Self-Regulatory Organizations: Investors Exchange LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Related to Optional Risk Management Controls, 68081-68083 [2016-23748]
Download as PDF
Federal Register / Vol. 81, No. 191 / Monday, October 3, 2016 / Notices
SECURITIES AND EXCHANGE
COMMISSION
Sunshine Act Meeting
Notice is hereby given, pursuant to
the provisions of the Government in the
Sunshine Act, Public Law 94–409, that
the Securities and Exchange
Commission Advisory Committee on
Small and Emerging Companies will
hold a public meeting on Wednesday,
October 5, 2016, in Multi-Purpose Room
LL–006 at the Commission’s
headquarters, 100 F Street NE.,
Washington, DC.
The meeting will begin at 9:30 a.m.
(EDT) and will be open to the public.
Seating will be on a first-come, firstserved basis. Doors will open at 9:00
a.m. Visitors will be subject to security
checks. The meeting will be webcast on
the Commission’s Web site at
www.sec.gov.
On September 15, 2016, the
Commission published notice of the
Committee meeting (Release No. 33–
10208), indicating that the meeting is
open to the public and inviting the
public to submit written comments to
the Committee. This Sunshine Act
notice is being issued because a majority
of the Commission may attend the
meeting.
The agenda for the meeting includes
matters relating to rules and regulations
affecting small and emerging companies
under the federal securities laws.
For further information, please
contact Brent J. Fields from the Office of
the Secretary at (202) 551–5400.
Dated: September 28, 2016.
Brent J. Fields,
Secretary.
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–78945; File No. SR–IEX–
2016–15]
Self-Regulatory Organizations:
Investors Exchange LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Related to
Optional Risk Management Controls
sradovich on DSK3GMQ082PROD with NOTICES
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
September 22, 2016, the Investors
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
Pursuant to the provisions of Section
19(b)(1) under the Securities Exchange
Act of 1934 (‘‘Act’’),4 and Rule 19b–4
thereunder,5 Investors Exchange LLC
(‘‘IEX’’ or ‘‘Exchange’’) is filing with the
Securities and Exchange Commission
(‘‘Commission’’) a proposed rule change
to amend Rule 11.380 to provide that
the Aggregate Risk Controls (‘‘ARC’’)
mechanism is available to any IEX
Member as well as to clearing firms for
their broker correspondent IEX Member
firms, and to specify the manner in
which Members shall contact IEX to
arrange to utilize the ARC mechanism.
The Exchange has designated this rule
change as non-controversial under
Section 19(b)(3)(A) of the Act 6 and
provided the Commission with the
notice required by Rule 19b–4(f)(6)(iii)
thereunder.7
The text of the proposed rule change
is available at the Exchange’s Web site
at www.iextrading.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
[FR Doc. 2016–23910 Filed 9–29–16; 11:15 am]
September 27, 2016.
Exchange LLC (‘‘IEX’’ or the
‘‘Exchange’’) filed with the Securities
and Exchange Commission (the
‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the self-regulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of
and basis for the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of these statement may be examined at
the places specified in Item IV below.
The self-regulatory organization has
prepared summaries, set forth in
Sections A, B, and C below, of the most
significant aspects of such statements.
4 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
6 15 U.S.C. 78s(b)(3)(A).
7 17 CFR 240.19b–4(f)(6)(iii).
5 17
1 15
U.S.C. 78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
VerDate Sep<11>2014
17:56 Sep 30, 2016
Jkt 241001
PO 00000
Frm 00126
Fmt 4703
Sfmt 4703
68081
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
Rule 11.380, entitled Risk
Management, describes the optional
ARC mechanism that is designed to
assist IEX clearing firms 8 in their risk
management efforts. IEX does not charge
a fee for use of ARC. As described in the
rule, ARC can be configured to provide
trading limits based on the gross
notional exposure for matched and
routed trades for a clearing firm’s broker
correspondent across MPIDs, by MPID,
by FIX session or in combination, per
clearing firm relationship. As specified
in the rule, ARCs are elected, and the
upper value of any limits is set by the
clearing firm of a Member. Once the
gross notional exposure, as elected and
configured, has exceeded the predetermined limit, IEX will reject new
orders and cancel all open orders for the
applicable MPID(s) and/or FIX session
specified. As specified in paragraph
(a)(3)(A) of Rule 11.380, gross notional
exposure is calculated as the absolute
sum of the notional value of all buy and
sell trades (i.e., equal to the value of
executed buys plus the absolute value of
executed long sells plus the absolute
value of executed short sells). There is
no netting of buys and sales in the same
symbol or across symbols. Gross
notional exposure resets for each new
trading day.
