Self-Regulatory Organizations; Nasdaq BX, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Extend the Pilot Period for the Exchange's Retail Price Improvement Program Until June 30, 2019, 66326-66328 [2018-27822]
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66326
Federal Register / Vol. 83, No. 246 / Wednesday, December 26, 2018 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Eduardo A. Aleman,
Deputy Secretary.
[FR Doc. 2018–27821 Filed 12–21–18; 8:45 am]
BILLING CODE 8011–01–P
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–84847; File No. SR–BX–
2018–063]
Self-Regulatory Organizations; Nasdaq
BX, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Extend the Pilot
Period for the Exchange’s Retail Price
Improvement Program Until June 30,
2019
December 18, 2018.
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 December
11, 2018, Nasdaq BX, Inc. (‘‘BX’’ or
‘‘Exchange’’), filed with the Securities
and Exchange Commission (‘‘SEC’’ or
‘‘Commission’’) the proposed rule
change as described in Items I and II
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 extend the
pilot period for the Exchange’s Retail
Price Improvement (‘‘RPI’’) Program (the
‘‘Program’’), which is set to expire on
December 31, 2018, for an additional
period to expire on June 30, 2019.
The Exchange has designated
December 11, 2018 as the date the
proposed rule change becomes effective.
The text of the proposed rule change
is available on the Exchange’s website at
https://nasdaqbx.cchwallstreet.com/, at
the principal office of the Exchange, and
at the Commission’s Public Reference
Room.
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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
12 17
CFR 200.30–3(a)(83).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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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.
1. Purpose
The purpose of this filing is to extend
the pilot period of the RPI Program,3
currently scheduled to expire on
December 31, 2018, for an additional
period to expire on June 30, 2019.
Background
In November 2014, the Commission
approved the RPI Program on a pilot
basis.4 The Program is designed to
attract retail order flow to the Exchange,
and allow such order flow to receive
potential price improvement. The
Program is currently limited to trades
occurring at prices equal to or greater
than $1.00 per share. Under the
Program, a new class of market
participant called a Retail Member
Organization (‘‘RMO’’) is eligible to
submit certain retail order flow (‘‘Retail
Orders’’) 5 to the Exchange. BX members
(‘‘Members’’) are permitted to provide
potential price improvement for Retail
Orders in the form of non-displayed
interest that is priced more aggressively
than the Protected National Best Bid or
Offer (‘‘Protected NBBO’’).6
3 Securities Exchange Act Release No. 73702
(November 28, 2014), 79 FR 72049 (December 4,
2014) (‘‘RPI Approval Order’’) (SR–BX–2014–048).
4 See id.
5 A ‘‘Retail Order’’ is defined in BX Rule
4780(a)(2) by referencing BX Rule 4702, and BX
Rule 4702(b)(6) says it is an order type with a nondisplay order attribute submitted to the Exchange
by a RMO. A Retail Order must be an agency order,
or riskless principal order that satisfies the criteria
of FINRA Rule 5320.03. The Retail Order must
reflect trading interest of a natural person with no
change made to the terms of the underlying order
of the natural person with respect to price (except
in the case of a market order that is changed to a
marketable limit order) or side of market and that
does not originate from a trading algorithm or any
other computerized methodology.
6 The term Protected Quotation is defined in
Chapter XII, Sec. 1(19) and has the same meaning
as is set forth in Regulation NMS Rule 600(b)(58).
The Protected NBBO is the best-priced protected
bid and offer. Generally, the Protected NBBO and
the national best bid and offer (‘‘NBBO’’) will be the
same. However, a market center is not required to
route to the NBBO if that market center is subject
to an exception under Regulation NMS Rule
611(b)(1) or if such NBBO is otherwise not available
for an automatic execution. In such case, the
Protected NBBO would be the best-priced protected
bid or offer to which a market center must route
interest pursuant to Regulation NMS Rule 611.
