Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to Automated Removal of Orders and Quotes, 46147-46151 [2016-16724]
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Federal Register / Vol. 81, No. 136 / Friday, July 15, 2016 / Notices
Amendment No. 1 on an accelerated
basis.
VI. Conclusion
IT IS THEREFORE ORDERED,
pursuant to Section 19(b)(2) of the
Exchange Act,32 that the proposed rule
change (SR–NYSEMKT–2016–42), as
modified by Amendment No. 1 thereto,
be, and it hereby is, approved on an
accelerated basis.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.33
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–16723 Filed 7–14–16; 8:45 am]
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–78285; File No. SR–
NASDAQ–2016–087]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Relating to
Automated Removal of Orders and
Quotes
July 11, 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 June 30,
2016, The NASDAQ Stock Market LLC
(‘‘Nasdaq’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘SEC’’ or ‘‘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.
sradovich on DSK3GMQ082PROD with NOTICES
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend the
rules of the NASDAQ Options Market
LLC (‘‘NOM’’) at Chapter VII, Section
6(f), entitled ‘‘Automated Removal of
Orders and Quotes.’’
The text of the proposed rule change
is available on the Exchange’s Web site
at https://nasdaq.cchwallstreet.com, at
the principal office of the Exchange, and
at the Commission’s Public Reference
Room.
32 15
U.S.C. 78s(b)(2).
CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
33 17
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II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
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.
1. Purpose
The Exchange proposes to amend a
NOM Rule at Chapter VII, Section 6(f),
entitled ‘‘Automated Removal of Orders
and Quotes’’ to modify the minimum
Specified Percentage (as described
below). A NOM Market Maker 3 sets the
Specified Percentage to enhance its risk
management for an underlying security
as market conditions warrant, based on
its own risk tolerance level and quoting
behavior. The Exchange proposes to
permit the NOM Market Maker to set the
Specified Percentage more broadly, no
less than 1% with this rule change. The
Exchange also proposes to replace the
term ‘‘disseminated size’’ 4 with a
quantitative description to add
transparency with respect to the
calculation of Series Percentage.
Background
Today, Chapter VII, Section 6(f)
permits NOM Market Makers to monitor
risk arising from multiple executions
across multiple options series of a single
underlying security. A NOM Market
Maker may provide a specified time
period and a specified percentage by
which the Exchange’s System will
automatically remove a NOM Market
Maker’s quotes and orders in all series
of an underlying security submitted
through designated NOM protocols, as
specified by the Exchange, during a
3 The term ‘‘Nasdaq Options Market Maker’’ or
‘‘Options Market Maker’’ (herein ‘‘NOM Market
Maker’’) means an Options Participant registered
with the Exchange for the purpose of making
markets in options contracts traded on the
Exchange and that is vested with the rights and
responsibilities specified in Chapter VII of these
Rules. See NOM Rules at Chapter I, Section 1(a)(26).
4 See Securities Exchange Act Release No 76316
(October 30, 2015), 80 FR 68595 at 68597
(November 5, 2015) (SR–NASDAQ–2015–122). The
Exchange defined disseminated size in this rule
change in footnote 13, as the original size quoted
by the Participant.
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46147
specified time period not to exceed 15
seconds (‘‘Percentage-Based Specified
Time Period.’’).5
For each series in an option, the
System determines: (i) The percentage
that the number of contracts executed in
that series represents relative to the
NOM Market Maker’s disseminated size
of each side in that series (‘‘Series
Percentage’’); and (ii) the sum of the
Series Percentage in the option issue
(‘‘Issue Percentage’’). The Exchange
proposes herein to replace the term
‘‘disseminated size’’ with the more
precise phrase ‘‘number of contracts
available at the time of execution plus
the number of contracts executed in
unexpired prior executions.’’
The System tracks and calculates the
net impact of positions in the same
option issue during the PercentageBased Specified Time Period.
Specifically, the System tracks
transactions, i.e., the sum of buy-side
put percentages, the sum of sell-side put
percentages, the sum of buy-side call
percentages, and the sum of sell-side
call percentages. The System then
calculates the absolute value of the
difference between the buy-side puts
and the sell-side puts plus the absolute
value of the difference between the buyside calls and the sell-side calls. If the
Issue Percentage, rounded to the nearest
integer, equals or exceeds a percentage
established by the NOM Market Maker,
not less than 100% (‘‘Specified
Percentage’’), the System automatically
removes a NOM Market Maker’s quotes
and orders in all series of an underlying
security submitted through designated
NOM protocols, as specified by the
Exchange, during the Percentage-Based
Specified Time.
The Percentage-Based Specified Time
Period commences for an option every
time an execution occurs in any series
in such option and continues until the
System removes quotes and orders as
described in Chapter VII, Section 6(f)(iv)
or (v) or the Percentage-Based Specified
Time Period expires. The PercentageBased Specified Time Period operates
on a rolling basis among all series in an
option in that there may be multiple
Percentage-Based Specified Time
Periods occurring simultaneously and
such Percentage-Based Specified Time
periods may overlap.
Proposal
The Exchange proposes to lower the
minimum Specified Percentage, which
is set by the NOM Market Maker, from
100% to 1%. The proposal would
5 A specified time period commences for an
option when a transaction occurs in any series in
such option.
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amend the rule text to state, if the Issue
Percentage, rounded to the nearest
integer, equals or exceeds a percentage
established by the NOM Market Maker,
not less than 1% (‘‘Specified
Percentage’’), the System automatically
removes a NOM Market Maker’s quotes
and orders in all series of an underlying
security submitted through designated
NOM protocols, as specified by the
Exchange, during the Percentage-Based
Specified Time. This proposal would
allow a NOM Market Maker to establish
a Specified Percentage at any percentage
level greater than or equal to 1% for an
option in which the NOM Market Maker
is appointed. Today, the Specified
Percentage would be set by the NOM
Market Maker at greater than or equal to
100%. This amendment will allow
NOM Market Makers to better manage
their risk and assist them to avoid
trading a number of contracts that
exceeds the NOM Marker Maker’s risk
tolerance level across multiple series of
a single underlying when such series are
executed in rapid succession.
