Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing of Amendment No. 1 and Order Granting Accelerated Approval of a Proposed Rule Change, as Modified by Amendment No. 1, Amending Rule 6.80 To Make Permanent a Program That Allows Cabinet Trade Transactions To Take Place at a Price Below $1 Per Option Contract, 22036-22038 [2017-09531]
Download as PDF
22036
Federal Register / Vol. 82, No. 90 / Thursday, May 11, 2017 / Notices
the Federal Register on March 24,
2017.4 The Commission received no
comments on the proposal.
Section 19(b)(2) of the Act 5 provides
that within 45 days of the publication of
notice of filing of a proposed rule
change, or within such longer period up
to 90 days as the Commission may
designate if it finds such longer period
to be appropriate and publishes its
reasons for so finding or as to which the
self-regulatory organization consents,
the Commission shall either approve the
proposed rule change, disapprove the
proposed rule change, or institute
proceedings to determine whether the
proposed rule change should be
disapproved. The 45th day for this filing
is May 8, 2017.
The Commission is extending the 45day time period for Commission action
on the proposed rule change. The
Commission finds that it is appropriate
to designate a longer period to take
action on the proposed rule change so
that it has sufficient time to consider the
Exchange’s proposed rule change.
Accordingly, pursuant to Section
19(b)(2) of the Act,6 the Commission
designates June 22, 2017 as the date by
which the Commission should either
approve or disapprove, or institute
proceedings to determine whether to
disapprove, the proposed rule change.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.7
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–09525 Filed 5–10–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–80615; File No. SR–
NYSEArca–2017–24]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing of
Amendment No. 1 and Order Granting
Accelerated Approval of a Proposed
Rule Change, as Modified by
Amendment No. 1, Amending Rule 6.80
To Make Permanent a Program That
Allows Cabinet Trade Transactions To
Take Place at a Price Below $1 Per
Option Contract
May 5, 2017.
I. Introduction
On March 2, 2017, NYSE Arca, Inc.
(the ‘‘Exchange’’ or ‘‘NYSE Arca’’) filed
with the Securities and Exchange
Commission (‘‘Commission’’), pursuant
to Section 19(b)(1) of the Securities
Exchange Act of 1934 (‘‘Act’’) 1 and Rule
19b–4 thereunder,2 a proposed rule
change amending the Exchange’s rules
to make permanent a program that
allows transactions to take place in open
outcry trading at prices of at least $0 but
less than $1 per option contract (‘‘subdollar cabinet trades’’). The proposed
rule change was published for comment
in the Federal Register on March 23,
2017.3 On April 25, 2017, the Exchange
filed Amendment No. 1 to the proposed
rule change.4 The Commission received
no comment letters on the proposed rule
change. This order provides notice of
filing of Amendment No. 1 and
approves the proposed rule change, as
modified by Amendment No. 1, on an
accelerated basis.
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 80271
(March 17, 2017), 82 FR 14934 (March 23, 2017)
(‘‘Notice’’).
4 In Amendment No. 1, the Exchange provided
supplemental background detail on its proposal,
including a summary of why it initially put the
program on a pilot, a description of the systems
enhancements it made to be able to process cabinet
trades in the regular course, an example of how a
cabinet trade is done on the trading floor, and a
representation that, to its knowledge, neither the
Options Clearing Corporation (‘‘OCC’’) nor the
Exchange’s members have reported any operational
issues in connection with cabinet trades. To
promote transparency of its proposed amendment,
when NYSE Arca filed Amendment No. 1 with the
Commission, it also submitted Amendment No. 1 as
a comment letter to the file, which the Commission
posted on its Web site and placed in the public
comment file for SR–NYSEArca-2017–24 (available
at https://www.sec.gov/comments/sr-nysearca-201724/nysearca201724.htm). The Exchange also posted
a copy of its Amendment No. 1 on its Web site
(https://www.nyse.com/regulation/rule-filings)
when it filed it with the Commission.
asabaliauskas on DSK3SPTVN1PROD with NOTICES
2 17
4 See Securities Exchange Act Release No. 80279
(March 20, 2017), 82 FR 15085 (‘‘Notice’’).
5 15 U.S.C. 78s(b)(2).
6 15 U.S.C. 78s(b)(2).
7 17 CFR 200.30–3(a)(12).
