Self-Regulatory Organizations; International Securities Exchange, LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change, as Modified by Amendment No. 1 Thereto, To Expose All-or-None Orders on a Three-Month Pilot Basis, 36290-36292 [E9-17351]
Download as PDF
36290
Federal Register / Vol. 74, No. 139 / Wednesday, July 22, 2009 / Notices
policy sets forth certain principles that
will guide CBOE in its fulfillment of its
responsibilities as parent company of C2
with ultimate responsibility for C2’s
compliance with its statutory
responsibilities as a self-regulatory
organization should the Commission
grant C2’s application for registration.5
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with the
Securities Exchange Act of 1934 (the
‘‘Act’’) 6 and the rules and regulations
thereunder and, in particular, the
requirements of Section 6(b) of the Act.7
Specifically, the Exchange believes the
proposed rule change is consistent with
the Section 6(b)(5) 8 requirements that
the rules of an exchange be designed to
promote just and equitable principles of
trade, to prevent fraudulent and
manipulative acts, to remove
impediments to and to perfect the
mechanism for a free and open market
and a national market system, and, in
general, to protect investors and the
public interest.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
CBOE does not believe that the
proposed rule change will impose any
burden on competition not necessary or
appropriate in furtherance of the
purposes of the Act.
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 such proposed
rule change, or
(B) Institute proceedings to determine
whether the proposed rule change
should be disapproved.
The Exchange has requested
accelerated approval of this proposed
rule change prior to the 30th day after
the date of publication of notice in the
Federal Register. The Commission is
considering granting accelerated
approval of the proposed rule change at
the end of a 15-day comment period.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
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 will also be available
for inspection and copying at the
principal office of the self-regulatory
organization. All comments received
will be posted without change; the
Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–CBOE–
2009–048 and should be submitted on
or before August 6, 2009.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.9
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9–17350 Filed 7–21–09; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–60311; File No. SR–ISE–
2009–51]
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were solicited
or received with respect to the proposed
rule change.
jlentini on DSKJ8SOYB1PROD with NOTICES
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–CBOE–2009–048 on the
subject line.
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change, as Modified by Amendment
No. 1 Thereto, To Expose All-or-None
Orders on a Three-Month Pilot Basis
Paper Comments
meets its obligations as a self-regulatory
organization.
5 The Commission notes that the proposed
principles set forth in proposed Rule 2.50 are as
follows:
1. The Exchange will exercise its powers and its
managerial influence to ensure that C2 fulfills its
self-regulatory obligations by:
Directing C2 to take action necessary to effectuate
its purposes and functions as a national securities
exchange operating pursuant to the Exchange Act;
and ensuring that C2 has and appropriately
allocates such financial, technological, technical,
and personnel resources as may be necessary or
appropriate to meet its obligations under the
Exchange Act.
2. The Exchange will refrain from taking any
action with respect to C2 that, to the best of its
knowledge, would impede, delay, obstruct, or
conflict with efforts by C2 to carry out its selfregulatory obligations under the Exchange Act and
the rules and regulations thereunder.
6 15 U.S.C. 78s(b)(1).
7 15 U.S.C. 78f(b).
8 15 U.S.C. 78f(b)(5).
VerDate Nov<24>2008
16:04 Jul 21, 2009
Jkt 217001
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–CBOE–2009–048. This file
number should be included on the
subject line if e-mail is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
PO 00000
Frm 00128
Fmt 4703
Sfmt 4703
July 15, 2009.
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 9,
2009, the International Securities
Exchange, LLC (the ‘‘Exchange’’ or the
‘‘ISE’’) filed with the Securities and
Exchange Commission (the
‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which items have been prepared
by the self-regulatory organization. On
July 13, 2009, ISE filed Amendment
No. 1 3 to the proposed rule change. The
Commission is publishing this notice to
solicit comments on the proposed rule
9 17
CFR 200.30–3(a)(12).
15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 In Amendment No. 1, the Exchange made
technical, non-substantive corrections to Exhibit 1.
