Self-Regulatory Organizations; New York Stock Exchange LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to Rule 19 (Locking or Crossing Protected Quotations in NMS Stocks), 60204-60206 [E6-16846]
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60204
Federal Register / Vol. 71, No. 197 / Thursday, October 12, 2006 / Notices
necessary or appropriate in furtherance
of purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
No written comments were solicited
or received with respect to the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing proposed rule change
has become effective pursuant to
Section 19(b)(3)(A)(ii) of the Act 7 and
subparagraph (f)(2) of Rule 19b–4 8
thereunder, because it establishes or
changes a due, fee, or other charges
imposed by the Exchange. At any time
within 60 days of the filing of the
proposed rule change, the Commission
may summarily abrogate 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.
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:
rwilkins on PROD1PC63 with NOTICES
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–CBOE–2006–78 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Nancy M. Morris, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–CBOE–2006–78. This file
number should be included on the
subject line if e-mail 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 (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
7 15
8 17
U.S.C. 78s(b)(3)(A)(ii).
CFR 240.19b–4(f)(2).
VerDate Aug<31>2005
16:21 Oct 11, 2006
Jkt 211001
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 inspection and copying in
the Commission’s Public Reference
Section, 100 F Street, NE., Washington,
DC 20549. Copies of such filing also will
be available for inspection and copying
at the principal office of the CBOE. 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–CBOE–2006–78 and should
be submitted on or before November 2,
2006.
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.9
Nancy M. Morris,
Secretary.
[FR Doc. E6–16853 Filed 10–11–06; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–54559; File No. SR–NYSE–
2006–63]
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Relating to
Rule 19 (Locking or Crossing
Protected Quotations in NMS Stocks)
October 2, 2006.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on
September 28, 2006, the New York
Stock Exchange LLC (‘‘NYSE’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the Exchange. The NYSE has filed
the proposed rule change, pursuant to
Section 19(b)(3)(A)(iii) of the Act 3 and
Rule 19b–4(f)(6) thereunder,4 which
CFR 200.30–3(a)(12).
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).
renders the proposal effective upon
filing with the Commission.5 The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is proposing to adopt
Exchange Rule 19 in order to require its
members to reasonably avoid displaying
quotations that lock or cross any
protected quotations in a Regulation
NMS (‘‘NMS’’) stock or any quotation,
protected or not in an NMS stock that
is disseminated pursuant to an effective
national market system plan.
The text of the proposed rule change
is below. Proposed new language is in
italics.
Rule 19.
Locking or Crossing Protected
Quotations in NMS Stocks.
(a) Definitions. For purposes of this
Rule, the following definitions shall
apply:
(1) The terms automated quotation,
effective national market system plan,
intermarket sweep order, manual
quotation, NMS stock, protected
quotation, regular trading hours, and
trading center shall have the meanings
set forth in Rule 600(b) of Regulation
NMS under the Securities Exchange Act
of 1934.
(2) The term crossing quotation shall
mean the display of a bid for an NMS
stock during regular trading hours at a
price that is higher than the price of an
offer for such NMS stock previously
disseminated pursuant to an effective
national market system plan, or the
display of an offer for an NMS stock
during regular trading hours at a price
that is lower than the price of a bid for
such NMS stock previously
disseminated pursuant to an effective
national market system plan.
(3) The term locking quotation shall
mean the display of a bid for an NMS
stock during regular trading hours at a
price that equals the price of an offer for
such NMS stock previously
disseminated pursuant to an effective
national market system plan, or the
display of an offer for an NMS stock
during regular trading hours at a price
that equals the price of a bid for such
NMS stock previously disseminated
pursuant to an effective national market
system plan.
9 17
1 15
PO 00000
Frm 00098
Fmt 4703
Sfmt 4703
5 The Exchange requested the Commission to
waive the five-day pre-filing notice requirement and
the 30-day operative delay, as specified in Rule
19b(f)(6)(iii). 17 CFR 240.19b–4(f)(6)(iii).
