Self-Regulatory Organizations; NASDAQ PHLX LLC; Notice of Filing of Proposed Rule Change To Delete Outdated or Unnecessary Rule Language, 71153-71156 [2016-24836]
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Federal Register / Vol. 81, No. 199 / Friday, October 14, 2016 / Notices
and 3, is consistent with the
requirements of the Act 43 and Rule 608
of Regulation NMS.44
V. Solicitation of Comments on Partial
Amendment Nos. 1 and 3 to the
Proposed Rule Change
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposal, as
modified by Partial Amendment Nos. 1
and 3, is consistent with the Act.
Comments may be submitted by any of
the following methods:
rmajette on DSK2TPTVN1PROD with NOTICES
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
BX–2016–050 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–BX–2016–050. 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 20549–1090, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing will also 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–BX–
2016–050 and should be submitted on
or before November 4, 2016.
VI. Accelerated Approval of Proposed
Rule Change, as Modified by Partial
Amendment Nos.1 and 3
The Commission finds good cause to
approve the proposed rule change, as
modified by Partial Amendment Nos. 1
and 3, prior to the thirtieth day after the
date of publication of notice of the
proposed rule change, as modified by
Partial Amendment Nos. 1 and 3 in the
Federal Register. As described above,
the Exchange proposes to amend its
rules to comply with the Plan. The
Commission notes that the Pilot started
implementation on October 3, 2016, and
accelerated approval of the proposal
would ensure that the rules of the
Exchange would be in place during
implementation. Accordingly, the
Commission finds good cause, pursuant
to Section 19(b)(2) of the Exchange
Act,45 to approve the proposed rule
change, as modified by Partial
Amendment Nos. 1 and 3, on an
accelerated basis.
VII. Conclusion
It is therefore ordered that, pursuant
to Section 19(b)(2) of the Exchange
Act,46 that the proposed rule change
(SR–BX–2016–050), as modified by
Partial Amendment Nos. 1 and 3, be and
hereby is approved on an accelerated
basis.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.47
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–24842 Filed 10–13–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–79073; File No. SR–Phlx–
2016–97]
Self-Regulatory Organizations;
NASDAQ PHLX LLC; Notice of Filing of
Proposed Rule Change To Delete
Outdated or Unnecessary Rule
Language
October 7, 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
September 27, 2016, NASDAQ PHLX
45 15
U.S.C. 78s(b)(2).
46 Id.
47 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
43 15
U.S.C. 78f(b)(5).
44 17 CFR 242.608.
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71153
LLC (‘‘Phlx’’ or ‘‘Exchange’’) filed with
the Securities and Exchange
Commission (‘‘SEC’’ or ‘‘Commission’’)
the proposed rule change as described
in Items I, II, and III, below, which Items
have been prepared by the Exchange.
The Commission is publishing this
notice to solicit comments on the
proposed rule change from interested
persons.
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
The Exchange proposes to delete
outdated or unnecessary rule language
contained in Rule 1020, Registration
and Functions of Options Specialists,
section (b) and Commentary .01 through
.06.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://nasdaqphlx.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
Exchange Rule 1020 contains
provisions relating to registration and
functions of options specialists.3 Rule
1020’s provisions were initially adopted
in the 1970s, in the early days of
exchange trading of options. As
explained below, the rule reflects the
trading context in which it was adopted.
Various provisions of the rule are
consequently very outdated.
The Exchange is therefore proposing
to delete obsolete and unnecessary
language from section (b) and from
Commentary .01 through Commentary
3 A ‘‘specialist’’ is an Exchange member who is
registered as an options specialist pursuant to
Exchange Rule 1020(a). Specialists are subject to
quoting and registration obligations set forth in
Rules 1014(b), 1020, and 1080.02.
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Federal Register / Vol. 81, No. 199 / Friday, October 14, 2016 / Notices
.06 of Rule 1020 pertaining to the
obligations of specialists. The Exchange
proposes to delete the language in
question in order to prevent any
confusion that may result from obsolete
provisions, to eliminate unnecessary
language, and to ensure that the
rulebook accurately reflects specialists’
obligations in the context of the manner
in which trading is conducted today.
Section (b)
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Rule 1020 provides that, as a
condition of being registered as a
specialist in one or more options, a
member has an obligation to assist in
the maintenance of a fair and orderly
market. The rule currently provides that
this obligation exists for a specialist ‘‘in
addition to the execution of orders
entrusted him in such options.’’ The
Exchange is deleting the language
regarding execution of entrusted orders.