1
E:\FR\FM\22JYN1.SGM
22JYN1
Federal Register / Vol. 74, No. 139 / Wednesday, July 22, 2009 / Notices
change, as amended, from interested
persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is proposing to amend
its rules to implement a broadcast
message that will inform members when
a non-marketable all-or-none limit order
is placed on the limit order book. The
text of the proposed rule change is as
follows, with additions italicized:
Rule 717. Limitations on Orders
*
*
*
*
*
Supplementary Material to Rule 717
.01–.03 No Change.
.04 A non-marketable all-or-none
limit order shall be deemed ‘‘exposed’’
for the purposes of paragraphs (d) and
(e) one second following a broadcast
notifying members that such an order to
buy or sell a specified number of
contracts at a specified price has been
received in the options series. This
provision shall be in effect on a pilot
basis expiring October 9, 2009.
*
*
*
*
*
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
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of these statements may be examined at
the places specified in Item IV below.
The self-regulatory organization has
prepared summaries, set forth in
sections A, B and C below, of the most
significant aspects of such statements.
jlentini on DSKJ8SOYB1PROD with NOTICES
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
(a) Purpose—Pursuant to ISE Rule
717(d) and (e), Electronic Access
Members must expose agency orders on
the Exchange for at least one second
before entering a contra-side proprietary
order or a contra-side order that was
solicited from a broker-dealer, or utilize
one of the Exchange’s execution
mechanisms that have one second
exposure periods built into the
functionality.4
The Exchange operates an integrated
system that consolidates all market
maker quotes and orders, and
4 See ISE Rule 716(d) (Facilitation Mechanism),
Rule 716(e) (Solicited Order Mechanism) and Rule
723 (Price Improvement Mechanism for Crossing
Transactions).
VerDate Nov<24>2008
16:04 Jul 21, 2009
Jkt 217001
automatically disseminates the best bid
and offer. If a limit order is designated
as all-or-none, the contingency that the
order must be executed in full makes it
ineligible for display in the best bid or
offer. Nevertheless, such orders are
maintained in the system and remain
available for execution after all other
trading interest at the same price has
been exhausted.5 Upon the receipt of a
non-marketable all-or-none limit order,
the system automatically will send a
broadcast message to all members
notifying them that an all-or-none order
to buy or to sell a specified number of
contracts at a specified price has been
placed on the book.
The purpose of this rule change is to
specify that a non-marketable all-ornone limit order is deemed ‘‘exposed’’
for the purposes of Rule 717(d) and (e)
one second following a broadcast
notifying members that such an order to
buy or sell a specified number of
contracts at a specified price has been
received in the options series. Thus, all
of the terms of the order will be
disclosed to all members. The Exchange
proposes to adopt this rule change on a
three-month pilot basis expiring October
9, 2009.
The Exchange notes that the
Commission has previously determined
that an order can be deemed ‘‘exposed’’
even in circumstances where the actual
terms of the order are not disseminated.
Specifically, the Commission approved
the Price Improving Order type on the
Nasdaq Options Market, which is a limit
order in penny increments that is
rounded to the minimum price variation
in the security for display purposes.6
The Commission concluded that this
order could be deemed ‘‘exposed’’
under the NOM rule that is
substantively identical to the exposure
requirement contained in ISE Rule
717(d) and (e). Although the actual
terms of the order are not displayed to
market participants, the Commission
found that the ability to ‘‘fish’’ inside
the displayed quote, coupled with the
restriction on participants that initially
submitted the Price Improving Order
from trading with that order until after
the exposure period had elapsed,
provided a meaningful opportunity for
interaction prior to the time at which
the submitting participant could interact
with the order. The Commission also
noted that Price Improving Orders might
be executed against other trading
interest in the system, which will also
Material .02 to ISE Rule 713.
Securities Exchange Act Release No. 57478
(March 12, 2008), 73 FR 14521(March 18, 2008).
PO 00000
5 Supplementary
6
Frm 00129
Fmt 4703
Sfmt 4703
36291
be the case with respect to all-or-none
orders on the Exchange.
The Exchange believes its broadcast
message provides complete exposure of
all-or-none orders, which is greater
exposure than that of Price Improving
Orders at NOM, as market participants
will be explicitly informed when there
is a non-displayed order, as well as the
size and price of such order. In contrast,
the only indication that there may be a
Price Improving Order available for
execution on NOM is an increase in size
at the NOM best bid or offer (‘‘BBO’’) or
a new displayed price at the NOM BBO.
