Self-Regulatory Organizations; Notice of Filing and Immediate Effectiveness of Proposed Rule Change by New York Stock Exchange LLC Amending NYSE Rule 123C(9)(a)(1) To Extend the Operation of a Pilot Operating Pursuant to the Rule Until December 1, 2010, 33872-33874 [2010-14368]
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33872
Federal Register / Vol. 75, No. 114 / Tuesday, June 15, 2010 / Notices
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 No.
SR–FICC–2010–01. 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 filings
also will be available for inspection and
copying at FICC’s principal office and
on FICC’s Web site at https://ficc.com/
gov/gov.docs.jsp?NS-query=#rf. 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
submission should refer to File No. SR–
FICC–2010–01 and should be submitted
on or before July 6, 2010.
For the Commission by the Division of
Trading and Markets pursuant to delegated
authority.8
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–14364 Filed 6–14–10; 8:45 am]
mstockstill on DSKH9S0YB1PROD with NOTICES
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–62231; File No. SR–NYSE–
2010–42]
Self-Regulatory Organizations; Notice
of Filing and Immediate Effectiveness
of Proposed Rule Change by New York
Stock Exchange LLC Amending NYSE
Rule 123C(9)(a)(1) To Extend the
Operation of a Pilot Operating
Pursuant to the Rule Until December 1,
2010
June 4, 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 May 27,
2010, New York Stock Exchange LLC
(‘‘NYSE’’ or the ‘‘Exchange’’) filed with
the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I 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.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
NYSE Rule 123C(9)(a)(1) to extend the
operation of a pilot operating pursuant
the Rule until December 1, 2010. The
text of the proposed rule change is
available at the Exchange, on the
Commission’s Web site at https://
www.sec.gov, 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.
1 15
U.S.C.78s(b)(1).
U.S.C. 78a.
3 17 CFR 240.19b–4.
2 15
8 17
CFR 200.30–3(a)(12).
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A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The New York Stock Exchange
(‘‘NYSE’’ or the ‘‘Exchange’’) proposes to
amend NYSE Rule 123C(9)(a)(1) to
extend the operation of a pilot that
allows the Exchange to temporarily
suspend certain rule requirements at the
close when extreme order imbalances
may cause significant dislocation to the
closing price (‘‘Extreme Order
Imbalances Pilot’’ or ‘‘Pilot’’) 4 until
December 1, 2010.5
Background
Pursuant to NYSE Rule 123C(9)(a)(1),
the Exchange may suspend NYSE Rule
52 (Hours of Operation) to resolve an
extreme order imbalance that may result
in a price dislocation at the close as a
result of an order entered into Exchange
systems or represented to a DMM orally
at or near the close. The provisions of
NYSE Rule 123C(9)(a)(1) operate as the
Extreme Order Imbalance Pilot.
As a condition of the approval to
operate the Pilot, the Exchange
committed to provide the Commission
with information regarding: (i) how
often a Rule 52 temporary suspension
pursuant to the Pilot was invoked
during the six months following its
approval; and (ii) the Exchange’s
determination as to how to proceed with
technical modifications to reconfigure
Exchange systems to accept orders
electronically after 4 p.m.
During the operation of the Pilot, the
Exchange believed that the systems
modifications to allow Exchange
systems to accept orders electronically
after 4 p.m. would not be as onerous as
previously believed when the Pilot was
initially commenced. The Exchange
completed the system modifications
necessary to accept orders electronically
after 4 p.m. and began the process of
testing the modifications. The Exchange
therefore filed to extend the Extreme
Order Imbalance Pilot until the earlier
of SEC approval to make such Pilot
permanent or June 1, 2010.6 At the time,
4 See Securities Exchange Act Release No. 59755
(April 13, 2009) 74 FR 18009 (April 20, 2009) (SR–
NYSE–2009–18); see also, Securities and Exchange
Act Release No. 61264 (December 31, 2009) 75 FR
1107 (January 8, 2010) (SR–NYSE–2009–131)
(extending the operation of the pilot from December
31, 2009 to March 1, 2010); Securities Exchange Act
Release No. 61612, (March 1, 2010), (SR–NYSE–
2010–11) (extending the operation of the pilot from
March 1, 2010 to June 1, 2010).
