Self-Regulatory Organizations; Bats BYX Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend BYX Rule 11.13, Order Execution and Routing, 75456-75458 [2016-26131]
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75456
Federal Register / Vol. 81, No. 210 / Monday, October 31, 2016 / Notices
October 9, 1996, revised the formula for
indexing maximum daily benefit rates.
Under the prescribed formula, the
maximum daily benefit rate increases by
approximately two-thirds of the
cumulative growth in average national
wages since 1984. The maximum daily
benefit rate for registration periods
beginning after June 30, 2017, shall be
equal to 5 percent of the monthly
compensation base for the base year
immediately preceding the beginning of
the benefit year. Section 2(a)(3) further
provides that if the amount so computed
is not a multiple of $1, it shall be
rounded down to the nearest multiple of
$1.
The calendar year 2016 monthly
compensation base is $1,455.
Multiplying $1,455 by 0.05 yields
$72.75. Accordingly, the maximum
daily benefit rate for days of
unemployment and days of sickness
beginning in registration periods after
June 30, 2017, is determined to be $72.
Dated: October 26, 2016.
By Authority of the Board.
Martha P. Rico,
Secretary to the Board.
[FR Doc. 2016–26167 Filed 10–28–16; 8:45 am]
BILLING CODE 7905–01–P
SECURITIES AND EXCHANGE
COMMISSION
Sunshine Act Meeting
FEDERAL REGISTER CITATION OF PREVIOUS
ANNOUNCEMENT: [81 FR 73459, October
25, 2016].
STATUS:
PLACE:
Open Meeting.
100 F Street NE., Washington,
DC.
DATE AND TIME OF PREVIOUSLY ANNOUNCED
MEETING: Wednesday, October 26, 2016
10:00 a.m.
Time Change.
The Open Meeting scheduled for
Wednesday, October 26, 2016 at 10:00
a.m., has been changed to Wednesday,
October 26, 2016 at 11:00 a.m.
For further information and to
ascertain what, if any, matters have been
added, deleted or postponed, please
contact:
The Office of the Secretary at (202)
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sradovich on DSK3GMQ082PROD with NOTICES
CHANGE IN THE MEETING:
Dated: October 26, 2016.
Brent J. Fields,
Secretary.
[Release No. 34–79148; File No. SR–
BatsBYX–2016–27]
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
Self-Regulatory Organizations; Bats
BYX Exchange, Inc.; Notice of Filing
and Immediate Effectiveness of a
Proposed Rule Change To Amend BYX
Rule 11.13, Order Execution and
Routing
October 25, 2016.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on October
12, 2016, Bats BYX Exchange, Inc. (the
‘‘Exchange’’ or ‘‘BYX’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III below, which Items have been
prepared by the Exchange. The
Exchange has designated this proposal
as a ‘‘non-controversial’’ proposed rule
change pursuant to Section 19(b)(3)(A)
of the Act 3 and Rule 19b–4(f)(6)(iii)
thereunder,4 which renders it effective
upon filing with the Commission. 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 filed a proposal to
amend Exchange Rule 11.13(b)(1) to
describe when an order marked as
‘‘short’’ may be eligible for routing when
a short sale price test restriction is in
effect.
The text of the proposed rule change
is available at the Exchange’s Web site
at www.batstrading.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
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A).
4 17 CFR 240.19b–4(f)(6)(iii).
2 17
BILLING CODE 8011–01–P
17:53 Oct 28, 2016
the most significant parts of such
statements.
1 15
[FR Doc. 2016–26304 Filed 10–27–16; 11:15 am]
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COMMISSION
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1. Purpose
The Exchange proposes to amend
Exchange Rule 11.13(b)(1) to describe
when an order to sell marked 5 as
‘‘short’’ 6 may be eligible for routing
when a short sale price test restriction
is in effect. Under Rule 201 of
Regulation SHO,7 short sale orders in a
covered security 8 generally cannot be
executed or displayed by a Trading
Center,9 such as the Exchange, at a price
that is at or below the current national
best bid (‘‘NBB’’) 10 when a short sale
circuit breaker is in effect for the
covered security (the ‘‘short sale price
test restriction’’).11
Under Rule 11.13(b)(1), an order
marked ‘‘short’’ when a short sale price
test restriction is in effect is not eligible
for routing by the Exchange. If an order
is ineligible for routing due to a short
sale price test restriction and such order
is an Immediate or Cancel (‘‘IOC’’)
Order 12 or a BYX Market Order,13 then
5 17
CFR 242.200(g).
term ‘‘short sale’’ is defined as ‘‘any sale of
a security which the seller does not own or any sale
which is consummated by the delivery of a security
borrowed by, or for the account of, the seller.’’ 17
CFR 242.200(a).
