Self-Regulatory Organizations; Nasdaq PHLX LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend Rule 1080(p)(2) To Enhance Anti-Internalization Functionality, 52082-52084 [2017-24370]
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52082
Federal Register / Vol. 82, No. 216 / Thursday, November 9, 2017 / Notices
appropriately conservative haircuts and
concentration limits. The framework
further requires that a review of the
sufficiency of OCC’s collateral haircuts
and concentration limits be performed
not less than annually. Under this
framework, and as provided for in its
By-Laws and Rules, all Clearing
Members are subject to the same
limitations on acceptable collateral as
well as to the same haircuts and
concentration limits. Consequently, no
Clearing Member is provided a
competitive advantage over any other
Clearing Member. Further, the proposed
rule change would not affect Clearing
Member’s access to OCC’s services or
impose any direct burdens on Clearing
Members. Accordingly, the proposed
rule change would not unfairly inhibit
access to OCC’s services or disadvantage
or favor any particular user in
relationship to another user.
For the foregoing reasons, OCC
believes that the proposed rule change
is in the public interest, would be
consistent with the requirements of the
Act applicable to clearing agencies, and
would not impact or impose a burden
on competition.
(C) Clearing Agency’s Statement on
Comments on the Proposed Rule
Change Received From Members,
Participants or Others
Written comments on the proposed
rule change were not and are not
intended to be solicited with respect to
the proposed rule change and none have
been received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
sradovich on DSK3GMQ082PROD with NOTICES
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 self- regulatory organization
consents, the Commission will:
(A) by order approve or disapprove
the 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:
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17:32 Nov 08, 2017
Jkt 244001
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–2017–008 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–OCC–2017–008. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street, NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
office of OCC and on OCC’s Web site at
https://www.theocc.com/components/
docs/legal/rules_and_bylaws/sr_occ_17_
008.pdf. All comments received will be
posted without change. Persons
submitting comments are cautioned that
we do not redact or edit personal
identifying information from comment
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–OCC–
2017–008 and should be submitted on
or before November 30, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
Authority.31
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–24369 Filed 11–8–17; 8:45 am]
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–82012; File No. SR–Phlx–
2017–93]
Self-Regulatory Organizations; Nasdaq
PHLX LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Amend Rule
1080(p)(2) To Enhance AntiInternalization Functionality
November 3, 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 November
2, 2017, Nasdaq PHLX LLC (‘‘Phlx’’ 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.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
Rule 1080(p)(2) to enhance antiinternalization functionality.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://nasdaqphlx.cchwallstreet.
com/, at the principal office of the
Exchange, and at the Commission’s
Public Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of the proposed rule
change is to enhance the antiinternalization (‘‘AIQ’’) functionality
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Federal Register / Vol. 82, No. 216 / Thursday, November 9, 2017 / Notices
sradovich on DSK3GMQ082PROD with NOTICES
provided to Specialists and Registered
Options Traders (‘‘ROTs’’) (collectively,
‘‘market makers’’) 3 on the Exchange by
giving members the flexibility to choose
to have this protection apply at the
badge level (i.e., existing functionality),
at the Exchange account level, or at the
member firm level. The Exchange
believes that this enhancement will
provide helpful flexibility for market
making firms that wish to prevent
trading against all quotes and orders
entered by their firm, or Exchange
account, instead of just quotes and
orders that are entered under the same
badge.
Currently, the Exchange provides
mandatory AIQ functionality whereby
quotes and orders entered by market
makers using the same Phlx badge are
not executed against quotes and orders
entered on the opposite side of the
market using the same badge.4 When a
quote or order entered by a market
maker would trade with other quotes or
orders from the same badge, the trading
system cancels the resting quote or
order back to the entering party prior to
execution.5 AIQ assists market makers
in reducing trading costs from
unwanted executions potentially
resulting from the interaction of
executable buy and sell trading interest
from the same firm when performing the
same market making function.
Today, this protection prevents
market makers from trading against their
own quotes and orders at the badge
level. The proposed enhancement to
this functionality would allow members
to choose to have this protection
applied at the badge level as
implemented today, at the Exchange
account level, or at the member firm
level. If members choose to have this
protection applied at the Exchange
account level, AIQ would prohibit
quotes and orders from different badges
associated with the same Exchange
account from trading against one
another. Similarly, if the members
choose to have this protection applied at
the member firm level, AIQ would
prohibit quotes and orders from
different badges within the member firm
from trading against one another.
