Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing of a Proposed Rule Change Amending NYSE Arca Equities Rule 7.23 To Adopt Pricing Obligations for ETP Holders Who Are Registered as Market Makers, 58462-58464 [2010-23969]
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58462
Federal Register / Vol. 75, No. 185 / Friday, September 24, 2010 / Notices
and that the elimination of ‘‘stub quotes’’
is important for the protection of
investors and the public interest.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change imposes any
burden on competition.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
The Exchange has neither solicited
nor received written comments on the
proposed rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for inspection and copying in
the Commission’s Public Reference
Room, 100 F Street, NE., Washington,
DC 20549, on official business days
between the hours of 10 a.m. and 3 p.m.
Copies of such filing also will be
available for inspection and copying at
the principal office of 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 publicly available. All
submissions should refer to File
Number SR–BATS–2010–025 and
should be submitted on or before
October 15, 2010.
Within 45 days of the date of
publication of this notice in the Federal
Register or within such longer period
up to 90 days (i) as the Commission may
designate 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 or disapprove
the proposed rule change, or
(B) Institute proceedings to determine
whether the proposed rule change
should be disapproved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.11
Florence E. Harmon,
Deputy Secretary.
IV. Solicitation of Comments
[FR Doc. 2010–23955 Filed 9–23–10; 8:45 am]
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:
BILLING CODE 8010–01–P
Electronic Comments
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing of a
Proposed Rule Change Amending
NYSE Arca Equities Rule 7.23 To
Adopt Pricing Obligations for ETP
Holders Who Are Registered as Market
Makers
• 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–BATS–2010–025 on the
subject line.
srobinson on DSKHWCL6B1PROD with 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
Number SR–BATS–2010–025. 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 website (https://www.sec.gov/
VerDate Mar<15>2010
16:12 Sep 23, 2010
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SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–62946; File No. SR–
NYSEArca–2010–83]
September 20, 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
September 17, 2010, NYSE Arca, Inc.
(‘‘NYSE Arca’’ or the ‘‘Exchange’’) filed
with the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I and II below, which Items have
been prepared by the Exchange. The
Commission is publishing this notice to
11 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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Sfmt 4703
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 Arca Equities Rule 7.23 to adopt
pricing obligations for ETP Holders who
are registered as Market Makers. 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.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend
NYSE Arca Equities Rule 7.23 to adopt
pricing obligations for Market Makers.
Under the proposal, the Exchange will
require Market Makers to continuously
maintain two-sided Q Order trading
interest within a Designated
Percentage 3 from the National Best Bid
and National Best Offer (‘‘NBBO’’) for
each security in which they are
registered. These pricing obligations are
intended to eliminate trade executions
against Market Maker placeholder Q
Orders traditionally priced far away
from the inside market, commonly
known as ‘‘stub quotes.’’ They are also
intended to augment and work in
conjunction with Trading Pauses in
individual securities due to
extraordinary market volatility, which
are already in place on a pilot basis for
stocks in the S&P 500® Index and the
Russell 1000® Index, under Exchange
Rule 7.11.4
3 The term Designated Percentage is defined in
proposed Rule 7.23(a)(1)(B)(iii).
4 See Securities Exchange Act Release No. 62252
(June 10, 2010), 75 FR 34186 (June 16, 2010) (SR–
NYSEArca–2010–41). See also Securities Exchange
Act Release No. 62884 (September 10, 2010), 75 FR
56618 (September 16, 2010) (SR–NYSEArca–2010–
61). See also Rule 7.11.
E:\FR\FM\24SEN1.SGM
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srobinson on DSKHWCL6B1PROD with NOTICES
Federal Register / Vol. 75, No. 185 / Friday, September 24, 2010 / Notices
Under the proposal, the Exchange will
require Market Makers to enter and
maintain Q Orders priced no more than
the Designated Percentage away from
the NBBO. Permissible Q Orders are
determined by the individual character
of the security, the time of day in which
the Q Order is entered, and other factors
which are summarized below.
For purposes of the proposed rule,
Designated Percentage shall mean the
Threshold Move as defined under Rule
7.11 less two (2) percentage points.
Because the Threshold Move across all
exchanges is currently 10%, a Market
Maker’s Q Order in a security may not
be more than 8% away from NBBO.
