Self-Regulatory Organizations; BOX Options Exchange LLC; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend BOX Rule 12140 (Imposition of Fines for Minor Rule Violations) To Amend the Sanctions for Quotation Parameters and Permit the Aggregation of Violations for the Purpose of Determining What Is an Occurrence, 33568-33570 [2016-12385]
Download as PDF
33568
Federal Register / Vol. 81, No. 102 / Thursday, May 26, 2016 / Notices
the Act 10 to determine whether to
approve or disapprove the proposed
rule change, as modified by Amendment
Nos. 1, 3, and 4 thereto.11 In the Order
Instituting Proceedings, the Commission
solicited comments to specified matters
related to the proposal.12 The
Commission has not received any
comments on the proposed rule change.
Section 19(b)(2) of the Act 13 provides
that, after initiating disapproval
proceedings, the Commission shall issue
an order approving or disapproving the
proposed rule change not later than 180
days after the date of publication of
notice of the filing of the proposed rule
change. The Commission may, however,
extend the period for issuing an order
approving or disapproving the proposed
rule change by not more than 60 days
if the Commission determines that a
longer period is appropriate and
publishes the reasons for such
determination. The proposed rule
change was published for notice and
comment in the Federal Register on
November 25, 2015.14 The 180th day
after publication of the notice of the
filing of the proposed rule change in the
Federal Register is May 23, 2016.
The Commission finds that it is
appropriate to designate a longer period
within which to issue an order
approving or disapproving the proposed
rule change so that it has sufficient time
to consider the proposed rule change, as
modified by Amendment Nos. 1, 3, and
4 thereto.
Accordingly, the Commission,
pursuant to Section 19(b)(2) of the
Act,15 designates July 22, 2016, as the
date by which the Commission shall
either approve or disapprove the
proposed rule change, as modified by
Amendment Nos. 1, 3, and 4 thereto
(File No. SR–BATS–2015–100).
10 15
U.S.C. 78s(b)(2)(B).
Securities Exchange Act Release No. 77202,
81 FR 9889 (Feb. 26, 2016) (‘‘Order Instituting
Proceedings’’). Specifically, the Commission
instituted proceedings to allow for additional
analysis of the proposed rule change’s consistency
with Section 6(b)(5) of the Act, which requires,
among other things, that the rules of a national
securities exchange be ‘‘designed to prevent
fraudulent and manipulative acts and practices, to
promote just and equitable principles of trade,’’ and
‘‘to protect investors and the public interest.’’ See
id., 81 FR at 9897.
12 See id.
13 15 U.S.C. 78s(b)(2).
14 See supra note 4 and accompanying text.
15 15 U.S.C. 78s(b)(2).
sradovich on DSK3TPTVN1PROD with NOTICES
11 See
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For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–12382 Filed 5–25–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–77877; File No. SR–BOX–
2016–22]
Self-Regulatory Organizations; BOX
Options Exchange LLC; Notice of
Filing and Immediate Effectiveness of
a Proposed Rule Change To Amend
BOX Rule 12140 (Imposition of Fines
for Minor Rule Violations) To Amend
the Sanctions for Quotation
Parameters and Permit the
Aggregation of Violations for the
Purpose of Determining What Is an
Occurrence
May 20, 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 11,
2016, BOX Options Exchange LLC (the
‘‘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 self-regulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
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
BOX Rule 12140 (Imposition of Fines
for Minor Rule Violations) to amend the
sanctions for Quotation Parameters and
permit the aggregation of violations for
the purpose of determining what is an
occurrence. The text of the proposed
rule change is available from the
principal office of the Exchange, at the
Commission’s Public Reference Room
and also on the Exchange’s Internet Web
site at https://boxexchange.com.
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,
16 17
CFR 200.30–3(a)(57).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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Sfmt 4703
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 self-regulatory organization 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 amend
BOX Rule 12140 (Imposition of Fines
for Minor Rule Violations) to amend the
sanctions for Quotation Parameters
(Rule 12140(d)(5)) and permit the
aggregation of violations for the purpose
of determining what is an occurrence.
The purpose of the proposed rule
change is to amend the sanctions that
relate to Rule 8040(a)(7) regarding
spread parameters for Market Maker
quotations under the Exchange’s Minor
Rule Violation Plan or (‘‘MRVP’’). BOX
Rule 8040(a)(7) 3 governs quotation
parameters which establish the
maximum permissible width between
the bid and offer in a particular series.4
The Exchange believes the proposed
rule changes [sic] will add clarity as to
what is considered a violation with
respect to these quotation parameters
under the MRVP.
