Investor Advisory Committee Meeting, 58322-58323 [2015-24514]
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58322
Federal Register / Vol. 80, No. 187 / Monday, September 28, 2015 / Notices
Exchange does not believe that the
proposed changes are unfairly
discriminatory. A Priority Customer is
by definition not a broker or dealer in
securities, and does not place more than
390 orders in listed options per day on
average during a calendar month for its
own beneficial account(s). This
limitation does not apply to participants
whose behavior is substantially similar
to that of market professionals,
including Professional Customers, who
will generally submit a higher number
of orders (many of which do not result
in executions) than Priority Customers.
Thus, as has historically been the case,
Priority Customer orders remain entitled
to more favorable fees than other market
participants.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
In accordance with Section 6(b)(8) of
the Act,15 the Exchange does not believe
that the proposed rule change will
impose any burden on intermarket or
intramarket competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
proposed fees are competitive with fees
offered to orders executed on other
options exchanges. The Exchange
operates in a highly competitive market
in which market participants can
readily direct their order flow to
competing venues. In such an
environment, the Exchange must
continually review, and consider
adjusting, its fees to remain competitive
with other exchanges. For the reasons
described above, the Exchange believes
that the proposed fee changes reflect
this competitive environment.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any
unsolicited written comments from
members or other interested parties.
tkelley on DSK3SPTVN1PROD with NOTICES
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section
19(b)(3)(A)(ii) of the Act,16 and
subparagraph (f)(2) of Rule 19b–4
thereunder,17 because it establishes a
Tier 1 and $0.81 for Tiers 2–5 and a $0.82 Fee for
Responses to Crossing Orders.
15 15 U.S.C. 78f(b)(8).
16 15 U.S.C. 78s(b)(3)(A)(ii).
17 17 CFR 240.19b–4(f)(2).
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17:19 Sep 25, 2015
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due, fee, or other charge imposed by ISE
Gemini.
At any time within 60 days of the
filing of such 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 No. SR–ISE
Gemini–2015–16 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–ISE Gemini–2015–16. 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 also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
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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–ISE
Gemini–2015–16 and should be
submitted by October 19, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.18
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–24515 Filed 9–25–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release Nos. 33–9924; 34–75961; File No.
265–28]
Investor Advisory Committee Meeting
Securities and Exchange
Commission.
ACTION: Notice of Meeting of Securities
and Exchange Commission Dodd-Frank
Investor Advisory Committee.
AGENCY:
The Securities and Exchange
Commission Investor Advisory
Committee, established pursuant to
Section 911 of the Dodd-Frank Wall
Street Reform and Consumer Protection
Act of 2010, is providing notice that it
will hold a public meeting. The public
is invited to submit written statements
to the Committee.
DATES: The meeting will be held on
Thursday, October 15, 2015 from 10:00
a.m. until 4:00 p.m. (ET). Written
statements should be received on or
before October 15, 2015.
ADDRESSES: The meeting will be held in
Multi-Purpose Room LL–006 at the
Commission’s headquarters, 100 F
Street, NE., Washington, DC 20549. The
meeting will be webcast on the
Commission’s Web site at www.sec.gov.
Written statements may be submitted by
any of the following methods:
SUMMARY:
Electronic Statements
D Use the Commission’s Internet
submission form(https://www.sec.gov/
rules/other.shtml); or
D Send an email message to rulescomments@sec.gov. Please include File
No. 265–28 on the subject line; or
Paper Statements
D Send paper statements to Brent J.
Fields, Secretary, Securities and
Exchange Commission, 100 F Street NE.,
Washington, DC 20549–1090.
18 17
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CFR 200.30–3(a)(12).
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Federal Register / Vol. 80, No. 187 / Monday, September 28, 2015 / Notices
All submissions should refer to File No.
265–28. This file number should be
included on the subject line if email is
used. To help us process and review
your statement more efficiently, please
use only one method.
Statements also will be available for
Web site viewing and printing in the
Commission’s Public Reference Room,
100 F Street NE., Room 1580,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. All statements
received will be posted without change;
we do not edit personal identifying
information from submissions. You
should submit only information that
you wish to make available publicly.