Members that do not select to have this
protection applied at the Exchange
3 Specialists and ROTs are considered market
makers on Phlx. See Rule 1014.
4 See Rule 1080(p).
5 Id. A quote or order entered by a market maker
only triggers AIQ when it would trade with other
quotes or orders from the same market maker. Thus,
an incoming quote or order entered by a market
maker may interact with other interest with priority
on the book prior to triggering AIQ. After AIQ is
triggered, the incoming quote or order may continue
to trade with resting interest from other
participants.
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17:32 Nov 08, 2017
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account level or member firm level will
have their AIQ protection defaulted to
the badge level protection applied
today. The Exchange believes that the
proposed AIQ enhancement will
provide members with more tailored
self-trade functionality that allows them
to manage their trading as appropriate
based on the members’ business needs.
While the Exchange believes that some
firms will want to restrict AIQ to trading
against interest from the same badge—
i.e., as implemented today—the
Exchange believes that other firms will
find it helpful to be able to configure
AIQ to apply at the Exchange account
level or at the member firm level so that
they are protected regardless of which
badge the order or quote originated
from. Similar flexibility is offered on the
Exchange’s affiliate, the Nasdaq Options
Market (‘‘NOM’’),6 and also on the
BATS BZX Exchange (‘‘BZX’’), which
provides members the ability to apply
Match Trade Prevention (‘‘MTP’’)
modifiers—i.e., BZX’s version of selftrade protection—based on MPID,
Exchange Member, trading group, or
Exchange Sponsored Participant
identifiers.7
The examples below illustrate how
AIQ would operate based on the badge
level protection, the Exchange account
level, or for members that choose to
apply AIQ at the member firm level:
Example 1
1. Member ABC (badge 123A & 555B)
with AIQ configured at the badge level.
2. 123A Quote: $1.00 (5) × $1.10 (20).
3. 555B Buy Order entered for 10
contracts at $1.10.
4. 555B Buy Order executes 10
contracts against 123A Quote. 123A and
555B are permitted trade against one
another because Member ABC has
configured AIQ to apply at the badge
level. This is the same as existing
functionality.
Example 2
1. Member ABC (Account 999 with
badges 123A and 555B, and Account
888 with badge 789A) with AIQ
configured at the Exchange account
level.
2. 123A Quote: $1.00 (5) × $1.10 (20).
3. 789A Quote: $1.05(10) × $1.10 (20).
4. 555B Buy Order entered for 30
contracts at $1.10.
5. 555B Buy Order executes against
789A Quote but 555B Buy Order does
not execute against 123A Quote. AIQ
purges the 123A Quote and the
6 See NOM Chapter VI, Sec. 10. See also
Securities Exchange Act Release No. 81171 (July 19,
2017), 82 FR 34557 (July 25, 2017) (SR–Nasdaq–
2017–069).
7 See BZX Rule 21.1(g).
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52083
remaining contracts of the 555B Buy
Order rests on the book at $1.10. 123A
and 555B are not permitted trade against
one another because Member ABC has
configured AIQ to apply at the Exchange
account level. This is new functionality
as the member has opted to have AIQ
operate at the Exchange account level.
Example 3
1. Same as Example 2 above but
Member ABC has AIQ configured at the
member level.
2. AIQ purges the 123A Quote and the
789A Quote and the 555B Buy Order
rests on the book at $1.10. This is new
functionality as the member has opted
to have AIQ operate at the member
level.
Implementation
The Exchange proposes to launch the
AIQ functionality described in this
proposed rule change in either Q4 2017
or Q1 2018. The Exchange will
announce the implementation date of
this functionality in an Options Trader
Alert issued to members prior to the
launch date.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the requirements of the Act and the
rules and regulations thereunder that
are applicable to a national securities
exchange, and, in particular, with the
requirements of Section 6(b) of the Act.8
In particular, the proposal is consistent
with Section 6(b)(5) of the Act,9 because
it is designed to promote just and
equitable principles of trade, 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 Exchange believes that the
proposed rule change is consistent with
the protection of investors and the
public interest as it is designed to
provide Phlx market makers with
additional flexibility with respect to
how to implement self-trade protections
provided by AIQ. Currently, all market
makers are provided functionality that
prevents quotes and orders from one
badge from trading with quotes and
orders from the same badge. This allows
market makers to better manage their
order flow and prevent undesirable
executions where the market maker,
using the same badge, would be on both
sides of the trade. While this
functionality is helpful to our members,
some members would prefer not to trade
8 15
9 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
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52084
Federal Register / Vol. 82, No. 216 / Thursday, November 9, 2017 / Notices
with quotes and orders entered by
different badges within the same
Exchange account or member. Thus, the
Exchange is proposing to provide
members with flexibility with respect to
how AIQ is implemented. While
members that like the current
functionality can continue to use it,
members who would prefer to prevent
self-trades across different badges
within the same Exchange account or at
the member level will now be provided
with functionality that lets them do this.
