Self-Regulatory Organizations; Notice of Filing of Proposed Rule Change and Amendment No. 1 Thereto by New York Stock Exchange LLC To Modify the Method by Which It Allocates and Reallocates Securities to Specialist Units and To Establish an Allocation System Based on a Single Objective Measure To Determine a Specialist Unit's Eligibility To Participate in the Allocation Process, 49514-49522 [E8-19357]
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49514
Federal Register / Vol. 73, No. 163 / Thursday, August 21, 2008 / Notices
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–58363; File No. SR–NYSE–
2008–52]
Self-Regulatory Organizations; Notice
of Filing of Proposed Rule Change and
Amendment No. 1 Thereto by New
York Stock Exchange LLC To Modify
the Method by Which It Allocates and
Reallocates Securities to Specialist
Units and To Establish an Allocation
System Based on a Single Objective
Measure To Determine a Specialist
Unit’s Eligibility To Participate in the
Allocation Process
August 14, 2008.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that on August
11, 2008, New York Stock Exchange
LLC (‘‘NYSE’’ or the ‘‘Exchange’’) filed
with the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III below, which Items
have been prepared by the selfregulatory organization. On August 13,
2008, NYSE filed Amendment No. 1 to
the proposed rule change.4 The
Commission is publishing this notice, as
amended, 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 proposes to establish
an allocation system based on a single
objective measure to determine a
specialist unit’s eligibility to participate
in the allocation process.
The text of the proposed rule change
is available at https://www.nyse.com, the
NYSE, and the Commission’s Public
Reference Room.
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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 those
statements may be examined at the
places specified in Item IV below. The
1 15
U.S.C. 78s(b)(1).
U.S.C. 78a.
3 17 CFR 240.19b–4.
4 Amendment No. 1 removes several references to
NYSE Rule 750A in the purposed section and
Exhibit 1 of the filing and corrects a mislabeled
heading in Exhibit 1 of the filing.
2 15
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17:48 Aug 20, 2008
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Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant parts of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend
NYSE Rule 103A (Specialist Stock
Reallocation and Member Education
and Performance) and 103B (Specialist
Stock Allocation) to create an Allocation
Policy that is more closely reflective of
the Exchange’s increased electronic
trading environment. The proposed
changes to the Allocation Policy would
establish a quantifiable measure that
adds more objectivity to the specialist
unit selection process and provides
issuers with more choice in the
selection of its specialist unit. The
Exchange further proposes to allow the
issuer to select the specialist units it
chooses to interview directly. The
Exchange therefore seeks to eliminate
the Allocation Committee as the
overseer of the allocation process, the
Allocation Panel from which the
Allocation Committee members are
selected, as well as eliminate allocation
decision criteria that are in part based
on subjective measures of specialist
performance included in the current
process by discontinuing the use of the
Specialist Performance Evaluation
Questionnaire (‘‘SPEQ’’).
In doing so, the Exchange seeks to
replace the SPEQ with an objective
measure designed to set a minimum
standard to determine a specialist unit’s
eligibility to participate in the new
allocation process of a security.
With the amendment of NYSE Rule
103A, the Exchange also proposes to
eliminate the Market Performance
Committee (‘‘MPC’’) as the entity that is
responsible for reallocating securities as
well as eliminate performance
improvement actions in light of the
proposed Allocation Policy. NYSE
Regulation, Inc. (‘‘NYSER’’), will replace
the MPC as the entity responsible for
developing procedures and standards
for qualification and performance of
members active on the Floor of the
Exchange. Current sections of NYSE
Rule 103A that address specialist
security reallocation are amended and
incorporated into NYSE Rule 103B.
I. Current Allocation Process
A. NYSE Rule 103A
NYSE Rule 103A currently addresses
the MPC’s duties and responsibilities
with specialist security reassignments,
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performance improvement actions and
member education.
The MPC is the entity responsible for
developing systems and procedures,
including the determination of specific
kinds of data to be reviewed and the
establishment of standards to measure
specialist performance and market
quality. The MPC reviews the
performance of specialist units on a
periodic basis to determine if
performance improvement measures are
required to improve or sustain market
quality.
The MPC is authorized to review and
approve security assignments and
reassignments, assignments in special
security situations and organizational
changes of specialist units.
In situations where the MPC
determines that a specialist unit’s
performance has fallen below the
standards established by the Exchange,5
the MPC may initiate a performance
improvement action to improve a
specialist unit’s performance. This
performance improvement action
informs the specialist unit, in writing,
that performance improvement is
required, identifies the particular areas
of weak performance and proposes
measurable goals for the specialist unit
to achieve. The MPC appoints a
Performance Improvement Monitoring
Team (‘‘Monitoring Team’’) to monitor
the progress of the specialist unit. At the
conclusion of the Performance
Improvement Action, the MPC receives
a report detailing the specialist unit’s
performance. If the specialist unit did
not adequately satisfy the goals
enumerated in the Performance
Improvement Action, the Monitoring
Team may recommend that a particular
security or securities be considered for
reallocation. If the MPC concurs with
the recommendation of the Monitoring
Team, it shall initiate a reallocation
proceeding to determine which of the
specialist unit’s securities should be
reallocated.
NYSE Rule 103A further vests the
MPC with the authority to develop
procedures and standards for
qualification and performance of
members active on the Floor of the
Exchange. The day to day
administration of these responsibilities
is carried out by the Market
5 NYSE Rule 103A, Supplementary Material .01
states that a Performance Improvement Action shall
be initiated if a specialist unit does not meet the
standard of acceptable performance for the
following criteria: (1) The SPEQ; (2) Use of Order
Reports/Administrative Responses; and (3) Timely
Openings.
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Federal Register / Vol. 73, No. 163 / Thursday, August 21, 2008 / Notices
Surveillance Division (‘‘MKS’’) of
NYSER.6
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B. NYSE Rule 103B
NYSE Rule 103B sets forth the current
allocation policy and process. The
intent of the Allocation Policy is: (1) To
ensure that securities are allocated in an
equitable and fair manner and that all
specialist units have a fair opportunity
for allocations based on established
criteria and procedures; (2) to provide
an incentive for ongoing enhancement
of performance by specialist units; (3) to
provide the best possible match between
specialist unit and security; and (4) to
contribute to the strength of the
specialist system.7 The Allocation
Policy applies to original listings and
reallocations of already listed
companies.
Currently, the duties and
responsibilities of the Allocation
Committee which currently oversees the
allocation of a security to the specialist
units are set forth in NYSE Rule 103B,
Section II. The Committee is comprised
of nine members consisting of six
institutional members who are Floor
brokers, two allied members and one
representative of an institutional
investor organization and is selected
from an Allocation Panel. These market
professionals use their business
judgment and the criteria specified in
NYSE Rule 103B to identify specialist
units most suitable to interview with an
issuer. The Allocation Committee’s role
in making allocation decisions is based
primarily on the expert professional
judgment of its members. While the
Allocation Committee is supplied with
information that relates to specialist
performance, including the objective
performance measures outlined above,
there is still a reliance on the subjective
judgment of the committee members in
interpreting and applying this data in
making allocation decisions.
Once a company has been approved
to list on the Exchange, specialist units
are invited to submit applications to
become the assigned specialist of the
6 MKS administers the New Member Orientation
Program in conjunction with the NYSE Specialist
and Floor Broker Training Department. It
administers the Floor Member Continuing
Education classes and the New Floor Official
Education Program. MKS also develops testing
instruments and administers the ‘‘Series 15’’
examination for general membership on the
Exchange, the Specialist Examination, the Floor
Official Examination and the Registered
Competitive Market Maker Examination. All Floor
members are required to complete these educational
programs and pass qualification tests before they
are permitted to act as members on the Exchange
or serve as a Floor Official. MKS is also responsible
for maintaining records of the aforementioned
examinations.
7 NYSE Rule 103B, Section I.
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17:48 Aug 20, 2008
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listing company. This application
describes how the specialist unit will
allocate resources to accommodate this
new issue, what new resources, if any,
are needed to service the security and
the identity of the individual specialist
proposed to trade the security. These
applications seeking allocation of
securities are reviewed by the
Allocation Committee.8 Pursuant to
NYSE Rule 103B, the Allocation
Committee makes the selection of a
specialist unit, either directly for
allocation of a listing company, or
creates a pool of specialist units to be
interviewed by a listing company based
on the following criteria: (i) The SPEQ,9
(ii) objective performance measures,10
8 As an administrative matter, NYSE Rule 103B
provides that all specialist units are deemed to have
filed with the Exchange a blanket application
pursuant to which the specialist unit agrees to
accept the allocation of any security. This allows
the Exchange the necessary flexibility to see that
allocation decisions are still fairly made in
instances where few or no applications are received
for a particular listing company.
9 The SPEQ is a survey that the Exchange
distributes to the Floor brokers in order to evaluate
specialist performance. Floor brokers are required
to rate and may provide written comments on the
performance of specialist units with whom they
deal regularly on the Floor. The Allocation
Committee, in its professional judgment,
determines how much weight to afford each of the
facets of the SPEQ. The results of the SPEQ are to
be given 25% weight to the overall evaluation of the
specialist unit.
The Exchange filed with the Commission to
impose a moratorium on the administration of the
SPEQ (‘‘Moratorium’’). The Moratorium
commenced on June 4, 2007, and was scheduled to
end no later than December 31, 2007. Pursuant to
the Moratorium, the results of the SPEQ, among
other things, no longer serve as criteria in the
decision to allocate a security to a specialist unit.
See Securities Exchange Act Release No. 55852
(June 4, 2007), 72 FR 31868 (June 8, 2007) (SR–
NYSE–2007–47). The Exchange filed to extend the
operation of the Moratorium until March 31, 2008.
See Securities Exchange Act Release No. 57184
(January 22, 2008), 73 FR 5254 (January 9, 2008)
(SR–NYSE–2008–02). [sic] The Exchange filed to
extend the operation of the Moratorium until June
30, 2008. See Securities Exchange Act Release No.
57591 (April 1, 2008), 73 FR 18838 (April 7, 2008)
(SR–NYSE–2008–21). The Exchange filed to extend
the operation of the Moratorium until September
30, 2008. See Securities Exchange Act Release No.
58036 (June 26, 2008), 73 FR 38267 (July 3, 2008)
(SR–NYSE–2008–51).
10 The current objective measures are: (1)
Timeliness of regular openings; (2) promptness in
seeking Floor Official approval of a non-regulatory
delayed opening; (3) timeliness of DOT turnaround;
and (4) response to administrative messages.
Pursuant to the Moratorium, timeliness of DOT
turnaround and response to administrative
measures are not included in the assessment of
allocations or performance improvement actions.
See Securities Exchange Act Release No. 55852
(June 4, 2007), 72 FR 31868 (June 8, 2007) (SR–
NYSE–2007–47); Securities Exchange Act Release
No. 57184 (January 22, 2008), 73 FR 5254 (January
9, 2008) (SR–NYSE–2008–02) [sic]; Securities
Exchange Act Release No. 57591 (April 1, 2008), 73
FR 18838 (April 7, 2008) (SR–NYSE–2008–21);
Securities Exchange Act Release No. 58036 (June
26, 2008), 73 FR 38267 (July 3, 2008) (SR–NYSE–
2008–51).
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49515
(iii) listing company input, (iv)
allocations received, (v) capital
deficiency, disciplinary history and
justifiable complaints, and (vi) foreign
listing considerations. The objective
measures are reported to the Allocation
Committee on a ‘‘pass/fail’’ basis.
A listing company has two options in
choosing its specialist unit. Under the
first option, it may choose to have the
Allocation Committee select the
specialist unit to make a market in the
listing company’s security. Under the
second option, the listing company may
request that the Allocation Committee
provide the listing company with a
group of specialist units that the
Committee deems appropriate to trade
the listing company’s security. A listing
company may supply a letter to the
Allocation Committee indicating that a
particular specialist unit has been
instrumental in its decision to list on
the Exchange and if the specialist unit
is otherwise eligible to receive listings,
the Allocation Committee will include
the specialist unit identified by the
listing company in the group. Following
an interview process, the listing
company will then select its specialist
unit from the group provided by the
Allocation Committee. While the
Allocation Committee must use the
criteria specified in NYSE Rule 103B in
reaching a decision under either option,
it does so through the filter of its own
judgment as to which specialist unit
(first option) or units (second option)
may be appropriate matches for the
listing company.
II. Proposed Allocation Process
Securities are allocated to a qualified
specialist unit when: (1) A security is to
be initially listed on the Exchange; and
(2) a security previously assigned to a
specialist member organization must be
re-assigned pursuant to this rule or the
NYSE Listing Company Manual Section
806.01. The Exchange proposes to
modify the current Allocation Policy to
create a process based on an objective
measure to determine a specialist unit’s
eligibility to participate in the allocation
process. As such, the Exchange
proposes to permanently discontinue
the use of the SPEQ and to allow issuers
to directly select the specialist units the
issuer seeks to interview, thus obviating
the need for an Allocation Committee.