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Federal Register / Vol. 71, No. 197 / Thursday, October 12, 2006 / Notices
(b) Prohibition. Except for quotations
that fall within the provisions of
paragraph (d) of this Rule, members of
the Exchange shall reasonably avoid
displaying, and shall not engage in a
pattern or practice of displaying, any
quotations that lock or cross a protected
quotation, and any manual quotations
that lock or cross a quotation previously
disseminated pursuant to an effective
national market system plan.
(c) Manual quotations. If a member of
the Exchange displays a manual
quotation that locks or crosses a
quotation previously disseminated
pursuant to an effective national market
system plan, such member of the
Exchange shall promptly either
withdraw the manual quotation or route
an intermarket sweep order to execute
against the full displayed size of the
locked or crossed quotation.
(d) Exceptions.
(1) The locking or crossing quotation
was displayed at a time when the
trading center displaying the locked or
crossed quotation was experiencing a
failure, material delay, or malfunction
of its systems or equipment.
(2) The locking or crossing quotation
was displayed at a time when a
protected bid was higher than a
protected offer in the NMS stock.
(3) The locking or crossing quotation
was an automated quotation, and the
member of the Exchange displaying
such automated quotation
simultaneously routed an intermarket
sweep order to execute against the full
displayed size of any locked or crossed
protected quotation.
(4) The locking or crossing quotation
was a manual quotation that locked or
crossed another manual quotation, and
the member of the Exchange displaying
the locking or crossing manual
quotation simultaneously routed an
intermarket sweep order to execute
against the full displayed size of the
locked or crossed manual quotation.
*
*
*
*
*
rwilkins on PROD1PC63 with NOTICES
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
NYSE 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 NYSE has
prepared summaries, set forth in
Sections A, B, and C below, of the most
significant aspects of such statements.
VerDate Aug<31>2005
16:21 Oct 11, 2006
Jkt 211001
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange seeks to amend its rules
to include Rule 19 in order to comply
with its obligation to establish, maintain
and enforce written rules that require
NYSE members to reasonably avoid
displaying quotations that lock or cross
any protected quotations in an NMS
stock or any quotation, protected or not
in an NMS stock that is disseminated
pursuant to an effective national market
system plan.6
Generally, the proposed rule provides
that members of the Exchange shall not
display any quotations that lock or cross
a protected quotation unless an
exception applies. Paragraph (d) sets
forth the four exceptions under the rule.
Pursuant to the rule, a locking or
crossing quotation does not violate the
prohibition when: (i) The trading center
displaying the locked or crossed
quotation is experiencing system
malfunction; (ii) the protected bid was
higher than the protected offer; (iii) the
locking or crossing quotation was an
automated quotation and the member
simultaneously routed an intermarket
sweep order to execute against the full
displayed size of any locked or crossed
quotation; or (iv) a manual quotation
locks and crosses another manual
quotation and the member that caused
the lock or cross simultaneously routed
an intermarket sweep order to execute
against the full displayed size of the
locked or crossed manual quotation.
Exchange Rule 19 addresses
intentional locks or crosses because it is
understood that inadvertent locks or
crosses will occur. It does not specify
how market centers should reconcile
locks or crosses between two automated
quotations. The Commission’s
interpretation of the rule suggests that
the market centers should continue
trading and natural market forces will
reconcile the locks or crosses. However,
if a manual quotation locks or crosses a
previously disseminated automated
quotation to a national market system
plan, the member that disseminated the
manual quotation is required pursuant
to paragraph (c) of the rule to, ‘‘* * *
promptly either withdraw the manual
quotation or route an intermarket sweep
order to execute against the full
displayed size of the locked or crossed
quotation.’’
