Self-Regulatory Organizations; NASDAQ BX, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend Chapter VI, Section 5 To Extend the Penny Pilot Program, 87639-87641 [2016-29041]
Download as PDF
Federal Register / Vol. 81, No. 233 / Monday, December 5, 2016 / Notices
information is necessary for the proper
performance of the functions of the
agency, including whether the
information will have practical utility;
(b) the accuracy of the agency’s estimate
of the burden of the collection of
information; (c) ways to enhance the
quality, utility, and clarity of the
information collected; and (d) ways to
minimize the burden of the collection of
information on respondents, including
through the use of automated collection
techniques or other forms of information
technology. Consideration will be given
to comments and suggestions submitted
in writing within 60 days of this
publication.
Please direct your written comments
to Pamela Dyson, Director/Chief
Information Officer, Securities and
Exchange Commission, C/O Remi
Pavlik-Simon, 100 F Street NE.,
Washington, DC 20549; or send an email
to: PRA_Mailbox@sec.gov.
Dated: November 22, 2016.
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–29085 Filed 12–2–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–79420; File No. SR–BX–
2016–062]
Self-Regulatory Organizations;
NASDAQ BX, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Amend Chapter VI,
Section 5 To Extend the Penny Pilot
Program
November 29, 2016.
sradovich on DSK3GMQ082PROD with NOTICES
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 November
16, 2016, NASDAQ BX, Inc. (‘‘BX’’ 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 Substance of
the Proposed Rule Change
The Exchange proposes to amend
Chapter VI, Section 5 (Minimum
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
19:12 Dec 02, 2016
NASDAQ BX Rules
Options Rules
*
*
*
*
*
Chapter VI Trading Systems
*
*
*
*
*
Sec. 5 Minimum Increments
(a) The Board may establish minimum
quoting increments for options contracts
traded on BX Options. Such minimum
increments established by the Board
will be designated as a stated policy,
practice, or interpretation with respect
to the administration of this Section
within the meaning of Section 19 of the
Exchange Act and will be filed with the
SEC as a rule change for effectiveness
upon filing. Until such time as the
Board makes a change in the
increments, the following principles
shall apply:
(1)–(2) No Change.
(3) For a pilot period scheduled to
expire on [December 31, 2016] June 30,
2017 or the date of permanent approval,
if earlier, if the options series is trading
pursuant to the Penny Pilot program one
(1) cent if the options series is trading
at less than $3.00, five (5) cents if the
options series is trading at $3.00 or
higher, unless for QQQQs, SPY and
IWM where the minimum quoting
increment will be one cent for all series
regardless of price. A list of such
options shall be communicated to
membership via an Options Trader Alert
(‘‘OTA’’) posted on the Exchange’s Web
site.
The Exchange may replace any pilot
issues that have been delisted with the
next most actively traded multiply
listed options classes that are not yet
included in the pilot, based on trading
activity in the previous six months. The
replacement issues may be added to the
pilot on the second trading day
following [July 1, 2016] January 1, 2017.
(4) No Change.
(b) No Change.
*
*
*
*
*
The text of the proposed rule change
is also available on the Exchange’s Web
3 References herein to Chapter and Series refer to
rules of the BX Options Market (‘‘BX Options’’),
unless otherwise noted.
1 15
VerDate Sep<11>2014
Increments),3 to extend through June 30,
2017 or the date of permanent approval,
if earlier, the Penny Pilot Program in
options classes in certain issues (‘‘Penny
Pilot’’ or ‘‘Pilot’’), and to change the
date when delisted classes may be
replaced in the Penny Pilot.
The text of the proposed rule change
is set forth below.
Proposed new language is italicized
and deleted text is in brackets.
Jkt 241001
PO 00000
Frm 00110
Fmt 4703
Sfmt 4703
87639
site at https://
nasdaqomxbx.cchwallstreet.com, at the
principal office of the Exchange, and at
the Commission’s Public Reference
Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of this filing is to amend
Chapter VI, Section 5, to extend the
Penny Pilot through June 30, 2017 or the
date of permanent approval, if earlier,4
and to change the date when delisted
classes may be replaced in the Penny
Pilot. The Exchange believes that
extending the Penny Pilot will allow for
further analysis of the Penny Pilot and
a determination of how the program
should be structured in the future.
