Self-Regulatory Organizations; New York Stock Exchange LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Enhance Its NYSE OpenBook Product Offerings, 31905-31907 [E8-12235]
Download as PDF
Federal Register / Vol. 73, No. 108 / Wednesday, June 4, 2008 / Notices
communications relating to the
proposed rule changes 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 20549–1090 on business days
between the hours of 10 a.m. and 3 p.m.
Copies of such filings also will be
available for inspection and copying at
the respective principal offices of the
Exchanges. 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 Numbers SR–Amex–
2008–40; SR–NASDAQ–2008–046; SR–
NYSE–2008–39; and SR–NYSEArca–
2008–50 and should be submitted on or
before June 25, 2008.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Florence E. Harmon,
Acting Secretary.
[FR Doc. E8–12395 Filed 6–3–08; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–57861; File No. SR–NYSE–
2008–42]
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Enhance Its
NYSE OpenBook Product Offerings
rwilkins on PROD1PC63 with NOTICES
May 23, 2008.
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 May 16,
2008, 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 substantially prepared by the
Exchange. The Exchange has designated
the proposed rule change as a ‘‘noncontroversial’’ rule change pursuant to
Section 19(b)(3)(A) of the Act 3 and Rule
19b–4(f)(6) thereunder,4 which renders
10 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).
4 17 CFR 240.19b–4(f)(6).
16:46 Jun 03, 2008
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to enhance its
NYSE OpenBook product offerings to
offer additional separate data feeds
containing NYSE quotations and order
imbalance information. The text of the
proposed rule change is available at
https://www.nyse.com, the Exchange,
and 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,
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. 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
Statutory Basis for, the Proposed Rule
Change
1. Purpose
NYSE OpenBook responds to the
desire of some market participants for
depth-of-market data. It is a compilation
of limit order data that the Exchange
provides to market data vendors, brokerdealers, private network providers and
other entities (collectively, ‘‘Vendors’’)
through a data feed. For every limit
price, NYSE OpenBook includes the
aggregate order volume.
NYSE OpenBook is a packaged suite
of data feed products. In addition to the
current NYSE OpenBook data feed
(‘‘NYSE OpenBook Realtime’’), for no
additional charge, the Exchange makes
available to NYSE OpenBook recipients
a separate data feed containing NYSE
quotations (‘‘NYSE BestQuote’’).5 NYSE
BestQuote allows customers to see
additional market interest that is not
displayed in the NYSE limit order book
and that, therefore, is not available in
NYSE OpenBook.
This proposed rule change:
5 NYSE added NYSE BestQuote to the NYSE
OpenBook Realtime package in October 2006. See
Securities Exchange Act Release No. 54594 (October
12, 2006), 71 FR 61819 (October 19, 2006) (SR–
NYSE–2006–81).
1 15
VerDate Aug<31>2005
the proposed rule change effective upon
filing with the Commission. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
Jkt 214001
PO 00000
Frm 00097
Fmt 4703
Sfmt 4703
31905
i. Responds to a demand for a newly
enhanced version of the NYSE
OpenBook product to be called NYSE
OpenBook Ultra, which provides orderlevel detail; and
ii. Adds to NYSE OpenBook a new
category of information: information
regarding order imbalances prior to the
market opening and closing auctions
(‘‘Order Imbalance Information’’).
(1) NYSE OpenBook Ultra. The
Exchange makes NYSE OpenBook
Realtime available on a snapshot basis,
with updates distributed in real-time at
intervals of one second. Pursuant to this
proposed rule change, the Exchange
proposes to make available an enhanced
NYSE OpenBook service that would
update NYSE OpenBook information
upon receipt of each displayed limit
order (‘‘NYSE OpenBook Ultra’’). NYSE
OpenBook Ultra responds to the desire
of some market participants for realtime depth-of-book data on an order-byorder basis. In addition, NYSE
OpenBook Ultra will improve upon
NYSE OpenBook Realtime by adding
information regarding the changes in
limit order interest, by providing more
precise timestamp resolution
(microseconds) and by providing an
easy-to-read format that is optimized for
speed and recoverability.
The Exchange will continue to
support NYSE OpenBook Realtime and
will offer NYSE OpenBook Ultra as an
optional alternative without additional
or different fees or terms. However, the
Exchange anticipates that it will
reassess its pricing for NYSE OpenBook,
and may restructure or modify the
charges applicable to the NYSE
OpenBook Realtime and NYSE
OpenBook Ultra packages. The
Exchange will submit any proposed new
or modified fees to the Commission as
proposed rule changes and will not
impose any new or modified charges on
data feed recipients and end-users prior
to Commission approval.
