Self-Regulatory Organizations; NYSE MKT LLC; Notice of Filing of Proposed Rule Change, as Modified by Amendment No. 1, To Amend Rule 955NY(c) by Revising the Clearing Member Requirements for Entering an Order Into the Electronic Order Capture System (“EOC”), 21415-21417 [2016-08179]
Download as PDF
Federal Register / Vol. 81, No. 69 / Monday, April 11, 2016 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.63
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–08186 Filed 4–8–16; 8:45 am]
BILLING CODE 8011–01–P
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–77518; File No. SR–
NYSEMKT–2016–13]
1. Purpose
Self-Regulatory Organizations; NYSE
MKT LLC; Notice of Filing of Proposed
Rule Change, as Modified by
Amendment No. 1, To Amend Rule
955NY(c) by Revising the Clearing
Member Requirements for Entering an
Order Into the Electronic Order
Capture System (‘‘EOC’’)
April 5, 2016.
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 March
22, 2016, NYSE MKT LLC (the
‘‘Exchange’’ or ‘‘NYSE MKT’’) 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. On March 30, 2016, the
Exchange filed Amendment No. 1 to the
proposed rule change. The Commission
is publishing this notice to solicit
comments on the proposed rule change,
as modified by Amendment No. 1, from
interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
The Exchange proposes to amend
Rule 955NY(c) by revising the
requirements for entering an order into
the Electronic Order Capture System
(‘‘EOC’’). 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.
mstockstill on DSK4VPTVN1PROD 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
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
63 17
CFR 200.30–3(a)(12).
U.S.C.78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
1 15
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18:37 Apr 08, 2016
Jkt 238001
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,
of the most significant parts of such
statements.
The Exchange proposes to amend
Exchange Rule 955NY(c) by revising the
requirements for entering an order into
the EOC. Specifically, the Exchange
proposes to eliminate the pre-trade EOC
requirement that ATP Holders give up
the name of the Clearing Member 4
responsible for clearing each trade
before representing a trade in open
outcry. 5
The EOC is the Exchange’s floor-based
electronic audit trail and order tracking
system that provides an accurate timesequenced record of all orders and
transactions entered and executed on
the floor of the Exchange.6 This process,
commonly referred to as the
‘‘systemization’’ of an order, is
composed of the contractual terms of an
order that are required to be disclosed
in order to effect a trade. The EOC was
developed to comply with an order of
the Commission, which required that
the Exchange, in coordination with
other exchanges, ‘‘design and
implement a consolidated options audit
trail system (‘COATS’),’’ that would
‘‘enable the options exchanges to
reconstruct markets promptly,
effectively surveil them and enforce
order handling, firm quote, trade
reporting and other rules.’’ 7 In
4 Rule 900.2NY defines ‘‘Clearing Member’’ as an
Exchange ATP Holder which has been admitted to
membership in the Options Clearing Corporation
pursuant to the provisions of the Rules of the
Options Clearing Corporation.
5 In Amendment No. 1, the Exchange clarified
that it is proposing to amend the timing in which
Clearing Member information will be entered into
the EOC. More specifically, the Exchange noted that
Rule 955NY(c)(1) requires the other items included
in Rule 956NY(a), including the ‘‘CMTA
Information and the name of the clearing OTP
Holder or Firm,’’ to be included in the EOC ‘‘as the
events occur and/or during trade reporting
procedures which may occur after the
representation and execution of the order.’’
6 This system includes the electronic
communications interface between booth terminals
and the Floor Broker work stations.