Under the Penny Pilot, the minimum
price variation for all participating
options classes, except for the Nasdaq100 Index Tracking Stock (‘‘QQQQ’’),
the SPDR S&P 500 Exchange Traded
Fund (‘‘SPY’’) and the iShares Russell
2000 Index Fund (‘‘IWM’’), is $0.01 for
all quotations in options series that are
quoted at less than $3 per contract and
$0.05 for all quotations in options series
that are quoted at $3 per contract or
greater. QQQQ, SPY and IWM are
quoted in $0.01 increments for all
options series. The Penny Pilot is
currently scheduled to expire on
December 31, 2016.
The Exchange proposes to extend the
time period of the Penny Pilot through
June 30, 2017 or the date of permanent
approval, if earlier, and to provide a
revised date for adding replacement
issues to the Penny Pilot. The Exchange
proposes that any Penny Pilot Program
issues that have been delisted may be
4 The options exchanges in the U.S. that have
pilot programs similar to the Penny Pilot (together
‘‘pilot programs’’) are currently working on a
proposal for permanent approval of the respective
pilot programs.
E:\FR\FM\05DEN1.SGM
05DEN1
87640
Federal Register / Vol. 81, No. 233 / Monday, December 5, 2016 / Notices
replaced on the second trading day
following January 1, 2017. The
replacement issues will be selected
based on trading activity in the previous
six months.5
This filing does not propose any
substantive changes to the Penny Pilot
Program; all classes currently
participating in the Penny Pilot will
remain the same and all minimum
increments will remain unchanged. The
Exchange believes the benefits to public
customers and other market participants
who will be able to express their true
prices to buy and sell options have been
demonstrated to outweigh the potential
increase in quote traffic.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act,6 in general, and furthers the
objectives of Section 6(b)(5) of the Act,7
in particular, in that it is designed to
prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, to foster
cooperation and coordination with
persons engaged in facilitating
transactions in securities, and 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.
In particular, the proposed rule
change, which extends the Penny Pilot
for an additional six months through
June 30, 2017 or the date of permanent
approval, if earlier, and changes the date
for replacing Penny Pilot issues that
were delisted to the second trading day
following January 1, 2017, will enable
public customers and other market
participants to express their true prices
to buy and sell options for the benefit
of all market participants. This is
consistent with the Act.
sradovich on DSK3GMQ082PROD with NOTICES
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
5 The replacement issues will be announced to
the Exchange’s membership via an Options Trader
Alert (OTA) posted on the Exchange’s Web site.
Penny Pilot replacement issues will be selected
based on trading activity in the previous six
months, as is the case today. The replacement
issues would be identified based on The Options
Clearing Corporation’s trading volume data. For
example, for the January replacement, trading
volume from May 30, 2016 through November 30,
2016 would be analyzed. The month immediately
preceding the replacement issues’ addition to the
Pilot Program (i.e., December) would not be used for
purposes of the six-month analysis.
6 15 U.S.C. 78f(b).
7 15 U.S.C. 78f(b)(5).
VerDate Sep<11>2014
19:12 Dec 02, 2016
Jkt 241001
of the purposes of the Act. To the
contrary, this proposal is procompetitive because it allows Penny
Pilot issues to continue trading on the
Exchange.
Moreover, the Exchange believes that
the proposed rule change will allow for
further analysis of the Pilot and a
determination of how the Pilot should
be structured in the future; and will
serve to promote regulatory clarity and
consistency, thereby reducing burdens
on the marketplace and facilitating
investor protection.