5 The Exchange notes that parallel changes are
proposed to be made to the rules of NYSE Amex
LLC. See SR–NYSEAmex–2010–50.
6 See Securities Exchange Act Release No. 61612,
(March 1, 2010), (SR–NYSE–2010–11) (extending
E:\FR\FM\15JNN1.SGM
15JNN1
Federal Register / Vol. 75, No. 114 / Tuesday, June 15, 2010 / Notices
mstockstill on DSKH9S0YB1PROD with NOTICES
the Exchange anticipated that its quality
assurance review process would be
completed by June 1, 2010 and it would
be able to operate under the new
system. The quality assurance review
determined that additional testing was
required in order to assure the optimal
functioning of the system modifications.
Given unanticipated market wide
initiatives that were [sic] (i.e., short sale
and stock-by-stock circuit breakers),
which require systemic modifications
and a significant allocation of quality
assurance resources, additional testing
is not feasible at this time.
Proposal To Extend the Operation of the
Extreme Order Imbalance Pilot
The Exchange established the Extreme
Order Imbalance Pilot to create a
mechanism for ensuring a fair and
orderly close when interest is received
at or near the close that could negatively
affect the closing transaction. The
Exchange believes that this tool has
proved very useful to resolve an extreme
order imbalance that may result in a
closing price dislocation at the close as
a result of an order entered into
Exchange systems, or represented to a
DMM orally at or near the close.
NYSE Rule 123C(9) was intended to
be and has been invoked to attract
offsetting interest in rare circumstances
where there exists an extreme imbalance
at the close such that a DMM is unable
to close the security without
significantly dislocating the price. This
is evidenced by the fact that since the
inception of the pilot in April 2009, the
Exchange has invoked the provisions of
NYSE Rule 123C(9)(a)(1) on only four
occasions.
Given the infrequency of these
situations, the Exchange proposes to
extend the operation of the Pilot for a
six-month period to allow the Exchange
to complete systemic modifications
required to implement the short sale
and stock-by-stock circuit breakers, as
well as to upgrade server capacity and
an upcoming initiative to incorporate
odd-lot orders into the round lot market
and decommission its Odd-lot System.
During the six-month period, the
Exchange will continue to monitor and
provide to the Commission information
on how often it suspends NYSE Rule 52
(Hours of Operation) to resolve an
extreme order imbalance that may result
in a price dislocation at the close as a
result of an order entered into Exchange
systems, or represented to a DMM orally
at or near the close. At the end of that
period, the Exchange will be in a better
position to determine the efficacy of
the operation of the pilot from March 1, 2010 to
June 1, 2010).
VerDate Mar<15>2010
17:15 Jun 14, 2010
Jkt 220001
providing any additional functionality
under this Pilot rule. The Exchange
therefore requests an extension from the
current expiration date of June 1, 2010,
until December 1, 2010.
2. Statutory Basis
The basis under the Act for this
proposed rule change is the requirement
under Section 6(b)(5) 7 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. Specifically an
extension will allow the Exchange to
determine the efficacy of providing any
additional functionality under this Pilot
rule. The rule operates to protect
investors and the public interest by
ensuring that the closing price at the
Exchange is not significantly dislocated
from the last sale price by virtue of an
extreme order imbalance at or near the
close.
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
Because the proposed rule change: (i)
Does not significantly affect the
protection of investors or the public
interest; (ii) does not impose any
significant burden on competition; and
(iii) does not become operative for 30
days after the date of the filing, or such
shorter time as the Commission may
designate if consistent with the
protection of investors and the public
interest, the proposed rule change has
become effective pursuant to Section
19(b)(3)(A) of the Act 8 and Rule 19b–
4(f)(6) thereunder.9
7 15
U.S.C. 78f(b)(5).
U.S.C. 78s(b)(3)(A).
9 17 CFR 240.19b–4(f)(6). Pursuant to Rule 19b–
4(f)(6)(iii) under the Act, the Exchange is required
to give the Commission written notice of its intent
to file the proposed rule change, along with a brief
8 15
PO 00000
Frm 00115
Fmt 4703
Sfmt 4703
33873
A proposed rule change filed
pursuant to Rule 19b–4(f)(6) under the
Act 10 normally does not become
operative for 30 days after the date of its
filing. However, Rule 19b–4(f)(6)(iii) 11
permits the Commission to designate a
shorter time if such action is consistent
with the protection of investors and the
public interest. The Exchange has
requested that the Commission waive
the 30-day operative delay.
