Self-Regulatory Organizations; NYSE Amex LLC; Notice of Filing of a Proposed Rule Change Adding NYSE Amex Equities Rule 80C To Provide for a Trading Pause for Individual Securities When the Price Moves 10 Percent or More, 28837-28839 [2010-12419]
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Federal Register / Vol. 75, No. 99 / Monday, May 24, 2010 / Notices
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
Within 35 days of the date of
publication of this notice in the Federal
Register or within such longer period (i)
as the Commission may designate up to
90 days of such date if it finds such
longer period to be appropriate and
publishes its reasons for so finding or
(ii) as to which the self-regulatory
organization consents, the Commission
will:
(A) By order approve the proposed
rule change, or
(B) Institute proceedings to determine
whether the proposed rule change
should be disapproved.5
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 Exchange
Act. Comments may be submitted by
any of the following methods:
WReier-Aviles on DSKGBLS3C1PROD 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–ISE–2010–48 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–2010–48. This file
number should be included on the
subject line if e-mail is used. To help the
Commission process and review your
5 The Commission notes that the Exchange has
requested accelerated approval of the filing.
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14:51 May 21, 2010
Jkt 220001
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 the 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–ISE–
2010–48 and should be submitted on or
before June 3, 2010.6
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.7
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–12417 Filed 5–21–10; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–62127; File No. SR–
NYSEAmex-2010–46]
Self-Regulatory Organizations; NYSE
Amex LLC; Notice of Filing of a
Proposed Rule Change Adding NYSE
Amex Equities Rule 80C To Provide for
a Trading Pause for Individual
Securities When the Price Moves 10
Percent or More
May 19, 2010.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
notice is hereby given that on May 18,
6 The Commission believes that a 10-day
comment period is reasonable, given the urgency of
the matter. It will provide adequate time for
comment.
7 17 CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
PO 00000
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28837
2010, NYSE Amex LLC (‘‘NYSE Amex’’
or the ‘‘Exchange’’) 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 NYSE Amex. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to add NYSE
Amex Equities Rule 80C to provide for
a trading pause for individual securities
when the price moves 10 percent or
more. A copy of this filing is available
on the Exchange’s Web site at https://
www.nyse.com, at the Exchange’s
principal office, and at the
Commission’s Public Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, 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.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to add NYSE
Amex Equities Rule 80C to provide for
a trading pause for individual securities
for which the Exchange is the primary
listing market if the price of such
security moves 10% or more from a sale
in a preceding five-minute period. The
Exchange is proposing this rule addition
in consultation with other markets and
staff of the Securities and Exchange
Commission to provide for uniform
market-wide trading pause standards for
individual securities in the S&P 500®
Index that experience rapid price
movement, as set forth below.
The Exchange is proposing that this
rule be implemented on a pilot basis, set
to end on December 10, 2010. During
this pilot period, the rule would be in
effect only with respect to securities
included in the S&P 500 ® Index. During
that pilot period, the Exchange will
E:\FR\FM\24MYN1.SGM
24MYN1
WReier-Aviles on DSKGBLS3C1PROD with NOTICES
28838
Federal Register / Vol. 75, No. 99 / Monday, May 24, 2010 / Notices
continue to assess whether additional
securities need to be added and whether
the parameters of the rule would need
to be modified to accommodate trading
characteristics of different securities.
As proposed, NYSE Amex Equities
Rule 80C would enable the Exchange to
pause trading in an individual security
listed on the Exchange if the price
moves by 10% as compared to prices of
that security in the preceding fiveminute period during a trading day,
which period is defined as a ‘‘Trading
Pause.’’ To enable the market to absorb
the opening price of a security and to
participate in the close, as proposed, the
proposed rule would be in effect from
9:45 a.m. to 3:35 p.m., Eastern Time.
Proposed NYSE Amex Equities Rule
80C(b) sets forth the re-opening
procedures following a Trading Pause.
As proposed, Designated Market Makers
(‘‘DMM’’) at the Exchange would be
responsible for re-opening trading at the
end of the Trading Pause in a manner
similar to existing procedures set forth
in Rule 123D, subject to specified
revisions. First, unlike the regular
procedures for publishing indications
after a halt, an indication shall be
published as close to the beginning of
the Trading Pause as possible and such
indications shall be updated until the
security has re-opened. Note, however,
that the security may re-open even if the
DMM does not have an opportunity to
update an indication to reflect changes
to order flow before the re-opening time.