(2) Order Imbalance Information.
Order Imbalance Information is a data
feed of real-time order imbalances that
accumulate prior to the opening of
trading on the Exchange and prior to the
close of trading on the Exchange. These
orders are subject to execution at the
market’s opening or closing price, as the
case may be, and represent issues that
are likely to be of particular trading
interest at the opening or closing.
The Exchange plans to distribute
information about these imbalances in
real-time at specified intervals prior to
the opening and closing auctions.
Initially, the Exchange proposes to make
order imbalance information available at
the following intervals:
For opening order imbalances:
E:\FR\FM\04JNN1.SGM
04JNN1
31906
Federal Register / Vol. 73, No. 108 / Wednesday, June 4, 2008 / Notices
rwilkins on PROD1PC63 with NOTICES
• Every five minutes between 8:30
a.m. Eastern Time (‘‘ET’’) and 9 a.m. ET.
• Every one minute between 9 a.m.
ET and 9:20 a.m. ET.
• Every 15 seconds between 9:20 a.m.
ET and the opening (or 9:35 a.m. ET if
the opening is delayed).
For closing order imbalances:
• Every fifteen seconds between 3:40
p.m. ET and 3:50 p.m. ET.
• Every five seconds between 3:50
p.m. ET and 4 p.m. ET.
Order Imbalance Information will also
include the imbalance information that
the Exchange is required to disseminate
under NYSE Rule 123C(5), as well as
automated real-time streaming order
imbalance information at specified
intervals.
The Exchange proposes to make Order
Imbalance Information available as part
of the NYSE OpenBook package at no
additional charge.
(3) Fees. Currently, an end-user of
NYSE OpenBook pays (or its Vendor
pays on its behalf) the monthly perterminal NYSE OpenBook device fee of
$60. A NYSE OpenBook data feed
recipient pays a monthly $5,000 access
fee for NYSE OpenBook, plus the perterminal fee if the data feed recipient
also displays the data.
For the moment, the Exchange
proposes to permit data feed recipients
and end-users to receive and use NYSE
OpenBook Ultra, including Order
Imbalance Information and NYSE
BestQuote, for no additional charge.
That is, the same $5,000 access fee and
$60 per-terminal fee will apply. This
will allow current NYSE OpenBook
recipients to sample the proposed
enhanced version of NYSE OpenBook
for the same fees that they pay today.
(4) Contracts. As with OpenBook
Realtime, the Exchange proposes to
make NYSE OpenBook Ultra (including
Order Imbalance Information and NYSE
BestQuote) available under the same
contracting arrangement that the
Commission has approved for the
receipt and use of market data under the
CTA and CQ Plans. That arrangement
contemplates that each data feed
recipient enter into the Commissionapproved standard form of ‘‘Agreement
for Receipt and Use of Market Data’’ that
Network A uses for data redistributors
and other parties that use the data for
purposes other than interrogation.6
6 The Participants in the CTA and CQ Plans first
submitted the Consolidated Vendor Form to the
Commission for immediate effectiveness in 1990.
See Securities Exchange Act Release No. 28407
(September 6, 1990), 55 FR 37276 (September 10,
1990) (File No. 4–281). The Commission approved
a revised version of it in 1996 in conjunction with
the participants’ restatement of the CTA and CQ
Plans. See Securities Exchange Act Release No.
VerDate Aug<31>2005
16:46 Jun 03, 2008
Jkt 214001
Exhibit A to each of those agreements
would need to be updated to reflect the
receipt and use of NYSE OpenBook
Ultra data. The arrangement also
requires an end-user of the information
(other than a data feed recipient) to
enter into a Commission-approved
Network A professional subscriber or a
nonprofessional subscriber agreement,
as the case may be.
2. Statutory Basis
The basis under the Act for this
proposed rule change is the requirement
under Section 6(b)(5) 7 that the rules of
an exchange be 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.
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 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
Written comments were neither
solicited nor received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change: (1) Does not significantly affect
the protection of investors or the public
interest; (2) does not impose any
significant burden on competition; and
(3) by its terms does not become
operative for 30 days after the date of
this filing, or such shorter time as the
Commission may designate if consistent
with the protection of investors and the
public interest, the proposed rule
change has become effective pursuant to
Section 19(b)(3)(A) of the Act 8 and Rule
19b–4(f)(6) thereunder.9
A proposed rule change filed under
Rule 19b–4(f)(6) normally does not
become operative prior to 30 days after
the date of filing. However, Rule 19b–
4(f)(6)(iii) 10 permits the Commission to
37191 (May 9, 1996), 61 FR 24842 (May 16, 1996)
(File No. SR–CTA/CQ–96–1).