The Pilot is an industry-wide
initiative supported by all other option
exchanges. The Exchange believes that
extending the Pilot will allow for
continued competition between market
participants on the Exchange trading
similar products as their counterparts
on other exchanges, while at the same
time allowing the Exchange to continue
to compete for order flow with other
exchanges in option issues trading as
part of the Pilot.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A)(iii) of the Act 8 and
subparagraph (f)(6) of Rule 19b–4
thereunder.9
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: (i) Necessary or appropriate in
the public interest; (ii) for the protection
of investors; or (iii) otherwise in
furtherance of the purposes of the Act.
If the Commission takes such action, the
Commission shall institute proceedings
8 15
U.S.C. 78s(b)(3)(A)(iii).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6) requires a self-regulatory organization to give
the Commission written notice of its intent to file
the proposed rule change at least five business days
prior to the date of filing of the proposed rule
change, or such shorter time as designated by the
Commission. The Exchange has satisfied this
requirement.
9 17
PO 00000
Frm 00111
Fmt 4703
Sfmt 4703
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–
BX–2016–062 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–2016–062. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml).
Copies of the submission, all
subsequent amendments, all written
statements with respect to the proposed
rule change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street, NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly.
All submissions should refer to File
Number SR–BX–2016–062 and should
be submitted on or before December 27,
2016.
E:\FR\FM\05DEN1.SGM
05DEN1
Federal Register / Vol. 81, No. 233 / Monday, December 5, 2016 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–29041 Filed 12–2–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–79423; File No. SR–CBOE–
2016–078]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing of a
Proposed Rule Change, as Modified by
Amendment No. 1 Thereto, Relating to
Disaster Recovery
November 29, 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 November
16, 2016, Chicago Board Options
Exchange, Incorporated (‘‘CBOE’’ or the
‘‘Exchange’’) 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. On
November 28, 2016, the Exchange filed
Amendment No. 1 to the proposal.3 The
Commission is publishing this notice to
solicit comments on the proposed rule
change, as modified by Amendment No.
1, from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
Rule 6.18 relating to disaster recovery.
The text of the proposed rule change is
available on the Exchange’s Web site
(https://www.cboe.com/AboutCBOE/
CBOELegalRegulatoryHome.aspx), at
the Exchange’s Office of the Secretary,
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
sradovich on DSK3GMQ082PROD with NOTICES
In its filing with the Commission, the
Exchange included statements
10 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 In Amendment No. 1, the Exchange provided in
new footnote 11 additional explanation about how
its business continuity and disaster recovery plans
are reasonably designed to achieve two-hour
resumption of trading systems essential to
conducting business on the Exchange.
1 15
VerDate Sep<11>2014
19:12 Dec 02, 2016
Jkt 241001
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 the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
Background
The Exchange adopted Rule 6.18 in
2006 for the limited purpose of
providing alternative means of
operation in the event of a physical
disaster. In particular, Rule 6.18, as
originally adopted, was intended to deal
with trading floor closures, providing
for the operation of a ‘‘Disaster Recovery
Facility’’ (‘‘DRF’’) in the event that a
disaster or other unusual circumstance
rendered the trading floor inoperable.4
Under original Rule 6.18, if the
Exchange were forced to halt trading
due to a disaster or other physical
impairment of its trading floor, the
Exchange and its members 5 could
operate remotely in a screen-based only
environment from the DRF while the
trading floor was unavailable. While
operating from the DRF, open outcry
trading would be suspended.
In 2012, Rule 6.18 was amended in
connection with the Exchange’s
relocation of its primary data center to
the East Coast and the consequent
conversion of its former primary data
center to a back-up data center in
Chicago.6 Specifically, Rule 6.18 was
amended to address other situations in
which the primary data center could
continue to operate despite the trading
floor being rendered inoperable or in
which the back-up data center might be
4 See Securities Exchange Act Release No. 54171
(July 19, 2006), 71 FR 42427 (July 26, 2006) (Order
Approving Proposed Rule Change and Amendment
No. 1 Thereto Regarding a Disaster Recovery
Facility) (SR–CBOE–2006–001).