Second, any re-openings following a
Trading Pause are not subject to the
requirements that (i) a minimum of
three minutes must elapse between the
first indication and a security’s reopening, or (ii) if more than one
indication is published, a minimum of
one minute must elapse before a
security’s re-opening. Third, the
Exchange shall publish Order Imbalance
Information, as defined in Rule 15(c),
approximately every 15 seconds
following the imposition of the Trading
Pause until the security re-opens.
Unlike a re-opening following a
regulatory halt, the re-opening of a
security following a Trading Pause shall
be at the end of the Trading Pause. Such
re-opening may be either on a trade or
a quote. However, in the event of a
significant imbalance, the Exchange
may delay the re-opening of the security
past the five-minute Trading Pause
period. The Exchange will notify other
markets if it cannot reopen because of
issues unrelated to an order imbalance,
thereby enabling other markets to
resume trading even if the primary
market has not re-opened. The Exchange
notes that if it re-opens the security after
other markets have resumed trading,
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14:51 May 21, 2010
Jkt 220001
such reopening is subject to Rule
611(b)(3) of Regulation NMS as an
exception to the Order Protection Rule.
The 10% or more move in price will
be calculated every second by
comparing each last consolidated sale
price of a security (‘‘Trigger Trade’’)
during the preceding second to a
reference price (the ‘‘Calculation Time’’).
For purposes of this calculation, the
reference price shall be any transaction
in that security printed to the
Consolidated Tape during the fiveminute period before the Calculation
Time. Because the calculation period
begins at 9:45 a.m., trades occurring
after 9:45 a.m. may be a Trigger Trade;
however, the reference price(s) for such
Trigger Trades will begin at 9:45 a.m. In
such case, in the first five minutes of the
calculation period, the reference prices
for a Trigger Trade will not be based on
five minutes of trading in that security.
For example, a trade at 9:45:05 will be
compared only to trades between
9:45:00 and 9:45:05. The last potential
Trigger Trade will be at 3:35 p.m., so
that such Trading Pause will end at 3:40
p.m.
As proposed, only regular way, insequence transactions qualify as either a
Trigger Trade or a reference price. To
ensure that erroneous executions do not
trigger a Trading Pause, the Exchange
also proposes that it can exclude a
transaction price from use as a reference
price or Trigger Trade if it concludes
that the transaction price resulted from
an erroneous execution.
The proposed rule further provides
that if a Trading Pause is triggered, the
Exchange will immediately notify the
single plan processor responsible for
consolidation of information for the
security.
In addition, if the listing market for a
security that trades on the Exchange on
an unlisted trading privilege basis
pauses under its respective rules, the
Exchange will also pause trading in that
security until the listing market has
either resumed trading or the Exchange
has received notice from the primary
listing market that trading may resume.
If the primary listing market does not
reopen trading in the security within 10
minutes of notification of a trading
pause, the Exchange may resume
trading of the security.
2. Statutory Basis
The statutory basis for the proposed
rule change is Section 6(b)(5) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),3 which requires the rules of an
exchange to promote just and equitable
principles of trade, to remove
impediments to and perfect the
mechanism of a free and open market
and a national market system and, in
general, to protect investors and the
public interest. The proposed rule
change also is designed to support the
principles of Section 11A(a)(1) 4 of the
Act in that it seeks to assure fair
competition among brokers and dealers
and among exchange markets. The
Exchange believes that the proposed
rule meets these requirements in that it
promotes transparency and uniformity
across markets concerning decisions to
pause trading in a security when there
are significant price movements.
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
Within 35 days of the date of
publication of this notice in the Federal
Register or within such longer period (i)
as the Commission may designate up to
90 days of such date if it finds such
longer period to be appropriate and
publishes its reasons for so finding or
(ii) as to which the self-regulatory
organization consents, the Commission
will:
(A) By order approve the proposed
rule change, or
(B) Institute proceedings to determine
whether the proposed rule change
should be disapproved.5
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
4 15
U.S.C. 78k–1(a)(1).
Commission notes that the Exchange has
requested accelerated approval of the filing.
5 The
3 15
PO 00000
U.S.C. 78f(b)(5).