In addition to the proposal of Rule 19,
it should be noted that the Exchange’s
technology will automatically route an
6 See,
PO 00000
17 CFR 242.610(d)(1).
Frm 00099
Fmt 4703
Sfmt 4703
60205
intermarket sweep order to execute
against the full displayed size of any
participating market center that would
be locked or crossed by an Exchange
quotation prior to quoting.
2. Statutory Basis P≤The NYSE believes
the proposed rule change is consistent
with Section 6(b) of the Act 7 in general,
and furthers the objectives of Section
6(b)(5) of the Act,8 in particular, in that
it is designed to promote just and
equitable principles of trade, to remove
impediments to and perfect the
mechanism of a free and open market
and a national market system and, in
general, to protect investors and the
public interest. The NYSE believes that
the proposed rule change is consistent
with these objectives in that it enables
the Exchange to meets its obligations
pursuant to Regulation NMS, which
serves to modernize and strengthen the
national market system.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange 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.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
The Exchange has neither solicited
nor received written 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 9 and Rule 19b–4(f)(6) 10
thereunder because the proposed rule
change: (i) does not significantly affect
the protection of investors or the public
interest; (ii) does not impose any
significant burden on competition; and
(iii) does not become operative for 30
days from the date of the filing, or such
shorter time as the Commission may
designate if consistent with the
protection of investors and the public
interest pursuant to Section
19(b)(3)(A)(iii) of the Act 11 and Rule
19b–4(f)(6) thereunder.12
NYSE has requested that the
Commission waive both the five-day
pre-filing requirement and the 30-day
7 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
9 15 U.S.C. 78s(b)(3)(A).
10 17 CFR 240.19b–4(f)(6).
11 15 U.S.C. 78s(b)(3)(A)(iii).
12 17 CFR 240.19b–4(f)(6).
8 15
E:\FR\FM\12OCN1.SGM
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60206
Federal Register / Vol. 71, No. 197 / Thursday, October 12, 2006 / Notices
delayed operative delay.13 The
Commission is exercising its authority
to waive the five-day pre-filing notice
requirement and believes that the
waiver of the 30-day operative delay is
consistent with the protection of
investors and the public interest. Waiver
of the five-day pre-filing and 30-day
operative periods will allow NYSE to
adopt its uniform locking and crossing
rule for NMS stocks similar to those
adopted by other self-regulatory
organizations and approved by the
Commission.14 Accordingly, the
Commission designates the proposal to
be effective and operative upon filing
with the Commission.15
At any time within sixty (60) days of
the filing of the proposed rule change,
the Commission may summarily
abrogate 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.16
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:
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–NYSE–2006–63 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Nancy M. Morris, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–NYSE–2006–63. This file
number should be included on the
subject line if e-mail 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
rwilkins on PROD1PC63 with NOTICES
13 17
CFR 240.19b–4(f)(6)(iii).
14 See Securities Exchange Act Release No. 54391
(August 31, 2006), 71 FR 52836 (September 7, 2006)
(File No. SR–NSX–2006–08).
15 For purposes only of waiving the 30-day
operative delay, the Commission has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. 15 U.S.C. 78c(f).
16 See Section 19(b)(3)(C) of the Act, 15 U.S.C.
78s(b)(3)(C).
16:21 Oct 11, 2006
For the Commission by the Division of
Market Regulation, pursuant to delegated
authority.17
Nancy M. Morris,
Secretary.
[FR Doc. E6–16846 Filed 10–11–06; 8:45 am]
BILLING CODE 8011–01–P
Electronic Comments
VerDate Aug<31>2005
Internet Web site (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 inspection and copying in
the Commission’s Public Reference
Section, 100 F Street, NE., Washington,
DC 20549. Copies of such filing also will
be available for inspection and copying
at the principal office of the NYSE. 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–NYSE–2006–63 and should
be submitted on or before November 2,
2006.
