Self-Regulatory Organizations; NYSE Arca, Inc.; Order Granting Approval of Proposed Rule Change Amending Rule 6.37A and Rule 6.64, 25889-25890 [2010-10962]
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Federal Register / Vol. 75, No. 89 / Monday, May 10, 2010 / Notices
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 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
NYSEArca. 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–
NYSEArca–2010–33 and should be
submitted on or before June 1, 2010.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–10957 Filed 5–7–10; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–62019; File No. SR–
NYSEArca–2010–16]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Order Granting Approval of
Proposed Rule Change Amending Rule
6.37A and Rule 6.64
jlentini on DSKJ8SOYB1PROD with NOTICES
April 30, 2010.
On March 11, 2010, NYSE Arca, Inc.
(‘‘NYSE Arca’’ or ‘‘Exchange’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’) a proposed
rule change pursuant to Section 19(b)(1)
of the Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 2 thereunder to
amend the bid-ask differentials for
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
market maker quotations outlined in
NYSE Arca Rule 6.37A(b)(4) and amend
NYSE Arca Rule 6.64(b) to establish bidask parameters in the OX System to be
used during the opening auction process
(‘‘Auction’’) and to implement an
associated conforming change to NYSE
Arca Rule 6.87. The proposed rule
change was published for comment in
the Federal Register on March 30,
2010.3 The Commission received no
comment letters regarding the proposal.
This order approves the proposed rule
change.
Currently, NYSE Arca Rule
6.37A(b)(4) specifies the bid-ask
differential requirements applicable to
market maker quotations when
electronically bidding and offering on
the OX System during an Auction. The
Exchange now proposes to replace the
applicable bid-ask differentials for
market maker quoting obligations
during an Auction, with the $5 quote
differential that is in place at all other
times.
NYSE Arca also proposes to establish
parameters for the opening auction as
described in Rule 6.64. Pursuant to this
proposed rule change, the OX System
will not conduct an Auction in a given
series unless the composite NYSE Arca
bid-ask is within an acceptable range.
For the purposes of the Auction, an
acceptable range will be the bid-ask
parameters pursuant to Rule
6.37(b)(1)(A)–(E). These bid-ask
differentials are identical to the existing
legal width differentials for market
maker Auction quotations which this
filing proposes to delete. The Exchange
represented that by establishing price
protection parameters within the
Auction process of the OX System,
rather than just as a requirement for
submitted quotes, customers and other
market participants will be afforded a
higher level of price protection than
they presently have on NYSE Arca.
In addition, the Exchange proposes a
minor change to Rule 6.87—Obvious
Errors and Catastrophic Errors. Rule
6.87(b)(2)(B) presently contains a
reference to bid-ask differentials
pursuant to Rule 6.37A(b)(4)–(5). Due to
the proposed changes contained in this
filing related to the bid-ask differentials
of Rule 6.37A(b)(4)–(5), the Exchange
proposes to now reference the bid-ask
differentials contained in Rule
6.37(b)(1)(A)–(E). The bid-ask
differentials of each rule are identical,
therefore the change will not alter in
any way the methods used by the
Exchange when making obvious error
determinations.
12 17
1 15
VerDate Mar<15>2010
17:18 May 07, 2010
3 See Securities Exchange Act Release No. 61759
(March 23, 2010), 75 FR 15758 (‘‘Notice’’).
Jkt 220001
PO 00000
Frm 00061
Fmt 4703
Sfmt 4703
25889
After careful consideration, the
Commission finds that the proposed
rule change is consistent with the
requirements of the Act and the rules
and regulations thereunder applicable to
a national securities exchange 4 and, in
particular, the requirements of Section 6
of the Act.5 Specifically, the
Commission finds that the proposed
rule change is consistent with Section
6(b)(5) of the Act,6 which requires,
among other things, that the rules of a
national securities exchange be
designed to prevent fraudulent and
manipulative acts and practices, to
promote just and equitable principles of
trade, to foster cooperation and
coordination with persons engaged in
facilitating transactions in securities,
and to remove impediments to and
perfect the mechanisms of a free and
open market and a national market
system, and, in general, to protect
investors and the public interest.
