Self-Regulatory Organizations; Nasdaq MRX, LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Regarding Quote Mitigation, 28722-28724 [2017-13105]
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28722
Federal Register / Vol. 82, No. 120 / Friday, June 23, 2017 / Notices
appropriate in furtherance of the
purposes of the Act. The Exchange notes
that the proposed rule change
implements Section 11.5 of the CAT
NMS Plan approved by the Commission,
and is designed to assist the Exchange
in meeting its regulatory obligations
pursuant to the Plan. Similarly, all
national securities exchanges and
FINRA are proposing this proposed rule
to implement the requirements of the
CAT NMS Plan. Therefore, this is not a
competitive rule filing and, therefore, it
does not raise competition issues
between and among the exchanges and
FINRA.
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
Within 45 days of the date of
publication of this notice in the Federal
Register or within such longer period
up to 90 days (i) as the Commission may
designate if it finds such longer period
to be appropriate and publishes its
reasons for so finding or (ii) as to which
the Exchange consents, the Commission
will:
(A) by order approve or disapprove
such proposed rule change, or
(B) institute proceedings to determine
whether the proposed rule change
should be 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:
asabaliauskas on DSKBBXCHB2PROD with NOTICES
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
PHLX–2017–47 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–PHLX–2017–47. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
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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–PHLX–
2017–47, and should be submitted on or
before July 14, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.21
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–13098 Filed 6–22–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–80974; File No. SR–MRX–
2017–09]
Self-Regulatory Organizations; Nasdaq
MRX, LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Regarding Quote
Mitigation
June 19, 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 June 15,
2017, Nasdaq MRX, LLC (‘‘MRX’’ or
‘‘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
21 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
PO 00000
Frm 00105
Fmt 4703
Sfmt 4703
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
MRX Rule 804(h), regarding quote
mitigation.
The text of the proposed rule change
is available on the Exchange’s Web site
at www.ise.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 Exchange proposes to amend
MRX Rule 804, entitled ‘‘Market Maker
Quotations,’’ to specifically amend Rule
804(h) which addresses the Exchange’s
quote traffic mitigation plan to adopt a
similar quote mitigation plan to that of
NASDAQ PHLX LLC (‘‘Phlx’’).
ISE Mercury, LLC (now known as
MRX) implemented its quote mitigation
plan in 2013, at the time it filed its Form
1 application.3 At that time, MRX
adopted the same quote mitigation plan
that was in effect on ISE.4
MRX Rule 804(h) provides that MRX
shall utilize a mechanism so that newlyreceived quotations and other changes
to the Exchange’s best bid and offer are
not disseminated for a period of up to,
3 See Securities Exchange Release Act. No.76998
(January 29, 2016), 81 FR 6066 (February 4, 2016)
(File No. 10–221) (In the Matter of the Application
of ISE Mercury, LLC for Registration as a National
Securities Exchange; Findings, Opinion, and Order
of the Commission). This pilot has since been
extended several times.
4 See Securities Exchange Release Act. No. 55161
(February 1, 2007), 72 FR 4754 (January 24, 2007)
(SR–ISE–2006–62) (Order Granting Approval to
Proposed Rule Change as Modified by Amendment
Nos. 1 and 2 Thereto, To Implement a Penny Pilot
Program To Quote Certain Options in Pennies).
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Federal Register / Vol. 82, No. 120 / Friday, June 23, 2017 / Notices
asabaliauskas on DSKBBXCHB2PROD with NOTICES
but not more than one second. With the
upcoming planned migration to INET,5
the Exchange proposes to utilize a plan
similar to that of Phlx for quote
mitigation. The Exchange proposes to
amend Rule 804(h) to adopt language
similar to Phlx. Since 2007, Phlx has
operated on INET, the same system that
MRX will be migrating to utilize.
Phlx Rule 1082(a)(ii)(C) sets forth the
conditions under which Phlx
disseminates updated quotations based
on changes in the Exchange’s
disseminated price and/or size. Phlx
disseminates an updated bid and offer
price, together with the size associated
with such bid and offer, when: (1)
Phlx’s disseminated bid or offer price
increases or decreases; (2) the size
associated with Phlx’s disseminated bid
or offer decreases; or (3) the size
associated with Phlx’s bid (offer)
increases by an amount greater than or
equal to a percentage (never to exceed
20%) 6 of the size associated with the
previously disseminated bid (offer).
