Self-Regulatory Organizations; Chicago Board Options Exchange, Incorporated; Notice of Filing and Immediate Effectiveness of a Proposed Rule To Amend the Fees Schedule, 31277-31279 [2016-11645]
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Federal Register / Vol. 81, No. 96 / Wednesday, May 18, 2016 / Notices
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–77822; File No. SR–CBOE–
2016–043]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule To Amend the Fees Schedule
May 12, 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 May 2,
2016, 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,
which Items have been prepared by the
Exchange. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend the
Frequent Trader Program. 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.
sradovich on DSK3TPTVN1PROD with NOTICES
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend its
Fees Schedule. On April 1, 2016, the
Exchange adopted a program that offers
1 15
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
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17:10 May 17, 2016
Jkt 238001
transaction fee rebates to Customers
(origin code ‘‘C’’) that meet certain
volume thresholds in CBOE VIX
Volatility Index options (‘‘VIX options’’)
and S&P 500 Index options (‘‘SPX’’),
weekly S&P 500 options (‘‘SPXW’’) and
p.m.-settled SPX Index options
(‘‘SPXpm’’) (collectively referred to as
‘‘SPX options’’) provided the Customer
registers for the program (the ‘‘Frequent
Trader Program’’ or ‘‘Program’’).3
To participate in the Frequent Trader
Program, Customers register with the
Exchange. Once registered, the
Customer is provided a unique
identification number (‘‘FTID’’) that can
be affixed to each of its orders. The
FTID allows the Exchange to identify
and aggregate all electronic and manual
trades during both the Regular Trading
Hours and Extended Trading Hours
sessions from that Customer for
purposes of determining whether the
Customer meets any of the various
volume thresholds. The Customer has to
provide its FTID to the Trading Permit
Holder (‘‘TPH’’) submitting that
Customer’s order to the Exchange
(executing agent’’ [sic] or ‘‘executing
TPH’’) and that executing TPH would
have to enter the Customer’s FTID on
each of that Customer’s orders.4 As
there are instances in which a
Customer’s FTID was not or could not
be, affixed to an order, the Exchange
also provided executing TPHs the
ability to submit to the exchange [sic] a
form (the ‘‘Frequent Trader Program—
Volume Corrections Form’’ or
‘‘Corrections Form’’) that would provide
a mechanism for executing TPHs to
identify transactions to the Exchange
that should have been, but were not,
associated with particular FTIDs. More
specifically, the executing TPH can
identify on the form the ‘‘correct’’ FTID
that should be associated with a specific
transaction, so that such volume is
properly counted towards the
appropriate Customer’s aggregated
volume for purposes of determining
what tier, if any, the customer meets.
Currently, the Fees Schedule provides
that the Corrections Form must be
submitted to the Exchange within 3
business days in order to ensure timely
processing (‘‘3 business day rule’’).
The Exchange now proposes to
provide that for the month of April
2016, it will not enforce the requirement
that the Corrections Form be submitted
within 3 business days and instead
provide that the Corrections Form will
3 See
SR–CBOE–2016–023.
Exchange notes that it is the responsibility
of the Customer to request that the executing TPH
affix its FTID to its order(s), and that it is
voluntarily for the executing TPH to do so.
4 The
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31277
be accepted through May 4, 2016 (by
5:00 p.m. CST), for all transactions,
regardless of when in April the
transaction(s) occurred. Specifically, the
Exchange notes that a number of
executing TPHs were unable to (i) affix
FTIDs onto their Customers’ orders and
(ii) complete and submit the Corrections
Form within 3 business days for their
Customers registered in the Frequent
Trader Program. Many TPHs are still
familiarizing themselves with this new
program and its requirements and as
such the Exchange desires to give them
additional time to implement their
systems and procedures, including their
systems and procedures related to
completing and submitting the
Corrections Form. Additionally, the
Exchange does not wish to penalize the
Customers who would miss out on
rebates they would otherwise be entitled
to if the deadline is not extended.