The Commission believes that waiver
of the operative delay is consistent with
the protection of investors and the
public interest. The Commission notes
that because the pilot program was
scheduled to expire on June 1, 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 the extension to allow the
Exchange time to fully evaluate the
Extreme Order Imbalance Pilot.
Therefore, the Commission designates
the proposed rule change operative
upon filing.12
At any time within 60 days of the
filing of the proposed rule change, the
Commission may summarily abrogate
the 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
No. SR–NYSE–2010–42 on the subject
line.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
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.
10 17 CFR 240.19b–4(f)(6).
11 17 CFR 240.19b–4(f)(6)(iii).
12 For purposes only of waiving the 30-day
operative delay, the Commission has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. 15 U.S.C. 78c(f).
E:\FR\FM\15JNN1.SGM
15JNN1
33874
Federal Register / Vol. 75, No. 114 / Tuesday, June 15, 2010 / Notices
100 F Street, NE., Washington, DC
20549–1090.
SECURITIES AND EXCHANGE
COMMISSION
All submissions should refer to File No.
SR–NYSE–2010–42. 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,13 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.
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 No.
SR–NYSE–2010–42 and should be
submitted on or before July 6, 2010.
[Release No. 34–62229; File No. SR–ISE–
2010–53]
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–14368 Filed 6–14–10; 8:45 am]
mstockstill on DSKH9S0YB1PROD with NOTICES
BILLING CODE 8011–01–P
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change To Delete Outdated
References in the Exchange’s
Schedule of Fees
June 4, 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 May 24,
2010, International Securities Exchange,
LLC (‘‘ISE’’ or the ‘‘Exchange’’) filed with
the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III below, which Items
have been prepared by the selfregulatory organization. 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 ISE proposes to delete outdated
references in the ISE Schedule of Fees.
The text of the proposed rule change is
available on ISE’s Web site at https://
www.ise.com, on the Commission’s Web
site at https://www.sec.gov, at ISE, 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
13 The text of the proposed rule change is
available on the Commission’s Web site at https://
www.sec.gov.
14 17 CFR 200.30–3(a)(12).
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17:15 Jun 14, 2010
Jkt 220001
1. Purpose
The purpose of this filing is to
discontinue the current pilot program
1 15
2 17
PO 00000
U.S.C.78s(b)(1).
CFR 240.19b–4.
Frm 00116
Fmt 4703
Sfmt 4703
related to transaction fees for P/A
Orders and P Orders sent to the
Exchange via the Plan for the purpose
of Creating and Operating an
Intermarket Options Linkage (‘‘Old
Plan’’). The current pilot is set to expire
on July 31, 2010.3 When the Exchange
became a participant of the Options
Order Protection and Locked/Crossed
Market Plan (‘‘New Plan’’),4 it withdrew
from the Old Plan. All of the options
exchanges have also migrated from the
Old Plan to the New Plan. With the New
Plan having replaced the Old Plan, there
are no longer any participant exchanges
to the Old Plan who send P/A Orders or
P Orders. As a result, the Exchange
proposes to amend its Schedule of Fees
to delete references to fees related to the
Old Plan, namely transaction fees for P/
A Orders and P Orders.
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with Section
6(b) 5 of the Securities Exchange Act of
1934 (the ‘‘Act’’), in general, and furthers
the objectives of Section 6(b)(5) 6 in
particular in that it is designed to
promote just and equitable principles of
trade, to prevent fraudulent and
manipulative acts, to remove
impediments to and to perfect the
mechanism for a free and open market
and a national market system and, in
general, to protect investors and the
public interest. In particular, the
proposed rule change simplifies the
Exchange’s fee schedule by deleting
obsolete references to execution fees
that were applicable under the Old Plan.
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.
3 See Securities Exchange Act Release No. 60175
(June 25, 2009), 74 FR 32026 (July 6, 2009).
4 See Securities Exchange Act Release No. 60559
(August 21, 2009), 74 FR 44425 (August 28, 2009).
5 15 U.S.C. 78f(b).
6 15 U.S.C. 78f(b)(5).