Jkt 211001
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–54560; File No. SR–NYSE–
2006–74]
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Relating to
Rule 17
October 2, 2006.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
notice is hereby given that on
September 28, 2006, the New York
Stock Exchange LLC (‘‘NYSE’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘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)
of the Act 3 and Rule 19b–4(f)(6)
17 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A).
1 15
PO 00000
Frm 00100
Fmt 4703
Sfmt 4703
thereunder,4 which renders the proposal
effective upon filing with the
Commission. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is proposing to add
Rule 17T (‘‘Exchange Designated Default
Sponsoring Member’’) in order to
establish an Exchange designated
default sponsoring member broker/
dealer for use when routing orders to
the best bids and offers on other market
centers in accordance with Exchange
rules and SEC Regulation NMS.
The text of the proposed rule change
is available on the NYSE’s Web site
(https://www.nyse.com), at the NYSE’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
NYSE 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 the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
Since 1978, the Exchange has routed
orders (as commitments to trade) to
other market centers and received them
through the Intermarket Trading System
(‘‘ITS’’).5 Current anticipated changes to
ITS, in addition to the adoption of
Regulation National Market System
(‘‘Regulation NMS’’) 6 to modernize and
strengthen the regulatory structure of
the National Market System, result in
the Exchange’s need to establish a
4 17
CFR 240.19b–4(f)(6).
facilitates trades between members located
in different markets. Through ITS, a member in any
participating market may send orders, as
commitments to trade, at the bid or offer on any
other participating market. The ITS Plan is
administered by the participating markets, and is
filed with and approved by the Securities and
Exchange Commission in accordance with Section
11A of the Securities Exchange Act of 1934.
6 See Securities Exchange Act Release No. 51808
(June 9, 2005), 70 FR 37496 (June 29, 2005).
5 ITS
E:\FR\FM\12OCN1.SGM
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Agencies
[Federal Register Volume 71, Number 197 (Thursday, October 12, 2006)]
[Notices]
[Pages 60204-60206]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E6-16846]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-54559; File No. SR-NYSE-2006-63]
Self-Regulatory Organizations; New York Stock Exchange LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change
Relating to Rule 19 (Locking or Crossing Protected Quotations in NMS
Stocks)
October 2, 2006.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given that
on September 28, 2006, the New York Stock Exchange LLC (``NYSE'' or
``Exchange'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I and
II below, which Items have been prepared by the Exchange. The NYSE has
filed the proposed rule change, pursuant to Section 19(b)(3)(A)(iii) of
the Act \3\ and Rule 19b-4(f)(6) thereunder,\4\ which renders the
proposal effective upon filing with the Commission.\5\ 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.
\3\ 15 U.S.C. 78s(b)(3)(A)(iii).
\4\ 17 CFR 240.19b-4(f)(6).
\5\ The Exchange requested the Commission to waive the five-day
pre-filing notice requirement and the 30-day operative delay, as
specified in Rule 19b(f)(6)(iii). 17 CFR 240.19b-4(f)(6)(iii).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange is proposing to adopt Exchange Rule 19 in order to
require its members to reasonably avoid displaying quotations that lock
or cross any protected quotations in a Regulation NMS (``NMS'') stock
or any quotation, protected or not in an NMS stock that is disseminated
pursuant to an effective national market system plan.
The text of the proposed rule change is below. Proposed new
language is in italics.
Rule 19.
Locking or Crossing Protected Quotations in NMS Stocks.
(a) Definitions. For purposes of this Rule, the following
definitions shall apply:
(1) The terms automated quotation, effective national market system
plan, intermarket sweep order, manual quotation, NMS stock, protected
quotation, regular trading hours, and trading center shall have the
meanings set forth in Rule 600(b) of Regulation NMS under the
Securities Exchange Act of 1934.
(2) The term crossing quotation shall mean the display of a bid for
an NMS stock during regular trading hours at a price that is higher
than the price of an offer for such NMS stock previously disseminated
pursuant to an effective national market system plan, or the display of
an offer for an NMS stock during regular trading hours at a price that
is lower than the price of a bid for such NMS stock previously
disseminated pursuant to an effective national market system plan.
