Self-Regulatory Organizations; Chicago Stock Exchange, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Modify Its Smart Versus Direct Routing Protocol, 68888-68890 [2015-28267]
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68888
Federal Register / Vol. 80, No. 215 / Friday, November 6, 2015 / Notices
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 will also 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–BATS–
2015–93 and should be submitted on or
before November 27, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.19
Jill M. Peterson,
Assistant Secretary.
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76326; File No. SR–CHX–
2015–08]
Self-Regulatory Organizations;
Chicago Stock Exchange, Inc.; Notice
of Filing and Immediate Effectiveness
of Proposed Rule Change To Modify Its
Smart Versus Direct Routing Protocol
mstockstill on DSK4VPTVN1PROD with NOTICES
November 2, 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 October
26, 2015, the Chicago Stock Exchange,
Inc. (‘‘CHX’’ or ‘‘Exchange’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I and II below, which Items have
been prepared by the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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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
CHX included statements concerning
the purpose of and basis for the
proposed rule changes 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
CHX 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
[FR Doc. 2015–28268 Filed 11–5–15; 8:45 am]
19 17
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
CHX proposes to modify its smart
versus direct order routing protocol.
CHX has designated this proposed rule
change as non-controversial pursuant to
Section 19(b)(3)(A) 3 of the Act and Rule
19b–4(f)(6) 4 thereunder and has
provided the Commission with the
notice required by Rule 19b–4(f)(6)(iii).5
The text of this proposed rule change is
available on the Exchange’s Web site at
(www.chx.com) and in the
Commission’s Public Reference Room.
1. Purpose
The Exchange proposes to modify its
smart versus direct order routing
protocol, which was recently clarified
and modified under SR–CHX–2015–02.6
Specifically, the Exchange proposes to
(1) eliminate the Exchange’s special
routing handling for Protected
Quotations 7 displayed on the
Alternative Display Facility (‘‘ADF’’)
operated by the Financial Industry
Regulatory Authority (‘‘FINRA’’) 8
(‘‘ADF special handling’’) 9 and (2) to
always direct a non-affiliate third-party
routing broker (‘‘third-party routing
broker’’) to route orders to specific
routing destinations, when required by
CHX Rules,10 including situations
where orders would be routed pursuant
to a routing table maintained by the
Exchange, as described in detail below.
3 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6).
5 17 CFR 240.19b–4(f)(6)(iii).
6 See Exchange Act Release No. 74487 (March 12,
2015), 80 FR 14193 (March 18, 2015) (SR–CHX–
2015–02).
7 See 17 CFR 242.600(a)(58).
8 See FINRA Rule 6210.
9 See supra note 6.
10 See CHX Article 19, Rule 3(a).
The Exchange does not propose to
substantively modify the smart versus
direct order routing protocol or the CHX
Routing Services in any other way.
Currently, upon the triggering of a
Routing Event,11 the Exchange will
route away Routable Orders,12 or
portions thereof, through CHXBD, LLC,
which is an affiliated routing broker that
operates as a facility of the Exchange,
which would then forward orders to a
third-party routing broker for routing to
the ultimate routing destination.13 All
orders routed to the third-party routing
broker will include instructions for the
third-party routing broker to either
direct route the order to a specific
destination or to smart route the order
utilizing the third-party routing broker’s
routing technology, pursuant to a
routing table provided and maintained
by the Exchange. The decision to smart
or direct route orders is made by the
Exchange pursuant to the following
smart versus direct order routing
protocol: 14
• Smart route. Subject to ADF special
handling, if the portion of a Routable
Order that is to be routed away at a
certain price point is smaller than the
aggregate size of two or more contra-side
Protected Quotations that could be
satisfied at that price point, the
Exchange will rely on a third-party
routing broker to utilize its smart
routing technology to route away the
corresponding orders pursuant to a
routing table provided by the Exchange.
When orders are smart routed, the
relevant snapshot of Protected
Quotations of external markets for
Regulation NMS purposes will be taken
by the third-party routing broker and the
third-party routing broker would route
orders marked Immediate Or Cancel 15
and Intermarket Sweep Order 16 (‘‘IOC/
ISO’’).
• Direct route. Subject to ADF special
handling, if the portion of a Routable
Order that is to be routed away at a
certain price point is smaller than the
size of one contra-side Protected
Quotation that could be satisfied or is
the same size as the aggregate size of
one or more contra-side Protected
Quotations that could be satisfied at that
price point, the Exchange will direct the
third-party routing broker to route
corresponding orders to specific routing
destinations. Thus, the relevant
snapshot of the Protected Quotations of
4 17
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Frm 00055
Fmt 4703
Sfmt 4703
11 Id.
12 See
CHX Article 1, Rule 1(oo).