NOM Market Makers will be able to
more precisely customize their risk
settings within the System. NOM
Market Makers will be able to consider
factors such as present and anticipated
market conditions, news in an option,
and a sudden change in volatility of an
option. NOM Market Makers are
required to utilize either the Percentage
Based Threshold or the Volume Based
Threshold. NOM Market Makers that
select to utilize the Percentage-Based
Threshold will be able to adopt more
precise controls with this proposal
based on the NOM Market Maker’s risk
tolerance level.
NOM Market Makers must utilize
either the Percentage-Based 6 or
Volume-Based risk controls. NOM
Market Makers may contact Market
Operations to set their percentage,
which is 1% or greater with this
proposal, and specified time period.
By way of example, if a NOM Market
Maker has set the percentage setting to
50% and a Specified Time Period of 15
seconds and the Order Book reflects:
MM1 has a displayed quote of 1.10
(100) × 1.20 (100) for IBM May 20, 2016
70 puts and MM1 is the only displayed
size on NOM and an order is submitted
6 NOM Market Makers selecting the PercentageBased risk control in Chapter VII, Section 6(f)(i) are
required to provide a specified time period, up to
15 seconds, and a specified percentage with a
number of 1% or greater, as proposed herein, to the
NOM Market Operations staff to select this risk
control. If a NOM Market Maker does not desire to
utilize the Percentage-Based risk control the NOM
Market Maker must utilize the Volume-Based risk
control which is similarly set-up by contacting
Market Operations and providing certain settings.
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to buy 75 IBM May 20, 2016 70 Puts for
1.20.
Chapter VII, Section 6(f) would cause
the following:
(1) Provide MM1 with an execution—
Sold 75 @ 1.20; and
(2) Trigger the Percentage-Based
Threshold and remove MM1’s quotes in
IBM.
Another example is with multiple
executions. Presume the following:
MM1 has set the percentage to 80%
by 5 seconds and MM1 has a displayed
quote of 2.00 (100) × 2.25 (100) for IBM
May 20, 2016 70 puts and he is the only
displayed size on the NOM. Also,
presume an order comes in to buy 50
IBM May 20, 2016 70 puts for 2.25.
Chapter VII, Section 6(f) would cause
the following:
(1) Provide MM1 with an execution—
Sold 50 @ 2.25;
(2) Update MMI [sic] quote to 2.00
(100) × 2.25 (50);
(3) Within 1 second an order comes in
to buy 45 IBM May 20, 2016 70 puts for
2.25;
(4) Provide MM1 with an execution—
Sold 45 @ 2.25; and
(5) Trigger the Percentage-Based
Threshold and remove MM1’s quotes in
IBM.
The Exchange also proposes to
replace the term ‘‘disseminated size’’
with a quantitative description to add
transparency with respect to the
calculation of Series Percentage. The
language proposed amends the original
definition of disseminated size. With
respect to the disseminated size, the
Exchange previously defined
disseminated size as ‘‘. . . the original
size quoted by the Participant.’’ 7
The Exchange proposes to amend the
definition as follows: ‘‘For each series in
an option, the System will determine: (i)
The percentage that the number of
contracts executed in that series
represents relative to the number of
contracts available at the time of
execution plus the number of contracts
executed in unexpired prior executions
of each side in that series (‘‘Series
Percentage’’); and (ii) the sum of the
Series Percentage in the option issue
(‘‘Issue Percentage’’).’’ The Exchange
counts Specialized Quote Feed
(‘‘SQF’’) 8 quotes and OUCH To Trade
Options (‘‘OTTO’’) 9 orders only in
note 4 above.
permits the receipt of quotes. SQF Auction
Responses and market sweeps are also not
included.
9 OTTO provides a method for subscribers to send
orders and receive status updates on those orders.
OTTO accepts limit orders from System subscribers,
and if there is a matching order, the orders will
execute. Non-matching orders are added to the limit
order book. All NOM Participants have the ability
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7 See
8 SQF
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determining the number of contracts
traded and removed by the System.
OTTO orders are single sided and may
be submitted at multiple price levels for
each series, whereas SQF permits a twosided quote for each NOM Market
Maker. The calculation considers the
different price levels.
By way of example, with the proposed
definition, if a NOM Market Maker with
a Percentage-Based Specified Time
Period of 10 seconds and a Specified
Percentage of 100% submits a quote
over SQF of 1.00(100) × 1.10(100) and
a buy order executes 75, the remaining
size would be 1.00(100) × 1.10(25).
Thereafter a new Percentage-Based
Specified Time Period begins and
current Series Percentage executed is 75
and three seconds pass and the NOM
Market Maker re-quotes 1.00(100) × 1.10
(100), an incoming buy order of 43
would cause the Issue Percentage to
meet the Percentage-Based Threshold.
This is due to a counted size of 175 (the
executed 75 plus the newly quoted 100)
and rounding (0.75 + 43/175 = 0.9957
rounds up to 100%). If the former
definition applied, the size would have
been 100 and an execution of only 25
contracts on the same side would have
caused the Issue Percentage to meet the
Percentage-Based Threshold, which is
not the case. In other words, the current
SQF quote and all OTTO orders on that
side for that series (for that NOM Market
Maker) in addition to all the executions
that have occurred on that side for that
series (for that NOM Market Maker)
within the Percentage-Based Specified
Time Period would comprise the size.
This new definition accurately
represents the manner in which the
Issue Percentage is calculated. Also, the
more precise language within the rule
text will provide NOM Market Makers
with a more accurate description of the
operation of this risk mechanism. The
Exchange has always calculated the
NOM Market Maker’s size in this
fashion. The definition, as described in
the prior rule change, was not accurate
and the Exchange seeks to amend the
definition with this proposal and
memorialize the definition within the
rule.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act 10 in general, and furthers the
objectives of Section 6(b)(5) of the Act 11
in particular, in that it is designed to
promote just and equitable principles of
to utilize OTTO. OTTO immediate or cancel orders
will not be included.
10 15 U.S.C. 78f(b).
11 15 U.S.C. 78f(b)(5).
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trade, 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, by
offering NOM Market Makers the ability
to better manage their own risk with this
risk feature.
NOM Market Makers are obligated to
submit continuous two-sided quotations
in a certain number of series in their
appointed option classes for a certain
percentage of each trading session.12
This obligation renders them vulnerable
to risk from unusual market condition,
volatility in specific options, and other
market events that may cause them to
receive multiple, extremely rapid
automatic executions before they can
adjust their quotations and overall risk
exposure in the market. Without
adequate risk management tools in place
on the Exchange, the incentive for NOM
Market Makers to quote aggressively,
respecting both price and size could be
diminished. Such a result may
undermine the quality of the markets,
which are enhanced by the depth and
liquidity such NOM Market Makers
provide in the marketplace.