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Sfmt 4703
The Program was approved by the
Commission on a pilot basis running
one-year from the date of
implementation.7 The Commission
approved the Program on November 28,
2014.8 The Exchange implemented the
Program on December 1, 2014 and the
pilot has since been extended for a one
year period twice and for an additional
six month period twice, with it now
scheduled to end on December 31,
2018.9
Proposal To Extend the Operation of the
Program
The Exchange established the RPI
Program in an attempt to attract retail
order flow to the Exchange by
potentially providing price
improvement to such order flow. The
Exchange believes that the Program
promotes competition for retail order
flow by allowing Exchange members to
submit Retail Price Improvement Orders
(‘‘RPI Orders’’) 10 to interact with Retail
Orders. Such competition has the ability
to promote efficiency by facilitating the
price discovery process and generating
additional investor interest in trading
securities, thereby promoting capital
formation. The Exchange believes that
extending the pilot is appropriate
because it will allow the Exchange and
the Commission additional time to
analyze data regarding the Program that
the Exchange has committed to
provide.11 As such, the Exchange
believes that it is appropriate to extend
the current operation of the Program.12
Through this filing, the Exchange seeks
to amend BX Rule 4780(h) and extend
the current pilot period of the Program
7 See
RPI Approval Order, supra note 3 at 72053.
at 72049.
9 See Securities Exchange Act Release No. 76490
(November 20, 2015), 80 FR 74165 (November 27,
2015) (SR–BX–2015–073); Securities Exchange Act
Release No. 79446 (December 1, 2016), 81 FR 88279
(December 7, 2016) (SR–BX–2016–065); Securities
Exchange Act Release No. 82192 (December 1,
2017), 82 FR 57809 (December 7, 2017) (SR–BX–
2017–055); and Securities Exchange Act Release
No. 83539 (June 28, 2018), 83 FR 31203 (July 3,
2018) (SR–BX–2018–026).
10 A Retail Price Improvement Order is defined in
BX Rule 4780(a)(3) by referencing BX Rule 4702
and BX Rule 4702(b)(5) says that it is as an order
type with a non-display order attribute that is held
on the Exchange Book in order to provide liquidity
at a price at least $0.001 better than the NBBO
through a special execution process described in
Rule 4780.
11 See RPI Approval Order, supra note 3 at 72051.
12 Concurrently with this filing, the Exchange has
submitted a request for an extension of the
exemption under Regulation NMS Rule 612
previously granted by the Commission that permits
it to accept and rank the RPI orders in sub-penny
increments. See Letter from Jeffrey S. Davis, Vice
President and Deputy General Counsel and
Secretary, Nasdaq BX, Inc. to Eduardo A. Aleman,
Assistant Secretary, Securities and Exchange
Commission dated December 11, 2018.
8 Id.
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Federal Register / Vol. 83, No. 246 / Wednesday, December 26, 2018 / Notices
until the earlier of approval of the filing
to make the Program permanent or June
30, 2019.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the provisions of Section 6 of the Act,13
in general, and with Section 6(b)(5) of
the Act,14 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.
The Exchange believes that extending
the pilot period for the RPI Program is
consistent with these principles because
the Program is reasonably designed to
attract retail order flow to the exchange
environment, while helping to ensure
that retail investors benefit from the
better price that liquidity providers are
willing to give their orders.
Additionally, as previously stated, the
competition promoted by the Program
may facilitate the price discovery
process and potentially generate
additional investor interest in trading
securities. The extension of the pilot
period will allow the Commission and
the Exchange to continue to monitor the
Program for its potential effects on
public price discovery, and on the
broader market structure.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will result in
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act, as amended.
The proposed rule change extends an
established pilot program for an
additional period, to expire on June 30,
2019, thus allowing the RPI Program to
enhance competition for retail order
flow and contribute to the public price
discovery process.
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No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The Exchange has filed the proposed
rule change pursuant to Section
14 15
U.S.C. 78f.
U.S.C. 78f(b)(5).
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15 15
U.S.C. 78s(b)(3)(A)(iii).
CFR 240.19b–4(f)(6).
17 15 U.S.C. 78s(b)(3)(A).
18 17 CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6)(iii) requires the Exchange to give the
Commission written notice of the Exchange’s intent
to file the proposed rule change, along with a brief
description and text of 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 requested that the Commission waive the fiveday pre-filing notice requirement, and the
Commission has agreed to waive the requirement.
19 17 CFR 240.19b–4(f)(6).
20 17 CFR 240.19b–4(f)(6)(iii).
