Self-Regulatory Organizations; Financial Industry Regulatory Authority, Inc.; Order Approving a Proposed Rule Change To Reinstitute Short Exempt Marking for Trade Reporting and OATS, 62439-62441 [2010-25331]
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Federal Register / Vol. 75, No. 195 / Friday, October 8, 2010 / Notices
[Disaster Declaration #12341 Disaster #ZZ–
00006]
The Entire United States and U.S.
Territories; Military Reservist
Economic Injury Disaster Loan
U.S. Small Business
Administration.
ACTION: Notice.
AGENCY:
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15:29 Oct 07, 2010
Jkt 223001
For further information and to
ascertain what, if any, matters have been
added, deleted or postponed, please
contact:
The Office of the Secretary at (202)
551–5400.
Dated: October 6, 2010.
Elizabeth M. Murphy,
Secretary.
James E. Rivera,
Associate Administrator for Disaster
Assistance.
This is a notice of the Military
Reservist Economic Injury Disaster
Loan. Program (MREIDL), dated 10/01/
2010.
DATES: Effective Date: 10/01/2010.
MREIDL Loan Application Deadline
Date: 1 year after the essential
employees is discharged or released
from active duty.
ADDRESSES: Submit completed loan
applications to: U.S. Small Business
Administration, Processing and
Disbursement Center, 14925 Kingsport
Road, Fort Worth, TX 76155.
FOR FURTHER INFORMATION CONTACT: A.
Escobar, Office of Disaster Assistance,
U.S. Small Business Administration,
409 3rd Street, Suite 6050, Washington,
DC 20416.
SUPPLEMENTARY INFORMATION: Notice is
hereby given that as a result of Public
Law 106–50, the Veterans
Entrepreneurship and Small Business
Development Act of 1999, and the
Military Reservist and Veteran Small
Business Reauthorization Act of 2008,
this notice establishes the application
filing period for the Military Reservist
Economic Injury Disaster Loan Program
(MREIDL).
Effective 10/01/2010, small
businesses employing military reservists
may apply for economic injury disaster
loans if those employees are called—up
to active duty during a period of
military conflict or have received notice
of an expected call-up, and those
employees are essential to the success of
the small business daily operations.
The purpose of the MREIDL program
is to provide funds to an eligible small
business to meet its ordinary and
necessary operating expenses that it
could have met, but is unable to meet,
because an essential employee was
called—up or expects to be called—up
to active duty in his or her role as a
military reservist. These loans are
intended only to provide the amount of
working capital needed by a small
business to pay its necessary obligations
as they mature until operations return to
normal after the essential employee is
released from active duty. For
information/applications contact
1–800–659–2955 or visit https://
www.sba.gov.
VerDate Mar<15>2010
Applications for the Military Reservist
Economic Injury Disaster Loan Program
may be filed at the above address.
The Interest Rate for eligible small
businesses is 4.000.
The number assigned is 12341 0.
(Catalog of Federal Domestic Assistance
Number 59002)
SMALL BUSINESS ADMINISTRATION
SUMMARY:
62439
[FR Doc. 2010–25594 Filed 10–6–10; 4:15 pm]
BILLING CODE 8011–01–P
[FR Doc. 2010–25436 Filed 10–7–10; 8:45 am]
BILLING CODE 8025–01–P
SECURITIES AND EXCHANGE
COMMISSION
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–63032; File No. SR–FINRA–
2010–043]
Sunshine Act Meetings
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Order Approving a
Proposed Rule Change To Reinstitute
Short Exempt Marking for Trade
Reporting and OATS
Notice is hereby given, pursuant to
the provisions of the Government in the
Sunshine Act, Public Law 94–409, that
the Securities and Exchange
Commission will hold Closed Meetings
on Wednesday, October 13, 2010 at
11:30 a.m., and Thursday, October 14,
2010 at 2 p.m.
Commissioners, Counsel to the
Commissioners, the Secretary to the
Commission, and recording secretaries
will attend the Closed Meetings. Certain
staff members who have an interest in
the matters also may be present.