7 15 U.S.C. 78f(b)(5).
8 15 U.S.C. 78s(b)(3)(A).
9 17 CFR 240.19b–4(f)(6).
10 17 CFR 240.19b–4(f)(6)(iii). In addition, Rule
19b–4(f)(6)(iii) requires that a self-regulatory
organization submit to the Commission written
notice of its intent to file the proposed rule change,
PO 00000
Frm 00098
Fmt 4703
Sfmt 4703
designate a shorter time if such action
is consistent with the protection of
investors and the public interest. The
Exchange has requested that the
Commission waive the 30-day operative
delay set forth in Rule 19b–4(f)(6)(iii)
under the Act, which would make the
rule change operative upon filing.
The Commission believes that
waiving the 30-day operative delay is
consistent with the protection of
investors and the public interest
because such waiver would
immediately allow the Exchange to
disseminate this supplemental
information prior to the execution of the
opening and closing transactions on the
NYSE. Accordingly, the Commission
designates the proposal to be operative
upon filing with the Commission.11
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:
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–NYSE–2008–42 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–2008–42. This file
number should be included on the
subject line if e-mail is used. To help the
Commission process and review your
along with a brief description and 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. NYSE has satisfied the pre-filing
notice requirement.
11 For purposes only of waiving the 30-day
operative delay of this proposal, the Commission
has considered the proposed rule’s impact on
efficiency, competition, and capital formation. 15
U.S.C. 78c(f).
E:\FR\FM\04JNN1.SGM
04JNN1
Federal Register / Vol. 73, No. 108 / Wednesday, June 4, 2008 / Notices
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
Room, 100 F Street, NE., Washington,
DC 20549, on official business days
between the hours of 10 a.m. and 3 p.m.
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–2008–42 and should
be submitted on or before June 25, 2008.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E8–12235 Filed 6–3–08; 8:45 am]
BILLING CODE 8010–01–P
SMALL BUSINESS ADMINISTRATION
Small Business Size Standards:
Waiver of the Nonmanufacturer Rule
U.S. Small Business
Administration.
ACTION: Notice of intent to waive the
Nonmanufacturer Rule for Televisions.
rwilkins on PROD1PC63 with NOTICES
AGENCY:
SUMMARY: The U.S. Small Business
Administration (SBA) is considering
granting a request for a waiver of the
Nonmanufacturer Rule for Televisions.
According to the request, no small
business manufacturers supply this
class of product to the Federal
government. If granted, the waiver
would allow otherwise qualified regular
dealers to supply the products of any
manufacturer on a Federal contract set
aside for small businesses; servicedisabled veteran-owned small
businesses or SBA’s 8(a) Business
Development Program.
12 17
CFR 200.30–3(a)(12).
VerDate Aug<31>2005
16:46 Jun 03, 2008
Comments and source
information must be submitted June 19,
2008.
ADDRESSES: You may submit comments
and source information to Edith G.
Butler, Program Analyst, U.S. Small
Business Administration, Office of
Government Contracting, 409 3rd Street,
SW., Suite 8800, Washington, DC 20416.
FOR FURTHER INFORMATION CONTACT:
Edith G. Butler, Program Analyst, by
telephone at (202) 619–0422; by FAX at
(202) 481–1788; or by e-mail
edith.butler@sba.gov.
DATES:
Section
8(a)(17) of the Small Business Act (Act),
15 U.S.C. 637(a)(17), requires that
recipients of Federal contracts set aside
for small businesses, service-disabled
veteran-owned small businesses, or
SBA’s 8(a) Business Development
Program provide the product of a small
business manufacturer or processor, if
the recipient is other than the actual
manufacturer or processor of the
product. This requirement is commonly
referred to as the Nonmanufacturer
Rule. The SBA regulations imposing
this requirement are found at 13 CFR
121.406(b). Section 8(a)(17)(b)(iv) of the
Act authorizes SBA to waive the
Nonmanufacturer Rule for any ‘‘class of
products’’ for which there are no small
business manufacturers or processors
available to participate in the Federal
market.