Once a permissible Q Order is entered,
it may rest without adjustment until
such time as it is more than the Defined
Limit away from the NBBO. For
purposes of the proposed rule, the
Designated Limit shall mean the
Threshold Move as defined under Rule
7.11 less one-half percentage point (i.e.,
9.5%). If the Market Maker’s resting
interest exceeds the Defined Limit, the
Market Maker must enter new interest at
a price not more than the Designated
Percentage of 8% away from the NBBO
(or identify to the Corporation current
resting interest that satisfies the Market
Maker’s obligation). For times during
the trading day when a Trading Pause
is not in effect under Rule 7.11 (e.g.,
before 6:45 a.m. and after 12:35 p.m.
Pacific Time), the Designated Percentage
calculation will assume a trigger
percentage of 22%. Therefore, a Market
Maker must maintain a Q Order no
further than 20% away from the NBBO
and the Q Order may rest without
adjustment until it is more than 21.5%
from the NBBO. In the absence of an
NBBO, the above calculations will
remain the same, but will use the last
reported sale from the single plan
processor responsible for consolidation
of information for the security pursuant
to Rule 603 of Regulation NMS.5
For securities that are not subject to
Trading Pauses, the Designated
Percentage will assume a trigger
percentage of 32% and apply the same
2% reduction. Thus, Market Makers
registered in those securities shall be
required to maintain Q Order interest no
more than 30% away from NBBO. As
with securities subject to Trading
Pauses, once a permissible Q Order is
entered it may rest without adjustment
until such time as it becomes more than
the Defined Limit away from the NBBO
(31.5%), whereupon the Market Maker
must enter new interest at a price not
more than the Designated Percentage of
30% away from the NBBO (or identify
5 17
CFR 240.603.
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16:12 Sep 23, 2010
Jkt 220001
to the Corporation current resting
interest that satisfies the Market Maker’s
obligation). The Exchange proposes that
these requirements shall apply to NMS
stocks (as defined in Rule 600 under
Regulation NMS) 6 during the trading
day.
Nothing in the proposal shall
preclude a Market Maker from entering
Q Order interest at price levels that are
closer to the NBBO than the levels
required under the proposal.
The Exchange also proposes to amend
Rule 7.31 (Orders and Modifiers) with
regards to Q Orders. A Q Order is a limit
order submitted to the NYSE Arca
Marketplace by a Market Maker, and
designated by a Market Maker as a ‘‘Q
Order’’ through such means as the
Corporation shall specify.7 Market
Makers utilize Q Orders to satisfy their
obligation to maintain continuous, twosided interest in securities in which
they are registered to trade. The
proposed amendment to Rule 7.23
requires that the ‘‘standard Q,’’ which is
currently defined as having a price of
$0.01 bid and 2 times the previous day’s
close for the offer, be eliminated as an
available order type.8 The Exchange
proposes to reserve this subsection for
possible future use.9
The Exchange also proposes to
include language at the end of Rule
7.31(k) stating that ‘‘nothing in [the]
Rule shall be construed to relieve a
Market Maker of any of its obligations
pursuant to Rule 7.23.’’ The Exchange
believes that the addition of this rule
text will make clear that, while certain
Q Orders may be submitted and/or
repost with prices that are beyond the
Designated Percentages and Defined
Limits, respectively, proposed in Rule
7.23, Market Makers shall remain
obligated to satisfy their Two-Sided
Obligation, as proposed in Rule
7.23(a)(1).
The Exchange also proposes to make
certain non-substantive stylistic changes
to Rule 7.23(a)(2)–(a)(5). These proposed
changes do not alter the substance or
form of the existing rule text.
6 17
CFR 240.600.
Rule 7.31(k)(1).
8 See Rule 7.31(k)(1)(A)(3).
9 The Exchange represents that within 90 days
from the date of this filing it will submit a proposed
rule change with the Commission to either remove
the text of Rule 7.31(k)(1)(A)(4), which states that
a ‘‘Q Order entered with reserve size * * * will
automatically repost with the original display size
and $10 below the original bid or $10 above the
original offer, but never below $0.01,’’ or amend
such text so that a Q Order entered with reserve size
will repost with a price consistent with the
Designated Percentage proposed herein.