Exchange Act Release No. 73150
(September 19, 2014), 79 FR 57603 (September 25,
2014) (SR–CHX–2014–15).
14 See supra notes 6 and 13.
15 See CHX Article 1, Rule 2(d)(4).
16 See CHX Article 1, Rule 2(b)(3)(B).
13 See
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Federal Register / Vol. 80, No. 215 / Friday, November 6, 2015 / Notices
external markets for Regulation NMS
purposes will be taken by the Exchange
and the Exchange would route IOC/ISOs
to the third-party routing broker along
with instructions to route the orders to
a specific destination.
• ADF Special Handling. If one of the
contra-side Protected Quotations
described above is displayed on the
ADF, the Exchange will route the entire
remaining balance of the Routable Order
to a third-party routing broker for smart
routing.
The Exchange now proposes to
always direct a third-party routing
broker to route orders to specific routing
destinations, regardless of whether an
order would be smart or direct routed.
Specifically, if the Exchange’s routing
systems determine that a Routable Order
should be smart routed, the Exchange’s
routing systems will create the
necessary corresponding orders (as
opposed to handing such
responsibilities to the third-party
routing broker), pursuant to a routing
table maintained by the Exchange, and
direct the third-party routing broker to
route the corresponding orders to
specific routing destinations. Thus, the
result is that the Exchange will always
direct a third-party routing broker to
route IOC/ISOs to specific destinations.
Also, the Exchange proposes to
eliminate ADF special handling and
treat Protected Quotations displayed on
the ADF like any other Protected
Quotations displayed in the national
market system. Thus, the smart versus
direct order routing protocol would be
simplified as follows:
• Smart route. If the portion of a
Routable Order that is to be routed away
at a certain price point is smaller than
the aggregate size of two or more contraside Protected Quotations that could be
satisfied at that price point, the
Exchange will utilize its smart routing
technology and direct the third-party
routing broker to route IOC/ISO(s) to
specific routing destinations.
• Direct route. If the portion of a
Routable Order that is to be routed away
is smaller than the size of one contraside Protected Quotation that could be
satisfied or is the same size as the
aggregate size of one or more contra-side
Protected Quotations that could be
satisfied at that price point, the
Exchange will direct the third-party
routing broker to route IOC/ISO(s) to
specific routing destinations.
• In either scenario, the relevant
snapshot of Protected Quotations of
external markets will be taken by the
Exchange.
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17:21 Nov 05, 2015
Jkt 238001
Operative Date
The Exchange proposes to make the
proposed rule change operative as
follows:
• The proposal for the Exchange to
always direct a third-party routing
broker to route orders to specific
destinations shall be operative October
29, 2015, prior to the Exchange’s
Regulation SCI compliance date of
November 3, 2015.17
• The proposed elimination of ADF
special handling shall be operative
pursuant to two weeks’ notice by the
Exchange to its Participants via
Information Memorandum on a date to
coincide with the operative date of CHX
Sub-second Non-displayed Auction
Process (‘‘SNAP’’),18 which will not
occur during the thirty (30) day preoperative waiting period contained in
Exchange Act Rule 19b–4(f)(6)(iii).19
2. Statutory Basis
The Exchange believes that the
proposal is consistent with Section 6(b)
of the Act in general 20 and furthers the
objectives of Section 6(b)(5) in
particular,21 in that it is designed to
promote just and equitable principles of
trade, to foster cooperation and
coordination with persons engaged in
facilitating transactions in securities, to
remove impediments and perfect the
mechanisms of a free and open market,
and, in general, to protect investors and
the public interest. Specifically, the
Exchange believes that the proposal
removes impediments and perfects the
mechanisms of a free and open market
by streamlining the CHX Routing
Services through simplifying the smart
versus direct routing protocol, which
also protects investors and the public
interest.
B. Self-Regulatory Organization's
Statement of Burden on Competition
The Exchange does not believe that
the proposal will impose any burden on
competition that is not necessary or
appropriate in furtherance of the
purposes of the Act. To the contrary, the
Exchange believes that the proposal will
enhance competition by streamlining
the CHX Routing Services. Thus, the
proposal is a competitive proposal that
is intended to draw additional order
flow to the Exchange, which will, in
turn, benefit the Exchange and all
Participants.