21 For purposes only of waiving the 30-day
operative delay, the Commission has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
16 17
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
13 15
19(b)(3)(A)(iii) of the Act 15 and Rule
19b–4(f)(6) thereunder.16 Because the
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, if
consistent with the protection of
investors and the public interest, the
proposed rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 17 and Rule 19b–4(f)(6)
thereunder.18
A proposed rule change filed under
Rule 19b–4(f)(6) 19 normally does not
become operative prior to 30 days after
the date of the filing. However, pursuant
to Rule 19b–4(f)(6)(iii),20 the
Commission may designate a shorter
time if such action is consistent with the
protection of investors and the public
interest. The Exchange has asked the
Commission to waive the 30-day
operative delay so that the proposed
rule change may become operative
immediately. The Commission believes
that waiving the 30-day operative delay
is consistent with the protection of
investors and the public interest,
because waiver would allow the pilot
period to continue uninterrupted after
its current expiration date of December
31, 2018, thereby avoiding any potential
investor confusion that could result
from temporary interruption in the
Program. For this reason, the
Commission hereby waives the 30-day
operative delay and designates the
proposal operative upon filing.21
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
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66327
Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
change should be approved or
disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
BX–2018–063 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–BX–2018–063. 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 website (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 website 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
offices 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–BX–2018–063, and should
be submitted on or before January 16,
2019.
E:\FR\FM\26DEN1.SGM
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66328
Federal Register / Vol. 83, No. 246 / Wednesday, December 26, 2018 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.22
Eduardo A. Aleman,
Deputy Secretary.
[FR Doc. 2018–27822 Filed 12–21–18; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–84844; File No. SR–
CboeBZX–2018–087]
Self-Regulatory Organizations; Cboe
BZX Exchange, Inc.; Notice of Filing
and Immediate Effectiveness of a
Proposed Rule Change To Amend the
Fee Schedule
December 18, 2018.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on December
3, 2018, Cboe BZX Exchange, Inc. (the
‘‘Exchange’’ or ‘‘BZX’’) 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 Exchange has
designated the proposed rule change as
one establishing or changing a member
due, fee, or other charge imposed by the
Exchange under Section 19(b)(3)(A)(ii)
of the Act 3 and Rule 19b–4(f)(2)
thereunder,4 which renders the
proposed rule change effective upon
filing with the Commission. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is filing with the
Securities and Exchange Commission
(‘‘Commission’’) a proposed rule change
to amend the fee schedule applicable to
Members and non-Members 5 of the
Exchange pursuant to BZX Rules 15.1(a)
and (c). Changes to the fee schedule
pursuant to this proposal are effective
upon filing.
22 17
CFR 200.30–3(a)(12) and (59).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A)(ii).
4 17 CFR 240.19b–4(f)(2).
5 A Member is defined as ‘‘any registered broker
or dealer that has been admitted to membership in
the Exchange.’’ See Exchange Rule 1.5(n).
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The text of the proposed rule change
is available on the Exchange’s website
(https://www.cboe.com/AboutCBOE/
CBOELegalRegulatoryHome.aspx), at
the Exchange’s Office of the Secretary,
and at the Commission’s Public
Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
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 its
fee schedule applicable to its equities
trading platform (‘‘BZX Equities’’) to
increase the rebate under the NonDisplayed Add Volume Tape A Tier 1,
effective December 3, 2018.
The Exchange currently provides a
standard rebate of $0.00150 per share
for non-displayed orders that add
liquidity. The Exchange also provides
an enhanced rebate under NonDisplayed Add Volume Tape A Volume
Tier, Tier 1 under Footnote 1 (‘‘HV
Volume Tier’’) which is available for
qualifying non-displayed orders that
add liquidity (Tape A), (i.e., orders
which yield fee code HV). Particularly,
under the HV Volume Tier, a Member
may receive an enhanced rebate of
$0.00260 per share where they add an
ADV 6 greater than or equal to 0.20% of
the TCV 7 as Non-Displayed orders that
yield fee codes HI or HV.8 The Exchange
6 ‘‘ADV’’ means average daily volume calculated
as the number of shares added or removed,
combined, per day. ADAV and ADV are calculated
on a monthly basis.