Similar flexibility is offered on both
NOM and BZX.10 The Exchange
believes that flexibility to apply AIQ at
the Exchange account or member firm
level would be useful for Phlx members
too. The Exchange believes that the
proposed rule change is designed to
promote just and equitable principles of
trade and will remove impediments to
and perfect the mechanisms of a free
and open market as it will further
enhance self-trade protections provided
to market makers similar to those
protections provided on other markets.
This functionality does not relieve or
otherwise modify the duty of best
execution owed to orders received from
public customers.
sradovich on DSK3GMQ082PROD with NOTICES
B. Self-Regulatory Organization’s
Statement on Burden on Competition
In accordance with Section 6(b)(8) of
the Act,11 the Exchange does not believe
that the proposed rule change will
impose any burden on intermarket or
intramarket competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
proposed rule change is designed to
enhance AIQ functionality provided to
Exchange market makers, and will
benefit members that wish to protect
their quotes and orders against trading
with other quotes and orders within the
same Exchange account or member,
rather than the more limited badge
standard applied today. The new
functionality, which provides similar
flexibility to that offered on both NOM
and BZX, is also completely voluntary,
and members that wish to use the
current functionality can also continue
to do so. The Exchange does not believe
that providing more flexibility to
members will have any significant
impact on competition. In fact, the
Exchange believes that the proposed
rule change is evidence of the
competitive environment in the options
industry where exchanges must
continually improve their offerings to
maintain competitive standing.
10 See
supra notes 6–7.
11 15 U.S.C. 78f(b)(8).
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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 12 and
subparagraph (f)(6) of Rule 19b–4
thereunder.13
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is: (i) Necessary or appropriate in
the public interest; (ii) for the protection
of investors; or (iii) otherwise in
furtherance of the purposes of the Act.
If the Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
Phlx–2017–93 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Brent J. Fields, Secretary, Securities
and Exchange Commission, 100 F Street
NE., Washington, DC 20549–1090.
All submissions should refer to File
Number SR–Phlx–2017–93. This file
12 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.
13 17
PO 00000
Frm 00047
Fmt 4703
Sfmt 4703
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.
Persons submitting comments are
cautioned that we do not redact or edit
personal identifying information from
comment submissions. You should
submit only information that you wish
to make available publicly. All
submissions should refer to File
Number SR–Phlx–2017–93 and should
be submitted on or before November 30,
2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–24370 Filed 11–8–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–82008; File No. SR–Phlx–
2017–88]
Self-Regulatory Organizations; Nasdaq
PHLX LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Amend the
Exchange’s Pricing Schedule at
Section IV, Entitled ‘‘Other Transaction
Fees’’
November 3, 2017.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 thereunder,2
14 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
E:\FR\FM\09NON1.SGM
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Agencies
[Federal Register Volume 82, Number 216 (Thursday, November 9, 2017)]
[Notices]
[Pages 52082-52084]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-24370]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-82012; File No. SR-Phlx-2017-93]
Self-Regulatory Organizations; Nasdaq PHLX LLC; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change To Amend Rule
1080(p)(2) To Enhance Anti-Internalization Functionality
November 3, 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 November 2, 2017, Nasdaq PHLX LLC (``Phlx'' 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 Rule 1080(p)(2) to enhance anti-
internalization functionality.
The text of the proposed rule change is available on the Exchange's
Web site at https://nasdaqphlx.cchwallstreet.com/ com/, at the principal
office of the Exchange, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of the proposed rule change is to enhance the anti-
internalization (``AIQ'') functionality
[[Page 52083]]
provided to Specialists and Registered Options Traders (``ROTs'')
(collectively, ``market makers'') \3\ on the Exchange by giving members
the flexibility to choose to have this protection apply at the badge
level (i.e., existing functionality), at the Exchange account level, or
at the member firm level. The Exchange believes that this enhancement
will provide helpful flexibility for market making firms that wish to
prevent trading against all quotes and orders entered by their firm, or
Exchange account, instead of just quotes and orders that are entered
under the same badge.
