Self-Regulatory Organizations; American Stock Exchange LLC; Order Granting Approval to Proposed Rule Change and Amendment No. 1 Thereto To Amend Rules 918 and 918-Ante Regarding Trading Rotations, Halts and Suspensions, 7779-7780 [E7-2837]
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Federal Register / Vol. 72, No. 33 / Tuesday, February 20, 2007 / Notices
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[FR Doc. E7–2803 Filed 2–16–07; 8:45 am]
BILLING CODE 7590–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–55272; File No. SR–Amex–
2006–77]
Self-Regulatory Organizations;
American Stock Exchange LLC; Order
Granting Approval to Proposed Rule
Change and Amendment No. 1 Thereto
To Amend Rules 918 and 918–Ante
Regarding Trading Rotations, Halts
and Suspensions
February 12, 2007.
hsrobinson on PROD1PC76 with NOTICES
I. Introduction
On August 16, 2006, the American
Stock Exchange LLC (‘‘Amex’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) the proposed rule
change to amend Amex Rules 918 and
918–ANTE relating to trading rotations
and trading halts. On December 5, 2006,
Amex filed Amendment No. 1 to the
proposed rule change. The proposed
rule change, as modified by Amendment
No. 1, was published for comment in
the Federal Register on December 29,
VerDate Aug<31>2005
16:14 Feb 16, 2007
Jkt 211001
2006.1 The Commission received no
comments regarding the proposal. This
order approves the proposed rule
change as modified by Amendment No.
1.
II. Discussion and Commission
Findings
The Exchange proposes to amend
Amex Rules 918 and 918–ANTE relating
to trading rotations and trading halts.
Specifically, Amex Rules 918(a) and
918–ANTE(a) currently provide that a
trading rotation shall be employed at the
opening of each business day following
the opening of the underlying security
in the primary market. Amex Rules
918(b) and 918–ANTE(b) provide that
trading on any Exchange option contract
may be halted or suspended whenever
the Exchange deems such action
appropriate. Included in these rules is a
list of factors that the Exchange may use
to determine if a trading halt or
suspension is warranted. Pursuant to
Amex Rules 918(b)(1) and 918–
ANTE(b)(1), the Exchange may halt or
suspend trading in an option contract if
the underlying security has been halted
or suspended in the primary market.
Similarly, the Exchange may also
consider, pursuant to Amex Rules
918(b)(2) and 918–ANTE(b)(2), halting
or suspending trading in an option
contract if the opening of such
underlying stock in the primary market
has been delayed due to unusual
circumstances.
‘‘Primary market’’ is defined in Amex
Rules 900(b)(26) and 900–ANTE(b)(26)
as (i) With respect to an underlying
equity security which is principally
traded on a national securities
exchange, the principal exchange
market in which the underlying security
is traded, (ii) with respect to an
underlying equity security which is
principally traded in the over-thecounter market, the market reflected by
Nasdaq,2 and (iii) with respect to any
other type of security, the market
reflected by any widely recognized
quotation dissemination system.
The Exchange proposes to amend
Amex Rules 918(a)(1) and Amex Rule
918–Ante(a)(1) to permit the opening
rotation to begin once the underlying
security has opened for trading in any
market. In addition, Amex proposes to
amend Amex Rule 918–Ante
Commentary .01(d) to provide that the
automated opening rotation shall begin
1 See Securities Exchange Act Release No. 54995
(December 21, 2006), 71 FR 78474.
2 The Commission notes that Nasdaq currently
operates as a national securities exchange with
respect to Nasdaq-listed securities and as a facility
of the NASD with respect to non-Nasdaq exchange
listed securities.
PO 00000
Frm 00017
Fmt 4703
Sfmt 4703
7779
once the opening trade or quote is
disseminated by any market. Amex
proposes to amend Amex Rules
918(b)(1) and 918–ANTE(b)(1) to
implement trading halts and
suspensions in any options contract if
the underlying security is subject to a
trading halt or suspension across several
markets or in the primary listed market.
Amex also proposes to amend Amex
Rules 918(b)(2) and 918–ANTE(b)(2) to
institute trading halts and suspensions
in any options contract if there is a
delay in the opening of the underlying
security across several markets or in the
primary listed market because of
unusual circumstances. Additionally,
the Exchange proposes to amend Amex
Rules 918 Commentary .01(c) and 918–
ANTE Commentary .01(g) to permit the
closing rotation to begin once the final
price for the underlying security is
established in the trading markets and/
or the primary listed market. Finally,
the Exchange proposes to make
clarifying changes to Amex Rules 918
and 918–ANTE to clarify that trading
rotations, halts and suspensions apply
to any options on a stock, exchange
traded fund and trust issued receipt.