Such percentage, which would never
exceed 20%, would be determined on
an issue-by-issue basis by the Exchange
and announced to membership via an
Exchange circular. The percentage size
increase necessary to give rise to a
refreshed quote may vary from issue to
issue, depending, without limitation, on
the liquidity, average volume, and
average number of quotations submitted
in the issue. The mitigation would
apply to all options traded on MRX.
The Exchange will not be adopting
Phlx Rule 1082(a)(ii)(C)(4). This
functionality is not necessary on INET.
Phlx adopted 1082(a)(ii)(C)(4) when it
was not operating on INET, with its
subsequent replatform to INET
functionality, 1082(a)(ii)(C)(4) was no
longer necessary because of the realtime features which exist on INET. The
INET functionality rendered the rule
text in 1082(a)(ii)(C)(4) as unnecessary.
The Exchange will begin a system
migration to Nasdaq INET in Q3 of
2017.7 The migration will be on a
symbol by symbol basis as specified by
the Exchange in a notice to Members.
The Exchange is proposing to
5 See SR–MRX–2017–02 (not yet published). The
Commission notes that MRX–2017–02 was
published for comment in the Federal Register on
June 5, 2017. See Securities Exchange Act Release
No. 80815 (May 30, 2017), 82 FR 25827.
6 Phlx has set its percentage to 10%. See https://
www.nasdaqtrader.com/content/phlxmemos/2007/
jan/0197-07.pdf.
7 See SR–MRX–2017–02 (not yet published). The
Commission notes that MRX–2017–02 was
published for comment in the Federal Register on
June 5, 2017. See Securities Exchange Act Release
No. 80815 (May 30, 2017), 82 FR 25827.
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19:21 Jun 22, 2017
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implement this rule change once all
symbols have migrated to INET.
Upon completion of the migration to
INET, MRX will set an initial percentage
of 3% to be applied to all issues, which
will be announced in an Options Trader
Alert. MRX will continue to monitor the
quote activity on the market and would
not notify participants of any
incremental increase in the size of the
Exchange’s quote to be disseminated to
OPRA.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act,8 in general, and furthers the
objectives of Section 6(b)(5) of the Act,9
in particular, in that it is designed to
promote just and equitable principles of
trade, 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, by
reducing the number of options
quotations required to be submitted to
OPRA and, therefore, mitigating the
Exchange’s quote message traffic and
capacity. By adopting a quote mitigation
plan similar to Phlx, the Exchange will
continue to mitigate quotes and monitor
its quote capacity, as is the case today.
While the Phlx method differs from that
of MRX’s rule, the Exchange believes
that Phlx’s method today successfully
mitigates quotes on that market. In
addition, MRX desires to adopt a similar
mitigation as currently utilized by its
affiliated market, as it will operate on
the same architecture.
The Phlx quote mitigation process has
been in place since 2007. Phlx is
operating on the INET system today, the
same system that MRX will migrate to
for its operating system. The Exchange
believes that Phlx’s quote mitigation
process has successfully controlled
Phlx’s quote capacity. The Exchange
believes that it is reasonable to utilize a
similar process as Phlx to mitigate
quotes for MRX given the system
architecture which will be utilized on
MRX with the upcoming migration.
Additionally, Nasdaq, Inc., a common
parent to Phlx and MRX, has experience
with this quote mitigation strategy on
INET. The Exchange has selected to
mitigate MRX at 3% to start and
determine if the percentage will need to
be adjusted thereafter. The Exchange
has selected to mitigate MRX at 3%
initially because, unlike Phlx, which is
a mature market with various auction
offerings and higher volumes, MRX is a
not as large in volume and has fewer
8 15
9 15
PO 00000
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
Frm 00106
Fmt 4703
Sfmt 4703
28723
functional offerings, e.g., complex
orders and floor trading. The Exchange
notes that it will continue to monitor
quotes on MRX and make adjustments
as necessary.
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. The
Exchange proposes to mitigate all
options trading on MRX. All options
exchanges have a quote mitigation
process in place in connection with
their participation in the Penny Pilot
Program.