(3) The term locking quotation shall mean the display of a bid for
an NMS stock during regular trading hours at a price that equals the
price of an offer for such NMS stock previously disseminated pursuant
to an effective national market system plan, or the display of an offer
for an NMS stock during regular trading hours at a price that equals
the price of a bid for such NMS stock previously disseminated pursuant
to an effective national market system plan.
[[Page 60205]]
(b) Prohibition. Except for quotations that fall within the
provisions of paragraph (d) of this Rule, members of the Exchange shall
reasonably avoid displaying, and shall not engage in a pattern or
practice of displaying, any quotations that lock or cross a protected
quotation, and any manual quotations that lock or cross a quotation
previously disseminated pursuant to an effective national market system
plan.
(c) Manual quotations. If a member of the Exchange displays a
manual quotation that locks or crosses a quotation previously
disseminated pursuant to an effective national market system plan, such
member of the Exchange shall promptly either withdraw the manual
quotation or route an intermarket sweep order to execute against the
full displayed size of the locked or crossed quotation.
(d) Exceptions.
(1) The locking or crossing quotation was displayed at a time when
the trading center displaying the locked or crossed quotation was
experiencing a failure, material delay, or malfunction of its systems
or equipment.
(2) The locking or crossing quotation was displayed at a time when
a protected bid was higher than a protected offer in the NMS stock.
(3) The locking or crossing quotation was an automated quotation,
and the member of the Exchange displaying such automated quotation
simultaneously routed an intermarket sweep order to execute against the
full displayed size of any locked or crossed protected quotation.
(4) The locking or crossing quotation was a manual quotation that
locked or crossed another manual quotation, and the member of the
Exchange displaying the locking or crossing manual quotation
simultaneously routed an intermarket sweep order to execute against the
full displayed size of the locked or crossed manual quotation.
* * * * *
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, NYSE 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 NYSE 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 the
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange seeks to amend its rules to include Rule 19 in order
to comply with its obligation to establish, maintain and enforce
written rules that require NYSE members to reasonably avoid displaying
quotations that lock or cross any protected quotations in an NMS stock
or any quotation, protected or not in an NMS stock that is disseminated
pursuant to an effective national market system plan.\6\
---------------------------------------------------------------------------
\6\ See, 17 CFR 242.610(d)(1).
---------------------------------------------------------------------------
Generally, the proposed rule provides that members of the Exchange
shall not display any quotations that lock or cross a protected
quotation unless an exception applies. Paragraph (d) sets forth the
four exceptions under the rule. Pursuant to the rule, a locking or
crossing quotation does not violate the prohibition when: (i) The
trading center displaying the locked or crossed quotation is
experiencing system malfunction; (ii) the protected bid was higher than
the protected offer; (iii) the locking or crossing quotation was an
automated quotation and the member simultaneously routed an intermarket
sweep order to execute against the full displayed size of any locked or
crossed quotation; or (iv) a manual quotation locks and crosses another
manual quotation and the member that caused the lock or cross
simultaneously routed an intermarket sweep order to execute against the
full displayed size of the locked or crossed manual quotation.
Exchange Rule 19 addresses intentional locks or crosses because it
is understood that inadvertent locks or crosses will occur. It does not
specify how market centers should reconcile locks or crosses between
two automated quotations. The Commission's interpretation of the rule
suggests that the market centers should continue trading and natural
market forces will reconcile the locks or crosses. However, if a manual
quotation locks or crosses a previously disseminated automated
quotation to a national market system plan, the member that
disseminated the manual quotation is required pursuant to paragraph (c)
of the rule to, ``* * * promptly either withdraw the manual quotation
or route an intermarket sweep order to execute against the full
displayed size of the locked or crossed quotation.''
