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Federal Register / Vol. 86, No. 21 / Wednesday, February 3, 2021 / Notices
NMS Plan or Plan 3 to be consistent with a conditional exemption granted by the Securities and Exchange Commission Commission from certain allocation reporting requirements set forth in Section 6.4diiA1 and 2 of the CAT NMS
Plan Allocation Exemption.4 The text of the proposed rule change is provided below.
additions are italicized; deletions are bracketed

Rules of Cboe EDGX Exchange, Inc.

Rule 4.5. Consolidated Audit Trail Definitions For purposes of Rules 4.5 through 4.16:

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ab No change.
c Allocation means 1 the placement of shares/contracts into the same account for which an order was originally placed; or 2
the placement of shares/contracts into an account based on allocation instructions e.g., subaccount allocations, delivery versus payment DVP allocations.
d c Allocation Report means a report made to the Central Repository by an Industry Member that identifies the Firm Designated ID for any accounts, including subaccounts, to which executed shares/
contracts are allocated and provides 1 the security that has been allocated;, 2 the identifier of the firm reporting the allocation;, 3 the price per share/contract of shares/contracts allocated;, 4 the side of shares/contracts allocated;, 5 the number of shares/contracts allocated to each account;, and 6 the time of the allocation; 7 Allocation ID, which is the internal allocation identifier assigned to the allocation event by the Industry Member; 8
trade date; 9 settlement date; 10 IB/
correspondent CRD Number if applicable;
11 FDID of new orders if available in the booking system; 12 allocation instruction time optional; 12 if account meets the definition of institution under FINRA Rule 4512c; 13 type of allocation allocation to a custody account, allocation to a DVP
account, step-out, correspondent flip, allocation to a firm owned or controlled account, or other non-reportable transactions e.g., option exercises, conversions; 14 for DVP allocations, custody broker-dealer clearing number prime broker if the custodian is a U.S. broker-dealer, DTCC
number if the custodian is a U.S. bank, or a foreign indicator, if the custodian is a foreign entity; and 15 if an allocation was cancelled, a cancel flag indicating that the allocation was cancelled, and a cancel timestamp, which represents the time at which the allocation was cancelled;
3 Unless otherwise specified, capitalized terms used in this rule filing are defined as set forth in the Compliance Rule.
4 See Securities Exchange Act Rel. No. 90223
October 19, 2020, 85 FR 67576 October 23, 2020
Allocation Exemptive Order.

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provided, for the avoidance of doubt, any such Allocation Report shall not be required to be linked to particular orders or executions.
e d No change.
f e No change.
g f No change.
h g No change.
i h No change.
j i No change.
k j No change.
l Client Account means, for the purposes of an Allocation and Allocation Report, any account or subaccount that is not owned or controlled by the Industry Member.
m k No change.
n l No change.
o m No change.
p n No change.
q o No change.
r p No change.
s q No change.
t r No change.
u s No change.
v t No change.
w u No change.
x v No change.
y w No change.
z x No change.
aa y No change.
bb z No change.
cc aa No change.
dd bb No change.
ee cc No change.
ff dd No change.
gg ee No change.
hh ff No change.
ii gg No change.
jj hh No change.
kk ii No change.
ll jj No change.
mm kk No change.
nn ll No change.
oo mm No change.
pp nn No change.
qq oo No change.
rr pp No change.

Rule 4.7. Consolidated Audit Trail Industry Member Data Reporting a Recording and Reporting Industry Member Data 1 No change.
2 Subject to subparagraph a3 below, each Industry Member shall record and report to the Central Repository the following, as applicable Received Industry Member Data and, collectively with the information referred to in Rule 4.7
subparagraph a1, Industry Member Data in the manner prescribed by the Operating Committee pursuant to the CAT
NMS Plan:
A if the order is executed, in whole or in part:
i An Allocation Report;
i ii SRO-Assigned Market Participant Identifier of the clearing broker or prime broker, if applicable; and ii iii CAT-Order-ID of any contra-side orders;
BE No change.
F an Allocation Report any time the Industry Member performs an Allocation to a Client Account, whether or not the Industry
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Member was the executing broker for the trade.

The text of the proposed rule change is also available on the Exchanges website http markets.cboe.com/us/
options/regulation/rule_filings/edgx/, at the Exchanges Office of the Secretary, and at the Commissions Public Reference Room.
II. Self-Regulatory Organizations 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 Organizations Statement of the Purpose of, and Statutory Basis for, the Proposed Rule Change 1. Purpose The purpose of this proposed rule change is to amend the Compliance Rule regarding the CAT NMS Plan to be consistent with the Allocation Exemption. The Commission granted the relief conditioned upon the Participants adoption of Compliance Rules that implement the alternative approach to reporting allocations to the Central Repository described in the Allocation Exemption referred to as the Allocation Alternative.
1 Request for Exemptive Relief Pursuant to Section 6.4diiA of the CAT NMS Plan, each Participant must, through its Compliance Rule, require its Industry Members to record and report to the Central Repository, if the order is executed, in whole or in part: 1 An Allocation Report; 5 2 the SROAssigned Market Participant Identifier of the clearing broker or prime broker, if applicable; and the 3 CAT-Order-ID
5 Section 1.1 of the CAT NMS Plan defines an Allocation Report as a report made to the Central Repository by an Industry Member that identifies the Firm Designated ID for any accounts, including subaccounts, to which execute shares are allocated and provides the security that has been allocated, the identifier of the firm reporting the allocation, the price per share of shares allocated, the side of shares allocated, the number of shares allocated to each account, and the time of the allocation; provided for the avoidance of doubt, any such Allocation Report shall not be required to be linked to particular orders or executions.

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