[Federal Register: February 19, 2008 (Volume 73, Number 33)]
[Notices]
[Page 9157-9158]
[DOCID:fr19fe08-100]

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DEPARTMENT OF TRANSPORTATION

Federal Motor Carrier Safety Administration

[Docket No. FMCSA-2008-0039]

Motor Carrier Safety Advisory Committee Public Meeting

AGENCY: Federal Motor Carrier Safety Administration (FMCSA), DOT.

ACTION: Notice of Motor Carrier Safety Advisory Committee Meeting.

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SUMMARY: FMCSA announces that the Motor Carrier Safety Advisory
Committee (MCSAC) will hold a committee meeting. The meeting is open to
the public.

DATES: The meeting will be held from 9 a.m. to 5 p.m. on Wednesday,
March 12, 2008. Written comments must be received by April 12, 2008.

ADDRESSES: The meeting will take place at the U.S. Department of

Transportation, Media Center, West Building, Ground Floor, 1200 New
Jersey Avenue, SE., Washington, DC 20590.

FOR FURTHER INFORMATION CONTACT: Ms. Pamela Pelcovits, Director, Office
of Policy Plans and Regulation, Federal Motor Carrier Safety
Administration, U.S. Department of Transportation, 1200 New Jersey
Avenue, SE., Washington, DC 20590,<PHONE_NUMBER><EMAIL_ADDRESS>
SUPPLEMENTARY INFORMATION:

I. Background

    Section 4144 of the Safe, Accountable, Flexible, Efficient
Transportation Equity Act: A Legacy for Users (SAFETEA-LU, Pub. L. 109-
59) required the Secretary of the U.S. Department of Transportation to
establish in FMCSA, a Motor Carrier Safety Advisory Committee. The
advisory committee provides advice and recommendations to the FMCSA
Administrator on motor carrier safety programs and motor carrier safety
regulations. The advisory committee operates in accordance with the
Federal Advisory Committee Act (5 U.S.C. App 2). The FMCSA
Administrator appointed 15 members to serve on the advisory committee
on March 5, 2007.

II. Meeting Participation

    The meeting is open to the public and FMCSA invites participation
by all interested parties, including motor carriers, drivers, and
representatives of motor carrier associations. Please note that
participants will need to be pre-cleared in advance of the meeting in
order to enter the building. By March 7, 2008, e-mail<EMAIL_ADDRESS>if
you plan to attend the meeting to facilitate the pre-clearance process.
For information on facilities or services for individuals with
disabilities or to request special assistance at the meeting, e-mail
<EMAIL_ADDRESS>As a general matter, the committee will make one hour

available for public comments on Wednesday, March 12, 2008, from 4 p.m.
to 5 p.m. Individuals wishing to address the committee should send an
e-mail to<EMAIL_ADDRESS>by noon on Tuesday, March 11, 2008. The time
available will be reasonably divided among those who have signed up to
address the committee, but no one will have more than 15 minutes.
Individuals wanting to present written materials to the committee
should submit written comments identified by Federal Docket Management
System (FDMC) Docket Number FMCSA-2008-0039 using any of the following
methods:
     Federal eRulemaking Portal: Go to http://www.regulations.gov.
 Follow the online instructions for submitting

comments.
     Fax:<PHONE_NUMBER>.
     Mail: Docket Management Facility; U.S. Department of
Transportation, 1200 New Jersey Avenue, SE., West Building, Room W12-
140, Washington, DC 20590.
     Hand Delivery: U.S. Department of Transportation, 1200 New
Jersey Avenue, SE., Room W12-140, Washington, DC, between 9 a.m. and 5
p.m., Monday through Friday, except Federal holidays.

    Issued on: February 12, 2008.
Larry W. Minor,
Associate Administrator for Policy and Program Development.
 [FR Doc. E8-3023 Filed 2-15-08; 8:45 am]

BILLING CODE 4910-EX-P


[Federal Register Volume 84, Number 231 (Monday, December 2, 2019)]
[Notices]
[Page 65993]
[FR Doc No: 2019-25951]

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DEPARTMENT OF HOMELAND SECURITY

Federal Emergency Management Agency

[Internal Agency Docket No. FEMA-4463-DR; Docket ID FEMA-2019-0001]

South Dakota; Amendment No. 1 to Notice of a Major Disaster
Declaration

AGENCY: Federal Emergency Management Agency, DHS.

ACTION: Notice.

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SUMMARY: This notice amends the notice of a major disaster for the
State of South Dakota (FEMA-4463-DR), dated September 23, 2019, and
related determinations.

DATES: The amendment was issued November 20, 2019.

FOR FURTHER INFORMATION CONTACT: Dean Webster, Office of Response and
Recovery, Federal Emergency Management Agency, 500 C Street SW,
Washington, DC 20472,<PHONE_NUMBER>.

SUPPLEMENTARY INFORMATION: Notice is hereby given that the incident
period for this declared disaster is now May 21, 2019, through and
including June 7, 2019.

    The following Catalog of Federal Domestic Assistance Numbers
(CFDA) are to be used for reporting and drawing funds: 97.030,
Community Disaster Loans; 97.031, Cora Brown Fund; 97.032, Crisis
Counseling; 97.033, Disaster Legal Services; 97.034, Disaster
Unemployment Assistance (DUA); 97.046, Fire Management Assistance
Grant; 97.048, Disaster Housing Assistance to Individuals and
Households In Presidentially Declared Disaster Areas; 97.049,
Presidentially Declared Disaster Assistance--Disaster Housing
Operations for Individuals and Households; 97.050, Presidentially
Declared Disaster Assistance to Individuals and Households--Other
Needs; 97.036, Disaster Grants--Public Assistance (Presidentially
Declared Disasters); 97.039, Hazard Mitigation Grant.

