Self-Regulatory Organizations; Notice of Filing and Immediate Effectiveness of Proposed Rule Change by NYSE Amex LLC Proposing To Extend the Operation of Its New Market Model Pilot Currently Scheduled To Expire on March 30, 2010, Until the Earlier of Securities and Exchange Commission Approval To Make Such Pilot Permanent or September 30, 2010, 14223-14225 [2010-6376]
Download as PDF
Federal Register / Vol. 75, No. 56 / Wednesday, March 24, 2010 / Notices
of the Act and Rule 19b–4(f)(6)(iii)
thereunder.17
A proposed rule change filed under
Rule 19b–4(f)(6) 18 normally does not
become operative prior to 30 days after
the date of the filing. However, pursuant
to Rule 19b-4(f)(6)(iii),19 the
Commission may designate a shorter
time if such action is consistent with the
protection of investors and the public
interest. The Exchange has asked the
Commission to waive the 30-day
operative delay so that the proposal may
become operative immediately upon
filing.
The Commission believes that
waiving the 30-day operative delay is
consistent with the protection of
investors and the public interest. The
Commission notes that because the pilot
program will expire on March 30, 2010,
waiver of the operative delay is
necessary so that no interruption of the
pilot program will occur. In addition,
the Commission notes that the Exchange
has requested extension of the pilot to
allow the Exchange time to formally
request permanent approval. Therefore,
the Commission designates the proposal
operative upon filing.20
At any time within 60 days of the
filing of the proposed rule change, the
Commission may summarily abrogate
such rule change if it appears to the
Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors,
or otherwise in furtherance of the
purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
srobinson on DSKHWCL6B1PROD 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
17 17 CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6)(iii) requires the self-regulatory organization
to 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
Exchange has satisfied this requirement.
18 17 CFR 240.19b–4(f)(6).
19 17 CFR 240.19b–4(f)(6)(iii).
20 For purposes only of waiving the operative
delay for this proposal, the Commission has
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
VerDate Nov<24>2008
16:24 Mar 23, 2010
Jkt 220001
Number SR–NYSE–2010–25 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.
14223
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–61725; File No. SR–
NYSEAmex–2010–28]
Self-Regulatory Organizations; Notice
of Filing and Immediate Effectiveness
of Proposed Rule Change by NYSE
Amex LLC Proposing To Extend the
Operation of Its New Market Model
All submissions should refer to File
Pilot Currently Scheduled To Expire on
Number SR–NYSE–2010–25. This file
March 30, 2010, Until the Earlier of
number should be included on the
subject line if e-mail is used. To help the Securities and Exchange Commission
Approval To Make Such Pilot
Commission process and review your
Permanent or September 30, 2010
comments more efficiently, please use
only one method. The Commission will March 17, 2010.
post all comments on the Commission’s
Pursuant to Section 19(b)(1) 1 of the
Internet Web site (https://www.sec.gov/
Securities Exchange Act of 1934 (the
rules/sro.shtml). Copies of the
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
submission, all subsequent
notice is hereby given that on March 15,
amendments, all written statements
2010, NYSE Amex LLC (the ‘‘Exchange’’
or ‘‘NYSE Amex’’) filed with the
with respect to the proposed rule
Securities and Exchange Commission
change that are filed with the
(the ‘‘Commission’’) the proposed rule
Commission, and all written
change as described in Items I and II
communications relating to the
below, which Items have been prepared
proposed rule change between the
Commission and any person, other than by the self-regulatory organization. The
Commission is publishing this notice to
those that may be withheld from the
solicit comments on the proposed rule
public in accordance with the
change from interested persons.
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
I. Self-Regulatory Organization’s
printing in the Commission’s Public
Statement of the Terms of Substance of
Reference Section on official business
the Proposed Rule Change
days between the hours of 10 a.m. and
NYSE Amex LLC (the ‘‘Exchange’’ or
3 p.m. Copies of such filing also will be
‘‘NYSE Amex’’) proposes to extend the
available for inspection and copying at
operation of its New Market Model Pilot
the principal office of the Exchange. All currently scheduled to expire on March
comments received will be posted
30, 2010, until the earlier of Securities
without change; the Commission does
and Exchange Commission approval to
not edit personal identifying
make such pilot permanent or
information from submissions. You
September 30, 2010. The text of the
should submit only information that
proposed rule change is available at the
you wish to make available publicly. All Exchange, the Commission’s Public
submissions should refer to File
Reference Room, and https://
Number SR–NYSE–2010–25 and should www.nyse.com.
be submitted on or before April 14,
II. Self-Regulatory Organization’s
2010.
