Self-Regulatory Organizations; NASDAQ OMX BX, Inc.; Notice of Filing of Proposed Rule Change To Adopt a Kill Switch, 52068-52070 [2015-21081]
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52068
Federal Register / Vol. 80, No. 166 / Thursday, August 27, 2015 / Notices
Subsection IWL (as applicable for the
type of containment) by September 9,
2001. Subsequent, NRC amendments to
10 CFR 50.55a have incorporated by
reference later editions of Subsection
IWL, with modifications and limitations
which continue to address issues
addressed by RG 1.35.
The guidance provided in RG 1.35 has
been incorporated into later revisions of
Subsection IWL, or preserved in 10 CFR
50.55a. As a result, RG 1.35 has become
redundant and is no longer needed.
Dated at Rockville, Maryland, this 21st day
of August, 2015.
For the Nuclear Regulatory Commission.
Thomas H. Boyce,
Chief, Regulatory Guidance and Generic
Issues Branch, Division of Engineering, Office
of Nuclear Regulatory Research.
[FR Doc. 2015–21156 Filed 8–26–15; 8:45 am]
BILLING CODE 7590–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–75744; File No. SR–BX–
2015–050]
Self-Regulatory Organizations;
NASDAQ OMX BX, Inc.; Notice of Filing
of Proposed Rule Change To Adopt a
Kill Switch
August 20, 2015.
Pursuant to 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 August 7,
2015, NASDAQ OMX BX, Inc. (‘‘BX’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission (‘‘SEC’’ or
‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III, below, which Items have been
prepared by the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
rmajette on DSK2VPTVN1PROD with NOTICES
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
Chapter VI, Section 6, entitled
‘‘Acceptance of Quotes and Orders,’’ of
the BX rules to adopt an optional Kill
Switch protection.
The text of the proposed rule change
is 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.
1 15
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
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15:08 Aug 26, 2015
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II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
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 the filing is to adopt
a new risk protection, a Kill Switch,
applicable to all BX Participants. The
Kill Switch will allow BX Participants
to remove quotes and cancel open
orders and prevent new order
submission. This feature provides firms
with a powerful risk management tool
for immediate control of their quote and
order activity.
The Exchange proposes to amend
Chapter VI, Section 6, entitled
‘‘Acceptance of Quotes and Orders,’’ to
add new section (d) to adopt the Kill
Switch. The BX Options Kill Switch
will be an optional tool that enables
Participants to initiate a message(s) 3 to
the System to: (i) Promptly remove
quotes; and/or (ii) promptly cancel
orders. Participants may submit a
request to the System to remove/cancel
quotes and/or orders based on certain
identifiers on either a user or group
level. Participants may elect to remove
quotes and cancel orders by Exchange
account, port, and/or badge or
mnemonic (‘‘Identifier’’) or by a group
(one or more Identifier combinations),4
which are provided by such Participant
to the Exchange. Participants may not
remove quotes/orders by symbol. The
System will send an automated message
to the Participant when a Kill Switch
request has been processed by the
Exchange’s System.
If the Participant selects quotes to be
cancelled utilizing the Kill Switch, the
BX Participant must send a message to
3 BX Participants will be able to utilize an
interface to send a message to the Exchange to
initiate the Kill Switch or they may contact the
Exchange directly.
4 The type of group permissible would be within
a broker-dealer. For example, this could be
including but not limited to all market maker
accounts or all order entry ports.
PO 00000
Frm 00043
Fmt 4703
Sfmt 4703
the Exchange to request the removal of
all quotes requested for the certain
specified Identifier(s).5 The BX
Participant will be unable to enter any
additional quotes for the affected
Identifier(s) until re-entry has been
enabled pursuant to proposed section
(d)(iii).6
If the Participant selects orders to be
cancelled utilizing the Kill Switch, the
BX Participant must send a message to
the Exchange to request the cancellation
of all orders requested for the certain
specified Identifier(s).7 The BX
Participant will be unable to enter
additional orders for the affected
Identifier(s) until re-entry has been
enabled pursuant to section (d)(iii).