Pete Gaynor,
Acting Administrator, Federal Emergency Management Agency.
[FR Doc. 2019-25951 Filed 11-29-19; 8:45 am]
BILLING CODE 9111-23-P


[Federal Register Volume 82, Number 56 (Friday, March 24, 2017)]
[Notices]
[Pages 15074-15081]
[FR Doc No: 2017-05854]

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SECURITIES AND EXCHANGE COMMISSION

[Release No. 34-80281; File No. SR-C2-2017-010]

Self-Regulatory Organizations; C2 Options Exchange, Incorporated;
Notice of Filing and Immediate Effectiveness of a Proposed Rule Change
Related to Complex Orders

March 20, 2017.
    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 March 6, 2017, C2 Options Exchange, Incorporated (the
``Exchange'' or ``C2'') filed with the Securities and Exchange
Commission (the ``Commission'') the proposed rule change as described
in Items I and II below, which Items have been prepared by the
Exchange. The Exchange filed the proposal pursuant to Section
19(b)(3)(A)(iii) of the Act \3\ and Rule 19b-4(f)(6) thereunder.\4\ The
Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
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    \1\ 15 U.S.C. 78s(b)(1).
    \2\ 17 CFR 240.19b-4.
    \3\ 15 U.S.C. 78s(b)(3)(A)(iii).
    \4\ 17 CFR 240.19b-4(f)(6).
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change

    The Exchange seeks to amend its rules related to complex orders.
The text of the proposed rule change is provided below (additions are
italicized; deletions are [bracketed]).
* * * * *

C2 Options Exchange, Incorporated

Rules

* * * * *

Rule 1.1. Definitions

* * * * *

Exchange Spread Market

    The term ``Exchange spread market'' means the derived net market
based on the BBOs in the individual series legs comprising

a complex order and, if a stock-option order, the NBBO of the stock
leg.
* * * * *

National Spread Market

    The term ``national spread market'' means the derived net market
based on the NBBOs in the individual series legs comprising a
complex order and, if a stock-option order, the NBBO of the stock
leg.
* * * * *

Rule 6.13. Complex Order Execution

    (a)-(c) No change.
    . . . Interpretations and Policies:
    .01 No change.
    .02 For each class where COA is activated, the Exchange may also
determine to activate COA for complex orders resting in COB. For
such classes, any non-marketable order resting at the top of COB may
be automatically subject to COA if the order is within a number of
ticks away from the opposite side of the current [derived
net]Exchange spread market. [The ``derived net market'' will be
calculated based on the derived net price of the individual series
legs. For stock-option orders, the derived net market for a strategy
will be calculated using the Exchange's best bid or offer in the
individual option series leg(s) and the NBBO in the stock leg.] The
Exchange may also determine on a class-by-class and strategy basis
to limit the frequency of COAs initiated for complex orders resting
in COB.
    .03 No change.
    .04 Price Check Parameters: On a class-by-class basis, the
Exchange may determine (and announce via Regulatory Circular) which
of the following price check parameters will apply to eligible
complex orders. Paragraphs (b)[, (e)] and (g)(1) will not be
applicable to stock-option orders.
    For purposes of this Interpretation and Policy .04:
    Vertical Spread. A ``vertical'' spread is a two-legged complex
order with one leg to buy a number of calls (puts) and one leg to
sell the same number of calls (puts) with the same expiration date
but different exercise prices.
    Butterfly Spread. A ``butterfly'' spread is a three-legged
complex order with two legs to buy (sell) the same number of calls
(puts) and one leg to sell (buy) twice as many calls (puts), all
with the same expiration date but different exercise prices, and the
exercise price of the middle leg is between the exercise prices of
the other legs. If the exercise price of the middle leg is halfway
between the exercise prices of the other legs, it is a ``true''
butterfly; otherwise, it is a ``skewed'' butterfly.
    Box Spread. A ``box'' spread is a four-legged complex order with
one leg to buy calls and one leg to sell puts with one strike price,
and one leg to sell calls and one leg to buy puts with another
strike price, all of which have the same expiration date and are for
the same number of contracts.
    To the extent a price check parameter is applicable, the
Exchange will not automatically execute an eligible complex order
that is:
    (a)-(d) No change.
    (e) Acceptable Percentage [Distance]Range Parameter:
    (i) An incoming complex order (including a stock-option order)
after all leg series are open for trading that is marketable and
would execute immediately upon submission to the COB or following a
COA if[, following COA,] the execution would be at a price [that is
not within]outside an acceptable percentage [distance from the
derived net price of the individual series legs]range. The
``acceptable percentage range'' is the national spread market (or
Exchange spread market if the NBBO in any leg is locked, crossed or
unavailable and for pairs of orders submitted to AIM or SAM) that
existed when the System received the order or at the start of COA[.
The ``acceptable percentage distance'' will be a percentage
determined by the Exchange on a class-by-class basis and shall be no
less than 3 percent. Such a complex order will be cancelled.], as
applicable, plus/minus:
    (A) the amount equal to a percentage (which may not be less than
3%) of the national spread market (the ``percentage amount'') if
that amount is not less than a minimum amount or greater than a
maximum amount (the Exchange will determine the percentage and
minimum and maximum amounts and announce them to Trading Permit
Holders by Regulatory Circular);
    (B) the minimum amount, if the percentage amount is less than
the minimum amount; or
    (C) the maximum amount, if the percentage amount is greater than
the maximum amount.
    (ii) The System cancels an order (or any remaining size after
partial execution of the order) that would execute or rest in the
COB at a price outside the acceptable price range.
    (iii) If the System rejects either order in a pair of orders
submitted to AIM or SAM pursuant to this parameter, then the System
also cancels the paired order. Notwithstanding the foregoing, with
respect to an AIM Retained (``A:AIR'') order as defined in
Interpretation and Policy .10 to Rule 6.51, if the System rejects
the Agency Order pursuant to this check, then the System also
rejects the contra-side order; however, if the System rejects the
contra-side order pursuant to this check, the System still accepts
the Agency Order if it satisfies the check. To the extent a contra-
side order or response is marketable against the Agency Order, the
execution price will be capped at the opposite side of the
acceptable price range.
    (f) [Stock-Option Derived Net Market Parameters: A stock-option
order that is marketable if, following COA, the execution would not
be within the acceptable derived net market for the strategy that
existed at the start of COA.
    (1) An ``acceptable derived net market'' for a strategy will be
calculated using the Exchange's best bid or offer in the individual
option series leg(s) and the NBBO in the stock leg plus/minus an
acceptable tick distance. An ``acceptable tick distance'' (``ATD'')
will be determined by the Exchange on a class-by-class and premium
basis.
    (2) Such a stock-option order will be cancelled.
    (3) To the extent that any non-marketable order resting at the
top of the COB is priced within the ATD of the derived net market,
the full order will be subject to COA (and the processing described
in this paragraph (f)). The Exchange may also determine on a class-
by-class and strategy basis to limit the frequency of COAs initiated
for non-marketable stock-option orders resting in COB.
    In classes where this price check parameter is available, it
will also be available for COA responses under Rule 6.13(c), AIM and
Solicitation Auction Mechanism stock-option orders and responses
under Rule 6.51 and 6.52, and customer-to-customer immediate cross
stock-option orders under Rule 6.51.08. Such paired stock-option
orders and responses under these provisions will not be accepted
except that, to the extent that only a paired contra-side order
subject to an auction under Rule 6.51 or 6.52 exceeds this price
check parameter, the contra-side order will not be accepted and the
paired original Agency Order will not be accepted or, at the order
entry firm's discretion (i.e., an AIM Retained (``A:AIR'') order as
defined in Interpretation and Policy .10 to Rule 6.51), continue
processing as an unpaired stock-option order. To the extent that a
contra-side order or response is marketable, its price will be
capped at the price inside the acceptable derived net
market.]Reserved.
    (g) Limit Order Price Parameters: [The Exchange will not accept
for execution eligible limit orders if]The System rejects back to a
Trading Permit Holder a complex limit order with a net debit
(credit) price more than a specified amount above (below):
    (1) prior to the opening of a series (including during any pre-
opening period and opening rotation)[before a series is opened
following a halt), the order is priced at a net debit that is more
than an ATD above] the derived net market using the Exchange's
previous day's closing[e] prices in the individual option series
legs comprising the complex order. However, this does not apply[ or
the order is priced at a net credit that is more than an ATD below
the derived net market using the Exchange's previous day's close in
the individual series legs comprising the complex order (as
determined by the Exchange on a class by class and net premium
basis)]to stock-option orders, to orders for the account of Market-
Makers or away Market-Makers, or if there is no Exchange previous
day's closing price in any leg; or
    (2) [once a series has opened, the order is priced at a net
debit that is more than an ATD above]intraday, the opposite side of
the national spread[derived net] market. This applies to stock-
option orders, but does not apply [using the Exchange's best bid or
offer in the individual option series legs comprising the complex
order or the order is priced at a net credit that is more than an
ATD below the opposite side derived net market using the Exchange's
best bid or offer in the individual option series legs comprising
the complex order (as determined by the Exchange on a class by class
and net premium basis)]if the NBBO in any leg is locked, crossed or
unavailable or if there is no Exchange spread market.