By allowing the Specified Percentage
provided by the NOM Market Maker to
be reduced from 100% to 1%, the
Exchange provides its NOM Market
Makers the desired flexibility to take
into account such factors as present and
anticipated market conditions, news in
an option or sudden change in volatility
of an option without any limitation
regarding the Specified Percentage. This
should encourage NOM Market Makers
to provide additional depth and
liquidity to the Exchange’s markets,
thereby removing impediments to and
perfecting the mechanisms of a free and
open market and a national market
system and, in general, protecting
investors and the public interest.
The proposal is consistent with the
Act because the reduction of the
Specified Percentage to not less than 1%
provides more alternatives to NOM
Market Makers in setting their
percentage without impacting their firm
quote obligations. The System operates
consistently with the firm quote
obligations of a broker-dealer pursuant
12 Pursuant to NOM Rules at Chapter VII, Section
5, entitled ‘‘Obligations of Market Makers’’, in
registering as a market maker, an Options
Participant commits himself to various obligations.
Transactions of a NOM Market Maker must
constitute a course of dealings reasonably
calculated to contribute to the maintenance of a fair
and orderly market, and Market Makers should not
make bids or offers or enter into transactions that
are inconsistent with such course of dealings.
Further, all Market Makers are designated as
specialists on NOM for all purposes under the Act
or rules thereunder. See Chapter VII, Section 5.
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to Rule 602 of Regulation NMS.
Specifically, with respect to NOM
Market Makers, their obligation to
provide continuous two-sided quotes on
a daily basis is not diminished by the
removal of such quotes and orders by
the Percentage-Based Threshold. NOM
Market Makers are required to provide
continuous two-sided quotes on a daily
basis.13 NOM Market Makers that utilize
the Percentage-Based Threshold will not
be relieved of the obligation to provide
continuous two-sided quotes on a daily
basis, nor will the change prohibit the
Exchange from taking disciplinary
action against a NOM Market Maker for
failing to meet the continuous quoting
obligation each trading day. All quotes
entered into the System are considered
firm. Quotes will only be removed from
the System once the Percentage-Based
Threshold has been met if the quote was
not otherwise executed by an incoming
order.
This risk feature will continue to
remove impediments to and perfect the
mechanism of a free and open market
and a national market system and
protect investors and the public interest
by allowing NOM Market Makers to
remove their quotes and orders in the
event that market conditions warrant,
based on their own risk tolerance level.
NOM Market Makers provide liquidity
to the market place and have obligations
unlike other market participants.14 This
risk feature is important because it will
enable NOM Market Makers to manage
their exposure at the Exchange. Further,
permitting NOM Market Makers to enter
a broader setting would continue to
allow NOM Market Makers to have
flexibility in setting their risk exposure
to prevent unintended triggers of the
Percentage-Based Threshold. This
proposal continues to allow NOM
Market Makers to select a PercentageBased Specified Time Period. Each
NOM Market Maker has different levels
of sensitivity and its own system
safeguards as well. The proposed setting
would permit each NOM Market Maker
to select a setting that is appropriate to
capture the needs of that NOM Market
Maker.
Further, it is important to note that
any interest that is executable against a
NOM Market Maker’s quotes and orders
that are received 15 by the Exchange
prior to the trigger of the PercentageBased Threshold, which is processed by
the System, automatically executes at a
price up to the NOM Market Maker’s
13 Id.
46149
size. The system-generated Purge
Notification Message is accepted by the
System in the order of receipt in the
queue and is processed in that order so
that interest that is already accepted
into the System is processed prior to the
message. Incoming orders received prior
to the Purge Notification Message would
not be cancelled, rather they be [sic]
executed at a price up to the NOM
Market Maker’s size.
The Exchange notes that Miami
International Securities Exchange, LLC
(‘‘MIAX’’) implemented a rule that
changed its Allowable Engagement
Percentage from a minimum of 100% to
any percentage established by the
Market Maker.16 The NOM rule is
similar to MIAX’s in that a member is
required to have a setting, although
MIAX has a default setting in place in
the instance that no percentage is
provided. NOM Market Makers that
select the Percentage-Based risk tool
must provide the Exchange with a
Percentage-Based Specified Time Period
greater than or equal to 1%. [sic]
Amending the definition of
disseminated size will provide market
participants with greater information on
the manner in which the Exchange
computes the Issue Percentage. The
Exchange believes that the manner in
which the Exchange calculates the
number of contracts, which are counted
for the Issue Percentage, is consistent
with the Act. The counting method
permits the Exchange to update the
reference number to include the
executed contracts. While this method
differs from the method previously
described, the Exchange believes that
there is no industry standard for
counting and its method permits market
participants to achieve the desire [sic]
risk protection. With the proposed
definition, each execution uses the
Percentage-Based Specified Time Period
that existed at the time of the execution.
NOM Market Makers can change the
Percentage-Based Specified Time Period
at any time. If a NOM Market Maker is
using a Percentage-Based Specified
Time Period of 15 seconds when an
execution happens, then changes the
Percentage-Based Specified Time Period
to half a second, that first execution will
not expire until 15 seconds have passed.
The selected Percentage-Based Specified
Time Period will persist for 15 seconds
and the number of executed contracts
will be included in the denominator of
subsequent executions for a full 15
seconds.
14 Id.
15 The time of receipt for an order or quote is the
time such message is processed by the Exchange
book.
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16 See Securities Exchange Act Release No. 77817
(May 12, 2016), 81 FR 31286 (May 18, 2016) (SR–
MIAX–2016–10).
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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. The
Percentage-Based Threshold is intended
to protect NOM Market Makers from
exposure to excessive risk. The
Exchange believes this proposal will
foster competition by providing NOM
Market Makers with the ability to
enhance and customize their percentage
in order to compete for executions and
order flow. Specifically, the proposal
does not impose a burden on intramarket or inter-market competition;
rather, it provides NOM Market Makers
with the opportunity to avail themselves
of similar risk tools, which are currently
available on other exchanges.17 NOM
Market Makers quote across many series
in an option creating the possibility of
‘‘rapid fire’’ executions that can create
large, unintended principal positions
that expose NOM Market Makers. The
Percentage-Based Threshold permits
NOM Market Makers to monitor risk
arising from multiple executions across
multiple options series of a single
underlying security.