C. Self-Regulatory Organization's
Statement on Comments Regarding 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
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 from the date on
which it was filed, or such shorter time
as the Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A) of the Act 22 and Rule 19b–
4(f)(6) thereunder.23
The Exchange has requested that the
Commission waive the requirement that
the rule change not become operative
for 30 days after the date of the filing as
set forth in Rule 19b–4(f)(6)(iii),24 so
that the proposal may become
immediately operative upon filing. The
Exchange has stated that it desires to
operate under the proposal to begin
always directing a third-party routing
broker to route orders to specific
destinations on October 29, 2015,
allowing the proposal to be fully
implemented prior to the Exchange’s
Regulation SCI compliance date of
November 3, 2015.25 Waiver of the
operative waiting period and
implementation prior to the SCI
compliance date would permit the
Exchange to exclude the third-party
routing broker from its Regulation SCI
compliance responsibilities. In addition,
the Exchange believes that an operative
date ahead of the Exchange’s actual
Regulation SCI compliance date is
necessary to better ensure that the
proposed modification is operating
properly before the Exchange’s
Regulation SCI compliance date. For
those reasons, the Commission finds
that waiver of the 30-day pre-operative
waiting period is consistent with the
protection of investors and the public.
The Commission hereby waives the 3022 15
17 See
Exchange Act Release No. 73639
(December 5, 2014), 79 FR 72251 (December 5,
2014).
18 The proposed rule change to adopt SNAP was
recently approved, but is not yet operative. See
Securities Exchange Act Release No. 76087 (October
6, 2015), 80 FR 61540 (October 13, 2015).
19 Id.
20 15 U.S.C. 78f(b).
21 15 U.S.C. 78f(b)(5).
PO 00000
Frm 00056
Fmt 4703
Sfmt 4703
68889
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). As required under Rule
19b–4(f)(6)(iii), CHX provided the Commission with
written notice of its intent to file the proposed rule
change, along with a brief description and the 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.
24 17 CFR 240.19b–4(f)(6)(iii).
25 See supra note 17.
23 17
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68890
Federal Register / Vol. 80, No. 215 / Friday, November 6, 2015 / Notices
day operative delay and designates the
proposal effective upon filing.26
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:
inspection and copying at the
Exchange’s principal office. 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–CHX–2015–08 and should
be submitted on or before November 27,
2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.27
Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2015–28267 Filed 11–5–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
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–
CHX–2015–08 on the subject line.
mstockstill on DSK4VPTVN1PROD with NOTICES
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–CHX–2015–08. 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. Copies of
the filing will also be available for
[File No. 500–1]
In the Matter of CodeSmart Holdings,
Inc.; Order of Suspension of Trading
November 4, 2015
It appears to the Securities and
Exchange Commission (‘‘Commission’’)
that there is a lack of current and
accurate information concerning the
securities of CodeSmart Holdings, Inc.
(‘‘CodeSmart’’) because it has not filed
any periodic reports since the period
ended June 30, 2014 and that suspicious
market activity involving securities of
CodeSmart has taken place. CodeSmart
is a Florida corporation with its
principal place of business in Mohnton,
Pennsylvania. Its stock is quoted on
OTC Link, operated by OTC Markets
Group Inc., under the ticker: ITEN. The
Commission is of the opinion that the
public interest and the protection of
investors require a suspension of trading
in the securities of CodeSmart.
Therefore, it is ordered, pursuant to
Section 12(k) of the Securities Exchange
Act of 1934, that trading in the
securities of the above-listed company is
suspended for the period from 9:30 a.m.
EST on November 4, 2015, through
11:59 p.m. EST on November 17, 2015.
By the Commission.
Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2015–28413 Filed 11–4–15; 11:15 am]
BILLING CODE 8011–01–P
26 For
purposes of waiving the 30-day operative
delay, the Commission has considered the proposed
rule’s impact on efficiency, competition, and capital
formation. See 15 U.S.C. 78c(f).
VerDate Sep<11>2014
17:21 Nov 05, 2015
Jkt 238001
27 17
PO 00000
CFR 200.30–3(a)(12).
Frm 00057
Fmt 4703
Sfmt 4703
SUSQUEHANNA RIVER BASIN
COMMISSION
Projects Approved for Consumptive
Uses of Water
Susquehanna River Basin
Commission.
ACTION: Notice.
AGENCY:
This notice lists the projects
approved by rule by the Susquehanna
River Basin Commission during the
period set forth in DATES.