FOR FURTHER INFORMATION CONTACT:
Marc Oorloff Sharma, Senior Special
Counsel, Office of the Investor
Advocate, at (202) 551–3302, Securities
and Exchange Commission, 100 F Street
NE., Washington, DC 20549.
SUPPLEMENTARY INFORMATION: The
meeting will be open to the public,
except during that portion of the
meeting reserved for an administrative
work session during lunch. Persons
needing special accommodations to take
part because of a disability should
notify the contact person listed in FOR
FURTHER INFORMATION CONTACT.
The agenda for the meeting includes:
Remarks from Commissioners; a
discussion of recent market structure
developments; a discussion of
exchange-traded fund pricing; a report
of the Committee chair regarding
Committee matters; a discussion of SEC
enforcement priorities; and a nonpublic
administrative work session during
lunch.
Dated: September 22, 2015.
Brent J. Fields,
Secretary.
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
tkelley on DSK3SPTVN1PROD with NOTICES
[Release No. 34–75962; File No. SR–MIAX–
2015–57]
Self-Regulatory Organizations: Miami
International Securities Exchange LLC;
Notice of Filing and Immediate
Effectiveness of a Proposed Rule
Change To Amend Exchange Rule 503
September 22, 2015.
Pursuant to the provisions of section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’) 1 and Rule 19b–4
U.S.C. 78s(b)(1).
VerDate Sep<11>2014
17:19 Sep 25, 2015
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is filing a proposal to
amend Exchange Rule 503.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://www.miaxoptions.com/filter/
wotitle/rule_filing, at MIAX’s principal
office, and at the Commission’s Public
Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
[FR Doc. 2015–24514 Filed 9–25–15; 8:45 am]
1 15
thereunder,2 notice is hereby given that
on September 21, 2015, Miami
International Securities Exchange LLC
(‘‘MIAX’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) a proposed rule change
as described in Items I, 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.
The Exchange proposes to amend
Rule 503 to codify existing functionality
during the Exchange’s Opening Process.
Specifically, the Exchange is amending
Rule 503(f) to address a discrepancy
between the rule text description of how
this process works and how it is
actually working in production.
Specifically, the Exchange proposes to
amend the rule to provide that the
System will use the Expanded Quote
Range (‘‘EQR’’) when there are quotes
and orders that lock or cross each other.
The proposal codifies the actual existing
functionality during the Exchange’s
Opening Process. In addition, the
Exchange proposes to relocate the EQR
subsection that is currently in Rule
503(f)(5) to proposed Rule 503(f)(2)(i).
2 17
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CFR 240.19b–4.
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58323
Currently Rule 503(f) provides that
when there are quotes and orders that
lock or cross an order, the System will
use the highest bid and the lowest offer
among valid width quotations received
that have a bid/ask differential that is
compliant with Rule 603(b)(4) to
determine the highest quote bid and
lowest quote offer.3 If that price is
within the highest valid width quote bid
and lowest valid width quote offer and
leaves no imbalance, the Exchange will
open at that price, executing marketable
trading interest, as long as the opening
price includes only Exchange interest.
Current Rule 503(f) also provides that
the EQR 4 is only calculated when an
imbalance occurs due to insufficient
liquidity to satisfy all trading interest
due an execution at a certain price.5 In
contrast, the System calculates and uses
an EQR in all situations during the
Exchange’s Opening Process when there
are quotes and orders that lock or
cross—whether the lock or cross
involves an order or a quote and
whether or not there is an order
imbalance.
While the System calculates EQR in
either situation, it does not necessarily
use the EQR in determining the
calculated opening price where the
maximum quantity of contracts may
trade. For example, proposed Rule
503(f)(2)(iii) would state that in
situations where there is matched
interest that does not represent an
imbalance and there is no valid width
NBBO, the System will calculate a
‘‘quality opening market range’’ (as
defined in a table to be determined by
3 See Exchange Rule 603(b)(4). See also Exchange
Rule 503(e)(3), which states that ‘‘valid width
quotations’’ are quotations that are compliant with
Rule 603(b)(4) which provides the following
criteria: (i) To price option contracts fairly by,
among other things, bidding and offering so as to
create differences of no more than $5 between the
bid and offer (‘‘bid/ask differentials’’) following the
opening rotation in an equity option contract; and
(ii) Exchange may establish differences other than
the bid/ask differentials described in (i) above for
one or more option series or classes.