Specialists no longer manually handle
or execute others’ orders due to the
Exchange’s migration to a new
electronic trading system (‘‘Phlx XL II’’)
in 2009.4 The Phlx XL II enhancements
were designed to improve the execution
quality for its Phlx users by improving
a number of processes, including the
opening process, the order handling
process and the execution of orders
process. As a consequence of this
migration a manual book no longer
exists and specialists no longer enter
manual orders entrusted to them onto
the electronic limit order book.5
Specialists no longer handle any agency
orders whatsoever in their role as
specialists. The Exchange proposes to
delete the language in question in order
to prevent any confusion that may result
from this obsolete provision and to
ensure that the rulebook accurately
reflects member obligations.
4 In May 2009, the Exchange enhanced the
options trading system and adopted corresponding
rules referring to it as ‘‘Phlx XL II.’’ See Securities
Exchange Act Release No. 59995 (May 28, 2009), 74
FR 26750 (June 3, 2009) (SR–Phlx–2009–32).
Thereafter, the Exchange submitted a number of
filings updating various rules and deleting obsolete
provisions. See Securities Exchange Act Release
Nos. 61397 (January 22, 2010), 75 FR 4893 (January
29, 2010) (SR–Phlx–2010–07); 63036 (October 4,
2010), 75 FR 62621 (October 12, 2010) (SR–Phlx–
2010–131); and 67469 (July 19, 2012), 77 FR 43633
(July 25, 2012) (SR–Phlx–2012–92).
5 Specifically, the Exchange has stated that no
orders will be executed, and therefore handled,
manually in Phlx XL II. See Securities Exchange
Act Release No. 59721 (April 7, 2009), 74 FR 17245
(April 14, 2009) (SR–Phlx–2009–32) (Notice of
Filing of Proposed Rule Change Relating to the
Exchange’s Enhanced Electronic Trading Platform
for Options, Phlx XL II at 17258). Rules governing
the obligations of Specialists, such as quoting and
registration obligations, still exist. See, e.g., Rules
1014(b) and 1020.
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Commentary .01
Commentary .01 applies to
transactions of a specialist for his own
account that establish or increase a
position. It provides that in ‘‘effecting
transactions’’ for his own account for
the purpose of establishing or increasing
a position, a specialist is to effect such
transactions in a reasonable and orderly
manner in relation to the condition of
the general market, the market in the
particular option and the adequacy of
his position to the immediate and
reasonably anticipated needs of the
options market. It provides that the
following types of transactions to
establish or increase a position are not
to be effected except when they are
reasonably necessary to render the
specialist’s position adequate to such
needs: (a) A purchase at a price above
the last sale in the same trading session;
(b) the purchase of all or substantially
all the options offered on the book at a
price equal to the last sale, when the
option so offered represents all or
substantially all the options offered in
the market; and when a substantial
amount of an option is offered at a price
equal to the last sale price, the purchase
of more than 50% of all the options
offered at the last sale price; (c) the
supplying of all or substantially all the
options bid for on the book at a price
equal to the last sale, when the option
so bid for represents all or substantially
all the options bid for in the market; and
when a substantial amount of the
options bid for at a price equal to the
last sale price, the supplying of more
than 50% of all the options bid for at the
last sale price; (d) failing to re-offer or
re-bid where necessary after effecting
transactions described in (a), (b), or (c).
The rule permits transactions of these
types to be effected, however, with the
approval of an Options Exchange
Official or in relatively inactive markets
where they are an essential part of a
proper course of dealings and where the
amount of an option involved and the
price change, if any, are normal in
relation to the market.
The Exchange proposes to delete the
last sentence of Commentary .01, and
sections (a) through (d) of Commentary
.01, because a specialist is unable to
comply with its requirements given the
way trading is conducted today in the
PHLX XL trading system. Specialists
today only rarely ‘‘effect transactions’’
in the sense of matching bids and offers
to cause an execution to occur. Rather,
they submit bids and offers to be
matched. Although a specialist may
‘‘effect transactions’’ with a market
maker on the Exchange’s trading floor,
the vast majority of transactions are
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executed electronically by the trading
system and the specialist may be unable
to determine the price of the last sale
which would be required to comply
with the language being deleted. Thus,
for example, given electronic quoting
and the absence of specialist control
over the book, there is no way a
specialist can guarantee that a purchase
is at a price above the last sale in the
same trading session. Because he will
not know the price at which trading will
occur, he cannot comply with
Commentary .01 (a)—(d).