A. Amendments to NYSE Rule 103A
The Exchange seeks to amend NYSE
Rule 103A to eliminate the concept of
a performance improvement action. The
Exchange has recently amended its
system of variable payments to
specialist units to create a liquidity
provision payment (‘‘LPP’’) to incent
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Federal Register / Vol. 73, No. 163 / Thursday, August 21, 2008 / Notices
specialist unit performance. The
payment is based, in part, on the
specialist unit’s trading performance by
measuring its liquidity enhancing
behavior. LPPs are based on two
revenue sources in NYSE-listed
securities: (1) The Exchange’s share of
market data revenue derived from
quoting share and (2) the Exchange’s
transaction fee revenue.11 The Exchange
believes that payments derived from
market data incent specialist units to
post quotes more frequently at the
National Best Bid or Offer (‘‘NBBO’’).
The payments derived from transaction
revenue are based on Exchange reviews
of the specialist unit’s executed volume
in four categories: (1) Price
improvement; (2) size improvement; (3)
providing liquidity from posting bids or
offers on the book; and (4) matching
better bids or offers published by other
market centers to reduce client routing
cost.12 The Exchange believes that
specialist units will be incented to
engage in trading activity that provides
liquidity and results in a better
execution experience for the customer.
Additionally, the Exchange believes that
this positive incentive acts as a more
powerful mechanism to encourage
specialist unit performance. As such,
the Exchange seeks to eliminate the
performance improvement action in
NYSE Rule 103A.
Moreover, the Exchange proposes to
amend NYSE Rule 103A to vest the
overview of member education
programs with NYSER.13 The day to day
administration of member education is
currently performed by MKS staff. The
Exchange, therefore, believes that it is
more appropriate to have NYSER
completely responsible for this function.
B. Amendments to NYSE Rule 103B
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The Exchange believes that the
current allocation policy contained in
NYSE Rule 103B is no longer consistent
with the current more electronic trading
environment. The Exchange believes
that a clear single objective standard to
determine specialist unit eligibility to
participate in the allocation process will
create a more efficient process that is
consistent with its current trading
environment. As such, the SPEQ
(discussed more fully below), along
with several objective performance
measures, namely SuperDOT
turnaround and responses to
11 See Securities Exchange Act Release No. 56591
(October 1, 2007), 72 FR 57371 (October 9, 2007)
(SR–NYSE–2007–89).
12 NYSE Rule 104 sets forth quoting messages that
specialists are permitted to send as part of their
quoting functionality.
13 NYSE Rule 103A, Section I.
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17:48 Aug 20, 2008
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administrative messages, are no longer
relevant.
Moreover, the Exchange’s move to a
single objective measure for eligibility
in the allocation process simplifies the
process by allowing an issuer to directly
select the specialist units it seeks to
interview in order to determine the
ultimate specialist unit to be assigned to
trade the security. As such, the
Exchange proposes to eliminate the
Allocation Committee. Furthermore,
because the Exchange seeks to eliminate
the Allocation Committee, such
elimination would obviate the necessity
for an Allocation Panel. Accordingly,
the Exchange seeks to also eliminate the
Allocation Panel.
1. Proposed Objective Measure for
Eligibility for Allocation Process
The Exchange proposes to establish a
single objective measure which will
determine a specialist unit’s eligibility
to participate in the allocation
process.14 Proposed NYSE Rule 103B,
Section II sets forth the objective
measure that a specialist unit must meet
in order to be eligible to participate in
the allocation process.
A specialist unit is eligible to
participate in the allocation process of
a listed security when the specialist unit
meets the quoting requirements for
‘‘Less Active’’ and ‘‘More Active’’
securities.15
A ‘‘Less Active Security’’ is defined as
any listed security that has a
consolidated average daily volume of
less than one million shares per
calendar month.16 A ‘‘More Active
Security’’ is defined as any listed
security that has a consolidated average
daily volume equal to or greater than
one million shares per calendar
month.17
For Less Active Securities, a specialist
unit must maintain a bid and an offer at
the National Best Bid (‘‘NBB’’) and
National Best Offer (‘‘NBO’’)
(collectively herein ‘‘NBBO’’) for an
aggregate average monthly NBBO of
10% or more during a calendar month.18
For More Active Securities, a specialist
unit must maintain a bid and an offer at
the NBBO for an aggregate average
monthly NBBO of 5% or more during a
calendar month.19
14 Proposed Rule Text, NYSE Rule 103B, Section
II(A).
15 Proposed Rule Text, NYSE Rule 103B, Section
II(A).
16 Proposed Rule Text, NYSE Rule 103B, Section
II(B).
17 Proposed Rule Text, NYSE Rule 103B, Section
II(C).
18 Proposed Rule Text, NYSE Rule 103B, Section
II(D).
19 Proposed Rule Text, NYSE Rule 103B, Section
II(E).
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Specialist units must satisfy the
quoting requirement for both categories
(Less Active and More Active) of their
assigned securities.20 The Exchange will
determine whether a specialist unit has
met its quoting requirements for Less
Active and More Active securities for
the ‘‘Trading Days’’ 21 in a calendar
month by calculating:
(1) The ‘‘Daily NBB Quoting
Percentage’’ by determining the
percentage of time a specialist unit has
at least one round lot of displayed
interest in an Exchange bid at the
National Best Bid during each Trading
Day for a calendar month;
(2) The ‘‘Daily NBO Quoting
Percentage’’ by determining the
percentage of time a specialist unit has
at least one round lot of displayed
interest in an Exchange offer at the
National Best Offer during each Trading
Day for a calendar month;
(3) The ‘‘Average Daily NBBO
Quoting Percentage’’ for each Trading
Day by summing the ‘‘Daily NBB
Quoting Percentage’’ and the ‘‘Daily
NBO Quoting Percentage’’ then dividing
such sum by two;
(4) The ‘‘Monthly Average NBBO
Quoting Percentage’’ for each security
by summing the security’s ‘‘Average
Daily NBBO Quoting Percentages’’ for
each Trading Day in a calendar month
then dividing the resulting sum by the
total number of Trading Days in such
calendar month; and
(5) For the total Less Active Securities
(More Active Securities) assigned to a
specialist unit, the Exchange will
determine the ‘‘Aggregate Monthly
Average NBBO Quoting Percentage’’ by
summing the Monthly Average NBBO
Quoting Percentages for each Less
Active Security (More Active Security)
assigned to a specialist unit, then
dividing such sum by the total number
of Less Active Securities (More Active
Securities) assigned to such specialist
unit.22
Example of Quoting Requirement
Calculation
Below is an example of a quoting
requirement calculation. For purposes
of this example, it is assumed that
20 The Exchange Strategic Analysis Department
will be responsible for generating and monitoring
the specialist units’ performance data in order to
determine which specialist units are eligible for
security allocation.
21 For purposes of Section II of NYSE Rule 103B,
‘‘Trading Day’’ shall mean any day on which the
Exchange is scheduled to be open for business.
Days on which the Exchange closes prior to 4:00
p.m. (Eastern Time) for any reason, which may
include any regulatory halt or trading halt, shall be
considered a Trading Day.
22 Proposed Rule Text, NYSE Rule 103B, Section
II(F) and II(H)(1)–(5).
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Specialist Unit 1 has two assigned
securities, A and B, and that there were
5 trading days in the selected calendar
month.
NBB
(percent)
Trading days
The ‘‘Average Daily NBBO Quoting
Percentage’’ for Specialist Unit 1 is
calculated for each security by summing
the daily NBB and NBO of each security
NBO
(percent)
for that day and dividing that number
by two:
Calculation of ‘‘Average Daily NBBO Quoting Percentage’’ for
Specialist Unit 1
‘‘Average Daily
NBBO Quoting
Percentage’’
Security A
T1
T2
T3
T4
T5
......................................
......................................
......................................
......................................
......................................
4
3
4
6
5
6
5
4
8
5
4%
3%
4%
6%
5%
+
+
+
+
+
6%
5%
4%
8%
5%
=
=
=
=
=
10% divided by 2 = 5% ................................................
8% divided by 2 = 4% ..................................................
8% divided by 2 = 4% ..................................................
14% divided by 2 = 7% ................................................
10% divided by 2 = 5% ................................................
5
4
4
7
5
Security B
T1
T2
T3
T4
T5
......................................
......................................
......................................
......................................
......................................
5
4
6
7
9
7
6
8
9
9
The ‘‘Monthly Average NBBO
Quoting Percentage’’ for each security is
then calculated by summing the
‘‘Average Daily NBBO
Quoting Percentage’’
T1
T2
T3
T4
5%
4%
6%
7%
9%
+
+
+
+
+
7%
6%
8%
9%
9%
=
=
=
=
=
12%
10%
14%
16%
18%
divided
divided
divided
divided
divided
by
by
by
by
by
2
2
2
2
2
=
=
=
=
=
6%
5%
7%
8%
9%
................................................
................................................
................................................
................................................
................................................
security’s ‘‘Average Daily NBBO
Quoting Percentages’’ for all five
Trading Days of the calendar month and
6
5
7
8
9
then dividing the resulting total by the
number of Trading Days in the calendar
month (in this instance 5).
Calculation of ‘‘Monthly Average NBBO Quoting Percentage’’ for Specialist Unit 1
T5
‘‘Monthly Average
NBBO Quoting
Percentage’’
Security A
5%
4%
4%
7%
5%
5% + 4% + 4% + 7% + 5% = 25% divided by 5 = 5% ...................................................
5
Security B
6%
5%
7%
8%
9%
6% + 5% + 7% + 8% + 9% = 35% divided by 5 = 7% ...................................................
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The ‘‘Aggregate Monthly Average
NBBO Quoting Percentage’’ is
determined by summing the ‘‘Monthly
Average NBBO Quoting Percentage’’ for
each security and then dividing such
sum by two, the total number of
securities in this example.
‘‘Aggregate Monthly Average NBBO
Quoting Percentage’’ for Specialist
Unit 1
Monthly Average NBBO Security A +
Monthly Average NBBO Security B
divided by 2; 5% + 7% = 12%
divided by 2 = 6% Aggregate
Monthly Average
If a specialist unit fails to satisfy the
requirements of proposed NYSE Rule
103B, Section II(D) and (E) for a onemonth period, the Exchange will issue
an initial warning letter to the specialist
unit, advising it of its deficiency.23 The
23 Proposed Rule Text, NYSE Rule 103B, Section
II(J)(1). The Exchange Specialist Liaison Department
will be responsible for issuing the warning letter to
a special unit that fails to meet its requirement. It
will also be responsible for advising a specialist
unit of its eligibility or ineligibility to participate in
the allocation process.
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17:48 Aug 20, 2008
Jkt 214001
specialist unit shall provide in writing
an explanation and articulation of
corrective action.24 If the specialist unit
fails to meet the requirement of
proposed NYSE Rule 103B, Section II(D)
and (E) for a second consecutive month,
the specialist unit will be ineligible to
participate in the allocation process for
a minimum of two months following the
second consecutive month of its failure
to meet its quoting requirement
(‘‘Penalty Period’’).25
The specialist unit must satisfy the
quoting requirement for the two
consecutive months of the Penalty
Period. In the event a specialist unit
fails to satisfy its quoting requirements
for the two consecutive months of the
Penalty Period, the specialist unit will
remain ineligible to participate in the
allocation process until it has met the
quoting requirement for a consecutive
two calendar month period.26 The
Exchange will review each specialist
unit’s trading on a monthly basis to
determine whether the specialist unit
has satisfied its quoting requirement.27
24 Proposed Rule Text, NYSE Rule 103B, Section
II(J)(1).
25 Proposed Rule Text, NYSE Rule 103B, Section
II(J)(2).
26 Proposed Rule Text, NYSE Rule 103B, Section
II(J)(3).
27 Proposed Rule Text, NYSE Rule 103B, Section
II(J)(4).
7
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2. Elimination of the SPEQ
The Exchange submits that the
establishment of a single objective
measure to determine a specialist unit’s
ability to participate in the allocation
process obviates the need to use
subjective criteria in the allocation
process and therefore proposes to
permanently eliminate the use of the
SPEQ. Initially, the SPEQ provided
critical information to the Exchange to
maintain the quality of its market when
the Exchange’s market model was
primarily dependent on transactions
involving the specialist handling orders
directly. As such, the specialist and
Floor brokers were in contact on a more
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mstockstill on PROD1PC66 with NOTICES
or less continual basis, as both sought
and gave information on orders, trade
executions and market conditions. The
SPEQ was designed to reflect that
relationship by seeking Floor broker
input on the relationship the Floor
broker had with the specialists he or she
came in contact with most frequently.
While the SPEQ has been an
important mechanism to evaluate
specialist performance for allocation
and performance improvement action
purposes, current trends in the
Exchange market have rendered the
SPEQ less reliable as an assessment tool.
SPEQ evaluations are subjective, with
ratings based on personal experiences
rather than comparisons with accepted
objective standards. Further, except for
the written comments, which are not
incorporated into the formula for SPEQ
tier classifications, SPEQ does not focus
on market-making by individual
specialists. Importantly, as the number
of specialist units has decreased, SPEQ
tier classifications have become tightly
clustered with statistically insignificant
differences among the specialist units.
Also, SPEQ participants recognize the
limitations of SPEQ and have requested
a more meaningful process for
evaluating specialist performance.