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24MYN1
28839
Federal Register / Vol. 75, No. 99 / Monday, May 24, 2010 / Notices
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–NYSEAmex–2010–46 on
the subject line.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
Station Place, 100 F Street, NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–NYSEAmex–2010–46. 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 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 NYSE
Amex. 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 publicly available. All
submissions should refer to File
Number SR–NYSEAmex–2010–46 and
should be submitted on or before June
3, 2010.6
WReier-Aviles on DSKGBLS3C1PROD with NOTICES
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.7
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–12419 Filed 5–21–10; 8:45 am]
BILLING CODE 8010–01–P
6 The Commission believes that a 10-day
comment period is reasonable, given the urgency of
the matter. It will provide adequate time for
comment.
7 17 CFR 200.30–3(a)(12).
VerDate Mar<15>2010
14:51 May 21, 2010
Jkt 220001
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–62129; File No. SR–
NASDAQ–2010–061]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing of a Proposed Rule Change To
Establish a Trading Pause for
Individual Stocks Contained in the
Standard & Poor’s 500 Index That
Experience a Price Change of 10% or
More During a Five-Minute Period
May 19, 2010.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
notice is hereby given that on May 18,
2010, The NASDAQ Stock Market LLC
(‘‘Nasdaq’’ or the ‘‘Exchange’’) 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 Nasdaq. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is filing with the
Commission a proposed rule change to
establish a trading pause for individual
stocks contained in the Standard &
Poor’s 500 Index (‘‘S&P 500’’) that
experience a price change of 10% or
more during a five-minute period.
The text of the proposed rule change
is below. Proposed new language is in
italics and proposed deletions are in
[brackets].3
*
*
*
*
*
4120. Trading Halts
(a) Authority to Initiate Trading Halts or
Pauses
In circumstances in which Nasdaq deems
it necessary to protect investors and the
public interest, Nasdaq, pursuant to the
procedures set forth in paragraph (c):
(1)–(10) No Change.
(11) shall, between 9:45 a.m. and 3:35 p.m.,
immediately pause trading for 5 minutes in
any Nasdaq-listed security when the price of
such security moves 10 percent or more
within a 5-minute period. At the end of the
trading pause, Nasdaq will re-open the
security using the Halt Cross process set forth
in Nasdaq Rule 4753. In the event of a
significant imbalance at the end of a trading
pause, Nasdaq may delay the re-opening of
a security.
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 Changes are marked to the rule text that appears
in the electronic manual of NASDAQ found at
https://nasdaqomx.cchwallstreet.com.
2 17
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Frm 00063
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Nasdaq will issue a notification if it cannot
resume trading for a reason other than a
significant imbalance.
Price moves under this paragraph will be
calculated by changes in each consolidated
last-sale price disseminated by a network
processor over a five minute rolling period
measured continuously. Only regular way insequence transactions qualify for use in
calculations of price moves. Nasdaq can
exclude a transaction price from use if it
concludes that the transaction price resulted
from an erroneous trade.
If a trading pause is triggered under this
paragraph, Nasdaq shall immediately notify
the single plan processor responsible for
consolidation of information for the security
pursuant to Rule 603 of Regulation NMS
under the Securities Exchange Act of 1934.
If a primary listing market issues an
individual stock trading pause, Nasdaq will
pause trading in that security until trading
has resumed on the primary listing market or
notice has been received from the primary
listing market that trading may resume. If the
primary listing market does not reopen
within 10 minutes of notification of a trading
pause, Nasdaq may resume trading the
security.
The provisions of this paragraph shall only
apply to securities in the Standard & Poor’s
500 Index.
The provisions of this paragraph shall be
in effect during a pilot set to end on
December 10, 2010.
(b) No Change.
(c) Procedure for Initiating a Trading Halt
(1)–(6) No Change.
(7)
(A) A trading halt or pause initiated under
Rule 4120(a)(1), (4), (5), (6), (9), [or] (10), (11)
or Rule 4120(b) shall be terminated when
Nasdaq releases the security for trading. Prior
to terminating the halt, there will be a 5minute Display Only Period during which
market participants may enter quotations and
orders in that security in Nasdaq systems. At
the conclusion of the 5-minute Display Only
Period, the security shall be released for
trading unless Nasdaq extends the Display
Only Period for an additional 1-minute
period pursuant to subparagraph (C) below.