The General Counsel of the
Commission, or his designee, has
certified that, in his opinion, one or
more of the exemptions set forth in 5
U.S.C. 552b(c)(3), (5), (7), 9(B) and (10)
and 17 CFR 200.402(a)(3), (5), (7), 9(ii)
and (10), permit consideration of the
scheduled matters at the Closed
Meetings.
Commissioner Aguilar, as duty
officer, voted to consider the items
listed for the Closed Meetings in closed
sessions.
The subject matter of the Closed
Meeting scheduled for Wednesday,
October 13, 2010 will be:
Institution of injunctive actions;
Institution of administrative
proceedings; and
Other matters relating to enforcement
proceedings.
The subject matter of the Closed
Meeting scheduled for Thursday,
October 14, 2010 will be:
Institution and settlement of injunctive
actions;
Institution and settlement of
administrative proceedings;
An adjudicatory matter; and
Other matters relating to enforcement
proceedings.
At times, changes in Commission
priorities require alterations in the
scheduling of meeting items.
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October 4, 2010.
I. Introduction
On August 6, 2010, the Financial
Industry Regulatory Authority, Inc.
(‘‘FINRA’’) filed with the Securities and
Exchange Commission (‘‘SEC’’ or
‘‘Commission’’), pursuant to Section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’) 1 and Rule 19b–4
thereunder,2 a proposed rule change to
amend FINRA’s trade reporting and
Order Audit Trail System (‘‘OATS’’)
rules, including changes relating to
recent amendments to SEC Regulation
SHO. The proposed rule change was
published for comment in the Federal
Register on August 26, 2010.3 The
Commission received two comment
letters on the proposal,4 and a letter
from FINRA responding to the
comments.5 This order approves the
proposed rule change.
II. Description of the Proposed Rule
Change
On February 26, 2010, the SEC
adopted amendments to SEC Regulation
SHO.6 These amendments, among other
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 62748
(Aug. 20, 2010), 75 FR 52574 (Aug. 26, 2010).
4 See Letter from Mike Wiesenberg, dated
September 8, 2010 (‘‘Wiesenberg Letter’’); Letter
from Manisha Kimmel, Executive Director,
Financial Information Forum, to Elizabeth M.
Murphy, Secretary, Commission, dated September
17, 2010 (‘‘FIF Letter’’).
5 See Letter from Brant K. Brown, Associate
General Counsel, FINRA to Elizabeth M. Murphy,
Secretary, Commission, dated September 28, 2010
(‘‘FINRA Response Letter’’).
6 See Securities Exchange Act Release No. 61595
(February 26, 2010), 75 FR 11232 (March 10, 2010).
2 17
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62440
Federal Register / Vol. 75, No. 195 / Friday, October 8, 2010 / Notices
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things, implement a short sale circuit
breaker for NMS stocks 7 triggered by a
10% or more decrease in the price of the
security from such security’s closing
price as determined by the listing
market for that security at the end of
regular trading hours on the prior
trading day. Once the circuit breaker is
triggered, Regulation SHO, as amended,
is designed to generally prohibit the
execution or display of short sale orders
of a covered security at a price that is
less than or equal to the current national
best bid for the remainder of the day
and the following day (‘‘short sale price
test restriction’’). In addition to the short
sale price test restriction, the
amendments to Regulation SHO
reinstitute a short sale exempt marking
category by providing that a brokerdealer may mark certain qualifying sell
orders ‘‘short exempt.’’ 8
Paragraphs (c) and (d) of Rule 201 of
SEC Regulation SHO set forth the
provisions pursuant to which an order
may be marked ‘‘short exempt’’ once the
circuit breaker has been triggered
pursuant to paragraph (b)(3). These
provisions include:
• Broker-dealer policies and
procedures provision;
• Seller’s delay in delivery;
• Odd lot transactions;
• Domestic arbitrage;
• International arbitrage;
• Over-allotments and lay-off sales;
• Riskless principal transactions; and
• Transactions on a volume-weighted
average price basis (or ‘‘VWAP’’).9
In light of the reinstitution of the
‘‘short exempt’’ marking category,
FINRA has proposed to amend its trade
reporting rules applicable to over-thecounter trades in NMS stocks to
reintroduce the short sale exempt
category.10 Specifically, FINRA has
proposed that, for short sales in all NMS
stocks as defined in Rule 600(b)(47) of
SEC Regulation NMS, members must
indicate on trade reports submitted to
FINRA if a transaction is ‘‘short sale
exempt’’ (i.e., if it is a short sale
transaction in a ‘‘covered security’’ that
may be marked ‘‘short exempt’’ pursuant
to SEC Regulation SHO).11
Similarly, FINRA has proposed to
amend its OATS rules to provide that,
when an order is received or originated,
members must record the designation of
an order as a short sale exempt order if
the order may be marked ‘‘short exempt’’
pursuant to SEC Regulation SHO.12
FINRA also has proposed to require that
members include the price on all route
reports and a short exempt identifier, if
applicable.13
FINRA has proposed certain
additional amendments to its trade
reporting rules, including those
applicable to OTC Equity Securities, as
defined in Rule 6420 (i.e., non-NMS
stocks) to clarify certain existing
reporting requirements.14 First, FINRA
has proposed to clarify that the short
sale indicator (and short sale exempt
indicator, for NMS stocks) is required
on reports of a ‘‘cross,’’ as well as reports
of a ‘‘sell.’’