More significantly, the introduction of
the Hybrid Market further diminished
the effectiveness of the SPEQ to assess
adequately specialist performance by
Floor brokers. Floor brokers and
specialists are now provided with
electronic trading tools which
effectively replace much of the necessity
for continual personal and verbal
contact between them. Furthermore, the
increased transparency with respect to
the Display Book through conduits like
Exchange OPENBOOK (‘‘OPENBOOK’’)
has also decreased the need for a Floor
broker to obtain state of the book and
market information verbally from a
specialist. The SPEQ does not account
for the operation of the electronic tools
available in the current more electronic
trading environment. As such, the
Exchange seeks to permanently
eliminate its use.
3. Elimination of the Allocation
Committee
The Exchange further submits that the
more efficient and streamlined process
for allocation obviates the need for the
Allocation Committee. The Exchange
proposes to allow an issuer to select the
specialist units it chooses to interview
directly from the specialist units that are
eligible to participate in the allocation
process.28 In this manner, the Exchange
28 Proposed Rule Text, NYSE Rule 103B, Section
III(A)(1)–(3).
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believes that issuers will no longer be
required to submit letters outlining a
specialist unit that was pivotal in the
issuer’s decision to list on the Exchange
because the issuer will now have the
ability to directly select specialist units
to interview.
C. Administration of the New Allocation
Policy
Once the list of specialist units that
meet the objective standard established
by the Exchange is generated, it will be
provided to the listing company and the
listing company may proceed under one
of two options. Under the first option,
the listing company selects the
specialist units it wishes to interview.
The issuer will then proceed to conduct
interviews of the selected units. A
specialist unit’s eligibility to participate
in the allocation process is determined
at the time the interview is scheduled,
i.e., if it has met the quoting
requirements set forth above at the time
of the interview, it is eligible to be
considered for allocation.29
If the issuer selects the specialist unit,
the issuer shall select a minimum of
three specialist units to interview from
the pool of specialist units eligible to
participate in the allocation process.30
Specialist units selected for an
interview may provide material to the
Exchange which will be given to the
issuer the day before the scheduled
interview. Such material may include a
corporate overview of the specialist unit
and the trading experience of the
designated specialist. Specialist units
are prohibited from giving issuers
information about other specialist units
or any additional market performance
data.31
Within five business days after the
issuer selects the specialist units to be
interviewed (unless the Exchange has
determined to permit a longer time
period in a particular case), the issuer
shall meet with representatives of each
of the specialist units. At least one
representative of the listing company
must be a senior official of the rank of
Corporate Secretary or above of that
company. In the case of the listing of a
structured product, a senior officer of
the issuer may be present in lieu of the
Corporate Secretary. No more than three
representatives of each specialist unit
may participate in the meeting, each of
whom must be employees of the
specialist unit, and one of whom must
be the individual specialist who is
29 Proposed
Rule Text, NYSE Rule 103B, Section
II(I).
30 Proposed Rule Text, NYSE Rule 103B, Section
III(A)(1).
31 Proposed Rule Text, NYSE Rule 103B, Section
III(A)(2)(a).
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proposed to trade the company’s
security, unless that specialist is
unavailable to appear, in which case a
telephone interview is permitted.
Meetings shall normally be held at the
Exchange, unless the Exchange has
agreed that they may be held
elsewhere.32
Following its interview, a specialist
unit may not have any contact with an
issuer. If an issuer has a follow-up
question regarding any specialist unit(s)
it interviewed, it must be conveyed to
the Exchange. The Exchange will
contact the unit(s) to which the question
pertains and will provide any available
information received from the unit(s) to
the listing company.33
Within two business days of the
issuer’s interviews with the specialist
units, the issuer shall select its
specialist unit in writing, signed by a
senior official of the rank of Corporate
Secretary or higher, or in the case of a
structured product listing, a senior
officer of the issuer, duly authorized to
so act on behalf of the company. The
Exchange shall then confirm the
allocation of the security to that
specialist unit, at which time the
security shall be deemed to have been
so allocated. An issuer may request an
extension from the Exchange if the
issuer is unable to complete its selection
within the specified period.34
If the issuer delegates authority to the
Exchange to select its specialist unit,
three members of the Exchange’s Senior
Management, as designated by the Chief
Executive Officer (‘‘CEO’’) of the
Exchange or his or her designee, one
non-specialist Executive Floor Governor
(‘‘EFG’’) and two non-specialist Floor
Governors (‘‘FGs’’) (‘‘Exchange Selection
Panel’’), shall select a specialist unit
based on a review of all information that
would be available to the issuer. The
non-specialist EFG and non-specialist
FGs shall be designated on a rotating
basis.
The Exchange Selection Panel shall
select the specialist unit pursuant to the
provisions of 103B Section III (A)
(‘‘Specialist Unit Selected by the
Issuer’’) with the Exchange Selection
Panel acting on behalf of the issuer. The
Exchange Selection Panel will be
responsible for informing the issuer of
the specialist unit it selects.
The selection of the specialist unit
shall be made by majority vote with any
tie votes being decided by the CEO of
the Exchange or his/her designee. The
32 Proposed Rule Text, NYSE Rule 103B, Section
III(A)(2)(b).
33 Proposed Rule Text, NYSE Rule 103B, Section
III(A)(2)(d).
34 Proposed Rule Text, NYSE Rule 103B, Section
III(A)(3)(a).
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Exchange shall notify the specialist unit
and the issuer immediately of its
decision. The specialist unit shall then
be responsible for providing the issuer
with the name of the specialist with the
requisite experience and skill it believes
is appropriate to trade the issuer’s
security.35
Whether the issuer or the Exchange
selects the specialist unit to receive the
security allocation, the individual
specialist ultimately assigned the
proposed security shall be required to
remain the assigned specialist for one
year from the date that the issuer begins
trading on the Exchange. The specialist
unit may designate a different
individual specialist within the year by
notifying the Exchange of the change in
specialist and setting forth the reasons
for the change with the consent and
approval of the issuer.36
D. Reallocation
When an issuer has requested and
confirmed a change of specialist unit
pursuant to Section 806.01 of the
Exchange Listed Company Manual, the
security will be put up for reallocation
as soon as practicable, in accordance
with the allocation process set forth in
proposed NYSE Rule 103B, Section III.37
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E. Egregious Situations
The Exchange seeks to move current
provisions codified in NYSE Rule 103A
that outline the reallocation of a security
when a specialist unit’s performance is
so egregiously deficient as to call into
question the Exchange’s integrity or
impair the Exchange’s reputation for
maintaining an efficient, fair and
orderly market to proposed NYSE Rule
103B. Currently, NYSE Rule 103A
provides that in such an instance, the
MPC may immediately initiate a
reallocation proceeding upon written
notice to the specialist unit, specifying
the reasons for the initiation of the
proceeding. The Exchange proposes to
incorporate this concept to NYSE Rule
103B and transfer the authority to
initiate a reallocation proceeding upon
written notice to the specialist unit from
the MPC to the CEO or his/her
designee.38 As previously discussed
above in Section A of the Proposed
Allocation Process, the MPC shall no
longer retain responsibility for security
reassignments. The Exchange believes
that in these instances in which the
35 Proposed Rule Text, NYSE Rule 103B, Section
III(B)(1).
36 Proposed Rule Text, NYSE Rule 103B, Section
III(B)(2).
37 Proposed Rule Text, NYSE Rule 103B, Section
IV.
38 Proposed Rule Text, NYSE Rule 103B, Section
V, extracted from Exchange Rule 103A(f).
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specialist unit’s performance is so
egregiously deficient as to call into
question the Exchange’s integrity or
impair the Exchange’s reputation in
maintaining an efficient, fair and
orderly market, the Exchange’s CEO, as
the most Senior Member of the
Exchange, or his/her designee, is the
appropriate entity to initiate
reallocation proceedings upon written
notice to the specialist unit.
Following this decision, if the CEO or
his/her designee makes a final
determination that a security should be
referred for reallocation, the Exchange
proposes that the CEO or his/her
designee will, in their expert business
judgment, be responsible for
distributing the security to the eligible
specialist units. The CEO or his/her
designee shall then make a final
determination as to which one or more
of the specialist unit’s securities shall be
referred for reallocation. All
determinations made by the CEO or his/
her designee shall be communicated in
writing to the specialist unit, with a
statement of the reasons for such
determinations. In order to preserve due
process, specialist units have a right to
have this decision reviewed by the
Exchange Board of Directors.
contact with a specialist unit specified
in NYSE Rule 106. In addition to the
entities’ ability to access public
information, specialist units have
internal departments that are
responsible for communicating with
these entities during the trading day.
Specifically, specialist units have
corporate relations groups that serve to
provide information and are available to
answer questions from the
aforementioned entities during the
trading day. The Exchange therefore
believes that the requirements of NYSE
Rule 106 are unnecessary.40 As such,
the Exchange seeks to rescind NYSE
Rule 106 which sets forth the specialist
unit’s obligation to communicate with
the aforementioned entities.
F. Specialist Unit Communication
Policies and Procedures With Listing
Company
Currently, NYSE Rule 106 requires,
among other things, that specialist units
make themselves available for contact
with their listing companies
periodically throughout the year. NYSE
Rule 106 was adopted in 1989 at a time
when orders entered with the specialist
were handled manually and contact
between a specialist unit and its listed
companies was necessary to ensure that
listed companies were informed about
the trading in its listed security on the
Floor.39 The Exchange believes that the
management of the business
relationship between the specialist unit
and its listed company is more
appropriately left to direct
communications between the specialist
unit and the listed company.
In today’s world of electronic
messaging, internet connectivity and
automated trading, the entities
described above may not need the
The Exchange proposes to delete from
NYSE Rule 103B the section related to
the allocation of Exchange-Traded
Funds (‘‘ETFs’’) admitted to trading on
the Exchange on an Unlisted Trading
Privileges (‘‘UTP’’) basis. On October 19,
2007, the Exchange completed a transfer
of all ETFs admitted to trading on the
Exchange on a UTP basis to NYSE
ArcaSM NYSE Euronext’s fully
electronic U.S. listing and trading
platform.43 The Exchange believes that
a single, harmonized platform for listing
and trading ETFs on NYSE Arca further
improves efficiencies and market
quality. The transfer of all ETFs trading
on the NYSE to NYSE Arca obviates the
necessity for this section in the rule.
39 See Securities Exchange Act Release No. 27292
(September 26, 1989), 54 FR 41193 (October 5,
1989) (SR–NYSE–89–13). As a result, NYSE Rule
106 mandates interaction between a specialist unit
and representatives of listed companies. The rule
requires that one or more senior officials of the rank
of Corporate Secretary or higher at the listing
company have an opportunity to have contact with
the specialist unit on a quarterly basis. Further, the
rule mandates that at least one of the quarterly
meetings be in-person.
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G. Right To Review
A decision by the Exchange that one
or more securities should be reallocated
shall be final, subject to the specialist
unit’s right to have that decision
reviewed by the Exchange’s Board of
Directors.41 In the event that a specialist
unit asserts its right to review, no
reallocation may occur until the Board
of Directors completes its review.42
H. Exchange-Traded Funds
40 NYSE Rule 106 further mandates that the
specialist unit makes itself available to the
Exchange’s fifteen (15) largest member
organizations through required semi-annual ‘‘off the
Exchange Floor’’ contact. The interpersonal
relationship between specialist units and member
organizations that once took front stage in the
marketplace has been significantly replaced by
automated trading initiatives and computerized
market data reports. Specialist units are generally
in contact with member organizations, either
through electronic and/or telephonic means on a
regular basis, which similarly renders the
requirements of NYSE Rule 106(b) unnecessary.
41 Proposed Rule Text, NYSE Rule 103B, Section
V(D).
42 Proposed Rule Text, NYSE Rule 103B, Section
V(E).
43 On December 31, 2007, the Exchange
completed a transfer of all ETF trading to NYSE
Arca.
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Accordingly, the Exchange proposes to
delete it from the rule.
I. Closed-End Management Investment
Companies (‘‘Funds’’)
The Exchange further proposes that
Funds listing on the Exchange pursuant
to this policy will be subject to the
allocation process pursuant to proposed
NYSE Rule 103B, Section III. If the
issuer of an initial Fund lists additional
funds within nine months from the date
of its initial listing, the issuer may
choose to maintain the same specialist
unit for those subsequently listed funds
or it may select a different specialist
unit from the group of eligible specialist
units that the issuer interviewed in the
allocation process for its initial fund.
The fund may also delegate the
selection of its specialist unit to the
Exchange if it so chooses pursuant to
proposed NYSE Rule 103B, Section
III(B).44
If a specialist unit is ineligible from
participating in an allocation as set forth
in proposed NYSE Rule 103B, Section
III, at the time of a subsequent new
Fund listing (within the designated
nine-month period), that specialist unit
will not be included for consideration
for subsequent listings.45
J. Spin-offs, Relistings, Common Stock,
Target Stock, Warrants and Rights
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The Exchange proposes to rename the
section entitled ‘‘Spin-offs and listing of
related companies’’ to also include
‘‘related securities’’ in order to address
the assignment of warrants and rights.46
Proposed NYSE Rule 103B, Section
VI(A) continues to allow the listing
company to remain with the specialist
unit registered in the related spin-off or
related company and will also allow the
listing company to be referred for
allocation through the allocation
process pursuant to proposed NYSE
Rule 103B, Section III, if it so chooses.