    [Paragraph (g)(1) is not applicable to limit orders of Exchange
Market-Makers or away Market-Makers or Intermarket Sweep Orders
(``ISOs'') as ISOs cannot be entered prior to the opening on the
System. Paragraph (g)(2) is applicable to ISOs for all classes where
the limit order price parameter is activated. The Exchange may
determine on a class by class basis and announce via Regulatory
Circular whether to apply paragraphs (g)(1) and/or (g)(2) to
immediate-or-cancel complex orders if doing so would be necessary or
appropriate in furtherance of the interests of investors and the
promotion of fair and orderly markets. The Exchange may determine to
widen or narrow the ATDs with respect to particular order types, in
the interests of fair and orderly markets or, in furtherance of the
objectives of the Options Order Protection and Locked/Crossed Market
Plan, as announced via Regulatory Circular.]
    (3) For purposes of this paragraph (g):
    (i) [An ATD shall be no less than 5 minimum net price increment
ticks (where the ``minimum net price increment'' is the minimum
increment for net priced bids and offers for the given complex order
strategy).]The Exchange determines the amount, which may be no less
than $0.02, on a class-by-class and net premium basis and announces
the amount to Trading Permit Holders via Regulatory Circular. The
Exchange may determine to apply a different amount to orders entered
during the pre-opening or a trading rotation.
    (ii) No limit order price parameter applies to complex orders
submitted during a halt (including during any pre-opening period and
opening rotation prior to re-opening following the halt) or to pairs
of orders submitted to AIM or SAM. The limit order price parameter
will take precedence over another price check parameter to the
extent that both are applicable to an incoming limit order.
    (iii) The senior official in the Help Desk may grant [intra-day
]relief on any trading day (including prior to opening) by widening
or inactivating one or more of the applicable [ATD]amount parameter
settings [for complex orders ]in the interest of a fair and orderly
market.
    (A) Notification of [intra-day ]this relief will be announced
via electronic message to Trading Permit Holders that request to
receive such messages. Such [intra-day ]relief will not extend
beyond the trade day on which it is granted, unless a determination
to extend such relief is announced to Trading Permit Holders via
Regulatory Circular. The Exchange will make and keep records to
document all determinations to grant [intra-day]this relief under
this Rule, and shall maintain those records in accordance with Rule
17a-1 under the Exchange Act.
    (B) The Exchange will periodically review determinations to
grant [intra-day ]relief on any trading day for consistency with the
interest of a fair and orderly market. [If a limit order is not
accepted for execution because the limit order price ATD has not
been met, the order will be returned to the order entry firm. The
limit order price parameter will take precedence over another price
check parameter to the extent that both are applicable to an
incoming limit order.]
    (h) No change.
    .06 Special Provisions Applicable to Stock-Option Orders: Stock-
option orders may be executed against other stock-option orders
through the COB and COA. Stock-option orders will not be legged
against the individual component legs, except as provided in
paragraph (d) below.
    (a) No change.
    (b) Option Component. Notwithstanding the special priority
provisions contained in paragraphs (c) and (d) below, the option
leg(s) of a stock-option order shall not be executed on the system
(i) at a price that is inferior to the Exchange's best bid (offer)
in the series or (ii) at the Exchange's best bid (offer) in that
series if one or more public customer orders are resting at the best
bid (offer) price on the Book in each of the component option series
and the stock-option order could otherwise be executed in full (or
in a permissible ratio). The option leg(s) of a stock-option order
may be executed in a one-cent increment, regardless of the minimum
quoting increment applicable to that series.
    (1) No change.
    (2) To the extent that a stock-option order resting in COB
becomes marketable against the [derived net]Exchange spread market,
the full order will be subject to COA (and the processing described
in paragraph (b)(1) of this Interpretation and Policy). [The
``derived net market'' for a strategy will be calculated using the
Exchange's best bid or offer in the individual option series leg(s)
and the NBBO in the stock leg.]
    (c)-(f) No change.
    .07 Execution of Complex Orders on the COB Open:
    (a) Complex orders, including stock-option orders, do not
participate in opening rotations for individual component option
series legs conducted pursuant to Rule 6.11. When the last of the
individual component option series legs that make up a complex order
strategy has opened (and, in the case of a stock-option order, the
underlying stock has opened), the COB for that strategy will open.
The COB will open with no trade, except as follows:
    (i) The COB will open with a trade against the individual
component option series legs if there are complex orders on only one
side of the COB that are marketable against the opposite side of the
[derived net]Exchange spread market. The resulting execution will
occur at the [derived net]Exchange spread market price to the extent
marketable pursuant to the rules of trading priority otherwise
applicable to incoming electronic orders in the individual component
legs. To the extent there is any remaining balance, the complex
orders will trade pursuant to subparagraph (ii) below or, if unable
to trade, be processed as they would on an intra-day basis under
Rule 6.13. This paragraph (i) is not applicable to stock-option
orders because stock-option orders do not trade against the
individual component option series legs when the COB opens.
    (ii) The COB will open (or continue to open with another trade
if a trade occurred pursuant to subparagraph (i) above) with a trade
against complex orders if there are complex orders in the COB
(including any remaining balance of an order that enters the COB
after a partial trade with the legs pursuant to subparagraph (i))
that are marketable against each other and priced within the
[derived net]Exchange spread market. The resulting execution will
occur at a market clearing price that is inside the [derived
net]Exchange spread market and that matches complex orders to the
extent marketable pursuant to the allocation algorithm from Rule
6.12, as determined by the Exchange on a class-by-class basis with
the addition that the COB gives priority to complex orders whose net
price is better than the market clearing price first, and then to
complex orders at the market clearing price. To the extent there is
any remaining balance, the complex orders will be processed as they
would on an intra-day basis under Rule 6.13. This subparagraph (ii )
is applicable to stock-option orders.
    (b) [The ``derived net market'' for a stock-option order
strategy will be calculated using the Exchange's best bid or offer
in the individual option series leg(s) and the NBBO in the stock
leg. The ``derived net market'' for any other complex order strategy
will be calculated using the Exchange's best bid or offer in the
individual option series legs.
    (c)] The Exchange may also use the process described in
paragraph (a) of this Interpretation and Policy .07 when the COB
reopens a strategy after a time period during which trading of that
strategy was unavailable.
* * * * *
    The text of the proposed rule change is also available on the
Exchange's Web site (http://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 has in place various price protection mechanisms that
are designed to prevent complex orders from executing at potentially
erroneous