Second, FINRA has proposed to
codify the existing requirement that the
information listed in the rule must be
provided for each trade that is reported
to FINRA. Today, trade report
information can be provided in a single
report, if the reporting member submits
trade information for both sides of the
trade, or it can be provided in a
combination of reports, if the reporting
member and contra side each submit
their own trade information (as
described more fully below), which will
be codified in the rule upon
implementation of the proposed
7 NMS stock means any NMS security other than
an option. Rule 600(b)(46) of SEC Regulation NMS
defines ‘‘NMS security’’ as any security or class of
securities for which transaction reports are
collected, processed, and made available pursuant
to an effective transaction reporting plan, or an
effective national market system plan for reporting
transactions in listed options. See 17 CFR
242.600(b)(46).
8 The Commission amended Rule 200(g) of
Regulation SHO to add a ‘‘short exempt’’ marking
requirement. The amendments to SEC Regulation
SHO became effective on May 10, 2010 with a
compliance date of November 10, 2010. See supra
note 6.
9 SEC staff has confirmed that members may use
the existing ‘‘.W’’ modifier in connection with the
VWAP exception of Rule 201(d)(7) of Regulation
SHO. The use of the .W modifier would be in
addition to the requirement to report the trade as
short exempt.
10 See FINRA Rules 6182 (Trade Reporting of
Short Sales), 6282 (Alternative Display Facility),
6380A (FINRA/Nasdaq TRF), 6380B (FINRA/NYSE
TRF), 7230A (FINRA/Nasdaq TRF), and 7230B
(FINRA/NYSE TRF).
11 FINRA previously required trade reports to
indicate if a transaction was marked ‘‘short exempt’’;
however, these requirements were eliminated
following the repeal of SEC Rule 10a–1. See
Securities Exchange Act Release No. 56279 (August
17, 2007), 72 FR 48713 (August 24, 2007) (Notice
of Filing and Immediate Effectiveness of File No.
SR–NASD–2007–047).
12 See FINRA Rule 7440(b)(9).
13 Whenever a member transmits an order to
another member, ECN, non-member or national
securities exchange for handling or execution, the
routing member is responsible for recording and
reporting a route report to OATS. Under the
proposal, route reports would be required to
include the price at which the order was routed,
which may be different from the price received
from the customer, and whether the routed order is
short exempt. The short exempt identifier is
important for purposes of route reports because
certain short sale orders will be eligible to be
marked exempt solely as a result of the timing and
price of the routed order (See Rule 201(c) of SEC
Regulation SHO).
14 See FINRA Rules 6282, 6380A, 6380B, 6622,
7230A, 7230B and 7330.
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15:29 Oct 07, 2010
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changes. For each trade reported to
FINRA, members must indicate, among
other things, whether the seller (either
the reporting member or contra side,
irrespective of whether the contra side
is a member) is selling short or, upon
implementation of the proposed
changes, short exempt.