If the spin-off company, company
related to a listed company or relisting
chooses to have its specialist unit
selected by the Exchange pursuant to
NYSE Rule 103B, Section III(B), and
requests not to be allocated to the
specialist unit that was its listed
company’s specialist unit, such request
will be honored.
The Exchange further proposes that
common stock (listed after preferred
stock) be referred for allocation through
44 Proposed Rule Text, NYSE Rule 103B, Section
VI(F).
45 Proposed Rule Text, NYSE Rule 103B, Section
VI(F).
46 Proposed Rule Text, NYSE Rule 103B, Section
VI(A).
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the allocation process pursuant to
proposed NYSE Rule 103B, Section III.47
In addition, NYSE Rule 103B, Section
VI(A) will be amended to codify that a
warrant issued by a listed company and
traded on the Exchange is allocated to
the specialist unit registered in the
underlying security of the listed
company.48 Upon request by the issuer,
the warrant may be allocated through
the allocation process pursuant to
proposed NYSE Rule 103B, Section III.49
Moreover, the Exchange proposes to
further codify that rights are not subject
to the allocation process pursuant to
proposed NYSE Rule 103B, Section III.
Rights are considered short-term
securities, which are exempt from
registration under the Act.50
Accordingly, rights are not treated as
listed securities on the Exchange and
are not subject to the allocation process
pursuant to proposed NYSE Rule 103B,
Section III. Rights are assigned, when
issued, to the specialist unit by the
Exchange.51
Specialist units that are ineligible to
receive a new allocation due to its
failure to meet the requirements of
proposed NYSE Rule 103B, Section
(II)(D) and (E) will remain eligible to
receive an allocation pursuant to
Section 103B(VI) of the Proposed Rule.
K. Listed Company Mergers
When two NYSE listed companies
merge, the merged entity is assigned to
the specialist in the company that is
determined to be the survivor-in-fact
(dominant company). Where no
surviving/dominant entity can be
identified after two NYSE listed
companies merge, the NYSE proposes
that the merged company may select
one of the units trading the merging
companies without the security being
referred for reallocation, or it may
request that the matter be referred for
allocation through the allocation
process pursuant to NYSE Rule 103B,
Section III.52 Specialist units that are
ineligible to receive a new allocation
due to its failure to meet the
requirements of NYSE Rule 103B,
Section II(D) and (E) will remain eligible
47 Proposed Rule Text, NYSE Rule 103B, Section
VI(A).
48 Proposed Rule Text, NYSE Rule 103B, Section
VI(A)(2).
49 Proposed Rule Text, NYSE Rule 103B, Section
VI(A)(2).
50 See Rule 12a–4 under the Act; see also NYSE
Listed Company Manual, Section 703.03(O).
51 Proposed Rule Text, NYSE Rule 103B, Section
VI(A)(4). The Exchange Market Watch, Security
Operations, Records Management Division is
responsible for assigning rights to the specialist
unit.
52 Proposed Rule Text, NYSE Rule 103B, Section
VI(D)(1).
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to receive an allocation pursuant to this
section.53
In situations involving the merger of
a listed company and an unlisted
company, where the unlisted company
is determined to be the survivor-in-fact,
such company may choose to remain
registered with the specialist unit that
had traded the listed company entity in
the merger, or it may request that the
matter be referred for allocation through
the allocation process pursuant to
proposed NYSE Rule 103B, Section III.54
If the unlisted company chooses to have
its specialist unit selected by the
Exchange, the company may not request
that the Exchange exclude from
consideration the specialist unit that
had traded the listed company.55
L. Allocation Sunset Policy
The Exchange is proposing to extend
the effectiveness of allocation decisions
with respect to any initial public
offering listing company which lists on
the Exchange from three months to six
months.56 In situations in which the
selected specialist unit merges or is
involved in a combination within the
six month period, the company may
choose whether to stay with the selected
specialist unit, or be referred to
allocation. If a listing company does not
list within six months, the matter shall
be referred for allocation through the
allocation process pursuant to proposed
NYSE Rule 103B, Section III.57
M. Provisions For Allocation Of Listing
Companies Transferring From NYSE
ARCA, Inc. (‘‘NYSE ARCASM’’) To The
NYSE
The Exchange further proposes that if
a listing company transferring from
NYSE ArcaSM to the NYSE was assigned
a NYSE Arca Lead Market Maker unit,
the listing company can choose to
follow the regular allocation process
and refer the matter for allocation
through the allocation process pursuant
to NYSE Rule 103B.58 Since the
Exchange is proposing elimination of
the Allocation Committee, the Exchange
believes that this amendment is
appropriate.
53 Proposed Rule Text, NYSE Rule 103B, Section
VI(D)(1).
54 Proposed Rule Text, NYSE Rule 103B, Section
VI(D)(3).
55 Proposed Rule Text, NYSE Rule 103B, Section
VI(D)(4).
56 Proposed Rule Text, NYSE Rule 103B, Section
VI(H).
57 Proposed Rule Text, NYSE Rule 103B, Section
VI(H).
58 Proposed Rule Text, NYSE Rule 103B, Section
VIII.
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III. Conforming Changes to NYSE Rule
476a, NYSE Rule 123e and NYSE Listed
Manual Section 106.02
A. NYSE Rule 476A
The Exchange seeks to make a
conforming amendment to NYSE Rule
476A by removing failure to complete
the SPEQ from the list of minor rule
violations. NYSE Rule 476A provides
for the imposition of fines for Minor
Violation(s) of NYSE Rules. The
Supplementary Material of NYSE Rule
476A enumerates the specific rules and
conduct eligible for the imposition of a
fine. Included in this list is
‘‘Participation in the Specialist
Performance Evaluation Questionnaire
(SPEQ) Process (Rule 103A).’’ Since the
Exchange proposes the elimination of
the SPEQ process in the New Allocation
Policy, the Exchange further proposes to
amend NYSE Rule 476A to reflect this
rescission.
B. NYSE Rule 123E
The Exchange also seeks to make
conforming amendments to NYSE Rule
123E to change specialist ‘‘organization’’
to specialist ‘‘unit’’ and ‘‘stock’’ to
‘‘security’’ throughout the proposed
rule. The Exchange further proposes to
delete and replace all references to the
Quality of Markets Committee
(‘‘QoMC’’) and the MPC with ‘‘the
Exchange.’’ 59 Given the proposed
changes to NYSE Rule 103A that rescind
MPC’s responsibility to monitor
specialist performance, the Exchange
seeks to assume responsibility for
conducting a review of a proposed
specialist combination. Similarly, the
Exchange seeks to make a conforming
amendment to eliminate the specialist
performance measures from NYSE Rule
123E that are also proposed for deletion
in connection with the proposed
amendments to NYSE Rule 103B.
Finally, the Exchange seeks to correct a
typographical error from the existing
rule.
C. NYSE Listed Company Manual
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Finally, the Exchange seeks to make
conforming changes to Section 106.02 of
the NYSE Listed Company Manual.
Currently Section 106.02 provides in
pertinent part:
As soon as the Exchange makes the
allocation decision, the company is
immediately notified by telephone and in
writing of the name of the specialist unit,
selected background information on the unit
and the reasons why the unit was selected.
59 In March 2006 after the NYSE’s business
combination with Archipelago Holdings, Inc., the
QoMC ceased to exist upon completion of the
revised corporate structure.
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Section 106.02 gives the reader the
impression that the Exchange is always
responsible for the selection of the
specialist unit to be allocated a listing
company’s security. The Exchange
proposes to clarify Section 106.02 by
amending it to read as follows:
specialist unit performance proposed in
this current rule filing provides the
objective criteria to continue an
allocation process that is not designed
to permit unfair discrimination between
specialist units as it relates to a
specialist unit’s receipt of an allocation.
In instances where a company has
delegated to the Exchange the selection of its
specialist unit, the Exchange will
immediately notify the company by
telephone and in writing of the name of the
specialist unit, selected background
information on the unit and the reasons why
the unit was selected.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
IV. Conclusion
The proposed Allocation Policy is in
keeping with the Exchange’s overall
objective to maintain the integrity of the
market and to further the Exchange’s
goal of an allocation system that is
based primarily on an objective measure
of specialist unit performance. The new
objective measure is designed to
promote fairness and consistency,
reward performance, provide an
incentive for a specialist unit to
continually improve its performance
and give the issuer more choice in the
selection of its assigned specialist unit.
The Exchange believes that the
establishment of an objective minimum
performance standard on which to
determine a specialist unit’s eligibility
to participate in the allocation or
reallocation process protects the
investor and the public interest because
it creates a system that provides
specialist units with incentive for
maximum performance which the
Exchange believes will result in a better
quality market.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with and
furthers the objectives of Section 6(b)(5)
of the Act,60 in that it is designed to
prevent fraudulent and manipulative
acts and practices, 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 proposed rule
change is consistent with these
objectives in that it enables the
Exchange to further enhance the process
by which securities are allocated. The
Exchange seeks to create an allocation
policy that is rooted in an objective
performance measure that
accommodates the increased electronic
trading environment. The Exchange
believes that the quantifiable measure of
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:
60 15
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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.
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
Within 35 days of the date of
publication of this notice in the Federal
Register or within such longer period (i)
as the Commission may designate up to
90 days of such date if it finds such
longer period to be appropriate and
publishes its reasons for so finding or
(ii) as to which the self-regulatory
organization consents, the Commission
will:
(A) By order approve the proposed
rule change, or
(B) Institute proceedings to determine
whether the proposed rule change
should be disapproved.
IV. Solicitation of Comments
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–2008–52 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street, NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–NYSE–2008–52. This file
number should be included on the
E:\FR\FM\21AUN1.SGM
21AUN1
49522
Federal Register / Vol. 73, No. 163 / Thursday, August 21, 2008 / Notices
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
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 the 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–2008–52 and should
be submitted on or before September 11,
2008.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.61
Florence E. Harmon,
Acting Secretary.
[FR Doc. E8–19357 Filed 8–20–08; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–58365; File No. SR–
NYSEArca–2008–81]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and Order
Granting Accelerated Approval of
Proposed Rule Change, as Modified by
Amendment No. 1 Thereto, Relating to
Listing and Trading of Four
CurrencyShares Trusts
mstockstill on PROD1PC66 with NOTICES
August 14, 2008.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 1 and Rule 19b–4 thereunder,2
notice is hereby given that on July 30,
2008, NYSE Arca, Inc. (‘‘NYSE Arca’’ or
‘‘Exchange’’), through its wholly owned
61 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
VerDate Aug<31>2005
17:48 Aug 20, 2008
Jkt 214001
subsidiary, NYSE Arca Equities, Inc.
(‘‘NYSE Arca Equities’’), filed with the
Securities and Exchange Commission
(‘‘SEC’’ or ‘‘Commission’’) the proposed
rule change as described in Items I and
II below, which Items have been
prepared by the Exchange. On August
11, 2008, the Exchange filed
Amendment No. 1 to the proposed rule
change. The Commission is publishing
this notice to solicit comments on the
proposed rule change, as amended, from
interested persons and is granting
approval to the proposed rule change, as
modified by Amendment No. 1 thereto,
on an accelerated basis.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to list shares
(‘‘Shares’’) of the following trusts:
CurrencySharesSM Hong Kong Dollar
Trust, CurrencySharesSM Russian Ruble
Trust, CurrencySharesSM Singapore
Dollar Trust, and CurrencySharesSM
South African Rand Trust (‘‘Trusts’’)
under NYSE Arca Equities Rule 8.202.
The text of the proposed rule change is
available on the Exchange’s Web site at
https://www.nyse.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,
NYSE Arca 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 those
statements may be examined at the
places specified in Item III below. NYSE
Arca has prepared summaries, set forth
in sections A, B, and C below, of the
most significant parts of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
Under NYSE Arca Equities Rule
8.202, the Exchange may propose to list
and/or trade pursuant to unlisted
trading privileges (‘‘UTP’’) ‘‘Currency
Trust Shares.’’ 3 The Exchange proposes
3 See NYSE Arca Equities Rule 8.202 and
Securities Exchange Act Release No. 53253
(February 8, 2006), 71 FR 8029 (February 15, 2006)
(SR–PCX–2005–123) (order granting accelerated
approval for the Exchange to adopt listing and
trading standards for Currency Trust Shares and
approving the UTP trading of shares of the Euro
Currency Trust (now known as the
PO 00000
Frm 00117
Fmt 4703
Sfmt 4703
to list the Shares of the Trusts under
NYSE Arca Equities Rule 8.202.4
Rydex Specialized Products LLC is
the sponsor of the Trusts (‘‘Sponsor’’);
The Bank of New York is the trustee of
the Trusts (‘‘Trustee’’); JPMorgan Chase
Bank, N.A., London Branch, is the
depository for the Trusts (‘‘Depository’’);
and Rydex Distributors, Inc. is the
distributor for the Trusts (‘‘Distributor’’).
The Sponsor, Trustee, Depository and
Distributor are not affiliated with the
Exchange or one another, with the
exception that the Sponsor and
Distributor are affiliated. For more
information on these entities, see below.