The Exchange is proposing this rule
change to continue to permit NOM
Market Makers to reduce their risk in
the event the NOM Market Maker is
suffering from a system issue or due to
the occurrence of unusual or
unexpected market activity. Reducing
such risk will enable NOM Market
Makers to enter quotations without any
fear of inadvertent exposure to excessive
risk, which in turn will benefit investors
through increased liquidity for the
execution of their orders. Reducing risk
by utilizing the proposed risk
protections enables NOM Market
Makers, specifically, to enter quotations
with larger size, which in turn will
benefit investors through increased
liquidity for the execution of their
orders. Such increased liquidity benefits
investors because they receive better
prices and because it lowers volatility in
the options market.
The Exchange believes that amending
the definition of disseminated size does
not create an undue burden on
competition because the Exchange will
uniformly calculate the PercentageBased Threshold in a uniform manner
for all NOM Market Makers. The
Exchange is memorializing the
definition within the Rule.
17 See
Section 8 of the 19b4.
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C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or received.
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.
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 18 and Rule
19b–4(f)(6) thereunder.19 The Exchange
has requested that the Commission
waive the thirty-day operative delay so
that the proposal may become operative
immediately. The Commission believes
that waiving the thirty-day operative
delay is consistent with the protection
of investors and the public interest. The
Exchange proposes to change a setting
in an existing risk protection feature to
enhance market makers’ ability to
protect against excessive risk arising
from multiple executions across
multiple options series of a single
underlying security. The Commission
notes that another options exchange
currently has a similar setting for a like
risk protection feature for market
makers. Moreover, the Commission
notes that the proposal to replace the
term ‘‘disseminated size’’ with an
accurate and more precise description
would add transparency with respect to
the operation of the risk protection
feature. Therefore, the Commission
hereby waives the thirty-day operative
delay and designates the proposal
operative upon filing.20
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
IV. Solicitation of Comments
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6) requires a self-regulatory organization to give
the Commission 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
Exchange has satisfied this requirement.
20 For purposes of waiving the 30-day operative
delay, the Commission has considered the proposed
rule’s impact on efficiency, competition, and capital
formation. See 15 U.S.C. 78c(f).
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18 15
19 17
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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–
NASDAQ–2016–087 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–NASDAQ–2016–087. 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–
NASDAQ–2016–087 and should be
submitted on or before August 5, 2016.
E:\FR\FM\15JYN1.SGM
15JYN1
Federal Register / Vol. 81, No. 136 / Friday, July 15, 2016 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.21
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–16724 Filed 7–14–16; 8:45 am]
BILLING CODE 8011–01–P
SURFACE TRANSPORTATION BOARD
[Docket No. AB 290 (Sub-No. 383X)]
sradovich on DSK3GMQ082PROD with NOTICES
Norfolk Southern Railway Company—
Discontinuance of Service
Exemption—In Shenandoah County,
VA
Norfolk Southern Railway Company
(NSR) has filed a verified notice of
exemption under 49 CFR part 1152,
subpart F—Exempt Abandonments and
Discontinuance of Service to
discontinue service over an
approximately 16.9-mile rail line
extending from milepost B 62.0 (at
Strasburg, VA) to milepost B 78.9 (near
Edinburg, VA) in Shenandoah County,
VA (the Line). The Line traverses United
States Postal Service Zip Codes 22657,
22660, 22644, 22664, and 22824.
NSR has certified that: (1) No local
traffic has moved over the Line for at
least two years; (2) because the Line is
not a through route, no overhead traffic
has operated, and, therefore, none needs
to be rerouted over other lines; (3) no
formal complaint filed by a user of rail
service on the Line (or by a state or local
government entity acting on behalf of
such user) regarding cessation of service
over the Line is pending either with the
Surface Transportation Board (Board) or
with any U.S. District Court or has been
decided in favor of complainant within
the two-year period; and (4) the
requirements at 49 CFR 1105.12
(newspaper publication) and 49 CFR
1152.50(d)(1) (notice to governmental
agencies) have been met.
As a condition to this exemption, any
employee adversely affected by the
discontinuance of service shall be
protected under Oregon Short Line
Railroad—Abandonment Portion
Goshen Branch Between Firth &
Ammon, in Bingham & Bonneville
Counties, Idaho, 360 I.C.C. 91 (1979). To
address whether this condition
adequately protects affected employees,
a petition for partial revocation under
49 U.S.C. 10502(d) must be filed.
Provided no formal expression of
intent to file an offer of financial
assistance (OFA) to subsidize continued
rail service has been received, this
exemption will be effective on August
21 17
CFR 200.30–3(a)(12).
VerDate Sep<11>2014
19:03 Jul 14, 2016
Jkt 238001
16, 2016, unless stayed pending
reconsideration. Petitions to stay that do
not involve environmental issues and
formal expressions of intent to file an
OFA to subsidize continued rail service
under 49 CFR 1152.27(c)(2) 1 must be
filed by July 25, 2016.2 Petitions to
reopen must be filed by August 4, 2016,
with the Surface Transportation Board,
395 E Street SW., Washington, DC
20423–0001.
A copy of any petition filed with the
Board should be sent to NSR’s
representative: William A. Mullins,
Baker & Miller PLLC, 2401 Pennsylvania
Ave. NW., Suite 300, Washington, DC
20037.
If the verified notice contains false or
misleading information, the exemption
is void ab initio.
Board decisions and notices are
available on our Web site at
WWW.STB.DOT.GOV.
Decided: July 12, 2016.
By the Board, Rachel D. Campbell,
Director, Office of Proceedings.
Raina S. Contee,
Clearance Clerk.
[FR Doc. 2016–16773 Filed 7–14–16; 8:45 am]
BILLING CODE 4915–01–P
SURFACE TRANSPORTATION BOARD
[Docket No. FD 36029]
Watco Holdings, Inc.—Continuance in
Control Exemption—Kanawha River
Railroad, LLC
Watco Holdings, Inc. (Watco), a
noncarrier, has filed a verified notice of
exemption pursuant to 49 CFR
1180.2(d)(2) to continue in control of
Kanawha River Railroad, LLC (KNWA),
upon KNWA’s becoming a Class III rail
carrier. Watco owns, indirectly, 100% of
the issued and outstanding stock of
KNWA, a limited liability company.1
This transaction is related to a
concurrently filed verified notice of
exemption in Kanawha River Railroad,
L.L.C.—Lease Exemption Containing
Interchange Commitment—Norfolk
Southern Railway Company, Docket No.
