Self-Regulatory Organizations; Miami International Securities Exchange LLC; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend Exchange Rule 515A To Extend the MIAX Price Improvement Mechanism (“PRIME”) Auction Pilot Program Until January 18, 2017, 45578-45580 [2016-16616]
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45578
Federal Register / Vol. 81, No. 135 / Thursday, July 14, 2016 / Notices
filed Amendment No. 1 to the proposed
rule change.4
On March 18, 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 May 17,
2016, the Commission instituted
proceedings under Section 19(b)(2)(B) of
the Act 7 to determine whether to
approve or disapprove the proposed
rule change.8 The Commission received
eleven comments on the proposal.9
On July 7, 2016, the Exchange
withdrew the proposed rule change
(SR–NYSEArca–2016–08).
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2016–16603 Filed 7–13–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–78265; File No. SR–MIAX–
2016–19]
Self-Regulatory Organizations; Miami
International Securities Exchange LLC;
Notice of Filing and Immediate
Effectiveness of a Proposed Rule
Change To Amend Exchange Rule
515A To Extend the MIAX Price
Improvement Mechanism (‘‘PRIME’’)
Auction Pilot Program Until January
18, 2017
July 8, 2016.
Pursuant to the provisions of 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 July 7, 2016, Miami International
Securities Exchange LLC (‘‘MIAX’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) a 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
asabaliauskas on DSK3SPTVN1PROD with NOTICES
4 In
Amendment No. 1 to the proposed rule
change, the Exchange corrected the citations to the
Trust’s Form N–1A and Exemptive Application,
which were misstated in the proposal. Amendment
No. 1 to the proposed rule change is available on
the Commission’s Web site at: https://www.sec.gov/
comments/sr-nysearca-2016-08/nysearca2016081.pdf.
5 15 U.S.C. 78s(b)(2).
6 See Securities Exchange Act Release No. 77405,
81 FR 15774 (Mar. 24, 2016).
7 15 U.S.C. 78s(b)(2)(B).
8 See Securities Exchange Act Release No. 77845,
81 FR 32376 (May 23, 2016).
9 See Letters from Douglas M. Yones, Head of
Exchange Traded Products, New York Stock
Exchange (Jul. 5, 2016); Eric Swanson, General
Counsel & Secretary, Bats Global Markets, Inc. (Jul.
1, 2016); Todd J. Broms, CEO, Broms and Company
LLC (Jun. 27, 2016); Daniel J. McCabe, CEO,
Precidian Investments LLC (Jun. 15, 2016); Gary L.
Gastineau, President, ETF Consultants.com, Inc.
(Jun. 13, 2016); Daniel J. McCabe, CEO, Precidian
Investments LLC (Jun. 13, 2016); James J. Angel,
Ph.D., CFA, Associate Professor, McDonough
School of Business, Georgetown University (Jun. 9,
2016); Joseph A. Sullivan, Chairman and Chief
Executive Officer, Legg Mason Global Asset
Management (Apr. 15, 2016); Andrew M. Gross, Jr.
(Apr. 5, 2016); David Nadig (Mar. 31, 2016); and
Gary L. Gastineau, President, ETF Consultants.com,
Inc. (Mar. 10, 2016) (comment letters available at:
https://www.sec.gov/comments/sr-nysearca-201608/nysearca201608.shtml).
10 17 CFR 200.30–3(a)(57).
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The Exchange is filing a proposal to
amend Exchange Rule 515A,
Interpretations and Policies .08 to
extend certain aspects of the MIAX
Price Improvement Mechanism
(‘‘PRIME’’) Auction pilot program
(‘‘Pilot Program’’).
The text of the proposed rule change
is available on the Exchange’s Web site
at https://www.miaxoptions.com/filter/
wotitle/rule_filing, at MIAX’s principal
office, 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.
PO 00000
1 15
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
Frm 00130
Fmt 4703
Sfmt 4703
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to extend the
pilot period applicable to certain
aspects of the Pilot Program which is
currently set to expire on July 18, 2016,3
until January 18, 2017.