Statement of the Purpose of, and
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.21
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–6377 Filed 3–23–10; 8:45 am]
BILLING CODE 8011–01–P
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 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.
1 15
U.S.C.78s(b)(1).
U.S.C. 78a.
3 17 CFR 240.19b–4.
2 15
21 17
PO 00000
CFR 200.30–3(a)(12).
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14224
Federal Register / Vol. 75, No. 56 / Wednesday, March 24, 2010 / Notices
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to extend the
operation of its New Market Model Pilot
(‘‘NMM Pilot’’) that was adopted
pursuant to its merger with the New
York Stock Exchange LLC.4 The NMM
Pilot was approved by the Securities
and Exchange Commission (‘‘SEC’’ or
‘‘Commission’’) to operate until October
1, 2009. The Exchange filed to extend
the operation of the Pilot to November
30, 2009 5 and then to March 30, 2010.6
The Exchange now seeks to extend the
operation of the NMM Pilot from March
30, 2010, until the earlier of Securities
and Exchange Commission approval to
make such pilot permanent or
September 30, 2010.
The Exchange notes that parallel
changes are proposed to be made to the
rules of New York Stock Exchange
LLC.7
srobinson on DSKHWCL6B1PROD with NOTICES
Background 8
In December 2008, NYSE Amex
implemented significant changes to its
market rules, execution technology and
the rights and obligations of its market
participants all of which were designed
to improve execution quality on the
Exchange. These changes are all
elements of the Exchange’s enhanced
market model that it implemented
through the NMM Pilot.
As part of the NMM Pilot, NYSE
Amex eliminated the function of
specialists on the Exchange creating a
4 NYSE Euronext acquired The Amex
Membership Corporation (‘‘AMC’’) pursuant to an
Agreement and Plan of Merger, dated January 17,
2008 (the ‘‘Merger’’). In connection with the Merger,
the Exchange’s predecessor, the American Stock
Exchange LLC (‘‘Amex’’), a subsidiary of AMC,
became a subsidiary of NYSE Euronext called NYSE
Alternext US LLC. Securities Exchange Act Release
No. 58673 (September 29, 2008), 73 FR 57707
(October 3, 2008) (SR–NYSE–2008–60 and SR–
Amex–2008–62) (approving the Merger).
Subsequently NYSE Alternext US LLC was renamed
NYSE Amex LLC and continues to operate as a
national securities exchange registered under
Section 6 of the Securities Exchange Act of 1934,
as amended (the ‘‘Act’’). NYSE Alternext US LLC
was subsequently renamed NYSE Amex LLC. See
Securities Exchange Act Release No. 59575 (March
13, 2009), 74 FR 11803 (March 19, 2009) (SR–
NYSEALTR–2009–24).
5 See Securities Exchange Act Release No. 60758
(October 1, 2009), 74 FR (October 7, 2009) (SR–
NYSEAmex–2009–65).
6 See Securities Exchange Act Release No. 61030
(November 19, 2009), 74 FR 62365 (November 27,
2009) (SR–NYSEAmex–2009–83).
7 See SR–NYSE–2010–25.
8 The information contained herein is a summary
of the NMM Pilot. For a fuller description of the
pilot see Securities Exchange Act Release No. 58845
(October 24, 2008), 73 FR 64379 (October 29, 2008)
(SR–NYSE–2008–46).
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16:24 Mar 23, 2010
Jkt 220001
new category of market participant, the
Designated Market Maker or DMM.9 The
DMMs, like specialists, have affirmative
obligations to make an orderly market,
including continuous quoting
requirements and obligations to re-enter
the market when reaching across to
execute against trading interest. Unlike
specialists, DMMs have a minimum
quoting requirement 10 in their assigned
securities and no longer have a negative
obligation. DMMs are also no longer
agents for public customer orders.11
In addition, the Exchange
implemented a system change that
allowed DMMs to create a schedule of
additional non-displayed liquidity at
various price points where the DMM is
willing to interact with interest and
provide price improvement to orders in
the Exchange’s system. This schedule is
known as the DMM Capital
Commitment Schedule (‘‘CCS’’).12 CCS
provides the Display Book® 13 with the
amount of shares that the DMM is
willing to trade at price points outside,
at and inside the Exchange BBO. CCS
interest is separate and distinct from
other DMM interest in that it serves as
the interest of last resort.
