Self-Regulatory Organizations; Cboe Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change Relating To Amend Its Fees Schedule, 2288-2290 [2019-01172]
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2288
Federal Register / Vol. 84, No. 25 / Wednesday, February 6, 2019 / Notices
to Section 19(b)(1) of the Securities
Exchange Act of 1934 (‘‘Act’’) 1 and Rule
19b–4 thereunder,2 a proposed rule
change to amend its Rule 7.31 Relating
to Discretionary Orders, Auction-Only
Orders, Discretionary Modifier, and
Yielding Modifier and to make related
amendments to Rules 7.16, 7.34, 7.36,
and 7.37. The proposed rule change was
published for comment in the Federal
Register on December 18, 2018.3 The
Commission has not received any
comments on the proposal.
Section 19(b)(2) of the Act 4 provides
that within 45 days of the publication of
notice of the filing of a proposed rule
change, or within such longer period up
to 90 days as the Commission may
designate if it finds such longer period
to be appropriate and publishes its
reasons for so finding, or as to which the
self-regulatory organization consents,
the Commission shall either approve the
proposed rule change, disapprove the
proposed rule change, or institute
proceedings to determine whether the
proposed rule change should be
disapproved. The 45th day after
publication of the notice for this
proposed rule change is February 1,
2019. The Commission is extending this
45-day time period.
The Commission finds it appropriate
to designate a longer period within
which to take action on the proposed
rule change so that it has sufficient time
to consider this proposed rule change.
Accordingly, the Commission, pursuant
to Section 19(b)(2) of the Act,5
designates March 18, 2019, as the date
by which the Commission shall either
approve or disapprove, or institute
proceedings to determine whether to
disapprove, the proposed rule change
(File No. SR–NYSE–2018–52).
SECURITIES AND EXCHANGE
COMMISSION
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.6
Eduardo A. Aleman,
Deputy Secretary.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
[FR Doc. 2019–01180 Filed 2–5–19; 8:45 am]
amozie on DSK3GDR082PROD with NOTICES1
BILLING CODE 8011–01–P
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 84806
(Dec. 12, 2018), 83 FR 64913 (Dec. 18, 2018).
4 15 U.S.C. 78s(b)(2).
5 Id.
6 17 CFR 200.30–3(a)(31).
2 17
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[Release No. 34–85015; File No. SR–CBOE–
2019–003]
Self-Regulatory Organizations; Cboe
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change Relating To Amend Its
Fees Schedule
January 31, 2019.
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 January
29, 2019, Cboe Exchange, Inc. (the
‘‘Exchange’’ or ‘‘Cboe Options’’) filed
with the Securities and Exchange
Commission (the ‘‘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
Cboe Exchange, Inc. (the ‘‘Exchange’’
or ‘‘Cboe Options’’) proposes to amend
its fees schedule. The text of the
proposed rule change is provided in
Exhibit 5.
The text of the proposed rule change
is also available on the Exchange’s
website (https://www.cboe.com/
AboutCBOE/CBOELegal
RegulatoryHome.aspx), at the
Exchange’s Office of the Secretary, and
at the Commission’s Public Reference
Room.
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.
1 15
2 17
PO 00000
U.S.C. 78s(b)(1).
CFR 240.19b–4.
Frm 00150
Fmt 4703
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
Fees Schedule, effective February 1,
2019 to amend its fee incentive program
for Lead Market-Makers (‘‘LMM’’) in
SPX during Global Trading Hours
(‘‘GTH’’). By way of background,
pursuant to Footnote 38 of the Fees
Schedule, a GTH LMM in SPX will
receive a rebate for that month in the
amount of a pro-rata share of a
compensation pool equal to $30,000
times the number of LMMs in that class
(or pro-rated amount if an appointment
begins after the first trading day of the
month or ends prior to the last trading
day of the month) if the LMM: (1)
Provides continuous electronic quotes
in at least the lesser of 99% of the nonadjusted series or 100% of the nonadjusted series minus one call-put pair
in an GTH allocated class (excluding
intraday add-on series on the day during
which such series are added for trading)
during GTH in a given month; (2) enters
opening quotes within five minutes of
the initiation of an opening rotation in
any series that is not open due to the
lack of a quote, provided that the LMM
will not be required to enter opening
quotes in more than the same
percentage of series set forth in clause
(1) for at least 90% of the trading days
during GTH in a given month; and (3)
satisfies the following time-weighted
average quote widths and bid/ask sizes
for each moneyness category: (A) Out of
the money options (‘‘OTM’’), average
quote width of $0.75 or less and average
bid/ask size of 15 contracts or greater;
(B) at the money options (‘‘ATM’’),
average quote width of $3.00 or less and
bid/ask size of 10 contracts or greater;
and (C) in the money options (‘‘ITM’’),
average quote width of $10.00 or less
and bid/ask size of 5 contracts or
greater.3 GTH LMMs in SPX are not
obligated to satisfy the heightened
quoting standards described above or in
Rule 8.15 during GTH. Rather, GTH
LMMs in SPX are eligible to receive a
rebate if they satisfy the heightened
standards described in the Fees
Schedule, which the Exchange believes
will encourage SPX LMMs to provide
liquidity during GTH.