The current pilot allows PRIME
Agency Orders of any size to initiate a
PRIME Auction on MIAX at a price
which is at or better than the national
best bid or offer (‘‘NBBO’’).4 The
Exchange implemented the pilot in
order to benefit customers through the
encouragement of the entry of more
orders into the PRIME Auction, thus
making it more likely that such orders
may receive price improvement. The
Exchange believes that the Pilot
Program attracts order flow and
promotes competition and price
improvement opportunities for Agency
Orders of fewer than 50 contracts. The
Exchange believes that extending the
Pilot Program period is appropriate
because it would allow the Exchange
and the Commission additional time to
analyze data regarding the pilot that the
Exchange has committed to provide.
In its filing to adopt the MIAX PRIME
Price Improvement Mechanism in 2014
the Exchange committed to submit
reports periodically based on the
comprehensive list of data the Exchange
represented it would collect in order to
aid the Commission in its evaluation of
the PRIME mechanism.5 In November
2014 the Exchange established a Pilot
Program to allow orders of less than 50
contracts or 500 mini-option contracts
3 See Exchange Act Release Nos. 73590
(November 13, 2014), 79 FR 68919 (SR–MIAX–
2014–56) (establishing the PRIME Pilot Program)
and 75486 (July 20, 2015), 80 FR 44174 (July 24,
2015) (SR–MIAX–2015–48) (extending certain
aspects of the PRIME Pilot Program to July 18,
2016).
4 The Exchange notes that prior to the pilot, for
PRIME Agency Orders for less than 50 standard
option contracts or 500 mini-option contracts, the
Initiating Member must stop the entire PRIME
Agency Order as principal or with a solicited order
at the better of the NBBO price improved by a $0.01
increment or the PRIME Agency Order’s limit price
(if the order is a limit order). In addition, to initiate
the PRIME Auction for auto-match submissions, the
Initiating Member must stop the PRIME Agency
Order for less than 50 standard option contracts or
500 mini-option contracts at the better of the NBBO
price improved by a $0.01 increment or the PRIME
Agency Order’s limit price. See Securities Exchange
Act Release No. 73590 (November 13, 2014), 79 FR
68919 (November 19, 2014) (SR–MIAX–2014–56).
5 See Securities Exchange Act Release No. 72009
(April 23, 2014) 79 FR 24032 (April 29, 2014) (SR–
MIAX–2014–09) (Order approving adoption of the
MIAX PRIME Price Improvement Mechanism).
E:\FR\FM\14JYN1.SGM
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Federal Register / Vol. 81, No. 135 / Thursday, July 14, 2016 / Notices
to initiate a PRIME Auction,6 and began
submitting revised periodic reports on
August 1, 2015, based on the revised list
of data detailed in Exhibit 3 of the
Exchange’s filing to extend the Pilot
Program an additional year to July 18,
2016.7 Any raw data which is submitted
to the Commission pursuant to the Pilot
Program will be provided on a
confidential basis. The Exchange
continues to believe that there remains
meaningful competition for all size
orders and that there is an active and
liquid market functioning on the
Exchange outside of the PRIME Auction.
The Exchange also continues to believe
that there are significant opportunities
for price improvement available in the
PRIME Auction.
asabaliauskas on DSK3SPTVN1PROD with NOTICES
2. Statutory Basis
MIAX believes that its proposed rule
change is consistent with Section 6(b) of
the Act 8 in general, and furthers the
objectives of 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
mechanisms of a free and open market
and a national market system and, in
general, to protect investors and the
public interest.
The Exchange believes that extending
the Pilot Program is consistent with
these principles because the Pilot
Program is reasonably designed to create
tighter markets and ensure that each
order receives the best possible price,
which benefits investors by increasing
competition thereby maximizing
opportunities for price improvement.
The proposed extension would allow
the pilot to continue uninterrupted,
thereby avoiding any potential investor
confusion that could result from a
temporary interruption in the pilot.
Because the Pilot Program is applicable
to all PRIME Agency Orders for fewer
than 50 contracts, the proposal to
extend the Pilot Program merely acts to
maintain the status quo on the
Exchange, which promotes just and
equitable principles of trade and
removes impediments to, and perfects
6 See
Securities Exchange Act Release No. 68919
[sic] (November 13, 2014), 79 FR 68919 (November
19, 2014) (SR–MIAX–2014–56) (establishing the
PRIME Pilot Program).