Accordingly, the Exchange does not
wish to enforce the 3 business day rule
for April 2016. The Exchange believes
providing additional time to submit
Corrections Forms will ensure
Customers are not unfairly deprived of
any rebates that they are entitled to
under the Frequent Trader Program for
the month of April.
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with the
Securities Exchange Act of 1934 (the
‘‘Act’’) and the rules and regulations
thereunder applicable to the Exchange
and, in particular, the requirements of
Section 6(b) of the Act.5 Specifically,
the Exchange believes the proposed rule
change is consistent with the Section
6(b)(5) 6 requirements that the rules of
an exchange be designed to prevent
fraudulent and manipulative acts and
practices, to promote just and equitable
principles of trade, to foster cooperation
and coordination with persons engaged
in regulating, clearing, settling,
processing information with respect to,
and facilitating transactions in
securities, to remove impediments to
and perfect the mechanism of a free and
open market and a national market
system, and, in general, to protect
investors and the public interest.
Additionally, the Exchange believes the
proposed rule change is consistent with
the Section 6(b)(5) 7 requirement that
the rules of an exchange not be designed
to permit unfair discrimination between
customers, issuers, brokers, or dealers.
In particular, the Exchange believes
not enforcing the 3 business day rule for
5 15
6 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
7 Id.
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Federal Register / Vol. 81, No. 96 / Wednesday, May 18, 2016 / Notices
sradovich on DSK3TPTVN1PROD with NOTICES
the month of April 2016 provides
executing TPHs additional time to
submit Corrections Forms, which
removes impediments to and perfects
the mechanism of a free and open
market and a national market system,
and protects investors and the public
interest as it avoids penalizing
Customers who would otherwise miss
out on rebates they are entitled to under
the Frequent Trader Program.
Corrections Forms allow the Exchange
to ensure that a customer’s total volume
at the end of the month accurately
reflects their real trading volume,
including volume from transactions
that, upon submission of the order, did
not reflect their FTID. As noted above,
many TPHs are still in the process of
familiarizing themselves with the new
Frequent Trader Program and its
requirements and do not yet have the
systems or procedures in place to
process the Corrections Forms within
the timeframe the Exchange initially
required. As such, the Exchange does
not believe it would be fair to the
Customers to enforce the 3 business day
rule for the first month of the Frequent
Trader Program (i.e., April 2016).
Additionally, waiving the 3 business
day rule for April 2016 eliminates
confusion in that it gives the executing
TPHs extra time to understand the
requirements of the Program and
implement policies, procedures, and
system changes needed to properly take
advantage of the program, which again
removes impediments to and perfects
the mechanism of a free and open
market and a national market system,
and protects investors and the public
interest.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
CBOE does not believe that the
proposed rule change will impose any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act because the
proposed change applies uniformly to
all executing TPHs of Customer FTID
orders and because it provides for a
clear process to rectify scenarios in
which a FTID(s) were not or could not
be applied to Customer’s order and
where Corrections Forms were not
submitted in a timely manner in April
2016. The Exchange believes that the
proposed rule change will not cause an
unnecessary burden on intermarket
competition because it only applies to
trading on CBOE. To the extent that the
proposed changes make CBOE a more
attractive marketplace for market
participants at other exchanges, such
market participants are welcome to
become CBOE market participants.
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17:10 May 17, 2016
Jkt 238001
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange neither solicited nor
received comments on the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the 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 8 and Rule 19b–
4(f)(6) thereunder.9
A proposed rule change filed
pursuant to Rule 19b–4(f)(6) under the
Act 10 normally does not become
operative for 30 days after the date of its
filing. However, Rule 19b–4(f)(6)(iii) 11
permits the Commission to designate a
shorter time if such action is consistent
with the protection of investors and the
public interest. The Exchange has asked
the Commission to waive the 30-day
operative delay so that the proposal may
become operative immediately upon
filing. Consistent with the protection of
investors and the public interest, waiver
of the 30-day operative delay will
provide TPHs with additional time (to
May 4) to submit Corrections Forms for
participating Customer transactions that
occurred in April under the new
Frequent Trader Program, which should
help TPHs acclimate to the new process
for submitting their participating
Customer trades to CBOE and thereby
ensure that their April volume under
the program accurately reflects their
trading volume. Therefore, the
Commission hereby waives the
operative delay and designates the
proposal operative upon filing.12
At any time within 60 days of the
filing of the proposed rule change, the
8 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). Rule 19b–4(f)(6)(iii)
requires the Exchange to provide 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. The Commission
has determined to waive the five business day
requirement.