DATES: August 1–31, 2015.
ADDRESSES: Susquehanna River Basin
Commission, 4423 North Front Street,
Harrisburg, PA 17110–1788.
FOR FURTHER INFORMATION CONTACT:
Jason E. Oyler, General Counsel,
telephone: (717) 238–0423, ext. 1312;
fax: (717) 238–2436; email: joyler@
srbc.net. Regular mail inquiries may be
sent to the above address.
SUPPLEMENTARY INFORMATION: This
notice lists the projects, described
below, receiving approval for the
consumptive use of water pursuant to
the Commission’s approval by rule
process set forth in 18 CFR 806.22(f) for
the time period specified above:
SUMMARY:
Approvals by Rule Issued Under 18
CFR 806.22(f)
1. EOG Resources, Inc., Pad ID: PHC 7H,
ABR–20090722.R1, Lawrence
Township, Clearfield County, Pa.;
Consumptive Use of Up to 1.9999
mgd; Approval Date: August 6,
2015.
2. Chevron Appalachia, LLC, Pad ID:
Hutton Unit #1H, ABR–
20090518.R1, Chest Township,
Clearfield County, Pa.;
Consumptive Use of Up to 5.0000
mgd; Approval Date: August 11,
2015.
3. Chevron Appalachia, LLC, Pad ID:
Lytle Unit Drilling Pad #1H, ABR–
20100104.R1, Lawrence Township,
Clearfield County, Pa.;
Consumptive Use of Up to 5.0000
mgd; Approval Date: August 11,
2015.
4. Chevron Appalachia, LLC, Pad ID:
Shannon Land & Mining Drilling
Pad #1, ABR–20100628.R1,
Lawrence Township, Clearfield
County, Pa.; Consumptive Use of
Up to 2.0000 mgd; Approval Date:
August 11, 2015.
5. Chevron Appalachia, LLC, Pad ID:
Snow Shoe 2, ABR–201011007.R1,
Snow Shoe Township, Centre
County, Pa.; Consumptive Use of
Up to 4.0000 mgd; Approval Date:
August 11, 2015.
6. Chevron Appalachia, LLC, Pad ID:
Snow Shoe 4, ABR–201011042.R1,
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Agencies
[Federal Register Volume 80, Number 215 (Friday, November 6, 2015)]
[Notices]
[Pages 68888-68890]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-28267]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-76326; File No. SR-CHX-2015-08]
Self-Regulatory Organizations; Chicago Stock Exchange, Inc.;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Modify Its Smart Versus Direct Routing Protocol
November 2, 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 October 26, 2015, the Chicago Stock Exchange, Inc. (``CHX'' or
``Exchange'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I and
II below, which Items have been prepared by the Exchange. The
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
CHX proposes to modify its smart versus direct order routing
protocol. CHX has designated this proposed rule change as non-
controversial pursuant to Section 19(b)(3)(A) \3\ of the Act and Rule
19b-4(f)(6) \4\ thereunder and has provided the Commission with the
notice required by Rule 19b-4(f)(6)(iii).\5\ The text of this proposed
rule change is available on the Exchange's Web site at (www.chx.com)
and in the Commission's Public Reference Room.
---------------------------------------------------------------------------
\3\ 15 U.S.C. 78s(b)(3)(A).
\4\ 17 CFR 240.19b-4(f)(6).
\5\ 17 CFR 240.19b-4(f)(6)(iii).
---------------------------------------------------------------------------
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 CHX included statements
concerning the purpose of and basis for the proposed rule changes 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 CHX 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 Exchange proposes to modify its smart versus direct order
routing protocol, which was recently clarified and modified under SR-
CHX-2015-02.\6\ Specifically, the Exchange proposes to (1) eliminate
the Exchange's special routing handling for Protected Quotations \7\
displayed on the Alternative Display Facility (``ADF'') operated by the
Financial Industry Regulatory Authority (``FINRA'') \8\ (``ADF special
handling'') \9\ and (2) to always direct a non-affiliate third-party
routing broker (``third-party routing broker'') to route orders to
specific routing destinations, when required by CHX Rules,\10\
including situations where orders would be routed pursuant to a routing
table maintained by the Exchange, as described in detail below. The
Exchange does not propose to substantively modify the smart versus
direct order routing protocol or the CHX Routing Services in any other
way.
---------------------------------------------------------------------------
\6\ See Exchange Act Release No. 74487 (March 12, 2015), 80 FR
14193 (March 18, 2015) (SR-CHX-2015-02).