7 See Securities Exchange Act Release No. 75486
(July 20, 2015), 80 FR 44174 (July 24, 2015) (SR–
MIAX–2015–48) (extending certain aspects of the
PRIME Pilot Program to July 18, 2016).
8 15 U.S.C. 78f(b).
9 15 U.S.C. 78f(b)(5).
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19:33 Jul 13, 2016
Jkt 238001
the mechanism of, a free and open
market and a national market system.
The extension of the Pilot Program
period will allow the Commission and
the Exchange to continue to monitor the
Pilot Program to ascertain whether there
is meaningful competition for all size
orders and whether there is an active
and liquid market functioning on the
Exchange outside of the PRIME Auction.
The extension of the Pilot Program
period would also enable market
participants to continue to benefit from
the significant opportunities for price
improvement available in the PRIME
Auction.
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 that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
proposed rule change simply extends an
established pilot program for an
additional period and would allow for
further analysis of the pilot. In addition,
the proposed extension would allow the
Pilot Program to continue
uninterrupted, thereby avoiding any
potential investor confusion that could
result from a temporary interruption in
the Pilot Program. Thus, the proposal
would also serve to promote regulatory
clarity and consistency, thereby
reducing burdens on the marketplace
and facilitating investor protection.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments were neither
solicited nor received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A) of the Act 10 and
subparagraph (f)(6) of Rule 19b–4
thereunder.11
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b4(f)(6) requires the Exchange to give the
Commission written notice of the Exchange’s intent
to file the proposed rule change along with a brief
description and text of the proposed rule change,
at least five business days prior to the date of filing
of the proposed rule change, or such shorter time
PO 00000
10 15
11 17
Frm 00131
Fmt 4703
Sfmt 4703
45579
A proposed rule change filed under
Rule 19b–4(f)(6) 12 normally does not
become operative for 30 days after the
date of filing. However, pursuant to
Rule 19b–4(f)(6)(iii),13 the Commission
may designate a shorter time if such
action is consistent with the protection
of investors and the public interest. The
Exchange requested that the
Commission waive the 30-day operative
delay. The Exchange noted that waiver
of the 30-day operative delay would
allow for the Pilot Program to continue
uninterrupted.
The Commission believes that
waiving the 30-day operative delay is
consistent with the protection of
investors and the public interest, as it
will allow the Pilot Program to continue
uninterrupted, thereby avoiding any
potential investor confusion that could
result from a temporary interruption in
the Pilot Program. Therefore, the
Commission designates the proposed
rule change to be operative on July 18,
2016.14
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
MIAX–2016–19 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Brent J. Fields, Secretary, Securities
as designated by the Commission. The Exchange
has satisfied this requirement.
12 17 CFR 240.19b–4(f)(6).
13 17 CFR 240.19b–4(f)(6)(iii).
14 For purposes only of waiving the operative
delay, the Commission has considered the proposed
rule’s impact on efficiency, competition, and capital
formation. See 15 U.S.C. 78c(f).
E:\FR\FM\14JYN1.SGM
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45580
Federal Register / Vol. 81, No. 135 / Thursday, July 14, 2016 / Notices
and Exchange Commission, 100 F Street
NE., Washington, DC 20549–1090.
SECURITIES AND EXCHANGE
COMMISSION
All submissions should refer to File
Number SR–MIAX–2016–19. 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
information that you wish to make
available publicly. All submissions
should refer to File Number SR–MIAX–
2016–19 and should be submitted on
orbefore August 4, 2016.
[Release No. 34–78263; File No. SR–NYSE–
2016–44]
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2016–16616 Filed 7–13–16; 8:45 am]
BILLING CODE 8011–01–P
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Filing of Proposed Rule Change
Allowing the Exchange To Trade
Pursuant to Unlisted Trading
Privileges for Any NMS Stock Listed
on Another National Securities
Exchange; Establishing Listing and
Trading Requirements for Exchange
Traded Products; and Adopting New
Equity Trading Rules Relating to
Trading Halts of Securities Traded
Pursuant to UTP on the Pillar Platform
July 8, 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 June 30,
2016, New York Stock Exchange LLC
(‘‘NYSE’’ or the ‘‘Exchange’’) filed with
the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III below, which Items
have been prepared by the selfregulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to (1) allow
the Exchange to trade pursuant to
unlisted trading privileges (‘‘UTP’’) for
any NMS Stock 4 listed on another
national securities exchange; (2)
establish listing and trading
requirements for exchange traded
products (‘‘ETPs’’); and (3) adopt new
equity trading rules relating to trading
halts of securities traded pursuant to
UTP on the Pillar platform. 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.
asabaliauskas on DSK3SPTVN1PROD 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,
1 15
U.S.C.78s(b)(1).