10 17 CFR 240.19b–4(f)(6).
11 17 CFR 240.19b–4(f)(6)(iii).
12 For purposes only of waiving the 30-day
operative delay, the Commission has also
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
9 17
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Frm 00055
Fmt 4703
Sfmt 4703
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
change 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–2016–043 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–2016–043. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
E:\FR\FM\18MYN1.SGM
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Federal Register / Vol. 81, No. 96 / Wednesday, May 18, 2016 / Notices
information that you wish to make
available publicly. All submissions
should refer to File Number SR–CBOE–
2016–043, and should be submitted on
or before June 8, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–11645 Filed 5–17–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–77823; File No. SR–CBOE–
2016–034]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change Relating to Split-Price
Priority
May 12, 2016.
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 May 6,
2016, Chicago Board Options Exchange,
Incorporated (the ‘‘Exchange’’ or
‘‘CBOE’’) 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.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend its
rules related to split-price priority. The
text of the proposed rule change is
provided below.
(additions are italicized; deletions are
[bracketed])
*
*
*
*
*
Chicago Board Options Exchange,
Incorporated Rules
*
*
*
*
*
sradovich on DSK3TPTVN1PROD with NOTICES
When used in these Rules, unless the
context otherwise requires:
(a)–(eee) No change.
13 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
17:10 May 17, 2016
(fff) The term ‘‘Voluntary
Professional’’ means any person or
entity that is not a broker or dealer in
securities that elects, in writing, to be
treated in the same manner as a broker
or dealer in securities for purposes of
Rules 6.2A, 6.2B, 6.8C, 6.9, 6.13A,
6.13B, 6.25, 6.45, 6.45A (except for
Interpretation and Policy .02), 6.45B
(except for Interpretation and Policy
.02), 6.47, 6.53C(c)(ii), 6.53C(d)(v),
subparagraphs (b) and (c) under
Interpretation and Policy .06 to Rule
6.53C, 6.74 (except Voluntary
Professional orders may be considered
public customer orders subject to
facilitation under paragraphs (b) and
(d)), 6.74A, 6.74B, 8.13, 8.15(d), 8.87,
24.19, 43.1, 44.4, 44.14, and for
cancellation fee treatment. The
Voluntary Professional designation is
not available in Hybrid 3.0 classes.
Professional
(ggg) The term ‘‘Professional’’ means
any person or entity that (i) is not a
broker or dealer in securities, and (ii)
places more than 390 orders in listed
options per day on average during a
calendar month for its own beneficial
account(s). A Professional will be
treated in the same manner as a broker
or dealer in securities for purposes of
Rules 6.2A, 6.2B, 6.8C, 6.9, 6.13A,
6.13B, 6.25, 6.45, 6.45A (except for
Interpretation and Policy .02), 6.45B
(except for Interpretation and Policy
.02), 6.47, 6.53C(c)(ii), 6.53C(d)(v),
subparagraphs (b) and (c) under
Interpretation and Policy .06 to Rule
6.53C, 6.74 (except Professional orders
may be considered public customer
orders subject to facilitation under
paragraphs (b) and (d)), 6.74A, 6.74B,
8.13, 8.15(d), 8.87, 24.19, 43.1, 44.4,
44.14. The Professional designation is
not available in Hybrid 3.0 classes. All
Professional orders shall be marked
with the appropriate origin code as
determined by the Exchange.
. . . Interpretations and Policies:
.01 No change.
(hhh)—(sss) No change.