The Shares represent units of
fractional undivided beneficial interest
in, and ownership of, the respective
Trust. The investment objective of the
Trusts is for the Shares issued by the
Trusts to reflect the price of the
applicable foreign currency owned by
the specific Trust, plus accrued interest,
less the expenses and liabilities of such
Trust, according to the Registration
Statements for the Trusts.5 The Shares
‘‘CurrencyShares Euro Trust’’)). E-mail from
Michael Cavalier, Associate General Counsel, NYSE
Group, Inc., to Brian O’Neill, Staff Attorney, and
Edward Cho, Special Counsel, Division of Trading
and Markets, Commission, dated August 4, 2008
(confirming the name change of the Euro Currency
Trust to the CurrencyShares Euro Trust). As defined
in NYSE Arca Equities Rule 8.202(c), the term
‘‘Currency Trust Shares’’ means a security that (a)
Is issued by a trust (‘‘Trust’’) that holds a specified
non-U.S. currency deposited with the Trust; (b)
when aggregated in some specified minimum
number may be surrendered to the Trust by the
beneficial owner to receive the specified non-U.S.
currency; and (c) pays beneficial owners interest
and other distributions on the deposited non-U.S.
currency, if any, declared and paid by the Trust.
4 The Commission has previously approved
listing or UTP trading of issues of CurrencyShares
based on non-US currencies. See Securities
Exchange Act Release No. 52843 (November 28,
2005), 70 FR 72486 (December 5, 2005) (SR–NYSE–
2005–65) (order granting accelerated approval for
the New York Stock Exchange (‘‘NYSE’’) to list and
trade shares of the CurrencyShares Euro Trust);
Securities Exchange Act Release No. 54020 (June
20, 2006), 71 FR 36579 (June 27, 2006) (SR–NYSE–
2006–35) (order granting accelerated approval for
NYSE to list and trade shares of the CurrencyShares
Australian Dollar Trust, CurrencyShares British
Pound Sterling Trust, CurrencyShares Canadian
Dollar Trust, CurrencyShares Mexican Peso Trust,
CurrencyShares Swedish Krona Trust and
CurrencyShares Swiss Franc Trust); Securities
Exchange Act Release No. 55268 (February 9, 2007),
72 FR 7793 (February 20, 2007) (SR–NYSE–2007–
03) (order granting accelerated approval for NYSE
to list and trade shares of the CurrencyShares
Japanese Yen Trust); Securities Exchange Act
Release No. 55320 (February 21, 2007), 72 FR 8828
(February 27, 2007) (SR–NYSEArca–2007–15)
(order granting accelerated approval for the
Exchange to UTP trade shares of the
CurrencyShares Japanese Yen Trust); Securities
Exchange Act Release No. 56131 (July 25, 2007), 72
FR 42212 (August 1, 2007) (SR–NYSEArca–2007–
57) (order granting accelerated approval for
Exchange to list eight CurrencyShares Trusts).
5 See Preliminary Prospectuses for the
CurrencyShares Hong Kong Dollar Trust
E:\FR\FM\21AUN1.SGM
21AUN1
Agencies
[Federal Register Volume 73, Number 163 (Thursday, August 21, 2008)]
[Notices]
[Pages 49514-49522]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E8-19357]
[[Page 49514]]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-58363; File No. SR-NYSE-2008-52]
Self-Regulatory Organizations; Notice of Filing of Proposed Rule
Change and Amendment No. 1 Thereto by New York Stock Exchange LLC To
Modify the Method by Which It Allocates and Reallocates Securities to
Specialist Units and To Establish an Allocation System Based on a
Single Objective Measure To Determine a Specialist Unit's Eligibility
To Participate in the Allocation Process
August 14, 2008.
Pursuant to Section 19(b)(1) \1\ of the Securities Exchange Act of
1934 (the ``Act'') \2\ and Rule 19b-4 thereunder,\3\ notice is hereby
given that on August 11, 2008, New York Stock Exchange LLC (``NYSE'' or
the ``Exchange'') filed with the Securities and Exchange Commission
(the ``Commission'') the proposed rule change as described in Items I,
II, and III below, which Items have been prepared by the self-
regulatory organization. On August 13, 2008, NYSE filed Amendment No. 1
to the proposed rule change.\4\ The Commission is publishing this
notice, as amended, to solicit comments on the proposed rule change
from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 15 U.S.C. 78a.
\3\ 17 CFR 240.19b-4.
\4\ Amendment No. 1 removes several references to NYSE Rule 750A
in the purposed section and Exhibit 1 of the filing and corrects a
mislabeled heading in Exhibit 1 of the filing.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to establish an allocation system based on a
single objective measure to determine a specialist unit's eligibility
to participate in the allocation process.
The text of the proposed rule change is available at https://
www.nyse.com, the NYSE, 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, 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 those statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant parts of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend NYSE Rule 103A (Specialist Stock
Reallocation and Member Education and Performance) and 103B (Specialist
Stock Allocation) to create an Allocation Policy that is more closely
reflective of the Exchange's increased electronic trading environment.
The proposed changes to the Allocation Policy would establish a
quantifiable measure that adds more objectivity to the specialist unit
selection process and provides issuers with more choice in the
selection of its specialist unit. The Exchange further proposes to
allow the issuer to select the specialist units it chooses to interview
directly. The Exchange therefore seeks to eliminate the Allocation
Committee as the overseer of the allocation process, the Allocation
Panel from which the Allocation Committee members are selected, as well
as eliminate allocation decision criteria that are in part based on
subjective measures of specialist performance included in the current
process by discontinuing the use of the Specialist Performance
Evaluation Questionnaire (``SPEQ'').
In doing so, the Exchange seeks to replace the SPEQ with an
objective measure designed to set a minimum standard to determine a
specialist unit's eligibility to participate in the new allocation
process of a security.
With the amendment of NYSE Rule 103A, the Exchange also proposes to
eliminate the Market Performance Committee (``MPC'') as the entity that
is responsible for reallocating securities as well as eliminate
performance improvement actions in light of the proposed Allocation
Policy. NYSE Regulation, Inc. (``NYSER''), will replace the MPC as the
entity responsible for developing procedures and standards for
qualification and performance of members active on the Floor of the
Exchange. Current sections of NYSE Rule 103A that address specialist
security reallocation are amended and incorporated into NYSE Rule 103B.
I. Current Allocation Process
A. NYSE Rule 103A
NYSE Rule 103A currently addresses the MPC's duties and
responsibilities with specialist security reassignments, performance
improvement actions and member education.
The MPC is the entity responsible for developing systems and
procedures, including the determination of specific kinds of data to be
reviewed and the establishment of standards to measure specialist
performance and market quality. The MPC reviews the performance of
specialist units on a periodic basis to determine if performance
improvement measures are required to improve or sustain market quality.
The MPC is authorized to review and approve security assignments
and reassignments, assignments in special security situations and
organizational changes of specialist units.
In situations where the MPC determines that a specialist unit's
performance has fallen below the standards established by the
Exchange,\5\ the MPC may initiate a performance improvement action to
improve a specialist unit's performance. This performance improvement
action informs the specialist unit, in writing, that performance
improvement is required, identifies the particular areas of weak
performance and proposes measurable goals for the specialist unit to
achieve. The MPC appoints a Performance Improvement Monitoring Team
(``Monitoring Team'') to monitor the progress of the specialist unit.
At the conclusion of the Performance Improvement Action, the MPC
receives a report detailing the specialist unit's performance. If the
specialist unit did not adequately satisfy the goals enumerated in the
Performance Improvement Action, the Monitoring Team may recommend that
a particular security or securities be considered for reallocation. If
the MPC concurs with the recommendation of the Monitoring Team, it
shall initiate a reallocation proceeding to determine which of the
specialist unit's securities should be reallocated.
---------------------------------------------------------------------------
\5\ NYSE Rule 103A, Supplementary Material .01 states that a
Performance Improvement Action shall be initiated if a specialist
unit does not meet the standard of acceptable performance for the
following criteria: (1) The SPEQ; (2) Use of Order Reports/
Administrative Responses; and (3) Timely Openings.
---------------------------------------------------------------------------
NYSE Rule 103A further vests the MPC with the authority to develop
procedures and standards for qualification and performance of members
active on the Floor of the Exchange. The day to day administration of
these responsibilities is carried out by the Market
[[Page 49515]]
Surveillance Division (``MKS'') of NYSER.\6\
---------------------------------------------------------------------------
\6\ MKS administers the New Member Orientation Program in
conjunction with the NYSE Specialist and Floor Broker Training
Department. It administers the Floor Member Continuing Education
classes and the New Floor Official Education Program. MKS also
develops testing instruments and administers the ``Series 15''
examination for general membership on the Exchange, the Specialist
Examination, the Floor Official Examination and the Registered
Competitive Market Maker Examination. All Floor members are required
to complete these educational programs and pass qualification tests
before they are permitted to act as members on the Exchange or serve
as a Floor Official. MKS is also responsible for maintaining records
of the aforementioned examinations.
---------------------------------------------------------------------------
B. NYSE Rule 103B
NYSE Rule 103B sets forth the current allocation policy and
process. The intent of the Allocation Policy is: (1) To ensure that
securities are allocated in an equitable and fair manner and that all
specialist units have a fair opportunity for allocations based on
established criteria and procedures; (2) to provide an incentive for
ongoing enhancement of performance by specialist units; (3) to provide
the best possible match between specialist unit and security; and (4)
to contribute to the strength of the specialist system.\7\ The
Allocation Policy applies to original listings and reallocations of
already listed companies.
---------------------------------------------------------------------------
\7\ NYSE Rule 103B, Section I.
---------------------------------------------------------------------------
Currently, the duties and responsibilities of the Allocation
Committee which currently oversees the allocation of a security to the
specialist units are set forth in NYSE Rule 103B, Section II. The
Committee is comprised of nine members consisting of six institutional
members who are Floor brokers, two allied members and one
representative of an institutional investor organization and is
selected from an Allocation Panel. These market professionals use their
business judgment and the criteria specified in NYSE Rule 103B to
identify specialist units most suitable to interview with an issuer.
The Allocation Committee's role in making allocation decisions is based
primarily on the expert professional judgment of its members. While the
Allocation Committee is supplied with information that relates to
specialist performance, including the objective performance measures
outlined above, there is still a reliance on the subjective judgment of
the committee members in interpreting and applying this data in making
allocation decisions.
Once a company has been approved to list on the Exchange,
specialist units are invited to submit applications to become the
assigned specialist of the listing company. This application describes
how the specialist unit will allocate resources to accommodate this new
issue, what new resources, if any, are needed to service the security
and the identity of the individual specialist proposed to trade the
security. These applications seeking allocation of securities are
reviewed by the Allocation Committee.\8\ Pursuant to NYSE Rule 103B,
the Allocation Committee makes the selection of a specialist unit,
either directly for allocation of a listing company, or creates a pool
of specialist units to be interviewed by a listing company based on the
following criteria: (i) The SPEQ,\9\ (ii) objective performance
measures,\10\ (iii) listing company input, (iv) allocations received,
(v) capital deficiency, disciplinary history and justifiable
complaints, and (vi) foreign listing considerations. The objective
measures are reported to the Allocation Committee on a ``pass/fail''
basis.
---------------------------------------------------------------------------
\8\ As an administrative matter, NYSE Rule 103B provides that
all specialist units are deemed to have filed with the Exchange a
blanket application pursuant to which the specialist unit agrees to
accept the allocation of any security. This allows the Exchange the
necessary flexibility to see that allocation decisions are still
fairly made in instances where few or no applications are received
for a particular listing company.
\9\ The SPEQ is a survey that the Exchange distributes to the
Floor brokers in order to evaluate specialist performance. Floor
brokers are required to rate and may provide written comments on the
performance of specialist units with whom they deal regularly on the
Floor. The Allocation Committee, in its professional judgment,
determines how much weight to afford each of the facets of the SPEQ.
The results of the SPEQ are to be given 25% weight to the overall
evaluation of the specialist unit.
The Exchange filed with the Commission to impose a moratorium on
the administration of the SPEQ (``Moratorium''). The Moratorium
commenced on June 4, 2007, and was scheduled to end no later than
December 31, 2007. Pursuant to the Moratorium, the results of the
SPEQ, among other things, no longer serve as criteria in the
decision to allocate a security to a specialist unit. See Securities
Exchange Act Release No. 55852 (June 4, 2007), 72 FR 31868 (June 8,
2007) (SR-NYSE-2007-47). The Exchange filed to extend the operation
of the Moratorium until March 31, 2008. See Securities Exchange Act
Release No. 57184 (January 22, 2008), 73 FR 5254 (January 9, 2008)
(SR-NYSE-2008-02). [sic] The Exchange filed to extend the operation
of the Moratorium until June 30, 2008. See Securities Exchange Act
Release No. 57591 (April 1, 2008), 73 FR 18838 (April 7, 2008) (SR-
NYSE-2008-21). The Exchange filed to extend the operation of the
Moratorium until September 30, 2008. See Securities Exchange Act
Release No. 58036 (June 26, 2008), 73 FR 38267 (July 3, 2008) (SR-
NYSE-2008-51).