As implemented in SBA’s regulations
at 13 CFR 121.1202(c), in order to be
considered available to participate in
the Federal market for a class of
products, a small business manufacturer
must have submitted a proposal for a
contract solicitation or received a
contract from the Federal Government
within the last 24 months.
The SBA defines ‘‘class of products’’
based on six digit coding system. The
coding system is the Office of
Management and Budget North
American Industry Classification
System (NAICS).
The SBA is currently processing a
request to waive the Nonmanufacturer
Rule for Televisions, North American
Industry Classification System (NAICS)
code 334220 product number 5820.
The public is invited to comment or
provide source information to SBA on
the proposed waivers of the
Nonmanufacturer Rule for this class of
NAICS code within 15 days after date of
publication in the Federal Register.
SUPPLEMENTARY INFORMATION:
Dated: May 28, 2008.
Karen C. Hontz,
Director for Government Contracting.
[FR Doc. E8–12494 Filed 6–3–08; 8:45 am]
BILLING CODE 8025–01–P
Jkt 214001
PO 00000
Frm 00099
Fmt 4703
Sfmt 4703
31907
SMALL BUSINESS ADMINISTRATION
[License No. 09/79–0454]
Emergence Capital Partners SBIC,
L.P.; Notice Seeking Exemption Under
Section 312 of the Small Business
Investment Act, Conflicts of Interest
Notice is hereby given that Emergence
Capital Partners SBIC, L.P., 160 Bovet
Road, Suite 300, San Mateo, CA 94402,
a Federal Licensee under the Small
Business Investment Act of 1958, as
amended (‘‘the Act’’), in connection
with the financing of a small concern,
has sought an exemption under Section
312 of the Act and Section 107.730,
Financings which Constitute Conflicts
of Interest of the Small Business
Administration (‘‘SBA’’) Rules and
Regulations (13 CFR 107.730).
Emergence Capital Partners SBIC, L.P.
proposes to provide equity/debt security
financing to Lithium Technologies, Inc.,
6121 Hollis Street, Suite 4, Emeryville,
CA 94608 (‘‘Lithium’’). The financing is
contemplated for working capital and
general corporate purposes.
The financing is brought within the
purview of § 107.730(a)(1) of the
Regulations because Emergence Capital
Partners, L.P. and Emergence Capital
Associates, L.P., all Associates of
Emergence Capital Partners SBIC, L.P.,
own more than ten percent of Lithium.
Therefore this transaction is considered
a Financing of an Associate, requiring
an exemption.
Notice is hereby given that any
interested person may submit written
comments on the transaction within 15
days of the date of this publication to
the Associate Administrator for
Investment, U.S. Small Business
Administration, 409 Third Street, SW.,
Washington, DC 20416.
Dated: May 2, 2008.
A. Joseph Shepard,
Associate Administrator for Investment.
[FR Doc. E8–12496 Filed 6–3–08; 8:45 am]
BILLING CODE 8025–01–P
DEPARTMENT OF STATE
[Public Notice: 6245]
30-Day Notice of Proposed Information
Collection: DS–573, DS–574, DS–575,
and DS–576, Overseas Schools—Grant
Request Automated Submissions
Program (GRASP), OMB Control No.
1405–0036
Notice of request for public
comment and submission to OMB of
proposed collection of information.
ACTION:
E:\FR\FM\04JNN1.SGM
04JNN1
Agencies
[Federal Register Volume 73, Number 108 (Wednesday, June 4, 2008)]
[Notices]
[Pages 31905-31907]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E8-12235]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-57861; File No. SR-NYSE-2008-42]
Self-Regulatory Organizations; New York Stock Exchange LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Enhance Its NYSE OpenBook Product Offerings
May 23, 2008.
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 May 16, 2008, 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 substantially prepared by the Exchange.
The Exchange has designated the proposed rule change as a ``non-
controversial'' rule change pursuant to Section 19(b)(3)(A) of the Act
\3\ and Rule 19b-4(f)(6) thereunder,\4\ which renders the proposed rule
change effective upon filing with the Commission. 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).
\4\ 17 CFR 240.19b-4(f)(6).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to enhance its NYSE OpenBook[reg] product
offerings to offer additional separate data feeds containing NYSE
quotations and order imbalance information. The text of the proposed
rule change is available at https://www.nyse.com, the Exchange, and 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, 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. 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
Statutory Basis for, the Proposed Rule Change
1. Purpose
NYSE OpenBook responds to the desire of some market participants
for depth-of-market data. It is a compilation of limit order data that
the Exchange provides to market data vendors, broker-dealers, private
network providers and other entities (collectively, ``Vendors'')
through a data feed. For every limit price, NYSE OpenBook includes the
aggregate order volume.
