Self-Regulatory Organizations; Chicago Board Options Exchange, Incorporated; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change Relating to Bandwidth, 60195-60197 [2015-25186]
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Federal Register / Vol. 80, No. 192 / Monday, October 5, 2015 / Notices
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has neither solicited
nor received written comments on the
proposed rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The Exchange has designated this rule
filing as non-controversial under
Section 19(b)(3)(A) of the Act 15 and
paragraph (f)(6) of Rule 19b–4
thereunder.16 The proposed rule change
effects a change that (A) does not
significantly affect the protection of
investors or the public interest; (B) does
not impose any significant burden on
competition; and (C) by its terms, does
not become operative for 30 days after
the date of the filing, or such shorter
time as the Commission may designate
if consistent with the protection of
investors and the public interest;
provided that the self-regulatory
organization has given the Commission
written notice of its intent to file the
proposed rule change, along with a brief
description and text of the proposed
rule change, at least five business days
prior to the date of filing of the
proposed rule change, or such shorter
time as designated by the Commission.
At any time within 60 days of the
filing of the proposed rule change, the
Commission may summarily
temporarily suspend such rule change if
it appears to the Commission that such
action is: (1) Necessary or appropriate in
the public interest; (2) for the protection
of investors; or (3) otherwise in
furtherance of the purposes of the Act.
If the Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Paper Comments
• Send paper comments in triplicate
to Brent J. Fields, Secretary, Securities
and Exchange Commission 100 F Street
NE., Washington, DC 20549–1090.
All submissions should refer to File
Number SR–BYX–2015–40. 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;
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–BYX–
2015–40, and shouldbe submitted on or
before October 26, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–25178 Filed 10–2–15; 8:45 am]
BILLING CODE 8011–01–P
mstockstill on DSK4VPTVN1PROD with NOTICES
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–
BYX–2015–40 on the subject line.
15 15
16 17
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4.
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18:34 Oct 02, 2015
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SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76024; File No. SR–CBOE–
2015–080]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change Relating to Bandwidth
September 29, 2015.
Pursuant to section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that on
September 25, 2015, Chicago Board
Options Exchange, Incorporated (the
‘‘Exchange’’ or ‘‘CBOE’’) filed with the
Securities and Exchange Commission
(the ‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the self-regulatory organization. The
Exchange has designated this proposal
as a ‘‘non-controversial’’ proposed rule
change pursuant to section 19(b)(3)(A)
of the Act 4 and Rule 19b–4(f)(6)(iii)
thereunder,5 which renders it effective
upon filing with the Commission. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to provide
that certain quote cancel messages are
subject to bandwidth limitations. The
text of the proposed rule change is
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
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of those 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,
1 15
U.S.C.78s(b)(1).
U.S.C. 78a.
3 17 CFR 240.19b–4.
4 15 U.S.C. 78s(b)(3)(A).
5 17 CFR 240.19b–4(f)(6)(iii).
2 15
17 17
PO 00000
CFR 200.30–3(a)(12).
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E:\FR\FM\05OCN1.SGM
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60196
Federal Register / Vol. 80, No. 192 / Monday, October 5, 2015 / Notices
of the most significant parts of such
statements.
mstockstill on DSK4VPTVN1PROD with NOTICES
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange is proposing to make an
amendment to Rule 6.23B to state that
certain quote messages are subject to
bandwidth limitations and count
towards the maximum number of quotes
allowed per second(s). Specifically,
quote cancel messages, a message type
that is used by an originator of quotes
to cancel quotes, will be subject to
existing bandwidth limitations and
counted towards the maximum number
of quotes allowed per second(s) as
described below.
By way of background, the Exchange
does not have unlimited system
bandwidth to support an unlimited
number of order and quote entries per
second. For this reason, the Exchange
limits each Trading Permit to a
maximum number of messages per
second(s). Currently, for example, a
Trading Permit Holder (‘‘TPH’’) is
limited to x quote messages (‘‘blocks’’)
per 1 second. Each block is limited to
a maximum number of quotes.
Additionally, there is a set maximum
number of total quotes per 3 seconds.
