Self-Regulatory Organizations; Chicago Board Options Exchange, Incorporated; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to Qualified Contingent Cross (“QCC”) Orders, 52526-52528 [2015-21404]
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52526
DATES:
Federal Register / Vol. 80, No. 168 / Monday, August 31, 2015 / Notices
Comments are due: September 1,
2015.
Submit comments
electronically via the Commission’s
Filing Online system at https://
www.prc.gov. Those who cannot submit
comments electronically should contact
the person identified in the FOR FURTHER
INFORMATION CONTACT section by
telephone for advice on filing
alternatives.
FOR FURTHER INFORMATION CONTACT:
David A. Trissell, General Counsel, at
202–789–6820.
SUPPLEMENTARY INFORMATION:
ADDRESSES:
interests of the general public in this
proceeding (Public Representative).
3. Comments are due no later than
September 1, 2015.
4. The Secretary shall arrange for
publication of this order in the Federal
Register.
By the Commission.
Shoshana M. Grove,
Secretary.
[FR Doc. 2015–21468 Filed 8–28–15; 8:45 am]
BILLING CODE 7710–FW–P
POSTAL REGULATORY COMMISSION
Table of Contents
[Docket No. CP2015–128; Order No. 2681]
I. Introduction
II. Notice of Commission Action
III. Ordering Paragraphs
New Postal Product
I. Introduction
On August 25, 2015, the Postal
Service filed notice that it has entered
into a Priority Mail International
Regional Rate Boxes Contract 1
negotiated service agreement
(Agreement).1
To support its Notice, the Postal
Service filed a copy of the Agreement,
a copy of the Governors’ Decision
authorizing the product, a certification
of compliance with 39 U.S.C. 3633(a),
and an application for non-public
treatment of certain materials. It also
filed supporting financial workpapers.
ACTION:
II. Notice of Commission Action
The Commission establishes Docket
No. CP2015–130 for consideration of
matters raised by the Notice.
The Commission invites comments on
whether the Postal Service’s filing is
consistent with 39 U.S.C. 3632, 3633, or
3642, 39 CFR part 3015, and 39 CFR
part 3020, subpart B. Comments are due
no later than September 1, 2015. The
public portions of the filing can be
accessed via the Commission’s Web site
(https://www.prc.gov).
The Commission appoints Curtis E.
Kidd to serve as Public Representative
in this docket.
tkelley on DSK3SPTVN1PROD with NOTICES
Postal Regulatory Commission.
Notice.
AGENCY:
The Commission is noticing a
recent Postal Service filing concerning
an additional Global Expedited Package
Services 3 negotiated service agreement.
This notice informs the public of the
filing, invites public comment, and
takes other administrative steps.
DATES: Comments are due: September 1,
2015.
ADDRESSES: Submit comments
electronically via the Commission’s
Filing Online system at https://
www.prc.gov. Those who cannot submit
comments electronically should contact
the person identified in the FOR FURTHER
INFORMATION CONTACT section by
telephone for advice on filing
alternatives.
FOR FURTHER INFORMATION CONTACT:
David A. Trissell, General Counsel, at
202–789–6820.
SUPPLEMENTARY INFORMATION:
SUMMARY:
treatment of certain materials. It also
filed supporting financial workpapers.
II. Notice of Commission Action
The Commission establishes Docket
No. CP2015–128 for consideration of
matters raised by the Notice.
The Commission invites comments on
whether the Postal Service’s filing is
consistent with 39 U.S.C. 3632, 3633, or
3642, 39 CFR part 3015, and 39 CFR
part 3020, subpart B. Comments are due
no later than September 1, 2015. The
public portions of the filing can be
accessed via the Commission’s Web site
(https://www.prc.gov).
The Commission appoints Kenneth R.
Moeller to serve as an officer of the
Commission to represent the interests of
the general public in this proceeding
(Public Representative).
III. Ordering Paragraphs
It is ordered:
1. The Commission establishes Docket
No. CP2015–128 for consideration of the
matters raised by the Postal Service’s
Notice.
2. Pursuant to 39 U.S.C. 505, Kenneth
R. Moeller is appointed to serve as the
Public Representative in this
proceeding.
3. Comments are due no later than
September 1, 2015.
4. The Secretary shall arrange for
publication of this order in the Federal
Register.
By the Commission.
Shoshana M. Grove,
Secretary.