Although these tick-based rules may
have been appropriate for and worked
well in a market where substantially all
trading was conducted manually, at a
pace that enabled individuals to discern
‘‘tick’’ changes easily and which
tolerated the time it took to call an
Options Exchange Official into the
crowd to approve a particular
specialist’s transaction, they are
inappropriate now where trading is
substantially electronic and the speed
and frequency of executions and quote
changes preclude individuals from
being able to accurate track ‘‘ticks’’ or
stop trading to allow for Options
Exchange Official involvement.6 The
rules of the NASDAQ Options Market
(‘‘NOM’’) do not contain comparable
provisions with respect to market
makers.
Commentary .02
Commentary .02 applies to
transactions of a specialist for his own
account that liquidate or decrease his
position in an option in which he is
registered. It provides that such
transactions are to be ‘‘effected’’ in a
reasonable and orderly manner in
relation to the condition of the general
market, the market in the particular
option and the adequacy of the
specialist’s positions to the immediate
and reasonably anticipated needs of the
options market. It also provides that, in
this connection, unless he has the prior
approval of an Options Exchange
Official, he should avoid: (a)
Liquidation of all or substantially all of
a position by selling options at prices
below the last different price or by
purchasing options at prices above the
last different price unless such
transactions are reasonably necessary in
relation to the specialist’s overall
position in the options in which he is
registered; (b) failing to maintain a fair
and orderly market during liquidations;
6 See Securities Exchange Act Release No. 54860
(December 1, 2006), 71 FR 71221 (December 8,
2006) (SR–NYSE–2006–76) in which the New York
Stock Exchange advanced this explanation in
support of proposed changes to its specialist
stabilization rules.
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or (c) failing to re-enter the market
where necessary, after effecting
transactions described in (a) above.
The Exchange proposes to delete part
of the last sentence of Commentary .02
as well as sections (a) through (c) of
Commentary .02. The Exchange believes
that while these rules may have made
sense when they were adopted, changes
in market structure and technology in
the succeeding decades, such as the
shift to trading in penny increments,
dispersion of order flow to multiple
competing market centers, consolidation
and availability of market data, and
enhancements in trading,
communications and surveillance
technology have made these rules
anticompetitive anachronisms.
As discussed above, given the way
trading is conducted today in the PHLX
XL trading system, a specialist may be
unable to determine the ‘‘last different
price’’ as required to comply with
section (a). Section (b) is being deleted
as redundant of Rule 1020(b) which
already contains the ‘‘fair and orderly’’
requirement. Section (c) is being deleted
because it depends on Section (a) which
is being deleted as discussed above.
Finally, the NOM rules do not contain
comparable provisions with respect to
market makers.7 The language is
therefore operationally obsolete, as
explained above. Moreover, having clear
and up-to-date rules should promote
just and equitable principles of trade on
the Exchange.
needed to comply with Commentary .03
before the quotes are accessed.
The NOM rules do not contain
comparable provisions with respect to
market makers. The language is an
unnecessary and anticompetitive
burden on Phlx specialists, because
market makers on NOM which fulfill a
comparable role to Phlx specialists are
not subject to a comparable
requirement.
Commentary .04
Commentary .04 applies to opening or
reopening an option. It provides that a
specialist should avoid participating as
a dealer in opening or reopening an
option in such a manner as to reverse
the balance of public supply and
demand as reflected by market and
limited price orders at or near the price
of the previous close or halt, unless the
condition of the general market or the
specialist’s position in light of the
reasonably anticipated needs of the
market make it advisable to do so, or
unless the specialist has obtained the
prior approval of an Options Exchange
Official to do so. The rule provides that
he may, however, buy or sell an option
as a dealer to minimize the disparity
between supply and demand at an
opening or reopening. The Exchange
proposes to delete Commentary .04 in
its entirety because the Specialist no
longer manually opens options classes.
Rather, the PHLX XL trading system
handles the opening and re-opening of
options in accordance with Phlx Rule
1017. While the Specialist is required to
provide a quote, he or she is no more
involved in resolving imbalances than
any other market maker. All aspects of
the opening are done automatically by
the system.