. . . Interpretations and Policies:
.01—.05 No change.
*
*
*
*
*
Rule 6.47. Priority on Split-Price
Transactions Occurring in Open Outcry
Rule 1.1. Definitions
VerDate Sep<11>2014
Voluntary Professional
Jkt 238001
(a) [Purchase or sale]Split-Price
[p]Priority. If an order or offer (bid) for
any number of contracts of a series is
represented to the crowd, a Trading
Permit Holder that buys [purchases]
(sells) one or more [option ]contracts of
that order or offer (bid)[a particular
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Fmt 4703
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31279
series] at one[a particular] price[ or
prices, he shall, at the next lower
(higher) price at which a Trading Permit
Holder other than the Order Book
Official is bidding (offering),] will have
priority [in] over all other orders and
quotes, except public customer orders
resting in the book, to buy [purchasing
](sell[ing]) up to the [equivalent]same
number of [option] contracts of those
remaining from the same order or offer
(bid)[series that he purchased (sold)] at
the next lower (higher[ (lower]) price[ or
prices, but only if his bid (offer) is made
promptly and the purchase (sale) so
effected represents the opposite side of
a transaction with the same order or
offer (bid) as the earlier purchase or
purchases (sale or sales). This paragraph
only applies to transactions effected in
open outcry].
(b) [Purchase or sale]Split-Price
[p]Priority for O[o]rders or Offers (Bids)
of 100 or More [c]Contracts[ or more]. If
an order or offer (bid) of 100 or more
contracts of a series is represented to the
crowd, a Trading Permit Holder that
buys[purchases] (sells) 50[fifty] or more
of the [option ]contracts of that order or
offer (bid)[a particular series] at one[a
particular] price [or prices, he shall, at
the next lower (higher) price]will have
priority [in]over all other orders and
quotes to buy [purchasing ](sell[ing]) up
to the [equivalent ]same number of
[option ]contracts of those remaining
from the same [series that he purchased
(sold)]order or offer (bid) at the next
lower (higher[ (lower]) price[ or prices,
but only if his bid (offer) is made
promptly and the purchase (sale) so
effected represents the opposite side of
a transaction with the same order or
offer (bid) as the earlier purchase or
purchases (sale or sales)]. The Exchange
may increase the [‘‘]minimum
qualifying [order ]size[’’ above] of 100
contracts on a class-by-class basis[.],
[Announcements regarding]which
changes [to the minimum qualifying
order size shall be made]the Exchange
will announce via Regulatory Circular.[
This paragraph only applies to
transactions effected in open outcry.]
(c) Two or [m]More Trading Permit
Holders [e]Entitled to [p]Priority. If the
bids or offers of two or more Trading
Permit Holders are both entitled to splitprice priority[ in accordance with
paragraph (a) or paragraph (b)], it
[shall]will be afforded [them insofar
as]to the extent practicable[,] on a prorata basis.
(d) Conditions. Split-price priority is
subject to the following:
(i) The priority is available for open
outcry transactions only and does not
apply to complex orders.
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Agencies
[Federal Register Volume 81, Number 96 (Wednesday, May 18, 2016)]
[Notices]
[Pages 31277-31279]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-11645]
[[Page 31277]]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-77822; File No. SR-CBOE-2016-043]
Self-Regulatory Organizations; Chicago Board Options Exchange,
Incorporated; Notice of Filing and Immediate Effectiveness of a
Proposed Rule To Amend the Fees Schedule
May 12, 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 May 2, 2016, 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, which Items have been prepared by the Exchange. The
Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend the Frequent Trader Program. 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 Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend its Fees Schedule. On April 1, 2016,
the Exchange adopted a program that offers transaction fee rebates to
Customers (origin code ``C'') that meet certain volume thresholds in
CBOE VIX Volatility Index options (``VIX options'') and S&P 500 Index
options (``SPX''), weekly S&P 500 options (``SPXW'') and p.m.-settled
SPX Index options (``SPXpm'') (collectively referred to as ``SPX
options'') provided the Customer registers for the program (the
``Frequent Trader Program'' or ``Program'').\3\
---------------------------------------------------------------------------
\3\ See SR-CBOE-2016-023.