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II. Description of the Proposed Rule
Change
Prior to 2010, Exchange Rule 6.80
(Accommodation Transactions (Cabinet
Trades)) allowed cabinet trade
transactions at a price of $1 per option
contract to occur in open outcry trading
for certain classes.5 In 2010, the
Exchange amended Rule 6.80 on a pilot
basis to allow sub-dollar cabinet trades
to take place at prices of at least $0 but
less than $1 per option contract.6 The
Exchange now proposes to amend Rule
6.80 to make permanent its sub-dollar
cabinet trade pilot program, which
currently is scheduled to expire on July
5, 2017.7
The Exchange permits sub-dollar
cabinet trade transactions to be traded
pursuant to the same procedures
applicable to $1 cabinet trades, except
that for sub-dollar cabinet trades (i) bids
and offers for opening transactions are
permitted only to accommodate closing
transactions, and (ii) transactions in
option classes participating in the
Penny Pilot Program are permitted.8 As
it explained in the Notice, the Exchange
believes that ‘‘allowing trading at a price
of at least $0 but less than $1 better
accommodates the closing of options
positions in series that are worthless or
not actively traded, particularly when
there has been a significant move in the
price of the underlying security,
resulting in a large number of series
being out-of-the-money.’’ 9
III. Discussion and Commission
Findings
After careful review, the Commission
finds that the proposed rule change is
consistent with the requirements of the
Act 10 and the rules and regulations
thereunder applicable to a national
securities exchange.11 In particular, the
Commission finds that the proposed
rule change is consistent with Section
6(b)(5) of the Act,12 which requires,
among other things, that the rules of a
national securities exchange be
designed to prevent fraudulent and
5 See Rule 6.80. See also Notice, supra note 3, at
14935 (discussing Rule 6.80).
6 See Securities Exchange Act Release No. 63476
(December 8, 2010), 75 FR 77930 (December 14,
2010) (SR–NYSEArca–2010–109).
7 See Commentary .01 to Rule 6.80. See also
Securities Exchange Act Release No. 79565
(December 15, 2016), 81 FR 93723 (December 21,
2016) (SR–NYSEArca–2016–163).
8 See Commentary .01 to Rule 6.80. See also
Notice, supra note 3, at 14935 (discussing the pilot).
9 Notice, supra note 3, at 14935.
10 15 U.S.C. 78f.
11 In approving this proposed rule change, the
Commission has considered the proposed rule’s
impact on efficiency, competition, and capital
formation. See 15 U.S.C. 78c(f).
12 15 U.S.C. 78f(b)(5).
E:\FR\FM\11MYN1.SGM
11MYN1
Federal Register / Vol. 82, No. 90 / Thursday, May 11, 2017 / Notices
manipulative acts and practices, to
promote just and equitable principles of
trade, to foster cooperation and
coordination with persons engaged in
regulating, clearing, settling, processing
information with respect to, and
facilitating transactions in securities, 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 the Notice, as amended, the
Exchange explains that it initially put
the sub-dollar cabinet trade rule on a
pilot so that it could ‘‘evaluate the
efficacy of the change and to address
any operational issues that might arise
in processing [c]abinet trades.’’ 13
During the course of the pilot, the
Exchange made enhancements to its
system to accommodate cabinet trades
at a price as small as $0.00000001.14
With that systems change, and based on
its experience with these types of trades,
the Exchange notes that its systems now
‘‘allow it to process [c]abinet trades in
a manner similar to how all other trades
are processed by the Exchange.’’ 15
In support of making the pilot
program permanent, the Exchange
represents that ‘‘there are no operational
issues in processing and clearing
[c]abinet trades in penny and sub-penny
increments.’’ 16 The Exchange also
represents that ‘‘OTP Holders and OTP
Firms have not raised any concerns with
the current method of processing of
[c]abinet trades.’’ 17 Finally, the
Exchange represents that it is ‘‘not
aware of the Options Clearing
Corporation (‘‘OCC’’) having operational
issues with processing [c]abinet trades
submitted by the Exchange.’’ 18
Based on the representations of the
Exchange, the Commission believes that
permanent approval of the sub-dollar
cabinet trade pilot is consistent with the
Act. In particular, the Commission notes
that the Exchange has made the
necessary systems changes to
accommodate sub-dollar cabinet trades
into its regular trading infrastructure,
and thus is able to process such trades
in the normal course. Further, the
Exchange has not observed any issues or
concerns with sub-dollar cabinet trades
asabaliauskas on DSK3SPTVN1PROD with NOTICES
13 Amendment
No. 1, supra note 4.
id.