\10\ The current objective measures are: (1) Timeliness of
regular openings; (2) promptness in seeking Floor Official approval
of a non-regulatory delayed opening; (3) timeliness of DOT
turnaround; and (4) response to administrative messages. Pursuant to
the Moratorium, timeliness of DOT turnaround and response to
administrative measures are not included in the assessment of
allocations or performance improvement actions. See Securities
Exchange Act Release No. 55852 (June 4, 2007), 72 FR 31868 (June 8,
2007) (SR-NYSE-2007-47); Securities Exchange Act Release No. 57184
(January 22, 2008), 73 FR 5254 (January 9, 2008) (SR-NYSE-2008-02)
[sic]; Securities Exchange Act Release No. 57591 (April 1, 2008), 73
FR 18838 (April 7, 2008) (SR-NYSE-2008-21); Securities Exchange Act
Release No. 58036 (June 26, 2008), 73 FR 38267 (July 3, 2008) (SR-
NYSE-2008-51).
---------------------------------------------------------------------------
A listing company has two options in choosing its specialist unit.
Under the first option, it may choose to have the Allocation Committee
select the specialist unit to make a market in the listing company's
security. Under the second option, the listing company may request that
the Allocation Committee provide the listing company with a group of
specialist units that the Committee deems appropriate to trade the
listing company's security. A listing company may supply a letter to
the Allocation Committee indicating that a particular specialist unit
has been instrumental in its decision to list on the Exchange and if
the specialist unit is otherwise eligible to receive listings, the
Allocation Committee will include the specialist unit identified by the
listing company in the group. Following an interview process, the
listing company will then select its specialist unit from the group
provided by the Allocation Committee. While the Allocation Committee
must use the criteria specified in NYSE Rule 103B in reaching a
decision under either option, it does so through the filter of its own
judgment as to which specialist unit (first option) or units (second
option) may be appropriate matches for the listing company.
II. Proposed Allocation Process
Securities are allocated to a qualified specialist unit when: (1) A
security is to be initially listed on the Exchange; and (2) a security
previously assigned to a specialist member organization must be re-
assigned pursuant to this rule or the NYSE Listing Company Manual
Section 806.01. The Exchange proposes to modify the current Allocation
Policy to create a process based on an objective measure to determine a
specialist unit's eligibility to participate in the allocation process.
As such, the Exchange proposes to permanently discontinue the use of
the SPEQ and to allow issuers to directly select the specialist units
the issuer seeks to interview, thus obviating the need for an
Allocation Committee.
A. Amendments to NYSE Rule 103A
The Exchange seeks to amend NYSE Rule 103A to eliminate the concept
of a performance improvement action. The Exchange has recently amended
its system of variable payments to specialist units to create a
liquidity provision payment (``LPP'') to incent
[[Page 49516]]
specialist unit performance. The payment is based, in part, on the
specialist unit's trading performance by measuring its liquidity
enhancing behavior. LPPs are based on two revenue sources in NYSE-
listed securities: (1) The Exchange's share of market data revenue
derived from quoting share and (2) the Exchange's transaction fee
revenue.\11\ The Exchange believes that payments derived from market
data incent specialist units to post quotes more frequently at the
National Best Bid or Offer (``NBBO''). The payments derived from
transaction revenue are based on Exchange reviews of the specialist
unit's executed volume in four categories: (1) Price improvement; (2)
size improvement; (3) providing liquidity from posting bids or offers
on the book; and (4) matching better bids or offers published by other
market centers to reduce client routing cost.\12\ The Exchange believes
that specialist units will be incented to engage in trading activity
that provides liquidity and results in a better execution experience
for the customer. Additionally, the Exchange believes that this
positive incentive acts as a more powerful mechanism to encourage
specialist unit performance. As such, the Exchange seeks to eliminate
the performance improvement action in NYSE Rule 103A.
---------------------------------------------------------------------------
\11\ See Securities Exchange Act Release No. 56591 (October 1,
2007), 72 FR 57371 (October 9, 2007) (SR-NYSE-2007-89).
\12\ NYSE Rule 104 sets forth quoting messages that specialists
are permitted to send as part of their quoting functionality.
---------------------------------------------------------------------------
Moreover, the Exchange proposes to amend NYSE Rule 103A to vest the
overview of member education programs with NYSER.\13\ The day to day
administration of member education is currently performed by MKS staff.
The Exchange, therefore, believes that it is more appropriate to have
NYSER completely responsible for this function.
---------------------------------------------------------------------------
\13\ NYSE Rule 103A, Section I.
---------------------------------------------------------------------------
B. Amendments to NYSE Rule 103B
The Exchange believes that the current allocation policy contained
in NYSE Rule 103B is no longer consistent with the current more
electronic trading environment. The Exchange believes that a clear
single objective standard to determine specialist unit eligibility to
participate in the allocation process will create a more efficient
process that is consistent with its current trading environment. As
such, the SPEQ (discussed more fully below), along with several
objective performance measures, namely SuperDOT turnaround and
responses to administrative messages, are no longer relevant.
Moreover, the Exchange's move to a single objective measure for
eligibility in the allocation process simplifies the process by
allowing an issuer to directly select the specialist units it seeks to
interview in order to determine the ultimate specialist unit to be
assigned to trade the security. As such, the Exchange proposes to
eliminate the Allocation Committee. Furthermore, because the Exchange
seeks to eliminate the Allocation Committee, such elimination would
obviate the necessity for an Allocation Panel. Accordingly, the
Exchange seeks to also eliminate the Allocation Panel.
1. Proposed Objective Measure for Eligibility for Allocation Process
The Exchange proposes to establish a single objective measure which
will determine a specialist unit's eligibility to participate in the
allocation process.\14\ Proposed NYSE Rule 103B, Section II sets forth
the objective measure that a specialist unit must meet in order to be
eligible to participate in the allocation process.
---------------------------------------------------------------------------
\14\ Proposed Rule Text, NYSE Rule 103B, Section II(A).
---------------------------------------------------------------------------
A specialist unit is eligible to participate in the allocation
process of a listed security when the specialist unit meets the quoting
requirements for ``Less Active'' and ``More Active'' securities.\15\
---------------------------------------------------------------------------
\15\ Proposed Rule Text, NYSE Rule 103B, Section II(A).
---------------------------------------------------------------------------
A ``Less Active Security'' is defined as any listed security that
has a consolidated average daily volume of less than one million shares
per calendar month.\16\ A ``More Active Security'' is defined as any
listed security that has a consolidated average daily volume equal to
or greater than one million shares per calendar month.\17\
---------------------------------------------------------------------------
\16\ Proposed Rule Text, NYSE Rule 103B, Section II(B).
\17\ Proposed Rule Text, NYSE Rule 103B, Section II(C).
---------------------------------------------------------------------------
For Less Active Securities, a specialist unit must maintain a bid
and an offer at the National Best Bid (``NBB'') and National Best Offer
(``NBO'') (collectively herein ``NBBO'') for an aggregate average
monthly NBBO of 10% or more during a calendar month.\18\ For More
Active Securities, a specialist unit must maintain a bid and an offer
at the NBBO for an aggregate average monthly NBBO of 5% or more during
a calendar month.\19\
---------------------------------------------------------------------------
\18\ Proposed Rule Text, NYSE Rule 103B, Section II(D).
\19\ Proposed Rule Text, NYSE Rule 103B, Section II(E).
---------------------------------------------------------------------------
Specialist units must satisfy the quoting requirement for both
categories (Less Active and More Active) of their assigned
securities.\20\ The Exchange will determine whether a specialist unit
has met its quoting requirements for Less Active and More Active
securities for the ``Trading Days'' \21\ in a calendar month by
calculating:
---------------------------------------------------------------------------
\20\ The Exchange Strategic Analysis Department will be
responsible for generating and monitoring the specialist units'
performance data in order to determine which specialist units are
eligible for security allocation.
\21\ For purposes of Section II of NYSE Rule 103B, ``Trading
Day'' shall mean any day on which the Exchange is scheduled to be
open for business. Days on which the Exchange closes prior to 4:00
p.m. (Eastern Time) for any reason, which may include any regulatory
halt or trading halt, shall be considered a Trading Day.
---------------------------------------------------------------------------
(1) The ``Daily NBB Quoting Percentage'' by determining the
percentage of time a specialist unit has at least one round lot of
displayed interest in an Exchange bid at the National Best Bid during
each Trading Day for a calendar month;
(2) The ``Daily NBO Quoting Percentage'' by determining the
percentage of time a specialist unit has at least one round lot of
displayed interest in an Exchange offer at the National Best Offer
during each Trading Day for a calendar month;
(3) The ``Average Daily NBBO Quoting Percentage'' for each Trading
Day by summing the ``Daily NBB Quoting Percentage'' and the ``Daily NBO
Quoting Percentage'' then dividing such sum by two;
(4) The ``Monthly Average NBBO Quoting Percentage'' for each
security by summing the security's ``Average Daily NBBO Quoting
Percentages'' for each Trading Day in a calendar month then dividing
the resulting sum by the total number of Trading Days in such calendar
month; and
(5) For the total Less Active Securities (More Active Securities)
assigned to a specialist unit, the Exchange will determine the
``Aggregate Monthly Average NBBO Quoting Percentage'' by summing the
Monthly Average NBBO Quoting Percentages for each Less Active Security
(More Active Security) assigned to a specialist unit, then dividing
such sum by the total number of Less Active Securities (More Active
Securities) assigned to such specialist unit.\22\
---------------------------------------------------------------------------
\22\ Proposed Rule Text, NYSE Rule 103B, Section II(F) and
II(H)(1)-(5).
---------------------------------------------------------------------------
Example of Quoting Requirement Calculation
Below is an example of a quoting requirement calculation. For
purposes of this example, it is assumed that
[[Page 49517]]
Specialist Unit 1 has two assigned securities, A and B, and that there
were 5 trading days in the selected calendar month.
The ``Average Daily NBBO Quoting Percentage'' for Specialist Unit 1
is calculated for each security by summing the daily NBB and NBO of
each security for that day and dividing that number by two:
----------------------------------------------------------------------------------------------------------------
Calculation of ``Average Daily ``Average Daily
Trading days NBB NBO NBBO Quoting Percentage'' for NBBO Quoting
(percent) (percent) Specialist Unit 1 Percentage''
----------------------------------------------------------------------------------------------------------------
Security A
----------------------------------------------------------------------------------------------------------------
T1................................. 4 6 4% + 6% = 10% divided by 2 = 5% 5
T2................................. 3 5 3% + 5% = 8% divided by 2 = 4%. 4
T3................................. 4 4 4% + 4% = 8% divided by 2 = 4%. 4
T4................................. 6 8 6% + 8% = 14% divided by 2 = 7% 7
T5................................. 5 5 5% + 5% = 10% divided by 2 = 5% 5
----------------------------------------------------------------------------------------------------------------
Security B
----------------------------------------------------------------------------------------------------------------
T1................................. 5 7 5% + 7% = 12% divided by 2 = 6% 6
T2................................. 4 6 4% + 6% = 10% divided by 2 = 5% 5
T3................................. 6 8 6% + 8% = 14% divided by 2 = 7% 7
T4................................. 7 9 7% + 9% = 16% divided by 2 = 8% 8
T5................................. 9 9 9% + 9% = 18% divided by 2 = 9% 9
----------------------------------------------------------------------------------------------------------------
The ``Monthly Average NBBO Quoting Percentage'' for each security
is then calculated by summing the security's ``Average Daily NBBO
Quoting Percentages'' for all five Trading Days of the calendar month
and then dividing the resulting total by the number of Trading Days in
the calendar month (in this instance 5).
----------------------------------------------------------------------------------------------------------------
``Average Daily NBBO Quoting
Percentage'' Calculation of ``Monthly Average NBBO Quoting Percentage'' ``Monthly Average
---------------------------------- for Specialist Unit 1 NBBO Quoting
T1 T2 T3 T4 T5 Percentage''
----------------------------------------------------------------------------------------------------------------
Security A
----------------------------------------------------------------------------------------------------------------
5% 4% 4% 7% 5% 5% + 4% + 4% + 7% + 5% = 25% divided by 5 = 5%............ 5
----------------------------------------------------------------------------------------------------------------
Security B
----------------------------------------------------------------------------------------------------------------
6% 5% 7% 8% 9% 6% + 5% + 7% + 8% + 9% = 35% divided by 5 = 7%............ 7
----------------------------------------------------------------------------------------------------------------
The ``Aggregate Monthly Average NBBO Quoting Percentage'' is
determined by summing the ``Monthly Average NBBO Quoting Percentage''
for each security and then dividing such sum by two, the total number
of securities in this example.