\7\ See 17 CFR 242.600(a)(58).
\8\ See FINRA Rule 6210.
\9\ See supra note 6.
\10\ See CHX Article 19, Rule 3(a).
---------------------------------------------------------------------------
Currently, upon the triggering of a Routing Event,\11\ the Exchange
will route away Routable Orders,\12\ or portions thereof, through
CHXBD, LLC, which is an affiliated routing broker that operates as a
facility of the Exchange, which would then forward orders to a third-
party routing broker for routing to the ultimate routing
destination.\13\ All orders routed to the third-party routing broker
will include instructions for the third-party routing broker to either
direct route the order to a specific destination or to smart route the
order utilizing the third-party routing broker's routing technology,
pursuant to a routing table provided and maintained by the Exchange.
The decision to smart or direct route orders is made by the Exchange
pursuant to the following smart versus direct order routing protocol:
\14\
---------------------------------------------------------------------------
\11\ Id.
\12\ See CHX Article 1, Rule 1(oo).
\13\ See Exchange Act Release No. 73150 (September 19, 2014), 79
FR 57603 (September 25, 2014) (SR-CHX-2014-15).
\14\ See supra notes 6 and 13.
---------------------------------------------------------------------------
Smart route. Subject to ADF special handling, if the
portion of a Routable Order that is to be routed away at a certain
price point is smaller than the aggregate size of two or more contra-
side Protected Quotations that could be satisfied at that price point,
the Exchange will rely on a third-party routing broker to utilize its
smart routing technology to route away the corresponding orders
pursuant to a routing table provided by the Exchange. When orders are
smart routed, the relevant snapshot of Protected Quotations of external
markets for Regulation NMS purposes will be taken by the third-party
routing broker and the third-party routing broker would route orders
marked Immediate Or Cancel \15\ and Intermarket Sweep Order \16\
(``IOC/ISO'').
---------------------------------------------------------------------------
\15\ See CHX Article 1, Rule 2(d)(4).
\16\ See CHX Article 1, Rule 2(b)(3)(B).
---------------------------------------------------------------------------
Direct route. Subject to ADF special handling, if the
portion of a Routable Order that is to be routed away at a certain
price point is smaller than the size of one contra-side Protected
Quotation that could be satisfied or is the same size as the aggregate
size of one or more contra-side Protected Quotations that could be
satisfied at that price point, the Exchange will direct the third-party
routing broker to route corresponding orders to specific routing
destinations. Thus, the relevant snapshot of the Protected Quotations
of
[[Page 68889]]
external markets for Regulation NMS purposes will be taken by the
Exchange and the Exchange would route IOC/ISOs to the third-party
routing broker along with instructions to route the orders to a
specific destination.
ADF Special Handling. If one of the contra-side Protected
Quotations described above is displayed on the ADF, the Exchange will
route the entire remaining balance of the Routable Order to a third-
party routing broker for smart routing.
The Exchange now proposes to always direct a third-party routing
broker to route orders to specific routing destinations, regardless of
whether an order would be smart or direct routed. Specifically, if the
Exchange's routing systems determine that a Routable Order should be
smart routed, the Exchange's routing systems will create the necessary
corresponding orders (as opposed to handing such responsibilities to
the third-party routing broker), pursuant to a routing table maintained
by the Exchange, and direct the third-party routing broker to route the
corresponding orders to specific routing destinations. Thus, the result
is that the Exchange will always direct a third-party routing broker to
route IOC/ISOs to specific destinations. Also, the Exchange proposes to
eliminate ADF special handling and treat Protected Quotations displayed
on the ADF like any other Protected Quotations displayed in the
national market system. Thus, the smart versus direct order routing
protocol would be simplified as follows:
Smart route. If the portion of a Routable Order that is to
be routed away at a certain price point is smaller than the aggregate
size of two or more contra-side Protected Quotations that could be
satisfied at that price point, the Exchange will utilize its smart
routing technology and direct the third-party routing broker to route
IOC/ISO(s) to specific routing destinations.
Direct route. If the portion of a Routable Order that is
to be routed away is smaller than the size of one contra-side Protected
Quotation that could be satisfied or is the same size as the aggregate
size of one or more contra-side Protected Quotations that could be
satisfied at that price point, the Exchange will direct the third-party
routing broker to route IOC/ISO(s) to specific routing destinations.
In either scenario, the relevant snapshot of Protected
Quotations of external markets will be taken by the Exchange.