7 See Section IV.B.e.(v) of the Commission’s
Order Instituting Public Administrative Proceedings
Pursuant to Sections 19(h)(1) of the Securities
Exchange Act of 1934, Making Findings and
Imposing Remedial Sanctions (the ‘‘Order’’). See
Securities Exchange Act Release No. 43268
PO 00000
Frm 00107
Fmt 4703
Sfmt 4703
21415
particular, the Exchange was required
incorporate into the audit trail all nonelectronic orders ‘‘such that the audit
trail provides an accurate, timesequenced record of electronic and
other orders, quotations and
transactions on such respondent
exchange, beginning with the receipt of
an order by such respondent exchange
and further documenting the life of the
order through the process of execution,
partial execution, or cancellation of that
order, which audit trail shall be readily
retrievable in the common computer
format.’’ 8
Current Rule 955NY(c) sets forth the
EOC entry requirements and mandates
that every ATP Holder that receives an
order for execution on the Exchange
‘‘must immediately, prior to
representation in the trading crowd,
record the details of the order (including
any modification of the terms of the
order or cancellation of the order) into
the EOC, unless such order has been
entered into the Exchange’s other
electronic order processing facilities
(e.g., orders sent electronically through
the Exchange’s Member Firm
Interface).’’ 9 Among other pre-trade
EOC requirements under current Rule
955NY(c)(1), every ATP Holder must
provide ‘‘the name of the clearing ATP
Holder’’ (the ‘‘Give Up Requirement’’) 10
Rule 955NY(c)(1) also provides that
‘‘[t]he remaining elements prescribed in
Rule 956NY and any additional
information with respect to the order
shall be recorded as the events occur
and/or during trade reporting
procedures which may occur after the
representation and execution of the
order.’’ 11
(September 11, 2000) and Administrative
Proceeding File No. 3–10282.
8 See id.
9 See Rule 955NY(c).
10 See Rule 955NY(c)(1)(vii). Rule 955NY(c)(1)
also requires the following data points to be entered
upon receipt of an order: (i) The option symbol; (ii)
the expiration date of the option; (iii) the exercise
price; (iv) buy or sell with applicable limit or stop
price or special instructions; (v) call or put; (vi) the
quantity of contracts; as well as such other
information as may be required by the Exchange
from time to time. Rule 955NY(c)(1) also provides
that the Exchange may also require additional
information if needed and provides that the
remaining data elements prescribed in Rule 956NY
[see infra n. 10] are to be recorded as the events
occur and/or during trade reporting procedures.
The Exchange proposes to add the words ‘‘in the
EOC’’ to Rule 955NY(c)(1) to make clear where the
additional information would be recorded. See
proposed Rule 955NY(c)(1).
11 See Rule 955NY (c)(1). The Exchange notes that
one such element prescribed in Rule 956NY(a) to
be recorded by each ATP Holder is ‘‘CMTA
Information and the name of the clearing ATP
Holder,’’ and therefore, per Rule 955NY(c)(1), this
information would still be disclosed ‘‘as the events
occur and/or during trade reporting procedures
E:\FR\FM\11APN1.SGM
Continued
11APN1
21416
Federal Register / Vol. 81, No. 69 / Monday, April 11, 2016 / Notices
mstockstill on DSK4VPTVN1PROD with NOTICES
Pursuant to the proposed rule change,
ATP Holders would no longer be subject
to the pre-trade Give Up Requirement.
Floor Brokers have told the Exchange
that the identity of the firm through
which each trade will clear is not
always initially provided when an order
is presented and that waiting to receive
this information and enter it into EOC
can delay the representation and
execution of an order. In today’s trading
environment of rapidly moving markets
and the need to execute an order and
hedge a trade in real or near real time,
even a slight delay can prove to be
detrimental to the handling of an order.
The proposed change to eliminate the
Give Up Requirement prior to execution
of each trade would not impair the
Exchange’s ability to comply with the
Order. Specifically, the EOC would still
provide an accurate, time-sequenced
record beginning with the receipt of an
order and document the life of the order
through the process of execution, partial
execution, or cancellation. Entry of
information pursuant to the Give Up
Requirement would occur after the
order had been represented and
executed in the Trading Crowd.12 Thus,
only the timing of the disclosure of such
information would be affected by this
proposal.