The Commission notes that the
requirements provided under the
Exchange’s current quote parameters
applicable during the Auction are not
being eliminated but instead are being
transferred and integrated into the
Auction process itself. Pursuant to the
proposed rule change, the OX System
will not conduct an Auction in a given
series unless the BBO is within an
acceptable range, delineated by the
parameters in NYSE Arca Rule
6.37(b)(1)(A)–(E), the identical width
differentials for market maker Auction
quotations that currently exist. The
Commission believes that establishing
parameters in the Auction process itself
instead should enhance efficiency in
pricing for customers and other market
participants. Lastly, the proposed
conforming changes to NYSE Arca Rule
6.87 are not substantive and thus do not
raise any regulatory concerns. For these
reasons, the Commission finds that the
proposed changes are consistent with
the Act.
Therefore, it is ordered, pursuant to
Section 19(b)(2) of the Act,7 that the
proposed rule change (SR–NYSEArca–
2010–16) is hereby approved.
4 In approving this proposed rule change, the
Commission has considered the proposed rule’s
impact on efficiency, competition, and capital
formation. 15 U.S.C. 78c(f).
5 15 U.S.C. 78f.
6 15 U.S.C. 78f(b)(5).
7 15 U.S.C. 78s(b)(2).
E:\FR\FM\10MYN1.SGM
10MYN1
25890
Federal Register / Vol. 75, No. 89 / Monday, May 10, 2010 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.8
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–10962 Filed 5–7–10; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–62028; File No. SR–Phlx–
2010–65]
Self-Regulatory Organizations; Notice
of Filing and Immediate Effectiveness
of Proposed Rule Change by NASDAQ
OMX PHLX, Inc. To Add Seventy-Five
Options Classes to the Penny Pilot
Program
May 4, 2010.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 2 thereunder,
notice is hereby given that on April 27,
2010, NASDAQ OMX PHLX, Inc.
(‘‘Phlx’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘SEC’’ or ‘‘Commission’’) the proposed
rule change as described in Items I, II,
and III, below, which Items have been
prepared by the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
Nat’l ranking
Security name
Health Care Select Sector SPDR Fund
Ciena Corp ............................................
Amylin Pharmaceuticals Inc ..................
Cell Therapeutics Inc ............................
Medtronic Inc .........................................
TiVo Inc .................................................
MannKind Corp .....................................
Medivation Inc .......................................
Berkshire Hathaway Inc ........................
Apollo Group Inc ...................................
Boston Scientific Corp ...........................
Consumer Discretionary Sel. Sec.
SPDR Fund.
Cliffs Natural Resources Inc .................
Zions Bancorporation ............................
InterOil Corp ..........................................
InterMune Inc ........................................
GameStop Corp ....................................
Technology Select Sector SPDR Fund
AK Steel Holding Corp ..........................
Garmin Ltd ............................................
Marvell Technology Group Ltd ..............
Consumer Staples Select Sector SPDR
Fund.
...............
...............
...............
...............
...............
...............
...............
...............
...............
...............
...............
...............
XLV .............
CIEN ............
AMLN ..........
CTIC ............
MDT ............
TIVO ............
MNKD ..........
MDVN ..........
BRKB ..........
APOL ...........
BSX .............
XLY .............
188
190
194
197
204
209
210
212
213
215
jlentini on DSKJ8SOYB1PROD with NOTICES
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 these
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 aspects of such
statements.
Symbol
153
155
157
158
159
162
163
171
176
178
181
185
...............
...............
...............
...............
...............
...............
...............
...............
...............
...............
CLF .............
ZION ............
IOC ..............
ITMN ...........
GME ............
XLK .............
AKS .............
GRMN .........
MRVL ..........
XLP .............
8 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 The Penny Pilot was established in January 2007
and in October 2009 was expanded and extended
through December 31, 2010. See Securities
Exchange Act Release Nos. 55153 (January 23,
2007), 72 FR 4553 (January 31, 2007) (SR–Phlx–
1 15
VerDate Mar<15>2010
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is filing with the
Commission a proposal to designate
seventy-five options classes to be added
to the Penny Pilot Program (‘‘Penny
Pilot’’ or ‘‘Pilot’’) on May 3, 2010.3 The
Exchange is not proposing to amend any
rule text, but simply administering or
enforcing an existing rule.4
The text of the proposed rule change
is available on the Exchange’s Web site
at https://
nasdaqomxphlx.cchwallstreet.com/
NASDAQOMXPHLX/Filings/, at the
principal office of the Exchange, and at
the Commission’s Public Reference
Room.