E:\FR\FM\15JNN1.SGM
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Agencies
[Federal Register Volume 75, Number 114 (Tuesday, June 15, 2010)]
[Notices]
[Pages 33872-33874]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-14368]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-62231; File No. SR-NYSE-2010-42]
Self-Regulatory Organizations; Notice of Filing and Immediate
Effectiveness of Proposed Rule Change by New York Stock Exchange LLC
Amending NYSE Rule 123C(9)(a)(1) To Extend the Operation of a Pilot
Operating Pursuant to the Rule Until December 1, 2010
June 4, 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 May 27, 2010, New York Stock Exchange LLC (``NYSE'' or
the ``Exchange'') filed with the Securities and Exchange Commission
(the ``Commission'') the proposed rule change as described in Items I
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
The Exchange proposes to amend NYSE Rule 123C(9)(a)(1) to extend
the operation of a pilot operating pursuant the Rule until December 1,
2010. The text of the proposed rule change is available at the
Exchange, on the Commission's Web site at https://www.sec.gov, 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.
A. Self-Regulatory Organization's Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule Change
1. Purpose
The New York Stock Exchange (``NYSE'' or the ``Exchange'') proposes
to amend NYSE Rule 123C(9)(a)(1) to extend the operation of a pilot
that allows the Exchange to temporarily suspend certain rule
requirements at the close when extreme order imbalances may cause
significant dislocation to the closing price (``Extreme Order
Imbalances Pilot'' or ``Pilot'') \4\ until December 1, 2010.\5\
---------------------------------------------------------------------------
\4\ See Securities Exchange Act Release No. 59755 (April 13,
2009) 74 FR 18009 (April 20, 2009) (SR-NYSE-2009-18); see also,
Securities and Exchange Act Release No. 61264 (December 31, 2009) 75
FR 1107 (January 8, 2010) (SR-NYSE-2009-131) (extending the
operation of the pilot from December 31, 2009 to March 1, 2010);
Securities Exchange Act Release No. 61612, (March 1, 2010), (SR-
NYSE-2010-11) (extending the operation of the pilot from March 1,
2010 to June 1, 2010).
\5\ The Exchange notes that parallel changes are proposed to be
made to the rules of NYSE Amex LLC. See SR-NYSEAmex-2010-50.
---------------------------------------------------------------------------
Background
Pursuant to NYSE Rule 123C(9)(a)(1), the Exchange may suspend NYSE
Rule 52 (Hours of Operation) to resolve an extreme order imbalance that
may result in a price dislocation at the close as a result of an order
entered into Exchange systems or represented to a DMM orally at or near
the close. The provisions of NYSE Rule 123C(9)(a)(1) operate as the
Extreme Order Imbalance Pilot.
As a condition of the approval to operate the Pilot, the Exchange
committed to provide the Commission with information regarding: (i) how
often a Rule 52 temporary suspension pursuant to the Pilot was invoked
during the six months following its approval; and (ii) the Exchange's
determination as to how to proceed with technical modifications to
reconfigure Exchange systems to accept orders electronically after 4
p.m.
During the operation of the Pilot, the Exchange believed that the
systems modifications to allow Exchange systems to accept orders
electronically after 4 p.m. would not be as onerous as previously
believed when the Pilot was initially commenced. The Exchange completed
the system modifications necessary to accept orders electronically
after 4 p.m. and began the process of testing the modifications. The
Exchange therefore filed to extend the Extreme Order Imbalance Pilot
until the earlier of SEC approval to make such Pilot permanent or June
1, 2010.\6\ At the time,
[[Page 33873]]
the Exchange anticipated that its quality assurance review process
would be completed by June 1, 2010 and it would be able to operate
under the new system. The quality assurance review determined that
additional testing was required in order to assure the optimal
functioning of the system modifications. Given unanticipated market
wide initiatives that were [sic] (i.e., short sale and stock-by-stock
circuit breakers), which require systemic modifications and a
significant allocation of quality assurance resources, additional
testing is not feasible at this time.
---------------------------------------------------------------------------
\6\ See Securities Exchange Act Release No. 61612, (March 1,
2010), (SR-NYSE-2010-11) (extending the operation of the pilot from
March 1, 2010 to June 1, 2010).