The Exchange notes that, similar to a
filing it submitted in 2013,13 the
proposed rule change relates only to the
system entry requirements for floorbased orders and would not change
rules governing the record of orders
which may occur after the representation and
execution of the order.’’ Id. See also Rule 956NY(a)
(Record of Orders) (requiring that ATP Holders
maintain a record of each order that includes that
the following data elements: (1) CMTA Information
and the name of the clearing ATP Holder; (2)
options symbol, expiration month, exercise price
and type of options; (3) side of the market and order
type; (4) quantity of options; (5) limit or stop price
or special conditions; (6) opening or closing
transaction; (7) time in force; (8) account origin
code; and (9) whether the order was solicited or
unsolicited.) See also Rule 957NY (Reporting
Duties), infra n. 12.
12 See id.; see also Commentary .01 to Rule
957NY (providing that for each transaction
executed on the Options Floor, the responsible ATP
Holder will immediately report, among other
information, both its assigned broker initial code
and the name of the contra clearing member).
13 See Securities and Exchange Act Release 69081
(March 8, 2013), 78 FR 16332, 16333 (March 14,
2013) (SR–NYSEMKT–2013–16) (noting that
‘‘[b]ecause the CMTA information, the opening/
closing designation, the account origin code, the
time if force and whether an order was solicited or
unsolicited are not contractual terms of a trade itself
nor are they required data elements pursuant to the
Exchange’s order format requirements, the
Exchange does not believe this information needs
to be entered into the EOC prior to an order being
represented in the Trading Crowd, but may be
entered contemporaneously upon the receipt of
such information, even if that occurs after the order
had been represented and executed in the Trading
Crowd’’).
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18:37 Apr 08, 2016
Jkt 238001
(Rule 956NY). Floor Brokers would
continue to be required to maintain
proper order records, as part of each
trade record, including the identity of
the clearing ATP Holder.14 In that
regard, Floor Brokers would continue to
be required to give up the responsible
Clearing Member on each trade as part
of each trade record.15
2. Statutory Basis
The Exchange believes that the
proposed change is consistent with
Section 6(b) of the Act,16 in general, and
furthers the objectives of Section
6(b)(5),17 in particular, in that it is
designed 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 facilitation transactions in
securities, to remove impediments to,
and perfect the mechanism of a free and
open market 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) 18 requirement that
the rules of an exchange not be designed
to permit unfair discrimination between
customers, issuers, brokers, or dealers.
Specifically, the proposed change to
order entry requirements for the EOC
(i.e., eliminating the pre-trade Give Up)
14 The Exchange notes that another exchange has
made modifications to its rules related to the Order.
See Securities Exchange Act Release No. 63071
(October 8, 2010), 75 FR 63876, 63877–78 (October
18, 2010) (SR–Phlx–2010–139) (immediately
effective filing to amend language related to the
timing of the entry of clearing information, noting
in relevant part that ‘‘[t]he clearing information,
which is the contra-side clearing information, is not
required to be entered pursuant to COATS. Rather,
this information facilitates the identification of the
trade for clearing.’’). The Exchange notes that the
Philadelphia Stock Exchange proposed these
changes to its rules without solicitation of the
exchanges that were subject to the Order, including
the Exchange. Accordingly, the Exchange believes
that exchanges’ changes to their rules put in place
to comply with the Order are appropriately effected
pursuant to the provisions of Section 19(b)(1) of the
Act and Rule 19b–4 thereunder. See 15 U.S.C.
78s(b)(1); 17 CFR 240.19b–4.
15 See supra nn. 11, 12. In addition, the Exchange
notes that this proposal would not change rules
governing trade reporting requirements (Rule
957NY) (i.e., that ‘‘[t]ransactions not reported to [the
Options Pricing Reporting Authority] within 90
seconds after the execution will be designated as
(‘late,’’ per Rule 957(a)). The Exchange also notes
that last year it revised and detailed the process in
which an ATP Holder ‘‘gives up’’ or selects a
Clearing Member responsible for the clearance of an
Exchange transaction (the ‘‘Give Up Process’’). See
Securities and Exchange Act Release 75642 (August
7, 2015), 80 FR 48594 (August 13, 2015) (SR–
NYSEMKT–2015–55) (revising the Exchange’s Give
Up Process through modifications to Rules 960, 961
and 954NY).