7 See
PO 00000
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58463
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Securities Exchange Act of 1934
(the ‘‘Act’’),10 in general, and furthers the
objectives of Section 6(b)(5) of the Act,11
in particular, in that it is designed to
prevent fraudulent and manipulative
acts and practices, 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 proposed rule change also is
consistent with the principles of Section
11A(a)(1) 12 of the Act in that it seeks to
assure fair competition among brokers
and dealers and among exchange
markets. The Exchange believes the
proposed rule change meets these
requirements in that it promotes
transparency and uniformity concerning
pricing obligations across markets for
certain market participants.
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 45 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 or disapprove
such proposed rule change, or
(B) Institute proceedings to determine
whether the proposed rule change
should be disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
10 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
12 15 U.S.C. 78k–1(a)(1).
11 15
E:\FR\FM\24SEN1.SGM
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58464
Federal Register / Vol. 75, No. 185 / Friday, September 24, 2010 / Notices
Electronic Comments
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
BILLING CODE 8010–01–P
• 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–NYSEArca–2010–83 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.
srobinson on DSKHWCL6B1PROD with NOTICES
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–23969 Filed 9–23–10; 8:45 am]
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:
All submissions should refer to File
Number SR–NYSEArca–2010–83. This
file number should be included on the
subject line if e-mail is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for inspection and copying in
the Commission’s Public Reference
Room, 100 F Street, NE., Washington,
DC 20549, on official business days
between the hours of 10 a.m. and 3 p.m.
Copies of such filing also will be
available for inspection and copying at
the principal office of 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 publicly available. All
submissions should refer to File
Number SR–NYSEArca–2010–83 and
should be submitted on or before
October 15, 2010.
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–62941; File No. SR–
NYSEAmex–2010–94]
Self-Regulatory Organizations; NYSE
Amex LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change to Add Certain Rules to
the List of Exchange Rule Violations
and Fines Applicable Thereto
September 20, 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
September 9, 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 Exchange. 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 Amex Disciplinary Rule 476A to
add certain rules to Part 1A: List of
Exchange Rule Violations and Fines
Applicable Thereto (‘‘Minor Rule
Violation Plan’’). The text of the
proposed rule change is available on the
Exchange’s Web site at https://
www.nyse.com, at the Exchange’s
principal office, at the Commission’s
Public Reference Room, and on the
Commission’s Web site at https://
www.sec.gov.
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
13 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
VerDate Mar<15>2010
16:12 Sep 23, 2010
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Fmt 4703
Sfmt 4703
1. Purpose
The Exchange proposes to amend
NYSE Amex Disciplinary Rule 476A to
add certain rules to Part 1A of its Minor
Rule Violation Plan to reflect approved
changes to Exchange rules.3
Specifically, in connection with the
Exchange’s process to harmonize certain
Exchange rules with rules of the
Financial Industry Regulatory
Authority, Inc. (‘‘FINRA’’), the Exchange
has deleted certain Exchange rules and
replaced them with new rules that have
different rule numbers. The Exchange
proposes this rule filing to add the new
rule references to the Minor Rule
Violation Plan for those rules that have
been added as part of the FINRA
harmonization process. The Exchange
will not delete the old rule references in
the Minor Rule Violation Plan so that
violations of prior Exchange rules that
occurred before the amendments
described below took effect still fall
under the jurisdiction of the Minor Rule
Violation Plan.
In connection with the harmonization
process, the Exchange adopted the
following new NYSE Amex Equities
Rules, which correspond with the samenumbered consolidated FINRA Rules,
and which replaced prior Exchange
rules:
• Rule 2150—NYSE Amex Equities
(Improper Use of Customers’ Securities
or Funds; Prohibition Against
Guarantees and Sharing in Accounts)
replaced old Rules 352(a)–(d)—NYSE
Amex Equities;
• Rule 3130—NYSE Amex Equities
(Annual Certification of Compliance
and Supervisory Processes) replaced, in
relevant part, old Rules 342.30(d)– and
(e)-NYSE Amex Equities and Rule
Interpretation 311(b)(5)—NYSE Amex
Equities;
• Rule 3310—NYSE Amex Equities
(Anti-Money Laundering Compliance
Program) replaced old Rule 445—NYSE
Amex Equities;
• Rule 4110—NYSE Amex Equities
(Capital Compliance) replaced, in
3 The Exchange’s corporate affiliate, New York
Stock Exchange LLC (‘‘NYSE’’), submitted a
companion rule filing proposing corresponding
amendments to NYSE Rule 476A. See SR–NYSE–
2010–66.
