade, 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. The Exchange
does not propose to alter its current system
[[Page 51854]]
functionality with regard the treatment of Error Positions set forth
under current Exchange Rules. Rather, the proposed rule change is
designed to provide a consistent rule set across each of the BGM
Affiliated Exchanges. As mentioned above, the proposed rule changes,
combined with the planned filing for EDGA,\11\ would allow the BGM
Affiliated Exchanges to provide a consistent set of rules as it relates
to the treatment of Error Positions across each of the BGM Affiliated
Exchanges. Consistent rules, in turn, will simplify the regulatory
requirements for Members of the Exchange that are also participants on
EDGA, BZX and/or BYX. The proposed rule change would provide greater
harmonization between rules of similar purpose on the BGM Affiliated
Exchanges, resulting in greater uniformity and less burdensome and more
efficient regulatory compliance and understanding of Exchange Rules. As
such, the proposed rule change would foster cooperation and
coordination with persons engaged in facilitating transactions in
securities and would remove impediments to and perfect the mechanism of
a free and open market and a national market system. Similarly, the
Exchange also believes that, by harmonizing the rules and across each
BGM Affiliated Exchange with respect to the treatment of Error
Positions, the proposal will provide consistent rules and methodology
for handling Error Positions across the BGM Affiliated Exchanges,
meaning that the proposed rule change is equitable and will promote
fairness in the market place.
---------------------------------------------------------------------------
\9\ 15 U.S.C. 78f(b).
\10\ 15 U.S.C. 78f(b)(5).
\11\ See supra note 7.
---------------------------------------------------------------------------
(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, allowing the
Exchange to implement substantively identical rules across each of the
BGM Affiliated Exchanges regarding the treatment of Error Positions
does not present any competitive issues, but rather is designed to
provide greater harmonization among Exchange, EDGA, BYX, and BZX rules
of similar purpose.
(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 written comments on
the proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The Exchange has designated this rule filing as non-controversial
under Section 19(b)(3)(A) of the Act \12\ and paragraph (f)(6) of Rule
19b-4 thereunder.\13\ The proposed rule change effects a change that
(A) does not significantly affect the protection of investors or the
public interest; (B) does not impose any significant burden on
competition; and (C) by its terms, does not become operative for 30
days after the date of the filing, or such shorter time as the
Commission may designate if consistent with the protection of investors
and the public interest; provided that the self-regulatory organization
has given the Commission written notice of its intent to file the
proposed rule change, along with a brief description and 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.\14\
---------------------------------------------------------------------------
\12\ 15 U.S.C. 78s(b)(3)(A).
\13\ 17 CFR 240.19b-4.
\14\ The Exchange has fulfilled this requirement.
---------------------------------------------------------------------------
A proposed rule change filed under Rule 19b-4(f)(6) \15\ normally
does not become operative prior to 30 days after the date of the
filing. However, pursuant to Rule 19b4(f)(6)(iii),\16\ 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 Exchange believes
that waiver of the 30-day operative delay would benefit investors
because it will allow the Exchange to have consistent rules across each
of the BGM Affiliated Exchanges regarding the treatment of Error
Positions. The Exchange also notes that the proposed rule change does
not alter its current system functionality with regard to the treatment
of Error Positions set forth under current Exchange Rules. The
Commission believes that waiving the 30-day operative delay is
consistent with the protection of investors and the public interest as
it will harmonize the treatment of Error Positions across the BGM
Affiliated Exchanges. Therefore, the Commission hereby waives the 30-
day operative delay and designates the proposed rule change to be
operative upon filing with the Commission.\17\
---------------------------------------------------------------------------
\15\ 17 CFR 240.19b-4(f)(6).
\16\ 17 CFR 240.19b-4(f)(6)(iii).
\17\ For purposes only of waiving the operative date of this
proposal, the Commission has considered the proposed rule's impact
on efficiency, competition, and capital formation. 15 U.S.C. 78c(f).
---------------------------------------------------------------------------
At any time within 60 days of the filing of the proposed rule
change, the Commission may summarily temporarily suspend such rule
change if it appears to the Commission that such action is: (1)
Necessary or appropriate in the public interest; (2) for the protection
of investors; or (3) 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 proposal 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 No. SR-EDGX-2015-37 on the subject line.
Paper Comments
Send paper comments in triplicate to Secretary, Securities
and Exchange Commission, 100 F Street NE., Washington, DC 20549-1090.
All submissions should refer to File No. SR-EDGX-2015-37. 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 such filing will also be available
for inspection and copying at the principal office of the Exchange. All
comments
[[Page 51855]]
received will be posted without change; the Commission does not edit
personal identifying information from submissions. You should submit
only information that you wish to make available publicly. All
submissions should refer to File No. SR-EDGX-2015-37 and should be
submitted on or before September 16, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\18\
---------------------------------------------------------------------------
\18\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015-21083 Filed 8-25-15; 8:45 am]
BILLING CODE 8011-01-P