The Commission finds that the
proposed rule change is consistent with
the requirements of the Act and the
rules and regulations thereunder
applicable to a national securities
exchange and, in particular, the
requirements of Section 6(b)(5) of the
Act,3 which requires, among other
things, Amex’s rules 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.4
Amex represented that the analysis of
which market is the ‘‘primary market’’
for purposes of trading rotations and
halts has become burdensome and
uncertain due to trading of underlying
securities in multiple markets. The
Commission believes that the proposed
rule change will provide Amex with
flexibility to determine when to permit
opening and closing rotations to begin
by removing the requirement that it
analyze which market is the primary
market. As proposed, Amex may
3 15
U.S.C. 78f(b)(5).
approving this proposed rule change the
Commission notes that it has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
4 In
E:\FR\FM\20FEN1.SGM
20FEN1
7780
Federal Register / Vol. 72, No. 33 / Tuesday, February 20, 2007 / Notices
institute opening and closing rotations
based on any market trading the
underlying security. With regard to
trading halts, however, Amex proposes
to halt trading if multiple underlying
markets have halted trading or if the
primary listed market halted trading.
The Commission believes that this
standard is sufficient to establish when
Amex should halt trading in its option
contracts.
III. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,5 that the
proposed rule change (SR–Amex–2006–
77), as modified by Amendment No. 1,
be and hereby is, approved.
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.6
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7–2837 Filed 2–16–07; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–55277; File No. SR–Amex–
2007–19]
Self-Regulatory Organizations;
American Stock Exchange LLC; Notice
of Filing and Immediate Effectiveness
of Proposed Rule Change To Revise
the AEMI Rules to Conform to Changes
Previously Made to the AEMI-One
Rules for the Pilot
February 12, 2007.
hsrobinson on PROD1PC76 with NOTICES
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 February
9, 2007, the American Stock Exchange
LLC (‘‘Amex’’ or ‘‘Exchange’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III below, which Items
have been substantially prepared by the
Exchange. Amex has filed this proposal
pursuant to Section 19(b)(3)(A) of the
Act 3 and Rule 19b–4(f)(5) thereunder,4
which renders it effective upon filing
with the Commission. The Commission
is publishing this notice to solicit
comments on the proposed rule change
from interested persons.
5 15
U.S.C. 78s(b)(2).
CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A).
4 17 CFR 240.19b–4(f)(5).
6 17
VerDate Aug<31>2005
16:14 Feb 16, 2007
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to adopt
changes to its AEMI rules to match
several changes that have already been
approved and implemented as part of
the Exchange’s AEMI-One rules. The
proposed changes would: (i) Eliminate
the order types ‘‘buy minus’’ and ‘‘sell
plus’’; (ii) revise the descriptions of
‘‘stop order’’ and ‘‘stop limit order’’ to
provide that ‘‘too marketable’’ stop and
stop limit orders for exchange-traded
funds (‘‘ETFs’’) will be executed, not
rejected; (iii) codify the Exchange’s
interpretation that a Specialist will not
be deemed to be ‘‘trading ahead’’ of a
percentage order if an aggressing order
that executes against the Specialist’s
quote automatically elects the
percentage order but the percentage
order is not executed by that aggressing
order due to insufficient remaining
interest; (iv) revise the definition of
‘‘specialist emergency quote’’ to provide
for an Exchange-wide upper limit on the
number of such quotes that can be
sequentially generated; (v) revise the
definition of ‘‘stabilizing quote’’ to
provide that such a quote may be issued
when orders or quotes on the AEMI
Book are exhausted and that auto-ex
would be disabled after such a quote is
generated so that the Specialist may step
in to re-quote the market; (vi) revise two
rules (including the definition of
‘‘intermarket sweep order’’) to provide,
as required by Regulation NMS, that
members who choose to send
intermarket sweep orders to the
Exchange will be obligated to protect
the same quotations of other market
centers that the Exchange is obligated to
protect; and (vii) correct two internal
references in Rule 205–AEMI and add a
new subparagraph to provide for the
execution of an unexecuted odd-lot
balance on an aggressing order that is
the result of an unexecuted odd-lot
balance on an intermarket sweep order
that was routed to another market by the
AEMI platform to access a better-priced
protected quotation.