Unless the contra side will have an
opportunity to provide its own trade
information (i.e., unless the contra side
is a member using the trade comparison
functionality of the facility),15 the
reporting member is responsible for
providing complete and accurate
information for both sides of the trade,
including information from the contra
side perspective such as sell short and,
upon implementation of the proposed
changes, sell short exempt, as
applicable. Thus, the reporting member
is responsible for satisfying any
applicable contra side information
requirements where: (1) The trade is
with a customer or non-member, (2) the
trade is with a member and is ‘‘locked
in’’ pursuant to a give up agreement, or
(3) the trade is reported as ‘‘tape only’’
(i.e., for public dissemination purposes
without clearing) or ‘‘non-tape, nonclearing.’’ This reporting requirement is
in effect today; however, the proposed
rule change would make it an express
requirement in the rule. If the contra
side is a member and will have an
opportunity to provide its own trade
information, then the reporting member
is responsible only for providing
information from the reporting side
perspective (and the contra side will
provide information from the contra
side perspective).
FINRA has stated that the
implementation date will be November
10, 2010.
III. Comment Letters
The Commission received two
comment letters in response to the
proposed rule change.16 The
Commission also received FINRA’s
response to comments.17 The comment
letters, as well as FINRA’s response, are
discussed below.
The FIF Letter raises a number of
concerns regarding the proposal.
15 The trade comparison functionality allows the
contra party to accept or decline the trade
information submitted by the reporting party and
may only be used by a contra party that is a
member. FINRA notes that the Alternative Display
Facility, FINRA/Nasdaq TRF and ORF offer trade
comparison functionality; the FINRA/NYSE TRF
does not offer such functionality. Accordingly,
reporting members are responsible for accurately
and completely providing all information required
under the rule for the contra side when reporting
to the FINRA/NYSE TRF.
16 See Wiesenberg Letter and FIF Letter.
17 See FINRA Response Letter. See also supra
note 5.
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Specifically, the FIF Letter raises
concerns regarding the November 10,
2010 implementation date for the
proposed rule changes given other
regulatory initiatives with similar
implementation timeframes. In response
to these concerns, FINRA points out that
the proposed amendments are to
facilitate its surveillance efforts
concerning firms’ compliance with
amendments to Regulation SHO, which
becomes effective November 10, 2010.
FINRA believes that it is necessary that
the implementation date of the
proposed amendments coincide with
the implementation date of the
amendments to Regulation SHO.
The FIF Letter also raises concerns
with the amount of time allowed for
testing prior to implementation of the
proposed amendments. In response,
FINRA has represented that it has
moved up the testing timetable to allow
firms to begin testing on October 11th,
rather than on October 20th as initially
proposed.
The FIF Letter expresses concerns
regarding the complexity of the
proposed changes and cites the creation
of certain route reports for post trade
agency allocation as an example of such
complexity. FINRA explains that the
requirement to provide the price of a
routed order on route reports does not
change any of the reporting
requirements for orders handled on an
agency average price or post trade
allocation basis. FINRA also states that
it has published a new FAQ on its
OATS Web site on this issue.
Lastly, the FIF Letter indicates that
there may be confusion regarding the
proposed November 10th
implementation date of the proposed
rule change and the November 8th date
when the changes will be available in
the OATS production environment.18
FINRA clarifies that although the OATS
field format changes will be placed in
the production environment on
November 8th, they will not be required
to be populated until the proposed
November 10th implementation date of
the proposed rule change. FINRA also
states that it has published a new FAQ
on its OATS Web site to this effect.
The Wiesenberg Letter raises an issue,
not with respect to one of the proposed
amendments in the proposed rule
change, rather with respect to one of the
18 The FIF Letter also raises concerns regarding
the ISO Indicator on route reports. FINRA notes that
firms are already required to indicate on route
reports whether an order is routed as an Intermarket
Sweep Order. FINRA also points out that the ISO
indicator is not one of the proposed amendments
in the proposed rule change and therefore should
not affect the Commission’s consideration of the
proposal.