prices.\5\ These mechanisms are designed to help maintain a fair and
orderly market by mitigating potential risks associated with complex
orders trading at prices that are extreme or potentially erroneous.
Currently, certain of these price protection mechanisms applicable to
complex orders compare a complex order's net price, or the net price at
which a complex order would execute, against the derived net market
price based on the Exchange's best bid or offer (``BBO'') in the
individual series legs.\6\ The Exchange proposes to amend these
mechanisms to provide they will use the derived net market based on the
national best bid or offer (``NBBO'') in the individual series legs
rather than the BBO. The Exchange also proposes to update the parameter
that requires a complex order to execute at a range within an
acceptable percentage distance from the current market.
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    \5\ See, e.g., Rules 6.13, Interpretation and Policy .04.
    \6\ See id.
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Limit Order Price Parameter for Complex Orders
    The proposed rule change amends the limit order price parameters
for complex and stock-option orders, which are intended to block
executions at prices that exceed the derived net market by more than a
reasonable amount. Rule 6.13, Interpretation and Policy .04(g)
currently provides the Exchange will not accept for execution eligible
limit orders if:
     Prior to the opening (including before a series is opened
following a halt), the order is priced at a net debit that is more than
an acceptable tick distance (``ATD'') above the derived net market
using the Exchange's previous day's close in the individual series legs
comprising the complex order or the order is priced at a net credit
that is more than an ATD below the derived net market using the
Exchange's previous day's close in the individual series legs
comprising the complex order (as determined by the Exchange on a class-
by-class and net premium basis); \7\ or
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    \7\ This provision currently does not apply to orders of
Exchange Market-Makers or away Market-Makers or Intermarket Sweep
Orders (``ISOs'') (which cannot be entered prior to the opening of
the System). The proposed rule change eliminates the reference to
ISOs--because Trading Permit Holders may not enter ISOs prior to the
opening, the rule does not need to specify this check will not apply
to those orders prior to the opening, as none will enter the System
during that time.
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     once a series has opened, the order is priced at a net
debit that is more than an ATD above the opposite side derived net
market using the Exchange's best bid or offer in the individual series
legs comprising the complex order or the order is priced at a net
credit that is more than an ATD below the opposite side derived net
market based on the individual series legs comprising the complex order
(as determined by the Exchange on a class-by-class and net premium
basis).
    The Exchange proposes to amend these provisions to provide a
complex order's price generally will be compared to the derived net
price based on the national spread market.\8\ Specifically, proposed
subparagraph (g)(1) states the System rejects back to a Trading Permit
Holder \9\ a complex limit order with a net debit (credit) price more
than distance specified amount above (below):
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    \8\ The proposed rule change adds the definition of national
spread market to Rule 1.1, defined as the derived net market based
on the NBBOs in the individual series legs comprising a complex
order and, if a stock-option order, the NBBO of the stock leg.
    \9\ Current subparagraph (3)(ii)(B) states if a limit order is
not accepted for execution because the limit order price ATD has not
been met, the order will be returned to the order entry firm. The
proposed rule change deletes this language, as it is no longer
needed due to the revised introductory language in proposed
paragraph (g). Additionally, the proposed rule change moves the rule
provision stating the limit order price parameter will take
precedence over another price check parameter to the extent both are
applicable to an incoming limit order from current subparagraph
(3)(ii)(B) to proposed subparagraph (3)(ii).
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     Prior to the opening of a series (including during any
pre-opening period and opening rotation), the derived net market using
the Exchange's previous day's closing prices in the individual series
legs comprising the complex order. However, this does not apply to
stock-option orders, to orders for the account of C2 or away market-
makers, or if there is no Exchange previous day's closing price in any
leg; or
     intraday, the opposite side of the national spread market.
This applies to stock-option orders, but does not apply if the NBBO in
any leg is locked, crossed or unavailable \10\ or if there is no
Exchange spread market.\11\

    \10\ If the NBBO (or BBO) is not currently being disseminated,
the NBBO (or BBO) will be considered ``unavailable.''
    \11\ The proposed rule change adds the definition of Exchange
spread market to Rule 1.1, defined as the derived net market based
on the BBOs in the individual series legs comprising a complex order
and, if a stock-option order, the NBBO of the stock leg. The
proposed rule change makes corresponding changes to Rule 6.13,
Interpretations and Policies .02, 06, and .07 to incorporate the
proposed defined term (as well as delete the definition currently in
those provision [sic] to avoid duplication). The proposed rule
change also clarifies in Interpretation and Policy .02 the number of
ticks is applied to the opposite side of the Exchange spread market,
which is consistent with System functionality and language in other
rules that incorporate the Exchange spread market or national spread
market.
---------------------------------------------------------------------------

While the Exchange believes Trading Permit Holders are generally
willing to accept executions at prices that exceed the maximum possible
value of the applicable spread to a certain extent, executions too far
away from the market may be erroneous. The current limit order price
parameter when trading is open compares the order prices to the
Exchange spread market, which is the derived net market based on the
BBOs of the individual series legs comprising a complex order and, if a
stock-option order, the NBBO of the stock leg. The proposed rule change
amends this parameter so it compares an order's price to the national
spread market intraday (i.e., when open for trading). As discussed
above, the NBBO of the legs (upon which the national spread market is
based) more accurately reflects the entire market for the legs
comprising a complex order at the time of execution than the Exchange
spread market (based on the BBO of the legs). Therefore, the Exchange
believes it is appropriate for complex order net execution prices
during the trading day to be based on the best prices throughout the
entire market rather than those only on C2's market.\12\
---------------------------------------------------------------------------