IEX proposes to revise the rule to
provide that ARC is optionally available
to any Member as well as to clearing
firms for their broker correspondent IEX
Member firms. This change will serve to
clarify that ARC may be used by a
clearing firm Member for its own
trading on IEX as well as for its
correspondent firm customers that are
IEX Members. Because a Member that is
self-clearing technically has a ‘‘clearing
firm relationship’’ with itself, the
Exchange believes that the rule already
provides that ARC may be used by a
clearing firm Member for its own
trading on IEX. In addition, IEX
proposes to amend Rule 11.380 to
provide that ARC is available to any
Member. Thus, as proposed, ARC may
be elected by a Member for its own
trading on IEX (whether or not such
Member is self-clearing) as well as by a
clearing firm Member for its
8 As described in Rule 11.250(a), a clearing firm
is an IEX Member that is a member of a registered
clearing agency. Pursuant to IEX Rule 2.160(c)(4) an
IEX Member must be a member of a registered
clearing agency or clear transactions executed on
the Exchange through another Member that is a
member of a registered clearing agency.
E:\FR\FM\03OCN1.SGM
03OCN1
sradovich on DSK3GMQ082PROD with NOTICES
68082
Federal Register / Vol. 81, No. 191 / Monday, October 3, 2016 / Notices
correspondent firm customers that are
IEX Members.9 In addition, IEX
proposes to add new text to provide that
ARC limits may be increased or
decreased on an intra-day basis by a
Member or the clearing firm of a
Member, as applicable. Further, IEX
proposes to make several
nonsubstantive changes to
subparagraphs (a)(2) and (3) of the rule
text to simplify and streamline such
provisions, including replacing GNE as
a defined term within the rule text with
references simply to ‘‘gross notional
exposure’’ throughout. Finally, IEX
proposes to add new paragraph (b) to
Rule 11.380 to provide that Members
shall contact IEX Market Operations to
arrange to utilize the ARC mechanism.
Accordingly, IEX proposes to make the
following revisions to the rule:
1. References in paragraph (a) to the
term ‘‘Clearing Firms’’ will be replaced
with ‘‘Members’’.
2. Paragraph (a)(1) will be revised to
state that ARCs are elected by a Member
or the clearing firm of a Member.
3. Paragraphs (a)(2) and (3) will be
revised to combine the provisions,
replace the defined term GNE with
references to ‘‘gross notional exposure’’
throughout, and state that gross notional
exposure accumulates the notional
values for a Member or a clearing firm’s
broker correspondent.
4. New paragraph (b) will be added to
specify that Members shall contact IEX
Market Operations at marketops@
iextrading.com to arrange to utilize
ARC.
IEX believes that making ARC
available to all Members as an optional
service will enhance the risk
management tools available to IEX
Members. The Exchange notes,
however, that use of ARC by a Member
does not automatically constitute
compliance with IEX rules or SEC rules,
nor does it replace Member-managed
risk management solutions. The
Exchange does not propose to require
Members to use ARC, and Members may
use any other appropriate riskmanagement tool or service instead of,
or in combination with, ARC. The
Exchange will not provide preferential
treatment to Members using ARC, nor
will the use of ARC impact a Member’s
use of IEX other than when it results in
orders being rejected or cancelled
pursuant to ARC. In addition, IEX will
9 In the case of a Member that is subject to ARC
limits set by its clearing firm, the Member will be
advised of such limits by IEX. In the event a
Member that is subject to ARC limits set by its
clearing firm also elects to set ARC limits for its
own trading, the Exchange will apply both such
limits with a lower limit(s) being applicable.
VerDate Sep<11>2014
17:56 Sep 30, 2016
Jkt 241001
continue to provide ARC to Members
without charge.