VerDate Mar<15>2010
15:29 Oct 07, 2010
Jkt 223001
proposed requirements in FINRA’s
OATS Reporting Technical
Specifications 19 related to the proposed
rule change, the addition of the Routed
Order Type Indicator. The commenter
believes that the proposed requirement
‘‘can be determined from [other OATS]
information supplied’’ by the reporting
member, ‘‘serve[s] no purpose’’ and
‘‘provides no useful additional
information.’’ 20 The commenter also
generally questions whether such
requirement is consistent with the Act
and urges FINRA to reconsider the
proposed requirement in FINRA’s OATS
Reporting Technical Specifications and
re-file the proposed rule change 21 or, in
the alternative, that the Commission
reject the proposal. FINRA disagrees
with the commenter and responds that
the Routed Order Type Indicator ‘‘helps
FINRA to validate whether a price must
be included on a Route Report,
particularly since the order type of a
route may not be the same as the order
type of the parent order received from
the firm.’’ 22
IV. Discussion and Commission’s
Findings
After careful review of the proposed
rule change, the comment letters
received and the FINRA Response
Letter, the Commission believes that the
proposed rule change is consistent with
the requirements of the Act, and the
rules and regulations thereunder that
are applicable to a national securities
association.23 In particular, the
Commission believes that the proposed
rule change is consistent with the
provisions of Section 15A(b)(6) of the
Act, in that it is designed to prevent
fraudulent and manipulative acts and
practices, to promote just and equitable
principles of trade, and, in general, to
protect investors and the public interest.
With regard to the comments
received, the Commission believes that
FINRA has adequately responded to the
commenters’ concerns. Additionally,
the Commission agrees with FINRA and
believes that the proposed rule change
19 FINRA’s OATS Reporting Technical
Specifications outline detailed reporting
requirements concerning the OATS rules,
including, among other things, providing firms with
record and file formats and transmission
requirements.
20 See Wiesenberg Letter.
21 The commenter’s suggestion that FINRA re-file
the proposed rule change would not address the
addition of the Routed Order Type Indicator, as
such requirement is contained in FINRA’s OATS
Reporting Technical Specifications, not the
proposed rule change.
22 See FINRA Response Letter.
23 In approving the proposed rule change, the
Commission has considered the proposed rule’s
impact on efficiency, competition, and capital
formation. See 15 U.S.C. 78c(f).
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Frm 00079
Fmt 4703
Sfmt 4703
62441
to amend FINRA’s trade reporting and
OATS rules, including changes relating
to recent amendments to SEC
Regulation SHO, will enhance FINRA’s
surveillance for member compliance,
including with SEC Regulation SHO.
For the reasons discussed above, the
Commission finds that the proposal is
consistent with the Act.
V. Conclusion
It Is Therefore Ordered, pursuant to
Section 19(b)(2) of the Act,24 that the
proposed rule change (File No. SR–
FINRA–2010–043) be and hereby is
approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.25
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–25331 Filed 10–7–10; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–63034; File No. SR–Phlx–
2010–124]
Self-Regulatory Organizations; Notice
of Filing and Immediate Effectiveness
of Proposed Rule Change by NASDAQ
OMX PHLX LLC To Send Certain
Information Over the Specialized
Quote Feed
October 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
September 22, 2010, NASDAQ OMX
PHLX LLC (‘‘Phlx’’ or ‘‘Exchange’’) filed
with the Securities and Exchange
Commission (‘‘SEC’’ or ‘‘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 is filing with the
Commission a proposal to establish a
new non-fee liable administrative data
feed. The text of the proposed rule
change is available at the Exchange, the
Commission’s Web site at https://
24 15
U.S.C. 78s(b)(2).
CFR 200.30–3(a)(12).
1 15 U.S.C.78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
25 17
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Agencies
[Federal Register Volume 75, Number 195 (Friday, October 8, 2010)]
[Notices]
[Pages 62439-62441]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-25331]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-63032; File No. SR-FINRA-2010-043]
Self-Regulatory Organizations; Financial Industry Regulatory
Authority, Inc.; Order Approving a Proposed Rule Change To Reinstitute
Short Exempt Marking for Trade Reporting and OATS
October 4, 2010.
I. Introduction
On August 6, 2010, the Financial Industry Regulatory Authority,
Inc. (``FINRA'') filed with the Securities and Exchange Commission
(``SEC'' or ``Commission''), pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (``Act'') \1\ and Rule 19b-4
thereunder,\2\ a proposed rule change to amend FINRA's trade reporting
and Order Audit Trail System (``OATS'') rules, including changes
relating to recent amendments to SEC Regulation SHO. The proposed rule
change was published for comment in the Federal Register on August 26,
2010.\3\ The Commission received two comment letters on the
proposal,\4\ and a letter from FINRA responding to the comments.\5\
This order approves the proposed rule change.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ See Securities Exchange Act Release No. 62748 (Aug. 20,
2010), 75 FR 52574 (Aug. 26, 2010).