Proposed section (d)(iii) stipulates
that after quotes and/or orders are
removed/cancelled by the BX
Participant utilizing the Kill Switch, the
BX Participant will be unable to enter
additional quotes and/or orders for the
affected Identifier(s) until the BX
Participant has made a request to the
Exchange and Exchange staff has set a
re-entry indicator to enable re-entry.8
Once enabled for re-entry, the System
will send a Re-entry Notification
Message to the BX Participant. The
applicable Clearing Participant for that
BX Participant also will be notified of
the re-entry into the System after quotes
and/or orders are removed/cancelled as
a result of the Kill Switch, provided the
Clearing Participant has requested to
receive such notification.
The Exchange offers many risk
mitigation and management tools today
including, but not limited to, certain
rapid fire risk controls,9 15c3–5 risk
controls, Order Price Protections,10 and
cancel on disconnect and purge
functionality for Specialized Quote Feed
(SQF) and FIX. The Kill Switch offers
Participants a means to control their
exposure, through an interface which is
not dependent on the integrity of the
Participant’s own systems, should the
Participant experience a failure.
The Exchange proposes to implement
this rule within ninety (90) days of the
implementation date. The Exchange will
issue an Options Trader Alert in
advance to inform market participants
of such date.
5 See
note 3.
will also be cancelled. A sweep is a onesided electronic quote submitted
over the Specialized Quote Feed, which is the
market making quoting interface.
7 See note 3.
8 The BX Participant must directly and verbally
contact the Exchange to request the re-set.
9 See BX Rules at Chapter VII, Section 6(f).
10 See BX Rules at Chapter VI, Section 18.
6 Sweeps
E:\FR\FM\27AUN1.SGM
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rmajette on DSK2VPTVN1PROD with NOTICES
Federal Register / Vol. 80, No. 166 / Thursday, August 27, 2015 / Notices
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act 11 in general, and furthers the
objectives of Section 6(b)(5) of the Act 12
in particular, in that 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, by
enhancing the risk protections available
to Exchange members. The proposal
promotes policy goals of the
Commission which has encouraged
execution venues, exchange and nonexchange alike, to enhance risk
protection tools and other mechanisms
to decrease risk and increase stability.
The individual firm benefits of
enhanced risk protections flow
downstream to counter-parties both at
the Exchange and at other options
exchanges, thereby increasing systemic
protections as well. Additionally,
because the Exchange offers this risk
tool to all BX Participants, the Exchange
believes it will encourage liquidity
generally and remove impediments to
and perfect the mechanism of a free and
open market and a national market
system and protect investors and the
public interest.
This optional risk tool as noted above
will be offered to all BX Participants.
The Exchange further represents that its
proposal will operate consistently with
the firm quote obligations of a brokerdealer pursuant to Rule 602 of
Regulation NMS and that the
functionality is not mandatory.
Specifically, any interest that is
executable against a BX Participant’s
quotes and orders that are received 13 by
the Exchange prior to the time the Kill
Switch is processed by the System will
automatically execute at the price up to
the BX Participant’s size. The Kill
Switch message will be accepted by the
System in the order of receipt in the
queue and will be processed in that
order so that interest that is already
accepted into the System will be
processed prior to the Kill Switch
message.
A BX Market Makers’ obligation to
provide continuous two-sided quotes on
a daily basis is not diminished by the
removal of such quotes and/or orders by
utilizing the Kill Switch. BX Market
Makers will be required to provide
continuous two-sided quotes on a daily
11 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
13 The time of receipt for an order or quote is the
time such message is processed by the Exchange
book.
12 15
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15:08 Aug 26, 2015
Jkt 235001
basis. BX Market Makers that utilize the
Kill Switch will not be relieved of the
obligation to provide continuous twosided quotes on a daily basis, nor will
it prohibit the Exchange from taking
disciplinary action against a BX Market
Maker for failing to meet the continuous
quoting obligation each trading day.
With respect to providing information
regarding the removal of quotes and/or
cancellation of orders as a result of the
Kill Switch to the Clearing Participant,
each Member that transacts through a
Clearing Member on the Exchange
executes a Letter of Guarantee wherein
the Clearing Member accepts financial
responsibility for all Exchange
transactions made by the BX Participant
on whose behalf the Clearing Member
submits the letter of guarantee. The
Exchange believes that because Clearing
Members guarantee all transactions on
behalf of a Participant, and therefore
bear the risk associated with those
transactions, it is appropriate for
Clearing Members to have knowledge of
the utilization of the Kill Switch, should
the Clearing Member request such
notification.