2. Statutory Basis
IEX believes that the proposed rule
change is consistent with the provisions
of Sections 6(b) 10 of the Act in general,
and furthers the objectives of Section
6(b)(5) 11 of the Act, in particular, in that
it is designed to prevent fraudulent and
manipulative acts and practices, to
promote just and equitable principles of
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
clarifying and enhancing the risk
management protections available to
Exchange members. The Exchange
believes that the proposed rule change
supports these objectives because it is
designed to enable all IEX Members to
manage and limit their own trading
exposure on IEX, in addition to enabling
clearing firms to monitor their
correspondent firm customer and their
own trading exposure, including by
intra-day increases or decreases in the
limits.
Further, the Exchange believes that
the proposed rule change is consistent
with the protection of investors and the
public interest because it provides a
mechanism to enable IEX Members to
manage their risk by preventing trading
that is erroneous or exceeds a Member’s
financial resources, and thereby
contributing to the stability of the
equities markets.
The Exchange also believes that the
aspects of the proposed rule change that
clarify that ARC is available to clearing
firms for their own trading on IEX is
consistent with the protection of
investors and the public interest
because it will eliminate any confusion
in this regard among IEX Members.
In addition, the Exchange believes
that the nonsubstantive changes to
subparagraphs (a)(2) and (3) of the rule
text to simplify and streamline such
provisions are consistent with the
protection of investors and the public
interest because such changes will
enhance the readability of the relevant
rule provisions.
Finally, the Exchange believes that
adding rule text to specify how IEX
Members shall contact IEX Market
Operations to arrange to utilize the ARC
mechanism will provide greater clarity
and eliminate any confusion in this
regard.
The Exchange notes that most other
exchanges offer risk management tools
10 15
11 15
PO 00000
U.S.C. 78f.
U.S.C. 78f(b)(5).
Frm 00127
Fmt 4703
Sfmt 4703
to their members, with functionality
similar to ARC.12
In addition, the Exchange believes
that the proposal is consistent with just
and equitable principles of trade
because ARC is available to all IEX
Members without charge.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
IEX does not believe that the
proposed rule change will result in any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. The proposal
is designed to clarify and expand the
availability of the optional ARC risk
management mechanism as described in
the Purpose section. The Exchange is
not proposing to charge any fee for use
of ARC, which as proposed, is available
to all Members without charge. The
Exchange does not believe the proposed
rule change will impose any intermarket
burden on competition because other
exchanges offer similar functionality.13
The Exchange also does not believe that
the proposal will impose an intramarket
burden on competition because it is
available to all Members and provides a
mechanism to enable IEX Members to
manage their risk by preventing trading
that is erroneous or exceeds a Member’s
financial resources, thereby contributing
to the stability of the equities markets.
Accordingly, this proposal will have no
impact on competition.
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
The Exchange has designated this rule
filing as non-controversial under
Section 19(b)(3)(A) 14 of the Act and
Rule 19b–4(f)(6) 15 thereunder. Because
the proposed rule change does not: (i)
Significantly affect the protection of
investors or the public interest; (ii)
impose any significant burden on
competition; and (iii) become operative
for 30 days from the date on which it
was filed, or such shorter time as the
Commission may designate if consistent
12 See, for example, Nasdaq Stock Market LLC
Rules 6100–6120; Securities Exchange Act Release
No. 68330 (November 30, 2012), 77 FR 72894
(December 6, 2012) (File No. SR–BATS–2012–045
concerning Bats BZX Exchange, Inc. (formerly
BATS Exchange, Inc.) Risk Management Tool).
13 See, supra note 12.
14 15 U.S.C. 78s(b)(3)(A).
15 17 CFR 240.19b–4(f)(6).