For example, if the Exchange limited
each Trading Permit to 100 quotes per
1 block, 10 blocks per 1 second and a
maximum of 200 quotes per 3 seconds,
then a user cannot, for example, enter
11 blocks per 1 second. The Exchange
will reject the entire block of quotes that
puts the user over the threshold. If a
user in the above example were to enter,
10 blocks comprised of 10 quotes (i.e.,
total of 100 quotes) in the first second
and 5 blocks comprised of 20 quotes
(i.e., total of 100 quotes) in the following
second, then the user would not be able
to enter any more blocks (and therefore
quotes) in the third second, as the user
would exceed the 200 quotes per 3
second threshold. To date, quote cancel
messages have not been counted
towards the maximum number of
messages per second(s). The Exchange
believes however, that the volume of
quote cancel requests by series messages
in addition to quotes, can potentially
threaten the Exchange’s systems
capacity. As such, the Exchange
proposes to include these messages as
part of the maximum number of quotes
allowed per second(s), so as not to
overburden the Exchange’s system.
Accordingly, a ‘‘block’’ may be
comprised of either a maximum number
of quotes or quote cancels messages (for
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18:34 Oct 02, 2015
Jkt 238001
requests by series 6) and the maximum
number of blocks per second allowed
may be comprised of quote blocks,
quote cancel message blocks or both
quote and quote cancel message blocks.
Also, the maximum number of total
quotes per 3 seconds may now be
comprised of quotes, quote cancel
messages, or a combination of both. The
Exchange will reject any block of
messages that put a user over the
bandwidth thresholds.
The Exchange established bandwidth
allowances for the purpose of protecting
its systems and ensuring its systems
were capable of handling all its message
traffic. The Exchange believes that
subjecting quote cancel messages (by
series) to bandwidth allowance will
help achieve this objective. The
Exchange notes however, that requests
to cancel by class or by session will not
count towards the bandwidth limitation.
Because the ability to cancel all quotes
in a class is an important risk control for
TPHs, the Exchange does not wish to
count requests to cancel quotes for an
entire class towards the maximum
bandwidth allowance.
The Exchange will announce the
implementation date of the proposed
rule change in an Information Circular
to be published no later than 90 days
following the effective date of this rule
filing. The implementation date will be
no later than 180 days following the
effective date of this rule filing.
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.7 Specifically, the
Exchange believes the proposed rule
change is consistent with the section
6(b)(5) 8 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
6 For example, under the proposed rule change,
if a TPH were to send a quote cancel message for
a quote in the XYZ 75 Dec 2015 Call and the XYZ
85 Dec 2015 Call (i.e. each a different series of XYZ
class), a TPH could send a block identifying each
series and would count towards the bandwidth
limitations as two quote messages and one block
message.
7 15 U.S.C. 78f(b).
8 15 U.S.C. 78f(b)(5).
PO 00000
Frm 00083
Fmt 4703
Sfmt 4703
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) 9 requirement that the
rules of an exchange not be designed to
permit unfair discrimination between
customers, issuers, brokers, or dealers.
In particular, the Exchange believes
that imposing a bandwidth limitation on
quote cancel messages protects its
systems and ensures its systems are
capable of handling its message traffic,
thus removing impediments to and
perfecting the mechanism of a free and
open market and a national market
system, as well protecting investors and
the public interest. As noted above,
quote cancel request messages in
addition to quotes, can result in message
traffic that can be burdensome to the
Exchange’s systems. In addition, the
proposed rule change does not
discriminate unfairly between market
participants because this will be applied
equally to all TPHs that may quote (i.e.,
Market-Makers).
B. Self-Regulatory Organization’s
Statement on Burden on Competition
CBOE does not believe that imposing
a bandwidth limitation on quote cancel
messages for a series or group of series
will impose any burden on competition
that is not necessary or appropriate in
furtherance of the purposes of the Act.
In particular, the Exchange does not
believe that imposing a bandwidth
limitation on quote cancel messages will
place any burden on intramarket
competition because this will be applied
to equally to all relevant TPHs (i.e.,
Market-Makers), in that all MarketMakers will be limited (in terms of
bandwidth capacity) in the number of
quote cancel and quote messages that
they can send to the Exchange.