U.S.C. 78a.
3 17 CFR 240.19b–4.
4 NMS Stock is defined in Rule 600 of Regulation
NMS, 17 CFR 242.600(b)(47).
2 15
15 17
CFR 200.30–3(a)(12).
VerDate Sep<11>2014
19:33 Jul 13, 2016
Jkt 238001
PO 00000
Frm 00132
Fmt 4703
Sfmt 4703
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 the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange is proposing new rules
to trade all Tape B and Tape C symbols,
on a UTP basis, on its new trading
platform, Pillar.5 The Exchange does not
currently trade any securities on a UTP
basis.
In addition, the Exchange is
proposing rules for the listing and
trading of the following types of
Exchange Traded Products: 6
• Equity Linked Notes (‘‘ELNs’’);
• Investment Company Units;
• Index-Linked Exchangeable Notes;
• Equity Gold Shares;
• Equity Index-Linked Securities;
• Commodity-Linked Securities;
• Currency-Linked Securities;
• Fixed-Income Index-Linked
Securities;
• Futures-Linked Securities;
• Multifactor-Index-Linked
Securities;
• Trust Certificates;
• Currency and Index Warrants;
• Portfolio Depositary Receipts;
• Trust Issued Receipts;
• Commodity-Based Trust Shares;
• Currency Trust Shares;
• Commodity Index Trust Shares;
• Commodity Futures Trust Shares;
• Partnership Units;
• Paired Trust Shares;
• Trust Units;
• Managed Fund Shares; and
• Managed Trust Securities.
The Exchange’s proposed rules for
these products are substantially
identical (other than with respects[sic]
5 On January 29, 2015, the Exchange announced
the implementation of Pillar, which is an integrated
trading technology platform designed to use a single
specification for connecting to the equities and
options markets operated by the Exchange and its
affiliates, NYSE Arca, Inc. (‘‘NYSE Arca’’) and
NYSE MKT LLC (‘‘NYSE MKT’’). See Trader Update
dated January 29, 2015, available here: https://
www1.nyse.com/pdfs/Pillar_Trader_Update_Jan_
2015.pdf.
6 The Exchange is proposing to define the term
‘‘Exchange Traded Product’’ to mean a security that
meets the definition of ‘‘derivative securities
product’’ in Rule 19b–4(e) under the Securities
Exchange Act of 1934. See proposed Rule 1.1(bbb).
This proposed definition is identical to the
definition of ‘‘Derivatives Securities Product’’ in
NYSE Arca Equities Rule 1.1(bbb).
E:\FR\FM\14JYN1.SGM
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Agencies
[Federal Register Volume 81, Number 135 (Thursday, July 14, 2016)]
[Notices]
[Pages 45578-45580]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-16616]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-78265; File No. SR-MIAX-2016-19]
Self-Regulatory Organizations; Miami International Securities
Exchange LLC; Notice of Filing and Immediate Effectiveness of a
Proposed Rule Change To Amend Exchange Rule 515A To Extend the MIAX
Price Improvement Mechanism (``PRIME'') Auction Pilot Program Until
January 18, 2017
July 8, 2016.
Pursuant to the provisions of 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 July 7, 2016, Miami International Securities
Exchange LLC (``MIAX'' or ``Exchange'') filed with the Securities and
Exchange Commission (``Commission'') a proposed rule change as
described in Items I and II below, which Items have been prepared by
the Exchange. The Commission is publishing this notice to solicit
comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange is filing a proposal to amend Exchange Rule 515A,
Interpretations and Policies .08 to extend certain aspects of the MIAX
Price Improvement Mechanism (``PRIME'') Auction pilot program (``Pilot
Program'').