---------------------------------------------------------------------------
\3\ Specialists and ROTs are considered market makers on Phlx.
See Rule 1014.
---------------------------------------------------------------------------
Currently, the Exchange provides mandatory AIQ functionality
whereby quotes and orders entered by market makers using the same Phlx
badge are not executed against quotes and orders entered on the
opposite side of the market using the same badge.\4\ When a quote or
order entered by a market maker would trade with other quotes or orders
from the same badge, the trading system cancels the resting quote or
order back to the entering party prior to execution.\5\ AIQ assists
market makers in reducing trading costs from unwanted executions
potentially resulting from the interaction of executable buy and sell
trading interest from the same firm when performing the same market
making function.
---------------------------------------------------------------------------
\4\ See Rule 1080(p).
\5\ Id. A quote or order entered by a market maker only triggers
AIQ when it would trade with other quotes or orders from the same
market maker. Thus, an incoming quote or order entered by a market
maker may interact with other interest with priority on the book
prior to triggering AIQ. After AIQ is triggered, the incoming quote
or order may continue to trade with resting interest from other
participants.
---------------------------------------------------------------------------
Today, this protection prevents market makers from trading against
their own quotes and orders at the badge level. The proposed
enhancement to this functionality would allow members to choose to have
this protection applied at the badge level as implemented today, at the
Exchange account level, or at the member firm level. If members choose
to have this protection applied at the Exchange account level, AIQ
would prohibit quotes and orders from different badges associated with
the same Exchange account from trading against one another. Similarly,
if the members choose to have this protection applied at the member
firm level, AIQ would prohibit quotes and orders from different badges
within the member firm from trading against one another. Members that
do not select to have this protection applied at the Exchange account
level or member firm level will have their AIQ protection defaulted to
the badge level protection applied today. The Exchange believes that
the proposed AIQ enhancement will provide members with more tailored
self-trade functionality that allows them to manage their trading as
appropriate based on the members' business needs. While the Exchange
believes that some firms will want to restrict AIQ to trading against
interest from the same badge--i.e., as implemented today--the Exchange
believes that other firms will find it helpful to be able to configure
AIQ to apply at the Exchange account level or at the member firm level
so that they are protected regardless of which badge the order or quote
originated from. Similar flexibility is offered on the Exchange's
affiliate, the Nasdaq Options Market (``NOM''),\6\ and also on the BATS
BZX Exchange (``BZX''), which provides members the ability to apply
Match Trade Prevention (``MTP'') modifiers--i.e., BZX's version of
self-trade protection--based on MPID, Exchange Member, trading group,
or Exchange Sponsored Participant identifiers.\7\
---------------------------------------------------------------------------
\6\ See NOM Chapter VI, Sec. 10. See also Securities Exchange
Act Release No. 81171 (July 19, 2017), 82 FR 34557 (July 25, 2017)
(SR-Nasdaq-2017-069).
\7\ See BZX Rule 21.1(g).
---------------------------------------------------------------------------
The examples below illustrate how AIQ would operate based on the
badge level protection, the Exchange account level, or for members that
choose to apply AIQ at the member firm level:
Example 1
1. Member ABC (badge 123A & 555B) with AIQ configured at the badge
level.
2. 123A Quote: $1.00 (5) x $1.10 (20).
3. 555B Buy Order entered for 10 contracts at $1.10.
4. 555B Buy Order executes 10 contracts against 123A Quote. 123A
and 555B are permitted trade against one another because Member ABC has
configured AIQ to apply at the badge level. This is the same as
existing functionality.
Example 2
1. Member ABC (Account 999 with badges 123A and 555B, and Account
888 with badge 789A) with AIQ configured at the Exchange account level.
2. 123A Quote: $1.00 (5) x $1.10 (20).
3. 789A Quote: $1.05(10) x $1.10 (20).
4. 555B Buy Order entered for 30 contracts at $1.10.
5. 555B Buy Order executes against 789A Quote but 555B Buy Order
does not execute against 123A Quote. AIQ purges the 123A Quote and the
remaining contracts of the 555B Buy Order rests on the book at $1.10.
123A and 555B are not permitted trade against one another because
Member ABC has configured AIQ to apply at the Exchange account level.