16 15 U.S.C. 78f(b).
17 15 U.S.C. 78f(b)(5).
18 Id.
PO 00000
Frm 00108
Fmt 4703
Sfmt 4703
is designed to promote just and
equitable principles of trade, to foster
cooperation and coordination with
persons engaged in facilitating
transactions in securities by ensuring
that the terms of an order continue to be
properly systematized prior to the order
being represented in the Trading Crowd.
The proposed change to eliminate the
Give Up Requirement prior to execution
of each trade would not impair the
Exchange’s ability to comply with the
Order. Specifically, the EOC would still
provide an accurate, time-sequenced
record of electronic and other orders,
quotations and transactions, beginning
with the receipt of the order and
documenting the life of the order
through the process of execution, partial
execution, or cancellation.19
The proposal is also designed to
prevent fraudulent and manipulative
acts and practices, by ensuring that the
Exchange is continues to meet its
obligation to create and maintain a timesequenced record of orders, quotations
and transactions on the Exchange. This
proposal does not alter—or, as stated
above, impair, the Exchange’s obligation
to incorporate into its audit trail all nonelectronic orders to provide an accurate,
time-sequenced record of electronic and
other orders, quotations and
transactions that documents the life of
the order from receipt through the
execution, partial execution, or
cancellation.20 Moreover, the proposed
change merely removes the Give Up
Requirement from pre-trade
systemization, it does not alter that give
ups must be disclosed as part of the
Give Up Process and as part of trade
reporting on the Exchange.21
Accordingly, nothing in this proposal
would alter the Exchange’s obligations
pursuant to, or ability to comply with,
the Order. The Exchange notes that it
has previously modified the noncontractual data elements required
pursuant to Rule 955NY(c) (i.e., not
mandated by the Order).22
Finally, the Exchange believes that
the proposed change would reduce the
burden on Floor Brokers to enter order
information prior to representation
which would, in turn, promote just and
equitable principles of trade and remove
impediments to and perfect the
mechanism of a free and open market by
reducing the delay in representation and
execution of an order on the Exchange.
19 See
supra n. 7.
20 Id.
21 See
22 See
E:\FR\FM\11APN1.SGM
supra nn. 11, 12, 15.
supra n. 13.
11APN1
Federal Register / Vol. 81, No. 69 / Monday, April 11, 2016 / Notices
Paper Comments
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
this proposed rule change would
impose any burden on competition not
necessary or appropriate in furtherance
of the purposes of the Act. The
proposed rule change would reduce the
burden on Floor Brokers that have
reported that the identity of the firm
through which each trade will clear is
not always initially provided when an
order is presented and that waiting to
receive this information and enter it into
EOC can delay the representation and
execution of an order. By reducing Floor
Brokers’ burden on order entry
compliance, the Exchange believes the
proposal will improve the
competitiveness of Exchange Floor
Brokers, by enabling more timely
executions of open outcry trades and
promoting competition for order flow
among market participants and the
options exchanges.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were solicited
or received with respect to the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within 45 days of the date of
publication of this notice in the Federal
Register or within such longer period (i)
as the Commission may designate up to
90 days of such date if it finds such
longer period to be appropriate and
publishes its reasons for so finding or
(ii) as to which the Exchange consents,
the Commission shall: (a) By order
approve or disapprove such proposed
rule change, or (b) institute proceedings
to determine whether the proposed rule
change should be disapproved.
IV. Solicitation of Comments
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:
• 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 No.
SR–NYSEMKT–2016–13. 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 No. SR–NYSEMKT–
2016–13, and should be submitted on or
before May 2, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.23
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–08179 Filed 4–8–16; 8:45 am]
BILLING CODE 8011–01–P
21417
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–77524; File No. SRBatsBZX–2016–04]
Self-Regulatory Organizations; Bats
BZX Exchange, Inc.; Notice of Filing
and Immediate Effectiveness of a
Proposed Rule Change Related to Fees
for Its Equity Options Platform
April 5, 2016.