4 See Exchange Rule 503(f)(5).
5 See Exchange Rule 503(f)(5). Where there is an
imbalance at the price at which the maximum
number of contracts can trade that is also at or
within the highest valid width quote bid and lowest
valid width quote offer, the System will calculate
an EQR. The EQR will be recalculated any time a
Route Timer or Imbalance Timer expires if material
conditions of the market (imbalance size, ABBO
price or size, liquidity price or size, etc.) have
changed during the timer. Once calculated, the EQR
will represent the limits of the range in which
transactions may occur during the opening process.
The EQR calculation itself varies depending upon
the specific situation, as specified in current Rule
503(f)(5). The EQR calculation will differ depending
upon whether one or more away markets have
disseminated valid width quotes in the affected
series (or) no away markets have disseminated valid
width quotes in the affected series. See Exchange
Rule 503(f).
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Agencies
[Federal Register Volume 80, Number 187 (Monday, September 28, 2015)]
[Notices]
[Pages 58322-58323]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-24514]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release Nos. 33-9924; 34-75961; File No. 265-28]
Investor Advisory Committee Meeting
AGENCY: Securities and Exchange Commission.
ACTION: Notice of Meeting of Securities and Exchange Commission Dodd-
Frank Investor Advisory Committee.
-----------------------------------------------------------------------
SUMMARY: The Securities and Exchange Commission Investor Advisory
Committee, established pursuant to Section 911 of the Dodd-Frank Wall
Street Reform and Consumer Protection Act of 2010, is providing notice
that it will hold a public meeting. The public is invited to submit
written statements to the Committee.
DATES: The meeting will be held on Thursday, October 15, 2015 from
10:00 a.m. until 4:00 p.m. (ET). Written statements should be received
on or before October 15, 2015.
ADDRESSES: The meeting will be held in Multi-Purpose Room LL-006 at the
Commission's headquarters, 100 F Street, NE., Washington, DC 20549. The
meeting will be webcast on the Commission's Web site at www.sec.gov.
Written statements may be submitted by any of the following methods:
Electronic Statements
[ssquf] Use the Commission's Internet submission form(https://www.sec.gov/rules/other.shtml); or
[ssquf] Send an email message to rules-comments@sec.gov. Please
include File No. 265-28 on the subject line; or
Paper Statements
[ssquf] Send paper statements to Brent J. Fields, Secretary,
Securities and Exchange Commission, 100 F Street NE., Washington, DC
20549-1090.
[[Page 58323]]
All submissions should refer to File No. 265-28. This file number
should be included on the subject line if email is used. To help us
process and review your statement more efficiently, please use only one
method.
Statements also will be available for Web site viewing and printing
in the Commission's Public Reference Room, 100 F Street NE., Room 1580,
Washington, DC 20549, on official business days between the hours of
10:00 a.m. and 3:00 p.m. All statements received will be posted without
change; we do not edit personal identifying information from
submissions. You should submit only information that you wish to make
available publicly.
FOR FURTHER INFORMATION CONTACT: Marc Oorloff Sharma, Senior Special
Counsel, Office of the Investor Advocate, at (202) 551-3302, Securities
and Exchange Commission, 100 F Street NE., Washington, DC 20549.
SUPPLEMENTARY INFORMATION: The meeting will be open to the public,
except during that portion of the meeting reserved for an
administrative work session during lunch. Persons needing special
accommodations to take part because of a disability should notify the
contact person listed in FOR FURTHER INFORMATION CONTACT.
The agenda for the meeting includes: Remarks from Commissioners; a
discussion of recent market structure developments; a discussion of
exchange-traded fund pricing; a report of the Committee chair regarding
Committee matters; a discussion of SEC enforcement priorities; and a
nonpublic administrative work session during lunch.
Dated: September 22, 2015.
Brent J. Fields,
Secretary.
[FR Doc. 2015-24514 Filed 9-25-15; 8:45 am]
BILLING CODE 8011-01-P