First, the Exchange proposes to
amend the sanctions applicable to
violations of Rule 8040(a)(7) pursuant to
the Exchange’s MRVP which are laid
out in BOX Rule 12140(d)(5). The
sanctions would now consist of Letters
of Caution respecting the first three
occurrences and three fines thereafter
($250, $500 and $1,000), before the
seventh occurrence would result in
referral to the Hearing Committee for
disciplinary action. In addition, the fine
schedule would be administered on a
one year running calendar basis, such
that violations within one year of the
last occurrence would count as the next
‘‘occurrence’’. The Exchange then
proposes to add language that will allow
BOX to aggregate individual quotation
violations and treat such violations as a
single offense.
The Exchange believes that these
changes are appropriate because quoting
on the Exchange is entirely electronic.
Specifically, firms rely on their quote
3 The Exchange’s MRVP consists of preset fines,
pursuant to Rule 19d–1(c) under the Act 17 CFR
240.19d–1(c).
4 See Rule 8040(a)(7). The Exchange sets the
maximum width at no more than $5 between the
bid and offer.
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Federal Register / Vol. 81, No. 102 / Thursday, May 26, 2016 / Notices
technology and computer models to
establish an option’s price and generate
the quote electronically to the Exchange.
The Exchange believes when there is an
electronic quoting error, it may affect
every series the Participant is quoting
on in that particular technology,
generating potentially hundreds or
thousands of instances of quote spread
parameter violations within a short
amount of time. Rather than fine the
Participant for or submit each event to
Formal Disciplinary Action for an
isolated technological error, the
proposed changes would allow the
Exchange to treat an electronic quoting
error as single occurrence by aggregating
the violations.5 The Exchange notes that
due to the nature of quotation parameter
violations, aggregation is a common
practice in the options industry.6 Under
the proposed rule change a Market
Maker on BOX would in most instances
receive a Letter of Caution before being
subject to a sanction. The Exchange
believes this is appropriate because the
relevant Letters of Caution or monetary
fines should serve as a deterrent against
future violations, while recognizing that
a single programming error can have
widespread effect. Further, the
Exchange believes that sanctions on
quotation parameter violations should
not be considered [sic] excessively
punitive; as this could encourage a
Market Maker [sic] only meet its
minimum quoting requirements, which
would remove liquidity from the
exchange.
As with other violations covered
under the Exchange’s MRVP, the
Exchange may elect to forgo the MRVP
and enforce any egregious violation of
its rules under the Exchange’s formal
disciplinary process.
The Exchange notes that the proposed
rule change is substantially similar to
the rules of the NASDAQ OMX PHLX,
Inc. (‘‘Phlx’’) and the sanctions that
relate to the spread parameters for
Market Maker quotations on PHLX.7
2. Statutory Basis
The Exchange believes that the
proposal is consistent with the
sradovich on DSK3TPTVN1PROD with NOTICES
5 The
Exchange notes that there is very little
advantage to a Market Maker quoting wide, when
this happens they are no longer considered part of
the marketplace and any incoming orders will go
elsewhere.
6 The Minor Rule Violation Plans at most options
exchanges allow for aggregation of quotation
parameter violations and EDGX recently filed to
add this language as well. See Securities Exchange
Act Release No. 77181 (February 19, 2016), 81 FR
9566 (February 25, 2016) (Notice of Filing and
Immediate Effectiveness SR–EDGX–2016–03).
7 See PHLX Rule 1014(c)(i)(A) [sic] and Securities
Exchange Act Release No. 62147 (May 21, 2010), 75
FR 29792 (Order Approving SR–Phlx–2010–43).
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18:47 May 25, 2016
Jkt 238001
requirements of Section 6(b) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),8 in general, and Section 6(b)(5)
of the Act,9 in particular, in that it is
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
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. In particular, the
Exchange believes that its proposal is
consistent with Sections 6(b)(1) and (6)
of the Act,10 which require that the rules
of an exchange enforce compliance
with, and provide appropriate
discipline for, violations of Commission
and Exchange rules. In addition,
because existing BOX Rule 12140
provides procedural rights to a person
fined under the Exchange’s MRVP to
contest the fine and permits a hearing
on the matter, the Exchange believes
that the proposal is consistent with
Sections 6(b)(7) and 6(d)(1) of the Act,11
by providing a fair procedure for the
disciplining of Participants and persons
associated with Participants.