7 See 17 CFR 242.201; Securities Exchange Act
Release No. 61595 (February 26, 2010), 75 FR 11232
(March 10, 2010).
8 Rule 201(a)(1) of Regulation SHO defines the
term ‘‘covered security’’ to mean any ‘‘NMS stock’’
as defined under Rule 600(b)(47) of Regulation
NMS. Rule 600(b)(47) of Regulation NMS defines an
‘‘NMS stock’’ as ‘‘any NMS security other than an
option.’’ Rule 600(b)(46) of Regulation NMS defines
an ‘‘NMS security’’ as ‘‘any security or class of
securities for which transaction reports are
collected, processed, and made available pursuant
to an effective transaction reporting plan, or an
effective national market system plan for reporting
transactions in listed options.’’ 17 CFR
242.201(a)(1); 17 CFR 242.600(b)(46); and 17 CFR
242.600(b)(47).
9 Rule 201(a)(9) of Regulation SHO states that the
term ‘‘Trading Center’’ shall have the same meaning
as in Rule 600(b)(78) of Regulation NMS. Rule
600(b)(78) of Regulation NMS defines a ‘‘Trading
Center’’ as ‘‘a national securities exchange or
national securities association that operates an SRO
trading facility, an alternative trading system, an
exchange market maker, an OTC market maker, or
any other broker or dealer that executes orders
internally by trading as principal or crossing orders
as agent.’’ 17 CFR 242.200(a)(9); 17 CFR
242.600(b)(78).
10 17 CFR 242.201(a)(4); 17 CFR 242.600(b)(42).
11 17 CFR 242.201(b)(1).
12 See Exchange Rule 11.9(b)(1).
13 See Exchange Rule 11.9(a)(2). The Exchange
also proposes to remove the reference to BYX
Market Orders in Rule 11.13(b)(1) as BYX Market
Orders with a time-in-force of Day that are
ineligible for routing due to a short sale price test
restriction pursuant to Rule 201 of Regulation SHO
6 The
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sradovich on DSK3GMQ082PROD with NOTICES
the order will be cancelled. If an order
is ineligible for routing due to a short
sale price test restriction and such order
is a Limit Order,14 the Exchange will
post the unfilled balance of the order to
the BYX Book,15 subject to the price
sliding process as defined in paragraph
(g) of Exchange Rule 11.9.16
The Exchange proposes to specify in
Rule 11.13 that orders marked ‘‘short’’
may be eligible for routing by the
Exchange when a short sale price test
restriction is in effect where the User 17
selects the Post to Away 18 routing
option.19 In contrast to all other routing
strategies, which are routed to other
Trading Centers for immediate
execution, the Post to Away routing
option is an order that is sent to other
Trading Centers for posting and/or later
execution as further described below.
Under the Post to Away routing option,
the remainder of a routed order is
routed to and posted to the order book
of a destination on the System routing
table,20 as specified by the User. Orders
routed pursuant to the Post to Away
routing option that are identified as
‘‘short’’ are subject to the receiving
Trading Center’s processes for handling
short sale orders in compliance with
Rule 201 of Regulation SHO.21
Under Exchange Rule 11.13(b)(1), IOC
Orders marked ‘‘short’’ that are not
eligible for routing during a short sale
price test restriction will continue to be
cancelled.22 The unfilled portions of
Limit Orders marked ‘‘short’’ that are
ineligible for routing due to a short sale
price test restriction Exchange will
continue to be posted to the BYX Book
are not cancelled, but rather posted to the BYX
Book pursuant to Exchange Rule 11.9(a)(2). All
other BYX Market Orders are handled in
accordance with Exchange Rule 11.13(a).