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 10 and
subparagraph (f)(6) of Rule 19b–4
thereunder.11
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
10 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.
11 17
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28724
Federal Register / Vol. 82, No. 120 / Friday, June 23, 2017 / Notices
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–
MRX–2017–09 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.
asabaliauskas on DSKBBXCHB2PROD with NOTICES
All submissions should refer to File
Number SR–MRX–2017–09. 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–MRX–
2017–09 and should be submitted on or
before July 14, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–13105 Filed 6–22–17; 8:45 am]
BILLING CODE 8011–01–P
12 17
CFR 200.30–3(a)(12).
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SECURITIES AND EXCHANGE
COMMISSION
[SEC File No. 270–1, OMB Control No. 3235–
0007]
Submission for OMB Review;
Comment Request
Upon Written Request Copies Available
From: Securities and Exchange
Commission, Office of FOIA Services,
100 F Street NE., Washington, DC
20549–02736.
Extension:
Rule 13e–3 (Schedule 13E–3).
Notice is hereby given that, pursuant
to the Paperwork Reduction Act of 1995
(44 U.S.C. 3501 et seq.), the Securities
and Exchange Commission
(‘‘Commission’’) has submitted to the
Office of Management and Budget this
request for extension of the previously
approved collection of information
discussed below.
Rule 13e–3 (17 CFR 240.13e–3) and
Schedule 13E–3 (17 CFR 240.13e–
100)—Rule 13e–3 prescribes the filing,
disclosure and dissemination
requirements in connection with a going
private transaction by an issuer or an
affiliate. Schedule 13E–3 provides
shareholders and the marketplace with
material information concerning a going
private transaction. The information
collected permits verification of
compliance with securities laws
requirements and ensures the public
availability and dissemination of the
collected information. This information
is made available to the public.
Information provided on Schedule 13E–
3 is mandatory. We estimate that
Schedule 13E–3 is filed by
approximately 77 issuers annually and
it takes approximately 137.42 hours per
response. We estimate that 25% of the
137.42 hours per response is prepared
by the filer for a total annual reporting
burden of 2,646 hours (34.36 hours per
response × 77 responses).
An agency may not conduct or
sponsor, and a person is not required to
respond to, a collection of information
unless it displays a currently valid
control number.
The public may view the background
documentation for this information
collection at the following Web site,
www.reginfo.gov . Comments should be
directed to: (i) Desk Officer for the
Securities and Exchange Commission,
Office of Information and Regulatory
Affairs, Office of Management and
Budget, Room 10102, New Executive
Office Building, Washington, DC 20503,
or by sending an email to: Shagufta_
Ahmed@omb.eop.gov; and (ii) Pamela
Dyson, Director/Chief Information
PO 00000
Frm 00107
Fmt 4703
Sfmt 4703
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. Comments must be submitted to
OMB within 30 days of this notice.
Dated: June 2017.
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–13141 Filed 6–22–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–80973; File No. SR–FINRA–
2017–009]
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Order Approving a
Proposed Rule Change Relating to
Expediting List Selection in Arbitration
June 19, 2017.
I. Introduction
On April 26, 2017, Financial Industry
Regulatory Authority, Inc. (‘‘FINRA’’)
filed with the Securities and Exchange
Commission (‘‘Commission’’), pursuant
to Section 19(b)(1) of the Securities
Exchange Act of 1934 (‘‘Exchange
Act’’) 1 and Rule 19b–4 thereunder,2 a
proposed rule change to provide that the
Director of FINRA’s Office of Dispute
Resolution (‘‘ODR Director’’) will send
the list or lists or arbitrators generated
by the Neutral List Selection System
(‘‘NLSS’’) to all parties at the same time,
within approximately 30 days after the
last answer is due, regardless of the
parties’ agreement to extend any answer
due date.
The proposed rule change was
published for comment in the Federal
Register on May 15, 2017.3 The public
comment period closed on June 5, 2017.
The Commission received five comment
letters in response to the Notice, all of
which supported the proposed rule
change.4 This order approves the
proposed rule change.
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Exchange Act Release No. 80634 (May 9,
2017), 82 FR 22363 (May 15, 2017) (File No. SR–
FINRA–2017–009) (‘‘Notice’’).