---------------------------------------------------------------------------
To participate in the Frequent Trader Program, Customers register
with the Exchange. Once registered, the Customer is provided a unique
identification number (``FTID'') that can be affixed to each of its
orders. The FTID allows the Exchange to identify and aggregate all
electronic and manual trades during both the Regular Trading Hours and
Extended Trading Hours sessions from that Customer for purposes of
determining whether the Customer meets any of the various volume
thresholds. The Customer has to provide its FTID to the Trading Permit
Holder (``TPH'') submitting that Customer's order to the Exchange
(executing agent'' [sic] or ``executing TPH'') and that executing TPH
would have to enter the Customer's FTID on each of that Customer's
orders.\4\ As there are instances in which a Customer's FTID was not or
could not be, affixed to an order, the Exchange also provided executing
TPHs the ability to submit to the exchange [sic] a form (the ``Frequent
Trader Program--Volume Corrections Form'' or ``Corrections Form'') that
would provide a mechanism for executing TPHs to identify transactions
to the Exchange that should have been, but were not, associated with
particular FTIDs. More specifically, the executing TPH can identify on
the form the ``correct'' FTID that should be associated with a specific
transaction, so that such volume is properly counted towards the
appropriate Customer's aggregated volume for purposes of determining
what tier, if any, the customer meets. Currently, the Fees Schedule
provides that the Corrections Form must be submitted to the Exchange
within 3 business days in order to ensure timely processing (``3
business day rule'').
---------------------------------------------------------------------------
\4\ The Exchange notes that it is the responsibility of the
Customer to request that the executing TPH affix its FTID to its
order(s), and that it is voluntarily for the executing TPH to do so.
---------------------------------------------------------------------------
The Exchange now proposes to provide that for the month of April
2016, it will not enforce the requirement that the Corrections Form be
submitted within 3 business days and instead provide that the
Corrections Form will be accepted through May 4, 2016 (by 5:00 p.m.
CST), for all transactions, regardless of when in April the
transaction(s) occurred. Specifically, the Exchange notes that a number
of executing TPHs were unable to (i) affix FTIDs onto their Customers'
orders and (ii) complete and submit the Corrections Form within 3
business days for their Customers registered in the Frequent Trader
Program. Many TPHs are still familiarizing themselves with this new
program and its requirements and as such the Exchange desires to give
them additional time to implement their systems and procedures,
including their systems and procedures related to completing and
submitting the Corrections Form. Additionally, the Exchange does not
wish to penalize the Customers who would miss out on rebates they would
otherwise be entitled to if the deadline is not extended. Accordingly,
the Exchange does not wish to enforce the 3 business day rule for April
2016. The Exchange believes providing additional time to submit
Corrections Forms will ensure Customers are not unfairly deprived of
any rebates that they are entitled to under the Frequent Trader Program
for the month of April.
2. Statutory Basis
The Exchange believes the proposed rule change is consistent with
the Securities Exchange Act of 1934 (the ``Act'') and the rules and
regulations thereunder applicable to the Exchange and, in particular,
the requirements of Section 6(b) of the Act.\5\ Specifically, the
Exchange believes the proposed rule change is consistent with the
Section 6(b)(5) \6\ requirements that the rules of an exchange be
designed to prevent fraudulent and manipulative acts and practices, to
promote just and equitable principles of trade, to foster cooperation
and coordination with persons engaged in regulating, clearing,
settling, processing information with respect to, and facilitating
transactions in securities, to remove impediments to and perfect the
mechanism of a free and open market and a national market system, and,
in general, to protect investors and the public interest. Additionally,
the Exchange believes the proposed rule change is consistent with the
Section 6(b)(5) \7\ requirement that the rules of an exchange not be
designed to permit unfair discrimination between customers, issuers,
brokers, or dealers.
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\5\ 15 U.S.C. 78f(b).