7 ‘‘TCV’’ means total consolidated volume
calculated as the volume reported by all exchanges
and trade reporting facilities to a consolidated
transaction reporting plan for the month for which
the fees apply.
8 Fee code HI is appended to non-displayed
orders that receive price improvement and add
liquidity.
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Fmt 4703
Sfmt 4703
proposes to increase the HV Volume
Tier rebate from $0.00260 per share to
$0.00275 per share. The Exchange
believes the proposed change will
encourage Members to increase nondisplayed add liquidity on the
exchange. The Exchange also notes that
another Exchange offers the same rebate
amount for similar transactions.9
2. Statutory Basis
The Exchange believes that the
proposed rule changes are consistent
with the objectives of Section 6 of the
Act,10 in general, and furthers the
objectives of Section 6(b)(4),11 in
particular, as it is designed to provide
for the equitable allocation of reasonable
dues, fees and other charges among its
Members and other persons using its
facilities. The Exchange also notes that
it operates in a highly-competitive
market in which market participants can
readily direct order flow to competing
venues if they deem fee levels at a
particular venue to be excessive or
incentives to be insufficient. The
proposed rule changes reflect a
competitive pricing structure designed
to incentivize market participants to
direct their order flow to the Exchange.
The Exchange believes increasing the
rebate under the HV Volume Tier is
reasonable because Members are
provided an opportunity to receive an
enhanced rebate for Non-Displayed
orders that add liquidity and is a
reasonable means to encourage
Members to increase their liquidity on
the Exchange. The Exchange also notes
that another Exchange offers a similar
rebate.12 The Exchange also believes the
proposed fee change is equitable and
non-discriminatory because it applies
uniformly to all Members.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
9 See New York Stock Exchange Price List 2018,
which provides that the equity per share credit for
all Midpoint Passive Liquidity (‘‘MPL’’) orders that
provide liquidity, other than MPL orders from
Designated Market Makers (‘‘DMMs’’), will receive
a rebate of $0.00275 per share if a Member adds an
ADV greater than or equal to 0.14% Tape A NYSE
consolidated average daily volume (‘‘CADV’’),
excluding any liquidity added by a DMM.
10 15 U.S.C. 78f.
11 15 U.S.C. 78f(b)(4).
12 See New York Stock Exchange Price List 2018,
which provides that the equity per share credit for
all MPL orders that provide liquidity, other than
MPL orders from DMMs, will receive a rebate of
$0.00275 per share if a Member adds an ADV
greater than or equal to 0.14% Tape A CADV,
excluding any liquidity added by a DMM.
E:\FR\FM\26DEN1.SGM
26DEN1
Agencies
[Federal Register Volume 83, Number 246 (Wednesday, December 26, 2018)]
[Notices]
[Pages 66326-66328]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2018-27822]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-84847; File No. SR-BX-2018-063]
Self-Regulatory Organizations; Nasdaq BX, Inc.; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change To Extend the Pilot
Period for the Exchange's Retail Price Improvement Program Until June
30, 2019
December 18, 2018.
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 December 11, 2018, Nasdaq BX, Inc. (``BX'' or ``Exchange''), filed
with the Securities and Exchange Commission (``SEC'' or ``Commission'')
the proposed rule change as described in Items I and II 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 extend the pilot period for the Exchange's
Retail Price Improvement (``RPI'') Program (the ``Program''), which is
set to expire on December 31, 2018, for an additional period to expire
on June 30, 2019.
The Exchange has designated December 11, 2018 as the date the
proposed rule change becomes effective.
The text of the proposed rule change is available on the Exchange's
website at https://nasdaqbx.cchwallstreet.com/, at the principal office
of the Exchange, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of this filing is to extend the pilot period of the RPI
Program,\3\ currently scheduled to expire on December 31, 2018, for an
additional period to expire on June 30, 2019.
---------------------------------------------------------------------------
\3\ Securities Exchange Act Release No. 73702 (November 28,
2014), 79 FR 72049 (December 4, 2014) (``RPI Approval Order'') (SR-
BX-2014-048).