4 See Letters from Steven B. Caruso, Maddox
Hargett Caruso, P.C., dated May 11, 2017 (‘‘Caruso
Letter’’); Ryan K. Bakhtiari, Aidikoff, Uhl &
Bakhtiari, dated May 15, 2017 (‘‘Bakhtiari Letter’’);
Glenn S. Gitomer, McCausland Keen + Buckman,
dated May 26, 2017 (‘‘Gitomer Letter’’); Marnie C.
Lambert, President, Public Investors Arbitration Bar
Association (‘‘PIABA’’), dated June 1, 2017 (‘‘PIABA
Letter’’); Andres Gomez III, Esquire, Executive
Principal, AG Consultants, dated June 4, 2017
(‘‘Gomez Letter’’). Comment letters are available at
www.sec.gov.
2 17
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Agencies
[Federal Register Volume 82, Number 120 (Friday, June 23, 2017)]
[Notices]
[Pages 28722-28724]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-13105]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-80974; File No. SR-MRX-2017-09]
Self-Regulatory Organizations; Nasdaq MRX, LLC; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change Regarding Quote
Mitigation
June 19, 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 June 15, 2017, Nasdaq MRX, LLC (``MRX'' or ``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. 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 MRX Rule 804(h), regarding quote
mitigation.
The text of the proposed rule change is available on the Exchange's
Web site at www.ise.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 Exchange proposes to amend MRX Rule 804, entitled ``Market
Maker Quotations,'' to specifically amend Rule 804(h) which addresses
the Exchange's quote traffic mitigation plan to adopt a similar quote
mitigation plan to that of NASDAQ PHLX LLC (``Phlx'').
ISE Mercury, LLC (now known as MRX) implemented its quote
mitigation plan in 2013, at the time it filed its Form 1
application.\3\ At that time, MRX adopted the same quote mitigation
plan that was in effect on ISE.\4\
---------------------------------------------------------------------------
\3\ See Securities Exchange Release Act. No.76998 (January 29,
2016), 81 FR 6066 (February 4, 2016) (File No. 10-221) (In the
Matter of the Application of ISE Mercury, LLC for Registration as a
National Securities Exchange; Findings, Opinion, and Order of the
Commission). This pilot has since been extended several times.
\4\ See Securities Exchange Release Act. No. 55161 (February 1,
2007), 72 FR 4754 (January 24, 2007) (SR-ISE-2006-62) (Order
Granting Approval to Proposed Rule Change as Modified by Amendment
Nos. 1 and 2 Thereto, To Implement a Penny Pilot Program To Quote
Certain Options in Pennies).
---------------------------------------------------------------------------
MRX Rule 804(h) provides that MRX shall utilize a mechanism so that
newly-received quotations and other changes to the Exchange's best bid
and offer are not disseminated for a period of up to,
[[Page 28723]]
but not more than one second. With the upcoming planned migration to
INET,\5\ the Exchange proposes to utilize a plan similar to that of
Phlx for quote mitigation. The Exchange proposes to amend Rule 804(h)
to adopt language similar to Phlx. Since 2007, Phlx has operated on
INET, the same system that MRX will be migrating to utilize.
---------------------------------------------------------------------------
\5\ See SR-MRX-2017-02 (not yet published). The Commission notes
that MRX-2017-02 was published for comment in the Federal Register
on June 5, 2017. See Securities Exchange Act Release No. 80815 (May
30, 2017), 82 FR 25827.
---------------------------------------------------------------------------
Phlx Rule 1082(a)(ii)(C) sets forth the conditions under which Phlx
disseminates updated quotations based on changes in the Exchange's
disseminated price and/or size. Phlx disseminates an updated bid and
offer price, together with the size associated with such bid and offer,
when: (1) Phlx's disseminated bid or offer price increases or
decreases; (2) the size associated with Phlx's disseminated bid or
offer decreases; or (3) the size associated with Phlx's bid (offer)
increases by an amount greater than or equal to a percentage (never to
exceed 20%) \6\ of the size associated with the previously disseminated
bid (offer). Such percentage, which would never exceed 20%, would be
determined on an issue-by-issue basis by the Exchange and announced to
membership via an Exchange circular. The percentage size increase
necessary to give rise to a refreshed quote may vary from issue to
issue, depending, without limitation, on the liquidity, average volume,
and average number of quotations submitted in the issue. The mitigation
would apply to all options traded on MRX.
