Self-Regulatory Organizations; MIAX PEARL, LLC; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Establish MIAX PEARL Top of Market (“ToM”) and MIAX PEARL Liquidity Feed (“PLF”) Data Products, 9617-9619 [2017-02441]
Download as PDF
Federal Register / Vol. 82, No. 24 / Tuesday, February 7, 2017 / Notices
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closely correlated than the SPX would
mitigate risk because it would enhance
the accuracy of margin requirements in
STANS.
Under the proposed change, a floor of
the sample variance would be
introduced with respect to each scale
factor. The sample variance floor would
mitigate pro-cyclicality risk in the
relevant return scenarios because it
would potentially result in the
collection of more margin during
periods of relatively lower market
volatility. In the absence of using the
sample variance as a floor, the margin
collected could drop significantly
during periods of low volatility and
then dramatically increase when,
between monthly updates to a pending
time series, market events cause
increases in the variance of the
underlying data set for the scale factor.
OCC would also implement
processing changes that would update
the statistical models for common
factors related to Treasury securities on
a daily basis. These model changes
would allow OCC to monitor and
respond to material changes in the
volatility of Treasury securities while
also mitigating pro-cyclicality. The
proposed enhancements would promote
a more accurate approach to margining
within STANS, as it relates to Treasury
securities, particularly when markets
are volatile because the daily statistical
updates would mitigate the risk that the
model would become stale between
monthly updates.
For the foregoing reasons, OCC
believes that the proposed change
would enhance OCC’s management of
risk and reduce the nature or level of
risk presented to OCC.
III. Date of Effectiveness of the Advance
Notice and Timing for Commission
Action
The proposed change may be
implemented if the Commission does
not object to the proposed change
within 60 days of the later of (i) the date
the proposed change was filed with the
Commission or (ii) the date any
additional information requested by the
Commission is received. OCC shall not
implement the proposed change if the
Commission has any objection to the
proposed change.
The Commission may extend the
period for review by an additional 60
days if the proposed change raises novel
or complex issues, subject to the
Commission or the Board of Governors
of the Federal Reserve System providing
the clearing agency with prompt written
notice of the extension. A proposed
change may be implemented in less
than 60 days from the date the advance
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14:31 Feb 06, 2017
Jkt 241001
notice is filed, or the date further
information requested by the
Commission is received, if the
Commission notifies the clearing agency
in writing that it does not object to the
proposed change and authorizes the
clearing agency to implement the
proposed change on an earlier date,
subject to any conditions imposed by
the Commission.
OCC shall post notice on its Web site
of proposed changes that are
implemented.
The proposal shall not take effect
until all regulatory actions required
with respect to the proposal are
completed.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views and
arguments concerning the foregoing,
including whether the advance notice 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–
OCC–2017–801 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549.
All submissions should refer to File
Number SR–OCC–2017–801. 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 advance notice that
are filed with the Commission, and all
written communications relating to the
advance notice 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 OCC and on OCC’s Web site at
PO 00000
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9617
https://www.theocc.com/components/
docs/legal/rules_and_bylaws/sr_occ_17_
801.pdf.
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–OCC–2017–801 and should
be submitted on or before February 28,
2017.
By the Commission.
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–02443 Filed 2–6–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–79913; File No. SR–
PEARL–2017–01]
Self-Regulatory Organizations; MIAX
PEARL, LLC; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change To Establish MIAX
PEARL Top of Market (‘‘ToM’’) and
MIAX PEARL Liquidity Feed (‘‘PLF’’)
Data Products
February 1, 2017.
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 January
19, 2017, MIAX PEARL, LLC (‘‘MIAX
PEARL’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) a 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 is filing a proposal to
establish certain market data products.
The text of the proposed rule change is
available on the Exchange’s Web site at
https://www.miaxoptions.com/rulefilings/pearl, at MIAX PEARL’s
principal office, and at the
Commission’s Public Reference Room.
1 15
2 17
E:\FR\FM\07FEN1.SGM
U.S.C. 78s(b)(1).
CFR 240.19b–4.
07FEN1
9618
Federal Register / Vol. 82, No. 24 / Tuesday, February 7, 2017 / Notices
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
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The Exchange proposes to establish
the MIAX PEARL Top of Market
(‘‘ToM’’) and MIAX PEARL Liquidity
Feed (‘‘PLF’’) data products.