---------------------------------------------------------------------------
Proposal To Extend the Operation of the Extreme Order Imbalance Pilot
The Exchange established the Extreme Order Imbalance Pilot to
create a mechanism for ensuring a fair and orderly close when interest
is received at or near the close that could negatively affect the
closing transaction. The Exchange believes that this tool has proved
very useful to resolve an extreme order imbalance that may result in a
closing price dislocation at the close as a result of an order entered
into Exchange systems, or represented to a DMM orally at or near the
close.
NYSE Rule 123C(9) was intended to be and has been invoked to
attract offsetting interest in rare circumstances where there exists an
extreme imbalance at the close such that a DMM is unable to close the
security without significantly dislocating the price. This is evidenced
by the fact that since the inception of the pilot in April 2009, the
Exchange has invoked the provisions of NYSE Rule 123C(9)(a)(1) on only
four occasions.
Given the infrequency of these situations, the Exchange proposes to
extend the operation of the Pilot for a six-month period to allow the
Exchange to complete systemic modifications required to implement the
short sale and stock-by-stock circuit breakers, as well as to upgrade
server capacity and an upcoming initiative to incorporate odd-lot
orders into the round lot market and decommission its Odd-lot System.
During the six-month period, the Exchange will continue to monitor and
provide to the Commission information on how often it suspends NYSE
Rule 52 (Hours of Operation) to resolve an extreme order imbalance that
may result in a price dislocation at the close as a result of an order
entered into Exchange systems, or represented to a DMM orally at or
near the close. At the end of that period, the Exchange will be in a
better position to determine the efficacy of providing any additional
functionality under this Pilot rule. The Exchange therefore requests an
extension from the current expiration date of June 1, 2010, until
December 1, 2010.
2. Statutory Basis
The basis under the Act for this proposed rule change is the
requirement under Section 6(b)(5) \7\ 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. Specifically an
extension will allow the Exchange to determine the efficacy of
providing any additional functionality under this Pilot rule. The rule
operates to protect investors and the public interest by ensuring that
the closing price at the Exchange is not significantly dislocated from
the last sale price by virtue of an extreme order imbalance at or near
the close.
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\7\ 15 U.S.C. 78f(b)(5).
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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
Because the proposed rule change: (i) Does not significantly affect
the protection of investors or the public interest; (ii) does not
impose any significant burden on competition; and (iii) does not become
operative for 30 days after the date of the filing, or such shorter
time as the Commission may designate if consistent with the protection
of investors and the public interest, the proposed rule change has
become effective pursuant to Section 19(b)(3)(A) of the Act \8\ and
Rule 19b-4(f)(6) thereunder.\9\
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\8\ 15 U.S.C. 78s(b)(3)(A).
\9\ 17 CFR 240.19b-4(f)(6). Pursuant to Rule 19b-4(f)(6)(iii)
under the Act, the Exchange is required to give 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 pursuant to Rule 19b-4(f)(6) under the
Act \10\ normally does not become operative for 30 days after the date
of its filing. However, Rule 19b-4(f)(6)(iii) \11\ permits the
Commission to designate a shorter time if such action is consistent
with the protection of investors and the public interest. The Exchange
has requested that the Commission waive the 30-day operative delay.
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\10\ 17 CFR 240.19b-4(f)(6).
\11\ 17 CFR 240.19b-4(f)(6)(iii).
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The Commission believes that waiver of the operative delay is
consistent with the protection of investors and the public interest.
The Commission notes that because the pilot program was scheduled to
expire on June 1, 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 the extension to allow
the Exchange time to fully evaluate the Extreme Order Imbalance Pilot.
Therefore, the Commission designates the proposed rule change operative
upon filing.\12\
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\12\ For purposes only of waiving the 30-day operative delay,
the Commission has considered the proposed rule's impact on
efficiency, competition, and capital formation. 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 the 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 No. SR-NYSE-2010-42 on the subject line.
Paper Comments
Send paper comments in triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange Commission,
[[Page 33874]]
100 F Street, NE., Washington, DC 20549-1090.
All submissions should refer to File No. SR-NYSE-2010-42. 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,\13\ 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.
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 No. SR-NYSE-2010-42 and
should be submitted on or before July 6, 2010.
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\13\ The text of the proposed rule change is available on the
Commission's Web site at https://www.sec.gov.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
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\14\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-14368 Filed 6-14-10; 8:45 am]
BILLING CODE 8011-01-P