[FR Doc. 2015–21429 Filed 8–28–15; 8:45 am]
BILLING CODE 7710–FW–P
Table of Contents
SECURITIES AND EXCHANGE
COMMISSION
I. Introduction
II. Notice of Commission Action
III. Ordering Paragraphs
[Release No. 34–75756; File No. SR–CBOE–
2015–073]
III. Ordering Paragraphs
It is ordered:
1. The Commission establishes Docket
No. CP2015–130 for consideration of the
matters raised by the Postal Service’s
Notice.
2. Pursuant to 39 U.S.C. 505, Curtis E.
Kidd is appointed to serve as an officer
of the Commission to represent the
I. Introduction
On August 24, 2015, the Postal
Service filed notice that it has entered
into an additional Global Expedited
Package Services 3 (GEPS 3) negotiated
service agreement (Agreement).1
To support its Notice, the Postal
Service filed a copy of the Agreement,
a copy of the Governors’ Decision
authorizing the product, a certification
of compliance with 39 U.S.C. 3633(a),
and an application for non-public
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Relating to Qualified
Contingent Cross (‘‘QCC’’) Orders
1 Notice of United States Postal Service of Filing
a Functionally Equivalent Priority Mail
International Regional Rate Boxes 1 Negotiated
Service Agreement and Application for Non-Public
Treatment of Materials Filed Under Seal, August 25,
2015 (Notice).
1 Notice of United States Postal Service of Filing
a Functionally Equivalent Global Expedited
Package Services 3 Negotiated Service Agreement
and Application for Non-Public Treatment of
Materials Filed Under Seal, August 24, 2015
(Notice).
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16:19 Aug 28, 2015
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August 25, 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
14, 2015, Chicago Board Options
Exchange, Incorporated (the ‘‘Exchange’’
or ‘‘CBOE’’) filed with the Securities
and Exchange Commission (the
1 15
2 17
E:\FR\FM\31AUN1.SGM
U.S.C. 78s(b)(1).
CFR 240.19b–4.
31AUN1
Federal Register / Vol. 80, No. 168 / Monday, August 31, 2015 / Notices
‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the Exchange. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange seeks to amend its rules
related to QCC Orders. The text of the
proposed rule change is provided
below.
(additions are italicized; deletions are
[bracketed])
*
*
*
*
*
Chicago Board Options Exchange,
Incorporated Rules
*
*
*
*
*
Rule 6.53. Certain Types of Orders
Defined
*
*
*
*
(u) Qualified Contingent Cross Order:
A qualified contingent cross order is an
initiating order to buy (sell) at least
1,000 standard option contracts or
10,000 mini-option contracts that is
identified as being part of a qualified
contingent trade coupled with a contraside order or orders totaling [to sell
(buy)] an equal number of contracts.
Qualified contingent cross orders with
one option leg may only be entered in
the standard increments applicable to
simple orders in the options class under
Rule 6.42. Qualified contingent cross
orders with more than one option leg
may be entered in the increments
specified for complex orders under Rule
6.42. For purposes of this order type:
*
*
*
*
*
The text of the proposed rule change
is also available on the Exchange’s Web
site (https://www.cboe.com/AboutCBOE/
CBOELegalRegulatoryHome.aspx), at
the Exchange’s Office of the Secretary,
and at the Commission’s Public
Reference Room.
tkelley on DSK3SPTVN1PROD with NOTICES
*
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.
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16:19 Aug 28, 2015
Jkt 235001
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of this proposal is to
expand the availability of QCC Orders
by permitting multiple contra-parties on
a QCC Order. Under the proposal,
multiple contra-parties would be
allowed; provided however, that the
initiating QCC Order be for at least
1,000 contracts (in addition to meeting
the other requirements of a QCC Order).
This is intended to accommodate
multiple contra-parties, as explained
further below.
Currently, a qualified contingent cross
order must be comprised of an order to
buy (sell) at least 1,000 standard option
contracts or 10,000 mini-option
contracts that is identified as being part
of a qualified contingent trade 3 coupled
with a contra-side order to sell (buy) an
equal number of contracts. QCC Orders
may execute without exposure provided
the execution (1) is not at the same price
as a public customer order resting in the
electronic book and (2) is at or between
the NBBO. A qualified contingent cross
order will be cancelled if it cannot be
executed.