In addition to the proposal of Rule 19, it should be noted that the
Exchange's technology will automatically route an intermarket sweep
order to execute against the full displayed size of any participating
market center that would be locked or crossed by an Exchange quotation
prior to quoting.
2. Statutory Basis P>The NYSE believes the proposed rule change is
consistent with Section 6(b) of the Act \7\ in general, and furthers
the objectives of Section 6(b)(5) of the Act,\8\ in particular, in that
it is designed to promote just and equitable principles of trade, to
remove impediments to and perfect the mechanism of a free and open
market and a national market system and, in general, to protect
investors and the public interest. The NYSE believes that the proposed
rule change is consistent with these objectives in that it enables the
Exchange to meets its obligations pursuant to Regulation NMS, which
serves to modernize and strengthen the national market system.
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\7\ 15 U.S.C. 78f(b).
\8\ 15 U.S.C. 78f(b)(5).
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange 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.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
The Exchange has neither solicited nor received written 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 \9\ and Rule 19b-4(f)(6) \10\ thereunder because
the proposed rule change: (i) does not significantly affect the
protection of investors or the public interest; (ii) does not impose
any significant burden on competition; and (iii) does not become
operative for 30 days from the date of the filing, or such shorter time
as the Commission may designate if consistent with the protection of
investors and the public interest pursuant to Section 19(b)(3)(A)(iii)
of the Act \11\ and Rule 19b-4(f)(6) thereunder.\12\
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\9\ 15 U.S.C. 78s(b)(3)(A).
\10\ 17 CFR 240.19b-4(f)(6).
\11\ 15 U.S.C. 78s(b)(3)(A)(iii).
\12\ 17 CFR 240.19b-4(f)(6).
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NYSE has requested that the Commission waive both the five-day pre-
filing requirement and the 30-day
[[Page 60206]]
delayed operative delay.\13\ The Commission is exercising its authority
to waive the five-day pre-filing notice requirement and believes that
the waiver of the 30-day operative delay is consistent with the
protection of investors and the public interest. Waiver of the five-day
pre-filing and 30-day operative periods will allow NYSE to adopt its
uniform locking and crossing rule for NMS stocks similar to those
adopted by other self-regulatory organizations and approved by the
Commission.\14\ Accordingly, the Commission designates the proposal to
be effective and operative upon filing with the Commission.\15\
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\13\ 17 CFR 240.19b-4(f)(6)(iii).
\14\ See Securities Exchange Act Release No. 54391 (August 31,
2006), 71 FR 52836 (September 7, 2006) (File No. SR-NSX-2006-08).
\15\ For purposes only of waiving the 30-day operative delay,
the Commission has considered the proposed rule's impact on
efficiency, competition, and capital formation. 15 U.S.C. 78c(f).
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At any time within sixty (60) days of the filing of the proposed
rule change, the Commission may summarily abrogate 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.\16\
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\16\ See Section 19(b)(3)(C) of the Act, 15 U.S.C. 78s(b)(3)(C).
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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 e-mail to rule-comments@sec.gov. Please include
File Number SR-NYSE-2006-63 on the subject line.
Paper Comments
Send paper comments in triplicate to Nancy M. Morris,
Secretary, Securities and Exchange Commission, 100 F Street, NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-NYSE-2006-63. This file
number should be included on the subject line if e-mail 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 (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 inspection and
copying in the Commission's Public Reference Section, 100 F Street,
NE., Washington, DC 20549. Copies of such filing also will be available
for inspection and copying at the principal office of the NYSE. 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-NYSE-2006-63 and should be
submitted on or before November 2, 2006.
For the Commission by the Division of Market Regulation,
pursuant to delegated authority.\17\
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\17\ 17 CFR 200.30-3(a)(12).
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Nancy M. Morris,
Secretary.
[FR Doc. E6-16846 Filed 10-11-06; 8:45 am]
BILLING CODE 8011-01-P