Commentary .03
Commentary .03 provides that a
specialist’s quotation, made for his own
account, should be such that a
transaction effected at his quoted price
or within the quoted spread, whether
having the effect of reducing or
increasing the specialist’s position,
would bear a proper relation to
preceding transactions and anticipated
succeeding transactions. The Exchange
proposes to delete Commentary .03
because given the speed of trading that
occurs today on the Phlx XL trading
system, a specialist may not have
knowledge of the preceding transactions
to which his quotation would relate,
much less any anticipated succeeding
transactions. Without affecting his
liquidity, the specialist cannot possibly
look at every single transaction, nor can
he know how the transactions relate to
one another. Prior to the advent of
electronic trading, a specialist would
announce his quote verbally, which was
a very slow process. Today, a specialist
would not be able to adjust quotes as
Commentary .05
Commentary .05 prohibits a member
acting as a specialist from effecting
transactions for the purpose of adjusting
a LIFO inventory in an option in which
he is so acting except as a part of a
course of dealings reasonably necessary
to assist in the maintenance of a fair and
orderly market. This rule largely tracks
former NYSE rule 104.13 which was
designed to prevent year-end purchases
or sales for the purpose of obtaining tax
advantages under the LIFO system of
valuing inventory.8
The Exchange proposes to delete
Commentary .05 in its entirety because
the Exchange believes it is unnecessary.
The NOM rules do not contain a
comparable provision for market
makers. Additionally, the Exchange was
7 The Exchange believes that the fact that NOM
does not have a trading floor is irrelevant.
8 See Securities Exchange Act Release No. 7432,
29 FR 13777 (October 6, 1964).
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71155
unable to locate a comparable Chicago
Board Options Exchange (‘‘CBOE’’) rule.
The language is an unnecessary and
anticompetitive burden on Phlx
specialists, because market makers on
NOM which fulfill a comparable role to
Phlx specialists are not subject to a
comparable requirement.
Commentary .06
Commentary .06 provides that under
certain circumstances a specialist may
assign options in which he is registered
to an investment account. Purchases
creating or adding to a position in an
investment account may not be made
unless reasonably necessary to permit
the specialist to assist in the
maintenance of a fair and orderly
market. The Exchange is deleting this
sentence because it believes it is not
necessary. Specialists have their
‘‘specialist account.’’ Any executions on
their quotes are placed into their
specialist accounts. While an
‘‘investment account’’ may have played
a role in early days of trading, the
Exchange is unaware today of what such
an account might consist of or its
purpose—consequently, the Exchange
perceives no need to regulate it or
fashion rules around it.
Commentary .06 states that in the
maintenance of price continuity with
reasonable depth, it is commonly
desirable for a specialist to supply
options to the market, even though he
may have to sell short to do so, to the
extent reasonably necessary to meet the
needs of the market. This sentence is
being deleted because the Exchange
believes its rules should not include
statements of ‘‘desirable’’ behavior.
Finally, Commentary .06 provides
that a specialist may not effect a transfer
of options in which he is registered from
his dealer account to an investment
account if the transfer would result in
creating a short position in the dealer
account. This Exchange is deleting this
sentence because it is unnecessary, for
the reasons specified above relating to
investment accounts.
The NOM rules do not contain
provisions comparable to the provisions
of Commentary .06 with respect to its
market makers. The language is an
unnecessary and anticompetitive
burden on Phlx specialists, because
market makers on NOM which fulfill a
comparable role to Phlx specialists are
not subject to comparable requirements.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
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Federal Register / Vol. 81, No. 199 / Friday, October 14, 2016 / Notices
of the Act,9 in general, and furthers the
objectives of Section 6(b)(5) of the Act,10
in particular, in that it is designed 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
deleting unnecessary and obsolete
provisions and generally providing
clarity to the rules.
Specifically, the deletion of a portion
of the Rule 1020 Section (b) and
Commentary provisions discussed
above is consistent with the Act because
this rule language is operationally
obsolete, as explained above; moreover,
having clear and up to date rules should
promote just and equitable principles of
trade on the Exchange. The proposal
should result in a more accurate and
understandable rule book, particularly
for Exchange specialists who no longer
operate a book or handle orders
manually. The Exchange’s goal with
respect to the deletion of language is to
ensure that the rulebook accurate
reflects member obligations in the
context of how trading takes place on
the Exchange today, which should
protect investors and the public interest.
The Exchange’s proposal will also
delete unnecessary provisions that,
because they are not present in the
NOM rulebook with respect to market
makers, represent an anticompetitive
burden on Phlx specialists as discussed
above.
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. Removing
unnecessary regulatory burdens should
enhance a Phlx specialist’s ability to
compete with market makers on Phlx
and on other exchanges who are not
burdened with similar requirements.
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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.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within 45 days of the date of
publication of this notice in the Federal
Register or within such longer period (i)
9 15
U.S.C. 78f(b).
10 15 U.S.C. 78f(b)(5).