15 Id. See also Notice, supra note 3, at 14935
(noting that ‘‘in 2016, there were a total of 558
cabinet trades’’ on the Exchange. ‘‘Of these, 50
trades comprising 47,106 contracts were executed at
a price of $0.01, while the remaining 508 trades
comprising 208,078 contracts were executed for a
premium of less than $0.01’’).
16 Notice, supra note 3, at 14935.
17 Amendment No. 1, supra note 4.
18 Id.
14 See
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16:52 May 10, 2017
Jkt 241001
22037
at the Exchange level or with and among
its members or in processing the trades
through OCC. Accordingly, the
Exchange’s rule appears reasonably
designed to remove impediments,
prevent fraudulent and manipulative
acts and practices, and foster
cooperation and coordination with
persons engaged in facilitating
transactions in securities. Further,
permanent approval will continue to
provide investors with choice when
considering a cabinet trade, including
the ability to price such trades below $1
per contract.
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–
NYSEArca-2017–24, and should be
submitted on or before June 1, 2017.
IV. Solicitation of Comments on
Amendment No. 1 to the Proposed Rule
Change
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether Amendment No. 1 to
the proposed rule change is consistent
with the Act. Comments may be
submitted by any of the following
methods:
The Commission finds good cause to
approve the proposed rule change, as
modified by Amendment No. 1, prior to
the thirtieth day after the date of
publication of notice of the amended
proposal in the Federal Register. In
Amendment No. 1, NYSE Arca provided
supplemental background detail on why
the sub-dollar cabinet trade provision
was put on a pilot initially, described
the systems changes that the Exchange
made to be able to process cabinet
trades, and represented its
understanding that neither OCC nor the
Exchange’s members have reported any
operational issues in connection with
cabinet trades.19 The additional
information contained in Amendment
No. 1 provides further support for the
Exchange’s proposal, is consistent with
the proposal as initially filed, and does
not introduce any new provisions or
novel arguments in support of the
proposal. Further, the Commission
notes that it did not receive any
comment letters on the Exchange’s
proposal. Accordingly, the Commission
finds good cause, pursuant to Section
19(b)(2) of the Act,20 to approve the
proposed rule change, as modified by
Amendment No. 1, on an accelerated
basis.
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–
NYSEArca-2017–24 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–NYSEArca–2017–24. 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
PO 00000
Frm 00066
Fmt 4703
Sfmt 4703
V. Accelerated Approval of Proposed
Rule Change, as Modified by
Amendment No. 1
VI. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,21 that the
proposed rule change (SR–NYSEArca–
2017–24), as modified by Amendment
No. 1, be, and hereby is, approved on an
accelerated basis.
19 See Amendment No. 1, supra note 4. See also
supra note 4 (noting that the Exchange submitted
Amendment No. 1 as a comment letter to the file,
which the Commission posted on its Web site and
placed in the public comment file).
20 15 U.S.C. 78s(b)(2).
21 15 U.S.C. 78s(b)(2).
22 17 CFR 200.30–3(a)(12).
E:\FR\FM\11MYN1.SGM
11MYN1
22038
Federal Register / Vol. 82, No. 90 / Thursday, May 11, 2017 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.22
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–09531 Filed 5–10–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–80614; File No. SR–
NASDAQ–2017–029]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Order
Granting Approval of Proposed Rule
Change, as Modified by Amendment
Nos. 2, 3, and 4, to List and Trade
Shares of the Gabelli Small Cap
Growth Fund and the Gabelli RBI Fund
Under Nasdaq Rule 5745
May 5, 2017.