17:18 May 07, 2010
Jkt 220001
Nat’l ranking
Frm 00062
Fmt 4703
1. Purpose
The purpose of this filing is to
identify the next seventy-five options
classes to be added to the Penny Pilot
effective May 3, 2010.
In the Exchange’s immediately
effective filing to extend and expand the
Penny Pilot through December 31,
2010,5 the Exchange proposed
expanding the Pilot four times on a
quarterly basis. Each such quarterly
expansion would be of the next seventyfive most actively traded multiply listed
options classes based on the national
average daily volume (‘‘ADV’’) for the six
months prior to selection, closing under
$200 per share on the Expiration Friday
prior to expansion; however, the month
immediately preceding the addition of
options to the Penny Pilot will not be
used for the purpose of the six month
analysis. Index option products would
be included in the quarterly expansions
if the underlying index levels were
under 200.
The Exchange is identifying, in the
chart below, seventy-five options classes
that it will add to the Penny Pilot on
May 3, 2010, based on ADVs for the six
months ending March 31, 2010.
Symbol
Security name
247
248
249
250
251
253
255
257
258
259
260
261
..............
..............
..............
..............
..............
..............
..............
..............
..............
..............
..............
..............
JCP .............
ACL .............
STP .............
TLB .............
SYMC ..........
AMED ..........
TM ...............
HK ...............
ENER ..........
STT .............
BHP .............
NFLX ...........
JC Penney Co Inc.
Alcon Inc.
Suntech Power Holdings Co Ltd.
Talbots Inc.
Symantec Corp.
Amedisys Inc.
Toyota Motor Corp.
Petrohawk Energy Corp.
Energy Conversion Devices Inc.
State Street Corp.
BHP Billiton Ltd.
NetFlix Inc.
262
263
264
265
266
268
271
272
273
274
..............
..............
..............
..............
..............
..............
..............
..............
..............
..............
LDK .............
SPG ............
TIF ...............
BUCY ..........
WAG ...........
IP .................
XME ............
KGC ............
EP ...............
SEED ..........
LDK Solar Co Ltd.
Simon Property Group Inc.
Tiffany & Co.
Bucyrus International Inc.
Walgreen Co.
International Paper Co.
SPDR S&P Metals & Mining ETF.
Kinross Gold Corp.
El Paso Corp.
Origin Agritech Ltd.
2006–74) (notice of filing and approval order
establishing Penny Pilot); 60873 (October 23, 2009),
74 FR 56675 (November 2, 2009) (SR–Phlx–2009–
91) (notice of filing and immediate effectiveness
expanding and extending Penny Pilot); and 60966
(November 9, 2009), 74 FR 59331 (November 17,
2009) (SR–Phlx–2009–94) (notice of filing and
immediate effectiveness adding seventy-five classes
to Penny Pilot); and 61454 (February 1, 2010), 75
PO 00000
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
Sfmt 4703
FR 6233 (February 8, 2010) (SR–Phlx–2010–12)
(notice of filing and immediate effectiveness adding
seventy-five classes to Penny Pilot).
4 See Rule 1034 regarding the Penny Pilot.
5 See Securities Exchange Act Release No. 60873
(October 23, 2009), 74 FR 56675 (November 2, 2009)
(SR–Phlx–2009–91) (notice of filing and immediate
effectiveness).
E:\FR\FM\10MYN1.SGM
10MYN1
Agencies
[Federal Register Volume 75, Number 89 (Monday, May 10, 2010)]
[Notices]
[Pages 25889-25890]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-10962]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-62019; File No. SR-NYSEArca-2010-16]
Self-Regulatory Organizations; NYSE Arca, Inc.; Order Granting
Approval of Proposed Rule Change Amending Rule 6.37A and Rule 6.64
April 30, 2010.
On March 11, 2010, NYSE Arca, Inc. (``NYSE Arca'' or ``Exchange'')
filed with the Securities and Exchange Commission (``Commission'') a
proposed rule change pursuant to Section 19(b)(1) of the Securities
Exchange Act of 1934 (``Act'') \1\ and Rule 19b-4 \2\ thereunder to
amend the bid-ask differentials for market maker quotations outlined in
NYSE Arca Rule 6.37A(b)(4) and amend NYSE Arca Rule 6.64(b) to
establish bid-ask parameters in the OX System to be used during the
opening auction process (``Auction'') and to implement an associated
conforming change to NYSE Arca Rule 6.87. The proposed rule change was
published for comment in the Federal Register on March 30, 2010.\3\ The
Commission received no comment letters regarding the proposal. This
order approves the proposed rule change.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ See Securities Exchange Act Release No. 61759 (March 23,
2010), 75 FR 15758 (``Notice'').