The text of the proposed rule change
is available on the Amex’s Web site at
https://www.amex.com, at the
Exchange’s principal office, 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
Amex included statements concerning
the purpose of and basis for the
proposed rule change and discussed any
Jkt 211001
PO 00000
Frm 00018
Fmt 4703
Sfmt 4703
comments it received on the proposed
rule change. The text of these statements
may be examined at the places specified
in Item IV below. Amex 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 has recently adopted
two sets of rules in connection with the
operation of its new hybrid market
trading platform for equity products and
ETFs, designated as AEMISM (the
‘‘Auction and Electronic Market
Integration’’ platform). The initial
version of AEMI is referred to as ‘‘AEMIOne’’ and is currently operational on a
pilot basis 5 through the day prior to the
final date set by the Commission for full
operation of all automated trading
centers that intend to qualify their
quotations for trade-through protection
under Rule 611 6 of Regulation NMS
(the latter date being referred to as the
‘‘Trading Phase Date’’).7 On the Trading
Phase Date, the regular AEMI rules will
become effective 8 and the AEMI-One
rules will cease to be operative. In the
final amendment to the AEMI-One rules
just prior to their approval by the
Commission, the Exchange made several
changes that are now reflected in those
AEMI-One rules. In addition, the
Exchange subsequently filed with the
Commission a proposed change to the
AEMI-One rule on odd-lot order
execution that was immediately
effective on filing and that provides for
the execution of an unexecuted odd-lot
balance on an aggressing order that is
the result of an unexecuted odd-lot
5 See Securities Exchange Act Release No. 54709
(November 3, 2006), 71 FR 65847 (November 9,
2006) (SR–Amex–2006–72) (Order Approving a
Proposed Rule Change and Amendment No 1
Thereto, and Notice of Filing and Order Granting
Accelerated Approval to Amendment No. 3, to
Adopt New Rules to Implement on a Pilot Basis an
Initial Version of AEMI, Its Proposed New Hybrid
Market Trading Platform for Equity Products and
Exchange Traded Funds).
6 17 CFR 242.611. The Order Protection Rule
requires trading centers to establish, maintain, and
enforce written policies and procedures reasonably
designed to prevent the execution of trades at prices
inferior to protected quotations displayed by other
trading centers, subject to certain exceptions.
7 The Trading Phase Date is currently established
as March 5, 2007.
8 See Securities Exchange Act Release No. 54552
(September 29, 2006), 71 FR 59546 (October 10,
2006) (SR–Amex–2005–104) (Order Approving a
Proposed Rule Change and Amendments No. 1, 2,
3, 4, and 5 Thereto, and Notice of Filing and Order
Granting Accelerated Approval to Amendment No.
6, to Establish a New Hybrid Trading System
Known as AEMI).
E:\FR\FM\20FEN1.SGM
20FEN1
Agencies
[Federal Register Volume 72, Number 33 (Tuesday, February 20, 2007)]
[Notices]
[Pages 7779-7780]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E7-2837]
=======================================================================
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-55272; File No. SR-Amex-2006-77]
Self-Regulatory Organizations; American Stock Exchange LLC; Order
Granting Approval to Proposed Rule Change and Amendment No. 1 Thereto
To Amend Rules 918 and 918-Ante Regarding Trading Rotations, Halts and
Suspensions
February 12, 2007.
I. Introduction
On August 16, 2006, the American Stock Exchange LLC (``Amex'' or
``Exchange'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change to amend Amex Rules 918 and
918-ANTE relating to trading rotations and trading halts. On December
5, 2006, Amex filed Amendment No. 1 to the proposed rule change. The
proposed rule change, as modified by Amendment No. 1, was published for
comment in the Federal Register on December 29, 2006.\1\ The Commission
received no comments regarding the proposal. This order approves the
proposed rule change as modified by Amendment No. 1.
---------------------------------------------------------------------------
\1\ See Securities Exchange Act Release No. 54995 (December 21,
2006), 71 FR 78474.