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 March 31,
2016, Bats BZX Exchange, Inc. (the
‘‘Exchange’’ or ‘‘BZX’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I, II and III
below, which Items have been prepared
by the Exchange. The Exchange has
designated the proposed rule change as
one establishing or changing a member
due, fee, or other charge imposed by the
Exchange under Section 19(b)(3)(A)(ii)
of the Act 3 and Rule 19b-4(f)(2)
thereunder,4 which renders the
proposed rule change 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 filed a proposal to
amend the fee schedule applicable to
Members 5 and non-members of the
Exchange pursuant to BZX Rules 15.1(a)
and (c).
The text of the proposed rule change
is available at the Exchange’s Web site
at www.batstrading.com, at the
principal office of the Exchange, and at
the Commission’s Public Reference
Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
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–
NYSEMKT–2016–13 on the subject line.
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18:37 Apr 08, 2016
Jkt 238001
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A)(ii).
4 17 CFR 240.19b–4(f)(2).
5 The term ‘‘Member’’ is defined as ‘‘any
registered broker or dealer that has been admitted
to membership in the Exchange.’’ See Exchange
Rule 1.5(n).
2 17
23 17
PO 00000
CFR 200.30–3(a)(12).
Frm 00109
Fmt 4703
Sfmt 4703
E:\FR\FM\11APN1.SGM
11APN1
Agencies
[Federal Register Volume 81, Number 69 (Monday, April 11, 2016)]
[Notices]
[Pages 21415-21417]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-08179]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-77518; File No. SR-NYSEMKT-2016-13]
Self-Regulatory Organizations; NYSE MKT LLC; Notice of Filing of
Proposed Rule Change, as Modified by Amendment No. 1, To Amend Rule
955NY(c) by Revising the Clearing Member Requirements for Entering an
Order Into the Electronic Order Capture System (``EOC'')
April 5, 2016.
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 March 22, 2016, NYSE MKT LLC (the ``Exchange'' or ``NYSE
MKT'') 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. On March 30, 2016, the Exchange filed Amendment No. 1 to
the proposed rule change. The Commission is publishing this notice to
solicit comments on the proposed rule change, as modified by Amendment
No. 1, from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C.78s(b)(1).
\2\ 15 U.S.C. 78a.
\3\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of the
Substance of the Proposed Rule Change
The Exchange proposes to amend Rule 955NY(c) by revising the
requirements for entering an order into the Electronic Order Capture
System (``EOC''). 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 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, of the most
significant parts 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 amend Exchange Rule 955NY(c) by revising
the requirements for entering an order into the EOC. Specifically, the
Exchange proposes to eliminate the pre-trade EOC requirement that ATP
Holders give up the name of the Clearing Member \4\ responsible for
clearing each trade before representing a trade in open outcry. \5\
---------------------------------------------------------------------------
\4\ Rule 900.2NY defines ``Clearing Member'' as an Exchange ATP
Holder which has been admitted to membership in the Options Clearing
Corporation pursuant to the provisions of the Rules of the Options
Clearing Corporation.
\5\ In Amendment No. 1, the Exchange clarified that it is
proposing to amend the timing in which Clearing Member information
will be entered into the EOC. More specifically, the Exchange noted
that Rule 955NY(c)(1) requires the other items included in Rule
956NY(a), including the ``CMTA Information and the name of the
clearing OTP Holder or Firm,'' to be included in the EOC ``as the
events occur and/or during trade reporting procedures which may
occur after the representation and execution of the order.''
---------------------------------------------------------------------------
The EOC is the Exchange's floor-based electronic audit trail and
order tracking system that provides an accurate time-sequenced record
of all orders and transactions entered and executed on the floor of the
Exchange.\6\ This process, commonly referred to as the
``systemization'' of an order, is composed of the contractual terms of
an order that are required to be disclosed in order to effect a trade.