``Aggregate Monthly Average NBBO Quoting Percentage'' for Specialist
Unit 1
Monthly Average NBBO Security A + Monthly Average NBBO Security B
divided by 2; 5% + 7% = 12% divided by 2 = 6% Aggregate Monthly Average
If a specialist unit fails to satisfy the requirements of proposed
NYSE Rule 103B, Section II(D) and (E) for a one-month period, the
Exchange will issue an initial warning letter to the specialist unit,
advising it of its deficiency.\23\ The specialist unit shall provide in
writing an explanation and articulation of corrective action.\24\ If
the specialist unit fails to meet the requirement of proposed NYSE Rule
103B, Section II(D) and (E) for a second consecutive month, the
specialist unit will be ineligible to participate in the allocation
process for a minimum of two months following the second consecutive
month of its failure to meet its quoting requirement (``Penalty
Period'').\25\
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\23\ Proposed Rule Text, NYSE Rule 103B, Section II(J)(1). The
Exchange Specialist Liaison Department will be responsible for
issuing the warning letter to a special unit that fails to meet its
requirement. It will also be responsible for advising a specialist
unit of its eligibility or ineligibility to participate in the
allocation process.
\24\ Proposed Rule Text, NYSE Rule 103B, Section II(J)(1).
\25\ Proposed Rule Text, NYSE Rule 103B, Section II(J)(2).
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The specialist unit must satisfy the quoting requirement for the
two consecutive months of the Penalty Period. In the event a specialist
unit fails to satisfy its quoting requirements for the two consecutive
months of the Penalty Period, the specialist unit will remain
ineligible to participate in the allocation process until it has met
the quoting requirement for a consecutive two calendar month
period.\26\ The Exchange will review each specialist unit's trading on
a monthly basis to determine whether the specialist unit has satisfied
its quoting requirement.\27\
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\26\ Proposed Rule Text, NYSE Rule 103B, Section II(J)(3).
\27\ Proposed Rule Text, NYSE Rule 103B, Section II(J)(4).
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2. Elimination of the SPEQ
The Exchange submits that the establishment of a single objective
measure to determine a specialist unit's ability to participate in the
allocation process obviates the need to use subjective criteria in the
allocation process and therefore proposes to permanently eliminate the
use of the SPEQ. Initially, the SPEQ provided critical information to
the Exchange to maintain the quality of its market when the Exchange's
market model was primarily dependent on transactions involving the
specialist handling orders directly. As such, the specialist and Floor
brokers were in contact on a more
[[Page 49518]]
or less continual basis, as both sought and gave information on orders,
trade executions and market conditions. The SPEQ was designed to
reflect that relationship by seeking Floor broker input on the
relationship the Floor broker had with the specialists he or she came
in contact with most frequently.
While the SPEQ has been an important mechanism to evaluate
specialist performance for allocation and performance improvement
action purposes, current trends in the Exchange market have rendered
the SPEQ less reliable as an assessment tool. SPEQ evaluations are
subjective, with ratings based on personal experiences rather than
comparisons with accepted objective standards. Further, except for the
written comments, which are not incorporated into the formula for SPEQ
tier classifications, SPEQ does not focus on market-making by
individual specialists. Importantly, as the number of specialist units
has decreased, SPEQ tier classifications have become tightly clustered
with statistically insignificant differences among the specialist
units. Also, SPEQ participants recognize the limitations of SPEQ and
have requested a more meaningful process for evaluating specialist
performance.
More significantly, the introduction of the Hybrid Market further
diminished the effectiveness of the SPEQ to assess adequately
specialist performance by Floor brokers. Floor brokers and specialists
are now provided with electronic trading tools which effectively
replace much of the necessity for continual personal and verbal contact
between them. Furthermore, the increased transparency with respect to
the Display Book through conduits like Exchange OPENBOOK (``OPENBOOK'')
has also decreased the need for a Floor broker to obtain state of the
book and market information verbally from a specialist. The SPEQ does
not account for the operation of the electronic tools available in the
current more electronic trading environment. As such, the Exchange
seeks to permanently eliminate its use.
3. Elimination of the Allocation Committee
The Exchange further submits that the more efficient and
streamlined process for allocation obviates the need for the Allocation
Committee. The Exchange proposes to allow an issuer to select the
specialist units it chooses to interview directly from the specialist
units that are eligible to participate in the allocation process.\28\
In this manner, the Exchange believes that issuers will no longer be
required to submit letters outlining a specialist unit that was pivotal
in the issuer's decision to list on the Exchange because the issuer
will now have the ability to directly select specialist units to
interview.
---------------------------------------------------------------------------
\28\ Proposed Rule Text, NYSE Rule 103B, Section III(A)(1)-(3).
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C. Administration of the New Allocation Policy
Once the list of specialist units that meet the objective standard
established by the Exchange is generated, it will be provided to the
listing company and the listing company may proceed under one of two
options. Under the first option, the listing company selects the
specialist units it wishes to interview. The issuer will then proceed
to conduct interviews of the selected units. A specialist unit's
eligibility to participate in the allocation process is determined at
the time the interview is scheduled, i.e., if it has met the quoting
requirements set forth above at the time of the interview, it is
eligible to be considered for allocation.\29\
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\29\ Proposed Rule Text, NYSE Rule 103B, Section II(I).
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If the issuer selects the specialist unit, the issuer shall select
a minimum of three specialist units to interview from the pool of
specialist units eligible to participate in the allocation process.\30\
Specialist units selected for an interview may provide material to the
Exchange which will be given to the issuer the day before the scheduled
interview. Such material may include a corporate overview of the
specialist unit and the trading experience of the designated
specialist. Specialist units are prohibited from giving issuers
information about other specialist units or any additional market
performance data.\31\
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\30\ Proposed Rule Text, NYSE Rule 103B, Section III(A)(1).
\31\ Proposed Rule Text, NYSE Rule 103B, Section III(A)(2)(a).
---------------------------------------------------------------------------
Within five business days after the issuer selects the specialist
units to be interviewed (unless the Exchange has determined to permit a
longer time period in a particular case), the issuer shall meet with
representatives of each of the specialist units. At least one
representative of the listing company must be a senior official of the
rank of Corporate Secretary or above of that company. In the case of
the listing of a structured product, a senior officer of the issuer may
be present in lieu of the Corporate Secretary. No more than three
representatives of each specialist unit may participate in the meeting,
each of whom must be employees of the specialist unit, and one of whom
must be the individual specialist who is proposed to trade the
company's security, unless that specialist is unavailable to appear, in
which case a telephone interview is permitted. Meetings shall normally
be held at the Exchange, unless the Exchange has agreed that they may
be held elsewhere.\32\
---------------------------------------------------------------------------
\32\ Proposed Rule Text, NYSE Rule 103B, Section III(A)(2)(b).
---------------------------------------------------------------------------
Following its interview, a specialist unit may not have any contact
with an issuer. If an issuer has a follow-up question regarding any
specialist unit(s) it interviewed, it must be conveyed to the Exchange.
The Exchange will contact the unit(s) to which the question pertains
and will provide any available information received from the unit(s) to
the listing company.\33\
---------------------------------------------------------------------------
\33\ Proposed Rule Text, NYSE Rule 103B, Section III(A)(2)(d).
---------------------------------------------------------------------------
Within two business days of the issuer's interviews with the
specialist units, the issuer shall select its specialist unit in
writing, signed by a senior official of the rank of Corporate Secretary
or higher, or in the case of a structured product listing, a senior
officer of the issuer, duly authorized to so act on behalf of the
company. The Exchange shall then confirm the allocation of the security
to that specialist unit, at which time the security shall be deemed to
have been so allocated. An issuer may request an extension from the
Exchange if the issuer is unable to complete its selection within the
specified period.\34\
---------------------------------------------------------------------------
\34\ Proposed Rule Text, NYSE Rule 103B, Section III(A)(3)(a).
---------------------------------------------------------------------------
If the issuer delegates authority to the Exchange to select its
specialist unit, three members of the Exchange's Senior Management, as
designated by the Chief Executive Officer (``CEO'') of the Exchange or
his or her designee, one non-specialist Executive Floor Governor
(``EFG'') and two non-specialist Floor Governors (``FGs'') (``Exchange
Selection Panel''), shall select a specialist unit based on a review of
all information that would be available to the issuer. The non-
specialist EFG and non-specialist FGs shall be designated on a rotating
basis.
The Exchange Selection Panel shall select the specialist unit
pursuant to the provisions of 103B Section III (A) (``Specialist Unit
Selected by the Issuer'') with the Exchange Selection Panel acting on
behalf of the issuer. The Exchange Selection Panel will be responsible
for informing the issuer of the specialist unit it selects.
The selection of the specialist unit shall be made by majority vote
with any tie votes being decided by the CEO of the Exchange or his/her
designee. The
[[Page 49519]]
Exchange shall notify the specialist unit and the issuer immediately of
its decision. The specialist unit shall then be responsible for
providing the issuer with the name of the specialist with the requisite
experience and skill it believes is appropriate to trade the issuer's
security.\35\
---------------------------------------------------------------------------
\35\ Proposed Rule Text, NYSE Rule 103B, Section III(B)(1).
---------------------------------------------------------------------------
Whether the issuer or the Exchange selects the specialist unit to
receive the security allocation, the individual specialist ultimately
assigned the proposed security shall be required to remain the assigned
specialist for one year from the date that the issuer begins trading on
the Exchange. The specialist unit may designate a different individual
specialist within the year by notifying the Exchange of the change in
specialist and setting forth the reasons for the change with the
consent and approval of the issuer.\36\
---------------------------------------------------------------------------
\36\ Proposed Rule Text, NYSE Rule 103B, Section III(B)(2).
---------------------------------------------------------------------------
D. Reallocation
When an issuer has requested and confirmed a change of specialist
unit pursuant to Section 806.01 of the Exchange Listed Company Manual,
the security will be put up for reallocation as soon as practicable, in
accordance with the allocation process set forth in proposed NYSE Rule
103B, Section III.\37\
---------------------------------------------------------------------------
\37\ Proposed Rule Text, NYSE Rule 103B, Section IV.
---------------------------------------------------------------------------
E. Egregious Situations
The Exchange seeks to move current provisions codified in NYSE Rule
103A that outline the reallocation of a security when a specialist
unit's performance is so egregiously deficient as to call into question
the Exchange's integrity or impair the Exchange's reputation for
maintaining an efficient, fair and orderly market to proposed NYSE Rule
103B. Currently, NYSE Rule 103A provides that in such an instance, the
MPC may immediately initiate a reallocation proceeding upon written
notice to the specialist unit, specifying the reasons for the
initiation of the proceeding. The Exchange proposes to incorporate this
concept to NYSE Rule 103B and transfer the authority to initiate a
reallocation proceeding upon written notice to the specialist unit from
the MPC to the CEO or his/her designee.\38\ As previously discussed
above in Section A of the Proposed Allocation Process, the MPC shall no
longer retain responsibility for security reassignments. The Exchange
believes that in these instances in which the specialist unit's
performance is so egregiously deficient as to call into question the
Exchange's integrity or impair the Exchange's reputation in maintaining
an efficient, fair and orderly market, the Exchange's CEO, as the most
Senior Member of the Exchange, or his/her designee, is the appropriate
entity to initiate reallocation proceedings upon written notice to the
specialist unit.
---------------------------------------------------------------------------
\38\ Proposed Rule Text, NYSE Rule 103B, Section V, extracted
from Exchange Rule 103A(f).
---------------------------------------------------------------------------
Following this decision, if the CEO or his/her designee makes a
final determination that a security should be referred for
reallocation, the Exchange proposes that the CEO or his/her designee
will, in their expert business judgment, be responsible for
distributing the security to the eligible specialist units. The CEO or
his/her designee shall then make a final determination as to which one
or more of the specialist unit's securities shall be referred for
reallocation. All determinations made by the CEO or his/her designee
shall be communicated in writing to the specialist unit, with a
statement of the reasons for such determinations. In order to preserve
due process, specialist units have a right to have this decision
reviewed by the Exchange Board of Directors.
F. Specialist Unit Communication Policies and Procedures With Listing
Company
Currently, NYSE Rule 106 requires, among other things, that
specialist units make themselves available for contact with their
listing companies periodically throughout the year. NYSE Rule 106 was
adopted in 1989 at a time when orders entered with the specialist were
handled manually and contact between a specialist unit and its listed
companies was necessary to ensure that listed companies were informed
about the trading in its listed security on the Floor.\39\ The Exchange
believes that the management of the business relationship between the
specialist unit and its listed company is more appropriately left to
direct communications between the specialist unit and the listed
company.
---------------------------------------------------------------------------
\39\ See Securities Exchange Act Release No. 27292 (September
26, 1989), 54 FR 41193 (October 5, 1989) (SR-NYSE-89-13). As a
result, NYSE Rule 106 mandates interaction between a specialist unit
and representatives of listed companies. The rule requires that one
or more senior officials of the rank of Corporate Secretary or
higher at the listing company have an opportunity to have contact
with the specialist unit on a quarterly basis. Further, the rule
mandates that at least one of the quarterly meetings be in-person.
---------------------------------------------------------------------------
In today's world of electronic messaging, internet connectivity and
automated trading, the entities described above may not need the
contact with a specialist unit specified in NYSE Rule 106. In addition
to the entities' ability to access public information, specialist units
have internal departments that are responsible for communicating with
these entities during the trading day. Specifically, specialist units
have corporate relations groups that serve to provide information and
are available to answer questions from the aforementioned entities
during the trading day. The Exchange therefore believes that the
requirements of NYSE Rule 106 are unnecessary.\40\ As such, the
Exchange seeks to rescind NYSE Rule 106 which sets forth the specialist
unit's obligation to communicate with the aforementioned entities.