14 See Exchange Rule 11.9(a)(1).
15 See Exchange Rule 1.5(e).
16 In sum, under Exchange Rule 11.9(g), a short
sale order that, at the time of entry, could not be
executed or displayed in compliance with Rule 201
of Regulation SHO will be re-priced by the System
at one minimum price variation above the current
NBB (‘‘Permitted Price’’). See Exchange Rule 11.9(g)
for a full description of the Exchange’s Short Sale
Price Sliding Process.
17 See Exchange Rule 1.5(cc).
18 See 11.13(b)(3)(H).
19 The Exchange also proposes to specify within
Rule 11.13(b)(1) that the short sale price test
restriction is declared pursuant to Rule 201 of
Regulation SHO.
20 The term ‘‘System routing table’’ is defined as
the ‘‘the proprietary process for determining the
specific trading venues to which the System routes
orders and the order in which it routes them.’’ See
Exchange Rule 11.13(b)(3).
21 See, e.g., Nasdaq Stock Market LLC (‘‘Nasdaq’’)
Rule 4763; New York Stock Exchange, Inc.
(‘‘NYSE’’) Rule 440B; and Nasdaq’s Regulation SHO
Frequently Asked Questions (updated March 10,
2011), available at https://nasdaqtrader.com/
content/marketregulation/regsho/regshoFAQs.pdf.
22 See supra note 13.
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17:53 Oct 28, 2016
Jkt 241001
subject to the price sliding process as
defined in paragraph (g) of Exchange
Rule 11.9.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6(b) of the Act 23 and furthers
the objectives of Section 6(b)(5) of the
Act 24 because it is designed to promote
just and equitable principles of trade,
remove impediments to and perfect the
mechanism of a free and open market
and a national market system, foster
cooperation and coordination with
persons engaged in facilitating
transactions in securities, and, in
general, protect investors and the public
interest. Specifically, the proposed
changes are designed to ensure clarity in
the Exchange’s rulebook with respect to
the routing of orders in compliance with
Rule 201 of Regulation SHO. In
addition, providing Users the ability to
send short sale orders that are routable
pursuant to the Post to Away routing
option provides them additional
flexibility with regard to the handling of
their orders. The Exchange notes that
short sale orders routed pursuant to the
Post to Away routing option are
identified as ‘‘short’’ and, therefore,
subject to the receiving Trading Center’s
processes for handling short sale orders
in compliance with Rule 201 of
Regulation SHO.25 The Exchange also
notes that other national securities
exchanges do not expressly prohibit the
routing of short sale orders. For
example, Nasdaq and NYSE Arca, Inc.
(‘‘NYSE Arca’’) allow for the routing of
short sale orders generally, and do not
limit a short sale order’s ability to route
to certain routing options.26 Thus, the
proposal is directly targeted at removing
impediments to and perfecting the
mechanism of a free and open market
and national market system. The
proposed rule change also is designed to
support the principles of Section
11A(a)(1) 27 of the Act in that it seeks to
assure fair competition among brokers
and dealers and among exchange
markets.
23 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
25 See supra note 21.
26 See e.g., Nasdaq Rules 4702(a) (stating
generally that an ‘‘[o]rder may . . . may be routed
to other market centers for potential execution if
designated as ‘Routable’ ’’) and 4763 (not
prohibiting the routing of a short sale order during
a short sale price test). See also e.g., NYSE Arca
Rule 7.6P (not prohibiting the routing of a short sale
order during a short sale price test).
27 15 U.S.C. 78k–1(a)(1).
24 15
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75457
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange 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
Exchange is simply proposing to reflect
in its rules that orders marked ‘‘short’’
may be routed to an away market for
execution under one specific routing
strategy offered by the Exchange.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has neither solicited
nor received written comments on the
proposed rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change does not: (A) Significantly affect
the protection of investors or the public
interest; (B) impose any significant
burden on competition; and (C) by its
terms, become operative for 30 days
from the date on which it was filed or
such shorter time as the Commission
may designate it has become effective
pursuant to Section 19(b)(3)(A) of the
Act 28 and paragraph (f)(6) of Rule 19b–
4 thereunder,29 the Exchange has
designated this rule filing as noncontroversial. The Exchange has given
the Commission written notice of its
intent to file the proposed rule change,
along with a brief description and text
of the proposed rule change at least five
business days prior to the date of filing
of the proposed rule change, or such
shorter time as designated by the
Commission.