The EOC was developed to comply with an order of the Commission, which
required that the Exchange, in coordination with other exchanges,
``design and implement a consolidated options audit trail system
(`COATS'),'' that would ``enable the options exchanges to reconstruct
markets promptly, effectively surveil them and enforce order handling,
firm quote, trade reporting and other rules.'' \7\ In particular, the
Exchange was required incorporate into the audit trail all non-
electronic orders ``such that the audit trail provides an accurate,
time-sequenced record of electronic and other orders, quotations and
transactions on such respondent exchange, beginning with the receipt of
an order by such respondent exchange and further documenting the life
of the order through the process of execution, partial execution, or
cancellation of that order, which audit trail shall be readily
retrievable in the common computer format.'' \8\
---------------------------------------------------------------------------
\6\ This system includes the electronic communications interface
between booth terminals and the Floor Broker work stations.
\7\ See Section IV.B.e.(v) of the Commission's Order Instituting
Public Administrative Proceedings Pursuant to Sections 19(h)(1) of
the Securities Exchange Act of 1934, Making Findings and Imposing
Remedial Sanctions (the ``Order''). See Securities Exchange Act
Release No. 43268 (September 11, 2000) and Administrative Proceeding
File No. 3-10282.
\8\ See id.
---------------------------------------------------------------------------
Current Rule 955NY(c) sets forth the EOC entry requirements and
mandates that every ATP Holder that receives an order for execution on
the Exchange ``must immediately, prior to representation in the trading
crowd, record the details of the order (including any modification of
the terms of the order or cancellation of the order) into the EOC,
unless such order has been entered into the Exchange's other electronic
order processing facilities (e.g., orders sent electronically through
the Exchange's Member Firm Interface).'' \9\ Among other pre-trade EOC
requirements under current Rule 955NY(c)(1), every ATP Holder must
provide ``the name of the clearing ATP Holder'' (the ``Give Up
Requirement'') \10\ Rule 955NY(c)(1) also provides that ``[t]he
remaining elements prescribed in Rule 956NY and any additional
information with respect to the order shall be recorded as the events
occur and/or during trade reporting procedures which may occur after
the representation and execution of the order.'' \11\
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\9\ See Rule 955NY(c).
\10\ See Rule 955NY(c)(1)(vii). Rule 955NY(c)(1) also requires
the following data points to be entered upon receipt of an order:
(i) The option symbol; (ii) the expiration date of the option; (iii)
the exercise price; (iv) buy or sell with applicable limit or stop
price or special instructions; (v) call or put; (vi) the quantity of
contracts; as well as such other information as may be required by
the Exchange from time to time. Rule 955NY(c)(1) also provides that
the Exchange may also require additional information if needed and
provides that the remaining data elements prescribed in Rule 956NY
[see infra n. 10] are to be recorded as the events occur and/or
during trade reporting procedures. The Exchange proposes to add the
words ``in the EOC'' to Rule 955NY(c)(1) to make clear where the
additional information would be recorded. See proposed Rule
955NY(c)(1).
\11\ See Rule 955NY (c)(1). The Exchange notes that one such
element prescribed in Rule 956NY(a) to be recorded by each ATP
Holder is ``CMTA Information and the name of the clearing ATP
Holder,'' and therefore, per Rule 955NY(c)(1), this information
would still be disclosed ``as the events occur and/or during trade
reporting procedures which may occur after the representation and
execution of the order.'' Id. See also Rule 956NY(a) (Record of
Orders) (requiring that ATP Holders maintain a record of each order
that includes that the following data elements: (1) CMTA Information
and the name of the clearing ATP Holder; (2) options symbol,
expiration month, exercise price and type of options; (3) side of
the market and order type; (4) quantity of options; (5) limit or
stop price or special conditions; (6) opening or closing
transaction; (7) time in force; (8) account origin code; and (9)
whether the order was solicited or unsolicited.) See also Rule 957NY
(Reporting Duties), infra n. 12.