\4\ See Letter from Mike Wiesenberg, dated September 8, 2010
(``Wiesenberg Letter''); Letter from Manisha Kimmel, Executive
Director, Financial Information Forum, to Elizabeth M. Murphy,
Secretary, Commission, dated September 17, 2010 (``FIF Letter'').
\5\ See Letter from Brant K. Brown, Associate General Counsel,
FINRA to Elizabeth M. Murphy, Secretary, Commission, dated September
28, 2010 (``FINRA Response Letter'').
---------------------------------------------------------------------------
II. Description of the Proposed Rule Change
On February 26, 2010, the SEC adopted amendments to SEC Regulation
SHO.\6\ These amendments, among other
[[Page 62440]]
things, implement a short sale circuit breaker for NMS stocks \7\
triggered by a 10% or more decrease in the price of the security from
such security's closing price as determined by the listing market for
that security at the end of regular trading hours on the prior trading
day. Once the circuit breaker is triggered, Regulation SHO, as amended,
is designed to generally prohibit the execution or display of short
sale orders of a covered security at a price that is less than or equal
to the current national best bid for the remainder of the day and the
following day (``short sale price test restriction''). In addition to
the short sale price test restriction, the amendments to Regulation SHO
reinstitute a short sale exempt marking category by providing that a
broker-dealer may mark certain qualifying sell orders ``short exempt.''
\8\
---------------------------------------------------------------------------
\6\ See Securities Exchange Act Release No. 61595 (February 26,
2010), 75 FR 11232 (March 10, 2010).
\7\ NMS stock means any NMS security other than an option. Rule
600(b)(46) of SEC Regulation NMS defines ``NMS security'' as any
security or class of securities for which transaction reports are
collected, processed, and made available pursuant to an effective
transaction reporting plan, or an effective national market system
plan for reporting transactions in listed options. See 17 CFR
242.600(b)(46).
\8\ The Commission amended Rule 200(g) of Regulation SHO to add
a ``short exempt'' marking requirement. The amendments to SEC
Regulation SHO became effective on May 10, 2010 with a compliance
date of November 10, 2010. See supra note 6.
---------------------------------------------------------------------------
Paragraphs (c) and (d) of Rule 201 of SEC Regulation SHO set forth
the provisions pursuant to which an order may be marked ``short
exempt'' once the circuit breaker has been triggered pursuant to
paragraph (b)(3). These provisions include:
Broker-dealer policies and procedures provision;
Seller's delay in delivery;
Odd lot transactions;
Domestic arbitrage;
International arbitrage;
Over-allotments and lay-off sales;
Riskless principal transactions; and
Transactions on a volume-weighted average price basis (or
``VWAP'').\9\
---------------------------------------------------------------------------
\9\ SEC staff has confirmed that members may use the existing
``.W'' modifier in connection with the VWAP exception of Rule
201(d)(7) of Regulation SHO. The use of the .W modifier would be in
addition to the requirement to report the trade as short exempt.
---------------------------------------------------------------------------
In light of the reinstitution of the ``short exempt'' marking
category, FINRA has proposed to amend its trade reporting rules
applicable to over-the-counter trades in NMS stocks to reintroduce the
short sale exempt category.\10\ Specifically, FINRA has proposed that,
for short sales in all NMS stocks as defined in Rule 600(b)(47) of SEC
Regulation NMS, members must indicate on trade reports submitted to
FINRA if a transaction is ``short sale exempt'' (i.e., if it is a short
sale transaction in a ``covered security'' that may be marked ``short
exempt'' pursuant to SEC Regulation SHO).\11\
---------------------------------------------------------------------------
\10\ See FINRA Rules 6182 (Trade Reporting of Short Sales), 6282
(Alternative Display Facility), 6380A (FINRA/Nasdaq TRF), 6380B
(FINRA/NYSE TRF), 7230A (FINRA/Nasdaq TRF), and 7230B (FINRA/NYSE
TRF).