FD 36028, wherein KNWA seeks Board
approval to lease and operate
1 Each OFA must be accompanied by the filing
fee, which is currently set at $1,600. See 49 CFR
1002.2(f)(25).
2 Because this is a discontinue proceeding and
not an abandonment, interim trail use/rail banking
and public use conditions are not appropriate.
Because there will be an environmental review
during abandonment, this discontinuance does not
require an environmental review.
1 The notice of exemption was initially filed on
June 28, 2016. After representative consultation
with the Board, the filing was resubmitted on July
1, 2016, and therefore that is the official filing date
and the basis for all dates in this notice.
PO 00000
Frm 00108
Fmt 4703
Sfmt 4703
46151
approximately nine rail segments,
totaling 308.85 miles of rail line from
the Norfolk Southern Railway Company.
The line segments run (1) between
mileposts V 382.0 at Maben, W. Va., and
V 435.0 at DB (Deepwater Bridge), W.
Va.; (2) between milepost RR 7.0 at
Refugee, Ohio, and milepost RR 116.5 at
Hobson Yard, Ohio; (3) between
milepost WV 125.6 at Conco, Ohio and
milepost WV 253.4 at Cornelia, W. Va.;
(4) between milepost VC 0.0 at Vaco
Junction, W. Va., and milepost VC 0.84
at Deepwater, W. Va. (5) between Hitop
RT at milepost TP 0.0 at Charleston, W.
Va., and the end of the track at milepost
TP 1.0; (6) between Jones IT at milepost
JT 0.0 at Jones, W. Va., and the end of
the track at milepost JT 1.3; (7) between
milepost VG 0.0 at Virwest, W. Va., and
milepost VG 12.1 at Bolt, W. Va., (8)
between milepost MY 0.0 at Milam, W.
Va., and the end of the track at MY 1.0l;
and (9) between milepost PE 0.0 at Putt,
W. Va., and milepost PE 2.3 at Putt End
Branch, W. Va.
The transaction may be consummated
on or after July 31, 2016, the effective
date of the exemption, 30 days after the
supplemental notice of exemption was
filed.
Watco currently controls, indirectly,
33 Class III rail carriers and one Class
II rail carrier, collectively operating in
23 states. For a complete list of these
rail carriers, and the states in which
they operate, see Watco’s notice of
exemption filed on July 1, 2016. The
notice is available on the Board’s Web
site at WWW.STB.DOT.GOV.
Watco represents that: (1) The rail
lines to be operated by KNWA do not
connect with any other railroads
operated by the carrier in the Watco’s
corporate family; (2) the continuance in
control is not part of a series of
anticipated transactions that would
connect the rail lines to be operated by
KNWA with any other railroad in
applicant’s corporate family; and (3) the
transaction does not involve a Class I
rail carrier. Therefore, the transaction is
exempt from the prior approval
requirements of 49 U.S.C. 11323. See 49
CFR 1180.2(d)(2).
Under 49 U.S.C. 10502(g), the Board
may not use its exemption authority to
relieve a rail carrier of its statutory
obligation to protect the interests of its
employees. Section 11326(c), however,
does not provide for labor protection for
transactions under 11324 and 11325
that involve only Class III rail carriers.
Accordingly, the Board may not impose
labor protective conditions here,
because all of the carriers involved are
Class III carriers.
If the notice contains false or
misleading information, the exemption
E:\FR\FM\15JYN1.SGM
15JYN1
Agencies
[Federal Register Volume 81, Number 136 (Friday, July 15, 2016)]
[Notices]
[Pages 46147-46151]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-16724]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-78285; File No. SR-NASDAQ-2016-087]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change
Relating to Automated Removal of Orders and Quotes
July 11, 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 June 30, 2016, The NASDAQ Stock Market LLC (``Nasdaq'' or
``Exchange'') filed with the Securities and Exchange Commission
(``SEC'' or ``Commission'') the proposed rule change as described in
Items I and II below, which Items have been prepared by the Exchange.
The Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend the rules of the NASDAQ Options
Market LLC (``NOM'') at Chapter VII, Section 6(f), entitled ``Automated
Removal of Orders and Quotes.''
The text of the proposed rule change is available on the Exchange's
Web site at https://nasdaq.cchwallstreet.com, at the principal office of
the Exchange, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the 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 amend a NOM Rule at Chapter VII, Section
6(f), entitled ``Automated Removal of Orders and Quotes'' to modify the
minimum Specified Percentage (as described below). A NOM Market Maker
\3\ sets the Specified Percentage to enhance its risk management for an
underlying security as market conditions warrant, based on its own risk
tolerance level and quoting behavior. The Exchange proposes to permit
the NOM Market Maker to set the Specified Percentage more broadly, no
less than 1% with this rule change. The Exchange also proposes to
replace the term ``disseminated size'' \4\ with a quantitative
description to add transparency with respect to the calculation of
Series Percentage.
---------------------------------------------------------------------------
\3\ The term ``Nasdaq Options Market Maker'' or ``Options Market
Maker'' (herein ``NOM Market Maker'') means an Options Participant
registered with the Exchange for the purpose of making markets in
options contracts traded on the Exchange and that is vested with the
rights and responsibilities specified in Chapter VII of these Rules.
See NOM Rules at Chapter I, Section 1(a)(26).
\4\ See Securities Exchange Act Release No 76316 (October 30,
2015), 80 FR 68595 at 68597 (November 5, 2015) (SR-NASDAQ-2015-122).
The Exchange defined disseminated size in this rule change in
footnote 13, as the original size quoted by the Participant.
---------------------------------------------------------------------------
Background
Today, Chapter VII, Section 6(f) permits NOM Market Makers to
monitor risk arising from multiple executions across multiple options
series of a single underlying security. A NOM Market Maker may provide
a specified time period and a specified percentage by which the
Exchange's System will automatically remove a NOM Market Maker's quotes
and orders in all series of an underlying security submitted through
designated NOM protocols, as specified by the Exchange, during a
specified time period not to exceed 15 seconds (``Percentage-Based
Specified Time Period.'').\5\
---------------------------------------------------------------------------
\5\ A specified time period commences for an option when a
transaction occurs in any series in such option.