In requesting the proposed changes to
the sanctions under BOX Rule
12140(d)(5), the Exchange in no way
minimizes the importance of
compliance with Exchange Rules and all
other rules subject to the imposition of
fines under the MRVP. However, the
MRVP provides a reasonable means of
addressing rule violations that do not
rise to the level of large sanctions and
requiring formal disciplinary
proceedings, while providing greater
flexibility in handling certain violations.
The Exchange will continue to conduct
surveillance with due diligence and
make a determination based on its
findings, on a case-by-case basis,
whether a fine of more or less than the
recommended amount is appropriate for
a violation under the MRVP or whether
a violation requires a formal
disciplinary action.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition not
necessary or appropriate in furtherance
of the purposes of the Act. In this regard
and as indicated above, the Exchange
notes that the rule change is being
proposed is similar to the rules of
PHLX.12 The Exchange believes that the
proposals will provide Participants
protection from minor rule violation
sanctions that are a result of electronic
quoting errors. The proposed rule
change is meant to take into account the
possibility of programming or
technology errors that result in a
Participant violating the quote
parameters set out in the Rule
8040(a)(7). The proposed rule change
will enable Participants to enter quotes
without fear of hundreds or thousands
of minor rule violations, which in turn
will benefit investors through increased
liquidity on the exchange. While the
Exchange believes that the proposed
Letters of Caution and subsequent fines
should serve as a deterrent against
future violations, the Exchange may
determine whether a violation is not
minor in nature and thereafter refer it to
the Hearing Committee for disciplinary
action.13
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has neither solicited
nor received comments on the proposed
rule change.
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)(iii) of the Act 14 and
subparagraph (f)(6) of Rule 19b–4
thereunder.15
A proposed rule change filed under
Rule 19b–4(f)(6) normally does not
become operative prior to 30 days after
the date of filing.16 Rule 19b–4(f)(6)(iii),
however, permits the Commission to
designate a shorter time if such action
is consistent with the protection of
investors and the public interest.17 The
Exchange has asked the Commission to
waive the 30-day operative delay so that
the proposal may become operative
upon filing. The Exchange has stated
that the proposed rule change is
12 See
supra, note 7.
Rule 12140(a).
14 15 U.S.C. 78s(b)(3)(A)(iii).
15 17 CFR 240.19b–4(f)(6).
16 17 CFR 240.19b–4(f)(6)(iii).
17 Id.
13 See
8 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
10 15 U.S.C. 78f(b)(1) and (6).
11 15 U.S.C. 78f(b)(7) and (d)(1).
9 15
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33569
E:\FR\FM\26MYN1.SGM
26MYN1
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Federal Register / Vol. 81, No. 102 / Thursday, May 26, 2016 / Notices
substantially similar to the rules of Phlx,
in particular, the sanctions for
violations of the spread parameters for
Market Maker quotations. Waiver of the
30-day operative delay will allow BOX
to aggregate violations of its spread
parameter rule under its MRVP without
delay. Furthermore, the Commission
notes that the Exchange’s MRVP and
quote spread parameter rules are already
in place; waiver will clarify the
Exchange’s expectations of its
Participants. For these reasons, the
Commission believes that waiver of the
30-day operative delay is consistent
with the protection of investors and the
public interest. Therefore, the
Commission designates the proposed
rule change to be operative upon
filing.18
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: (i) Necessary or appropriate in
the public interest; (ii) for the protection
of investors; or (iii) 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:
sradovich on DSK3TPTVN1PROD with NOTICES
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
BOX–2016–22 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–BOX–2016–22. 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
18 For purposes only of waiving the 30-day
operative delay, the Commission also has
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
VerDate Sep<11>2014
18:47 May 25, 2016
Jkt 238001
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
offices 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–BOX–
2016–22, and should be submitted on or
before June 16, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.19
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–12385 Filed 5–25–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–77872; File No. SR–
NYSEArca–2015–110]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Designation of a
Longer Period for Commission Action
on Proceedings To Determine Whether
To Approve or Disapprove a Proposed
Rule Change, as Modified by
Amendment No. 4 Thereto, Amending
NYSE Arca Equities Rule 8.600 To
Adopt Generic Listing Standards for
Managed Fund Shares
May 20, 2016.