E:\FR\FM\24SEN1.SGM
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Agencies
[Federal Register Volume 75, Number 185 (Friday, September 24, 2010)]
[Notices]
[Pages 58462-58464]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-23969]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-62946; File No. SR-NYSEArca-2010-83]
Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing
of a Proposed Rule Change Amending NYSE Arca Equities Rule 7.23 To
Adopt Pricing Obligations for ETP Holders Who Are Registered as Market
Makers
September 20, 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 September 17, 2010, NYSE Arca, Inc. (``NYSE Arca'' or the
``Exchange'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I and
II 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.
---------------------------------------------------------------------------
\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 amend NYSE Arca Equities Rule 7.23 to
adopt pricing obligations for ETP Holders who are registered as Market
Makers. 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.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend NYSE Arca Equities Rule 7.23 to
adopt pricing obligations for Market Makers. Under the proposal, the
Exchange will require Market Makers to continuously maintain two-sided
Q Order trading interest within a Designated Percentage \3\ from the
National Best Bid and National Best Offer (``NBBO'') for each security
in which they are registered. These pricing obligations are intended to
eliminate trade executions against Market Maker placeholder Q Orders
traditionally priced far away from the inside market, commonly known as
``stub quotes.'' They are also intended to augment and work in
conjunction with Trading Pauses in individual securities due to
extraordinary market volatility, which are already in place on a pilot
basis for stocks in the S&P 500[reg] Index and the Russell 1000[reg]
Index, under Exchange Rule 7.11.\4\
---------------------------------------------------------------------------
\3\ The term Designated Percentage is defined in proposed Rule
7.23(a)(1)(B)(iii).
\4\ See Securities Exchange Act Release No. 62252 (June 10,
2010), 75 FR 34186 (June 16, 2010) (SR-NYSEArca-2010-41). See also
Securities Exchange Act Release No. 62884 (September 10, 2010), 75
FR 56618 (September 16, 2010) (SR-NYSEArca-2010-61). See also Rule
7.11.
---------------------------------------------------------------------------
[[Page 58463]]
Under the proposal, the Exchange will require Market Makers to
enter and maintain Q Orders priced no more than the Designated
Percentage away from the NBBO. Permissible Q Orders are determined by
the individual character of the security, the time of day in which the
Q Order is entered, and other factors which are summarized below.
For purposes of the proposed rule, Designated Percentage shall mean
the Threshold Move as defined under Rule 7.11 less two (2) percentage
points. Because the Threshold Move across all exchanges is currently
10%, a Market Maker's Q Order in a security may not be more than 8%
away from NBBO. Once a permissible Q Order is entered, it may rest
without adjustment until such time as it is more than the Defined Limit
away from the NBBO. For purposes of the proposed rule, the Designated
Limit shall mean the Threshold Move as defined under Rule 7.11 less
one-half percentage point (i.e., 9.5%). If the Market Maker's resting
interest exceeds the Defined Limit, the Market Maker must enter new
interest at a price not more than the Designated Percentage of 8% away
from the NBBO (or identify to the Corporation current resting interest
that satisfies the Market Maker's obligation). For times during the
trading day when a Trading Pause is not in effect under Rule 7.11
(e.g., before 6:45 a.m. and after 12:35 p.m. Pacific Time), the
Designated Percentage calculation will assume a trigger percentage of
22%. Therefore, a Market Maker must maintain a Q Order no further than
20% away from the NBBO and the Q Order may rest without adjustment
until it is more than 21.5% from the NBBO. In the absence of an NBBO,
the above calculations will remain the same, but will use the last
reported sale from the single plan processor responsible for
consolidation of information for the security pursuant to Rule 603 of
Regulation NMS.\5\
---------------------------------------------------------------------------
\5\ 17 CFR 240.603.
---------------------------------------------------------------------------
For securities that are not subject to Trading Pauses, the
Designated Percentage will assume a trigger percentage of 32% and apply
the same 2% reduction. Thus, Market Makers registered in those
securities shall be required to maintain Q Order interest no more than
30% away from NBBO. As with securities subject to Trading Pauses, once
a permissible Q Order is entered it may rest without adjustment until
such time as it becomes more than the Defined Limit away from the NBBO
(31.5%), whereupon the Market Maker must enter new interest at a price
not more than the Designated Percentage of 30% away from the NBBO (or
identify to the Corporation current resting interest that satisfies the
Market Maker's obligation). The Exchange proposes that these
requirements shall apply to NMS stocks (as defined in Rule 600 under
Regulation NMS) \6\ during the trading day.