---------------------------------------------------------------------------
For each series in an option, the System determines: (i) The
percentage that the number of contracts executed in that series
represents relative to the NOM Market Maker's disseminated size of each
side in that series (``Series Percentage''); and (ii) the sum of the
Series Percentage in the option issue (``Issue Percentage''). The
Exchange proposes herein to replace the term ``disseminated size'' with
the more precise phrase ``number of contracts available at the time of
execution plus the number of contracts executed in unexpired prior
executions.''
The System tracks and calculates the net impact of positions in the
same option issue during the Percentage-Based Specified Time Period.
Specifically, the System tracks transactions, i.e., the sum of buy-side
put percentages, the sum of sell-side put percentages, the sum of buy-
side call percentages, and the sum of sell-side call percentages. The
System then calculates the absolute value of the difference between the
buy-side puts and the sell-side puts plus the absolute value of the
difference between the buy-side calls and the sell-side calls. If the
Issue Percentage, rounded to the nearest integer, equals or exceeds a
percentage established by the NOM Market Maker, not less than 100%
(``Specified Percentage''), the System automatically removes a NOM
Market Maker's quotes and orders in all series of an underlying
security submitted through designated NOM protocols, as specified by
the Exchange, during the Percentage-Based Specified Time.
The Percentage-Based Specified Time Period commences for an option
every time an execution occurs in any series in such option and
continues until the System removes quotes and orders as described in
Chapter VII, Section 6(f)(iv) or (v) or the Percentage-Based Specified
Time Period expires. The Percentage-Based Specified Time Period
operates on a rolling basis among all series in an option in that there
may be multiple Percentage-Based Specified Time Periods occurring
simultaneously and such Percentage-Based Specified Time periods may
overlap.
Proposal
The Exchange proposes to lower the minimum Specified Percentage,
which is set by the NOM Market Maker, from 100% to 1%. The proposal
would
[[Page 46148]]
amend the rule text to state, if the Issue Percentage, rounded to the
nearest integer, equals or exceeds a percentage established by the NOM
Market Maker, not less than 1% (``Specified Percentage''), the System
automatically removes a NOM Market Maker's quotes and orders in all
series of an underlying security submitted through designated NOM
protocols, as specified by the Exchange, during the Percentage-Based
Specified Time. This proposal would allow a NOM Market Maker to
establish a Specified Percentage at any percentage level greater than
or equal to 1% for an option in which the NOM Market Maker is
appointed. Today, the Specified Percentage would be set by the NOM
Market Maker at greater than or equal to 100%. This amendment will
allow NOM Market Makers to better manage their risk and assist them to
avoid trading a number of contracts that exceeds the NOM Marker Maker's
risk tolerance level across multiple series of a single underlying when
such series are executed in rapid succession.
NOM Market Makers will be able to more precisely customize their
risk settings within the System. NOM Market Makers will be able to
consider factors such as present and anticipated market conditions,
news in an option, and a sudden change in volatility of an option. NOM
Market Makers are required to utilize either the Percentage Based
Threshold or the Volume Based Threshold. NOM Market Makers that select
to utilize the Percentage-Based Threshold will be able to adopt more
precise controls with this proposal based on the NOM Market Maker's
risk tolerance level.
NOM Market Makers must utilize either the Percentage-Based \6\ or
Volume-Based risk controls. NOM Market Makers may contact Market
Operations to set their percentage, which is 1% or greater with this
proposal, and specified time period.
---------------------------------------------------------------------------
\6\ NOM Market Makers selecting the Percentage-Based risk
control in Chapter VII, Section 6(f)(i) are required to provide a
specified time period, up to 15 seconds, and a specified percentage
with a number of 1% or greater, as proposed herein, to the NOM
Market Operations staff to select this risk control. If a NOM Market
Maker does not desire to utilize the Percentage-Based risk control
the NOM Market Maker must utilize the Volume-Based risk control
which is similarly set-up by contacting Market Operations and
providing certain settings.
---------------------------------------------------------------------------
By way of example, if a NOM Market Maker has set the percentage
setting to 50% and a Specified Time Period of 15 seconds and the Order
Book reflects:
MM1 has a displayed quote of 1.10 (100) x 1.20 (100) for IBM May
20, 2016 70 puts and MM1 is the only displayed size on NOM and an order
is submitted to buy 75 IBM May 20, 2016 70 Puts for 1.20.
Chapter VII, Section 6(f) would cause the following:
(1) Provide MM1 with an execution--Sold 75 @ 1.20; and
(2) Trigger the Percentage-Based Threshold and remove MM1's quotes
in IBM.
Another example is with multiple executions. Presume the following:
MM1 has set the percentage to 80% by 5 seconds and MM1 has a
displayed quote of 2.00 (100) x 2.25 (100) for IBM May 20, 2016 70 puts
and he is the only displayed size on the NOM. Also, presume an order
comes in to buy 50 IBM May 20, 2016 70 puts for 2.25.
Chapter VII, Section 6(f) would cause the following:
(1) Provide MM1 with an execution--Sold 50 @ 2.25;
(2) Update MMI [sic] quote to 2.00 (100) x 2.25 (50);
(3) Within 1 second an order comes in to buy 45 IBM May 20, 2016 70
puts for 2.25;
(4) Provide MM1 with an execution--Sold 45 @ 2.25; and
(5) Trigger the Percentage-Based Threshold and remove MM1's quotes
in IBM.
The Exchange also proposes to replace the term ``disseminated
size'' with a quantitative description to add transparency with respect
to the calculation of Series Percentage. The language proposed amends
the original definition of disseminated size. With respect to the
disseminated size, the Exchange previously defined disseminated size as
``. . . the original size quoted by the Participant.'' \7\
---------------------------------------------------------------------------
\7\ See note 4 above.
---------------------------------------------------------------------------
The Exchange proposes to amend the definition as follows: ``For
each series in an option, the System will determine: (i) The percentage
that the number of contracts executed in that series represents
relative to the number of contracts available at the time of execution
plus the number of contracts executed in unexpired prior executions of
each side in that series (``Series Percentage''); and (ii) the sum of
the Series Percentage in the option issue (``Issue Percentage'').'' The
Exchange counts Specialized Quote Feed (``SQF'') \8\ quotes and OUCH To
Trade Options (``OTTO'') \9\ orders only in determining the number of
contracts traded and removed by the System. OTTO orders are single
sided and may be submitted at multiple price levels for each series,
whereas SQF permits a two-sided quote for each NOM Market Maker. The
calculation considers the different price levels.