5 Prior to its demutualization in 2010, the
Exchange was a member-owned organization. See
Securities Exchange Act Release No. 62382 (June
25, 2010), 75 FR 38164 (July 1, 2010) (Notice of
Filing and Immediate Effectiveness of Proposed
Rule Change Relating to Conforming Changes in
Connection With Demutualization) (SR–CBOE–
2010–058). Individuals and organizations that may
trade on CBOE are now referred to as Trading
Permit Holders (‘‘TPHs’’).
6 See Securities Exchange Act Release No. 68301
(November 27, 2012), 77 FR 71650 (December 3,
2012) (Notice of Filing and Order Granting
Accelerated Approval of Proposed Rule Change To
Amend CBOE Rule 6.18 Concerning the Exchange’s
Disaster Recovery Facility) (SR–CBOE–2012–111).
PO 00000
Frm 00112
Fmt 4703
Sfmt 4703
87641
used despite the trading floor being
operational. Specifically, as amended,
Rule 6.18 provided that in the event that
the Exchange were forced to switch
operations to the back-up data center,
the Exchange’s trading floor could still
be used and that in the event that the
trading floor were inoperable, the
Exchange could still operate using a
floorless configuration or screen-based
only environment on the Exchange’s
primary data center. References to the
DRF and other irrelevant portions of the
original rule were eliminated or
replaced with references to Exchange’s
primary and back-up data centers as
appropriate.
In 2015, Rule 6.18 was again amended
to add greater detail to the Exchange’s
disaster recovery rules and harmonize
the disaster recovery rules with newly
implemented disaster recovery-related
regulatory imperatives of Regulation
Systems Compliance and Integrity
(‘‘Regulation SCI’’), which superseded
and replaced the SEC’s voluntary
Automation Review Policy.7 In doing
so, the Exchange made certain changes
to Rule 6.18 to provide additional
details regarding the Exchange’s backup trading systems, business continuity
and disaster recovery plans, and testing
and update its disaster recovery rules to
ensure consistency with Regulation SCI.
The Exchange now proposes to make
additional changes to its disaster
recovery rules to provide the Exchange
authority to take additional steps
necessary to preserve the Exchange’s
ability to conduct business in the event
that the Exchange’s data centers become
inoperable or otherwise unavailable for
use due to a significant systems failure,
disaster or other unusual circumstances
and make clear in the Rules the
intermediary steps that the Exchange
may take to disable certain systems and
users’ connectivity while continuing to
operate its primary data center. The
Exchange believes this authority serves
the interests of all investors and the
general public, because it helps the
Exchange ensure its continuous
operation and ability to maintain fair
and orderly markets in the event of a
7 See Securities Exchange Act Release No. 76203
(October 20, 2015), 80 FR 65258 (October 26, 2015)
(Notice of Filing and Immediate Effectiveness of a
Proposed Rule Change Relating to Disaster
Recovery) (SR–CBOE–2015–088); see also
Securities Exchange Act Release No. 73639
(November 19, 2014), 79 FR at 72252 (December 5,
2014) (Regulation Systems Compliance and
Integrity) (File No. S7–01–13); Securities Exchange
Act Release No. 27445 (November 16, 1989), 54 FR
48703 (November 24, 1989) (Automated Systems of
Self-Regulatory Organizations) (File No. S7–29–89);
Securities Exchange Act Release No. 29185 (May 9,
1991), 56 FR 22490 (May 15, 1991) (Automated
Systems of Self-Regulatory Organizations) (File No.
S7–12–91).
E:\FR\FM\05DEN1.SGM
05DEN1
Agencies
[Federal Register Volume 81, Number 233 (Monday, December 5, 2016)]
[Notices]
[Pages 87639-87641]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-29041]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-79420; File No. SR-BX-2016-062]
Self-Regulatory Organizations; NASDAQ BX, Inc.; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change To Amend Chapter
VI, Section 5 To Extend the Penny Pilot Program
November 29, 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 November 16, 2016, NASDAQ BX, Inc. (``BX'' 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.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend Chapter VI, Section 5 (Minimum
Increments),\3\ to extend through June 30, 2017 or the date of
permanent approval, if earlier, the Penny Pilot Program in options
classes in certain issues (``Penny Pilot'' or ``Pilot''), and to change
the date when delisted classes may be replaced in the Penny Pilot.