On November 6, 2015, NYSE Arca,
Inc. (‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’), pursuant to Section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’) 1 and Rule 19b–4
thereunder,2 a proposed rule change to
amend NYSE Arca Equities Rule 8.600
19 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
PO 00000
Frm 00112
Fmt 4703
Sfmt 4703
and to adopt generic listing standards
for Managed Fund Shares.3 The
proposed rule change was published for
comment in the Federal Register on
November 27, 2015.4
On November 23, 2015, the Exchange
filed Amendment No. 1 to the proposed
rule change, which amended and
replaced the original proposal in its
entirety. On January 4, 2016, pursuant
to Section 19(b)(2) of the Act,5 the
Commission designated a longer period
within which to approve the proposed
rule change, disapprove the proposed
rule change, or institute proceedings to
determine whether to disapprove the
proposed rule change.6 On January 21,
2016, the Exchange withdrew
Amendment No. 1 and filed
Amendment No. 2 to the proposed rule
change.7 The proposed rule change, as
modified by Amendment No. 2 thereto,
was published for comment in the
Federal Register on February 1, 2016.8
On February 11, 2016, the Exchange
filed Amendment No. 3 to the proposed
rule change.9 On February 16, 2016, the
Exchange filed Amendment No. 4 to the
proposed rule change.10
3 See NYSE Arca Equities Rule 8.600(c)(1)
(defining Managed Fund Shares).
4 See Securities Exchange Act Release No. 76486
(Nov. 20, 2015), 80 FR 74169 (‘‘Notice’’).
5 15 U.S.C. 78s(b)(2).
6 See Securities Exchange Act Release No. 76819,
81 FR 987 (Jan. 8, 2016). The Commission
designated February 25, 2016 as the date by which
the Commission shall either approve or disapprove,
or institute proceedings to determine whether to
disapprove, the proposed rule change. See id.
7 In Amendment No. 2 to the proposed rule
change, the Exchange added provisions to the
proposed generic listing criteria relating to non-U.S.
Component Stocks, convertible securities, and
listed swaps, among other changes. Amendment
No. 2, which amended and replaced the original
proposal in its entirety, is available on the
Commission’s Web site at: https://www.sec.gov/
comments/sr-nysearca-2015-110/nysearca20151103.pdf.
8 See Securities Exchange Act Release No. 76974
(Jan. 26, 2016), 81 FR 5149.
9 In Amendment No. 3 to the proposed rule
change, the Exchange (a) revised the provisions
relating to convertible securities, (b) clarified the
limitations on non-exchange-traded American
Depositary Receipts, (c) eliminated redundant
provisions relating to limitations on leveraged and
inverse-leveraged Derivative Securities Products,
(d) revised the provision relating to limitations on
listed derivatives, (e) clarified that, for purposes of
the limitations relating to listed and over-thecounter derivatives, a portfolio’s investment in
listed and over-the-counter derivatives will be
calculated as the total absolute notional value of
these derivatives, and (f) provided additional
information regarding the statutory basis of the
proposal. Amendment No. 3, which amended and
replaced the proposed rule change, as modified by
Amendment No. 2 thereto, in its entirety, is
available on the Commission’s Web site at: https://
www.sec.gov/comments/sr-nysearca-2015-110/
nysearca2015110-4.pdf.
10 In Amendment No. 4 to the proposed rule
change, the Exchange (a) modified the proposed
generic listing rules to require compliance of the
E:\FR\FM\26MYN1.SGM
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Agencies
[Federal Register Volume 81, Number 102 (Thursday, May 26, 2016)]
[Notices]
[Pages 33568-33570]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-12385]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-77877; File No. SR-BOX-2016-22]
Self-Regulatory Organizations; BOX Options Exchange LLC; Notice
of Filing and Immediate Effectiveness of a Proposed Rule Change To
Amend BOX Rule 12140 (Imposition of Fines for Minor Rule Violations) To
Amend the Sanctions for Quotation Parameters and Permit the Aggregation
of Violations for the Purpose of Determining What Is an Occurrence
May 20, 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 11, 2016, BOX Options Exchange LLC (the ``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 self-regulatory organization. The Commission is
publishing this notice to solicit comments on the proposed rule 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 the
Substance of the Proposed Rule Change
The Exchange proposes to amend BOX Rule 12140 (Imposition of Fines
for Minor Rule Violations) to amend the sanctions for Quotation
Parameters and permit the aggregation of violations for the purpose of
determining what is an occurrence. The text of the proposed rule change
is available from the principal office of the Exchange, at the
Commission's Public Reference Room and also on the Exchange's Internet
Web site at https://boxexchange.com.