---------------------------------------------------------------------------
\8\ SQF permits the receipt of quotes. SQF Auction Responses and
market sweeps are also not included.
\9\ OTTO provides a method for subscribers to send orders and
receive status updates on those orders. OTTO accepts limit orders
from System subscribers, and if there is a matching order, the
orders will execute. Non-matching orders are added to the limit
order book. All NOM Participants have the ability to utilize OTTO.
OTTO immediate or cancel orders will not be included.
---------------------------------------------------------------------------
By way of example, with the proposed definition, if a NOM Market
Maker with a Percentage-Based Specified Time Period of 10 seconds and a
Specified Percentage of 100% submits a quote over SQF of 1.00(100) x
1.10(100) and a buy order executes 75, the remaining size would be
1.00(100) x 1.10(25). Thereafter a new Percentage-Based Specified Time
Period begins and current Series Percentage executed is 75 and three
seconds pass and the NOM Market Maker re-quotes 1.00(100) x 1.10 (100),
an incoming buy order of 43 would cause the Issue Percentage to meet
the Percentage-Based Threshold. This is due to a counted size of 175
(the executed 75 plus the newly quoted 100) and rounding (0.75 + 43/175
= 0.9957 rounds up to 100%). If the former definition applied, the size
would have been 100 and an execution of only 25 contracts on the same
side would have caused the Issue Percentage to meet the Percentage-
Based Threshold, which is not the case. In other words, the current SQF
quote and all OTTO orders on that side for that series (for that NOM
Market Maker) in addition to all the executions that have occurred on
that side for that series (for that NOM Market Maker) within the
Percentage-Based Specified Time Period would comprise the size.
This new definition accurately represents the manner in which the
Issue Percentage is calculated. Also, the more precise language within
the rule text will provide NOM Market Makers with a more accurate
description of the operation of this risk mechanism. The Exchange has
always calculated the NOM Market Maker's size in this fashion. The
definition, as described in the prior rule change, was not accurate and
the Exchange seeks to amend the definition with this proposal and
memorialize the definition within the rule.
2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act \10\ in general, and furthers the objectives of Section
6(b)(5) of the Act \11\ in particular, in that it is designed to
promote just and equitable principles of
[[Page 46149]]
trade, 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, by offering NOM Market Makers the
ability to better manage their own risk with this risk feature.
---------------------------------------------------------------------------
\10\ 15 U.S.C. 78f(b).
\11\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
NOM Market Makers are obligated to submit continuous two-sided
quotations in a certain number of series in their appointed option
classes for a certain percentage of each trading session.\12\ This
obligation renders them vulnerable to risk from unusual market
condition, volatility in specific options, and other market events that
may cause them to receive multiple, extremely rapid automatic
executions before they can adjust their quotations and overall risk
exposure in the market. Without adequate risk management tools in place
on the Exchange, the incentive for NOM Market Makers to quote
aggressively, respecting both price and size could be diminished. Such
a result may undermine the quality of the markets, which are enhanced
by the depth and liquidity such NOM Market Makers provide in the
marketplace.
---------------------------------------------------------------------------
\12\ Pursuant to NOM Rules at Chapter VII, Section 5, entitled
``Obligations of Market Makers'', in registering as a market maker,
an Options Participant commits himself to various obligations.
Transactions of a NOM Market Maker must constitute a course of
dealings reasonably calculated to contribute to the maintenance of a
fair and orderly market, and Market Makers should not make bids or
offers or enter into transactions that are inconsistent with such
course of dealings. Further, all Market Makers are designated as
specialists on NOM for all purposes under the Act or rules
thereunder. See Chapter VII, Section 5.
---------------------------------------------------------------------------
By allowing the Specified Percentage provided by the NOM Market
Maker to be reduced from 100% to 1%, the Exchange provides its NOM
Market Makers the desired flexibility to take into account such factors
as present and anticipated market conditions, news in an option or
sudden change in volatility of an option without any limitation
regarding the Specified Percentage. This should encourage NOM Market
Makers to provide additional depth and liquidity to the Exchange's
markets, thereby removing impediments to and perfecting the mechanisms
of a free and open market and a national market system and, in general,
protecting investors and the public interest.
The proposal is consistent with the Act because the reduction of
the Specified Percentage to not less than 1% provides more alternatives
to NOM Market Makers in setting their percentage without impacting
their firm quote obligations. The System operates consistently with the
firm quote obligations of a broker-dealer pursuant to Rule 602 of
Regulation NMS. Specifically, with respect to NOM Market Makers, their
obligation to provide continuous two-sided quotes on a daily basis is
not diminished by the removal of such quotes and orders by the
Percentage-Based Threshold. NOM Market Makers are required to provide
continuous two-sided quotes on a daily basis.\13\ NOM Market Makers
that utilize the Percentage-Based Threshold will not be relieved of the
obligation to provide continuous two-sided quotes on a daily basis, nor
will the change prohibit the Exchange from taking disciplinary action
against a NOM Market Maker for failing to meet the continuous quoting
obligation each trading day. All quotes entered into the System are
considered firm. Quotes will only be removed from the System once the
Percentage-Based Threshold has been met if the quote was not otherwise
executed by an incoming order.
---------------------------------------------------------------------------
\13\ Id.
---------------------------------------------------------------------------
This risk feature will continue to remove impediments to and
perfect the mechanism of a free and open market and a national market
system and protect investors and the public interest by allowing NOM
Market Makers to remove their quotes and orders in the event that
market conditions warrant, based on their own risk tolerance level. NOM
Market Makers provide liquidity to the market place and have
obligations unlike other market participants.\14\ This risk feature is
important because it will enable NOM Market Makers to manage their
exposure at the Exchange. Further, permitting NOM Market Makers to
enter a broader setting would continue to allow NOM Market Makers to
have flexibility in setting their risk exposure to prevent unintended
triggers of the Percentage-Based Threshold. This proposal continues to
allow NOM Market Makers to select a Percentage-Based Specified Time
Period. Each NOM Market Maker has different levels of sensitivity and
its own system safeguards as well. The proposed setting would permit
each NOM Market Maker to select a setting that is appropriate to
capture the needs of that NOM Market Maker.