E:\FR\FM\03OCN1.SGM
03OCN1
Federal Register / Vol. 81, No. 191 / Monday, October 3, 2016 / Notices
sradovich on DSK3GMQ082PROD with NOTICES
with the protection of investors and the
public interest, it has become effective
pursuant to Section 19(b)(3)(A) of the
Act and Rule 19b–4(f)(6) thereunder.16
A proposed rule change filed under
Rule 19b–4(f)(6) 17 normally does not
become operative prior to 30 days after
the date of the filing. However, pursuant
to Rule 19b–4(f)(6)(iii),18 the
Commission may designate a shorter
time if such action is consistent with the
protection of investors and the public
interest. The Exchange has asked the
Commission to waive the 30-day
operative delay to make ARC risk
management protections immediately
available to all Members. While IEX has
proposed certain clarifying changes to
Rule 11.380 that do not materially alter
the scope of the rule, the primary
material change extends the rule beyond
clearing brokers and makes the ARC
optionally available to any Member. IEX
has represented above that, if an IEX
Member elects to use the ARC, IEX will
inform that Member if its clearing firm
also set ARC limits for the Member, in
which case IEX would apply the lower
limit. The Commission believes that
extending the ARC functionality to all
Members will provide them with an
additional tool that can be used as part
of a Member’s approach to risk
management, which may promote the
maintenance of fair and orderly markets.
For this reason, the Commission
believes that waiver of the operative
delay is consistent with the protection
of investors and the public interest.
Accordingly, the Commission hereby
waives the operative delay and
designates the proposed rule change
operative upon filing.19
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
16 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 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.
17 17 CFR 240.19b–4(f)(6).
18 17 CFR 240.19b–4(f)(6)(iii).
19 For purposes only of waiving the 30-day
operative delay, the Commission has also
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
VerDate Sep<11>2014
17:56 Sep 30, 2016
Jkt 241001
under Section 19(b)(2)(B) 20 of the Act to
determine whether the proposed rule
change should be approved or
disapproved.
IV. Solicitation of Comments
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–
IEX–2016–15 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–IEX–2016–15. 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–IEX–
2016–15 and should be submitted on or
before October 24, 2016.
PO 00000
U.S.C. 78s(b)(2)(B).
Frm 00128
Fmt 4703
Sfmt 4703
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.21
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–23748 Filed 9–30–16; 8:45 am]
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:
20 15
68083
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–78953; File No. SR–NYSE–
2016–11]
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Withdrawal of a Proposed Change, as
Modified by Amendment Nos. 1 and 2,
Establishing Fees Relating to End
Users and Amending the Definition of
‘‘Affiliate,’’ as Well as Amending the
NYSE Price List To Reflect the
Changes
September 27, 2016.
On April 4, 2016, New York Stock
Exchange LLC (the ‘‘Exchange’’ or
‘‘NYSE’’) filed with the Securities and
Exchange Commission (‘‘Commission’’),
pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b-4 thereunder,2 a
proposed rule change to amend the colocation section of the NYSE Price List
to establish fees relating to end users of
certain co-location Users in the
Exchange’s data center and to amend
the definition of ‘‘Affiliate.’’ The
Commission published the proposed
rule change for comment in the Federal
Register on April 22, 2016.3 On April
29, 2016, the Exchange filed
Amendment No. 1 to the proposed rule
change.4 The Commission received two
comment letters on the proposed rule
change.5 On June 8, 2016, the
Commission extended the time period
within which to approve the proposed
rule change, disapprove the proposed
21 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 See Securities Exchange Act Release No. 34–
77642 (April 18, 2016), 81 FR 23786 (‘‘Notice’’).
4 Amendment No. 1 made technical changes
relating to the General Notes numbering and
references in the Co-location section of the Price
List. Amendment No. 1 is available on the
Commission’s Web site at https://www.sec.gov/
comments/sr-nyse-2016-11/nyse201611-1.pdf.
5 See Letter from Michael Friedman, General
Counsel and Chief Compliance Officer, Trillium, to
Brent J. Fields, Secretary, Securities and Exchange
Commission, dated May 13, 2016 (‘‘Friedman
Letter’’), and Letter from Eero Pikat to Brent J.
Fields, Secretary, Securities and Exchange
Commission, dated, May 13, 2016 (‘‘Pikat Letter’’)
(together, the ‘‘Comment Letters,’’).
In response to the Comment Letters, the NYSE
submitted a response (‘‘Response Letter’’) and filed
Amendment No. 2.