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. The proposal
does not impose an undue burden on
inter-market competition because all BX
Participants may avail themselves of the
Kill Switch, which functionality will be
optional. The proposed rule change is
meant to protect BX Participants in the
event the BX Participant is suffering
from a systems issue or from the
occurrence of unusual or unexpected
market activity that would require them
to withdraw from the market in order to
protect investors. The ability to control
risk at either the user or group level will
permit the BX Participant to protect
itself from inadvertent exposure to
excessive risk at the each level.
Reducing such risk will enable BX
Participants to enter quotes and orders
without any fear of inadvertent
exposure to excessive risk, which in
turn will benefit investors through
increased liquidity for the execution of
their orders. Such increased liquidity
benefits investors because they receive
better prices and because it lowers
volatility in the options market. For
these reasons, the Exchange does not
believe this proposal imposes an undue
burden on inter-market competition,
rather, the proposed rule change will
have no impact on competition.
PO 00000
Frm 00044
Fmt 4703
Sfmt 4703
52069
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
Within 45 days of the date of
publication of this notice in the Federal
Register or within such longer period (i)
as the Commission may designate up to
90 days of such date if it finds such
longer period to be appropriate and
publishes its reasons for so finding or
(ii) as to which the Exchange consents,
the Commission shall: (a) By order
approve or disapprove such proposed
rule change, or (b) institute proceedings
to determine whether the proposed rule
change should be disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
BX–2015–050 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–2015–050. 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
E:\FR\FM\27AUN1.SGM
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52070
Federal Register / Vol. 80, No. 166 / Thursday, August 27, 2015 / Notices
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing 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–BX–
2015–050 and should be submitted on
or before September 17, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–21081 Filed 8–26–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–75748; File No. SR–CFE–
2015–006]
Self-Regulatory Organizations; CBOE
Futures Exchange, LLC; Notice of
Proposed Rule Change Regarding
Reportable Position and Ownership
and Control Reporting Clarifications
August 21, 2015.
rmajette on DSK2VPTVN1PROD with NOTICES
Pursuant to Section 19(b)(7) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 notice is hereby given that on
August 14, 2015 CBOE Futures
Exchange, LLC (‘‘CFE’’ or ‘‘Exchange’’)
filed with the Securities and Exchange
Commission (‘‘SEC’’ or ‘‘Commission’’)
the proposed rule change described in
Items I, II, and III below, which Items
have been prepared by CFE. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons. CFE
also has filed this proposed rule change
with the Commodity Futures Trading
Commission (‘‘CFTC’’). CFE filed a
written certification with the CFTC
under Section 5c(c) of the Commodity
Exchange Act (‘‘CEA’’) 2 on August 14,
2015.
I. Self-Regulatory Organization’s
Description of the Proposed Rule
Change
The Exchange proposes to amend CFE
rules to clarify the application of CFE
requirements relating to reportable
14 17
CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(7).
2 7 U.S.C. 7a–2(c).
VerDate Sep<11>2014
15:08 Aug 26, 2015
Jkt 235001
positions and ownership and control
reports. The scope of this filing is
limited solely to the application of the
rule amendments to security futures
traded on CFE. The only security futures
that have been traded on CFE were
traded under Chapter 16 of CFE’s
Rulebook which is applicable to
Individual Stock Based and ExchangeTraded Fund Based Volatility Index
security futures. CFE does not currently
list any security futures for trading. The
text of the proposed rule change is
attached as Exhibit 4 to the filing but is
not attached to the publication of this
notice.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, CFE
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. CFE 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
CFE submitted CFE Rule Certification
Submission Number CFE–2015–003
(‘‘CFE–2015–003’’) to the CFTC and CFE
Rule Filing Number SR–CFE–2015–001
(‘‘SR–CFE–2015–001’’) 3 to the
Commission on January 28, 2015
(collectively, the ‘‘Prior Filings’’) to
amend CFE Rule 412B (Ownership and
Control Reports) to require CFE Trading
Privilege Holders (‘‘TPHs’’) and nonTPHs to concurrently file with the
Exchange submissions relating to CFE
contracts that are required to be filed
with the CFTC pursuant to the Final
Rule adopted by the CFTC under the
caption Ownership and Control Reports
(‘‘OCR Rule’’).4 In particular, the Prior
Filings amended Rule 412B to require
each TPH and non-TPH to file
concurrently with the Exchange the new
CFTC Forms 102A, 102B, and 71
(including any attachments, related
submissions, or related information)
relating to CFE contracts that each TPH
or non-TPH is required to report to the
3 See Securities Exchange Act Release No. 74204
(February 4, 2015), 80 FR 7518 (February 10, 2015).