    \12\ The proposed rule change also makes nonsubstantive changes
to paragraph (g).
---------------------------------------------------------------------------

    Prior to individual series legs opening on C2 (which the rule
clarifies includes any pre-opening period and opening rotation),\13\
the System will continue to use the derived net market using the
Exchange's previous day's closing prices as the comparison figure. The
check will continue to not apply to stock-option orders or orders of C2
or away market-makers. The check will also not apply if there is no
Exchange previous day's closing price in any leg (and thus no reliable
measure against which to compare the price of the order to determine
its reasonability).
---------------------------------------------------------------------------

    \13\ Pursuant to Rule 6.11, the procedure used to open classes
for trading on the Exchange includes use of a pre-opening period
(which currently begins at 6:30 a.m.) and trading rotation. The pre-
opening period and rotation occur prior to a class being open, and
the proposed rule change merely makes this clear.
---------------------------------------------------------------------------

    With respect to complex orders entered during a trading halt (which
includes any pre-opening period or opening rotation prior to re-opening
following a halt),\14\ current subparagraph (g)(1) applies, using the
derived net market using the Exchange's previous day's closing prices.
The

proposed rule change states in subparagraph (g)(3)(ii) the System will
no longer apply the limit order price parameter to complex orders
entered during a trading halt. If a halt occurs during the trading day,
it is difficult for the System at this time to determine reliable
pricing for each leg during a likely volatile time when quotes may be
available for some legs but not others. The Exchange believes this is
preferable to applying the check using the previous day's closing
price, which would be stale by that time.
---------------------------------------------------------------------------

    \14\ Pursuant to Rule 6.11(i), the Exchange may reopen a class
following a trading halt using the procedure described in the rule,
including use of a pre-opening period and rotation. Any such pre-
opening period and rotation would occur while trading is still
halted, as trading would not yet be reopened, and the proposed rule
change merely makes this clear.
---------------------------------------------------------------------------

    The proposed rule change states this price parameter will not apply
to pairs of orders submitted to AIM or SAM. The AIM and SAM
functionality separately limits the prices at which those pairs may be
submitted and executed, and thus it would be duplicative for the System
to apply this price parameter to those pairs of orders.\15\
---------------------------------------------------------------------------

    \15\ See Rules 6.51(a) and Interpretation and Policy .06, and
6.52(a) and Interpretation and Policy .01, respectively.
---------------------------------------------------------------------------

    Once a series has opened on C2, this check will compare the price
of a complex order with a net debit (credit) price to the opposite side
of the national spread market. The national spread market would more
accurately reflect the then-current market, rather than the Exchange
spread market, and thus the Exchange believes it would be a better
measure to use for purposes of determining the reasonability of the
prices of orders. This applies to stock-option orders, but does not
apply if the NBBO in any leg is locked, crossed or unavailable \16\ or
if there is no Exchange spread market \17\ (and thus no reliable
measure against which to compare the price of the order to determine
its reasonability).
---------------------------------------------------------------------------

    \16\ If the NBBO (or BBO) is not currently being disseminated,
the NBBO (or BBO) will be considered ``unavailable.''
    \17\ The Exchange notes this is consistent with functionality
today--the System does not apply the limit order price parameter to
an order if there is no Exchange spread market (which includes if
there is no C2-disseminated quote in any leg comprising the complex
order).
---------------------------------------------------------------------------

    Currently, C2 does not accept stock-option orders. However, current
paragraph (g) does not specify whether the limit order price parameter
would apply to stock-option orders if C2 accepted them. The proposed
rule change states proposed subparagraph (g)(1) does not apply to
stock-option orders but subparagraph (g)(2) does apply to stock-option
orders.
    Current subparagraph (3)(i) states an ATD may be no less than five
minimum net price increment ticks (where the ``minimum net price
increment'' is the minimum increment for net priced bids and offers for
the given complex order strategy). The proposed rule change states the
Exchange will determine a specified amount, rather than an ATD, which
may be no less than $0.02. With respect to complex orders, the Exchange
has determined pursuant to Rule 6.4(4) the minimum increment for
complex orders in all but three classes (SPX, OEX and XEO) is $0.01,
which would be the minimum increment tick under current Rule 6.13,
Interpretation and Policy .04(g) (thus the current minimum is
essentially $0.01 for almost all classes). The Exchange generally
announces the setting for this parameter in a monetary amount rather
than number of ticks, so the Exchange believes amending the rule to use
the term amount rather than ticks is consistent with this practice.\18\
---------------------------------------------------------------------------

    \18\ See Regulatory Circular RG16-008.
---------------------------------------------------------------------------

    Additionally, because market conditions during pre-opening periods
and trading rotations are different than those present during regular
trading hours, the proposed rule change provides the Exchange with
flexibility to apply a different amount during those times. The
Exchange believes it is appropriate to have the ability to apply a
different amount during the pre-open period or opening rotation so the
check does not impact the Exchange's ability to open an option or
determination of the opening price.\19\
---------------------------------------------------------------------------

    \19\ Note current Rule 6.13, Interpretation and Policy
.04(g)(3)(ii) permits a senior official on the Exchange Help Desk to
grant intra-day relief by widening or inactivating one or more of
the applicable ATD parameters settings in the interest of a fair and
orderly market. The proposed rule change amends subparagraph (3)(ii)
to become subparagraph (3)(iii) and to provide this relief (with
respect to an amount rather than ATD) can be on any trading day
(including prior to opening). The term intraday used elsewhere in
Rule 6.13 generally refers to when trading is open, while this
temporary relief may be granted at any time on a trading day,
including prior to the open of trading. Granting this relief at any
of those times may be necessary to address market events or
volatility, which may occur prior to an opening, in addition to when
the Exchange is open for trading, and maintain a fair and orderly
market during those times. The proposed rule change clarifies when
this relief may be granted. The Exchange will continue to make and
keep records of any determination to grant relief, and periodically
review these determinations. The proposed rule change also deletes
language in paragraph (g) stating the Exchange may determine to
widen or narrow the ATDs with respect to particular order types, in
the interests of fair and orderly markets or, in furtherance of the
objectives of the Options Order Protection and Locked/Crossed Market
Plan, as announced via Regulatory Circular. Current subparagraph
(3)(ii) and proposed subparagraph (3)(iii) includes language
permitting the Exchange to widen or inactivate the settings in the
interest of a fair and orderly market, so the Exchange believes this
additional language is redundant.
---------------------------------------------------------------------------