Since the displayed size and price
change constantly, NOM market
participants do not know whether there
is in fact a non-displayed order
available for execution. Therefore, the
opportunity for NOM participants to
‘‘fish’’ for such non-displayed orders is
greatly diminished. In contrast, the ISE’s
broadcast message will specify all of the
terms of an all-or-none order.
(b) Basis—The basis under the Act for
this proposed rule change is the
requirement under Section 6(b)(5) that
an exchange have rules that are
designed to promote just and equitable
principles of trade, and to remove
impediments to and perfect the
mechanism for a free and open market
and a national market system, and in
general, to protect investors and the
public interest. In particular, under the
proposed rule change all-or-none orders
will be exposed to all members on a
three-month pilot basis so that there is
a greater opportunity for market
participants to interact with such
orders.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The proposed rule change does not
impose any burden on competition that
is not necessary or appropriate in
furtherance of the purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any
unsolicited written comments from
members or other interested parties.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the proposed rule change: (i)
Does not significantly affect the
protection of investors or the public
interest; (ii) does not impose any
significant burden on competition; and
E:\FR\FM\22JYN1.SGM
22JYN1
36292
Federal Register / Vol. 74, No. 139 / Wednesday, July 22, 2009 / Notices
(iii) does not become operative for 30
days after the date of the filing, or such
shorter time as the Commission may
designate if consistent with the
protection of investors and the public
interest, the proposed rule change has
become effective pursuant to Section
19(b)(3)(A) of the Act 7 and Rule 19b–
4(f)(6) thereunder.8
A proposed rule change filed under
Rule 19b–4(f)(6) normally may not
become operative prior to 30 days after
the date of filing.9 However, Rule 19b–
4(f)(6)(iii) 10 permits the Commission to
designate a shorter time if such action
is consistent with the protection of
investors and the public interest. ISE
has requested that the Commission
waive the 30-day operative delay. ISE
states that under the proposal, all-ornone orders will be exposed to all
members so that there is a greater
opportunity for market participants to
interact with such orders. The
Commission also notes that the proposal
is on a three-month pilot basis. For
these reasons, the Commission believes
that waiving the 30-day operative delay
is consistent with the protection of
investors and the public interest, and
designates the proposed rule change to
be operative upon filing with the
Commission.11
At any time within 60 days of the
filing of the proposed rule change, the
Commission may summarily abrogate
such rule change if it appears to the
Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors,
or otherwise in furtherance of the
purposes of the Act.12
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views and
arguments concerning the foregoing,
including whether the proposed rule
7 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6).
9 17 CFR 240.19b–4(f)(6)(iii). In addition, Rule
19b–4(f)(6)(iii) requires that a self-regulatory
organization submit to the Commission written
notice of its intent to file the proposed rule change,
along with a brief description and text of the
proposed rule change, at least five business days
prior to the date of filing of the proposed rule
change, or such shorter time as designated by the
Commission. The Commission deems this
requirement to be met.
10 Id.
11 For the purposes only of waiving the 30-day
operative delay, the Commission has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
12 For purposes of calculating the 60-day period
within which the Commission may summarily
abrogate the proposed rule change under Section
19(b)(3)(C) of the Act, the Commission considers
the period to commence on July 13, 2009, the date
on which ISE submitted Amendment No. 1. See 15
U.S.C. 78s(b)(3)(C).
jlentini on DSKJ8SOYB1PROD with NOTICES
8 17
VerDate Nov<24>2008
16:04 Jul 21, 2009
Jkt 217001
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
SECURITIES AND EXCHANGE
COMMISSION
Electronic Comments
[Release No. 34–60306; File No. SR–FINRA–
2009–035]
• 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–ISE–2009–51 on the subject
line.
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Order Approving a
Proposed Rule Change To Adopt Its
Temporary and Permanent Cease and
Desist Authority on a Permanent Basis
July 14, 2009.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–ISE–2009–51. This file
number should be included on the
subject line if e-mail is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for inspection and copying in
the Commission’s Public Reference
Room, 100 F Street, NE., Washington,
DC 20549, on official business days
between the hours of 10 a.m. and 3 p.m.