---------------------------------------------------------------------------
Background
In November 2014, the Commission approved the RPI Program on a
pilot basis.\4\ The Program is designed to attract retail order flow to
the Exchange, and allow such order flow to receive potential price
improvement. The Program is currently limited to trades occurring at
prices equal to or greater than $1.00 per share. Under the Program, a
new class of market participant called a Retail Member Organization
(``RMO'') is eligible to submit certain retail order flow (``Retail
Orders'') \5\ to the Exchange. BX members (``Members'') are permitted
to provide potential price improvement for Retail Orders in the form of
non-displayed interest that is priced more aggressively than the
Protected National Best Bid or Offer (``Protected NBBO'').\6\
---------------------------------------------------------------------------
\4\ See id.
\5\ A ``Retail Order'' is defined in BX Rule 4780(a)(2) by
referencing BX Rule 4702, and BX Rule 4702(b)(6) says it is an order
type with a non-display order attribute submitted to the Exchange by
a RMO. A Retail Order must be an agency order, or riskless principal
order that satisfies the criteria of FINRA Rule 5320.03. The Retail
Order must reflect trading interest of a natural person with no
change made to the terms of the underlying order of the natural
person with respect to price (except in the case of a market order
that is changed to a marketable limit order) or side of market and
that does not originate from a trading algorithm or any other
computerized methodology.
\6\ The term Protected Quotation is defined in Chapter XII, Sec.
1(19) and has the same meaning as is set forth in Regulation NMS
Rule 600(b)(58). The Protected NBBO is the best-priced protected bid
and offer. Generally, the Protected NBBO and the national best bid
and offer (``NBBO'') will be the same. However, a market center is
not required to route to the NBBO if that market center is subject
to an exception under Regulation NMS Rule 611(b)(1) or if such NBBO
is otherwise not available for an automatic execution. In such case,
the Protected NBBO would be the best-priced protected bid or offer
to which a market center must route interest pursuant to Regulation
NMS Rule 611.
---------------------------------------------------------------------------
The Program was approved by the Commission on a pilot basis running
one-year from the date of implementation.\7\ The Commission approved
the Program on November 28, 2014.\8\ The Exchange implemented the
Program on December 1, 2014 and the pilot has since been extended for a
one year period twice and for an additional six month period twice,
with it now scheduled to end on December 31, 2018.\9\
---------------------------------------------------------------------------
\7\ See RPI Approval Order, supra note 3 at 72053.
\8\ Id. at 72049.
\9\ See Securities Exchange Act Release No. 76490 (November 20,
2015), 80 FR 74165 (November 27, 2015) (SR-BX-2015-073); Securities
Exchange Act Release No. 79446 (December 1, 2016), 81 FR 88279
(December 7, 2016) (SR-BX-2016-065); Securities Exchange Act Release
No. 82192 (December 1, 2017), 82 FR 57809 (December 7, 2017) (SR-BX-
2017-055); and Securities Exchange Act Release No. 83539 (June 28,
2018), 83 FR 31203 (July 3, 2018) (SR-BX-2018-026).
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Proposal To Extend the Operation of the Program
The Exchange established the RPI Program in an attempt to attract
retail order flow to the Exchange by potentially providing price
improvement to such order flow. The Exchange believes that the Program
promotes competition for retail order flow by allowing Exchange members
to submit Retail Price Improvement Orders (``RPI Orders'') \10\ to
interact with Retail Orders. Such competition has the ability to
promote efficiency by facilitating the price discovery process and
generating additional investor interest in trading securities, thereby
promoting capital formation. The Exchange believes that extending the
pilot is appropriate because it will allow the Exchange and the
Commission additional time to analyze data regarding the Program that
the Exchange has committed to provide.\11\ As such, the Exchange
believes that it is appropriate to extend the current operation of the
Program.\12\ Through this filing, the Exchange seeks to amend BX Rule
4780(h) and extend the current pilot period of the Program
[[Page 66327]]
until the earlier of approval of the filing to make the Program
permanent or June 30, 2019.
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\10\ A Retail Price Improvement Order is defined in BX Rule
4780(a)(3) by referencing BX Rule 4702 and BX Rule 4702(b)(5) says
that it is as an order type with a non-display order attribute that
is held on the Exchange Book in order to provide liquidity at a
price at least $0.001 better than the NBBO through a special
execution process described in Rule 4780.