Operative Date
The Exchange proposes to make the proposed rule change operative as
follows:
The proposal for the Exchange to always direct a third-
party routing broker to route orders to specific destinations shall be
operative October 29, 2015, prior to the Exchange's Regulation SCI
compliance date of November 3, 2015.\17\
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\17\ See Exchange Act Release No. 73639 (December 5, 2014), 79
FR 72251 (December 5, 2014).
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The proposed elimination of ADF special handling shall be
operative pursuant to two weeks' notice by the Exchange to its
Participants via Information Memorandum on a date to coincide with the
operative date of CHX Sub-second Non-displayed Auction Process
(``SNAP''),\18\ which will not occur during the thirty (30) day pre-
operative waiting period contained in Exchange Act Rule 19b-
4(f)(6)(iii).\19\
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\18\ The proposed rule change to adopt SNAP was recently
approved, but is not yet operative. See Securities Exchange Act
Release No. 76087 (October 6, 2015), 80 FR 61540 (October 13, 2015).
\19\ Id.
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2. Statutory Basis
The Exchange believes that the proposal is consistent with Section
6(b) of the Act in general \20\ and furthers the objectives of Section
6(b)(5) in particular,\21\ in that it is designed to promote just and
equitable principles of trade, to foster cooperation and coordination
with persons engaged in facilitating transactions in securities, to
remove impediments and perfect the mechanisms of a free and open
market, and, in general, to protect investors and the public interest.
Specifically, the Exchange believes that the proposal removes
impediments and perfects the mechanisms of a free and open market by
streamlining the CHX Routing Services through simplifying the smart
versus direct routing protocol, which also protects investors and the
public interest.
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\20\ 15 U.S.C. 78f(b).
\21\ 15 U.S.C. 78f(b)(5).
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B. Self-Regulatory Organization's Statement of Burden on Competition
The Exchange does not believe that the proposal will impose any
burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act. To the contrary, the Exchange
believes that the proposal will enhance competition by streamlining the
CHX Routing Services. Thus, the proposal is a competitive proposal that
is intended to draw additional order flow to the Exchange, which will,
in turn, benefit the Exchange and all Participants.
C. Self-Regulatory Organization's Statement on Comments Regarding 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
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 from the date on which it was filed, or
such shorter time as the Commission may designate, it has become
effective pursuant to Section 19(b)(3)(A) of the Act \22\ and Rule 19b-
4(f)(6) thereunder.\23\
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\22\ 15 U.S.C. 78s(b)(3)(A).
\23\ 17 CFR 240.19b-4(f)(6). As required under Rule 19b-
4(f)(6)(iii), CHX provided the Commission with written notice of its
intent to file the proposed rule change, along with a brief
description and the 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.
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The Exchange has requested that the Commission waive the
requirement that the rule change not become operative for 30 days after
the date of the filing as set forth in Rule 19b-4(f)(6)(iii),\24\ so
that the proposal may become immediately operative upon filing. The
Exchange has stated that it desires to operate under the proposal to
begin always directing a third-party routing broker to route orders to
specific destinations on October 29, 2015, allowing the proposal to be
fully implemented prior to the Exchange's Regulation SCI compliance
date of November 3, 2015.\25\ Waiver of the operative waiting period
and implementation prior to the SCI compliance date would permit the
Exchange to exclude the third-party routing broker from its Regulation
SCI compliance responsibilities. In addition, the Exchange believes
that an operative date ahead of the Exchange's actual Regulation SCI
compliance date is necessary to better ensure that the proposed
modification is operating properly before the Exchange's Regulation SCI
compliance date. For those reasons, the Commission finds that waiver of
the 30-day pre-operative waiting period is consistent with the
protection of investors and the public. The Commission hereby waives
the 30-
[[Page 68890]]
day operative delay and designates the proposal effective upon
filing.\26\
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\24\ 17 CFR 240.19b-4(f)(6)(iii).
\25\ See supra note 17.
\26\ For purposes of waiving the 30-day operative delay, the
Commission has considered the proposed rule's impact on efficiency,
competition, and capital formation. See 15 U.S.C. 78c(f).
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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-CHX-2015-08 on the subject line.
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-CHX-2015-08. 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. Copies of the filing will also be available
for inspection and copying at the Exchange's principal office. 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-CHX-2015-08 and should be
submitted on or before November 27, 2015.
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\27\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\27\
Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2015-28267 Filed 11-5-15; 8:45 am]
BILLING CODE 8011-01-P