I. Introduction
On March 17, 2017, The NASDAQ
Stock Market LLC (‘‘Nasdaq’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’), pursuant to Section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’) 1 and Rule 19b–4
thereunder,2 a proposed rule change to
list and trade common shares (‘‘Shares’’)
of the Gabelli Small Cap Growth
NextSharesTM (‘‘Gabelli Small Cap
Growth Fund’’) and the Gabelli RBI
NextSharesTM (‘‘Gabelli RBI Fund’’)
(each, a ‘‘Fund,’’ and collectively, the
‘‘Funds’’) under Nasdaq Rule 5745. The
proposed rule change was published for
comment in the Federal Register on
March 31, 2017.3 On April 13, 2017, the
Exchange filed Amendment No. 2 to the
proposed rule change; on April 24,
2017, the Exchange filed Amendment
No. 3 to the proposed rule change; and
on May 3, 2017, the Exchange filed
Amendment No. 4 to the proposed rule
change.4 The Commission received no
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 80315
(March 27, 2017), 82 FR 16075 (‘‘Notice’’).
4 On April 11, 2017, the Exchange filed
Amendment No. 1 to the proposed rule change and,
on April 13, 2017, the Exchange withdrew
Amendment No. 1. Amendment No. 2 to the
proposed rule change replaces and supersedes the
original filing in its entirety. In Amendment No. 2,
the Exchange: (a) Represents that the Adviser will
maintain a fire wall with respect to its affiliated
broker-dealer regarding access to information
concerning the composition of, and/or changes to,
each Fund’s portfolio; (b) represents that personnel
who make decisions on each Fund’s portfolio
composition must be subject to procedures
designed to prevent the use and dissemination of
material, non-public information regarding each
Fund’s portfolio; (c) provides additional detail
asabaliauskas on DSK3SPTVN1PROD with NOTICES
2 17
VerDate Sep<11>2014
16:52 May 10, 2017
Jkt 241001
comments on the proposed rule change.
This order grants approval of the
proposed rule change, as modified by
Amendment Nos. 2, 3, and 4.
II. Exchange’s Description of the
Proposed Rule Change
The Exchange proposes to list and
trade the Shares of the Funds under
Nasdaq Rule 5745, which governs the
listing and trading of Exchange-Traded
Managed Fund Shares, as defined in
Nasdaq Rule 5745(c)(1). Each Fund is a
series of the Gabelli NextSharesTM Trust
(‘‘Trust’’).5 The Exchange represents
that the Trust is registered with the
Commission as an open-end investment
company and that it has filed a
registration statement on Form N–1A
(‘‘Registration Statement’’) with the
Commission with respect to the Funds.6
Gabelli Funds, LLC (‘‘Adviser’’) will
be the Adviser to the Funds.
regarding the investments of each Fund; (d)
modifies the continued listing representations to
conform to Nasdaq rules; and (e) makes other
technical, non-substantive corrections in the
proposed rule change. Amendment No. 2 is
available at: https://www.sec.gov/comments/srnasdaq-2017–029/nasdaq2017029–1701356–
149968.pdf. Amendment Nos. 3 to the proposed
rule change is a partial amendment in which the
Exchange clarifies that, under normal market
conditions, the Gabelli RBI Fund invests primarily
in equity securities, such as common stock, of
domestic and foreign services and equipment
companies focused on physical asset development,
including roads, bridges, and infrastructure (RBI).
Amendment No. 3 is available at: https://
www.sec.gov/comments/sr-nasdaq-2017–029/
nasdaq2017029–1717445–150417.pdf. Amendment
No. 4 to the proposed rule change is a partial
amendment in which the Exchange clarifies that the
Reporting Authority (as defined in Nasdaq Rule
5745) will implement and maintain, or ensure that
the Composition File (as defined in Nasdaq Rule
5745) will be subject to, procedures designed to
prevent the use and dissemination of material nonpublic information regarding the Fund’s portfolio
positions and changes in the positions. Amendment
No. 4 is available at: https://www.sec.gov/
comments/sr-nasdaq-2017–029/nasdaq2017029–
1734987–150973.pdf. Because Amendment Nos. 2,
3, and 4 to the proposed rule change do not
materially alter the substance of the proposed rule
change or raise unique or novel regulatory issues,
Amendment Nos. 2, 3, and 4 are not subject to
notice and comment.