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as the Commission may designate up to
90 days of such date if it finds such
longer period to be appropriate and
publishes its reasons for so finding or
(ii) as to which the Exchange consents,
the Commission shall: (a) by order
approve or disapprove such proposed
rule change, or (b) institute proceedings
to determine whether the proposed rule
change should be 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–
Phlx–2016–97 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–Phlx–2016–97. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549 on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
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
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should refer to File Number SR–Phlx–
2016–97, and should be submitted on or
before November 4, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.11
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–24836 Filed 10–13–16; 8:45 am]
BILLING CODE 8011–01–P
SMALL BUSINESS ADMINISTRATION
[Disaster Declaration # 14888 and # 14889]
Florida Disaster Number FL–00119
U.S. Small Business
Administration.
ACTION: Amendment 1.
AGENCY:
This is an amendment of the
Presidential declaration of a major
disaster for Public Assistance Only for
the State of FLORIDA (FEMA–4280–
DR), dated 09/28/2016.
Incident: Hurricane Hermine.
Incident Period: 08/31/2016 through
09/11/2016.
Effective Date: 09/30/2016.
Physical Loan Application Deadline
Date: 11/28/2016.
Economic Injury (EIDL) Loan
Application Deadline Date: 06/28/2017.
ADDRESSES: Submit completed loan
applications to: U.S. Small Business
Administration, Processing and
Disbursement Center, 14925 Kingsport
Road, Fort Worth, TX 76155.
FOR FURTHER INFORMATION CONTACT: A.
Escobar, Office of Disaster Assistance,
U.S. Small Business Administration,
409 3rd Street SW., Suite 6050,
Washington, DC 20416.
SUPPLEMENTARY INFORMATION: The notice
of the President’s major disaster
declaration for Private Non-Profit
organizations in the State of Florida,
dated 09/28/2016, is hereby amended to
include the following areas as adversely
affected by the disaster.
Primary Counties: Alachua, Baker,
Gilchrist, Manatee, Marion, Sarasota,
Sumter, Union.
All other information in the original
declaration remains unchanged.
SUMMARY:
(Catalog of Federal Domestic Assistance
Number 59008)
James E. Rivera,
Associate Administrator for Disaster
Assistance.
[FR Doc. 2016–24826 Filed 10–13–16; 8:45 am]
BILLING CODE 8025–01–P
11 17
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Agencies
[Federal Register Volume 81, Number 199 (Friday, October 14, 2016)]
[Notices]
[Pages 71153-71156]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-24836]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-79073; File No. SR-Phlx-2016-97]
Self-Regulatory Organizations; NASDAQ PHLX LLC; Notice of Filing
of Proposed Rule Change To Delete Outdated or Unnecessary Rule Language
October 7, 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 September 27, 2016, NASDAQ PHLX LLC (``Phlx'' or ``Exchange'') filed
with the Securities and Exchange Commission (``SEC'' or ``Commission'')
the proposed rule change as described in Items I, II, and III, 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.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
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I. Self-Regulatory Organization's Statement of the Terms of the
Substance of the Proposed Rule Change
The Exchange proposes to delete outdated or unnecessary rule
language contained in Rule 1020, Registration and Functions of Options
Specialists, section (b) and Commentary .01 through .06.
The text of the proposed rule change is available on the Exchange's
Web site at https://nasdaqphlx.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
Exchange Rule 1020 contains provisions relating to registration and
functions of options specialists.\3\ Rule 1020's provisions were
initially adopted in the 1970s, in the early days of exchange trading
of options. As explained below, the rule reflects the trading context
in which it was adopted. Various provisions of the rule are
consequently very outdated.
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\3\ A ``specialist'' is an Exchange member who is registered as
an options specialist pursuant to Exchange Rule 1020(a). Specialists
are subject to quoting and registration obligations set forth in
Rules 1014(b), 1020, and 1080.02.
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The Exchange is therefore proposing to delete obsolete and
unnecessary language from section (b) and from Commentary .01 through
Commentary
[[Page 71154]]
.06 of Rule 1020 pertaining to the obligations of specialists. The
Exchange proposes to delete the language in question in order to
prevent any confusion that may result from obsolete provisions, to
eliminate unnecessary language, and to ensure that the rulebook
accurately reflects specialists' obligations in the context of the
manner in which trading is conducted today.
Section (b)
Rule 1020 provides that, as a condition of being registered as a
specialist in one or more options, a member has an obligation to assist
in the maintenance of a fair and orderly market. The rule currently
provides that this obligation exists for a specialist ``in addition to
the execution of orders entrusted him in such options.'' The Exchange
is deleting the language regarding execution of entrusted orders.