    The proposed rule change deletes the Exchange's flexibility to not
apply this price parameter to immediate-or-cancel complex orders, as
the Exchange believes these orders are also at risk of execution at
extreme and potentially erroneous prices and thus will benefit from
applicability of these checks.
Example
    The System receives a complex order to buy Series A and sell Series
B for a net debit price of $1.50. Suppose the NBBO for Series A is
$2.00 to $2.20 and the NBBO for Series B is $1.00 to $1.20, making the
national spread market for a strategy with a buy Series A leg and sell
Series B leg $0.80 to $1.20. The Exchange has set the limit order price
parameter at $0.20 (thus a limit order will be rejected if more than
$0.20 above (below) the opposite side of the national spread market).
Because the net debit price of the complex order is $0.30 above the
offer of the national spread market, the System rejects this order.
Acceptable Percentage Range Parameter
    The proposed rule change amends Rule 6.13, Interpretation and
Policy .04(e), which currently provides the Exchange will not
automatically execute an eligible complex order that is marketable if,
following a complex order auction (``COA''), the execution would be at
a price that is not within an acceptable percentage distance from the
derived net price of the individual series legs that existed at the
start of COA. The acceptable percentage distance is a percentage
determined by the Exchange on a class-by-class basis and is no less
than 3%.
    The proposed rule change amends this price protection mechanism to
provide the Exchange will not automatically execute an incoming complex
order (including a stock-option order) after all leg series are open
for trading \20\ that is marketable and would execute immediately upon
submission to the complex order book (``COB'') or following a COA if
the execution would be at a price outside an acceptable percentage
range, which is the national spread market that existed when the System
received the order or at the start of COA, as applicable, plus/minus:
---------------------------------------------------------------------------

    \20\ Rule 6.11 has separate price protections applicable to
execution prices during pre-open and the opening rotation. The
Exchange believes it is appropriate to apply the acceptable price
range protection to orders when the leg series comprising the
complex order are open to avoid interfering with the orderly opening
process during which the System matches as many orders as possible.
---------------------------------------------------------------------------

     The amount equal to a percentage (which may not be less
than 3%) of the national spread market (the ``percentage amount'') if
that amount is not less than a minimum amount or greater than a maximum
amount (the Exchange will determine the percentage and minimum and
maximum amounts and announce

them to Trading Permit Holders by Regulatory Circular);
     the minimum amount, if the percentage amount is less than
the minimum amount; or
     the maximum amount, if the percentage amount is greater
than the maximum amount.\21\
---------------------------------------------------------------------------

    \21\ The proposed rule change also amends the name of this price
parameter to be consistent with the proposed changes.

The System cancels an order (or any remaining size after partial
execution of the order) that would execute or rest in the COB at a
price outside the acceptable price range.
    This proposed rule change expands this parameter to incoming
complex orders that do not COA and may immediately execute, as well as
orders that do COA (to which the current parameter applies), which will
potentially prevent erroneous executions of more complex orders. The
proposed rule change provides, while the acceptable price range will
continue to be based on a percentage away from the market, the System
will use the national spread market rather than the Exchange spread
market for the reasons set forth above.\22\ The proposed rule change
also puts in place a ``maximum'' price range (with the minimum and
maximum amounts), which will keep the acceptable price range from being
too wide and thus enhance the effectiveness of this price parameter to
prevent erroneous executions.\23\
---------------------------------------------------------------------------

    \22\ Proposed subparagraph (e)(i) states the acceptable price
range uses the Exchange spread market rather than the national
spread market if the NBBO in any leg is locked, crossed or
unavailable (and thus there is no reliable measure against which to
compare the price of the order to determine its reasonability).
Pursuant to proposed subparagraph (e)(i), the acceptable price range
will also continue to use the Exchange spread market for pairs of
orders submitted to AIM and SAM (as it does today), as the AIM and
SAM functionality separately limits the prices at which those pairs
may be submitted and executed. See Rules 6.51(a) and Interpretation
and Policy .06, and 6.52(a) and Interpretation and Policy .01,
respectively. If the System rejects either order in the pair
pursuant to this parameter, then the System also cancels the paired
order. Notwithstanding the foregoing, with respect to an AIM
Retained (``A:AIR'') order as defined in Interpretation and Policy
.10 to Rule 6.51, if the System rejects the Agency Order pursuant to
this check, then the System also rejects the contra-side order;
however, if the System rejects the contra-side order pursuant to
this check, the System still accepts the Agency Order if it
satisfies the check. This currently is codified in paragraph (f) for
stock-option orders and is being codified for all complex orders in
proposed subparagraph (e)(iii), as it is consistent with current
System functionality and the contingencies attached to those types
of orders, as well as rules related to other price protections. See,
e.g., Rule 6.13, Interpretation and Policy .04(c) and (h).
Additionally, the proposed rule change applies the provision in
current paragraph (f), which states to the extent a contra-side
order or response is marketable against the Agency Order, the
execution price will be capped at the opposite side of the
acceptable price range, to all complex orders in proposed paragraph
(e)(iii).
    \23\ The maximum value acceptable price range in Rule 6.13,
Interpretation and Policy .04(h) similarly uses an acceptable price
range determined by a percentage away from the maximum possible
value of a spread, with a minimum and maximum amount.
---------------------------------------------------------------------------

    Rule 6.13, Interpretation and Policy .04(f) sets forth a parameter
currently applicable to stock-option orders, which is the same as the
parameter in current paragraph (e), except the parameter in current
paragraph (f) blocks executions of stock-option orders at prices more
than a specified number of ticks away from the Exchange spread market,
while current paragraph (e) blocks executions of complex orders at
prices more than a specified percentage away from the Exchange spread
market. Current paragraph (f) states the Exchange will not
automatically execute a stock-option order that is marketable if,
following a COA, the execution would not be within the acceptable
derived net market for the strategy that existed at the start of COA.
An ``acceptable derived net market'' for a strategy is calculated using
the BBO in the individual option series leg(s) and the NBBO in the
stock leg plus/minus an acceptable tick distance, which is determined
by the Exchange on a class-by-class and premium basis. Such a stock-
option order will be cancelled. The proposed rule change deletes
paragraph (f) and applies the parameter in paragraph (e) (as proposed
to be amended) to stock-option orders.\24\ Proposed paragraph (e) will
apply to stock-option orders in the same manner as it does to other
complex orders.\25\ Therefore, the Exchange believes it simplifies its
rules to include the enhanced parameter once in the rules using the
proposed defined terms.
---------------------------------------------------------------------------