1 15
E:\FR\FM\03OCN1.SGM
03OCN1
Agencies
[Federal Register Volume 81, Number 191 (Monday, October 3, 2016)]
[Notices]
[Pages 68081-68083]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-23748]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-78945; File No. SR-IEX-2016-15]
Self-Regulatory Organizations: Investors Exchange LLC; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change Related to
Optional Risk Management Controls
September 27, 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 September 22, 2016, the Investors Exchange LLC (``IEX''
or the ``Exchange'') filed with the Securities and Exchange Commission
(the ``Commission'') the proposed rule change as described in Items I
and II below, which Items have been prepared by the self-regulatory
organization. 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\ 15 U.S.C. 78a.
\3\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
Pursuant to the provisions of Section 19(b)(1) under the Securities
Exchange Act of 1934 (``Act''),\4\ and Rule 19b-4 thereunder,\5\
Investors Exchange LLC (``IEX'' or ``Exchange'') is filing with the
Securities and Exchange Commission (``Commission'') a proposed rule
change to amend Rule 11.380 to provide that the Aggregate Risk Controls
(``ARC'') mechanism is available to any IEX Member as well as to
clearing firms for their broker correspondent IEX Member firms, and to
specify the manner in which Members shall contact IEX to arrange to
utilize the ARC mechanism. The Exchange has designated this rule change
as non-controversial under Section 19(b)(3)(A) of the Act \6\ and
provided the Commission with the notice required by Rule 19b-
4(f)(6)(iii) thereunder.\7\
---------------------------------------------------------------------------
\4\ 15 U.S.C. 78s(b)(1).
\5\ 17 CFR 240.19b-4.
\6\ 15 U.S.C. 78s(b)(3)(A).
\7\ 17 CFR 240.19b-4(f)(6)(iii).
---------------------------------------------------------------------------
The text of the proposed rule change is available at the Exchange's
Web site at www.iextrading.com, at the principal office of the
Exchange, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the self-regulatory organization
included statements concerning the purpose of and basis for the
proposed rule change and discussed any comments it received on the
proposed rule change. The text of these statement may be examined at
the places specified in Item IV below. The self-regulatory organization
has prepared summaries, set forth in Sections A, B, and C below, of the
most significant aspects of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
Rule 11.380, entitled Risk Management, describes the optional ARC
mechanism that is designed to assist IEX clearing firms \8\ in their
risk management efforts. IEX does not charge a fee for use of ARC. As
described in the rule, ARC can be configured to provide trading limits
based on the gross notional exposure for matched and routed trades for
a clearing firm's broker correspondent across MPIDs, by MPID, by FIX
session or in combination, per clearing firm relationship. As specified
in the rule, ARCs are elected, and the upper value of any limits is set
by the clearing firm of a Member. Once the gross notional exposure, as
elected and configured, has exceeded the pre-determined limit, IEX will
reject new orders and cancel all open orders for the applicable MPID(s)
and/or FIX session specified. As specified in paragraph (a)(3)(A) of
Rule 11.380, gross notional exposure is calculated as the absolute sum
of the notional value of all buy and sell trades (i.e., equal to the
value of executed buys plus the absolute value of executed long sells
plus the absolute value of executed short sells). There is no netting
of buys and sales in the same symbol or across symbols. Gross notional
exposure resets for each new trading day.
---------------------------------------------------------------------------
\8\ As described in Rule 11.250(a), a clearing firm is an IEX
Member that is a member of a registered clearing agency. Pursuant to
IEX Rule 2.160(c)(4) an IEX Member must be a member of a registered
clearing agency or clear transactions executed on the Exchange
through another Member that is a member of a registered clearing
agency.
---------------------------------------------------------------------------
IEX proposes to revise the rule to provide that ARC is optionally
available to any Member as well as to clearing firms for their broker
correspondent IEX Member firms. This change will serve to clarify that
ARC may be used by a clearing firm Member for its own trading on IEX as
well as for its correspondent firm customers that are IEX Members.