4 See CFTC RIN 3038–AD31, Ownership and
Control Reports, Forms 102/102S, 40/40S, and 71,
Final Rule, 78 FR 69178 (November 18, 2013).
PO 00000
Frm 00045
Fmt 4703
Sfmt 4703
CFTC under the OCR Rule. In addition,
CFE–2015–003 amended Rule 412B to
require each TPH that is not a Clearing
Member to report to the Exchange the
same information regarding the
identification and reporting of special
accounts relating to CFE contracts that
the OCR Rule requires each TPH that is
a Clearing Member to report to the
CFTC. CFE–2015–003 provided that
these changes would become effective
on or after February 11, 2015, on a date
to be announced by the Exchange
through the issuance of a circular. The
Exchange has not yet made these
changes effective and intends to do so
consistent with the compliance dates
under the OCR Rule as provided for by
the CFTC.5
The purpose of the proposed rule
change is to make some clarifying
changes with respect to the rule
amendments included in the Prior
Filings.
First, CFE proposes to further amend
Rule 412B to make clear that TPHs and
non-TPHs will continue to be required
to concurrently report to the Exchange
reportable positions relating to
Exchange contracts that they are
required to report to the CFTC pursuant
to CFTC regulations. This is required
under current Rule 412B, and the
Exchange believes that it continues to be
required by Rule 412B as amended by
the Prior Filings. However, in order to
eliminate any potential ambiguity in
this regard, CFE is further amending
Rule 412B as amended by the Prior
Filings to make this explicit and is
changing the title of Rule 412B to
specifically reference reportable
positions.
Second, CFE proposes to amend CFE
Rule 714 (Imposition of Fines for Minor
Rule Violations) to make new paragraph
(c) of Rule 412B added by the Prior
Filings subject to the same summary
fine schedule under Rule 714(f)(vii) that
already applies with respect to
violations of paragraphs (a) and (b) of
Rule 412B. Rule 412B(c) is the provision
of Rule 412B that requires each TPH
that is not a Clearing Member to report
to the Exchange the same information
regarding the identification and
reporting of special accounts relating to
CFE contracts that the OCR Rule
requires each TPH that is a Clearing
Member to report to the CFTC. The
summary fine schedule under Rule
714(f)(vii) is a Letter of Caution for a
first offense, a $7,500 fine for a second
offense, a $15,000 fine for a third
5 See CFTC No-Action Letter No. 15–03 (February
10, 2015) (which provided conditional time-limited
no-action relief to extend certain compliance dates
under the OCR Rule).
E:\FR\FM\27AUN1.SGM
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Agencies
[Federal Register Volume 80, Number 166 (Thursday, August 27, 2015)]
[Notices]
[Pages 52068-52070]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-21081]
=======================================================================
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-75744; File No. SR-BX-2015-050]
Self-Regulatory Organizations; NASDAQ OMX BX, Inc.; Notice of
Filing of Proposed Rule Change To Adopt a Kill Switch
August 20, 2015.
Pursuant to 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 August 7, 2015, NASDAQ OMX BX, Inc. (``BX'' or ``Exchange'') filed
with the Securities and Exchange Commission (``SEC'' or ``Commission'')
the proposed rule change as described in Items I, II, and III, below,
which Items have been prepared by the Exchange. The Commission is
publishing this notice to solicit comments on the proposed rule change
from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend Chapter VI, Section 6, entitled
``Acceptance of Quotes and Orders,'' of the BX rules to adopt an
optional Kill Switch protection.