NYSE OpenBook is a packaged suite of data feed products. In
addition to the current NYSE OpenBook data feed (``NYSE OpenBook
Realtime''), for no additional charge, the Exchange makes available to
NYSE OpenBook recipients a separate data feed containing NYSE
quotations (``NYSE BestQuote'').\5\ NYSE BestQuote allows customers to
see additional market interest that is not displayed in the NYSE limit
order book and that, therefore, is not available in NYSE OpenBook.
---------------------------------------------------------------------------
\5\ NYSE added NYSE BestQuote to the NYSE OpenBook Realtime
package in October 2006. See Securities Exchange Act Release No.
54594 (October 12, 2006), 71 FR 61819 (October 19, 2006) (SR-NYSE-
2006-81).
---------------------------------------------------------------------------
This proposed rule change:
i. Responds to a demand for a newly enhanced version of the NYSE
OpenBook product to be called NYSE OpenBook Ultra, which provides
order-level detail; and
ii. Adds to NYSE OpenBook a new category of information:
information regarding order imbalances prior to the market opening and
closing auctions (``Order Imbalance Information'').
(1) NYSE OpenBook Ultra. The Exchange makes NYSE OpenBook Realtime
available on a snapshot basis, with updates distributed in real-time at
intervals of one second. Pursuant to this proposed rule change, the
Exchange proposes to make available an enhanced NYSE OpenBook service
that would update NYSE OpenBook information upon receipt of each
displayed limit order (``NYSE OpenBook Ultra''). NYSE OpenBook Ultra
responds to the desire of some market participants for real-time depth-
of-book data on an order-by-order basis. In addition, NYSE OpenBook
Ultra will improve upon NYSE OpenBook Realtime by adding information
regarding the changes in limit order interest, by providing more
precise timestamp resolution (microseconds) and by providing an easy-
to-read format that is optimized for speed and recoverability.
The Exchange will continue to support NYSE OpenBook Realtime and
will offer NYSE OpenBook Ultra as an optional alternative without
additional or different fees or terms. However, the Exchange
anticipates that it will reassess its pricing for NYSE OpenBook, and
may restructure or modify the charges applicable to the NYSE OpenBook
Realtime and NYSE OpenBook Ultra packages. The Exchange will submit any
proposed new or modified fees to the Commission as proposed rule
changes and will not impose any new or modified charges on data feed
recipients and end-users prior to Commission approval.
(2) Order Imbalance Information. Order Imbalance Information is a
data feed of real-time order imbalances that accumulate prior to the
opening of trading on the Exchange and prior to the close of trading on
the Exchange. These orders are subject to execution at the market's
opening or closing price, as the case may be, and represent issues that
are likely to be of particular trading interest at the opening or
closing.
The Exchange plans to distribute information about these imbalances
in real-time at specified intervals prior to the opening and closing
auctions. Initially, the Exchange proposes to make order imbalance
information available at the following intervals:
For opening order imbalances:
[[Page 31906]]
Every five minutes between 8:30 a.m. Eastern Time (``ET'')
and 9 a.m. ET.
Every one minute between 9 a.m. ET and 9:20 a.m. ET.
Every 15 seconds between 9:20 a.m. ET and the opening (or
9:35 a.m. ET if the opening is delayed).
For closing order imbalances:
Every fifteen seconds between 3:40 p.m. ET and 3:50 p.m.
ET.
Every five seconds between 3:50 p.m. ET and 4 p.m. ET.
Order Imbalance Information will also include the imbalance
information that the Exchange is required to disseminate under NYSE
Rule 123C(5), as well as automated real-time streaming order imbalance
information at specified intervals.
The Exchange proposes to make Order Imbalance Information available
as part of the NYSE OpenBook package at no additional charge.
(3) Fees. Currently, an end-user of NYSE OpenBook pays (or its
Vendor pays on its behalf) the monthly per-terminal NYSE OpenBook
device fee of $60. A NYSE OpenBook data feed recipient pays a monthly
$5,000 access fee for NYSE OpenBook, plus the per-terminal fee if the
data feed recipient also displays the data.