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: (1) Necessary or appropriate in
the public interest; (2) for the protection
of investors; or (3) otherwise in
furtherance of the purposes of the Act.
If the Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
28 15
29 17
E:\FR\FM\31OCN1.SGM
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4.
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75458
Federal Register / Vol. 81, No. 210 / Monday, October 31, 2016 / Notices
Comments may be submitted by any of
the following methods:
SECURITIES AND EXCHANGE
COMMISSION
the most significant parts of such
statements.
Electronic Comments
[Release No. 34–79151; File No. SR–
BatsEDGX–2016–54]
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
• 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–
BatsBYX–2016–27 on the subject line.
Paper Comments
October 25, 2016.
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
sradovich on DSK3GMQ082PROD with NOTICES
All submissions should refer to File
Number SR–BatsBYX–2016–27. 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–
BatsBYX–2016–27, and should be
submitted on or before November 21,
2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.30
Brent J. Fields,
Secretary.
[FR Doc. 2016–26131 Filed 10–28–16; 8:45 am]
BILLING CODE 8011–01–P
30 17
17:53 Oct 28, 2016
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on October
12, 2016, Bats EDGX Exchange, Inc. (the
‘‘Exchange’’ or ‘‘EDGX’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III below, which Items have been
prepared by the Exchange. The
Exchange has designated this proposal
as a ‘‘non-controversial’’ proposed rule
change pursuant to Section 19(b)(3)(A)
of the Act 3 and Rule 19b–4(f)(6)(iii)
thereunder,4 which renders it effective
upon filing with the Commission. 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 filed a proposal to
amend Exchange Rule 11.11(a) to
describe when an order that includes a
Short Sale instruction may be eligible
for routing when a short sale price test
restriction is in effect.
The text of the proposed rule change
is available at the Exchange’s Web site
at www.batstrading.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
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A).
4 17 CFR 240.19b–4(f)(6)(iii).
2 17
CFR 200.30–3(a)(12).
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EDGX Exchange, Inc.; Notice of Filing
and Immediate Effectiveness of a
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EDGX Rule 11.11, Routing to Away
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1. Purpose
The Exchange proposes to amend
Exchange Rule 11.11(a) to describe
when an order that includes a Short
Sale 5 instruction may be eligible for
routing when a short sale price test
restriction is in effect. Under Rule 201
of Regulation SHO,6 a short sale order
in a covered security 7 generally cannot
be executed or displayed by a Trading
Center,8 such as the Exchange, at a price
that is at or below the current national
best bid (‘‘NBB’’) 9 when a short sale
circuit breaker is in effect for the
covered security (the ‘‘short sale price
test restriction’’).10
Under Rule 11.11(a), an order that
includes a Short Sale instruction when
a short sale price test restriction
pursuant to Rule 201 of Regulation SHO
is in effect is not eligible for routing by
the Exchange. If an order is ineligible for
routing due to a Short Sale Circuit
Breaker 11 being in effect and such order
contains a Time-in-Force of Immediateor-Cancel (‘‘IOC’’),12 then the order will
5 See Exchange Rule 11.6(o). The term ‘‘short
sale’’ is defined as ‘‘any sale of a security which the
seller does not own or any sale which is
consummated by the delivery of a security
borrowed by, or for the account of, the seller.’’ 17
CFR 242.200(a).
6 See 17 CFR 242.201; Securities Exchange Act
Release No. 61595 (February 26, 2010), 75 FR 11232
(March 10, 2010).