ToM provides market participants
with a direct data feed that includes the
Exchange’s best bid and offer, with
aggregate size, and last sale information,
based on order and quoting interest on
the Exchange. The ToM data feed
includes data that is identical to the
data sent to the processor for the
Options Price Reporting Authority
(‘‘OPRA’’). The ToM and OPRA data
leave the MIAX PEARL System 3 at the
same time, as required under Section
5.2(c)(iii)(B) of the Limited Liability
Company Agreement of the Options
Price Reporting Authority LLC (the
‘‘OPRA Plan’’), which prohibits the
dissemination of proprietary
information on any more timely basis
than the same information is furnished
to the OPRA system for inclusion in
OPRA’s consolidated dissemination of
options information. ToM will also
contain a feature that provides the
number of Priority Customer 4 contracts
that are included in the size associated
with the Exchange’s best bid and offer.
PLF is a real-time full order book data
feed that provides information for
orders on the MIAX PEARL order book.
PLF will provide real-time information
to enable users to keep track of the
simple order book for all symbols listed
on MIAX PEARL. PLF will provide the
3 The term ‘‘System’’ means the automated
trading system used by the Exchange for the trading
of securities. See Exchange Rule 100.
4 The term ‘‘Priority Customer’’ means a person
or entity that (i) is not a broker or dealer
insecurities, and (ii) does not place more than 390
orders in listed options per day on average during
a calendar month for its own beneficial account(s).
See Exchange Rule 100.
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14:31 Feb 06, 2017
Jkt 241001
following real-time data to its users with
respect to each order for the entire order
book: Origin, limit price, side, size, and
time-in-force (e.g., day, GTC). It is a
compilation of data for orders residing
on the Exchange’s order book for
options traded on the Exchange that the
Exchange provides through a real-time
multi-cast data feed. The Exchange
updates the information upon receipt of
each order or change in status to any
order resting on the book (e.g., routing,
trading, or cancelling of the order).
PLF will provide subscribers with
specific order book data that should
enhance their ability to analyze market
conditions, and to create and test
trading models and analytical strategies.
The Exchange believes the PLF is a
valuable tool that subscribers can use to
gain comprehensive insight into the
limit order book in a particular option.
The proposed data products provide
valuable information that can help
subscribers make informed investment
decisions, and operate in the same
manner as similar data products offered
by the Miami International Securities
Exchange, LLC (‘‘MIAX Options’’),
namely the MIAX Options Top of
Market data product (‘‘MIAX ToM’’) 5
and the MIAX Options Order Feed data
product (‘‘MOR’’).6 Each of these
proposed data products is available to
members and non-members, and to both
professional and non-professional
subscribers.
The Exchange represents that it will
make ToM and PLF equally available to
any market participant that wishes to
subscribe to it. The Exchange will
establish monthly fees for the ToM data
product and the PLF data product by
way of separate proposed rule changes,
which the Exchange will submit after
the ToM and PLF products are
established.
2. Statutory Basis
MIAX PEARL believes that its
proposed rule change is consistent with
Section 6(b) of the Act 7 in general, and
furthers the objectives of Section 6(b)(5)
of the Act 8 in particular, in that it is
designed to prevent fraudulent and
5 For a complete description of the MIAX Options
ToM data product, see Securities Exchange Act
Release No. 69007 (February 28, 2013), 78 FR 14617
(March 6, 2013) (SR–MIAX–2013–05); Securities
Exchange Act Release No. 69518 (May 6, 2013), 78
FR 27462 (May 10, 2013) (SR–MIAX–2013–18);
Securities Exchange Act Release No. 73395 (October
21, 2014), 79 FR 63979 (October 27, 2014) (SR–
MIAX–2014–53).
6 For a complete description of the MOR data
product, see Securities Exchange Act Release No.
74759 (April 17, 2015), 80 FR 22749 (April 23,
2015) (SR–MIAX–2015–28).
7 15 U.S.C. 78f(b).
8 15 U.S.C. 78f(b)(5).
PO 00000
Frm 00060
Fmt 4703
Sfmt 4703
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, to
remove impediments to and perfect the
mechanisms of a free and open market
and a national market system and, in
general, to protect investors and the
public interest.
The ToM market data product is
designed to promote just and equitable
principles of trade by providing all
subscribers with top of market data that
includes the Exchange’s best bid and
offer, with aggregate size, and last sale
information, based on order and quoting
interest on the Exchange that should
enable them to make informed decisions
on trading on MIAX PEARL by using the
ToM data to assess current market
conditions that directly affect such
decisions.
The PLF market data product is
designed to promote just and equitable
principles of trade by providing all
subscribers with limit order book data
that should enable them to make
informed decisions on trading MIAX
PEARL options by using the PLF data to
assess current market conditions that
directly affect such decisions.