\6\ 15 U.S.C. 78f(b)(5).
\7\ Id.
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In particular, the Exchange believes not enforcing the 3 business
day rule for
[[Page 31278]]
the month of April 2016 provides executing TPHs additional time to
submit Corrections Forms, which removes impediments to and perfects the
mechanism of a free and open market and a national market system, and
protects investors and the public interest as it avoids penalizing
Customers who would otherwise miss out on rebates they are entitled to
under the Frequent Trader Program. Corrections Forms allow the Exchange
to ensure that a customer's total volume at the end of the month
accurately reflects their real trading volume, including volume from
transactions that, upon submission of the order, did not reflect their
FTID. As noted above, many TPHs are still in the process of
familiarizing themselves with the new Frequent Trader Program and its
requirements and do not yet have the systems or procedures in place to
process the Corrections Forms within the timeframe the Exchange
initially required. As such, the Exchange does not believe it would be
fair to the Customers to enforce the 3 business day rule for the first
month of the Frequent Trader Program (i.e., April 2016). Additionally,
waiving the 3 business day rule for April 2016 eliminates confusion in
that it gives the executing TPHs extra time to understand the
requirements of the Program and implement policies, procedures, and
system changes needed to properly take advantage of the program, which
again removes impediments to and perfects the mechanism of a free and
open market and a national market system, and protects investors and
the public interest.
B. Self-Regulatory Organization's Statement on Burden on Competition
CBOE does not believe that the proposed rule change will impose any
burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act because the proposed change
applies uniformly to all executing TPHs of Customer FTID orders and
because it provides for a clear process to rectify scenarios in which a
FTID(s) were not or could not be applied to Customer's order and where
Corrections Forms were not submitted in a timely manner in April 2016.
The Exchange believes that the proposed rule change will not cause an
unnecessary burden on intermarket competition because it only applies
to trading on CBOE. To the extent that the proposed changes make CBOE a
more attractive marketplace for market participants at other exchanges,
such market participants are welcome to become CBOE market
participants.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange neither solicited nor received comments on the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the 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 \8\ and Rule 19b-4(f)(6) thereunder.\9\
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\8\ 15 U.S.C. 78s(b)(3)(A).
\9\ 17 CFR 240.19b-4(f)(6). Rule 19b-4(f)(6)(iii) requires the
Exchange to provide 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. The Commission has
determined to waive the five business day requirement.
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A proposed rule change filed pursuant to Rule 19b-4(f)(6) under the
Act \10\ normally does not become operative for 30 days after the date
of its filing. However, Rule 19b-4(f)(6)(iii) \11\ permits the
Commission to designate a shorter time if such action is consistent
with the protection of investors and the public interest. The Exchange
has asked the Commission to waive the 30-day operative delay so that
the proposal may become operative immediately upon filing. Consistent
with the protection of investors and the public interest, waiver of the
30-day operative delay will provide TPHs with additional time (to May
4) to submit Corrections Forms for participating Customer transactions
that occurred in April under the new Frequent Trader Program, which
should help TPHs acclimate to the new process for submitting their
participating Customer trades to CBOE and thereby ensure that their
April volume under the program accurately reflects their trading
volume. Therefore, the Commission hereby waives the operative delay and
designates the proposal operative upon filing.\12\
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\10\ 17 CFR 240.19b-4(f)(6).
\11\ 17 CFR 240.19b-4(f)(6)(iii).
\12\ For purposes only of waiving the 30-day operative delay,
the Commission has also 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 change 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-2016-043 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-2016-043. This file
number should be included on the subject line if email is used. To help
the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549, on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the filing also will be available
for inspection and copying at the principal office of the Exchange. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only
[[Page 31279]]
information that you wish to make available publicly. All submissions
should refer to File Number SR-CBOE-2016-043, and should be submitted
on or before June 8, 2016.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\13\
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\13\ 17 CFR 200.30-3(a)(12).
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Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016-11645 Filed 5-17-16; 8:45 am]
BILLING CODE 8011-01-P