7 Rule 201(a)(1) of Regulation SHO defines the
term ‘‘covered security’’ to mean any ‘‘NMS stock’’
as defined under Rule 600(b)(47) of Regulation
NMS. Rule 600(b)(47) of Regulation NMS defines an
‘‘NMS stock’’ as ‘‘any NMS security other than an
option.’’ Rule 600(b)(46) of Regulation NMS defines
an ‘‘NMS security’’ as ‘‘any security or class of
securities for which transaction reports are
collected, processed, and made available pursuant
to an effective transaction reporting plan, or an
effective national market system plan for reporting
transactions in listed options.’’ 17 CFR
242.201(a)(1); 17 CFR 242.600(b)(46); and 17 CFR
242.600(b)(47).
8 Rule 201(a)(9) of Regulation SHO states that the
term ‘‘Trading Center’’ shall have the same meaning
as in Rule 600(b)(78) of Regulation NMS. Rule
600(b)(78) of Regulation NMS defines a ‘‘Trading
Center’’ as ‘‘a national securities exchange or
national securities association that operates an SRO
trading facility, an alternative trading system, an
exchange market maker, an OTC market maker, or
any other broker or dealer that executes orders
internally by trading as principal or crossing orders
as agent.’’ 17 CFR 242.200(a)(9); 17 CFR
242.600(b)(78).
9 17 CFR 242.201(a)(4); 17 CFR 242.600(b)(42).
10 17 CFR 242.201(b)(1).
11 In order to use consistent terminology, the
Exchange proposes to replace the term ‘‘short sale
price test restriction’’ with ‘‘Short Sale Circuit
Breaker’’ within the first sentence of Rule 11.11(a).
12 See Exchange Rule 11.6(q)(1).
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Agencies
[Federal Register Volume 81, Number 210 (Monday, October 31, 2016)]
[Notices]
[Pages 75456-75458]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-26131]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-79148; File No. SR-BatsBYX-2016-27]
Self-Regulatory Organizations; Bats BYX Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of a Proposed Rule Change To Amend
BYX Rule 11.13, Order Execution and Routing
October 25, 2016.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(the ``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given
that on October 12, 2016, Bats BYX Exchange, Inc. (the ``Exchange'' or
``BYX'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I, II,
and III below, which Items have been prepared by the Exchange. The
Exchange has designated this proposal as a ``non-controversial''
proposed rule change pursuant to Section 19(b)(3)(A) of the Act \3\ and
Rule 19b-4(f)(6)(iii) thereunder,\4\ which renders it effective upon
filing with the Commission. The Commission is publishing this notice to
solicit comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ 15 U.S.C. 78s(b)(3)(A).
\4\ 17 CFR 240.19b-4(f)(6)(iii).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of the
Substance of the Proposed Rule Change
The Exchange filed a proposal to amend Exchange Rule 11.13(b)(1) to
describe when an order marked as ``short'' may be eligible for routing
when a short sale price test restriction is in effect.
The text of the proposed rule change is available at the Exchange's
Web site at www.batstrading.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 parts of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend Exchange Rule 11.13(b)(1) to
describe when an order to sell marked \5\ as ``short'' \6\ may be
eligible for routing when a short sale price test restriction is in
effect. Under Rule 201 of Regulation SHO,\7\ short sale orders in a
covered security \8\ generally cannot be executed or displayed by a
Trading Center,\9\ such as the Exchange, at a price that is at or below
the current national best bid (``NBB'') \10\ when a short sale circuit
breaker is in effect for the covered security (the ``short sale price
test restriction'').\11\
---------------------------------------------------------------------------
\5\ 17 CFR 242.200(g).
\6\ The term ``short sale'' is defined as ``any sale of a
security which the seller does not own or any sale which is
consummated by the delivery of a security borrowed by, or for the
account of, the seller.'' 17 CFR 242.200(a).
\7\ See 17 CFR 242.201; Securities Exchange Act Release No.
61595 (February 26, 2010), 75 FR 11232 (March 10, 2010).
\8\ Rule 201(a)(1) of Regulation SHO defines the term ``covered
security'' to mean any ``NMS stock'' as defined under Rule
600(b)(47) of Regulation NMS. Rule 600(b)(47) of Regulation NMS
defines an ``NMS stock'' as ``any NMS security other than an
option.'' Rule 600(b)(46) of Regulation NMS defines an ``NMS
security'' as ``any security or class of securities for which
transaction reports are collected, processed, and made available
pursuant to an effective transaction reporting plan, or an effective
national market system plan for reporting transactions in listed
options.'' 17 CFR 242.201(a)(1); 17 CFR 242.600(b)(46); and 17 CFR
242.600(b)(47).