At the conclusion of the Display Only Period,
trading shall immediately resume pursuant to
Rule 4753.
(B) No Change.
(C) If at the end of a Display Only Period,
Nasdaq detects an [liquidity] order imbalance
in the security, Nasdaq will extend the
Display Only Period as permitted under
subparagraphs (A) and (B) above. [Liquidity]
Order [I]imbalances shall be established
when (i) the Current Reference Prices, as
defined in Rule 4753(a)(2)(A), disseminated
15 seconds and immediately prior to the end
of the Display Only Period differ by more
than the greater of 5 percent or 50 cents, or
(ii) all buy or sell market orders will not be
executed in the cross.
*
*
*
*
*
4753. Nasdaq Halt and Imbalance Crosses
(a) No Change.
(b) Processing of Nasdaq Halt Cross. For
Nasdaq-listed securities that are the subject
of a trading halt or pause initiated pursuant
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Agencies
[Federal Register Volume 75, Number 99 (Monday, May 24, 2010)]
[Notices]
[Pages 28837-28839]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-12419]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-62127; File No. SR-NYSEAmex-2010-46]
Self-Regulatory Organizations; NYSE Amex LLC; Notice of Filing of
a Proposed Rule Change Adding NYSE Amex Equities Rule 80C To Provide
for a Trading Pause for Individual Securities When the Price Moves 10
Percent or More
May 19, 2010.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act'') \1\ and Rule 19b-4 thereunder,\2\ notice is hereby given that
on May 18, 2010, NYSE Amex LLC (``NYSE Amex'' or the ``Exchange'')
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 NYSE Amex. The Commission is publishing
this notice to solicit comments on the proposed rule change from
interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to add NYSE Amex Equities Rule 80C to provide
for a trading pause for individual securities when the price moves 10
percent or more. A copy of this filing is available on the Exchange's
Web site at https://www.nyse.com, at the Exchange's principal office,
and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, 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.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to add NYSE Amex Equities Rule 80C to provide
for a trading pause for individual securities for which the Exchange is
the primary listing market if the price of such security moves 10% or
more from a sale in a preceding five-minute period. The Exchange is
proposing this rule addition in consultation with other markets and
staff of the Securities and Exchange Commission to provide for uniform
market-wide trading pause standards for individual securities in the
S&P 500[supreg] Index that experience rapid price movement, as set
forth below.
The Exchange is proposing that this rule be implemented on a pilot
basis, set to end on December 10, 2010. During this pilot period, the
rule would be in effect only with respect to securities included in the
S&P 500 [supreg] Index. During that pilot period, the Exchange will
[[Page 28838]]
continue to assess whether additional securities need to be added and
whether the parameters of the rule would need to be modified to
accommodate trading characteristics of different securities.
As proposed, NYSE Amex Equities Rule 80C would enable the Exchange
to pause trading in an individual security listed on the Exchange if
the price moves by 10% as compared to prices of that security in the
preceding five-minute period during a trading day, which period is
defined as a ``Trading Pause.'' To enable the market to absorb the
opening price of a security and to participate in the close, as
proposed, the proposed rule would be in effect from 9:45 a.m. to 3:35
p.m., Eastern Time.
Proposed NYSE Amex Equities Rule 80C(b) sets forth the re-opening
procedures following a Trading Pause. As proposed, Designated Market
Makers (``DMM'') at the Exchange would be responsible for re-opening
trading at the end of the Trading Pause in a manner similar to existing
procedures set forth in Rule 123D, subject to specified revisions.
First, unlike the regular procedures for publishing indications after a
halt, an indication shall be published as close to the beginning of the
Trading Pause as possible and such indications shall be updated until
the security has re-opened. Note, however, that the security may re-
open even if the DMM does not have an opportunity to update an
indication to reflect changes to order flow before the re-opening time.
Second, any re-openings following a Trading Pause are not subject to
the requirements that (i) a minimum of three minutes must elapse
between the first indication and a security's re-opening, or (ii) if
more than one indication is published, a minimum of one minute must
elapse before a security's re-opening. Third, the Exchange shall
publish Order Imbalance Information, as defined in Rule 15(c),
approximately every 15 seconds following the imposition of the Trading
Pause until the security re-opens.
