Federal Register #SR-CBOE-2026-083

Cboe proposes enhancements to its Missed Liquidity Report

This SEC notice concerns Cboe Exchange’s proposed changes to its Missed Liquidity Report, not a government procurement opportunity. - Government agency: U.S. Securities and Exchange Commission (SEC). - Proponent: Cboe Exchange, Inc. (Cboe Options); no other vendors or OEMs are identified. - Proposed report enhancements: - Add Complex Order Auction (COA) and Complex Automated Improvement Mechanism (C-AIM) events to the Missed Liquidity Report, part of the Cboe Timestamping Service. - Add price information for subscribing Members’ orders, modify messages, and quotes, plus the price levels at which options orders execute during an auction. - The Missed Cancels Report and All Cancels Report would remain unchanged; the proposal does not introduce fee increases. - The SEC is soliciting comments. No products, quantities, contract value, or period of performance are specified.

Description

Cboe Exchange, Inc. proposes enhancements to the Missed Liquidity Report, part of the Cboe Timestamping Service. The report would add Complex Order Auction and Complex Automated Improvement Mechanism events, along with a price field containing order, modify-message, and quote prices and execution price levels during an auction. No enhancements are proposed for the Missed Cancels Report or the All Cancels Report. The notice solicits comments on the proposed rule change.

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