Because a Member that is self-clearing technically has a ``clearing
firm relationship'' with itself, the Exchange believes that the rule
already provides that ARC may be used by a clearing firm Member for its
own trading on IEX. In addition, IEX proposes to amend Rule 11.380 to
provide that ARC is available to any Member. Thus, as proposed, ARC may
be elected by a Member for its own trading on IEX (whether or not such
Member is self-clearing) as well as by a clearing firm Member for its
[[Page 68082]]
correspondent firm customers that are IEX Members.\9\ In addition, IEX
proposes to add new text to provide that ARC limits may be increased or
decreased on an intra-day basis by a Member or the clearing firm of a
Member, as applicable. Further, IEX proposes to make several
nonsubstantive changes to subparagraphs (a)(2) and (3) of the rule text
to simplify and streamline such provisions, including replacing GNE as
a defined term within the rule text with references simply to ``gross
notional exposure'' throughout. Finally, IEX proposes to add new
paragraph (b) to Rule 11.380 to provide that Members shall contact IEX
Market Operations to arrange to utilize the ARC mechanism. Accordingly,
IEX proposes to make the following revisions to the rule:
---------------------------------------------------------------------------
\9\ In the case of a Member that is subject to ARC limits set by
its clearing firm, the Member will be advised of such limits by IEX.
In the event a Member that is subject to ARC limits set by its
clearing firm also elects to set ARC limits for its own trading, the
Exchange will apply both such limits with a lower limit(s) being
applicable.
---------------------------------------------------------------------------
1. References in paragraph (a) to the term ``Clearing Firms'' will
be replaced with ``Members''.
2. Paragraph (a)(1) will be revised to state that ARCs are elected
by a Member or the clearing firm of a Member.
3. Paragraphs (a)(2) and (3) will be revised to combine the
provisions, replace the defined term GNE with references to ``gross
notional exposure'' throughout, and state that gross notional exposure
accumulates the notional values for a Member or a clearing firm's
broker correspondent.
4. New paragraph (b) will be added to specify that Members shall
contact IEX Market Operations at marketops@iextrading.com to arrange to
utilize ARC.
IEX believes that making ARC available to all Members as an
optional service will enhance the risk management tools available to
IEX Members. The Exchange notes, however, that use of ARC by a Member
does not automatically constitute compliance with IEX rules or SEC
rules, nor does it replace Member-managed risk management solutions.
The Exchange does not propose to require Members to use ARC, and
Members may use any other appropriate risk-management tool or service
instead of, or in combination with, ARC. The Exchange will not provide
preferential treatment to Members using ARC, nor will the use of ARC
impact a Member's use of IEX other than when it results in orders being
rejected or cancelled pursuant to ARC. In addition, IEX will continue
to provide ARC to Members without charge.
2. Statutory Basis
IEX believes that the proposed rule change is consistent with the
provisions of Sections 6(b) \10\ of the Act in general, and furthers
the objectives of Section 6(b)(5) \11\ of the Act, in particular, in
that it is designed to prevent fraudulent and manipulative acts and
practices, to promote just and equitable principles of 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 clarifying and enhancing the risk management
protections available to Exchange members. The Exchange believes that
the proposed rule change supports these objectives because it is
designed to enable all IEX Members to manage and limit their own
trading exposure on IEX, in addition to enabling clearing firms to
monitor their correspondent firm customer and their own trading
exposure, including by intra-day increases or decreases in the limits.
---------------------------------------------------------------------------
\10\ 15 U.S.C. 78f.
\11\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
Further, the Exchange believes that the proposed rule change is
consistent with the protection of investors and the public interest
because it provides a mechanism to enable IEX Members to manage their
risk by preventing trading that is erroneous or exceeds a Member's
financial resources, and thereby contributing to the stability of the
equities markets.
The Exchange also believes that the aspects of the proposed rule
change that clarify that ARC is available to clearing firms for their
own trading on IEX is consistent with the protection of investors and
the public interest because it will eliminate any confusion in this
regard among IEX Members.
In addition, the Exchange believes that the nonsubstantive changes
to subparagraphs (a)(2) and (3) of the rule text to simplify and
streamline such provisions are consistent with the protection of
investors and the public interest because such changes will enhance the
readability of the relevant rule provisions.
Finally, the Exchange believes that adding rule text to specify how
IEX Members shall contact IEX Market Operations to arrange to utilize
the ARC mechanism will provide greater clarity and eliminate any
confusion in this regard.