As noted above, the Exchange is now
proposing to amend the definition of a
QCC Order to allow multiple contraparties; provided however, that the
initiating QCC Order be for at least
1,000 contracts (in addition to meeting
the other requirements of a QCC Order).
The Exchange notes that with regard to
order entry, the first order submitted
into the system is marked as the
initiating/agency side and the second
order is marked as the contra-side.
Additionally, the contra-side order to a
QCC Order will always be entered as a
single order, even if that order consists
of multiple contra-parties who are
3 A ‘‘qualified contingent trade’’ is a transaction
consisting of two or more component orders,
executed as agent or principal, where: (1) At least
one component is an NMS stock, as defined in Rule
600 of Regulation NMS under the Exchange Act; (2)
all components are effected with a product or price
contingency that either has been agreed to by all the
respective counterparties or arranged for by a
broker-dealer as principal or agent; (3) the
execution of one component is contingent upon the
execution of all other components at or near the
same time; (4) the specific relationship between the
component orders (e.g., the spread between the
prices of the component orders) is determined by
the time the contingent order is placed; (5) the
component orders bear a derivative relationship to
one another, represent different classes of shares of
the same issuer, or involve the securities of
participants in mergers or with intentions to merge
that have been announced or cancelled; and (6) the
transaction is fully hedged (without regard to any
prior existing position) as a result of other
components of the contingent trade.
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52527
allocated their portion of the trade in a
post-trade allocation.
The Exchange notes that it will
surveil QCC Orders to ensure the
Trading Permit Holder (‘‘TPH’’) on the
initiating side of the order is complying
with the minimum 1,000 contract size
requirement. The Exchange also checks
to see if TPHs are aggregating multiple
orders to meet the 1,000 contract
minimum on the initiating side of the
trade in violation of the requirements of
the rule, enforcing compliance with this
portion of the rule by checking to see if
a TPH breaks up the initiating side of
the order in a post trade allocation to
different clearing firms, allocating less
than 1,000 contracts to a party or
multiple parties.
Accordingly, the Exchange is
proposing to amend the definition of
QCC Order to clarify that an originating
order to buy or sell at least 1,000
contracts coupled with a contra-side
order or orders totaling an equal number
of contracts is permitted. This is a
competitive filing that is based on
International Securities Exchange, LLC
(‘‘ISE’’) Rule 715.4
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with the
Securities Exchange Act of 1934 (the
‘‘Act’’) and the rules and regulations
thereunder applicable to the Exchange
and, in particular, the requirements of
Section 6(b) of the Act.5 Specifically,
the Exchange believes the proposed rule
change is consistent with the Section
6(b)(5) 6 requirements that the rules of
an exchange be designed to prevent
fraudulent and manipulative acts and
practices, to promote just and equitable
principles of trade, to foster cooperation
and coordination with persons engaged
in regulating, clearing, settling,
processing information with respect to,
and facilitating transactions in
securities, to remove impediments to
and perfect the mechanism of a free and
open market and a national market
system, and, in general, to protect
investors and the public interest.
Additionally, the Exchange believes the
proposed rule change is consistent with
the Section 6(b)(5) 7 requirement that
4 See Securities Exchange Act Release No. 71182
(December 24, 2013), 78 FR 79721 (January 2014)
(SR–ISE–2013–71) (providing that QCC Orders can
be comprised of multiple contra-parties) and
Securities Exchange Act Release No. 71863 (April
3, 2014), 79 FR 19680 (April 9, 2014) (SR–ISE–
2013–72) (providing that QCC Orders can be
comprised of multiple contra-parties for less than
1,000 contracts).
5 15 U.S.C. 78f(b).
6 15 U.S.C. 78f(b)(5).
7 Id.
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31AUN1
52528
Federal Register / Vol. 80, No. 168 / Monday, August 31, 2015 / Notices
the rules of an exchange not be designed
to permit unfair discrimination between
customers, issuers, brokers, or dealers.