5 According to the Exchange, the Commission has
issued an order granting the Trust and certain
affiliates of the Trust exemptive relief under the
Investment Company Act of 1940 (‘‘1940 Act’’). See
Investment Company Act Release No. 31608 (May
19, 2015) (File No. 812–14438). The Exchange
represents that, in compliance with Nasdaq Rule
5745(b)(5), which applies to Shares based on an
international or global portfolio, the Trust’s
application for exemptive relief under the 1940 Act
states that the Trust will comply with the federal
securities laws in accepting securities for deposits
and satisfying redemptions with securities,
including that the securities accepted for deposits
and the securities used to satisfy redemption
requests are sold in transactions that would be
exempt from registration under the Securities Act
of 1933, as amended.
6 See Registration Statement on Form N–1A for
the Trust dated March 14, 2017 (File Nos. 333–
211881 and 811–23160).
PO 00000
Frm 00067
Fmt 4703
Sfmt 4703
G.distributors, LLC, will be the
principal underwriter and distributor of
the Funds’ Shares. The Bank of New
York Mellon will act as custodian and
transfer agent. BNY Mellon Investment
Servicing (US) Inc. will act as the subadministrator to the Funds. Interactive
Data Pricing and Reference Data, Inc.
will calculate the Intraday Indicative
Value (as described below) for the
Funds.
The Exchange has made the following
representations and statements in
describing the Funds.7 According to the
Exchange, each Fund will be actively
managed and will pursue the various
principal investment strategies
described below.8
A. Principal Investment Strategies
1. The Gabelli Small Cap Growth Fund
The Gabelli Small Cap Growth Fund
seeks to provide a high level of capital
appreciation. Under normal market
conditions, the Gabelli Small Cap
Growth Fund invests at least 80% of its
net assets, plus borrowings for
investment purposes, in equity
securities of companies that are
considered to be small companies at the
time the Gabelli Small Cap Growth
Fund makes its investment. The Gabelli
Small Cap Growth Fund invests
primarily in the common stocks of
companies, which the Adviser believes
are likely to have rapid growth in
revenues and above average rates of
earnings growth. The Adviser currently
characterizes small companies for the
Gabelli Small Cap Growth Fund as those
with total common stock market values
of $3 billion or less at the time of
investment.
2. The Gabelli RBI Fund
The Gabelli RBI Fund seeks to
provide above average capitalappreciation. Under normal market
conditions, the Gabelli RBI Fund
primarily invests in equity securities,
such as common stock, of domestic and
foreign services and equipment
companies focused on physical asset
development, including roads, bridges,
and infrastructure (RBI). The Adviser
7 The Commission notes that additional
information regarding the Trust, the Funds, and the
Shares, including investment strategies, risks,
creation and redemption procedures, calculation of
net asset value (‘‘NAV’’), fees, distributions, and
taxes, among other things, can be found in the
Notice, Amendment Nos. 2, 3, and 4, and
Registration Statement, as applicable. See supra
notes 3, 4, and 6, respectively, and accompanying
text.
8 According to the Exchange, additional
information regarding the Funds will be available
on one of two free public Web sites
(www.gabelli.com or www.nextshares.com), as well
as in the Registration Statement for the Funds.
E:\FR\FM\11MYN1.SGM
11MYN1
Agencies
[Federal Register Volume 82, Number 90 (Thursday, May 11, 2017)]
[Notices]
[Pages 22036-22038]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-09531]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-80615; File No. SR-NYSEArca-2017-24]
Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing
of Amendment No. 1 and Order Granting Accelerated Approval of a
Proposed Rule Change, as Modified by Amendment No. 1, Amending Rule
6.80 To Make Permanent a Program That Allows Cabinet Trade Transactions
To Take Place at a Price Below $1 Per Option Contract
May 5, 2017.
I. Introduction
On March 2, 2017, NYSE Arca, Inc. (the ``Exchange'' or ``NYSE
Arca'') filed with the Securities and Exchange Commission
(``Commission''), pursuant to Section 19(b)(1) of the Securities
Exchange Act of 1934 (``Act'') \1\ and Rule 19b-4 thereunder,\2\ a
proposed rule change amending the Exchange's rules to make permanent a
program that allows transactions to take place in open outcry trading
at prices of at least $0 but less than $1 per option contract (``sub-
dollar cabinet trades''). The proposed rule change was published for
comment in the Federal Register on March 23, 2017.\3\ On April 25,
2017, the Exchange filed Amendment No. 1 to the proposed rule
change.\4\ The Commission received no comment letters on the proposed
rule change. This order provides notice of filing of Amendment No. 1
and approves the proposed rule change, as modified by Amendment No. 1,
on an accelerated basis.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ See Securities Exchange Act Release No. 80271 (March 17,
2017), 82 FR 14934 (March 23, 2017) (``Notice'').