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[[Page 21416]]
Pursuant to the proposed rule change, ATP Holders would no longer
be subject to the pre-trade Give Up Requirement. Floor Brokers have
told the Exchange that the identity of the firm through which each
trade will clear is not always initially provided when an order is
presented and that waiting to receive this information and enter it
into EOC can delay the representation and execution of an order. In
today's trading environment of rapidly moving markets and the need to
execute an order and hedge a trade in real or near real time, even a
slight delay can prove to be detrimental to the handling of an order.
The proposed change to eliminate the Give Up Requirement prior to
execution of each trade would not impair the Exchange's ability to
comply with the Order. Specifically, the EOC would still provide an
accurate, time-sequenced record beginning with the receipt of an order
and document the life of the order through the process of execution,
partial execution, or cancellation. Entry of information pursuant to
the Give Up Requirement would occur after the order had been
represented and executed in the Trading Crowd.\12\ Thus, only the
timing of the disclosure of such information would be affected by this
proposal.
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\12\ See id.; see also Commentary .01 to Rule 957NY (providing
that for each transaction executed on the Options Floor, the
responsible ATP Holder will immediately report, among other
information, both its assigned broker initial code and the name of
the contra clearing member).
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The Exchange notes that, similar to a filing it submitted in
2013,\13\ the proposed rule change relates only to the system entry
requirements for floor-based orders and would not change rules
governing the record of orders (Rule 956NY). Floor Brokers would
continue to be required to maintain proper order records, as part of
each trade record, including the identity of the clearing ATP
Holder.\14\ In that regard, Floor Brokers would continue to be required
to give up the responsible Clearing Member on each trade as part of
each trade record.\15\
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\13\ See Securities and Exchange Act Release 69081 (March 8,
2013), 78 FR 16332, 16333 (March 14, 2013) (SR-NYSEMKT-2013-16)
(noting that ``[b]ecause the CMTA information, the opening/closing
designation, the account origin code, the time if force and whether
an order was solicited or unsolicited are not contractual terms of a
trade itself nor are they required data elements pursuant to the
Exchange's order format requirements, the Exchange does not believe
this information needs to be entered into the EOC prior to an order
being represented in the Trading Crowd, but may be entered
contemporaneously upon the receipt of such information, even if that
occurs after the order had been represented and executed in the
Trading Crowd'').
\14\ The Exchange notes that another exchange has made
modifications to its rules related to the Order. See Securities
Exchange Act Release No. 63071 (October 8, 2010), 75 FR 63876,
63877-78 (October 18, 2010) (SR-Phlx-2010-139) (immediately
effective filing to amend language related to the timing of the
entry of clearing information, noting in relevant part that ``[t]he
clearing information, which is the contra-side clearing information,
is not required to be entered pursuant to COATS. Rather, this
information facilitates the identification of the trade for
clearing.''). The Exchange notes that the Philadelphia Stock
Exchange proposed these changes to its rules without solicitation of
the exchanges that were subject to the Order, including the
Exchange. Accordingly, the Exchange believes that exchanges' changes
to their rules put in place to comply with the Order are
appropriately effected pursuant to the provisions of Section
19(b)(1) of the Act and Rule 19b-4 thereunder. See 15 U.S.C.
78s(b)(1); 17 CFR 240.19b-4.
\15\ See supra nn. 11, 12. In addition, the Exchange notes that
this proposal would not change rules governing trade reporting
requirements (Rule 957NY) (i.e., that ``[t]ransactions not reported
to [the Options Pricing Reporting Authority] within 90 seconds after
the execution will be designated as (`late,'' per Rule 957(a)). The
Exchange also notes that last year it revised and detailed the
process in which an ATP Holder ``gives up'' or selects a Clearing
Member responsible for the clearance of an Exchange transaction (the
``Give Up Process''). See Securities and Exchange Act Release 75642
(August 7, 2015), 80 FR 48594 (August 13, 2015) (SR-NYSEMKT-2015-55)
(revising the Exchange's Give Up Process through modifications to
Rules 960, 961 and 954NY).