The Exchange proposes to amend
Footnote 38 to modify the quoting
standard a GTH LMM in SPX will need
to satisfy in order to receive a rebate for
its SPX GTH activity. Particularly, the
Exchange proposes to modify prong
3 See
Sfmt 4703
E:\FR\FM\06FEN1.SGM
Cboe Options Fees Schedule, Footnote 38.
06FEN1
Federal Register / Vol. 84, No. 25 / Wednesday, February 6, 2019 / Notices
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3(A) of the quoting standard with
respect to the required average quote
width for OTM options. As noted,
above, a GTH LMM in SPX must, among
other things, provide an average quote
width of $0.75 or less and average bid/
ask size of 15 contracts or greater for
OTM options. The Exchange proposes to
modify the OTM options average quote
width requirement. Specifically the
Exchange proposes to require that a
GTH LMM in SPX provide an average
quote width for OTM options of $0.90
or less instead of $0.75 or less. The
Exchange proposes to widen the average
quote width required as the current
market has made it more difficult for a
GTH LMM in SPX to maintain the same
quality of markets as compared to
previous market conditions that were
less volatile. The Exchange continues to
believe that time-weighted averages are
a good way to assess the overall quality
of the market.
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with the
Securities Exchange Act of 1934 (the
‘‘Act’’) and the rules and regulations
thereunder applicable to the Exchange
and, in particular, the requirements of
Section 6(b) of the Act.4 Specifically,
the Exchange believes the proposed rule
change is consistent with the Section
6(b)(5) 5 requirements that the rules of
an exchange be designed to prevent
fraudulent and manipulative acts and
practices, to promote just and equitable
principles of trade, to foster cooperation
and coordination with persons engaged
in regulating, clearing, settling,
processing information with respect to,
and facilitating transactions in
securities, to remove impediments to
and perfect the mechanism of a free and
open market and a national market
system, and, in general, to protect
investors and the public interest.
Additionally, the Exchange believes the
proposed rule change is consistent with
the Section 6(b)(5) 6 requirement that
the rules of an exchange not be designed
to permit unfair discrimination between
customers, issuers, brokers, or dealers.
The Exchange believes amending the
third prong in Footnote 38 is reasonable
as it does not change the financial
benefit offered. Additionally, the
Exchange believes the proposed
amendment is reasonable, equitable and
not unfairly discriminatory because it
applies to any appointed GTH LMM in
SPX uniformly and because if the third
prong, as amended, is not met, a GTH
4 15
5 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
VerDate Sep<11>2014
SPX LMM merely will not receive the
offered financial benefit. The Exchange
also believes the requirement under the
amended third prong is commensurate
with the financial benefit offered.
Additionally, the Exchange notes that
current market conditions have made
the current OTM average quote widths
requirement more difficult to attain and
the Exchange believes the amended
averaged width quote is more
appropriate given current market
conditions. The Exchange believes that
its proposed rule change removes
impediments to and perfects the
mechanism of a free and open national
market system as it continues to
incentivize any GTH LMMs in SPX to
provide liquidity in SPX during GTH
and meet the prescribed quoting
standard.
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.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule changes will impose
any burden on competition that are not
necessary or appropriate in furtherance
of the purposes of the Act. The
Exchange does not believe that the
proposed rule change will impose any
burden on intramarket competition that
is not necessary or appropriate in
furtherance of the purposes of the Act
because it applies uniformly to all SPX
GTH LMMs. The Exchange does not
believe that the proposed rule change
will impose any burden on intermarket
competition that is not necessary or
appropriate in furtherance of the
purposes of the Act because SPX
options are proprietary products that
will only be traded on Cboe Options. To
the extent that the proposed changes
make Cboe Options a more attractive
marketplace for market participants at
other exchanges, such market
participants are welcome to become
Cboe Options market participants.