The proposed ToM and PLF market
data products facilitate transactions in
securities, remove impediments to and
perfect the mechanisms of a free and
open market and a national market
system by enhancing the subscriber’s
ability to make decisions on trading
strategy and by providing data which
should help bring about such decisions
in a timely manner to the protection of
investors and the public interest. The
market data provided by both ToM and
PLF removes impediments to, and is
designed to further perfect, the
mechanisms of a free and open market
and a national market system by making
the MIAX PEARL market more
transparent and accessible to market
participants making routing decisions
concerning their options orders. The
Exchange notes that the data provided
on each of these data products are
similar to and provide the same data as
provided by data products of MIAX
Options with respect to options traded
on that exchange.9 The Exchange
believes that it is in the public interest
to make similar information available
with respect to options traded on MIAX
PEARL.
The proposed ToM and PLF market
data products are also designated to
protect investors and the public interest
by providing data to subscribers that is
already currently available on other
9 See
E:\FR\FM\07FEN1.SGM
supra notes 5 and 6.
07FEN1
Federal Register / Vol. 82, No. 24 / Tuesday, February 7, 2017 / Notices
competing exchanges which are similar
to MIAX PEARL 10 and will enable
MIAX PEARL to compete with such
other exchanges, thereby offering market
participants with additional data in
order to seek the market center with the
best price and the most liquidity on
which to execute their transactions, all
to the benefit of investors and the public
interest, and to the marketplace as a
whole.
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 that is not
necessary or appropriate in furtherance
of the purposes of the Act. On the
contrary, the Exchange believes that the
new market data products will enhance
competition in the U.S. options markets
by providing users of MIAX PEARL
market data products that are similar to
that which are currently provided on
other competing options exchanges.11
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments were neither
solicited nor received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
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 after the date of
the filing, or such shorter time as the
Commission may designate, it has
become effective pursuant to 19(b)(3)(A)
of the Act 12 and Rule 19b–4(f)(6) 13
thereunder.
The Exchange has asked the
Commission to waive the 30-day
operative delay so that the proposal may
become operative immediately upon
Lhorne on DSK30JT082PROD with NOTICES
10 ISE
Gemini, LLC (‘‘Gemini’’) is a maker-taker
pricing model exchange similar to MIAX PEARL
and has similar data products to ToM and PLF
available to Gemini’s users, including the ISE
Gemini TOP Quote and ISE Gemini Order Feed. See
ISE Gemini Fee Schedule Sections V.A (ISE Gemini
Order Feed) and V.B (ISE Gemini TOP Quote); see
Securities Exchange Act Release No. 71087
(December 17, 2013), 78 FR 77545 (December 23,
2013) (SR–Topaz–2013–17).
11 Id.
12 15 U.S.C. 78s(b)(3)(A).
13 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.
VerDate Sep<11>2014
14:31 Feb 06, 2017
Jkt 241001
filing. The Exchange has noted that
waiving the operative delay would
enable the Exchange to make the ToM
and PLF market data products available
to subscribers at the time of the launch
of trading on the Exchange, which is
scheduled for February 6, 2017. The
Exchange has further argued that this
would enable the Exchange to better
compete with other exchanges by
offering market participants additional
data in order to seek the market center
with the best prices and the most
liquidity on which to execute their
transactions. The Commission believes
that waiving the 30-day operative delay
is consistent with the protection of
investors and the public interest,
because such waiver will enable the
Exchange to begin offering these data
products at the time of the launch of
trading on the Exchange. In addition, as
noted by the Exchange, the proposal is
consistent with the rules of other selfregulatory organizations previously
approved by the Commission.14 For
these reasons, the Commission
designates the proposed rule change as
operative upon filing.15
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
IV. Solicitation of Comments
9619
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–PEARL–2017–01. 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–
PEARL–2017–01 and should be
submitted on or before February 28,
2017.
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:
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
Eduardo A. Aleman,
Assistant Secretary.
Electronic Comments
BILLING CODE 8011–01–P
[FR Doc. 2017–02441 Filed 2–6–17; 8:45 am]
• 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–
PEARL–2017–01 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
14 See
supra notes 5 and 6.
purposes only of waiving the 30-day
operative delay, the Commission has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
15 For
PO 00000
Frm 00061
Fmt 4703
Sfmt 9990
16 17
E:\FR\FM\07FEN1.SGM
CFR 200.30–3(a)(12).
07FEN1
Agencies
[Federal Register Volume 82, Number 24 (Tuesday, February 7, 2017)]
[Notices]
[Pages 9617-9619]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-02441]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-79913; File No. SR-PEARL-2017-01]
Self-Regulatory Organizations; MIAX PEARL, LLC; Notice of Filing
and Immediate Effectiveness of a Proposed Rule Change To Establish MIAX
PEARL Top of Market (``ToM'') and MIAX PEARL Liquidity Feed (``PLF'')
Data Products
February 1, 2017.