The NMM Pilot further modified the
logic for allocating executed shares
among market participants having
trading interest at a price point upon
execution of incoming orders. The
modified logic rewards displayed orders
that establish the Exchange’s best bid or
Exchange’s best offer. During the
operation of the NMM Pilot orders or
portions thereof that establish priority 14
retain that priority until the portion of
the order that established priority is
exhausted. Where no one order has
established priority, shares are
distributed among all market
participants on parity.
The NMM Pilot was originally
scheduled to end operation on October
1, 2009, or such earlier time as the
Commission may determine to make the
rules permanent. The Exchange filed to
extend the operation of the Pilot on two
9 See
NYSE Amex Equities Rule 103.
NYSE Amex Equities Rule, 104.
11 See NYSE Amex Equities Rule 60; See also 104
and 1000.
12 See NYSE Amex Equities Rule 1000.
13 The Display Book® system is an order
management and execution facility. The Display
Book system receives and displays orders to the
DMMs, contains the order information, and
provides a mechanism to execute and report
transactions and publish the results to the
Consolidated Tape. The Display Book system is
connected to a number of other Exchange systems
for the purposes of comparison, surveillance, and
reporting information to customers and other
market data and national market systems.
14 See NYSE Amex Equities Rule 72(a)(ii).
10 See
PO 00000
Frm 00102
Fmt 4703
Sfmt 4703
occasions 15 in order to prepare a rule
filing seeking permission to make the
above described changes permanent.
The Exchange is currently still
preparing such formal submission but
does not expect that filing to be
completed and approved by the
Commission before March 30, 2010.
Proposal To Extend the Operation of the
NMM Pilot
NYSE Amex established the NMM
Pilot to provide incentives for quoting,
to enhance competition among the
existing group of liquidity providers and
add a new competitive market
participant. The Exchange believes that
the NMM Pilot allows the Exchange to
provide its market participants with a
trading venue that utilizes an enhanced
market structure to encourage the
addition of liquidity, facilitate the
trading of larger orders more efficiently
and operates to reward aggressive
liquidity providers. As such, the
Exchange believes that rules governing
the NMM Pilot should be made
permanent. Through this filing the
Exchange seeks to extend the current
operation of the NMM Pilot until
September 30, 2010, in order to allow
the Exchange time to formally submit a
filing to the Commission to convert the
pilot rules to permanent rules.
2. Statutory Basis
The basis under the Securities
Exchange Act of 1934 (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, 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 Exchange believes
that the instant filing is consistent with
these principles because the NMM Pilot
provides its market participants with a
trading venue that utilizes an enhanced
market structure to encourage the
addition of liquidity, facilitate the
trading of larger orders more efficiently
and operates to reward aggressive
liquidity providers. Moreover, the
instant filing requesting an extension of
the NMM Pilot will permit adequate
time for: (i) The Exchange to prepare
and submit a filing to make the rules
governing the NMM Pilot permanent
rules; (ii) public notice and comment;
15 See Securities Exchange Act Release Nos.
60758 (October 1, 2009), 74 FR [sic] (October 7,
2009) (SR–NYSEAmex–2009–65) (extending Pilot to
November 30, 2009); 61030 (November 19, 2009),
74 FR 62365 (November 27, 2009) (SR–NYSEAmex–
2009–83) (extending Pilot to March 30, 2010).
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Federal Register / Vol. 75, No. 56 / Wednesday, March 24, 2010 / Notices
and (iii) completion of the 19b–4
approval process.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were solicited
or received with respect to the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The Exchange has filed the proposed
rule change pursuant to Section
19(b)(3)(A)(iii) of the Act 16 and Rule
19b–4(f)(6) thereunder.17 Because the
proposed rule change does not: (i)
Significantly affect the protection of
investors or the public interest; (ii)
impose any significant burden on
competition; or (iii) become operative
prior to 30 days from the date on which
it was filed, 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 and Rule 19b–4(f)(6)(iii)
thereunder.18
A proposed rule change filed under
Rule 19b–4(f)(6) 19 normally does not
become operative prior to 30 days after
the date of the filing. However, pursuant
to Rule 19b–4(f)(6)(iii),20 the
Commission may designate a shorter
time if such action is consistent with the
protection of investors and the public
interest. The Exchange has asked the
Commission to waive the 30-day
operative delay so that the proposal may
become operative immediately upon
filing.
The Commission believes that
waiving the 30-day operative delay is
consistent with the protection of
investors and the public interest. The
16 15
U.S.C. 78s(b)(3)(A)(iii).