The text of the proposed rule change is 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 the filing is to adopt a new risk protection, a Kill
Switch, applicable to all BX Participants. The Kill Switch will allow
BX Participants to remove quotes and cancel open orders and prevent new
order submission. This feature provides firms with a powerful risk
management tool for immediate control of their quote and order
activity.
The Exchange proposes to amend Chapter VI, Section 6, entitled
``Acceptance of Quotes and Orders,'' to add new section (d) to adopt
the Kill Switch. The BX Options Kill Switch will be an optional tool
that enables Participants to initiate a message(s) \3\ to the System
to: (i) Promptly remove quotes; and/or (ii) promptly cancel orders.
Participants may submit a request to the System to remove/cancel quotes
and/or orders based on certain identifiers on either a user or group
level. Participants may elect to remove quotes and cancel orders by
Exchange account, port, and/or badge or mnemonic (``Identifier'') or by
a group (one or more Identifier combinations),\4\ which are provided by
such Participant to the Exchange. Participants may not remove quotes/
orders by symbol. The System will send an automated message to the
Participant when a Kill Switch request has been processed by the
Exchange's System.
---------------------------------------------------------------------------
\3\ BX Participants will be able to utilize an interface to send
a message to the Exchange to initiate the Kill Switch or they may
contact the Exchange directly.
\4\ The type of group permissible would be within a broker-
dealer. For example, this could be including but not limited to all
market maker accounts or all order entry ports.
---------------------------------------------------------------------------
If the Participant selects quotes to be cancelled utilizing the
Kill Switch, the BX Participant must send a message to the Exchange to
request the removal of all quotes requested for the certain specified
Identifier(s).\5\ The BX Participant will be unable to enter any
additional quotes for the affected Identifier(s) until re-entry has
been enabled pursuant to proposed section (d)(iii).\6\
---------------------------------------------------------------------------
\5\ See note 3.
\6\ Sweeps will also be cancelled. A sweep is a one-sided
electronic quote submitted
over the Specialized Quote Feed, which is the market making
quoting interface.
---------------------------------------------------------------------------
If the Participant selects orders to be cancelled utilizing the
Kill Switch, the BX Participant must send a message to the Exchange to
request the cancellation of all orders requested for the certain
specified Identifier(s).\7\ The BX Participant will be unable to enter
additional orders for the affected Identifier(s) until re-entry has
been enabled pursuant to section (d)(iii).
---------------------------------------------------------------------------
\7\ See note 3.
---------------------------------------------------------------------------
Proposed section (d)(iii) stipulates that after quotes and/or
orders are removed/cancelled by the BX Participant utilizing the Kill
Switch, the BX Participant will be unable to enter additional quotes
and/or orders for the affected Identifier(s) until the BX Participant
has made a request to the Exchange and Exchange staff has set a re-
entry indicator to enable re-entry.\8\ Once enabled for re-entry, the
System will send a Re-entry Notification Message to the BX Participant.
The applicable Clearing Participant for that BX Participant also will
be notified of the re-entry into the System after quotes and/or orders
are removed/cancelled as a result of the Kill Switch, provided the
Clearing Participant has requested to receive such notification.
---------------------------------------------------------------------------
\8\ The BX Participant must directly and verbally contact the
Exchange to request the re-set.
---------------------------------------------------------------------------
The Exchange offers many risk mitigation and management tools today
including, but not limited to, certain rapid fire risk controls,\9\
15c3-5 risk controls, Order Price Protections,\10\ and cancel on
disconnect and purge functionality for Specialized Quote Feed (SQF) and
FIX. The Kill Switch offers Participants a means to control their
exposure, through an interface which is not dependent on the integrity
of the Participant's own systems, should the Participant experience a
failure.
---------------------------------------------------------------------------
\9\ See BX Rules at Chapter VII, Section 6(f).
\10\ See BX Rules at Chapter VI, Section 18.
---------------------------------------------------------------------------
The Exchange proposes to implement this rule within ninety (90)
days of the implementation date. The Exchange will issue an Options
Trader Alert in advance to inform market participants of such date.