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–
CBOE–2019–003 on the subject line.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange neither solicited nor
received comments on the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 7 and paragraph (f) of Rule
19b–4 8 thereunder. At any time within
60 days of the filing of the proposed rule
7 15
6 Id.
8 17
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2289
PO 00000
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
Frm 00151
Fmt 4703
Sfmt 4703
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:
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–CBOE–2019–003. 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
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
E:\FR\FM\06FEN1.SGM
06FEN1
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Federal Register / Vol. 84, No. 25 / Wednesday, February 6, 2019 / Notices
comment submissions. You should
submit only information that you wish
to make available publicly. All
submissions should refer to File
Number SR–CBOE–2019–003 and
should be submitted on or before
February 27, 2019.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.9
Eduardo A. Aleman,
Deputy Secretary.
[FR Doc. 2019–01172 Filed 2–5–19; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–85023; File No. SR–
NYSEAMER–2018–58]
Self-Regulatory Organizations; NYSE
American LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Change To Modify the NYSE American
Options Fee Schedule
January 31, 2019.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that, on December
21, 2018, NYSE American LLC (the
‘‘Exchange’’ or ‘‘NYSE American’’) filed
with the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III below, which Items
have been prepared by the selfregulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
amozie on DSK3GDR082PROD with NOTICES1
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
The Exchange proposes to modify the
NYSE American Options Fee Schedule
(‘‘Fee Schedule’’). The Exchange
proposes to implement the fee change
effective January 1, 2019. The proposed
change is available on the Exchange’s
website at www.nyse.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
self-regulatory organization included
9 17
CFR 200.30–3(a)(12).
U.S.C.78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
1 15
VerDate Sep<11>2014
18:09 Feb 05, 2019
Jkt 247001
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 those 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 parts 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 modify
the Fee Schedule, effective January 1,
2019, to provide an incentive for Market
Makers to provide more competitive
prices and deeper liquidity in the NYSE
FANG+ Index (‘‘NYSE FANG+’’), which
trades under the symbol FAANG. The
Exchange also proposes to eliminate the
FAANG Rebate that it currently offers
Floor Brokers as it failed to achieve its
intended goal of encouraging Floor
Brokers to bring FAANG business to the
Trading Floor.
The Exchange introduced fees and
rebates for transactions in FAANG in
June 2018.4 Currently, the Exchange
charges $0.35 per contract, per side for
non-Customer and Professional
Customer FAANG transactions, whether
executed manually or electronically.5
However, the Exchange does not charge
a fee for any FAANG transactions (i) on
behalf of Customers or (ii) by Market
Makers with an appointment in NYSE
FANG+.6 Thus, Market Makers that do
not have an appointment in NYSE
FANG+ are currently subject to the same
fee of $0.35 per contract, per side for
non-Customer and Professional
Customer FAANG transactions. The
Exchange proposes to remove the
requirement that a Market Maker have
an appointment in FAANG to be able to
transact in FAANG for free. The
Exchange believes that removing this
limitation would encourage Market
Makers to trade in FAANG.
Concurrent with this change, the
Exchange proposes to introduce credits
for Market Maker organizations—
4 See Securities Exchange Act Release No. 83553
(June 28, 2018), 83 FR 31431 (July 5, 2018) (SR–
NYSEAMER–2018–34).
5 See Fee Schedule, Section I.A., Options
Transaction Fees and Credits, Rates for Options
Transactions, note 7 (Options on NYSE FANG+
Index (‘‘FAANG’’) transactions), available here:
https://www.nyse.com/publicdocs/nyse/markets/
american-options/NYSE_American_Options_Fee_
Schedule.pdf.
6 See id. The term Market Maker, as used herein,
includes NYSE American Options Market Makers,
Specialists, e-Specialists and Directed Order Market
Makers (or DOMMs).
PO 00000
Frm 00152
Fmt 4703
Sfmt 4703
specifically, NYSE American Options
Market Makers, Specialists, e-Specialists
or DOMMs—that execute at least 500
total monthly contract sides that open a
position on the Exchange (the ‘‘MM
FAANG Credit’’ or ‘‘Credit).7 Only those
FAANG transactions marked as ‘‘open’’
would be eligible to be counted towards
the MM FAANG Credit. As proposed,
firms that meet the minimum volume
threshold would receive a MM FAANG
Credit of $5,000; provided, however,
that if more than ten firms qualify for a
MM FAANG Credit in a calendar
month, the Credit for each qualifying
firm would be a pro rata share of
$50,000. The Exchange believes the
proposed MM FAANG Credit would
further the Exchange’s goal of
encouraging trading in this new index
product. In particular, the Exchange
seeks to spur Market Makers to provide
increased liquidity in tighter markets,
which would create greater trading
opportunities for all market
participants.