Additionally, as noted above, the
proposed rule change allows the
Exchange to better protect its systems
and ensures its systems are capable of
handling all its message traffic. The
Exchange does not believe that
imposing a bandwidth limitation on
quote cancel messages will place any
burden on intermarket competition
because this only applies to the sending
of quote cancel messages to CBOE. To
the extent the proposed rule change
makes CBOE a more attractive trading
venue to market participants on other
exchanges, such market participants
may elect to become CBOE market
participants.
9 Id.
E:\FR\FM\05OCN1.SGM
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Federal Register / Vol. 80, No. 192 / Monday, October 5, 2015 / Notices
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
The Exchange has designated this rule
filing as non-controversial under section
19(b)(3)(A) of the Act and Rule 19b–
4(f)(6) thereunder.10 The proposed rule
change effects a change that does not (i)
significantly affect the protection of
investors or the public interest; (ii)
impose any significant burden on
competition; and (iii) become operative
for 30 days from the date on which it
was filed, or such shorter time as the
Commission may designate if consistent
with the protection of investors and the
public interest; provided that the selfregulatory organization has given the
Commission written notice of its intent
to file the proposed rule change, along
with a brief description and text of the
proposed rule change, at least five
business days prior to the date of filing
of the proposed rule change, or such
shorter times as designated by the
Commission.11
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is: (1) Necessary or appropriate in
the public interest; (2) for the protection
of investors, or (3) otherwise in
furtherance of the purposes of the Act.
If the Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
IV. Solicitation of Comments
mstockstill on DSK4VPTVN1PROD with NOTICES
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:
10 In addition, Rule 19b–4(f)(6)(iii) requires the
Exchange to give the Commission written notice of
the Exchange’s intent to file the proposed rule
change, along with a brief description and text of
the proposed rule change, at least five business days
prior to the date of filing of the proposed rule
change, or such shorter time as designated by the
Commission. The Exchange has satisfied this
requirement.
11 The Exchange has fulfilled this requirement.
VerDate Sep<11>2014
18:34 Oct 02, 2015
Jkt 238001
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–2015–080 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–2015–080. 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 20549–1090, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing will also be available for
inspection and copying at the NYSE’s
principal office and on its Internet Web
site at www.nyse.com. 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–
2015–080 and should be submitted on
or before October 26, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–25186 Filed 10–2–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76010; File No. SR–
NYSEArca–2015–82]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Adding Definitions
Applicable to Co-Location Services to
the NYSE Arca Options Fee Schedule
and, the NYSE Arca Equities Schedule
of Fees and Charges for Exchange
Services and Modifying the Fee for
Users That Host Their Customers at
the Exchange’s Data Center
September 29, 2015.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that, on
September 18, 2015, NYSE Arca, Inc.
(the ‘‘Exchange’’ or ‘‘NYSE Arca’’) filed
with the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I and II below, which Items have
been prepared by the self-regulatory
organization. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to add
definitions applicable to co-location
services to the NYSE Arca Options Fee
Schedule (the ‘‘Options Fee Schedule’’)
and, through its wholly owned
subsidiary NYSE Arca Equities, Inc.
(‘‘NYSE Arca Equities’’), the NYSE Arca
Equities Schedule of Fees and Charges
for Exchange Services (the ‘‘Equities Fee
Schedule’’ and, together with the
Options Fee Schedule, the ‘‘Fee
Schedules’’) and modify the fee for
users that host their customers at the
Exchange’s Data Center. The text of the
proposed rule change is available on the
Exchange’s Web site at www.nyse.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
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
1 15
U.S.C. 78s(b)(1).
U.S.C. 78a.
3 17 CFR 240.19b–4.
2 15
12 17
PO 00000
CFR 200.30–3(a)(12).
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E:\FR\FM\05OCN1.SGM
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Agencies
[Federal Register Volume 80, Number 192 (Monday, October 5, 2015)]
[Notices]
[Pages 60195-60197]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-25186]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-76024; File No. SR-CBOE-2015-080]
Self-Regulatory Organizations; Chicago Board Options Exchange,
Incorporated; Notice of Filing and Immediate Effectiveness of a
Proposed Rule Change Relating to Bandwidth
September 29, 2015.
