Self-Regulatory Organizations; Bats EDGX Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend EDGX Rule 11.11, Routing to Away Trade Centers, 75458-75460 [2016-26134]
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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).
VerDate Sep<11>2014
Self-Regulatory Organizations; Bats
EDGX Exchange, Inc.; Notice of Filing
and Immediate Effectiveness of a
Proposed Rule Change To Amend
EDGX Rule 11.11, Routing to Away
Trade Centers
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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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Federal Register / Vol. 81, No. 210 / Monday, October 31, 2016 / Notices
be cancelled. For any other order
ineligible for routing due to a Short Sale
Circuit Breaker being in effect, the
Exchange will post the unfilled balance
of the order to the EDGX Book,13 treat
the order as if it included a Book Only 14
or Post Only 15 instruction, and subject
it to the Re-Pricing Instructions to
Comply with Rule 201 of Regulation
SHO, as described in Rule Exchange
11.6(l)(2),16 unless the User has elected
the order Cancel Back as described in
Exchange Rule 11.6(b).
The Exchange proposes to specify in
Rule 11.11(a) that orders that include a
Short Sale instruction may be eligible
for routing by the Exchange when a
Short Sale Circuit Breaker is in effect
where the User 17 selects either the Post
to Away 18 or ROOC 19 routing options.
In contrast to all other routing strategies,
which are routed to other Trading
Centers for immediate, the Post to Away
and ROOC routing options are orders
that are 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. ROOC is a routing option for
orders that the User wishes to designate
for participation in the opening, reopening (following a halt, suspension,
or pause), or closing process of a
primary listing market other than the
Exchange (e.g., the New York Stock
Exchange, Inc. (‘‘NYSE’’), Nasdaq Stock
Market LLC (‘‘Nasdaq’’), NYSE MKT
LLC, or NYSE Arca, Inc. (‘‘NYSE Arca’’))
if received before the opening/reopening/closing time of such market. If
shares remain unexecuted after
attempting to execute in the opening, reopening, or closing process, they are
either posted to the EDGX Book,
executed, or routed to destinations on
13 See
Exchange Rule 1.5(d).
Exchange Rule 11.6(n)(3).
15 See Exchange Rule 11.6(n)(4).
16 In sum, under Exchange Rule 11.6(l)(2), an
order to sell with a Short Sale instruction 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
the Permitted Price. See Exchange Rule 11.6(l)(2)
for a full description of the Exchange’s Re-Pricing
Instructions to Comply with Rule 201 of Regulation
SHO.
17 See Exchange Rule 1.5(cc).
18 See 11.11(g)(12).
19 See 11.11(g)(8).
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 11.11(g).
sradovich on DSK3GMQ082PROD with NOTICES
14 See
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17:53 Oct 28, 2016
Jkt 241001
the System routing table.21 Orders
routed pursuant to the Post to Away and
ROOC routing options that include a
Short Sale instruction 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.22
Under Exchange Rule 11.11(a), orders
that include a Short Sale instruction and
a Time-in-Force of IOC that are not
eligible for routing during a Short Sale
Circuit Breaker will continue to be
cancelled. For any other order that
includes a Short Sale instruction that is
ineligible for routing due to a Short Sale
Circuit Breaker being in effect, the
Exchange will continue to post the
unfilled balance of the order to the
EDGX Book, treat the order as if it
included a Book Only or Post Only
instruction, and subject it to the RePricing Instructions to Comply with
Rule 201 of Regulation SHO, as
described in Rule 11.6(l)(2), unless the
User has elected the order Cancel Back
as described in Rule 11.6(b).
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 and ROOC
routing options provides them
additional flexibility with regard to the
handling of their orders. The Exchange
notes that orders that include a Short
Sale instruction routed pursuant to the
Post to Away or ROOC routing options
are identified as ‘‘short’’ and, therefore,
subject to the receiving Trading Center’s
processes for handling short sale orders
in compliance with 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 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.
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 that include a
Short Sale instruction may be routed to
an away marked for execution under
two specific routing strategies 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
25 See
supra note 21.
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).
28 15 U.S.C. 78s(b)(3)(A).
29 17 CFR 240.19b–4.
26 See
21 Shares returned to the Exchange after routing
are handled in accordance with Exchange Rules,
including Rule 11.10(a).
22 See, e.g., Nasdaq Rule 4763; 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.
23 15 U.S.C. 78f(b).
24 15 U.S.C. 78f(b)(5).
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75459
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75460
Federal Register / Vol. 81, No. 210 / Monday, October 31, 2016 / Notices
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.