\9\ Rule 201(a)(9) of Regulation SHO states that the term
``Trading Center'' shall have the same meaning as in Rule 600(b)(78)
of Regulation NMS. Rule 600(b)(78) of Regulation NMS defines a
``Trading Center'' as ``a national securities exchange or national
securities association that operates an SRO trading facility, an
alternative trading system, an exchange market maker, an OTC market
maker, or any other broker or dealer that executes orders internally
by trading as principal or crossing orders as agent.'' 17 CFR
242.200(a)(9); 17 CFR 242.600(b)(78).
\10\ 17 CFR 242.201(a)(4); 17 CFR 242.600(b)(42).
\11\ 17 CFR 242.201(b)(1).
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Under Rule 11.13(b)(1), an order marked ``short'' when a short sale
price test restriction is in effect is not eligible for routing by the
Exchange. If an order is ineligible for routing due to a short sale
price test restriction and such order is an Immediate or Cancel
(``IOC'') Order \12\ or a BYX Market Order,\13\ then
[[Page 75457]]
the order will be cancelled. If an order is ineligible for routing due
to a short sale price test restriction and such order is a Limit
Order,\14\ the Exchange will post the unfilled balance of the order to
the BYX Book,\15\ subject to the price sliding process as defined in
paragraph (g) of Exchange Rule 11.9.\16\
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\12\ See Exchange Rule 11.9(b)(1).
\13\ See Exchange Rule 11.9(a)(2). The Exchange also proposes to
remove the reference to BYX Market Orders in Rule 11.13(b)(1) as BYX
Market Orders with a time-in-force of Day that are ineligible for
routing due to a short sale price test restriction pursuant to Rule
201 of Regulation SHO are not cancelled, but rather posted to the
BYX Book pursuant to Exchange Rule 11.9(a)(2). All other BYX Market
Orders are handled in accordance with Exchange Rule 11.13(a).
\14\ See Exchange Rule 11.9(a)(1).
\15\ See Exchange Rule 1.5(e).
\16\ In sum, under Exchange Rule 11.9(g), a short sale order
that, at the time of entry, could not be executed or displayed in
compliance with Rule 201 of Regulation SHO will be re-priced by the
System at one minimum price variation above the current NBB
(``Permitted Price''). See Exchange Rule 11.9(g) for a full
description of the Exchange's Short Sale Price Sliding Process.
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The Exchange proposes to specify in Rule 11.13 that orders marked
``short'' may be eligible for routing by the Exchange when a short sale
price test restriction is in effect where the User \17\ selects the
Post to Away \18\ routing option.\19\ In contrast to all other routing
strategies, which are routed to other Trading Centers for immediate
execution, the Post to Away routing option is an order that is sent to
other Trading Centers for posting and/or later execution as further
described below. Under the Post to Away routing option, the remainder
of a routed order is routed to and posted to the order book of a
destination on the System routing table,\20\ as specified by the User.
Orders routed pursuant to the Post to Away routing option that are
identified as ``short'' are subject to the receiving Trading Center's
processes for handling short sale orders in compliance with Rule 201 of
Regulation SHO.\21\
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\17\ See Exchange Rule 1.5(cc).
\18\ See 11.13(b)(3)(H).
\19\ The Exchange also proposes to specify within Rule
11.13(b)(1) that the short sale price test restriction is declared
pursuant to Rule 201 of Regulation SHO.
\20\ The term ``System routing table'' is defined as the ``the
proprietary process for determining the specific trading venues to
which the System routes orders and the order in which it routes
them.'' See Exchange Rule 11.13(b)(3).
\21\ See, e.g., Nasdaq Stock Market LLC (``Nasdaq'') Rule 4763;
New York Stock Exchange, Inc. (``NYSE'') Rule 440B; and Nasdaq's
Regulation SHO Frequently Asked Questions (updated March 10, 2011),
available at https://nasdaqtrader.com/content/marketregulation/regsho/regshoFAQs.pdf.