[[Page 52069]]
2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act \11\ in general, and furthers the objectives of Section
6(b)(5) of the Act \12\ in particular, in that 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, by enhancing the risk protections available to Exchange
members. The proposal promotes policy goals of the Commission which has
encouraged execution venues, exchange and non-exchange alike, to
enhance risk protection tools and other mechanisms to decrease risk and
increase stability.
---------------------------------------------------------------------------
\11\ 15 U.S.C. 78f(b).
\12\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
The individual firm benefits of enhanced risk protections flow
downstream to counter-parties both at the Exchange and at other options
exchanges, thereby increasing systemic protections as well.
Additionally, because the Exchange offers this risk tool to all BX
Participants, the Exchange believes it will encourage liquidity
generally and remove impediments to and perfect the mechanism of a free
and open market and a national market system and protect investors and
the public interest.
This optional risk tool as noted above will be offered to all BX
Participants. The Exchange further represents that its proposal will
operate consistently with the firm quote obligations of a broker-dealer
pursuant to Rule 602 of Regulation NMS and that the functionality is
not mandatory. Specifically, any interest that is executable against a
BX Participant's quotes and orders that are received \13\ by the
Exchange prior to the time the Kill Switch is processed by the System
will automatically execute at the price up to the BX Participant's
size. The Kill Switch message will be accepted by the System in the
order of receipt in the queue and will be processed in that order so
that interest that is already accepted into the System will be
processed prior to the Kill Switch message.
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\13\ The time of receipt for an order or quote is the time such
message is processed by the Exchange book.
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A BX Market Makers' obligation to provide continuous two-sided
quotes on a daily basis is not diminished by the removal of such quotes
and/or orders by utilizing the Kill Switch. BX Market Makers will be
required to provide continuous two-sided quotes on a daily basis. BX
Market Makers that utilize the Kill Switch will not be relieved of the
obligation to provide continuous two-sided quotes on a daily basis, nor
will it prohibit the Exchange from taking disciplinary action against a
BX Market Maker for failing to meet the continuous quoting obligation
each trading day.
With respect to providing information regarding the removal of
quotes and/or cancellation of orders as a result of the Kill Switch to
the Clearing Participant, each Member that transacts through a Clearing
Member on the Exchange executes a Letter of Guarantee wherein the
Clearing Member accepts financial responsibility for all Exchange
transactions made by the BX Participant on whose behalf the Clearing
Member submits the letter of guarantee. The Exchange believes that
because Clearing Members guarantee all transactions on behalf of a
Participant, and therefore bear the risk associated with those
transactions, it is appropriate for Clearing Members to have knowledge
of the utilization of the Kill Switch, should the Clearing Member
request such notification.
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. The proposal does not impose an
undue burden on inter-market competition because all BX Participants
may avail themselves of the Kill Switch, which functionality will be
optional. The proposed rule change is meant to protect BX Participants
in the event the BX Participant is suffering from a systems issue or
from the occurrence of unusual or unexpected market activity that would
require them to withdraw from the market in order to protect investors.
The ability to control risk at either the user or group level will
permit the BX Participant to protect itself from inadvertent exposure
to excessive risk at the each level. Reducing such risk will enable BX
Participants to enter quotes and orders without any fear of inadvertent
exposure to excessive risk, which in turn will benefit investors
through increased liquidity for the execution of their orders. Such
increased liquidity benefits investors because they receive better
prices and because it lowers volatility in the options market. For
these reasons, the Exchange does not believe this proposal imposes an
undue burden on inter-market competition, rather, the proposed rule
change will have no impact on competition.
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
Within 45 days of the date of publication of this notice in the
Federal Register or within such longer period (i) as the Commission may
designate up to 90 days of such date if it finds such longer period to
be appropriate and publishes its reasons for so finding or (ii) as to
which the Exchange consents, the Commission shall: (a) By order approve
or disapprove such proposed rule change, or (b) institute proceedings
to determine whether the proposed rule change should be disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-BX-2015-050 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-2015-050. 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
[[Page 52070]]
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549, on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the filing 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-BX-2015-050 and should be
submitted on or before September 17, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
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\14\ 17 CFR 200.30-3(a)(12).
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Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015-21081 Filed 8-26-15; 8:45 am]
BILLING CODE 8011-01-P