Copies of such filing also will be
available for inspection and copying at
the principal office of ISE. 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–ISE–2009–51 and should be
submitted on or before August 12, 2009.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9–17351 Filed 7–21–09; 8:45 am]
BILLING CODE 8010–01–P
PO 00000
13 17
CFR 200.30–3(a)(12).
Frm 00130
Fmt 4703
Sfmt 4703
On May 18, 2009, the Financial
Industry Regulatory Authority, Inc.
(‘‘FINRA’’) (f/k/a the National
Association of Securities Dealers, Inc.
(‘‘NASD’’)) filed with the Securities and
Exchange Commission (‘‘Commission’’),
pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 thereunder,2 a
proposed rule change to adopt its rules
regarding the issuance of issue
temporary and permanent cease and
desist orders on a permanent basis. The
proposal was published for comment in
the Federal Register on June 9, 2009.3
The Commission received no comments
on the proposal. This order approves the
proposed rule change.
Since May 2003, pursuant to a pilot
program approved by the Commission 4
and subsequent extensions,5 FINRA has
had the authority to issue temporary
cease and desist orders (‘‘TCDOs’’); 6
impose permanent cease and desist
orders as a remedy in disciplinary cases;
and enforce cease and desist orders.
FINRA proposed to make the existing
pilot program permanent.7
After careful review of the proposal,
the Commission finds that the proposed
rule change is consistent with the
requirements of the Act and the rules
and regulations thereunder applicable to
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 60028
(June 2, 2009), 74 FR 27364 (June 9, 2009)
(‘‘Notice’’).
4 See Securities Exchange Act Release No. 47925
(May 23, 2003), 68 FR 33548 (June 4, 2003) (Order
Approving File No. SR–NASD–98–80).
5 The extensions were filed for immediate
effectiveness and were therefore not approved by
the Commission. See Securities Exchange Act
Release No. 51860 (June 16, 2005), 70 FR 36427
(June 23, 2005) (SR–NASD–2005–061); Securities
Exchange Act Release No. 55819 (May 25, 2007), 72
FR 30895 (June 4, 2007) (SR–NASD–2007–033); and
Securities Exchange Act Release No. 60035 (June 3,
2009), 74 FR 27360 (June 9, 2009) (SR–FINRA–
2009–034).
6 A TCDO is a preliminary order issued in
connection with an underlying disciplinary
proceeding that has been initiated or will be
initiated immediately.
7 The rule filing does not make any substantive
changes to the existing pilot program.
2 17
E:\FR\FM\22JYN1.SGM
22JYN1
Agencies
[Federal Register Volume 74, Number 139 (Wednesday, July 22, 2009)]
[Notices]
[Pages 36290-36292]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E9-17351]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-60311; File No. SR-ISE-2009-51]
Self-Regulatory Organizations; International Securities Exchange,
LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule
Change, as Modified by Amendment No. 1 Thereto, To Expose All-or-None
Orders on a Three-Month Pilot Basis
July 15, 2009.
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 9, 2009, the International Securities Exchange, LLC (the
``Exchange'' or the ``ISE'') filed with the Securities and Exchange
Commission (the ``Commission'') the proposed rule change as described
in Items I and II below, which items have been prepared by the self-
regulatory organization. On July 13, 2009, ISE filed Amendment No. 1
\3\ to the proposed rule change. The Commission is publishing this
notice to solicit comments on the proposed rule
[[Page 36291]]
change, as amended, from interested persons.
---------------------------------------------------------------------------
\1\ \\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ In Amendment No. 1, the Exchange made technical, non-
substantive corrections to Exhibit 1.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange is proposing to amend its rules to implement a
broadcast message that will inform members when a non-marketable all-
or-none limit order is placed on the limit order book. The text of the
proposed rule change is as follows, with additions italicized:
Rule 717. Limitations on Orders
* * * * *
Supplementary Material to Rule 717
.01-.03 No Change.