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 January 19, 2017, MIAX PEARL, LLC (``MIAX PEARL'' or ``Exchange'')
filed with the Securities and Exchange Commission (``Commission'') a
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 is filing a proposal to establish certain market data
products. The text of the proposed rule change is available on the
Exchange's Web site at https://www.miaxoptions.com/rule-filings/pearl,
at MIAX PEARL's principal office, and at the Commission's Public
Reference Room.
[[Page 9618]]
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 Exchange proposes to establish the MIAX PEARL Top of Market
(``ToM'') and MIAX PEARL Liquidity Feed (``PLF'') data products.
ToM provides market participants with a direct data feed that
includes the Exchange's best bid and offer, with aggregate size, and
last sale information, based on order and quoting interest on the
Exchange. The ToM data feed includes data that is identical to the data
sent to the processor for the Options Price Reporting Authority
(``OPRA''). The ToM and OPRA data leave the MIAX PEARL System \3\ at
the same time, as required under Section 5.2(c)(iii)(B) of the Limited
Liability Company Agreement of the Options Price Reporting Authority
LLC (the ``OPRA Plan''), which prohibits the dissemination of
proprietary information on any more timely basis than the same
information is furnished to the OPRA system for inclusion in OPRA's
consolidated dissemination of options information. ToM will also
contain a feature that provides the number of Priority Customer \4\
contracts that are included in the size associated with the Exchange's
best bid and offer.
---------------------------------------------------------------------------
\3\ The term ``System'' means the automated trading system used
by the Exchange for the trading of securities. See Exchange Rule
100.
\4\ The term ``Priority Customer'' means a person or entity that
(i) is not a broker or dealer insecurities, and (ii) does not place
more than 390 orders in listed options per day on average during a
calendar month for its own beneficial account(s). See Exchange Rule
100.
---------------------------------------------------------------------------
PLF is a real-time full order book data feed that provides
information for orders on the MIAX PEARL order book. PLF will provide
real-time information to enable users to keep track of the simple order
book for all symbols listed on MIAX PEARL. PLF will provide the
following real-time data to its users with respect to each order for
the entire order book: Origin, limit price, side, size, and time-in-
force (e.g., day, GTC). It is a compilation of data for orders residing
on the Exchange's order book for options traded on the Exchange that
the Exchange provides through a real-time multi-cast data feed. The
Exchange updates the information upon receipt of each order or change
in status to any order resting on the book (e.g., routing, trading, or
cancelling of the order).
PLF will provide subscribers with specific order book data that
should enhance their ability to analyze market conditions, and to
create and test trading models and analytical strategies. The Exchange
believes the PLF is a valuable tool that subscribers can use to gain
comprehensive insight into the limit order book in a particular option.
The proposed data products provide valuable information that can
help subscribers make informed investment decisions, and operate in the
same manner as similar data products offered by the Miami International
Securities Exchange, LLC (``MIAX Options''), namely the MIAX Options
Top of Market data product (``MIAX ToM'') \5\ and the MIAX Options
Order Feed data product (``MOR'').\6\ Each of these proposed data
products is available to members and non-members, and to both
professional and non-professional subscribers.
---------------------------------------------------------------------------
\5\ For a complete description of the MIAX Options ToM data
product, see Securities Exchange Act Release No. 69007 (February 28,
2013), 78 FR 14617 (March 6, 2013) (SR-MIAX-2013-05); Securities
Exchange Act Release No. 69518 (May 6, 2013), 78 FR 27462 (May 10,
2013) (SR-MIAX-2013-18); Securities Exchange Act Release No. 73395
(October 21, 2014), 79 FR 63979 (October 27, 2014) (SR-MIAX-2014-
53).
\6\ For a complete description of the MOR data product, see
Securities Exchange Act Release No. 74759 (April 17, 2015), 80 FR
22749 (April 23, 2015) (SR-MIAX-2015-28).
---------------------------------------------------------------------------
The Exchange represents that it will make ToM and PLF equally
available to any market participant that wishes to subscribe to it. The
Exchange will establish monthly fees for the ToM data product and the
PLF data product by way of separate proposed rule changes, which the
Exchange will submit after the ToM and PLF products are established.
2. Statutory Basis
MIAX PEARL believes that its proposed rule change is consistent
with Section 6(b) of the Act \7\ in general, and furthers the
objectives of Section 6(b)(5) of the Act \8\ 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, to remove impediments to and perfect the
mechanisms of a free and open market and a national market system and,
in general, to protect investors and the public interest.