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 these statements may be examined at
the places specified in Item IV below. The self-regulatory organization
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 amend BOX Rule 12140 (Imposition of Fines
for Minor Rule Violations) to amend the sanctions for Quotation
Parameters (Rule 12140(d)(5)) and permit the aggregation of violations
for the purpose of determining what is an occurrence.
The purpose of the proposed rule change is to amend the sanctions
that relate to Rule 8040(a)(7) regarding spread parameters for Market
Maker quotations under the Exchange's Minor Rule Violation Plan or
(``MRVP''). BOX Rule 8040(a)(7) \3\ governs quotation parameters which
establish the maximum permissible width between the bid and offer in a
particular series.\4\ The Exchange believes the proposed rule changes
[sic] will add clarity as to what is considered a violation with
respect to these quotation parameters under the MRVP.
---------------------------------------------------------------------------
\3\ The Exchange's MRVP consists of preset fines, pursuant to
Rule 19d-1(c) under the Act 17 CFR 240.19d-1(c).
\4\ See Rule 8040(a)(7). The Exchange sets the maximum width at
no more than $5 between the bid and offer.
---------------------------------------------------------------------------
First, the Exchange proposes to amend the sanctions applicable to
violations of Rule 8040(a)(7) pursuant to the Exchange's MRVP which are
laid out in BOX Rule 12140(d)(5). The sanctions would now consist of
Letters of Caution respecting the first three occurrences and three
fines thereafter ($250, $500 and $1,000), before the seventh occurrence
would result in referral to the Hearing Committee for disciplinary
action. In addition, the fine schedule would be administered on a one
year running calendar basis, such that violations within one year of
the last occurrence would count as the next ``occurrence''. The
Exchange then proposes to add language that will allow BOX to aggregate
individual quotation violations and treat such violations as a single
offense.
The Exchange believes that these changes are appropriate because
quoting on the Exchange is entirely electronic. Specifically, firms
rely on their quote
[[Page 33569]]
technology and computer models to establish an option's price and
generate the quote electronically to the Exchange. The Exchange
believes when there is an electronic quoting error, it may affect every
series the Participant is quoting on in that particular technology,
generating potentially hundreds or thousands of instances of quote
spread parameter violations within a short amount of time. Rather than
fine the Participant for or submit each event to Formal Disciplinary
Action for an isolated technological error, the proposed changes would
allow the Exchange to treat an electronic quoting error as single
occurrence by aggregating the violations.\5\ The Exchange notes that
due to the nature of quotation parameter violations, aggregation is a
common practice in the options industry.\6\ Under the proposed rule
change a Market Maker on BOX would in most instances receive a Letter
of Caution before being subject to a sanction. The Exchange believes
this is appropriate because the relevant Letters of Caution or monetary
fines should serve as a deterrent against future violations, while
recognizing that a single programming error can have widespread effect.
Further, the Exchange believes that sanctions on quotation parameter
violations should not be considered [sic] excessively punitive; as this
could encourage a Market Maker [sic] only meet its minimum quoting
requirements, which would remove liquidity from the exchange.
---------------------------------------------------------------------------
\5\ The Exchange notes that there is very little advantage to a
Market Maker quoting wide, when this happens they are no longer
considered part of the marketplace and any incoming orders will go
elsewhere.
\6\ The Minor Rule Violation Plans at most options exchanges
allow for aggregation of quotation parameter violations and EDGX
recently filed to add this language as well. See Securities Exchange
Act Release No. 77181 (February 19, 2016), 81 FR 9566 (February 25,
2016) (Notice of Filing and Immediate Effectiveness SR-EDGX-2016-
03).
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As with other violations covered under the Exchange's MRVP, the
Exchange may elect to forgo the MRVP and enforce any egregious
violation of its rules under the Exchange's formal disciplinary
process.
The Exchange notes that the proposed rule change is substantially
similar to the rules of the NASDAQ OMX PHLX, Inc. (``Phlx'') and the
sanctions that relate to the spread parameters for Market Maker
quotations on PHLX.\7\
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\7\ See PHLX Rule 1014(c)(i)(A) [sic] and Securities Exchange
Act Release No. 62147 (May 21, 2010), 75 FR 29792 (Order Approving
SR-Phlx-2010-43).