---------------------------------------------------------------------------
\14\ Id.
---------------------------------------------------------------------------
Further, it is important to note that any interest that is
executable against a NOM Market Maker's quotes and orders that are
received \15\ by the Exchange prior to the trigger of the Percentage-
Based Threshold, which is processed by the System, automatically
executes at a price up to the NOM Market Maker's size. The system-
generated Purge Notification Message is accepted by the System in the
order of receipt in the queue and is processed in that order so that
interest that is already accepted into the System is processed prior to
the message. Incoming orders received prior to the Purge Notification
Message would not be cancelled, rather they be [sic] executed at a
price up to the NOM Market Maker's size.
---------------------------------------------------------------------------
\15\ The time of receipt for an order or quote is the time such
message is processed by the Exchange book.
---------------------------------------------------------------------------
The Exchange notes that Miami International Securities Exchange,
LLC (``MIAX'') implemented a rule that changed its Allowable Engagement
Percentage from a minimum of 100% to any percentage established by the
Market Maker.\16\ The NOM rule is similar to MIAX's in that a member is
required to have a setting, although MIAX has a default setting in
place in the instance that no percentage is provided. NOM Market Makers
that select the Percentage-Based risk tool must provide the Exchange
with a Percentage-Based Specified Time Period greater than or equal to
1%. [sic] Amending the definition of disseminated size will provide
market participants with greater information on the manner in which the
Exchange computes the Issue Percentage. The Exchange believes that the
manner in which the Exchange calculates the number of contracts, which
are counted for the Issue Percentage, is consistent with the Act. The
counting method permits the Exchange to update the reference number to
include the executed contracts. While this method differs from the
method previously described, the Exchange believes that there is no
industry standard for counting and its method permits market
participants to achieve the desire [sic] risk protection. With the
proposed definition, each execution uses the Percentage-Based Specified
Time Period that existed at the time of the execution. NOM Market
Makers can change the Percentage-Based Specified Time Period at any
time. If a NOM Market Maker is using a Percentage-Based Specified Time
Period of 15 seconds when an execution happens, then changes the
Percentage-Based Specified Time Period to half a second, that first
execution will not expire until 15 seconds have passed. The selected
Percentage-Based Specified Time Period will persist for 15 seconds and
the number of executed contracts will be included in the denominator of
subsequent executions for a full 15 seconds.
---------------------------------------------------------------------------
\16\ See Securities Exchange Act Release No. 77817 (May 12,
2016), 81 FR 31286 (May 18, 2016) (SR-MIAX-2016-10).
---------------------------------------------------------------------------
[[Page 46150]]
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. The Percentage-Based Threshold
is intended to protect NOM Market Makers from exposure to excessive
risk. The Exchange believes this proposal will foster competition by
providing NOM Market Makers with the ability to enhance and customize
their percentage in order to compete for executions and order flow.
Specifically, the proposal does not impose a burden on intra-market or
inter-market competition; rather, it provides NOM Market Makers with
the opportunity to avail themselves of similar risk tools, which are
currently available on other exchanges.\17\ NOM Market Makers quote
across many series in an option creating the possibility of ``rapid
fire'' executions that can create large, unintended principal positions
that expose NOM Market Makers. The Percentage-Based Threshold permits
NOM Market Makers to monitor risk arising from multiple executions
across multiple options series of a single underlying security.
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\17\ See Section 8 of the 19b4.
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The Exchange is proposing this rule change to continue to permit
NOM Market Makers to reduce their risk in the event the NOM Market
Maker is suffering from a system issue or due to the occurrence of
unusual or unexpected market activity. Reducing such risk will enable
NOM Market Makers to enter quotations without any fear of inadvertent
exposure to excessive risk, which in turn will benefit investors
through increased liquidity for the execution of their orders. Reducing
risk by utilizing the proposed risk protections enables NOM Market
Makers, specifically, to enter quotations with larger size, which in
turn will benefit investors through increased liquidity for the
execution of their orders. Such increased liquidity benefits investors
because they receive better prices and because it lowers volatility in
the options market.
The Exchange believes that amending the definition of disseminated
size does not create an undue burden on competition because the
Exchange will uniformly calculate the Percentage-Based Threshold in a
uniform manner for all NOM Market Makers. The Exchange is memorializing
the definition within the Rule.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were either solicited or received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change does not: (i)
Significantly affect the protection of investors or the public
interest; (ii) impose any significant burden on competition; and (iii)
become operative for 30 days from the date on which it was filed, or
such shorter time as the Commission may designate, it has become
effective pursuant to Section 19(b)(3)(A) of the Act \18\ and Rule 19b-
4(f)(6) thereunder.\19\ The Exchange has requested that the Commission
waive the thirty-day operative delay so that the proposal may become
operative immediately. The Commission believes that waiving the thirty-
day operative delay is consistent with the protection of investors and
the public interest. The Exchange proposes to change a setting in an
existing risk protection feature to enhance market makers' ability to
protect against excessive risk arising from multiple executions across
multiple options series of a single underlying security. The Commission
notes that another options exchange currently has a similar setting for
a like risk protection feature for market makers. Moreover, the
Commission notes that the proposal to replace the term ``disseminated
size'' with an accurate and more precise description would add
transparency with respect to the operation of the risk protection
feature. Therefore, the Commission hereby waives the thirty-day
operative delay and designates the proposal operative upon filing.\20\
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\18\ 15 U.S.C. 78s(b)(3)(A).
\19\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)
requires a self-regulatory organization to give the Commission
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 Exchange has satisfied this requirement.
\20\ For purposes of waiving the 30-day operative delay, the
Commission has considered the proposed rule's impact on efficiency,
competition, and capital formation. See 15 U.S.C. 78c(f).
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At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act. If the Commission
takes such action, the Commission shall institute proceedings to
determine whether the proposed rule 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-NASDAQ-2016-087 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-NASDAQ-2016-087. 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-NASDAQ-2016-087 and should
be submitted on or before August 5, 2016.
[[Page 46151]]
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\21\
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\21\ 17 CFR 200.30-3(a)(12).
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Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016-16724 Filed 7-14-16; 8:45 am]
BILLING CODE 8011-01-P