---------------------------------------------------------------------------
\7\ 15 U.S.C. 78f(b).
\8\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
The ToM market data product is designed to promote just and
equitable principles of trade by providing all subscribers with top of
market data that includes the Exchange's best bid and offer, with
aggregate size, and last sale information, based on order and quoting
interest on the Exchange that should enable them to make informed
decisions on trading on MIAX PEARL by using the ToM data to assess
current market conditions that directly affect such decisions.
The PLF market data product is designed to promote just and
equitable principles of trade by providing all subscribers with limit
order book data that should enable them to make informed decisions on
trading MIAX PEARL options by using the PLF data to assess current
market conditions that directly affect such decisions.
The proposed ToM and PLF market data products facilitate
transactions in securities, remove impediments to and perfect the
mechanisms of a free and open market and a national market system by
enhancing the subscriber's ability to make decisions on trading
strategy and by providing data which should help bring about such
decisions in a timely manner to the protection of investors and the
public interest. The market data provided by both ToM and PLF removes
impediments to, and is designed to further perfect, the mechanisms of a
free and open market and a national market system by making the MIAX
PEARL market more transparent and accessible to market participants
making routing decisions concerning their options orders. The Exchange
notes that the data provided on each of these data products are similar
to and provide the same data as provided by data products of MIAX
Options with respect to options traded on that exchange.\9\ The
Exchange believes that it is in the public interest to make similar
information available with respect to options traded on MIAX PEARL.
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\9\ See supra notes 5 and 6.
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The proposed ToM and PLF market data products are also designated
to protect investors and the public interest by providing data to
subscribers that is already currently available on other
[[Page 9619]]
competing exchanges which are similar to MIAX PEARL \10\ and will
enable MIAX PEARL to compete with such other exchanges, thereby
offering market participants with additional data in order to seek the
market center with the best price and the most liquidity on which to
execute their transactions, all to the benefit of investors and the
public interest, and to the marketplace as a whole.
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\10\ ISE Gemini, LLC (``Gemini'') is a maker-taker pricing model
exchange similar to MIAX PEARL and has similar data products to ToM
and PLF available to Gemini's users, including the ISE Gemini TOP
Quote and ISE Gemini Order Feed. See ISE Gemini Fee Schedule
Sections V.A (ISE Gemini Order Feed) and V.B (ISE Gemini TOP Quote);
see Securities Exchange Act Release No. 71087 (December 17, 2013),
78 FR 77545 (December 23, 2013) (SR-Topaz-2013-17).
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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
impose any burden on competition that is not necessary or appropriate
in furtherance of the purposes of the Act. On the contrary, the
Exchange believes that the new market data products will enhance
competition in the U.S. options markets by providing users of MIAX
PEARL market data products that are similar to that which are currently
provided on other competing options exchanges.\11\
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\11\ Id.
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C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
Written comments were neither solicited nor received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
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 after the date of the filing, or such
shorter time as the Commission may designate, it has become effective
pursuant to 19(b)(3)(A) of the Act \12\ and Rule 19b-4(f)(6) \13\
thereunder.
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\12\ 15 U.S.C. 78s(b)(3)(A).
\13\ 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.
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The Exchange has asked the Commission to waive the 30-day operative
delay so that the proposal may become operative immediately upon
filing. The Exchange has noted that waiving the operative delay would
enable the Exchange to make the ToM and PLF market data products
available to subscribers at the time of the launch of trading on the
Exchange, which is scheduled for February 6, 2017. The Exchange has
further argued that this would enable the Exchange to better compete
with other exchanges by offering market participants additional data in
order to seek the market center with the best prices and the most
liquidity on which to execute their transactions. The Commission
believes that waiving the 30-day operative delay is consistent with the
protection of investors and the public interest, because such waiver
will enable the Exchange to begin offering these data products at the
time of the launch of trading on the Exchange. In addition, as noted by
the Exchange, the proposal is consistent with the rules of other self-
regulatory organizations previously approved by the Commission.\14\ For
these reasons, the Commission designates the proposed rule change as
operative upon filing.\15\
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\14\ See supra notes 5 and 6.
\15\ For purposes only of waiving the 30-day operative delay,
the Commission has considered the proposed rule's impact on
efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
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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 necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act. If the Commission
takes such action, the Commission shall institute proceedings 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-PEARL-2017-01 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-PEARL-2017-01. 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-PEARL-2017-01 and should be
submitted on or before February 28, 2017.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\16\
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\16\ 17 CFR 200.30-3(a)(12).
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Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017-02441 Filed 2-6-17; 8:45 am]
BILLING CODE 8011-01-P