Pursuant to section 19(b)(1) \1\ of the Securities Exchange Act of
1934 (the ``Act'') \2\ and Rule 19b-4 thereunder,\3\ notice is hereby
given that on September 25, 2015, Chicago Board Options Exchange,
Incorporated (the ``Exchange'' or ``CBOE'') filed with the Securities
and Exchange Commission (the ``Commission'') the proposed rule change
as described in Items I and II below, which Items have been prepared by
the self-regulatory organization. The Exchange has designated this
proposal as a ``non-controversial'' proposed rule change pursuant to
section 19(b)(3)(A) of the Act \4\ and Rule 19b-4(f)(6)(iii)
thereunder,\5\ which renders it effective upon filing with the
Commission. The Commission is publishing this notice to solicit
comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C.78s(b)(1).
\2\ 15 U.S.C. 78a.
\3\ 17 CFR 240.19b-4.
\4\ 15 U.S.C. 78s(b)(3)(A).
\5\ 17 CFR 240.19b-4(f)(6)(iii).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to provide that certain quote cancel messages
are subject to bandwidth limitations. The text of the proposed rule
change is 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 self-regulatory organization
included statements concerning the purpose of, and basis for, the
proposed rule change and discussed any comments it received on the
proposed rule change. The text of those 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,
[[Page 60196]]
of the most significant parts of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange is proposing to make an amendment to Rule 6.23B to
state that certain quote messages are subject to bandwidth limitations
and count towards the maximum number of quotes allowed per second(s).
Specifically, quote cancel messages, a message type that is used by an
originator of quotes to cancel quotes, will be subject to existing
bandwidth limitations and counted towards the maximum number of quotes
allowed per second(s) as described below.
By way of background, the Exchange does not have unlimited system
bandwidth to support an unlimited number of order and quote entries per
second. For this reason, the Exchange limits each Trading Permit to a
maximum number of messages per second(s). Currently, for example, a
Trading Permit Holder (``TPH'') is limited to x quote messages
(``blocks'') per 1 second. Each block is limited to a maximum number of
quotes. Additionally, there is a set maximum number of total quotes per
3 seconds. For example, if the Exchange limited each Trading Permit to
100 quotes per 1 block, 10 blocks per 1 second and a maximum of 200
quotes per 3 seconds, then a user cannot, for example, enter 11 blocks
per 1 second. The Exchange will reject the entire block of quotes that
puts the user over the threshold. If a user in the above example were
to enter, 10 blocks comprised of 10 quotes (i.e., total of 100 quotes)
in the first second and 5 blocks comprised of 20 quotes (i.e., total of
100 quotes) in the following second, then the user would not be able to
enter any more blocks (and therefore quotes) in the third second, as
the user would exceed the 200 quotes per 3 second threshold. To date,
quote cancel messages have not been counted towards the maximum number
of messages per second(s). The Exchange believes however, that the
volume of quote cancel requests by series messages in addition to
quotes, can potentially threaten the Exchange's systems capacity. As
such, the Exchange proposes to include these messages as part of the
maximum number of quotes allowed per second(s), so as not to overburden
the Exchange's system. Accordingly, a ``block'' may be comprised of
either a maximum number of quotes or quote cancels messages (for
requests by series \6\) and the maximum number of blocks per second
allowed may be comprised of quote blocks, quote cancel message blocks
or both quote and quote cancel message blocks. Also, the maximum number
of total quotes per 3 seconds may now be comprised of quotes, quote
cancel messages, or a combination of both. The Exchange will reject any
block of messages that put a user over the bandwidth thresholds.
---------------------------------------------------------------------------
\6\ For example, under the proposed rule change, if a TPH were
to send a quote cancel message for a quote in the XYZ 75 Dec 2015
Call and the XYZ 85 Dec 2015 Call (i.e. each a different series of
XYZ class), a TPH could send a block identifying each series and
would count towards the bandwidth limitations as two quote messages
and one block message.
---------------------------------------------------------------------------
The Exchange established bandwidth allowances for the purpose of
protecting its systems and ensuring its systems were capable of
handling all its message traffic. The Exchange believes that subjecting
quote cancel messages (by series) to bandwidth allowance will help
achieve this objective. The Exchange notes however, that requests to
cancel by class or by session will not count towards the bandwidth
limitation. Because the ability to cancel all quotes in a class is an
important risk control for TPHs, the Exchange does not wish to count
requests to cancel quotes for an entire class towards the maximum
bandwidth allowance.