CFR 240.19b–4(f)(6).
18 17 CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6)(iii) requires the self-regulatory organization
to 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
Exchange has satisfied this requirement.
19 17 CFR 240.19b–4(f)(6).
20 17 CFR 240.19b–4(f)(6)(iii).
srobinson on DSKHWCL6B1PROD with NOTICES
17 17
VerDate Nov<24>2008
16:24 Mar 23, 2010
Jkt 220001
Commission notes that because the pilot
program will expire on March 30, 2010,
waiver of the operative delay is
necessary so that no interruption of the
pilot program will occur. In addition,
the Commission notes that the Exchange
has requested extension of the pilot to
allow the Exchange time to formally
request permanent approval. Therefore,
the Commission designates the proposal
operative upon filing.21
At any time within 60 days of the
filing of the proposed rule change, the
Commission may summarily abrogate
such rule change if it appears to the
Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors,
or otherwise in furtherance of the
purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–NYSEAmex–2010–28 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–NYSEAmex–2010–28. 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
21 For purposes only of waiving the operative
delay for this proposal, the Commission has
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
PO 00000
Frm 00103
Fmt 4703
Sfmt 4703
14225
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Section on official business
days between the hours of 10 a.m. and
3 p.m. Copies of such filing also will be
available for inspection and copying at
the principal office of the Exchange. 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–NYSEAmex–2010–28 and
should be submitted on or before April
14, 2010.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.22
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–6376 Filed 3–23–10; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–61737; File No. SR–ISE–
2010–22]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change To Permit Concurrent Listing
of $3.50 and $4 Strikes for Classes in
the $0.50 Strike and $1 Strike
Programs
March 18, 2010.
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 March 10,
2010, the International Securities
Exchange, LLC (the ‘‘Exchange’’ or the
‘‘ISE’’) filed with the Securities and
Exchange Commission (‘‘Commission’’)
the proposed rule change as described
in Items I, II, and III below, which items
have been prepared by the Exchange.
The Exchange has filed the proposal as
a ‘‘non-controversial’’ proposed rule
change pursuant to Section
19(b)(3)(A)(iii) of the Act 3 and Rule
19b–4(f)(6) thereunder.4 The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
22 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A).
4 17 CFR 240.19b–4(f)(6).
1 15
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Agencies
[Federal Register Volume 75, Number 56 (Wednesday, March 24, 2010)]
[Notices]
[Pages 14223-14225]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-6376]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-61725; File No. SR-NYSEAmex-2010-28]
Self-Regulatory Organizations; Notice of Filing and Immediate
Effectiveness of Proposed Rule Change by NYSE Amex LLC Proposing To
Extend the Operation of Its New Market Model Pilot Currently Scheduled
To Expire on March 30, 2010, Until the Earlier of Securities and
Exchange Commission Approval To Make Such Pilot Permanent or September
30, 2010
March 17, 2010.
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 March 15, 2010, NYSE Amex LLC (the ``Exchange'' or ``NYSE
Amex'') 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. The Commission is publishing this notice to solicit
comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C.78s(b)(1).
\2\ 15 U.S.C. 78a.
\3\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
NYSE Amex LLC (the ``Exchange'' or ``NYSE Amex'') proposes to
extend the operation of its New Market Model Pilot currently scheduled
to expire on March 30, 2010, until the earlier of Securities and
Exchange Commission approval to make such pilot permanent or September
30, 2010. The text of the proposed rule change is available at the
Exchange, the Commission's Public Reference Room, and https://www.nyse.com.
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 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.
[[Page 14224]]
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to extend the operation of its New Market
Model Pilot (``NMM Pilot'') that was adopted pursuant to its merger
with the New York Stock Exchange LLC.\4\ The NMM Pilot was approved by
the Securities and Exchange Commission (``SEC'' or ``Commission'') to
operate until October 1, 2009. The Exchange filed to extend the
operation of the Pilot to November 30, 2009 \5\ and then to March 30,
2010.\6\ The Exchange now seeks to extend the operation of the NMM
Pilot from March 30, 2010, until the earlier of Securities and Exchange
Commission approval to make such pilot permanent or September 30, 2010.