Specialists no longer manually handle or execute others' orders due to
the Exchange's migration to a new electronic trading system (``Phlx XL
II'') in 2009.\4\ The Phlx XL II enhancements were designed to improve
the execution quality for its Phlx users by improving a number of
processes, including the opening process, the order handling process
and the execution of orders process. As a consequence of this migration
a manual book no longer exists and specialists no longer enter manual
orders entrusted to them onto the electronic limit order book.\5\
Specialists no longer handle any agency orders whatsoever in their role
as specialists. The Exchange proposes to delete the language in
question in order to prevent any confusion that may result from this
obsolete provision and to ensure that the rulebook accurately reflects
member obligations.
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\4\ In May 2009, the Exchange enhanced the options trading
system and adopted corresponding rules referring to it as ``Phlx XL
II.'' See Securities Exchange Act Release No. 59995 (May 28, 2009),
74 FR 26750 (June 3, 2009) (SR-Phlx-2009-32). Thereafter, the
Exchange submitted a number of filings updating various rules and
deleting obsolete provisions. See Securities Exchange Act Release
Nos. 61397 (January 22, 2010), 75 FR 4893 (January 29, 2010) (SR-
Phlx-2010-07); 63036 (October 4, 2010), 75 FR 62621 (October 12,
2010) (SR-Phlx-2010-131); and 67469 (July 19, 2012), 77 FR 43633
(July 25, 2012) (SR-Phlx-2012-92).
\5\ Specifically, the Exchange has stated that no orders will be
executed, and therefore handled, manually in Phlx XL II. See
Securities Exchange Act Release No. 59721 (April 7, 2009), 74 FR
17245 (April 14, 2009) (SR-Phlx-2009-32) (Notice of Filing of
Proposed Rule Change Relating to the Exchange's Enhanced Electronic
Trading Platform for Options, Phlx XL II at 17258). Rules governing
the obligations of Specialists, such as quoting and registration
obligations, still exist. See, e.g., Rules 1014(b) and 1020.
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Commentary .01
Commentary .01 applies to transactions of a specialist for his own
account that establish or increase a position. It provides that in
``effecting transactions'' for his own account for the purpose of
establishing or increasing a position, a specialist is to effect such
transactions in a reasonable and orderly manner in relation to the
condition of the general market, the market in the particular option
and the adequacy of his position to the immediate and reasonably
anticipated needs of the options market. It provides that the following
types of transactions to establish or increase a position are not to be
effected except when they are reasonably necessary to render the
specialist's position adequate to such needs: (a) A purchase at a price
above the last sale in the same trading session; (b) the purchase of
all or substantially all the options offered on the book at a price
equal to the last sale, when the option so offered represents all or
substantially all the options offered in the market; and when a
substantial amount of an option is offered at a price equal to the last
sale price, the purchase of more than 50% of all the options offered at
the last sale price; (c) the supplying of all or substantially all the
options bid for on the book at a price equal to the last sale, when the
option so bid for represents all or substantially all the options bid
for in the market; and when a substantial amount of the options bid for
at a price equal to the last sale price, the supplying of more than 50%
of all the options bid for at the last sale price; (d) failing to re-
offer or re-bid where necessary after effecting transactions described
in (a), (b), or (c). The rule permits transactions of these types to be
effected, however, with the approval of an Options Exchange Official or
in relatively inactive markets where they are an essential part of a
proper course of dealings and where the amount of an option involved
and the price change, if any, are normal in relation to the market.
The Exchange proposes to delete the last sentence of Commentary
.01, and sections (a) through (d) of Commentary .01, because a
specialist is unable to comply with its requirements given the way
trading is conducted today in the PHLX XL trading system. Specialists
today only rarely ``effect transactions'' in the sense of matching bids
and offers to cause an execution to occur. Rather, they submit bids and
offers to be matched. Although a specialist may ``effect transactions''
with a market maker on the Exchange's trading floor, the vast majority
of transactions are executed electronically by the trading system and
the specialist may be unable to determine the price of the last sale
which would be required to comply with the language being deleted.
Thus, for example, given electronic quoting and the absence of
specialist control over the book, there is no way a specialist can
guarantee that a purchase is at a price above the last sale in the same
trading session. Because he will not know the price at which trading
will occur, he cannot comply with Commentary .01 (a)--(d).