The Exchange will announce the implementation date of the proposed
rule change in an Information Circular to be published no later than 90
days following the effective date of this rule filing. The
implementation date will be no later than 180 days following the
effective date of this rule filing.
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.\7\ Specifically, the
Exchange believes the proposed rule change is consistent with the
section 6(b)(5) \8\ 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) \9\ requirement that the rules of an exchange not be
designed to permit unfair discrimination between customers, issuers,
brokers, or dealers.
---------------------------------------------------------------------------
\7\ 15 U.S.C. 78f(b).
\8\ 15 U.S.C. 78f(b)(5).
\9\ Id.
---------------------------------------------------------------------------
In particular, the Exchange believes that imposing a bandwidth
limitation on quote cancel messages protects its systems and ensures
its systems are capable of handling its message traffic, thus removing
impediments to and perfecting the mechanism of a free and open market
and a national market system, as well protecting investors and the
public interest. As noted above, quote cancel request messages in
addition to quotes, can result in message traffic that can be
burdensome to the Exchange's systems. In addition, the proposed rule
change does not discriminate unfairly between market participants
because this will be applied equally to all TPHs that may quote (i.e.,
Market-Makers).
B. Self-Regulatory Organization's Statement on Burden on Competition
CBOE does not believe that imposing a bandwidth limitation on quote
cancel messages for a series or group of series will impose any burden
on competition that is not necessary or appropriate in furtherance of
the purposes of the Act. In particular, the Exchange does not believe
that imposing a bandwidth limitation on quote cancel messages will
place any burden on intramarket competition because this will be
applied to equally to all relevant TPHs (i.e., Market-Makers), in that
all Market-Makers will be limited (in terms of bandwidth capacity) in
the number of quote cancel and quote messages that they can send to the
Exchange. Additionally, as noted above, the proposed rule change allows
the Exchange to better protect its systems and ensures its systems are
capable of handling all its message traffic. The Exchange does not
believe that imposing a bandwidth limitation on quote cancel messages
will place any burden on intermarket competition because this only
applies to the sending of quote cancel messages to CBOE. To the extent
the proposed rule change makes CBOE a more attractive trading venue to
market participants on other exchanges, such market participants may
elect to become CBOE market participants.
[[Page 60197]]
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
The Exchange has designated this rule filing as non-controversial
under section 19(b)(3)(A) of the Act and Rule 19b-4(f)(6)
thereunder.\10\ The proposed rule change effects a change that does not
(i) significantly affect the protection of investors or the public
interest; (ii) impose any significant burden on competition; and (iii)
become operative for 30 days from the date on which it was filed, or
such shorter time as the Commission may designate if consistent with
the protection of investors and the public interest; provided that the
self-regulatory organization has given the Commission written notice of
its intent to file the proposed rule change, along with a brief
description and text of the proposed rule change, at least five
business days prior to the date of filing of the proposed rule change,
or such shorter times as designated by the Commission.\11\
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\10\ In addition, Rule 19b-4(f)(6)(iii) requires the Exchange to
give the Commission written notice of the Exchange's intent to file
the proposed rule change, along with a brief description and text of
the proposed rule change, at least five business days prior to the
date of filing of the proposed rule change, or such shorter time as
designated by the Commission. The Exchange has satisfied this
requirement.
\11\ The Exchange has fulfilled this requirement.
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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: (1)
Necessary or appropriate in the public interest; (2) for the protection
of investors, or (3) otherwise in furtherance of the purposes of the
Act. If the Commission takes such action, the Commission shall
institute proceedings to determine whether the proposed rule should be
approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the 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-2015-080 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-2015-080. 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 20549-1090, on official business days between the hours
of 10:00 a.m. and 3:00 p.m. Copies of the filing will also be available
for inspection and copying at the NYSE's principal office and on its
Internet Web site at www.nyse.com. 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-2015-080 and should be submitted on or before
October 26, 2015.
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\12\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\12\
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015-25186 Filed 10-2-15; 8:45 am]
BILLING CODE 8011-01-P