.04 A non-marketable all-or-none limit order shall be deemed
``exposed'' for the purposes of paragraphs (d) and (e) one second
following a broadcast notifying members that such an order to buy or
sell a specified number of contracts at a specified price has been
received in the options series. This provision shall be in effect on a
pilot basis expiring October 9, 2009.
* * * * *
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 self-regulatory organization
included statements concerning the purpose of, and basis for, the
proposed rule change and discussed any comments it received on the
proposed rule change. The text of these statements may be examined at
the places specified in Item IV below. The self-regulatory organization
has prepared summaries, set forth in sections A, B and C below, of the
most significant aspects of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
(a) Purpose--Pursuant to ISE Rule 717(d) and (e), Electronic Access
Members must expose agency orders on the Exchange for at least one
second before entering a contra-side proprietary order or a contra-side
order that was solicited from a broker-dealer, or utilize one of the
Exchange's execution mechanisms that have one second exposure periods
built into the functionality.\4\
---------------------------------------------------------------------------
\4\ See ISE Rule 716(d) (Facilitation Mechanism), Rule 716(e)
(Solicited Order Mechanism) and Rule 723 (Price Improvement
Mechanism for Crossing Transactions).
---------------------------------------------------------------------------
The Exchange operates an integrated system that consolidates all
market maker quotes and orders, and automatically disseminates the best
bid and offer. If a limit order is designated as all-or-none, the
contingency that the order must be executed in full makes it ineligible
for display in the best bid or offer. Nevertheless, such orders are
maintained in the system and remain available for execution after all
other trading interest at the same price has been exhausted.\5\ Upon
the receipt of a non-marketable all-or-none limit order, the system
automatically will send a broadcast message to all members notifying
them that an all-or-none order to buy or to sell a specified number of
contracts at a specified price has been placed on the book.
---------------------------------------------------------------------------
\5\ Supplementary Material .02 to ISE Rule 713.
---------------------------------------------------------------------------
The purpose of this rule change is to specify that a non-marketable
all-or-none limit order is deemed ``exposed'' for the purposes of Rule
717(d) and (e) one second following a broadcast notifying members that
such an order to buy or sell a specified number of contracts at a
specified price has been received in the options series. Thus, all of
the terms of the order will be disclosed to all members. The Exchange
proposes to adopt this rule change on a three-month pilot basis
expiring October 9, 2009.
The Exchange notes that the Commission has previously determined
that an order can be deemed ``exposed'' even in circumstances where the
actual terms of the order are not disseminated. Specifically, the
Commission approved the Price Improving Order type on the Nasdaq
Options Market, which is a limit order in penny increments that is
rounded to the minimum price variation in the security for display
purposes.\6\ The Commission concluded that this order could be deemed
``exposed'' under the NOM rule that is substantively identical to the
exposure requirement contained in ISE Rule 717(d) and (e). Although the
actual terms of the order are not displayed to market participants, the
Commission found that the ability to ``fish'' inside the displayed
quote, coupled with the restriction on participants that initially
submitted the Price Improving Order from trading with that order until
after the exposure period had elapsed, provided a meaningful
opportunity for interaction prior to the time at which the submitting
participant could interact with the order. The Commission also noted
that Price Improving Orders might be executed against other trading
interest in the system, which will also be the case with respect to
all-or-none orders on the Exchange.
---------------------------------------------------------------------------
\6\ \\ Securities Exchange Act Release No. 57478 (March 12,
2008), 73 FR 14521(March 18, 2008).
---------------------------------------------------------------------------
The Exchange believes its broadcast message provides complete
exposure of all-or-none orders, which is greater exposure than that of
Price Improving Orders at NOM, as market participants will be
explicitly informed when there is a non-displayed order, as well as the
size and price of such order. In contrast, the only indication that
there may be a Price Improving Order available for execution on NOM is
an increase in size at the NOM best bid or offer (``BBO'') or a new
displayed price at the NOM BBO. Since the displayed size and price
change constantly, NOM market participants do not know whether there is
in fact a non-displayed order available for execution. Therefore, the
opportunity for NOM participants to ``fish'' for such non-displayed
orders is greatly diminished. In contrast, the ISE's broadcast message
will specify all of the terms of an all-or-none order.