The text of the proposed rule change is available on the Exchange's
Web site at https://www.miaxoptions.com/filter/wotitle/rule_filing, at
MIAX's principal office, 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
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to extend the pilot period applicable to
certain aspects of the Pilot Program which is currently set to expire
on July 18, 2016,\3\ until January 18, 2017.
---------------------------------------------------------------------------
\3\ See Exchange Act Release Nos. 73590 (November 13, 2014), 79
FR 68919 (SR-MIAX-2014-56) (establishing the PRIME Pilot Program)
and 75486 (July 20, 2015), 80 FR 44174 (July 24, 2015) (SR-MIAX-
2015-48) (extending certain aspects of the PRIME Pilot Program to
July 18, 2016).
---------------------------------------------------------------------------
The current pilot allows PRIME Agency Orders of any size to
initiate a PRIME Auction on MIAX at a price which is at or better than
the national best bid or offer (``NBBO'').\4\ The Exchange implemented
the pilot in order to benefit customers through the encouragement of
the entry of more orders into the PRIME Auction, thus making it more
likely that such orders may receive price improvement. The Exchange
believes that the Pilot Program attracts order flow and promotes
competition and price improvement opportunities for Agency Orders of
fewer than 50 contracts. The Exchange believes that extending the Pilot
Program period is appropriate because it would allow the Exchange and
the Commission additional time to analyze data regarding the pilot that
the Exchange has committed to provide.
---------------------------------------------------------------------------
\4\ The Exchange notes that prior to the pilot, for PRIME Agency
Orders for less than 50 standard option contracts or 500 mini-option
contracts, the Initiating Member must stop the entire PRIME Agency
Order as principal or with a solicited order at the better of the
NBBO price improved by a $0.01 increment or the PRIME Agency Order's
limit price (if the order is a limit order). In addition, to
initiate the PRIME Auction for auto-match submissions, the
Initiating Member must stop the PRIME Agency Order for less than 50
standard option contracts or 500 mini-option contracts at the better
of the NBBO price improved by a $0.01 increment or the PRIME Agency
Order's limit price. See Securities Exchange Act Release No. 73590
(November 13, 2014), 79 FR 68919 (November 19, 2014) (SR-MIAX-2014-
56).
---------------------------------------------------------------------------
In its filing to adopt the MIAX PRIME Price Improvement Mechanism
in 2014 the Exchange committed to submit reports periodically based on
the comprehensive list of data the Exchange represented it would
collect in order to aid the Commission in its evaluation of the PRIME
mechanism.\5\ In November 2014 the Exchange established a Pilot Program
to allow orders of less than 50 contracts or 500 mini-option contracts
[[Page 45579]]
to initiate a PRIME Auction,\6\ and began submitting revised periodic
reports on August 1, 2015, based on the revised list of data detailed
in Exhibit 3 of the Exchange's filing to extend the Pilot Program an
additional year to July 18, 2016.\7\ Any raw data which is submitted to
the Commission pursuant to the Pilot Program will be provided on a
confidential basis. The Exchange continues to believe that there
remains meaningful competition for all size orders and that there is an
active and liquid market functioning on the Exchange outside of the
PRIME Auction. The Exchange also continues to believe that there are
significant opportunities for price improvement available in the PRIME
Auction.
---------------------------------------------------------------------------
\5\ See Securities Exchange Act Release No. 72009 (April 23,
2014) 79 FR 24032 (April 29, 2014) (SR-MIAX-2014-09) (Order
approving adoption of the MIAX PRIME Price Improvement Mechanism).
\6\ See Securities Exchange Act Release No. 68919 [sic]
(November 13, 2014), 79 FR 68919 (November 19, 2014) (SR-MIAX-2014-
56) (establishing the PRIME Pilot Program).
\7\ See Securities Exchange Act Release No. 75486 (July 20,
2015), 80 FR 44174 (July 24, 2015) (SR-MIAX-2015-48) (extending
certain aspects of the PRIME Pilot Program to July 18, 2016).
---------------------------------------------------------------------------
2. Statutory Basis
MIAX believes that its proposed rule change is consistent with
Section 6(b) of the Act \8\ in general, and furthers the objectives of
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 mechanisms of a
free and open market and a national market system and, in general, to
protect investors and the public interest.