In particular, the Exchange believes
removing the size restriction placed on
the contra-side to a QCC Order may
increase liquidity and improve the
prices at which QCC Orders get
executed and, therefore, provide more
opportunity to participate in QCC
trades, consistent with the key
principles behind the QCC Order. Also,
consistent with Section 6(b)(8) of the
Act, the Exchange seeks to compete
with other options exchanges for QCC
Orders involving multiple parties,
including where there are multiple
contra-parties. The Exchange believes
that this will be beneficial to
participants because allowing multiple
contra-parties should foster competition
for filling one side of a QCC Order and
thereby result in potentially better
prices, as opposed to only allowing one
contra-party and, thereby requiring that
contra-party to do a larger size order
which could result in a worse price for
the trade.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
CBOE does not believe that the
proposed rule change will impose any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. As described
above, the current rule change is being
proposed as a competitive response to
ISE Rule 715. Also, the proposal may
relieve burden on competition, which
results from ISE and CBOE having
different rules regarding QCC Orders.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
IV. Solicitation of Comments
The Exchange neither solicited nor
received comments on the proposed
rule change.
tkelley on DSK3SPTVN1PROD with NOTICES
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing 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 after the date of
the filing, or such shorter time as the
Commission may designate, it has
become effective pursuant to 19(b)(3)(A)
of the Act 8 and Rule 19b–4(f)(6) 9
thereunder.
8 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6) requires a self-regulatory organization to give
9 17
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16:19 Aug 28, 2015
Jkt 235001
The Commission notes that, given the
differing requirements as between the
originating side and contra-side for QCC
Orders, it is essential that the Exchange
be able to clearly identify and monitor—
throughout the life of a QCC Order,
beginning at the time of order entry on
the Exchange through the post-trade
allocation process—each side of the
QCC Order and ensure that the
requirements of the order type are being
satisfied including, importantly, those
relating to the originating side. The
Commission believes this to be critical
so that the Exchange can ensure that
market participants are not able to
circumvent the requirements of the QCC
Order (as amended by this proposed
rule change), each of which the
Commission continues to believe are
critical to ensuring that the QCC Order
is narrowly drawn.10 Further, the
Commission notes that the Exchange
has made certain representations
regarding its enforcement and
surveillance of its TPH’s use of QCC
Orders, including, for example, not only
at the time of order entry, but through
the post-trade allocation process as well.
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.
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:
the Commission written notice of its intent to file
the proposed rule change at least five business days
prior to the date of filing of the proposed rule
change, or such shorter time as designated by the
Commission. The Exchange has satisfied this
requirement.
10 The Commission expects the Exchange to have
the capability to enable it to surveil that such
requirements are being met. Though the Exchange
has stated its ability to do so, if the Exchange is not
able to have such monitoring at any point in time,
the Commission would expect the Exchange to take
other steps to ensure that the QCC Order cannot be
improperly used. For example, if the Exchange were
not able to identify and monitor which side of a
QCC Order is the originating order, the Commission
would expect that it would require that both sides
of the QCC Order meet the more stringent
requirements of the originating side, i.e., that it be
for a single order for at least 1,000 contracts.
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Fmt 4703
Sfmt 9990
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
CBOE–2015–073 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–CBOE–2015–073. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street, NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing 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–CBOE–
2015–073 and should be submitted on
or before September 21, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.11
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–21404 Filed 8–28–15; 8:45 am]
BILLING CODE 8011–01–P
11 17
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CFR 200.30–3(a)(12).
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Agencies
[Federal Register Volume 80, Number 168 (Monday, August 31, 2015)]
[Notices]
[Pages 52526-52528]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-21404]
=======================================================================
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-75756; File No. SR-CBOE-2015-073]
Self-Regulatory Organizations; Chicago Board Options Exchange,
Incorporated; Notice of Filing and Immediate Effectiveness of Proposed
Rule Change Relating to Qualified Contingent Cross (``QCC'') Orders
August 25, 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 14, 2015, Chicago Board Options Exchange, Incorporated
(the ``Exchange'' or ``CBOE'') filed with the Securities and Exchange
Commission (the
[[Page 52527]]
``Commission'') the proposed rule change as described in Items I and II
below, which Items have been prepared by the Exchange. The Commission
is publishing this notice to solicit comments on the proposed rule
change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange seeks to amend its rules related to QCC Orders. The
text of the proposed rule change is provided below.
(additions are italicized; deletions are [bracketed])
* * * * *
Chicago Board Options Exchange, Incorporated Rules
* * * * *
Rule 6.53. Certain Types of Orders Defined
* * * * *
(u) Qualified Contingent Cross Order: A qualified contingent cross
order is an initiating order to buy (sell) at least 1,000 standard
option contracts or 10,000 mini-option contracts that is identified as
being part of a qualified contingent trade coupled with a contra-side
order or orders totaling [to sell (buy)] an equal number of contracts.