(b) Basis--The basis under the Act for this proposed rule change is
the requirement under Section 6(b)(5) that an exchange have rules that
are designed to promote just and equitable principles of trade, and to
remove impediments to and perfect the mechanism for a free and open
market and a national market system, and in general, to protect
investors and the public interest. In particular, under the proposed
rule change all-or-none orders will be exposed to all members on a
three-month pilot basis so that there is a greater opportunity for
market participants to interact with such orders.
B. Self-Regulatory Organization's Statement on Burden on Competition
The proposed rule change does not impose any burden on competition
that is not necessary or appropriate in furtherance of the purposes of
the Act.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
The Exchange has not solicited, and does not intend to solicit,
comments on this proposed rule change. The Exchange has not received
any unsolicited written comments from members or other interested
parties.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the proposed rule change: (i) Does not significantly affect
the protection of investors or the public interest; (ii) does not
impose any significant burden on competition; and
[[Page 36292]]
(iii) does not become operative for 30 days after the date of the
filing, or such shorter time as the Commission may designate if
consistent with the protection of investors and the public interest,
the proposed rule change has become effective pursuant to Section
19(b)(3)(A) of the Act \7\ and Rule 19b-4(f)(6) thereunder.\8\
---------------------------------------------------------------------------
\7\ 15 U.S.C. 78s(b)(3)(A).
\8\ 17 CFR 240.19b-4(f)(6).
---------------------------------------------------------------------------
A proposed rule change filed under Rule 19b-4(f)(6) normally may
not become operative prior to 30 days after the date of filing.\9\
However, Rule 19b-4(f)(6)(iii) \10\ permits the Commission to designate
a shorter time if such action is consistent with the protection of
investors and the public interest. ISE has requested that the
Commission waive the 30-day operative delay. ISE states that under the
proposal, all-or-none orders will be exposed to all members so that
there is a greater opportunity for market participants to interact with
such orders. The Commission also notes that the proposal is on a three-
month pilot basis. For these reasons, the Commission believes that
waiving the 30-day operative delay is consistent with the protection of
investors and the public interest, and designates the proposed rule
change to be operative upon filing with the Commission.\11\
---------------------------------------------------------------------------
\9\ 17 CFR 240.19b-4(f)(6)(iii). In addition, Rule 19b-
4(f)(6)(iii) requires that a self-regulatory organization submit to
the Commission written notice of its intent to file the proposed
rule change, along with a brief description and text of the proposed
rule change, at least five business days prior to the date of filing
of the proposed rule change, or such shorter time as designated by
the Commission. The Commission deems this requirement to be met.
\10\ Id.
\11\ For the purposes only of waiving the 30-day operative
delay, the Commission has considered the proposed rule's impact on
efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
---------------------------------------------------------------------------
At any time within 60 days of the filing of the proposed rule
change, the Commission may summarily abrogate such rule change if it
appears to the Commission that such action is necessary or appropriate
in the public interest, for the protection of investors, or otherwise
in furtherance of the purposes of the Act.\12\
---------------------------------------------------------------------------
\12\ For purposes of calculating the 60-day period within which
the Commission may summarily abrogate the proposed rule change under
Section 19(b)(3)(C) of the Act, the Commission considers the period
to commence on July 13, 2009, the date on which ISE submitted
Amendment No. 1. See 15 U.S.C. 78s(b)(3)(C).
---------------------------------------------------------------------------
IV. Solicitation of Comments
Interested persons are invited to submit written data, views and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an e-mail to rule-comments@sec.gov. Please include
File Number SR-ISE-2009-51 on the subject line.
Paper Comments
Send paper comments in triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange Commission, 100 F Street, NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-ISE-2009-51. This file
number should be included on the subject line if e-mail is used. To
help the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for inspection and
copying in the Commission's Public Reference Room, 100 F Street, NE.,
Washington, DC 20549, on official business days between the hours of 10
a.m. and 3 p.m. Copies of such filing also will be available for
inspection and copying at the principal office of ISE. 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-ISE-2009-51 and should be
submitted on or before August 12, 2009.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\13\
---------------------------------------------------------------------------
\13\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9-17351 Filed 7-21-09; 8:45 am]
BILLING CODE 8010-01-P