Finally, the Exchange proposes to
eliminate the FAANG Rebate that it
currently offers Floor Brokers as it failed
to achieve its intended goal of
encouraging Floor Brokers to bring
FAANG business to the Trading Floor.8
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6(b) of the Act, in general, and
furthers the objectives of Sections
6(b)(4) and (5) of the Act, in particular,
because it provides for the equitable
allocation of reasonable dues, fees, and
other charges among its members,
issuers and other persons using its
facilities and does not unfairly
discriminate between customers,
issuers, brokers or dealers.
The Exchange believes the proposal to
remove the restriction that Market
Makers must have an appointment in
FAANG to avoid transactions fees in
this product is reasonable, equitable and
not unfairly discriminatory because this
proposal would encourage Market
Makers to provide liquidity in FAANG,
a product that was only introduced in
June 2018. In addition, the proposed
FAANG transaction fee change would
7 See proposed Fee Schedule, Section I.A.,
Options Transaction Fees and Credits, Rates for
Options Transactions, note 7 (Options on NYSE
FANG+ Index (‘‘FAANG’’) transactions).
8 See Securities Exchange Act Release No. 83617
(July 10, 2018), 83 FR 32930, 32930 (July 16, 2018)
(SR–NYSEAMER–2018–36) (adopting the FAANG
Rebate for Floor Brokers to ‘‘encourage[e] Floor
Brokers to bring business to the Trading Floor,
which would in turn, benefit all market participants
through increased liquidity and more opportunities
to trade’’).
E:\FR\FM\06FEN1.SGM
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Agencies
[Federal Register Volume 84, Number 25 (Wednesday, February 6, 2019)]
[Notices]
[Pages 2288-2290]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2019-01172]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-85015; File No. SR-CBOE-2019-003]
Self-Regulatory Organizations; Cboe Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of a Proposed Rule Change Relating
To Amend Its Fees Schedule
January 31, 2019.
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 January 29, 2019, Cboe Exchange, Inc. (the ``Exchange'' or
``Cboe Options'') filed with the Securities and Exchange Commission
(the ``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
Cboe Exchange, Inc. (the ``Exchange'' or ``Cboe Options'') proposes
to amend its fees schedule. The text of the proposed rule change is
provided in Exhibit 5.
The text of the proposed rule change is also 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 Fees Schedule, effective
February 1, 2019 to amend its fee incentive program for Lead Market-
Makers (``LMM'') in SPX during Global Trading Hours (``GTH''). By way
of background, pursuant to Footnote 38 of the Fees Schedule, a GTH LMM
in SPX will receive a rebate for that month in the amount of a pro-rata
share of a compensation pool equal to $30,000 times the number of LMMs
in that class (or pro-rated amount if an appointment begins after the
first trading day of the month or ends prior to the last trading day of
the month) if the LMM: (1) Provides continuous electronic quotes in at
least the lesser of 99% of the non-adjusted series or 100% of the non-
adjusted series minus one call-put pair in an GTH allocated class
(excluding intraday add-on series on the day during which such series
are added for trading) during GTH in a given month; (2) enters opening
quotes within five minutes of the initiation of an opening rotation in
any series that is not open due to the lack of a quote, provided that
the LMM will not be required to enter opening quotes in more than the
same percentage of series set forth in clause (1) for at least 90% of
the trading days during GTH in a given month; and (3) satisfies the
following time-weighted average quote widths and bid/ask sizes for each
moneyness category: (A) Out of the money options (``OTM''), average
quote width of $0.75 or less and average bid/ask size of 15 contracts
or greater; (B) at the money options (``ATM''), average quote width of
$3.00 or less and bid/ask size of 10 contracts or greater; and (C) in
the money options (``ITM''), average quote width of $10.00 or less and
bid/ask size of 5 contracts or greater.\3\ GTH LMMs in SPX are not
obligated to satisfy the heightened quoting standards described above
or in Rule 8.15 during GTH. Rather, GTH LMMs in SPX are eligible to
receive a rebate if they satisfy the heightened standards described in
the Fees Schedule, which the Exchange believes will encourage SPX LMMs
to provide liquidity during GTH.
---------------------------------------------------------------------------
\3\ See Cboe Options Fees Schedule, Footnote 38.