---------------------------------------------------------------------------
\6\ Phlx has set its percentage to 10%. See https://www.nasdaqtrader.com/content/phlxmemos/2007/jan/0197-07.pdf.
---------------------------------------------------------------------------
The Exchange will not be adopting Phlx Rule 1082(a)(ii)(C)(4). This
functionality is not necessary on INET. Phlx adopted 1082(a)(ii)(C)(4)
when it was not operating on INET, with its subsequent replatform to
INET functionality, 1082(a)(ii)(C)(4) was no longer necessary because
of the real-time features which exist on INET. The INET functionality
rendered the rule text in 1082(a)(ii)(C)(4) as unnecessary.
The Exchange will begin a system migration to Nasdaq INET in Q3 of
2017.\7\ The migration will be on a symbol by symbol basis as specified
by the Exchange in a notice to Members. The Exchange is proposing to
implement this rule change once all symbols have migrated to INET.
---------------------------------------------------------------------------
\7\ See SR-MRX-2017-02 (not yet published). The Commission notes
that MRX-2017-02 was published for comment in the Federal Register
on June 5, 2017. See Securities Exchange Act Release No. 80815 (May
30, 2017), 82 FR 25827.
---------------------------------------------------------------------------
Upon completion of the migration to INET, MRX will set an initial
percentage of 3% to be applied to all issues, which will be announced
in an Options Trader Alert. MRX will continue to monitor the quote
activity on the market and would not notify participants of any
incremental increase in the size of the Exchange's quote to be
disseminated to OPRA.
2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act,\8\ in general, and furthers the objectives of Section
6(b)(5) of the Act,\9\ in particular, in that it is designed to promote
just and equitable principles of trade, 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,
by reducing the number of options quotations required to be submitted
to OPRA and, therefore, mitigating the Exchange's quote message traffic
and capacity. By adopting a quote mitigation plan similar to Phlx, the
Exchange will continue to mitigate quotes and monitor its quote
capacity, as is the case today. While the Phlx method differs from that
of MRX's rule, the Exchange believes that Phlx's method today
successfully mitigates quotes on that market. In addition, MRX desires
to adopt a similar mitigation as currently utilized by its affiliated
market, as it will operate on the same architecture.
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\8\ 15 U.S.C. 78f(b).
\9\ 15 U.S.C. 78f(b)(5).
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The Phlx quote mitigation process has been in place since 2007.
Phlx is operating on the INET system today, the same system that MRX
will migrate to for its operating system. The Exchange believes that
Phlx's quote mitigation process has successfully controlled Phlx's
quote capacity. The Exchange believes that it is reasonable to utilize
a similar process as Phlx to mitigate quotes for MRX given the system
architecture which will be utilized on MRX with the upcoming migration.
Additionally, Nasdaq, Inc., a common parent to Phlx and MRX, has
experience with this quote mitigation strategy on INET. The Exchange
has selected to mitigate MRX at 3% to start and determine if the
percentage will need to be adjusted thereafter. The Exchange has
selected to mitigate MRX at 3% initially because, unlike Phlx, which is
a mature market with various auction offerings and higher volumes, MRX
is a not as large in volume and has fewer functional offerings, e.g.,
complex orders and floor trading. The Exchange notes that it will
continue to monitor quotes on MRX and make adjustments as necessary.
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. The Exchange proposes to
mitigate all options trading on MRX. All options exchanges have a quote
mitigation process in place in connection with their participation in
the Penny Pilot Program.
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 \10\ and
subparagraph (f)(6) of Rule 19b-4 thereunder.\11\
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\10\ 15 U.S.C. 78s(b)(3)(A)(iii).
\11\ 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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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
[[Page 28724]]
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-MRX-2017-09 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-MRX-2017-09. 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-MRX-2017-09 and should be
submitted on or before July 14, 2017.
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\12\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\12\
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017-13105 Filed 6-22-17; 8:45 am]
BILLING CODE 8011-01-P