\4\ In Amendment No. 1, the Exchange provided supplemental
background detail on its proposal, including a summary of why it
initially put the program on a pilot, a description of the systems
enhancements it made to be able to process cabinet trades in the
regular course, an example of how a cabinet trade is done on the
trading floor, and a representation that, to its knowledge, neither
the Options Clearing Corporation (``OCC'') nor the Exchange's
members have reported any operational issues in connection with
cabinet trades. To promote transparency of its proposed amendment,
when NYSE Arca filed Amendment No. 1 with the Commission, it also
submitted Amendment No. 1 as a comment letter to the file, which the
Commission posted on its Web site and placed in the public comment
file for SR-NYSEArca-2017-24 (available at https://www.sec.gov/comments/sr-nysearca-2017-24/nysearca201724.htm). The Exchange also
posted a copy of its Amendment No. 1 on its Web site (https://www.nyse.com/regulation/rule-filings) when it filed it with the
Commission.
---------------------------------------------------------------------------
II. Description of the Proposed Rule Change
Prior to 2010, Exchange Rule 6.80 (Accommodation Transactions
(Cabinet Trades)) allowed cabinet trade transactions at a price of $1
per option contract to occur in open outcry trading for certain
classes.\5\ In 2010, the Exchange amended Rule 6.80 on a pilot basis to
allow sub-dollar cabinet trades to take place at prices of at least $0
but less than $1 per option contract.\6\ The Exchange now proposes to
amend Rule 6.80 to make permanent its sub-dollar cabinet trade pilot
program, which currently is scheduled to expire on July 5, 2017.\7\
---------------------------------------------------------------------------
\5\ See Rule 6.80. See also Notice, supra note 3, at 14935
(discussing Rule 6.80).
\6\ See Securities Exchange Act Release No. 63476 (December 8,
2010), 75 FR 77930 (December 14, 2010) (SR-NYSEArca-2010-109).
\7\ See Commentary .01 to Rule 6.80. See also Securities
Exchange Act Release No. 79565 (December 15, 2016), 81 FR 93723
(December 21, 2016) (SR-NYSEArca-2016-163).
---------------------------------------------------------------------------
The Exchange permits sub-dollar cabinet trade transactions to be
traded pursuant to the same procedures applicable to $1 cabinet trades,
except that for sub-dollar cabinet trades (i) bids and offers for
opening transactions are permitted only to accommodate closing
transactions, and (ii) transactions in option classes participating in
the Penny Pilot Program are permitted.\8\ As it explained in the
Notice, the Exchange believes that ``allowing trading at a price of at
least $0 but less than $1 better accommodates the closing of options
positions in series that are worthless or not actively traded,
particularly when there has been a significant move in the price of the
underlying security, resulting in a large number of series being out-
of-the-money.'' \9\
---------------------------------------------------------------------------
\8\ See Commentary .01 to Rule 6.80. See also Notice, supra note
3, at 14935 (discussing the pilot).
\9\ Notice, supra note 3, at 14935.
---------------------------------------------------------------------------
III. Discussion and Commission Findings
After careful review, the Commission finds that the proposed rule
change is consistent with the requirements of the Act \10\ and the
rules and regulations thereunder applicable to a national securities
exchange.\11\ In particular, the Commission finds that the proposed
rule change is consistent with Section 6(b)(5) of the Act,\12\ which
requires, among other things, that the rules of a national securities
exchange be designed to prevent fraudulent and
[[Page 22037]]
manipulative acts and practices, to promote just and equitable
principles of trade, to foster cooperation and coordination with
persons engaged in regulating, clearing, settling, processing
information with respect to, and facilitating transactions in
securities, 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.
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\10\ 15 U.S.C. 78f.
\11\ In approving this proposed rule change, the Commission has
considered the proposed rule's impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
\12\ 15 U.S.C. 78f(b)(5).