---------------------------------------------------------------------------
\40\ NYSE Rule 106 further mandates that the specialist unit
makes itself available to the Exchange's fifteen (15) largest member
organizations through required semi-annual ``off the Exchange
Floor'' contact. The interpersonal relationship between specialist
units and member organizations that once took front stage in the
marketplace has been significantly replaced by automated trading
initiatives and computerized market data reports. Specialist units
are generally in contact with member organizations, either through
electronic and/or telephonic means on a regular basis, which
similarly renders the requirements of NYSE Rule 106(b) unnecessary.
---------------------------------------------------------------------------
G. Right To Review
A decision by the Exchange that one or more securities should be
reallocated shall be final, subject to the specialist unit's right to
have that decision reviewed by the Exchange's Board of Directors.\41\
In the event that a specialist unit asserts its right to review, no
reallocation may occur until the Board of Directors completes its
review.\42\
---------------------------------------------------------------------------
\41\ Proposed Rule Text, NYSE Rule 103B, Section V(D).
\42\ Proposed Rule Text, NYSE Rule 103B, Section V(E).
---------------------------------------------------------------------------
H. Exchange-Traded Funds
The Exchange proposes to delete from NYSE Rule 103B the section
related to the allocation of Exchange-Traded Funds (``ETFs'') admitted
to trading on the Exchange on an Unlisted Trading Privileges (``UTP'')
basis. On October 19, 2007, the Exchange completed a transfer of all
ETFs admitted to trading on the Exchange on a UTP basis to NYSE
ArcaSM NYSE Euronext's fully electronic U.S. listing and
trading platform.\43\ The Exchange believes that a single, harmonized
platform for listing and trading ETFs on NYSE Arca further improves
efficiencies and market quality. The transfer of all ETFs trading on
the NYSE to NYSE Arca obviates the necessity for this section in the
rule.
[[Page 49520]]
Accordingly, the Exchange proposes to delete it from the rule.
---------------------------------------------------------------------------
\43\ On December 31, 2007, the Exchange completed a transfer of
all ETF trading to NYSE Arca.
---------------------------------------------------------------------------
I. Closed-End Management Investment Companies (``Funds'')
The Exchange further proposes that Funds listing on the Exchange
pursuant to this policy will be subject to the allocation process
pursuant to proposed NYSE Rule 103B, Section III. If the issuer of an
initial Fund lists additional funds within nine months from the date of
its initial listing, the issuer may choose to maintain the same
specialist unit for those subsequently listed funds or it may select a
different specialist unit from the group of eligible specialist units
that the issuer interviewed in the allocation process for its initial
fund. The fund may also delegate the selection of its specialist unit
to the Exchange if it so chooses pursuant to proposed NYSE Rule 103B,
Section III(B).\44\
---------------------------------------------------------------------------
\44\ Proposed Rule Text, NYSE Rule 103B, Section VI(F).
---------------------------------------------------------------------------
If a specialist unit is ineligible from participating in an
allocation as set forth in proposed NYSE Rule 103B, Section III, at the
time of a subsequent new Fund listing (within the designated nine-month
period), that specialist unit will not be included for consideration
for subsequent listings.\45\
---------------------------------------------------------------------------
\45\ Proposed Rule Text, NYSE Rule 103B, Section VI(F).
---------------------------------------------------------------------------
J. Spin-offs, Relistings, Common Stock, Target Stock, Warrants and
Rights
The Exchange proposes to rename the section entitled ``Spin-offs
and listing of related companies'' to also include ``related
securities'' in order to address the assignment of warrants and
rights.\46\ Proposed NYSE Rule 103B, Section VI(A) continues to allow
the listing company to remain with the specialist unit registered in
the related spin-off or related company and will also allow the listing
company to be referred for allocation through the allocation process
pursuant to proposed NYSE Rule 103B, Section III, if it so chooses. If
the spin-off company, company related to a listed company or relisting
chooses to have its specialist unit selected by the Exchange pursuant
to NYSE Rule 103B, Section III(B), and requests not to be allocated to
the specialist unit that was its listed company's specialist unit, such
request will be honored.
---------------------------------------------------------------------------
\46\ Proposed Rule Text, NYSE Rule 103B, Section VI(A).
---------------------------------------------------------------------------
The Exchange further proposes that common stock (listed after
preferred stock) be referred for allocation through the allocation
process pursuant to proposed NYSE Rule 103B, Section III.\47\
---------------------------------------------------------------------------
\47\ Proposed Rule Text, NYSE Rule 103B, Section VI(A).
---------------------------------------------------------------------------
In addition, NYSE Rule 103B, Section VI(A) will be amended to
codify that a warrant issued by a listed company and traded on the
Exchange is allocated to the specialist unit registered in the
underlying security of the listed company.\48\ Upon request by the
issuer, the warrant may be allocated through the allocation process
pursuant to proposed NYSE Rule 103B, Section III.\49\
---------------------------------------------------------------------------
\48\ Proposed Rule Text, NYSE Rule 103B, Section VI(A)(2).
\49\ Proposed Rule Text, NYSE Rule 103B, Section VI(A)(2).
---------------------------------------------------------------------------
Moreover, the Exchange proposes to further codify that rights are
not subject to the allocation process pursuant to proposed NYSE Rule
103B, Section III. Rights are considered short-term securities, which
are exempt from registration under the Act.\50\ Accordingly, rights are
not treated as listed securities on the Exchange and are not subject to
the allocation process pursuant to proposed NYSE Rule 103B, Section
III. Rights are assigned, when issued, to the specialist unit by the
Exchange.\51\
---------------------------------------------------------------------------
\50\ See Rule 12a-4 under the Act; see also NYSE Listed Company
Manual, Section 703.03(O).
\51\ Proposed Rule Text, NYSE Rule 103B, Section VI(A)(4). The
Exchange Market Watch, Security Operations, Records Management
Division is responsible for assigning rights to the specialist unit.
---------------------------------------------------------------------------
Specialist units that are ineligible to receive a new allocation
due to its failure to meet the requirements of proposed NYSE Rule 103B,
Section (II)(D) and (E) will remain eligible to receive an allocation
pursuant to Section 103B(VI) of the Proposed Rule.
K. Listed Company Mergers
When two NYSE listed companies merge, the merged entity is assigned
to the specialist in the company that is determined to be the survivor-
in-fact (dominant company). Where no surviving/dominant entity can be
identified after two NYSE listed companies merge, the NYSE proposes
that the merged company may select one of the units trading the merging
companies without the security being referred for reallocation, or it
may request that the matter be referred for allocation through the
allocation process pursuant to NYSE Rule 103B, Section III.\52\
Specialist units that are ineligible to receive a new allocation due to
its failure to meet the requirements of NYSE Rule 103B, Section II(D)
and (E) will remain eligible to receive an allocation pursuant to this
section.\53\
---------------------------------------------------------------------------
\52\ Proposed Rule Text, NYSE Rule 103B, Section VI(D)(1).
\53\ Proposed Rule Text, NYSE Rule 103B, Section VI(D)(1).
---------------------------------------------------------------------------
In situations involving the merger of a listed company and an
unlisted company, where the unlisted company is determined to be the
survivor-in-fact, such company may choose to remain registered with the
specialist unit that had traded the listed company entity in the
merger, or it may request that the matter be referred for allocation
through the allocation process pursuant to proposed NYSE Rule 103B,
Section III.\54\ If the unlisted company chooses to have its specialist
unit selected by the Exchange, the company may not request that the
Exchange exclude from consideration the specialist unit that had traded
the listed company.\55\
---------------------------------------------------------------------------
\54\ Proposed Rule Text, NYSE Rule 103B, Section VI(D)(3).
\55\ Proposed Rule Text, NYSE Rule 103B, Section VI(D)(4).
---------------------------------------------------------------------------
L. Allocation Sunset Policy
The Exchange is proposing to extend the effectiveness of allocation
decisions with respect to any initial public offering listing company
which lists on the Exchange from three months to six months.\56\ In
situations in which the selected specialist unit merges or is involved
in a combination within the six month period, the company may choose
whether to stay with the selected specialist unit, or be referred to
allocation. If a listing company does not list within six months, the
matter shall be referred for allocation through the allocation process
pursuant to proposed NYSE Rule 103B, Section III.\57\
---------------------------------------------------------------------------
\56\ Proposed Rule Text, NYSE Rule 103B, Section VI(H).
\57\ Proposed Rule Text, NYSE Rule 103B, Section VI(H).
---------------------------------------------------------------------------
M. Provisions For Allocation Of Listing Companies Transferring From
NYSE ARCA, Inc. (``NYSE ARCA\SM\'') To The NYSE
The Exchange further proposes that if a listing company
transferring from NYSE Arca\SM\ to the NYSE was assigned a NYSE Arca
Lead Market Maker unit, the listing company can choose to follow the
regular allocation process and refer the matter for allocation through
the allocation process pursuant to NYSE Rule 103B.\58\ Since the
Exchange is proposing elimination of the Allocation Committee, the
Exchange believes that this amendment is appropriate.
---------------------------------------------------------------------------
\58\ Proposed Rule Text, NYSE Rule 103B, Section VIII.
---------------------------------------------------------------------------
[[Page 49521]]
III. Conforming Changes to NYSE Rule 476a, NYSE Rule 123e and NYSE
Listed Manual Section 106.02
A. NYSE Rule 476A
The Exchange seeks to make a conforming amendment to NYSE Rule 476A
by removing failure to complete the SPEQ from the list of minor rule
violations. NYSE Rule 476A provides for the imposition of fines for
Minor Violation(s) of NYSE Rules. The Supplementary Material of NYSE
Rule 476A enumerates the specific rules and conduct eligible for the
imposition of a fine. Included in this list is ``Participation in the
Specialist Performance Evaluation Questionnaire (SPEQ) Process (Rule
103A).'' Since the Exchange proposes the elimination of the SPEQ
process in the New Allocation Policy, the Exchange further proposes to
amend NYSE Rule 476A to reflect this rescission.
B. NYSE Rule 123E
The Exchange also seeks to make conforming amendments to NYSE Rule
123E to change specialist ``organization'' to specialist ``unit'' and
``stock'' to ``security'' throughout the proposed rule. The Exchange
further proposes to delete and replace all references to the Quality of
Markets Committee (``QoMC'') and the MPC with ``the Exchange.'' \59\
Given the proposed changes to NYSE Rule 103A that rescind MPC's
responsibility to monitor specialist performance, the Exchange seeks to
assume responsibility for conducting a review of a proposed specialist
combination. Similarly, the Exchange seeks to make a conforming
amendment to eliminate the specialist performance measures from NYSE
Rule 123E that are also proposed for deletion in connection with the
proposed amendments to NYSE Rule 103B. Finally, the Exchange seeks to
correct a typographical error from the existing rule.
---------------------------------------------------------------------------
\59\ In March 2006 after the NYSE's business combination with
Archipelago Holdings, Inc., the QoMC ceased to exist upon completion
of the revised corporate structure.
---------------------------------------------------------------------------
C. NYSE Listed Company Manual
Finally, the Exchange seeks to make conforming changes to Section
106.02 of the NYSE Listed Company Manual. Currently Section 106.02
provides in pertinent part:
As soon as the Exchange makes the allocation decision, the
company is immediately notified by telephone and in writing of the
name of the specialist unit, selected background information on the
unit and the reasons why the unit was selected.
Section 106.02 gives the reader the impression that the Exchange is
always responsible for the selection of the specialist unit to be
allocated a listing company's security. The Exchange proposes to
clarify Section 106.02 by amending it to read as follows:
In instances where a company has delegated to the Exchange the
selection of its specialist unit, the Exchange will immediately
notify the company by telephone and in writing of the name of the
specialist unit, selected background information on the unit and the
reasons why the unit was selected.
IV. Conclusion
The proposed Allocation Policy is in keeping with the Exchange's
overall objective to maintain the integrity of the market and to
further the Exchange's goal of an allocation system that is based
primarily on an objective measure of specialist unit performance. The
new objective measure is designed to promote fairness and consistency,
reward performance, provide an incentive for a specialist unit to
continually improve its performance and give the issuer more choice in
the selection of its assigned specialist unit. The Exchange believes
that the establishment of an objective minimum performance standard on
which to determine a specialist unit's eligibility to participate in
the allocation or reallocation process protects the investor and the
public interest because it creates a system that provides specialist
units with incentive for maximum performance which the Exchange
believes will result in a better quality market.
2. Statutory Basis
The Exchange believes the proposed rule change is consistent with
and furthers the objectives of Section 6(b)(5) of the Act,\60\ in that
it is designed to prevent fraudulent and manipulative acts and
practices, 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 proposed rule change is consistent with these
objectives in that it enables the Exchange to further enhance the
process by which securities are allocated. The Exchange seeks to create
an allocation policy that is rooted in an objective performance measure
that accommodates the increased electronic trading environment. The
Exchange believes that the quantifiable measure of specialist unit
performance proposed in this current rule filing provides the objective
criteria to continue an allocation process that is not designed to
permit unfair discrimination between specialist units as it relates to
a specialist unit's receipt of an allocation.
---------------------------------------------------------------------------
\60\ 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 that is not necessary or appropriate
in furtherance of the purposes of th