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\8\ 15 U.S.C. 78f(b).
\9\ 15 U.S.C. 78f(b)(5).
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The Exchange believes that extending the Pilot Program is
consistent with these principles because the Pilot Program is
reasonably designed to create tighter markets and ensure that each
order receives the best possible price, which benefits investors by
increasing competition thereby maximizing opportunities for price
improvement. The proposed extension would allow the pilot to continue
uninterrupted, thereby avoiding any potential investor confusion that
could result from a temporary interruption in the pilot. Because the
Pilot Program is applicable to all PRIME Agency Orders for fewer than
50 contracts, the proposal to extend the Pilot Program merely acts to
maintain the status quo on the Exchange, which promotes just and
equitable principles of trade and removes impediments to, and perfects
the mechanism of, a free and open market and a national market system.
The extension of the Pilot Program period will allow the Commission
and the Exchange to continue to monitor the Pilot Program to ascertain
whether there is meaningful competition for all size orders and whether
there is an active and liquid market functioning on the Exchange
outside of the PRIME Auction. The extension of the Pilot Program period
would also enable market participants to continue to benefit from the
significant opportunities for price improvement available in the PRIME
Auction.
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 that is not necessary or appropriate
in furtherance of the purposes of the Act. The proposed rule change
simply extends an established pilot program for an additional period
and would allow for further analysis of the pilot. In addition, the
proposed extension would allow the Pilot Program to continue
uninterrupted, thereby avoiding any potential investor confusion that
could result from a temporary interruption in the Pilot Program. Thus,
the proposal would also serve to promote regulatory clarity and
consistency, thereby reducing burdens on the marketplace and
facilitating investor protection.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
Written comments were neither solicited nor received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change does not: (i)
Significantly affect the protection of investors or the public
interest; (ii) impose any significant burden on competition; and (iii)
become operative for 30 days from the date on which it was filed, or
such shorter time as the Commission may designate, it has become
effective pursuant to Section 19(b)(3)(A) of the Act \10\ and
subparagraph (f)(6) of Rule 19b-4 thereunder.\11\
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\10\ 15 U.S.C. 78s(b)(3)(A).
\11\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)
requires the Exchange to give the Commission written notice of the
Exchange's intent to file the proposed rule change along with a
brief description and text of the proposed rule change, at least
five business days prior to the date of filing of the proposed rule
change, or such shorter time as designated by the Commission. The
Exchange has satisfied this requirement.
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A proposed rule change filed under Rule 19b-4(f)(6) \12\ normally
does not become operative for 30 days after the date of filing.
However, pursuant to Rule 19b-4(f)(6)(iii),\13\ the Commission may
designate a shorter time if such action is consistent with the
protection of investors and the public interest. The Exchange requested
that the Commission waive the 30-day operative delay. The Exchange
noted that waiver of the 30-day operative delay would allow for the
Pilot Program to continue uninterrupted.
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\12\ 17 CFR 240.19b-4(f)(6).
\13\ 17 CFR 240.19b-4(f)(6)(iii).
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The Commission believes that waiving the 30-day operative delay is
consistent with the protection of investors and the public interest, as
it will allow the Pilot Program to continue uninterrupted, thereby
avoiding any potential investor confusion that could result from a
temporary interruption in the Pilot Program. Therefore, the Commission
designates the proposed rule change to be operative on July 18,
2016.\14\
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\14\ For purposes only of waiving the operative delay, the
Commission has considered the proposed rule's impact on efficiency,
competition, and capital formation. See 15 U.S.C. 78c(f).
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At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act. If the Commission
takes such action, the Commission shall institute proceedings to
determine whether the proposed rule should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-MIAX-2016-19 on the subject line.
Paper Comments
Send paper comments in triplicate to Brent J. Fields,
Secretary, Securities
[[Page 45580]]
and Exchange Commission, 100 F Street NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-MIAX-2016-19. 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 information that you wish to make available publicly. All
submissions should refer to File Number SR-MIAX-2016-19 and should be
submitted on or before August 4, 2016.
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\15\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\15\
Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2016-16616 Filed 7-13-16; 8:45 am]
BILLING CODE 8011-01-P