---------------------------------------------------------------------------
\3\ References herein to Chapter and Series refer to rules of
the BX Options Market (``BX Options''), unless otherwise noted.
---------------------------------------------------------------------------
The text of the proposed rule change is set forth below.
Proposed new language is italicized and deleted text is in
brackets.
NASDAQ BX Rules
Options Rules
* * * * *
Chapter VI Trading Systems
* * * * *
Sec. 5 Minimum Increments
(a) The Board may establish minimum quoting increments for options
contracts traded on BX Options. Such minimum increments established by
the Board will be designated as a stated policy, practice, or
interpretation with respect to the administration of this Section
within the meaning of Section 19 of the Exchange Act and will be filed
with the SEC as a rule change for effectiveness upon filing. Until such
time as the Board makes a change in the increments, the following
principles shall apply:
(1)-(2) No Change.
(3) For a pilot period scheduled to expire on [December 31, 2016]
June 30, 2017 or the date of permanent approval, if earlier, if the
options series is trading pursuant to the Penny Pilot program one (1)
cent if the options series is trading at less than $3.00, five (5)
cents if the options series is trading at $3.00 or higher, unless for
QQQQs, SPY and IWM where the minimum quoting increment will be one cent
for all series regardless of price. A list of such options shall be
communicated to membership via an Options Trader Alert (``OTA'') posted
on the Exchange's Web site.
The Exchange may replace any pilot issues that have been delisted
with the next most actively traded multiply listed options classes that
are not yet included in the pilot, based on trading activity in the
previous six months. The replacement issues may be added to the pilot
on the second trading day following [July 1, 2016] January 1, 2017.
(4) No Change.
(b) No Change.
* * * * *
The text of the proposed rule change is also available on the
Exchange's Web site at https://nasdaqomxbx.cchwallstreet.com, at the
principal office of the Exchange, and at the Commission's Public
Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of this filing is to amend Chapter VI, Section 5, to
extend the Penny Pilot through June 30, 2017 or the date of permanent
approval, if earlier,\4\ and to change the date when delisted classes
may be replaced in the Penny Pilot. The Exchange believes that
extending the Penny Pilot will allow for further analysis of the Penny
Pilot and a determination of how the program should be structured in
the future.
---------------------------------------------------------------------------
\4\ The options exchanges in the U.S. that have pilot programs
similar to the Penny Pilot (together ``pilot programs'') are
currently working on a proposal for permanent approval of the
respective pilot programs.
---------------------------------------------------------------------------
Under the Penny Pilot, the minimum price variation for all
participating options classes, except for the Nasdaq-100 Index Tracking
Stock (``QQQQ''), the SPDR S&P 500 Exchange Traded Fund (``SPY'') and
the iShares Russell 2000 Index Fund (``IWM''), is $0.01 for all
quotations in options series that are quoted at less than $3 per
contract and $0.05 for all quotations in options series that are quoted
at $3 per contract or greater. QQQQ, SPY and IWM are quoted in $0.01
increments for all options series. The Penny Pilot is currently
scheduled to expire on December 31, 2016.
The Exchange proposes to extend the time period of the Penny Pilot
through June 30, 2017 or the date of permanent approval, if earlier,
and to provide a revised date for adding replacement issues to the
Penny Pilot. The Exchange proposes that any Penny Pilot Program issues
that have been delisted may be
[[Page 87640]]
replaced on the second trading day following January 1, 2017. The
replacement issues will be selected based on trading activity in the
previous six months.\5\
---------------------------------------------------------------------------
\5\ The replacement issues will be announced to the Exchange's
membership via an Options Trader Alert (OTA) posted on the
Exchange's Web site. Penny Pilot replacement issues will be selected
based on trading activity in the previous six months, as is the case
today. The replacement issues would be identified based on The
Options Clearing Corporation's trading volume data. For example, for
the January replacement, trading volume from May 30, 2016 through
November 30, 2016 would be analyzed. The month immediately preceding
the replacement issues' addition to the Pilot Program (i.e.,
December) would not be used for purposes of the six-month analysis.