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In the Notice, as amended, the Exchange explains that it initially
put the sub-dollar cabinet trade rule on a pilot so that it could
``evaluate the efficacy of the change and to address any operational
issues that might arise in processing [c]abinet trades.'' \13\ During
the course of the pilot, the Exchange made enhancements to its system
to accommodate cabinet trades at a price as small as $0.00000001.\14\
With that systems change, and based on its experience with these types
of trades, the Exchange notes that its systems now ``allow it to
process [c]abinet trades in a manner similar to how all other trades
are processed by the Exchange.'' \15\
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\13\ Amendment No. 1, supra note 4.
\14\ See id.
\15\ Id. See also Notice, supra note 3, at 14935 (noting that
``in 2016, there were a total of 558 cabinet trades'' on the
Exchange. ``Of these, 50 trades comprising 47,106 contracts were
executed at a price of $0.01, while the remaining 508 trades
comprising 208,078 contracts were executed for a premium of less
than $0.01'').
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In support of making the pilot program permanent, the Exchange
represents that ``there are no operational issues in processing and
clearing [c]abinet trades in penny and sub-penny increments.'' \16\ The
Exchange also represents that ``OTP Holders and OTP Firms have not
raised any concerns with the current method of processing of [c]abinet
trades.'' \17\ Finally, the Exchange represents that it is ``not aware
of the Options Clearing Corporation (``OCC'') having operational issues
with processing [c]abinet trades submitted by the Exchange.'' \18\
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\16\ Notice, supra note 3, at 14935.
\17\ Amendment No. 1, supra note 4.
\18\ Id.
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Based on the representations of the Exchange, the Commission
believes that permanent approval of the sub-dollar cabinet trade pilot
is consistent with the Act. In particular, the Commission notes that
the Exchange has made the necessary systems changes to accommodate sub-
dollar cabinet trades into its regular trading infrastructure, and thus
is able to process such trades in the normal course. Further, the
Exchange has not observed any issues or concerns with sub-dollar
cabinet trades at the Exchange level or with and among its members or
in processing the trades through OCC. Accordingly, the Exchange's rule
appears reasonably designed to remove impediments, prevent fraudulent
and manipulative acts and practices, and foster cooperation and
coordination with persons engaged in facilitating transactions in
securities. Further, permanent approval will continue to provide
investors with choice when considering a cabinet trade, including the
ability to price such trades below $1 per contract.
IV. Solicitation of Comments on Amendment No. 1 to the Proposed Rule
Change
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether Amendment No. 1
to 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-NYSEArca-2017-24 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-NYSEArca-2017-24. 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-NYSEArca-2017-24, and should
be submitted on or before June 1, 2017.
V. Accelerated Approval of Proposed Rule Change, as Modified by
Amendment No. 1
The Commission finds good cause to approve the proposed rule
change, as modified by Amendment No. 1, prior to the thirtieth day
after the date of publication of notice of the amended proposal in the
Federal Register. In Amendment No. 1, NYSE Arca provided supplemental
background detail on why the sub-dollar cabinet trade provision was put
on a pilot initially, described the systems changes that the Exchange
made to be able to process cabinet trades, and represented its
understanding that neither OCC nor the Exchange's members have reported
any operational issues in connection with cabinet trades.\19\ The
additional information contained in Amendment No. 1 provides further
support for the Exchange's proposal, is consistent with the proposal as
initially filed, and does not introduce any new provisions or novel
arguments in support of the proposal. Further, the Commission notes
that it did not receive any comment letters on the Exchange's proposal.
Accordingly, the Commission finds good cause, pursuant to Section
19(b)(2) of the Act,\20\ to approve the proposed rule change, as
modified by Amendment No. 1, on an accelerated basis.
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\19\ See Amendment No. 1, supra note 4. See also supra note 4
(noting that the Exchange submitted Amendment No. 1 as a comment
letter to the file, which the Commission posted on its Web site and
placed in the public comment file).
\20\ 15 U.S.C. 78s(b)(2).
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VI. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the
Act,\21\ that the proposed rule change (SR-NYSEArca-2017-24), as
modified by Amendment No. 1, be, and hereby is, approved on an
accelerated basis.
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\21\ 15 U.S.C. 78s(b)(2).
\22\ 17 CFR 200.30-3(a)(12).
[[Page 22038]]
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For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\22\
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017-09531 Filed 5-10-17; 8:45 am]
BILLING CODE 8011-01-P