\11\ See RPI Approval Order, supra note 3 at 72051.
\12\ Concurrently with this filing, the Exchange has submitted a
request for an extension of the exemption under Regulation NMS Rule
612 previously granted by the Commission that permits it to accept
and rank the RPI orders in sub-penny increments. See Letter from
Jeffrey S. Davis, Vice President and Deputy General Counsel and
Secretary, Nasdaq BX, Inc. to Eduardo A. Aleman, Assistant
Secretary, Securities and Exchange Commission dated December 11,
2018.
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2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the provisions of Section 6 of the Act,\13\ in general, and with
Section 6(b)(5) of the Act,\14\ 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.
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\13\ 15 U.S.C. 78f.
\14\ 15 U.S.C. 78f(b)(5).
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The Exchange believes that extending the pilot period for the RPI
Program is consistent with these principles because the Program is
reasonably designed to attract retail order flow to the exchange
environment, while helping to ensure that retail investors benefit from
the better price that liquidity providers are willing to give their
orders. Additionally, as previously stated, the competition promoted by
the Program may facilitate the price discovery process and potentially
generate additional investor interest in trading securities. The
extension of the pilot period will allow the Commission and the
Exchange to continue to monitor the Program for its potential effects
on public price discovery, and on the broader market structure.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
result in any burden on competition that is not necessary or
appropriate in furtherance of the purposes of the Act, as amended. The
proposed rule change extends an established pilot program for an
additional period, to expire on June 30, 2019, thus allowing the RPI
Program to enhance competition for retail order flow and contribute to
the public price discovery process.
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
The Exchange has filed the proposed rule change pursuant to Section
19(b)(3)(A)(iii) of the Act \15\ and Rule 19b-4(f)(6) thereunder.\16\
Because the 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, if consistent with the protection of
investors and the public interest, the proposed rule change has become
effective pursuant to Section 19(b)(3)(A) of the Act \17\ and Rule 19b-
4(f)(6) thereunder.\18\
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\15\ 15 U.S.C. 78s(b)(3)(A)(iii).
\16\ 17 CFR 240.19b-4(f)(6).
\17\ 15 U.S.C. 78s(b)(3)(A).
\18\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)(iii)
requires the Exchange to give the Commission written notice of the
Exchange's intent to file the proposed rule change, along with a
brief description and text of 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 requested that the Commission waive the five-day pre-
filing notice requirement, and the Commission has agreed to waive
the requirement.
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A proposed rule change filed under Rule 19b-4(f)(6) \19\ normally
does not become operative prior to 30 days after the date of the
filing. However, pursuant to Rule 19b-4(f)(6)(iii),\20\ the Commission
may designate a shorter time if such action is consistent with the
protection of investors and the public interest. The Exchange has asked
the Commission to waive the 30-day operative delay so that the proposed
rule change may become operative immediately. The Commission believes
that waiving the 30-day operative delay is consistent with the
protection of investors and the public interest, because waiver would
allow the pilot period to continue uninterrupted after its current
expiration date of December 31, 2018, thereby avoiding any potential
investor confusion that could result from temporary interruption in the
Program. For this reason, the Commission hereby waives the 30-day
operative delay and designates the proposal operative upon filing.\21\
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\19\ 17 CFR 240.19b-4(f)(6).
\20\ 17 CFR 240.19b-4(f)(6)(iii).
\21\ For purposes only of waiving the 30-day operative delay,
the Commission has considered the proposed rule's impact on
efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
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At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act. If the Commission
takes such action, the Commission shall institute proceedings to
determine whether the proposed rule change should be approved or
disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-BX-2018-063 on the subject line.
Paper Comments
Send paper comments in triplicate to Secretary, Securities
and Exchange Commission, 100 F Street NE, Washington, DC 20549-1090.
All submissions should refer to File Number SR-BX-2018-063. 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 website (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 website 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 offices 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-BX-2018-063, and should be submitted on
or before January 16, 2019.
[[Page 66328]]
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\22\
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\22\ 17 CFR 200.30-3(a)(12) and (59).
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Eduardo A. Aleman,
Deputy Secretary.
[FR Doc. 2018-27822 Filed 12-21-18; 8:45 am]
BILLING CODE 8011-01-P