---------------------------------------------------------------------------
The Exchange proposes to amend Footnote 38 to modify the quoting
standard a GTH LMM in SPX will need to satisfy in order to receive a
rebate for its SPX GTH activity. Particularly, the Exchange proposes to
modify prong
[[Page 2289]]
3(A) of the quoting standard with respect to the required average quote
width for OTM options. As noted, above, a GTH LMM in SPX must, among
other things, provide an average quote width of $0.75 or less and
average bid/ask size of 15 contracts or greater for OTM options. The
Exchange proposes to modify the OTM options average quote width
requirement. Specifically the Exchange proposes to require that a GTH
LMM in SPX provide an average quote width for OTM options of $0.90 or
less instead of $0.75 or less. The Exchange proposes to widen the
average quote width required as the current market has made it more
difficult for a GTH LMM in SPX to maintain the same quality of markets
as compared to previous market conditions that were less volatile. The
Exchange continues to believe that time-weighted averages are a good
way to assess the overall quality of the market.
2. Statutory Basis
The Exchange believes the proposed rule change is consistent with
the Securities Exchange Act of 1934 (the ``Act'') and the rules and
regulations thereunder applicable to the Exchange and, in particular,
the requirements of Section 6(b) of the Act.\4\ Specifically, the
Exchange believes the proposed rule change is consistent with the
Section 6(b)(5) \5\ requirements that the rules of an exchange be
designed to prevent fraudulent and manipulative acts and practices, to
promote just and equitable principles of trade, to foster cooperation
and coordination with persons engaged in regulating, clearing,
settling, processing information with respect to, and facilitating
transactions in securities, to remove impediments to and perfect the
mechanism of a free and open market and a national market system, and,
in general, to protect investors and the public interest. Additionally,
the Exchange believes the proposed rule change is consistent with the
Section 6(b)(5) \6\ requirement that the rules of an exchange not be
designed to permit unfair discrimination between customers, issuers,
brokers, or dealers.
---------------------------------------------------------------------------
\4\ 15 U.S.C. 78f(b).
\5\ 15 U.S.C. 78f(b)(5).
\6\ Id.
---------------------------------------------------------------------------
The Exchange believes amending the third prong in Footnote 38 is
reasonable as it does not change the financial benefit offered.
Additionally, the Exchange believes the proposed amendment is
reasonable, equitable and not unfairly discriminatory because it
applies to any appointed GTH LMM in SPX uniformly and because if the
third prong, as amended, is not met, a GTH SPX LMM merely will not
receive the offered financial benefit. The Exchange also believes the
requirement under the amended third prong is commensurate with the
financial benefit offered. Additionally, the Exchange notes that
current market conditions have made the current OTM average quote
widths requirement more difficult to attain and the Exchange believes
the amended averaged width quote is more appropriate given current
market conditions. The Exchange believes that its proposed rule change
removes impediments to and perfects the mechanism of a free and open
national market system as it continues to incentivize any GTH LMMs in
SPX to provide liquidity in SPX during GTH and meet the prescribed
quoting standard.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule changes will
impose any burden on competition that are not necessary or appropriate
in furtherance of the purposes of the Act. The Exchange does not
believe that the proposed rule change will impose any burden on
intramarket competition that is not necessary or appropriate in
furtherance of the purposes of the Act because it applies uniformly to
all SPX GTH LMMs. The Exchange does not believe that the proposed rule
change will impose any burden on intermarket competition that is not
necessary or appropriate in furtherance of the purposes of the Act
because SPX options are proprietary products that will only be traded
on Cboe Options. To the extent that the proposed changes make Cboe
Options a more attractive marketplace for market participants at other
exchanges, such market participants are welcome to become Cboe Options
market participants.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange neither solicited nor received comments on the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to Section
19(b)(3)(A) of the Act \7\ and paragraph (f) of Rule 19b-4 \8\
thereunder. 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.
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\7\ 15 U.S.C. 78s(b)(3)(A).
\8\ 17 CFR 240.19b-4(f).
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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-CBOE-2019-003 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-CBOE-2019-003. 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 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
[[Page 2290]]
comment submissions. You should submit only information that you wish
to make available publicly. All submissions should refer to File Number
SR-CBOE-2019-003 and should be submitted on or before February 27,
2019.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\9\
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\9\ 17 CFR 200.30-3(a)(12).
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Eduardo A. Aleman,
Deputy Secretary.
[FR Doc. 2019-01172 Filed 2-5-19; 8:45 am]
BILLING CODE 8011-01-P