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2. Statutory Basis
The Exchange believes that the proposal is consistent with the
requirements of Section 6(b) of the Securities Exchange Act of 1934
(the ``Act''),\8\ in general, and Section 6(b)(5) of the Act,\9\ in
particular, in that it is 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 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. In particular, the Exchange believes that its proposal
is consistent with Sections 6(b)(1) and (6) of the Act,\10\ which
require that the rules of an exchange enforce compliance with, and
provide appropriate discipline for, violations of Commission and
Exchange rules. In addition, because existing BOX Rule 12140 provides
procedural rights to a person fined under the Exchange's MRVP to
contest the fine and permits a hearing on the matter, the Exchange
believes that the proposal is consistent with Sections 6(b)(7) and
6(d)(1) of the Act,\11\ by providing a fair procedure for the
disciplining of Participants and persons associated with Participants.
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\8\ 15 U.S.C. 78f(b).
\9\ 15 U.S.C. 78f(b)(5).
\10\ 15 U.S.C. 78f(b)(1) and (6).
\11\ 15 U.S.C. 78f(b)(7) and (d)(1).
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In requesting the proposed changes to the sanctions under BOX Rule
12140(d)(5), the Exchange in no way minimizes the importance of
compliance with Exchange Rules and all other rules subject to the
imposition of fines under the MRVP. However, the MRVP provides a
reasonable means of addressing rule violations that do not rise to the
level of large sanctions and requiring formal disciplinary proceedings,
while providing greater flexibility in handling certain violations. The
Exchange will continue to conduct surveillance with due diligence and
make a determination based on its findings, on a case-by-case basis,
whether a fine of more or less than the recommended amount is
appropriate for a violation under the MRVP or whether a violation
requires a formal disciplinary action.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition not necessary or appropriate in
furtherance of the purposes of the Act. In this regard and as indicated
above, the Exchange notes that the rule change is being proposed is
similar to the rules of PHLX.\12\ The Exchange believes that the
proposals will provide Participants protection from minor rule
violation sanctions that are a result of electronic quoting errors. The
proposed rule change is meant to take into account the possibility of
programming or technology errors that result in a Participant violating
the quote parameters set out in the Rule 8040(a)(7). The proposed rule
change will enable Participants to enter quotes without fear of
hundreds or thousands of minor rule violations, which in turn will
benefit investors through increased liquidity on the exchange. While
the Exchange believes that the proposed Letters of Caution and
subsequent fines should serve as a deterrent against future violations,
the Exchange may determine whether a violation is not minor in nature
and thereafter refer it to the Hearing Committee for disciplinary
action.\13\
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\12\ See supra, note 7.
\13\ See Rule 12140(a).
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C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange has neither solicited nor received comments on the
proposed rule change.
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)(iii) of the Act \14\ and
subparagraph (f)(6) of Rule 19b-4 thereunder.\15\
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\14\ 15 U.S.C. 78s(b)(3)(A)(iii).
\15\ 17 CFR 240.19b-4(f)(6).
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A proposed rule change filed under Rule 19b-4(f)(6) normally does
not become operative prior to 30 days after the date of filing.\16\
Rule 19b-4(f)(6)(iii), however, permits the Commission to designate a
shorter time if such action is consistent with the protection of
investors and the public interest.\17\ The Exchange has asked the
Commission to waive the 30-day operative delay so that the proposal may
become operative upon filing. The Exchange has stated that the proposed
rule change is
[[Page 33570]]
substantially similar to the rules of Phlx, in particular, the
sanctions for violations of the spread parameters for Market Maker
quotations. Waiver of the 30-day operative delay will allow BOX to
aggregate violations of its spread parameter rule under its MRVP
without delay. Furthermore, the Commission notes that the Exchange's
MRVP and quote spread parameter rules are already in place; waiver will
clarify the Exchange's expectations of its Participants. For these
reasons, the Commission believes that waiver of the 30-day operative
delay is consistent with the protection of investors and the public
interest. Therefore, the Commission designates the proposed rule change
to be operative upon filing.\18\
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\16\ 17 CFR 240.19b-4(f)(6)(iii).
\17\ Id.
\18\ For purposes only of waiving the 30-day operative delay,
the Commission also 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: (i)
Necessary or appropriate in the public interest; (ii) for the
protection of investors; or (iii) 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-BOX-2016-22 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-BOX-2016-22. 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 offices 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-BOX-2016-22,
and should be submitted on or before June 16, 2016.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\19\
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\19\ 17 CFR 200.30-3(a)(12).
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Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016-12385 Filed 5-25-16; 8:45 am]
BILLING CODE 8011-01-P