Comments may be submitted by any of
the following methods:
sradovich on DSK3GMQ082PROD 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–
BatsEDGX–2016–54 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–BatsEDGX–2016–54. 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
VerDate Sep<11>2014
17:53 Oct 28, 2016
Jkt 241001
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–
BatsEDGX–2016–54, 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. 2016–26134 Filed 10–28–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–79153; File No. SR–OPRA–
2016–02]
Options Price Reporting Authority;
Notice of Filing and Immediate
Effectiveness of Proposed Amendment
to the Plan for Reporting of
Consolidated Options Last Sale
Reports and Quotation Information To
Amend OPRA’s Non-Display Use Fees
October 25, 2016.
Pursuant to Section 11A of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 608 thereunder,2
notice is hereby given that on
September 29, 2016, the Options Price
Reporting Authority (‘‘OPRA’’)
submitted to the Securities and
Exchange Commission (‘‘Commission’’)
an amendment to the Plan for Reporting
of Consolidated Options Last Sale
Reports and Quotation Information
(‘‘OPRA Plan’’).3 The OPRA Plan
30 17
CFR 200.30–3(a)(12).
U.S.C. 78k–1.
2 17 CFR 242.608.
3 The OPRA Plan is a national market system plan
approved by the Commission pursuant to Section
11A of the Act and Rule 608 thereunder. See
Securities Exchange Act Release No. 17638 (March
18, 1981), 22 SEC Docket 484 (March 31, 1981). The
full text of the OPRA Plan is available at https://
www.opradata.com. The OPRA Plan provides for
the collection and dissemination of last sale and
quotation information on options that are traded on
the participant exchanges. The fourteen participants
to the OPRA Plan are BATS BZX Exchange, Inc.,
BATS EDGX Exchange, Inc., BOX Options
Exchange, LLC, Chicago Board Options Exchange,
Incorporated, C2 Options Exchange, Incorporated,
International Securities Exchange, LLC, ISE Gemini,
LLC, ISE Mercury, LLC, Miami International
1 15
PO 00000
Frm 00091
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Amendment would implement changes
to OPRA’s Non-Display Use Fees on
November 1, 2016. The Commission is
publishing this notice to provide
interested persons an opportunity to
submit written comments on the OPRA
Plan amendment.
I. Description and Purpose of the Plan
Amendment
OPRA proposes to amend footnotes 10
and 11 in the OPRA Fee Schedule to
clarify the application of OPRA’s ‘‘NonDisplay Use’’ fees in certain respects.4
OPRA is not proposing any changes in
the Non-Display Use fees themselves,
although OPRA does propose to add the
word ‘‘Monthly’’ to the first phrase in
the Non-Display Use Fee entry in the
Fee Schedule.
(a) Elimination of the Term ‘‘Datafeed’’
OPRA proposes to eliminate the use
of the term ‘‘datafeed’’ in footnotes 10
and 11. Some OPRA Vendors have
argued that the use of the term
‘‘datafeed’’ in these footnotes provides a
basis for saying that the Non-Display
Use fees are not applicable to their
downstream OPRA data recipients. That
argument is based on a separate OPRA
Policy entitled ‘‘Datafeeds.’’ 5 In that
Policy, the term ‘‘datafeed’’ is defined as
‘‘any uncontrolled retransmission of
OPRA market data.’’ The argument has
been that an OPRA Vendor and its
downstream data recipients are not
making Non-Display Use of OPRA data
if the Vendor ‘‘controls’’—that is,
entitles—the server on which the NonDisplay Use of the OPRA data is made.
From OPRA’s perspective, this is
clearly incorrect. The Datafeeds Policy
is directed to describing how OPRA data
is received, in order to explain the
circumstances in which an OPRA data
recipient needs to be a party to a
‘‘Vendor Agreement’’, a ‘‘Direct Access
Rider’’ and/or an ‘‘Indirect Access
Rider’’. The Datafeeds Policy is not
relevant to the question of how OPRA
data is used, specifically the question of
whether a particular use of OPRA data
constitutes ‘‘Non-Display Use.’’ OPRA
believes that the Datafeeds Policy is
irrelevant to the question of the
applicability of Non-Display Use fees.
Nonetheless, OPRA recognizes that
the use of the term ‘‘datafeed’’ in
separate OPRA documents with
Securities Exchange, LLC, NASDAQ BX, Inc.,
NASDAQ PHLX LLC, The NASDAQ Stock Market
LLC, NYSE MKT LLC, and NYSE Arca, Inc.
4 OPRA proposed its current Non-Display Use
fees in Securities Exchange Act Release No. 77584
(April 12, 2016), 81 FR 22670 (April 18, 2016) (File
No. OPRA–2015–01).