---------------------------------------------------------------------------
\4\ NYSE Euronext acquired The Amex Membership Corporation
(``AMC'') pursuant to an Agreement and Plan of Merger, dated January
17, 2008 (the ``Merger''). In connection with the Merger, the
Exchange's predecessor, the American Stock Exchange LLC (``Amex''),
a subsidiary of AMC, became a subsidiary of NYSE Euronext called
NYSE Alternext US LLC. Securities Exchange Act Release No. 58673
(September 29, 2008), 73 FR 57707 (October 3, 2008) (SR-NYSE-2008-60
and SR-Amex-2008-62) (approving the Merger). Subsequently NYSE
Alternext US LLC was renamed NYSE Amex LLC and continues to operate
as a national securities exchange registered under Section 6 of the
Securities Exchange Act of 1934, as amended (the ``Act''). NYSE
Alternext US LLC was subsequently renamed NYSE Amex LLC. See
Securities Exchange Act Release No. 59575 (March 13, 2009), 74 FR
11803 (March 19, 2009) (SR-NYSEALTR-2009-24).
\5\ See Securities Exchange Act Release No. 60758 (October 1,
2009), 74 FR (October 7, 2009) (SR-NYSEAmex-2009-65).
\6\ See Securities Exchange Act Release No. 61030 (November 19,
2009), 74 FR 62365 (November 27, 2009) (SR-NYSEAmex-2009-83).
---------------------------------------------------------------------------
The Exchange notes that parallel changes are proposed to be made to
the rules of New York Stock Exchange LLC.\7\
---------------------------------------------------------------------------
\7\ See SR-NYSE-2010-25.
---------------------------------------------------------------------------
Background \8\
---------------------------------------------------------------------------
\8\ The information contained herein is a summary of the NMM
Pilot. For a fuller description of the pilot see Securities Exchange
Act Release No. 58845 (October 24, 2008), 73 FR 64379 (October 29,
2008) (SR-NYSE-2008-46).
---------------------------------------------------------------------------
In December 2008, NYSE Amex implemented significant changes to its
market rules, execution technology and the rights and obligations of
its market participants all of which were designed to improve execution
quality on the Exchange. These changes are all elements of the
Exchange's enhanced market model that it implemented through the NMM
Pilot.
As part of the NMM Pilot, NYSE Amex eliminated the function of
specialists on the Exchange creating a new category of market
participant, the Designated Market Maker or DMM.\9\ The DMMs, like
specialists, have affirmative obligations to make an orderly market,
including continuous quoting requirements and obligations to re-enter
the market when reaching across to execute against trading interest.
Unlike specialists, DMMs have a minimum quoting requirement \10\ in
their assigned securities and no longer have a negative obligation.
DMMs are also no longer agents for public customer orders.\11\
---------------------------------------------------------------------------
\9\ See NYSE Amex Equities Rule 103.
\10\ See NYSE Amex Equities Rule, 104.
\11\ See NYSE Amex Equities Rule 60; See also 104 and 1000.
---------------------------------------------------------------------------
In addition, the Exchange implemented a system change that allowed
DMMs to create a schedule of additional non-displayed liquidity at
various price points where the DMM is willing to interact with interest
and provide price improvement to orders in the Exchange's system. This
schedule is known as the DMM Capital Commitment Schedule (``CCS'').\12\
CCS provides the Display Book[supreg] \13\ with the amount of shares
that the DMM is willing to trade at price points outside, at and inside
the Exchange BBO. CCS interest is separate and distinct from other DMM
interest in that it serves as the interest of last resort.
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\12\ See NYSE Amex Equities Rule 1000.
\13\ The Display Book[supreg] system is an order management and
execution facility. The Display Book system receives and displays
orders to the DMMs, contains the order information, and provides a
mechanism to execute and report transactions and publish the results
to the Consolidated Tape. The Display Book system is connected to a
number of other Exchange systems for the purposes of comparison,
surveillance, and reporting information to customers and other
market data and national market systems.
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The NMM Pilot further modified the logic for allocating executed
shares among market participants having trading interest at a price
point upon execution of incoming orders. The modified logic rewards
displayed orders that establish the Exchange's best bid or Exchange's
best offer. During the operation of the NMM Pilot orders or portions
thereof that establish priority \14\ retain that priority until the
portion of the order that established priority is exhausted. Where no
one order has established priority, shares are distributed among all
market participants on parity.
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\14\ See NYSE Amex Equities Rule 72(a)(ii).
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The NMM Pilot was originally scheduled to end operation on October
1, 2009, or such earlier time as the Commission may determine to make
the rules permanent. The Exchange filed to extend the operation of the
Pilot on two occasions \15\ in order to prepare a rule filing seeking
permission to make the above described changes permanent. The Exchange
is currently still preparing such formal submission but does not expect
that filing to be completed and approved by the Commission before March
30, 2010.