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2. Statutory Basis
The Exchange believes that the proposed change is consistent with
Section 6(b) of the Act,\16\ in general, and furthers the objectives of
Section 6(b)(5),\17\ in particular, in that it is designed 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 facilitation transactions
in securities, to remove impediments to, and perfect the mechanism of a
free and open market 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) \18\ requirement that the
rules of an exchange not be designed to permit unfair discrimination
between customers, issuers, brokers, or dealers.
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\16\ 15 U.S.C. 78f(b).
\17\ 15 U.S.C. 78f(b)(5).
\18\ Id.
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Specifically, the proposed change to order entry requirements for
the EOC (i.e., eliminating the pre-trade Give Up) is designed to
promote just and equitable principles of trade, to foster cooperation
and coordination with persons engaged in facilitating transactions in
securities by ensuring that the terms of an order continue to be
properly systematized prior to the order being represented in the
Trading Crowd. The proposed change to eliminate the Give Up Requirement
prior to execution of each trade would not impair the Exchange's
ability to comply with the Order. Specifically, the EOC would still
provide an accurate, time-sequenced record of electronic and other
orders, quotations and transactions, beginning with the receipt of the
order and documenting the life of the order through the process of
execution, partial execution, or cancellation.\19\
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\19\ See supra n. 7.
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The proposal is also designed to prevent fraudulent and
manipulative acts and practices, by ensuring that the Exchange is
continues to meet its obligation to create and maintain a time-
sequenced record of orders, quotations and transactions on the
Exchange. This proposal does not alter--or, as stated above, impair,
the Exchange's obligation to incorporate into its audit trail all non-
electronic orders to provide an accurate, time-sequenced record of
electronic and other orders, quotations and transactions that documents
the life of the order from receipt through the execution, partial
execution, or cancellation.\20\ Moreover, the proposed change merely
removes the Give Up Requirement from pre-trade systemization, it does
not alter that give ups must be disclosed as part of the Give Up
Process and as part of trade reporting on the Exchange.\21\
Accordingly, nothing in this proposal would alter the Exchange's
obligations pursuant to, or ability to comply with, the Order. The
Exchange notes that it has previously modified the non-contractual data
elements required pursuant to Rule 955NY(c) (i.e., not mandated by the
Order).\22\
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\20\ Id.
\21\ See supra nn. 11, 12, 15.
\22\ See supra n. 13.
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Finally, the Exchange believes that the proposed change would
reduce the burden on Floor Brokers to enter order information prior to
representation which would, in turn, promote just and equitable
principles of trade and remove impediments to and perfect the mechanism
of a free and open market by reducing the delay in representation and
execution of an order on the Exchange.
[[Page 21417]]
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that this proposed rule change would
impose any burden on competition not necessary or appropriate in
furtherance of the purposes of the Act. The proposed rule change would
reduce the burden on Floor Brokers that have reported that the identity
of the firm through which each trade will clear is not always initially
provided when an order is presented and that waiting to receive this
information and enter it into EOC can delay the representation and
execution of an order. By reducing Floor Brokers' burden on order entry
compliance, the Exchange believes the proposal will improve the
competitiveness of Exchange Floor Brokers, by enabling more timely
executions of open outcry trades and promoting competition for order
flow among market participants and the options exchanges.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were solicited or received with respect to the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Within 45 days of the date of publication of this notice in the
Federal Register or within such longer period (i) as the Commission may
designate up to 90 days of such date if it finds such longer period to
be appropriate and publishes its reasons for so finding or (ii) as to
which the Exchange consents, the Commission shall: (a) By order approve
or disapprove such proposed rule change, or (b) institute proceedings
to determine whether the proposed rule change should be disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File No. SR-NYSEMKT-2016-13 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 No. SR-NYSEMKT-2016-13. 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 No. SR-NYSEMKT-2016-13, and should be
submitted on or before May 2, 2016.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\23\
Robert W. Errett,
Deputy Secretary.
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\23\ 17 CFR 200.30-3(a)(12).
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[FR Doc. 2016-08179 Filed 4-8-16; 8:45 am]
BILLING CODE 8011-01-P