    \24\ Proposed paragraph (e) will apply to incoming orders and
not auction responses. While this price protection will not cancel
auction responses that would execute outside the acceptable price
range, this price protection will prevent an order from executing
outside the acceptable price range (including against an auction
response), and thus responses will not execute against an order
outside the acceptable price range.
    \25\ The proposed rule change makes a conforming change to the
introductory paragraph of Interpretation and Policy .04.
---------------------------------------------------------------------------

Example
    Suppose the NBBO for Series A is $2.00 to $2.20 (50 x 50) and the
NBBO for Series B is $1.00 to $1.20 (50 x 50), making the national
spread market for a strategy with a buy Series A leg and sell Series B
leg $0.80 to $1.20. Also suppose the BBO for Series A is $1.98 to $2.22
(10 x 10) and the BBO for Series B is $0.98 to $1.22 (10 x 10), making
the Exchange spread market for a strategy with a buy Series A leg and
sell Series B leg $0.76 to $1.24. Pursuant to proposed Rule 6.13,
Interpretation and Policy .04(g), the Exchange has set the limit order
price parameter at $0.20 (thus a limit order will be rejected if more
than $0.20 above (below) the opposite side of the national spread
market). The Exchange determined the following settings for the
acceptable percentage range parameter: 10%, with a minimum amount of
$0.05 and a maximum amount of $0.10. Therefore, the acceptable
percentage range is $0.72 to $1.30.\26\ The System receives a COA-
eligible \27\ complex order to buy 35 Series A and sell 35 Series B for
a net debit price of $1.40. A COA begins, and at the end of the COA,
there are no auction responses or opposite side complex orders resting
in the COB. The complex order executes against the 10 contracts in the
leg market at a net price of $1.24 (buy 10 contracts in Series A at the
$2.22 offer, and sell 10 contracts in Series B at the $0.98 bid), which
price is within the acceptable price range. The resulting BBO for
Series A is $1.98 to $2.26 (10 x 10), and the resulting BBO for Series
B is $0.94 to $1.22 (10 x 10), making the resulting Exchange spread
market for a strategy with a buy Series A leg and sell Series B leg
$0.76 to $1.32. The System cancels the remaining 25 contracts of the
order, because the next execution price with the leg markets of $1.32
and the $1.40 net debit price of the order are each outside the
acceptable price range, and therefore, the order cannot trade or rest
in the book at a price not outside the acceptable price range.
---------------------------------------------------------------------------

    \26\ The bid side of this range equals $0.72, which is $0.80
minus 10% of $0.80 (or $0.08), an amount greater than the minimum
and less than the maximum. The offer side of this range equals
$1.30, which is $1.20 plus the maximum amount of $0.10, because 10%
of $1.20 (or $0.12) is greater than that maximum amount.
    \27\ See Rule 6.13(c) for a description of the COA process and
order eligibility requirements. Note, in this example, the same
result occurs for a non-COA eligible order--such order would execute
against the 10 contracts resting in the leg markets at a net price
of $1.24 upon submission to the COB rather than following a COA, and
the System would cancel the remainder.
---------------------------------------------------------------------------

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.\28\ Specifically, the
Exchange believes the proposed rule change is consistent with the
Section

6(b)(5) \29\ 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) \30\ requirement that the rules of an exchange not be designed
to permit unfair discrimination between customers, issuers, brokers, or
dealers.
---------------------------------------------------------------------------

    \28\ 15 U.S.C. 78f(b).
    \29\ 15 U.S.C. 78f(b)(5).
    \30\ Id.
---------------------------------------------------------------------------

    In particular, the proposed rule change removes impediments to and
perfects the mechanism of a free and open market and national market
system because the limit order price parameter (intraday) and the
acceptable percentage range parameter for complex orders will be based
on the national spread market when available, which is based on the
NBBO, and thus will more accurately reflect the entire market for a
complex order at the time of execution than the Exchange spread market
(which is based on the BBO). The Exchange believes the enhanced price
protection mechanisms will further protect investors and the public
interest and maintain fair and orderly markets by mitigating potential
risks associated with market participants entering orders at extreme
and potentially erroneous prices.
    With respect to the limit order price parameter for complex orders,
the Exchange believes the national spread market when trading is open
would be a better measure to use for purposes of determining the
reasonability of the prices of orders and more accurately prevent
executions of limit orders at erroneous prices, which ultimately
protects investors. The Exchange also believes applying this check to
immediate-or-cancel complex orders may prevent executions at extreme
and potentially erroneous prices of these orders. The Exchange believes
it is appropriate to have flexibility to determine to apply a different
amount to complex orders entered during the pre-opening, a trading
rotation, or a trading halt to reflect different market conditions
during those times. This flexibility will further assist the Exchange
with its efforts to maintain a fair and orderly market, which will
ultimately protect investors.
    With respect to the acceptable percentage range parameter, the
national spread market would be a better measure to use for purposes of
preventing executions of complex orders at erroneous prices, which
ultimately protects investors. The proposed parameter will apply to
complex orders that do not COA (and would execute against orders in the
COB) in addition to those that do, which may prevent additional
erroneous trades at prices that are extreme or ``too far away'' from
the market.\31\ The Exchange believes the methodology to determine the
acceptable price range is reasonable because using a percentage amount
provides Trading Permit Holders with precise protection, while the pre-
set minimum and maximum ensures that the acceptable price range cannot
be too wide or narrow to the point that the parameter would become
ineffective.
---------------------------------------------------------------------------

    \31\ As further discussed below, the proposed rule change is
substantially similar to NASDAQ OMX [sic] PHLX LLC (``PHLX'') Rule
1098(i).
---------------------------------------------------------------------------

    The Exchange also believes the proposed rule change regarding how
the acceptable percentage range parameter will apply to AIM and SAM
orders is reasonable, as the proposed rule change is consistent with
the contingencies attached to those types of orders.
    The proposed rule change to apply a single limit order price
parameter and acceptable price range to all complex orders, including
stock-option orders (subject to certain exceptions consistent with the
current rules), will protect investors, as it simplifies the rules.