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\15\ See Securities Exchange Act Release Nos. 60758 (October 1,
2009), 74 FR [sic] (October 7, 2009) (SR-NYSEAmex-2009-65)
(extending Pilot to November 30, 2009); 61030 (November 19, 2009),
74 FR 62365 (November 27, 2009) (SR-NYSEAmex-2009-83) (extending
Pilot to March 30, 2010).
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Proposal To Extend the Operation of the NMM Pilot
NYSE Amex established the NMM Pilot to provide incentives for
quoting, to enhance competition among the existing group of liquidity
providers and add a new competitive market participant. The Exchange
believes that the NMM Pilot allows the Exchange to provide its market
participants with a trading venue that utilizes an enhanced market
structure to encourage the addition of liquidity, facilitate the
trading of larger orders more efficiently and operates to reward
aggressive liquidity providers. As such, the Exchange believes that
rules governing the NMM Pilot should be made permanent. Through this
filing the Exchange seeks to extend the current operation of the NMM
Pilot until September 30, 2010, in order to allow the Exchange time to
formally submit a filing to the Commission to convert the pilot rules
to permanent rules.
2. Statutory Basis
The basis under the Securities Exchange Act of 1934 (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, 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 Exchange
believes that the instant filing is consistent with these principles
because the NMM Pilot provides its market participants with a trading
venue that utilizes an enhanced market structure to encourage the
addition of liquidity, facilitate the trading of larger orders more
efficiently and operates to reward aggressive liquidity providers.
Moreover, the instant filing requesting an extension of the NMM Pilot
will permit adequate time for: (i) The Exchange to prepare and submit a
filing to make the rules governing the NMM Pilot permanent rules; (ii)
public notice and comment;
[[Page 14225]]
and (iii) completion of the 19b-4 approval process.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition that is not necessary or appropriate
in furtherance of the purposes of the Act.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were solicited or received with respect to the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The Exchange has filed the proposed rule change pursuant to Section
19(b)(3)(A)(iii) of the Act \16\ and Rule 19b-4(f)(6) thereunder.\17\
Because the proposed rule change does not: (i) Significantly affect the
protection of investors or the public interest; (ii) impose any
significant burden on competition; or (iii) become operative prior to
30 days from the date on which it was filed, 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 and Rule 19b-
4(f)(6)(iii) thereunder.\18\
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\16\ 15 U.S.C. 78s(b)(3)(A)(iii).
\17\ 17 CFR 240.19b-4(f)(6).
\18\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)(iii)
requires the self-regulatory organization to 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 Exchange has satisfied this requirement.
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A proposed rule change filed under Rule 19b-4(f)(6) \19\ normally
does not become operative prior to 30 days after the date of the
filing. However, pursuant to Rule 19b-4(f)(6)(iii),\20\ the Commission
may designate a shorter time if such action is consistent with the
protection of investors and the public interest. The Exchange has asked
the Commission to waive the 30-day operative delay so that the proposal
may become operative immediately upon filing.
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\19\ 17 CFR 240.19b-4(f)(6).
\20\ 17 CFR 240.19b-4(f)(6)(iii).
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The Commission believes that waiving the 30-day operative delay is
consistent with the protection of investors and the public interest.
The Commission notes that because the pilot program will expire on
March 30, 2010, waiver of the operative delay is necessary so that no
interruption of the pilot program will occur. In addition, the
Commission notes that the Exchange has requested extension of the pilot
to allow the Exchange time to formally request permanent approval.
Therefore, the Commission designates the proposal operative upon
filing.\21\
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\21\ For purposes only of waiving the operative delay for this
proposal, the Commission has considered the proposed rule's impact
on efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
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At any time within 60 days of the filing of the proposed rule
change, the Commission may summarily abrogate such rule change if it
appears to the Commission that such action is necessary or appropriate
in the public interest, for the protection of investors, or otherwise
in furtherance of the purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an e-mail to rule-comments@sec.gov. Please include
File Number SR-NYSEAmex-2010-28 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-NYSEAmex-2010-28. 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 Web site
viewing and printing in the Commission's Public Reference Section on
official business days between the hours of 10 a.m. and 3 p.m. Copies
of such filing also will be available for inspection and copying at the
principal office of the Exchange. 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-NYSEAmex-2010-28 and should be submitted on or before
April 14, 2010.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\22\
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\22\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-6376 Filed 3-23-10; 8:45 am]
BILLING CODE 8011-01-P