Unlike a re-opening following a regulatory halt, the re-opening of
a security following a Trading Pause shall be at the end of the Trading
Pause. Such re-opening may be either on a trade or a quote. However, in
the event of a significant imbalance, the Exchange may delay the re-
opening of the security past the five-minute Trading Pause period. The
Exchange will notify other markets if it cannot reopen because of
issues unrelated to an order imbalance, thereby enabling other markets
to resume trading even if the primary market has not re-opened. The
Exchange notes that if it re-opens the security after other markets
have resumed trading, such reopening is subject to Rule 611(b)(3) of
Regulation NMS as an exception to the Order Protection Rule.
The 10% or more move in price will be calculated every second by
comparing each last consolidated sale price of a security (``Trigger
Trade'') during the preceding second to a reference price (the
``Calculation Time''). For purposes of this calculation, the reference
price shall be any transaction in that security printed to the
Consolidated Tape during the five-minute period before the Calculation
Time. Because the calculation period begins at 9:45 a.m., trades
occurring after 9:45 a.m. may be a Trigger Trade; however, the
reference price(s) for such Trigger Trades will begin at 9:45 a.m. In
such case, in the first five minutes of the calculation period, the
reference prices for a Trigger Trade will not be based on five minutes
of trading in that security. For example, a trade at 9:45:05 will be
compared only to trades between 9:45:00 and 9:45:05. The last potential
Trigger Trade will be at 3:35 p.m., so that such Trading Pause will end
at 3:40 p.m.
As proposed, only regular way, in-sequence transactions qualify as
either a Trigger Trade or a reference price. To ensure that erroneous
executions do not trigger a Trading Pause, the Exchange also proposes
that it can exclude a transaction price from use as a reference price
or Trigger Trade if it concludes that the transaction price resulted
from an erroneous execution.
The proposed rule further provides that if a Trading Pause is
triggered, the Exchange will immediately notify the single plan
processor responsible for consolidation of information for the
security.
In addition, if the listing market for a security that trades on
the Exchange on an unlisted trading privilege basis pauses under its
respective rules, the Exchange will also pause trading in that security
until the listing market has either resumed trading or the Exchange has
received notice from the primary listing market that trading may
resume. If the primary listing market does not reopen trading in the
security within 10 minutes of notification of a trading pause, the
Exchange may resume trading of the security.
2. Statutory Basis
The statutory basis for the proposed rule change is Section 6(b)(5)
of the Securities Exchange Act of 1934 (the ``Act''),\3\ which requires
the rules of an exchange to promote just and equitable principles of
trade, to remove impediments to and perfect the mechanism of a free and
open market and a national market system and, in general, to protect
investors and the public interest. The proposed rule change also is
designed to support the principles of Section 11A(a)(1) \4\ of the Act
in that it seeks to assure fair competition among brokers and dealers
and among exchange markets. The Exchange believes that the proposed
rule meets these requirements in that it promotes transparency and
uniformity across markets concerning decisions to pause trading in a
security when there are significant price movements.
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\3\ 15 U.S.C. 78f(b)(5).
\4\ 15 U.S.C. 78k-1(a)(1).
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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
Within 35 days of the date of publication of this notice in the
Federal Register or within such longer period (i) as the Commission may
designate up to 90 days of such date if it finds such longer period to
be appropriate and publishes its reasons for so finding or (ii) as to
which the self-regulatory organization consents, the Commission will:
(A) By order approve the proposed rule change, or
(B) Institute proceedings to determine whether the proposed rule
change should be disapproved.\5\
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\5\ The Commission notes that the Exchange has requested
accelerated approval of the filing.
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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
[[Page 28839]]
Send an e-mail to rule-comments@sec.gov. Please include
File Number SR-NYSEAmex-2010-46 on the subject line.
Paper Comments
Send paper comments in triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange Commission, Station Place, 100 F
Street, NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-NYSEAmex-2010-46. 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 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 NYSE
Amex. 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
publicly available. All submissions should refer to File Number SR-
NYSEAmex-2010-46 and should be submitted on or before June 3, 2010.\6\
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\6\ The Commission believes that a 10-day comment period is
reasonable, given the urgency of the matter. It will provide
adequate time for comment.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\7\
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\7\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-12419 Filed 5-21-10; 8:45 am]
BILLING CODE 8010-01-P