---------------------------------------------------------------------------
This filing does not propose any substantive changes to the Penny
Pilot Program; all classes currently participating in the Penny Pilot
will remain the same and all minimum increments will remain unchanged.
The Exchange believes the benefits to public customers and other market
participants who will be able to express their true prices to buy and
sell options have been demonstrated to outweigh the potential increase
in quote traffic.
2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act,\6\ in general, and furthers the objectives of Section
6(b)(5) of the Act,\7\ in particular, in that it is designed to prevent
fraudulent and manipulative acts and practices, to promote just and
equitable principles of trade, to foster cooperation and coordination
with persons engaged in facilitating transactions in securities, and 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.
---------------------------------------------------------------------------
\6\ 15 U.S.C. 78f(b).
\7\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
In particular, the proposed rule change, which extends the Penny
Pilot for an additional six months through June 30, 2017 or the date of
permanent approval, if earlier, and changes the date for replacing
Penny Pilot issues that were delisted to the second trading day
following January 1, 2017, will enable public customers and other
market participants to express their true prices to buy and sell
options for the benefit of all market participants. This is consistent
with the Act.
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. To the contrary, this proposal
is pro-competitive because it allows Penny Pilot issues to continue
trading on the Exchange.
Moreover, the Exchange believes that the proposed rule change will
allow for further analysis of the Pilot and a determination of how the
Pilot should be structured in the future; and will serve to promote
regulatory clarity and consistency, thereby reducing burdens on the
marketplace and facilitating investor protection.
The Pilot is an industry-wide initiative supported by all other
option exchanges. The Exchange believes that extending the Pilot will
allow for continued competition between market participants on the
Exchange trading similar products as their counterparts on other
exchanges, while at the same time allowing the Exchange to continue to
compete for order flow with other exchanges in option issues trading as
part of the Pilot.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were either solicited or received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change does not: (i)
Significantly affect the protection of investors or the public
interest; (ii) impose any significant burden on competition; and (iii)
become operative for 30 days from the date on which it was filed, or
such shorter time as the Commission may designate, it has become
effective pursuant to Section 19(b)(3)(A)(iii) of the Act \8\ and
subparagraph (f)(6) of Rule 19b-4 thereunder.\9\
---------------------------------------------------------------------------
\8\ 15 U.S.C. 78s(b)(3)(A)(iii).
\9\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)
requires a self-regulatory organization to give the Commission
written notice of its intent to file the proposed rule change at
least five business days prior to the date of filing of the proposed
rule change, or such shorter time as designated by the Commission.
The Exchange has satisfied this requirement.
---------------------------------------------------------------------------
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: (i)
Necessary or appropriate in the public interest; (ii) for the
protection of investors; or (iii) 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-BX-2016-062 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-2016-062. This
file number should be included on the subject line if email is used. To
help the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml).
Copies of the submission, all subsequent amendments, all written
statements with respect to the proposed rule change that are filed with
the Commission, and all written communications relating to the proposed
rule change between the Commission and any person, other than those
that may be withheld from the public in accordance with the provisions
of 5 U.S.C. 552, will be available for Web site viewing and printing in
the Commission's Public Reference Room, 100 F Street, NE., Washington,
DC 20549, on official business days between the hours of 10:00 a.m. and
3:00 p.m. Copies of the filing also will be available for inspection
and copying at the principal office of the Exchange. All comments
received will be posted without change; the Commission does not edit
personal identifying information from submissions. You should submit
only information that you wish to make available publicly.
All submissions should refer to File Number SR-BX-2016-062 and
should be submitted on or before December 27, 2016.
[[Page 87641]]
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\10\
---------------------------------------------------------------------------
\10\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016-29041 Filed 12-2-16; 8:45 am]
BILLING CODE 8011-01-P