For the moment, the Exchange proposes to permit data feed
recipients and end-users to receive and use NYSE OpenBook Ultra,
including Order Imbalance Information and NYSE BestQuote, for no
additional charge. That is, the same $5,000 access fee and $60 per-
terminal fee will apply. This will allow current NYSE OpenBook
recipients to sample the proposed enhanced version of NYSE OpenBook for
the same fees that they pay today.
(4) Contracts. As with OpenBook Realtime, the Exchange proposes to
make NYSE OpenBook Ultra (including Order Imbalance Information and
NYSE BestQuote) available under the same contracting arrangement that
the Commission has approved for the receipt and use of market data
under the CTA and CQ Plans. That arrangement contemplates that each
data feed recipient enter into the Commission-approved standard form of
``Agreement for Receipt and Use of Market Data'' that Network A uses
for data redistributors and other parties that use the data for
purposes other than interrogation.\6\ Exhibit A to each of those
agreements would need to be updated to reflect the receipt and use of
NYSE OpenBook Ultra data. The arrangement also requires an end-user of
the information (other than a data feed recipient) to enter into a
Commission-approved Network A professional subscriber or a
nonprofessional subscriber agreement, as the case may be.
---------------------------------------------------------------------------
\6\ The Participants in the CTA and CQ Plans first submitted the
Consolidated Vendor Form to the Commission for immediate
effectiveness in 1990. See Securities Exchange Act Release No. 28407
(September 6, 1990), 55 FR 37276 (September 10, 1990) (File No. 4-
281). The Commission approved a revised version of it in 1996 in
conjunction with the participants' restatement of the CTA and CQ
Plans. See Securities Exchange Act Release No. 37191 (May 9, 1996),
61 FR 24842 (May 16, 1996) (File No. SR-CTA/CQ-96-1).
---------------------------------------------------------------------------
2. Statutory Basis
The basis under the Act for this proposed rule change is the
requirement under Section 6(b)(5) \7\ that the rules of an exchange be
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.
---------------------------------------------------------------------------
\7\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
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 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
Written comments were neither solicited nor received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change: (1) Does not
significantly affect the protection of investors or the public
interest; (2) does not impose any significant burden on competition;
and (3) by its terms does not become operative for 30 days after the
date of this filing, or such shorter time as the Commission may
designate if consistent with the protection of investors and the public
interest, the proposed rule change has become effective pursuant to
Section 19(b)(3)(A) of the Act \8\ and Rule 19b-4(f)(6) thereunder.\9\
---------------------------------------------------------------------------
\8\ 15 U.S.C. 78s(b)(3)(A).
\9\ 17 CFR 240.19b-4(f)(6).
---------------------------------------------------------------------------
A proposed rule change filed under Rule 19b-4(f)(6) normally does
not become operative prior to 30 days after the date of filing.
However, Rule 19b-4(f)(6)(iii) \10\ permits the Commission to designate
a shorter time if such action is consistent with the protection of
investors and the public interest. The Exchange has requested that the
Commission waive the 30-day operative delay set forth in Rule 19b-
4(f)(6)(iii) under the Act, which would make the rule change operative
upon filing.
---------------------------------------------------------------------------
\10\ 17 CFR 240.19b-4(f)(6)(iii). In addition, Rule 19b-
4(f)(6)(iii) requires that a self-regulatory organization submit to
the Commission written notice of its intent to file the proposed
rule change, along with a brief description and 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. NYSE has satisfied the pre-filing notice
requirement.
---------------------------------------------------------------------------
The Commission believes that waiving the 30-day operative delay is
consistent with the protection of investors and the public interest
because such waiver would immediately allow the Exchange to disseminate
this supplemental information prior to the execution of the opening and
closing transactions on the NYSE. Accordingly, the Commission
designates the proposal to be operative upon filing with the
Commission.\11\
---------------------------------------------------------------------------
\11\ For purposes only of waiving the 30-day operative delay of
this proposal, the Commission has considered the proposed rule's
impact on efficiency, competition, and capital formation. 15 U.S.C.
78c(f).
---------------------------------------------------------------------------
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:
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-2008-42 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-2008-42. This file
number should be included on the subject line if e-mail is used. To
help the Commission process and review your
[[Page 31907]]
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 Room, 100 F Street, NE., Washington, DC 20549, on official
business days between the hours of 10 a.m. and 3 p.m. 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-2008-42 and should be submitted on or before June
25, 2008.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\12\
---------------------------------------------------------------------------
\12\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E8-12235 Filed 6-3-08; 8:45 am]
BILLING CODE 8010-01-P