The Exchange notes that most other exchanges offer risk management
tools to their members, with functionality similar to ARC.\12\
---------------------------------------------------------------------------
\12\ See, for example, Nasdaq Stock Market LLC Rules 6100-6120;
Securities Exchange Act Release No. 68330 (November 30, 2012), 77 FR
72894 (December 6, 2012) (File No. SR-BATS-2012-045 concerning Bats
BZX Exchange, Inc. (formerly BATS Exchange, Inc.) Risk Management
Tool).
---------------------------------------------------------------------------
In addition, the Exchange believes that the proposal is consistent
with just and equitable principles of trade because ARC is available to
all IEX Members without charge.
B. Self-Regulatory Organization's Statement on Burden on Competition
IEX does not believe that the proposed rule change will result in
any burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act. The proposal is designed to
clarify and expand the availability of the optional ARC risk management
mechanism as described in the Purpose section. The Exchange is not
proposing to charge any fee for use of ARC, which as proposed, is
available to all Members without charge. The Exchange does not believe
the proposed rule change will impose any intermarket burden on
competition because other exchanges offer similar functionality.\13\
The Exchange also does not believe that the proposal will impose an
intramarket burden on competition because it is available to all
Members and provides a mechanism to enable IEX Members to manage their
risk by preventing trading that is erroneous or exceeds a Member's
financial resources, thereby contributing to the stability of the
equities markets. Accordingly, this proposal will have no impact on
competition.
---------------------------------------------------------------------------
\13\ See, supra note 12.
---------------------------------------------------------------------------
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
The Exchange has designated this rule filing as non-controversial
under Section 19(b)(3)(A) \14\ of the Act and Rule 19b-4(f)(6) \15\
thereunder. Because the proposed rule change does not: (i)
Significantly affect the protection of investors or the public
interest; (ii) impose any significant burden on competition; and (iii)
become operative for 30 days from the date on which it was filed, or
such shorter time as the Commission may designate if consistent
[[Page 68083]]
with the protection of investors and the public interest, it has become
effective pursuant to Section 19(b)(3)(A) of the Act and Rule 19b-
4(f)(6) thereunder.\16\
---------------------------------------------------------------------------
\14\ 15 U.S.C. 78s(b)(3)(A).
\15\ 17 CFR 240.19b-4(f)(6).
\16\ 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 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.
---------------------------------------------------------------------------
A proposed rule change filed under Rule 19b-4(f)(6) \17\ normally
does not become operative prior to 30 days after the date of the
filing. However, pursuant to Rule 19b-4(f)(6)(iii),\18\ the Commission
may designate a shorter time if such action is consistent with the
protection of investors and the public interest. The Exchange has asked
the Commission to waive the 30-day operative delay to make ARC risk
management protections immediately available to all Members. While IEX
has proposed certain clarifying changes to Rule 11.380 that do not
materially alter the scope of the rule, the primary material change
extends the rule beyond clearing brokers and makes the ARC optionally
available to any Member. IEX has represented above that, if an IEX
Member elects to use the ARC, IEX will inform that Member if its
clearing firm also set ARC limits for the Member, in which case IEX
would apply the lower limit. The Commission believes that extending the
ARC functionality to all Members will provide them with an additional
tool that can be used as part of a Member's approach to risk
management, which may promote the maintenance of fair and orderly
markets. For this reason, the Commission believes that waiver of the
operative delay is consistent with the protection of investors and the
public interest. Accordingly, the Commission hereby waives the
operative delay and designates the proposed rule change operative upon
filing.\19\
---------------------------------------------------------------------------
\17\ 17 CFR 240.19b-4(f)(6).
\18\ 17 CFR 240.19b-4(f)(6)(iii).
\19\ For purposes only of waiving the 30-day operative delay,
the Commission has also considered the proposed rule's impact on
efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
---------------------------------------------------------------------------
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 under
Section 19(b)(2)(B) \20\ of the Act to determine whether the proposed
rule change should be approved or disapproved.
---------------------------------------------------------------------------
\20\ 15 U.S.C. 78s(b)(2)(B).
---------------------------------------------------------------------------
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-IEX-2016-15 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-IEX-2016-15. 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-IEX-2016-15 and should be
submitted on or before October 24, 2016.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\21\
---------------------------------------------------------------------------
\21\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016-23748 Filed 9-30-16; 8:45 am]
BILLING CODE 8011-01-P