---------------------------------------------------------------------------
II. Discussion and Commission Findings
The Exchange proposes to amend Amex Rules 918 and 918-ANTE relating
to trading rotations and trading halts. Specifically, Amex Rules 918(a)
and 918-ANTE(a) currently provide that a trading rotation shall be
employed at the opening of each business day following the opening of
the underlying security in the primary market. Amex Rules 918(b) and
918-ANTE(b) provide that trading on any Exchange option contract may be
halted or suspended whenever the Exchange deems such action
appropriate. Included in these rules is a list of factors that the
Exchange may use to determine if a trading halt or suspension is
warranted. Pursuant to Amex Rules 918(b)(1) and 918-ANTE(b)(1), the
Exchange may halt or suspend trading in an option contract if the
underlying security has been halted or suspended in the primary market.
Similarly, the Exchange may also consider, pursuant to Amex Rules
918(b)(2) and 918-ANTE(b)(2), halting or suspending trading in an
option contract if the opening of such underlying stock in the primary
market has been delayed due to unusual circumstances.
``Primary market'' is defined in Amex Rules 900(b)(26) and 900-
ANTE(b)(26) as (i) With respect to an underlying equity security which
is principally traded on a national securities exchange, the principal
exchange market in which the underlying security is traded, (ii) with
respect to an underlying equity security which is principally traded in
the over-the-counter market, the market reflected by Nasdaq,\2\ and
(iii) with respect to any other type of security, the market reflected
by any widely recognized quotation dissemination system.
---------------------------------------------------------------------------
\2\ The Commission notes that Nasdaq currently operates as a
national securities exchange with respect to Nasdaq-listed
securities and as a facility of the NASD with respect to non-Nasdaq
exchange listed securities.
---------------------------------------------------------------------------
The Exchange proposes to amend Amex Rules 918(a)(1) and Amex Rule
918-Ante(a)(1) to permit the opening rotation to begin once the
underlying security has opened for trading in any market. In addition,
Amex proposes to amend Amex Rule 918-Ante Commentary .01(d) to provide
that the automated opening rotation shall begin once the opening trade
or quote is disseminated by any market. Amex proposes to amend Amex
Rules 918(b)(1) and 918-ANTE(b)(1) to implement trading halts and
suspensions in any options contract if the underlying security is
subject to a trading halt or suspension across several markets or in
the primary listed market. Amex also proposes to amend Amex Rules
918(b)(2) and 918-ANTE(b)(2) to institute trading halts and suspensions
in any options contract if there is a delay in the opening of the
underlying security across several markets or in the primary listed
market because of unusual circumstances. Additionally, the Exchange
proposes to amend Amex Rules 918 Commentary .01(c) and 918-ANTE
Commentary .01(g) to permit the closing rotation to begin once the
final price for the underlying security is established in the trading
markets and/or the primary listed market. Finally, the Exchange
proposes to make clarifying changes to Amex Rules 918 and 918-ANTE to
clarify that trading rotations, halts and suspensions apply to any
options on a stock, exchange traded fund and trust issued receipt.
The Commission finds that the proposed rule change is consistent
with the requirements of the Act and the rules and regulations
thereunder applicable to a national securities exchange and, in
particular, the requirements of Section 6(b)(5) of the Act,\3\ which
requires, among other things, Amex's rules 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.\4\
---------------------------------------------------------------------------
\3\ 15 U.S.C. 78f(b)(5).
\4\ In approving this proposed rule change the Commission notes
that it has considered the proposed rule's impact on efficiency,
competition, and capital formation. See 15 U.S.C. 78c(f).
---------------------------------------------------------------------------
Amex represented that the analysis of which market is the ``primary
market'' for purposes of trading rotations and halts has become
burdensome and uncertain due to trading of underlying securities in
multiple markets. The Commission believes that the proposed rule change
will provide Amex with flexibility to determine when to permit opening
and closing rotations to begin by removing the requirement that it
analyze which market is the primary market. As proposed, Amex may
[[Page 7780]]
institute opening and closing rotations based on any market trading the
underlying security. With regard to trading halts, however, Amex
proposes to halt trading if multiple underlying markets have halted
trading or if the primary listed market halted trading. The Commission
believes that this standard is sufficient to establish when Amex should
halt trading in its option contracts.
III. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the
Act,\5\ that the proposed rule change (SR-Amex-2006-77), as modified by
Amendment No. 1, be and hereby is, approved.
---------------------------------------------------------------------------
\5\ 15 U.S.C. 78s(b)(2).
\6\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Market Regulation,
pursuant to delegated authority.\6\
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7-2837 Filed 2-16-07; 8:45 am]
BILLING CODE 8010-01-P