Qualified contingent cross orders with one option leg may only be
entered in the standard increments applicable to simple orders in the
options class under Rule 6.42. Qualified contingent cross orders with
more than one option leg may be entered in the increments specified for
complex orders under Rule 6.42. For purposes of this order type:
* * * * *
The text of the proposed rule change is also available on the
Exchange's Web site (https://www.cboe.com/AboutCBOE/CBOELegalRegulatoryHome.aspx), at the Exchange's Office of the
Secretary, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of this proposal is to expand the availability of QCC
Orders by permitting multiple contra-parties on a QCC Order. Under the
proposal, multiple contra-parties would be allowed; provided however,
that the initiating QCC Order be for at least 1,000 contracts (in
addition to meeting the other requirements of a QCC Order). This is
intended to accommodate multiple contra-parties, as explained further
below.
Currently, a qualified contingent cross order must be comprised of
an order to buy (sell) at least 1,000 standard option contracts or
10,000 mini-option contracts that is identified as being part of a
qualified contingent trade \3\ coupled with a contra-side order to sell
(buy) an equal number of contracts. QCC Orders may execute without
exposure provided the execution (1) is not at the same price as a
public customer order resting in the electronic book and (2) is at or
between the NBBO. A qualified contingent cross order will be cancelled
if it cannot be executed.
---------------------------------------------------------------------------
\3\ A ``qualified contingent trade'' is a transaction consisting
of two or more component orders, executed as agent or principal,
where: (1) At least one component is an NMS stock, as defined in
Rule 600 of Regulation NMS under the Exchange Act; (2) all
components are effected with a product or price contingency that
either has been agreed to by all the respective counterparties or
arranged for by a broker-dealer as principal or agent; (3) the
execution of one component is contingent upon the execution of all
other components at or near the same time; (4) the specific
relationship between the component orders (e.g., the spread between
the prices of the component orders) is determined by the time the
contingent order is placed; (5) the component orders bear a
derivative relationship to one another, represent different classes
of shares of the same issuer, or involve the securities of
participants in mergers or with intentions to merge that have been
announced or cancelled; and (6) the transaction is fully hedged
(without regard to any prior existing position) as a result of other
components of the contingent trade.
---------------------------------------------------------------------------
As noted above, the Exchange is now proposing to amend the
definition of a QCC Order to allow multiple contra-parties; provided
however, that the initiating QCC Order be for at least 1,000 contracts
(in addition to meeting the other requirements of a QCC Order). The
Exchange notes that with regard to order entry, the first order
submitted into the system is marked as the initiating/agency side and
the second order is marked as the contra-side. Additionally, the
contra-side order to a QCC Order will always be entered as a single
order, even if that order consists of multiple contra-parties who are
allocated their portion of the trade in a post-trade allocation.
The Exchange notes that it will surveil QCC Orders to ensure the
Trading Permit Holder (``TPH'') on the initiating side of the order is
complying with the minimum 1,000 contract size requirement. The
Exchange also checks to see if TPHs are aggregating multiple orders to
meet the 1,000 contract minimum on the initiating side of the trade in
violation of the requirements of the rule, enforcing compliance with
this portion of the rule by checking to see if a TPH breaks up the
initiating side of the order in a post trade allocation to different
clearing firms, allocating less than 1,000 contracts to a party or
multiple parties.
Accordingly, the Exchange is proposing to amend the definition of
QCC Order to clarify that an originating order to buy or sell at least
1,000 contracts coupled with a contra-side order or orders totaling an
equal number of contracts is permitted. This is a competitive filing
that is based on International Securities Exchange, LLC (``ISE'') Rule
715.\4\
---------------------------------------------------------------------------
\4\ See Securities Exchange Act Release No. 71182 (December 24,
2013), 78 FR 79721 (January 2014) (SR-ISE-2013-71) (providing that
QCC Orders can be comprised of multiple contra-parties) and
Securities Exchange Act Release No. 71863 (April 3, 2014), 79 FR
19680 (April 9, 2014) (SR-ISE-2013-72) (providing that QCC Orders
can be comprised of multiple contra-parties for less than 1,000
contracts).