This is new functionality as the member has opted to have AIQ operate
at the Exchange account level.
Example 3
1. Same as Example 2 above but Member ABC has AIQ configured at the
member level.
2. AIQ purges the 123A Quote and the 789A Quote and the 555B Buy
Order rests on the book at $1.10. This is new functionality as the
member has opted to have AIQ operate at the member level.
Implementation
The Exchange proposes to launch the AIQ functionality described in
this proposed rule change in either Q4 2017 or Q1 2018. The Exchange
will announce the implementation date of this functionality in an
Options Trader Alert issued to members prior to the launch date.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the requirements of the Act and the rules and regulations
thereunder that are applicable to a national securities exchange, and,
in particular, with the requirements of Section 6(b) of the Act.\8\ In
particular, the proposal is consistent with Section 6(b)(5) of the
Act,\9\ because it is designed to promote just and equitable principles
of trade, 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.
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\8\ 15 U.S.C. 78f(b).
\9\ 15 U.S.C. 78f(b)(5).
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The Exchange believes that the proposed rule change is consistent
with the protection of investors and the public interest as it is
designed to provide Phlx market makers with additional flexibility with
respect to how to implement self-trade protections provided by AIQ.
Currently, all market makers are provided functionality that prevents
quotes and orders from one badge from trading with quotes and orders
from the same badge. This allows market makers to better manage their
order flow and prevent undesirable executions where the market maker,
using the same badge, would be on both sides of the trade. While this
functionality is helpful to our members, some members would prefer not
to trade
[[Page 52084]]
with quotes and orders entered by different badges within the same
Exchange account or member. Thus, the Exchange is proposing to provide
members with flexibility with respect to how AIQ is implemented. While
members that like the current functionality can continue to use it,
members who would prefer to prevent self-trades across different badges
within the same Exchange account or at the member level will now be
provided with functionality that lets them do this. Similar flexibility
is offered on both NOM and BZX.\10\ The Exchange believes that
flexibility to apply AIQ at the Exchange account or member firm level
would be useful for Phlx members too. The Exchange believes that the
proposed rule change is designed to promote just and equitable
principles of trade and will remove impediments to and perfect the
mechanisms of a free and open market as it will further enhance self-
trade protections provided to market makers similar to those
protections provided on other markets. This functionality does not
relieve or otherwise modify the duty of best execution owed to orders
received from public customers.
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\10\ See supra notes 6-7.
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B. Self-Regulatory Organization's Statement on Burden on Competition
In accordance with Section 6(b)(8) of the Act,\11\ the Exchange
does not believe that the proposed rule change will impose any burden
on intermarket or intramarket competition that is not necessary or
appropriate in furtherance of the purposes of the Act. The proposed
rule change is designed to enhance AIQ functionality provided to
Exchange market makers, and will benefit members that wish to protect
their quotes and orders against trading with other quotes and orders
within the same Exchange account or member, rather than the more
limited badge standard applied today. The new functionality, which
provides similar flexibility to that offered on both NOM and BZX, is
also completely voluntary, and members that wish to use the current
functionality can also continue to do so. The Exchange does not believe
that providing more flexibility to members will have any significant
impact on competition. In fact, the Exchange believes that the proposed
rule change is evidence of the competitive environment in the options
industry where exchanges must continually improve their offerings to
maintain competitive standing.
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\11\ 15 U.S.C. 78f(b)(8).
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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 \12\ and
subparagraph (f)(6) of Rule 19b-4 thereunder.\13\
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\12\ 15 U.S.C. 78s(b)(3)(A)(iii).
\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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At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is: (i)
Necessary or appropriate in the public interest; (ii) for the
protection of investors; or (iii) otherwise in furtherance of the
purposes of the Act. If the Commission takes such action, the
Commission shall institute proceedings to determine whether the
proposed rule should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-Phlx-2017-93 on the subject line.
Paper Comments
Send paper comments in triplicate to Brent J. Fields,
Secretary, Securities and Exchange Commission, 100 F Street NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-Phlx-2017-93. 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. Persons submitting
comments are cautioned that we do not redact or edit personal
identifying information from comment submissions. You should submit
only information that you wish to make available publicly. All
submissions should refer to File Number SR-Phlx-2017-93 and should be
submitted on or before November 30, 2017.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
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\14\ 17 CFR 200.30-3(a)(12).
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Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017-24370 Filed 11-8-17; 8:45 am]
BILLING CODE 8011-01-P