5 This Policy is available on the OPRA Web site
under the ‘‘Policies’’ tab.
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Agencies
[Federal Register Volume 81, Number 210 (Monday, October 31, 2016)]
[Notices]
[Pages 75458-75460]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-26134]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-79151; File No. SR-BatsEDGX-2016-54]
Self-Regulatory Organizations; Bats EDGX Exchange, Inc.; Notice
of Filing and Immediate Effectiveness of a Proposed Rule Change To
Amend EDGX Rule 11.11, Routing to Away Trade Centers
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 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.
---------------------------------------------------------------------------
\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 11.11(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 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 11.11(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\
---------------------------------------------------------------------------
\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).
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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 Immediate-or-Cancel (``IOC''),\12\ then the order will
[[Page 75459]]
be cancelled. For any other order ineligible for routing due to a Short
Sale Circuit Breaker being in effect, the Exchange will post the
unfilled balance of the order to the EDGX Book,\13\ treat the order as
if it included a Book Only \14\ or Post Only \15\ instruction, and
subject it to the Re-Pricing Instructions to Comply with Rule 201 of
Regulation SHO, as described in Rule Exchange 11.6(l)(2),\16\ unless
the User has elected the order Cancel Back as described in Exchange
Rule 11.6(b).
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\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).
\13\ See Exchange Rule 1.5(d).
\14\ See Exchange Rule 11.6(n)(3).
\15\ See Exchange Rule 11.6(n)(4).
\16\ In sum, under Exchange Rule 11.6(l)(2), an order to sell
with a Short Sale instruction 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 the Permitted Price. See
Exchange Rule 11.6(l)(2) for a full description of the Exchange's
Re-Pricing Instructions to Comply with Rule 201 of Regulation SHO.
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The Exchange proposes to specify in Rule 11.11(a) that orders that
include a Short Sale instruction may be eligible for routing by the
Exchange when a Short Sale Circuit Breaker is in effect where the User
\17\ selects either the Post to Away \18\ or ROOC \19\ routing options.
In contrast to all other routing strategies, which are routed to other
Trading Centers for immediate, the Post to Away and ROOC routing
options are orders that are 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. ROOC is a routing option for
orders that the User wishes to designate for participation in the
opening, re-opening (following a halt, suspension, or pause), or
closing process of a primary listing market other than the Exchange
(e.g., the New York Stock Exchange, Inc. (``NYSE''), Nasdaq Stock
Market LLC (``Nasdaq''), NYSE MKT LLC, or NYSE Arca, Inc. (``NYSE
Arca'')) if received before the opening/re-opening/closing time of such
market. If shares remain unexecuted after attempting to execute in the
opening, re-opening, or closing process, they are either posted to the
EDGX Book, executed, or routed to destinations on the System routing
table.\21\ Orders routed pursuant to the Post to Away and ROOC routing
options that include a Short Sale instruction 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.\22\
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\17\ See Exchange Rule 1.5(cc).
\18\ See 11.11(g)(12).
\19\ See 11.11(g)(8).
\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 11.11(g).
\21\ Shares returned to the Exchange after routing are handled
in accordance with Exchange Rules, including Rule 11.10(a).
\22\ See, e.g., Nasdaq Rule 4763; 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 11.11(a), orders that include a Short Sale
instruction and a Time-in-Force of IOC that are not eligible for
routing during a Short Sale Circuit Breaker will continue to be
cancelled. For any other order that includes a Short Sale instruction
that is ineligible for routing due to a Short Sale Circuit Breaker
being in effect, the Exchange will continue to post the unfilled
balance of the order to the EDGX Book, treat the order as if it
included a Book Only or Post Only instruction, and subject it to the
Re-Pricing Instructions to Comply with Rule 201 of Regulation SHO, as
described in Rule 11.6(l)(2), unless the User has elected the order
Cancel Back as described in Rule 11.6(b).
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 and ROOC routing options
provides them additional flexibility with regard to the handling of
their orders. The Exchange notes that orders that include a Short Sale
instruction routed pursuant to the Post to Away or ROOC routing options
are identified as ``short'' and, therefore, subject to the receiving
Trading Center's processes for handling short sale orders in compliance
with 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 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 that include a
Short Sale instruction may be routed to an away marked for execution
under two specific routing strategies 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
[[Page 75460]]
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. 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-BatsEDGX-2016-54 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-BatsEDGX-2016-54. 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-BatsEDGX-2016-54, 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.
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\30\ 17 CFR 200.30-3(a)(12).
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[FR Doc. 2016-26134 Filed 10-28-16; 8:45 am]
BILLING CODE 8011-01-P