---------------------------------------------------------------------------
2. Statutory Basis
The Exchange believes the proposed rule change is consistent with
the Securities Exchange Act of 1934 (the ``Act'') and the rules and
regulations thereunder applicable to the Exchange and, in particular,
the requirements of Section 6(b) of the Act.\5\ Specifically, the
Exchange believes the proposed rule change is consistent with the
Section 6(b)(5) \6\ requirements that the rules of an exchange be
designed to prevent fraudulent and manipulative acts and practices, to
promote just and equitable principles of trade, to foster cooperation
and coordination with persons engaged in regulating, clearing,
settling, processing information with respect to, and facilitating
transactions in securities, to remove impediments to and perfect the
mechanism of a free and open market and a national market system, and,
in general, to protect investors and the public interest. Additionally,
the Exchange believes the proposed rule change is consistent with the
Section 6(b)(5) \7\ requirement that
[[Page 52528]]
the rules of an exchange not be designed to permit unfair
discrimination between customers, issuers, brokers, or dealers.
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\5\ 15 U.S.C. 78f(b).
\6\ 15 U.S.C. 78f(b)(5).
\7\ Id.
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In particular, the Exchange believes removing the size restriction
placed on the contra-side to a QCC Order may increase liquidity and
improve the prices at which QCC Orders get executed and, therefore,
provide more opportunity to participate in QCC trades, consistent with
the key principles behind the QCC Order. Also, consistent with Section
6(b)(8) of the Act, the Exchange seeks to compete with other options
exchanges for QCC Orders involving multiple parties, including where
there are multiple contra-parties. The Exchange believes that this will
be beneficial to participants because allowing multiple contra-parties
should foster competition for filling one side of a QCC Order and
thereby result in potentially better prices, as opposed to only
allowing one contra-party and, thereby requiring that contra-party to
do a larger size order which could result in a worse price for the
trade.
B. Self-Regulatory Organization's Statement on Burden on Competition
CBOE does not believe that the proposed rule change will impose any
burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act. As described above, the current
rule change is being proposed as a competitive response to ISE Rule
715. Also, the proposal may relieve burden on competition, which
results from ISE and CBOE having different rules regarding QCC Orders.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange neither solicited nor received comments on the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing 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 after the date of the filing, or such
shorter time as the Commission may designate, it has become effective
pursuant to 19(b)(3)(A) of the Act \8\ and Rule 19b-4(f)(6) \9\
thereunder.
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\8\ 15 U.S.C. 78s(b)(3)(A).
\9\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)
requires a self-regulatory organization to give the Commission
written notice of its intent to file the proposed rule change at
least five business days prior to the date of filing of the proposed
rule change, or such shorter time as designated by the Commission.
The Exchange has satisfied this requirement.
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The Commission notes that, given the differing requirements as
between the originating side and contra-side for QCC Orders, it is
essential that the Exchange be able to clearly identify and monitor--
throughout the life of a QCC Order, beginning at the time of order
entry on the Exchange through the post-trade allocation process--each
side of the QCC Order and ensure that the requirements of the order
type are being satisfied including, importantly, those relating to the
originating side. The Commission believes this to be critical so that
the Exchange can ensure that market participants are not able to
circumvent the requirements of the QCC Order (as amended by this
proposed rule change), each of which the Commission continues to
believe are critical to ensuring that the QCC Order is narrowly
drawn.\10\ Further, the Commission notes that the Exchange has made
certain representations regarding its enforcement and surveillance of
its TPH's use of QCC Orders, including, for example, not only at the
time of order entry, but through the post-trade allocation process as
well.
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\10\ The Commission expects the Exchange to have the capability
to enable it to surveil that such requirements are being met. Though
the Exchange has stated its ability to do so, if the Exchange is not
able to have such monitoring at any point in time, the Commission
would expect the Exchange to take other steps to ensure that the QCC
Order cannot be improperly used. For example, if the Exchange were
not able to identify and monitor which side of a QCC Order is the
originating order, the Commission would expect that it would require
that both sides of the QCC Order meet the more stringent
requirements of the originating side, i.e., that it be for a single
order for at least 1,000 contracts.
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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-CBOE-2015-073 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-CBOE-2015-073. This file
number should be included on the subject line if email is used. To help
the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street, NE.,
Washington, DC 20549, on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the filing 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-CBOE-2015-073 and should be
submitted on or before September 21, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\11\
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\11\ 17 CFR 200.30-3(a)(12).
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Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015-21404 Filed 8-28-15; 8:45 am]
BILLING CODE 8011-01-P