Although these tick-based rules may have been appropriate for and
worked well in a market where substantially all trading was conducted
manually, at a pace that enabled individuals to discern ``tick''
changes easily and which tolerated the time it took to call an Options
Exchange Official into the crowd to approve a particular specialist's
transaction, they are inappropriate now where trading is substantially
electronic and the speed and frequency of executions and quote changes
preclude individuals from being able to accurate track ``ticks'' or
stop trading to allow for Options Exchange Official involvement.\6\ The
rules of the NASDAQ Options Market (``NOM'') do not contain comparable
provisions with respect to market makers.
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\6\ See Securities Exchange Act Release No. 54860 (December 1,
2006), 71 FR 71221 (December 8, 2006) (SR-NYSE-2006-76) in which the
New York Stock Exchange advanced this explanation in support of
proposed changes to its specialist stabilization rules.
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Commentary .02
Commentary .02 applies to transactions of a specialist for his own
account that liquidate or decrease his position in an option in which
he is registered. It provides that such transactions are to be
``effected'' in a reasonable and orderly manner in relation to the
condition of the general market, the market in the particular option
and the adequacy of the specialist's positions to the immediate and
reasonably anticipated needs of the options market. It also provides
that, in this connection, unless he has the prior approval of an
Options Exchange Official, he should avoid: (a) Liquidation of all or
substantially all of a position by selling options at prices below the
last different price or by purchasing options at prices above the last
different price unless such transactions are reasonably necessary in
relation to the specialist's overall position in the options in which
he is registered; (b) failing to maintain a fair and orderly market
during liquidations;
[[Page 71155]]
or (c) failing to re-enter the market where necessary, after effecting
transactions described in (a) above.
The Exchange proposes to delete part of the last sentence of
Commentary .02 as well as sections (a) through (c) of Commentary .02.
The Exchange believes that while these rules may have made sense when
they were adopted, changes in market structure and technology in the
succeeding decades, such as the shift to trading in penny increments,
dispersion of order flow to multiple competing market centers,
consolidation and availability of market data, and enhancements in
trading, communications and surveillance technology have made these
rules anticompetitive anachronisms.
As discussed above, given the way trading is conducted today in the
PHLX XL trading system, a specialist may be unable to determine the
``last different price'' as required to comply with section (a).
Section (b) is being deleted as redundant of Rule 1020(b) which already
contains the ``fair and orderly'' requirement. Section (c) is being
deleted because it depends on Section (a) which is being deleted as
discussed above. Finally, the NOM rules do not contain comparable
provisions with respect to market makers.\7\ The language is therefore
operationally obsolete, as explained above. Moreover, having clear and
up-to-date rules should promote just and equitable principles of trade
on the Exchange.
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\7\ The Exchange believes that the fact that NOM does not have a
trading floor is irrelevant.
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Commentary .03
Commentary .03 provides that a specialist's quotation, made for his
own account, should be such that a transaction effected at his quoted
price or within the quoted spread, whether having the effect of
reducing or increasing the specialist's position, would bear a proper
relation to preceding transactions and anticipated succeeding
transactions. The Exchange proposes to delete Commentary .03 because
given the speed of trading that occurs today on the Phlx XL trading
system, a specialist may not have knowledge of the preceding
transactions to which his quotation would relate, much less any
anticipated succeeding transactions. Without affecting his liquidity,
the specialist cannot possibly look at every single transaction, nor
can he know how the transactions relate to one another. Prior to the
advent of electronic trading, a specialist would announce his quote
verbally, which was a very slow process. Today, a specialist would not
be able to adjust quotes as needed to comply with Commentary .03 before
the quotes are accessed.
The NOM rules do not contain comparable provisions with respect to
market makers. The language is an unnecessary and anticompetitive
burden on Phlx specialists, because market makers on NOM which fulfill
a comparable role to Phlx specialists are not subject to a comparable
requirement.
Commentary .04
Commentary .04 applies to opening or reopening an option. It
provides that a specialist should avoid participating as a dealer in
opening or reopening an option in such a manner as to reverse the
balance of public supply and demand as reflected by market and limited
price orders at or near the price of the previous close or halt, unless
the condition of the general market or the specialist's position in
light of the reasonably anticipated needs of the market make it
advisable to do so, or unless the specialist has obtained the prior
approval of an Options Exchange Official to do so. The rule provides
that he may, however, buy or sell an option as a dealer to minimize the
disparity between supply and demand at an opening or reopening. The
Exchange proposes to delete Commentary .04 in its entirety because the
Specialist no longer manually opens options classes. Rather, the PHLX
XL trading system handles the opening and re-opening of options in
accordance with Phlx Rule 1017. While the Specialist is required to
provide a quote, he or she is no more involved in resolving imbalances
than any other market maker. All aspects of the opening are done
automatically by the system.