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Under Exchange Rule 11.13(b)(1), IOC Orders marked ``short'' that
are not eligible for routing during a short sale price test restriction
will continue to be cancelled.\22\ The unfilled portions of Limit
Orders marked ``short'' that are ineligible for routing due to a short
sale price test restriction Exchange will continue to be posted to the
BYX Book subject to the price sliding process as defined in paragraph
(g) of Exchange Rule 11.9.
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\22\ See supra note 13.
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2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with Section 6(b) of the Act \23\ and furthers the objectives of
Section 6(b)(5) of the Act \24\ because it is designed to promote just
and equitable principles of trade, remove impediments to and perfect
the mechanism of a free and open market and a national market system,
foster cooperation and coordination with persons engaged in
facilitating transactions in securities, and, in general, protect
investors and the public interest. Specifically, the proposed changes
are designed to ensure clarity in the Exchange's rulebook with respect
to the routing of orders in compliance with Rule 201 of Regulation SHO.
In addition, providing Users the ability to send short sale orders that
are routable pursuant to the Post to Away routing option provides them
additional flexibility with regard to the handling of their orders. The
Exchange notes that short sale orders routed pursuant to the Post to
Away routing option are identified as ``short'' and, therefore, subject
to the receiving Trading Center's processes for handling short sale
orders in compliance with Rule 201 of Regulation SHO.\25\ The Exchange
also notes that other national securities exchanges do not expressly
prohibit the routing of short sale orders. For example, Nasdaq and NYSE
Arca, Inc. (``NYSE Arca'') allow for the routing of short sale orders
generally, and do not limit a short sale order's ability to route to
certain routing options.\26\ Thus, the proposal is directly targeted at
removing impediments to and perfecting the mechanism of a free and open
market and national market system. The proposed rule change also is
designed to support the principles of Section 11A(a)(1) \27\ of the Act
in that it seeks to assure fair competition among brokers and dealers
and among exchange markets.
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\23\ 15 U.S.C. 78f(b).
\24\ 15 U.S.C. 78f(b)(5).
\25\ See supra note 21.
\26\ See e.g., Nasdaq Rules 4702(a) (stating generally that an
``[o]rder may . . . may be routed to other market centers for
potential execution if designated as `Routable' '') and 4763 (not
prohibiting the routing of a short sale order during a short sale
price test). See also e.g., NYSE Arca Rule 7.6P (not prohibiting the
routing of a short sale order during a short sale price test).
\27\ 15 U.S.C. 78k-1(a)(1).
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
result in any burden on competition that is not necessary or
appropriate in furtherance of the purposes of the Act. The Exchange is
simply proposing to reflect in its rules that orders marked ``short''
may be routed to an away market for execution under one specific
routing strategy offered by the Exchange.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange has neither solicited nor received written comments on
the proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change does not: (A)
Significantly affect the protection of investors or the public
interest; (B) impose any significant burden on competition; and (C) by
its terms, become operative for 30 days from the date on which it was
filed or such shorter time as the Commission may designate it has
become effective pursuant to Section 19(b)(3)(A) of the Act \28\ and
paragraph (f)(6) of Rule 19b-4 thereunder,\29\ the Exchange has
designated this rule filing as non-controversial. The Exchange has
given the Commission written notice of its intent to file the proposed
rule change, along with a brief description and text of the proposed
rule change at least five business days prior to the date of filing of
the proposed rule change, or such shorter time as designated by the
Commission.
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\28\ 15 U.S.C. 78s(b)(3)(A).
\29\ 17 CFR 240.19b-4.
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At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is: (1)
Necessary or appropriate in the public interest; (2) for the protection
of investors; or (3) otherwise in furtherance of the purposes of the
Act. If the Commission takes such action, the Commission shall
institute proceedings to determine whether the proposed rule should be
approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act.
[[Page 75458]]
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-BatsBYX-2016-27 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-BatsBYX-2016-27. 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-BatsBYX-2016-27, and should
be submitted on or before November 21, 2016.
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\30\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\30\
Brent J. Fields,
Secretary.
[FR Doc. 2016-26131 Filed 10-28-16; 8:45 am]
BILLING CODE 8011-01-P