B. Self-Regulatory Organization's Statement on Burden on Competition

    C2 does not believe that the proposed rule change will impose any
burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act. The proposed rule change will
apply to all complex orders submitted to C2 in the same manner. The
enhancements to the price protection mechanisms applicable to all
incoming orders will help further prevent potentially erroneous
executions, which benefits all market participants. The proposed rule
change will not impose any burden on intermarket competition, as it
merely incorporates best prices available on other markets into current
price protection mechanisms applicable to complex orders. Additionally,
the proposed rule change is substantially similar to a rule of another
options exchange.\32\
---------------------------------------------------------------------------

    \32\ See PHLX Rule 1098(i).
---------------------------------------------------------------------------

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

    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) of the Act \33\ and Rule 19b-
4(f)(6) thereunder.\34\
---------------------------------------------------------------------------

    \33\ 15 U.S.C. 78s(b)(3)(A).
    \34\ 17 CFR 240.19b-4(f)(6). As required under Rule 19b-
4(f)(6)(iii), the Exchange provided the Commission with written
notice of its intent to file the proposed rule change, along with a
brief description and the 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.
---------------------------------------------------------------------------

    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 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 (http://www.sec.gov/rules/sro.shtml); or
     Send an email to<EMAIL_ADDRESS>Please include
File Number SR-C2-2017-010 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-C2-2017-010. 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 (http://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549 on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the filing also will be available
for inspection and copying at the principal office of the Exchange. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make available publicly. All
submissions should refer to File Number SR-C2-2017-010 and should be
submitted on or before April 14, 2017.

    For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\35\
---------------------------------------------------------------------------

    \35\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------

Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017-05854 Filed 3-23-17; 8:45 am]
 BILLING CODE 8011-01-P


[Federal Register Volume 76, Number 66 (Wednesday, April 6, 2011)]
[Notices]
[Page 19117]
[FR Doc No: 2011-8109]

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DEPARTMENT OF HOMELAND SECURITY

Federal Emergency Management Agency

[Internal Agency Docket No. FEMA-1961-DR; Docket ID FEMA-2011-0001]

Missouri; Major Disaster and Related Determinations

AGENCY: Federal Emergency Management Agency, DHS.

ACTION: Notice.

-----------------------------------------------------------------------

SUMMARY: This is a notice of the Presidential declaration of a major
disaster for the State of Missouri (FEMA-1961-DR), dated March 23,
2011, and related determinations.

DATES: Effective Date: March 23, 2011.

FOR FURTHER INFORMATION CONTACT: Peggy Miller, Office of Response and
Recovery, Federal Emergency Management Agency, 500 C Street, SW.,
Washington, DC 20472,<PHONE_NUMBER>.

SUPPLEMENTARY INFORMATION: Notice is hereby given that, in a letter
dated March 23, 2011, the President issued a major disaster declaration
under the authority of the Robert T. Stafford Disaster Relief and
Emergency Assistance Act, 42 U.S.C. 5121 et seq. (the ``Stafford
Act''), as follows:

    I have determined that the damage in certain areas of the State
of Missouri resulting from a severe winter storm and snowstorm
during the period of January 31 to February 5, 2011, is of
sufficient severity and magnitude to warrant a major disaster
declaration under the Robert T. Stafford Disaster Relief and
Emergency Assistance Act, 42 U.S.C. 5121 et seq. (the ``Stafford
Act''). Therefore, I declare that such a major disaster exists in
the State of Missouri.
    In order to provide Federal assistance, you are hereby
authorized to allocate from funds available for these purposes such
amounts as you find necessary for Federal disaster assistance and
administrative expenses.
    You are authorized to provide Public Assistance in the
designated areas and Hazard Mitigation throughout the State. You are
further authorized to provide emergency protective measures,
including snow assistance, under the Public Assistance program for
any continuous 48-hour period during or proximate to the incident
period. You may extend the period of assistance, as warranted. This
assistance excludes regular time costs for the sub-grantees' regular
employees. Consistent with the requirement that Federal assistance
is supplemental, any Federal funds provided under the Stafford Act
for Public Assistance and Hazard Mitigation will be limited to 75
percent of the total eligible costs.
    Further, you are authorized to make changes to this declaration
for the approved assistance to the extent allowable under the
Stafford Act.

    The Federal Emergency Management Agency (FEMA) hereby gives notice
that pursuant to the authority vested in the Administrator, under
Executive Order 12148, as amended, Elizabeth Turner, of FEMA is
appointed to act as the Federal Coordinating Officer for this major
disaster.
    The following areas of the State of Missouri have been designated
as adversely affected by this major disaster:

    Adair, Andrew, Audrain, Barton, Bates, Benton, Boone, Caldwell,
Callaway, Carroll, Cass, Cedar, Chariton, Clark, Clinton, Cole,
Cooper, Dade, Dallas, DeKalb, Grundy, Henry, Hickory, Howard,
Johnson, Knox, Laclede, Lafayette, Lewis, Linn, Livingston, Macon,
Madison, Maries, Marion, McDonald, Miller, Moniteau, Monroe,
Montgomery, Morgan, Newton, Osage, Pettis, Platte, Polk, Pulaski,
Putnam, Ralls, Randolph, Ray, Saline, Schuyler, Scotland, Shelby,
St. Clair, Sullivan, Vernon, and Worth Counties for Public
Assistance.
    Adair, Andrew, Audrain, Barton, Bates, Benton, Boone, Caldwell,
Callaway, Carroll, Cass, Cedar, Chariton, Clark, Clinton, Cole,
Dade, DeKalb, Grundy, Henry, Hickory, Howard, Johnson, Knox,
Laclede, Lafayette, Lewis, Livingston, Maries, Marion, McDonald,
Miller, Monroe, Montgomery, Morgan, Newton, Osage, Pettis, Platte,
Polk, Pulaski, Putnam, Randolph, Ray, Saline, Schuyler, Scotland,
St. Clair, Sullivan and Vernon Counties for emergency protective
measures (Category B), including snow assistance, under the Public
Assistance program for any continuous 48-hour period during or
proximate to the incident period. The assistance for Cooper, Dallas,
Linn, Macon, Moniteau, Ralls, and Shelby Counties will be provided
for a period of 72 hours.
    All counties within the State of Missouri are eligible to apply
for assistance under the Hazard Mitigation Grant Program.
    The following Catalog of Federal Domestic Assistance Numbers
(CFDA) are to be used for reporting and drawing funds: 97.030,
Community Disaster Loans; 97.031, Cora Brown Fund; 97.032, Crisis
Counseling; 97.033, Disaster Legal Services; 97.034, Disaster
Unemployment Assistance (DUA); 97.046, Fire Management Assistance
Grant; 97.048, Disaster Housing Assistance to Individuals and
Households in Presidentially Declared Disaster Areas; 97.049,
Presidentially Declared Disaster Assistance--Disaster Housing
Operations for Individuals and Households; 97.050, Presidentially
Declared Disaster Assistance to Individuals and Households--Other
Needs; 97.036, Disaster Grants--Public Assistance (Presidentially
Declared Disasters); 97.039, Hazard Mitigation Grant.

W. Craig Fugate,
Administrator, Federal Emergency Management Agency.
[FR Doc. 2011-8109 Filed 4-5-11; 8:45 am]
BILLING CODE 9111-23-P