Commentary .05
Commentary .05 prohibits a member acting as a specialist from
effecting transactions for the purpose of adjusting a LIFO inventory in
an option in which he is so acting except as a part of a course of
dealings reasonably necessary to assist in the maintenance of a fair
and orderly market. This rule largely tracks former NYSE rule 104.13
which was designed to prevent year-end purchases or sales for the
purpose of obtaining tax advantages under the LIFO system of valuing
inventory.\8\
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\8\ See Securities Exchange Act Release No. 7432, 29 FR 13777
(October 6, 1964).
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The Exchange proposes to delete Commentary .05 in its entirety
because the Exchange believes it is unnecessary. The NOM rules do not
contain a comparable provision for market makers. Additionally, the
Exchange was unable to locate a comparable Chicago Board Options
Exchange (``CBOE'') rule. The language is an unnecessary and
anticompetitive burden on Phlx specialists, because market makers on
NOM which fulfill a comparable role to Phlx specialists are not subject
to a comparable requirement.
Commentary .06
Commentary .06 provides that under certain circumstances a
specialist may assign options in which he is registered to an
investment account. Purchases creating or adding to a position in an
investment account may not be made unless reasonably necessary to
permit the specialist to assist in the maintenance of a fair and
orderly market. The Exchange is deleting this sentence because it
believes it is not necessary. Specialists have their ``specialist
account.'' Any executions on their quotes are placed into their
specialist accounts. While an ``investment account'' may have played a
role in early days of trading, the Exchange is unaware today of what
such an account might consist of or its purpose--consequently, the
Exchange perceives no need to regulate it or fashion rules around it.
Commentary .06 states that in the maintenance of price continuity
with reasonable depth, it is commonly desirable for a specialist to
supply options to the market, even though he may have to sell short to
do so, to the extent reasonably necessary to meet the needs of the
market. This sentence is being deleted because the Exchange believes
its rules should not include statements of ``desirable'' behavior.
Finally, Commentary .06 provides that a specialist may not effect a
transfer of options in which he is registered from his dealer account
to an investment account if the transfer would result in creating a
short position in the dealer account. This Exchange is deleting this
sentence because it is unnecessary, for the reasons specified above
relating to investment accounts.
The NOM rules do not contain provisions comparable to the
provisions of Commentary .06 with respect to its market makers. The
language is an unnecessary and anticompetitive burden on Phlx
specialists, because market makers on NOM which fulfill a comparable
role to Phlx specialists are not subject to comparable requirements.
2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b)
[[Page 71156]]
of the Act,\9\ in general, and furthers the objectives of Section
6(b)(5) of the Act,\10\ in particular, in that it is designed 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 deleting unnecessary and obsolete provisions and generally
providing clarity to the rules.
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\9\ 15 U.S.C. 78f(b).
\10\ 15 U.S.C. 78f(b)(5).
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Specifically, the deletion of a portion of the Rule 1020 Section
(b) and Commentary provisions discussed above is consistent with the
Act because this rule language is operationally obsolete, as explained
above; moreover, having clear and up to date rules should promote just
and equitable principles of trade on the Exchange. The proposal should
result in a more accurate and understandable rule book, particularly
for Exchange specialists who no longer operate a book or handle orders
manually. The Exchange's goal with respect to the deletion of language
is to ensure that the rulebook accurate reflects member obligations in
the context of how trading takes place on the Exchange today, which
should protect investors and the public interest. The Exchange's
proposal will also delete unnecessary provisions that, because they are
not present in the NOM rulebook with respect to market makers,
represent an anticompetitive burden on Phlx specialists as discussed
above.
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. Removing unnecessary regulatory
burdens should enhance a Phlx specialist's ability to compete with
market makers on Phlx and on other exchanges who are not burdened with
similar requirements.
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
Within 45 days of the date of publication of this notice in the
Federal Register or within such longer period (i) as the Commission may
designate up to 90 days of such date if it finds such longer period to
be appropriate and publishes its reasons for so finding or (ii) as to
which the Exchange consents, the Commission shall: (a) by order approve
or disapprove such proposed rule change, or (b) institute proceedings
to determine whether the proposed rule change should be 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-Phlx-2016-97 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-Phlx-2016-97. This file
number should be included on the subject line if email is used. To help
the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549 on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such filing also will be available
for inspection and copying at the principal 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-Phlx-2016-97, and should be
submitted on or before November 4, 2016.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\11\
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\11\ 17 CFR 200.30-3(a)(12).
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Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016-24836 Filed 10-13-16; 8:45 am]
BILLING CODE 8011-01-P