---------------------------------------------------------------------------
Currently, NYSE Arca Rule 6.37A(b)(4) specifies the bid-ask
differential requirements applicable to market maker quotations when
electronically bidding and offering on the OX System during an Auction.
The Exchange now proposes to replace the applicable bid-ask
differentials for market maker quoting obligations during an Auction,
with the $5 quote differential that is in place at all other times.
NYSE Arca also proposes to establish parameters for the opening
auction as described in Rule 6.64. Pursuant to this proposed rule
change, the OX System will not conduct an Auction in a given series
unless the composite NYSE Arca bid-ask is within an acceptable range.
For the purposes of the Auction, an acceptable range will be the bid-
ask parameters pursuant to Rule 6.37(b)(1)(A)-(E). These bid-ask
differentials are identical to the existing legal width differentials
for market maker Auction quotations which this filing proposes to
delete. The Exchange represented that by establishing price protection
parameters within the Auction process of the OX System, rather than
just as a requirement for submitted quotes, customers and other market
participants will be afforded a higher level of price protection than
they presently have on NYSE Arca.
In addition, the Exchange proposes a minor change to Rule 6.87--
Obvious Errors and Catastrophic Errors. Rule 6.87(b)(2)(B) presently
contains a reference to bid-ask differentials pursuant to Rule
6.37A(b)(4)-(5). Due to the proposed changes contained in this filing
related to the bid-ask differentials of Rule 6.37A(b)(4)-(5), the
Exchange proposes to now reference the bid-ask differentials contained
in Rule 6.37(b)(1)(A)-(E). The bid-ask differentials of each rule are
identical, therefore the change will not alter in any way the methods
used by the Exchange when making obvious error determinations.
After careful consideration, the Commission finds that the proposed
rule change is consistent with the requirements of the Act and the
rules and regulations thereunder applicable to a national securities
exchange \4\ and, in particular, the requirements of Section 6 of the
Act.\5\ Specifically, the Commission finds that the proposed rule
change is consistent with Section 6(b)(5) of the Act,\6\ which
requires, among other things, that the rules of a national securities
exchange be designed to prevent fraudulent and manipulative acts and
practices, to promote just and equitable principles of trade, to foster
cooperation and coordination with persons engaged in facilitating
transactions in securities, and to remove impediments to and perfect
the mechanisms of a free and open market and a national market system,
and, in general, to protect investors and the public interest.
---------------------------------------------------------------------------
\4\ In approving this proposed rule change, the Commission has
considered the proposed rule's impact on efficiency, competition,
and capital formation. 15 U.S.C. 78c(f).
\5\ 15 U.S.C. 78f.
\6\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
The Commission notes that the requirements provided under the
Exchange's current quote parameters applicable during the Auction are
not being eliminated but instead are being transferred and integrated
into the Auction process itself. Pursuant to the proposed rule change,
the OX System will not conduct an Auction in a given series unless the
BBO is within an acceptable range, delineated by the parameters in NYSE
Arca Rule 6.37(b)(1)(A)-(E), the identical width differentials for
market maker Auction quotations that currently exist. The Commission
believes that establishing parameters in the Auction process itself
instead should enhance efficiency in pricing for customers and other
market participants. Lastly, the proposed conforming changes to NYSE
Arca Rule 6.87 are not substantive and thus do not raise any regulatory
concerns. For these reasons, the Commission finds that the proposed
changes are consistent with the Act.
Therefore, it is ordered, pursuant to Section 19(b)(2) of the
Act,\7\ that the proposed rule change (SR-NYSEArca-2010-16) is hereby
approved.
---------------------------------------------------------------------------
\7\ 15 U.S.C. 78s(b)(2).
[[Page 25890]]
---------------------------------------------------------------------------
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\8\
---------------------------------------------------------------------------
\8\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-10962 Filed 5-7-10; 8:45 am]
BILLING CODE 8011-01-P