---------------------------------------------------------------------------
\6\ 17 CFR 240.600.
---------------------------------------------------------------------------
Nothing in the proposal shall preclude a Market Maker from entering
Q Order interest at price levels that are closer to the NBBO than the
levels required under the proposal.
The Exchange also proposes to amend Rule 7.31 (Orders and
Modifiers) with regards to Q Orders. A Q Order is a limit order
submitted to the NYSE Arca Marketplace by a Market Maker, and
designated by a Market Maker as a ``Q Order'' through such means as the
Corporation shall specify.\7\ Market Makers utilize Q Orders to satisfy
their obligation to maintain continuous, two-sided interest in
securities in which they are registered to trade. The proposed
amendment to Rule 7.23 requires that the ``standard Q,'' which is
currently defined as having a price of $0.01 bid and 2 times the
previous day's close for the offer, be eliminated as an available order
type.\8\ The Exchange proposes to reserve this subsection for possible
future use.\9\
---------------------------------------------------------------------------
\7\ See Rule 7.31(k)(1).
\8\ See Rule 7.31(k)(1)(A)(3).
\9\ The Exchange represents that within 90 days from the date of
this filing it will submit a proposed rule change with the
Commission to either remove the text of Rule 7.31(k)(1)(A)(4), which
states that a ``Q Order entered with reserve size * * * will
automatically repost with the original display size and $10 below
the original bid or $10 above the original offer, but never below
$0.01,'' or amend such text so that a Q Order entered with reserve
size will repost with a price consistent with the Designated
Percentage proposed herein.
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The Exchange also proposes to include language at the end of Rule
7.31(k) stating that ``nothing in [the] Rule shall be construed to
relieve a Market Maker of any of its obligations pursuant to Rule
7.23.'' The Exchange believes that the addition of this rule text will
make clear that, while certain Q Orders may be submitted and/or repost
with prices that are beyond the Designated Percentages and Defined
Limits, respectively, proposed in Rule 7.23, Market Makers shall remain
obligated to satisfy their Two-Sided Obligation, as proposed in Rule
7.23(a)(1).
The Exchange also proposes to make certain non-substantive
stylistic changes to Rule 7.23(a)(2)-(a)(5). These proposed changes do
not alter the substance or form of the existing rule text.
2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Securities Exchange Act of 1934 (the ``Act''),\10\ in
general, and furthers the objectives of Section 6(b)(5) of the Act,\11\
in particular, in that it is designed to prevent fraudulent and
manipulative acts and practices, 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 proposed rule change also is consistent with the
principles of Section 11A(a)(1) \12\ of the Act in that it seeks to
assure fair competition among brokers and dealers and among exchange
markets. The Exchange believes the proposed rule change meets these
requirements in that it promotes transparency and uniformity concerning
pricing obligations across markets for certain market participants.
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\10\ 15 U.S.C. 78f(b).
\11\ 15 U.S.C. 78f(b)(5).
\12\ 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 45 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 or disapprove such proposed rule change, or
(B) Institute proceedings to determine whether the proposed rule
change should be disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
[[Page 58464]]
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-NYSEArca-2010-83 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-NYSEArca-2010-83. This
file number should be included on the subject line if e-mail is used.
To help the Commission process and review your comments more
efficiently, please use only one method. The Commission will post all
comments on the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments,
all written statements with respect to the proposed rule change that
are filed with the Commission, and all written communications relating
to the proposed rule change between the Commission and any person,
other than those that may be withheld from the public in accordance
with the provisions of 5 U.S.C. 552, will be available for inspection
and copying in the Commission's Public Reference Room, 100 F Street,
NE., Washington, DC 20549, on official business days between the hours
of 10 a.m. and 3 p.m. Copies of such filing also will be available for
inspection and copying at the principal office of 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 publicly available. All
submissions should refer to File Number SR-NYSEArca-2010-83 and should
be submitted on or before October 15, 2010.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\13\
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\13\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-23969 Filed 9-23-10; 8:45 am]
BILLING CODE 8010-01-P