\11\ FINRA previously required trade reports to indicate if a
transaction was marked ``short exempt''; however, these requirements
were eliminated following the repeal of SEC Rule 10a-1. See
Securities Exchange Act Release No. 56279 (August 17, 2007), 72 FR
48713 (August 24, 2007) (Notice of Filing and Immediate
Effectiveness of File No. SR-NASD-2007-047).
---------------------------------------------------------------------------
Similarly, FINRA has proposed to amend its OATS rules to provide
that, when an order is received or originated, members must record the
designation of an order as a short sale exempt order if the order may
be marked ``short exempt'' pursuant to SEC Regulation SHO.\12\ FINRA
also has proposed to require that members include the price on all
route reports and a short exempt identifier, if applicable.\13\
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\12\ See FINRA Rule 7440(b)(9).
\13\ Whenever a member transmits an order to another member,
ECN, non-member or national securities exchange for handling or
execution, the routing member is responsible for recording and
reporting a route report to OATS. Under the proposal, route reports
would be required to include the price at which the order was
routed, which may be different from the price received from the
customer, and whether the routed order is short exempt. The short
exempt identifier is important for purposes of route reports because
certain short sale orders will be eligible to be marked exempt
solely as a result of the timing and price of the routed order (See
Rule 201(c) of SEC Regulation SHO).
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FINRA has proposed certain additional amendments to its trade
reporting rules, including those applicable to OTC Equity Securities,
as defined in Rule 6420 (i.e., non-NMS stocks) to clarify certain
existing reporting requirements.\14\ First, FINRA has proposed to
clarify that the short sale indicator (and short sale exempt indicator,
for NMS stocks) is required on reports of a ``cross,'' as well as
reports of a ``sell.''
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\14\ See FINRA Rules 6282, 6380A, 6380B, 6622, 7230A, 7230B and
7330.
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Second, FINRA has proposed to codify the existing requirement that
the information listed in the rule must be provided for each trade that
is reported to FINRA. Today, trade report information can be provided
in a single report, if the reporting member submits trade information
for both sides of the trade, or it can be provided in a combination of
reports, if the reporting member and contra side each submit their own
trade information (as described more fully below), which will be
codified in the rule upon implementation of the proposed changes. For
each trade reported to FINRA, members must indicate, among other
things, whether the seller (either the reporting member or contra side,
irrespective of whether the contra side is a member) is selling short
or, upon implementation of the proposed changes, short exempt.
Unless the contra side will have an opportunity to provide its own
trade information (i.e., unless the contra side is a member using the
trade comparison functionality of the facility),\15\ the reporting
member is responsible for providing complete and accurate information
for both sides of the trade, including information from the contra side
perspective such as sell short and, upon implementation of the proposed
changes, sell short exempt, as applicable. Thus, the reporting member
is responsible for satisfying any applicable contra side information
requirements where: (1) The trade is with a customer or non-member, (2)
the trade is with a member and is ``locked in'' pursuant to a give up
agreement, or (3) the trade is reported as ``tape only'' (i.e., for
public dissemination purposes without clearing) or ``non-tape, non-
clearing.'' This reporting requirement is in effect today; however, the
proposed rule change would make it an express requirement in the rule.
If the contra side is a member and will have an opportunity to provide
its own trade information, then the reporting member is responsible
only for providing information from the reporting side perspective (and
the contra side will provide information from the contra side
perspective).
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\15\ The trade comparison functionality allows the contra party
to accept or decline the trade information submitted by the
reporting party and may only be used by a contra party that is a
member. FINRA notes that the Alternative Display Facility, FINRA/
Nasdaq TRF and ORF offer trade comparison functionality; the FINRA/
NYSE TRF does not offer such functionality. Accordingly, reporting
members are responsible for accurately and completely providing all
information required under the rule for the contra side when
reporting to the FINRA/NYSE TRF.
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FINRA has stated that the implementation date will be November 10,
2010.
III. Comment Letters
The Commission received two comment letters in response to the
proposed rule change.\16\ The Commission also received FINRA's response
to comments.\17\ The comment letters, as well as FINRA's response, are
discussed below.
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\16\ See Wiesenberg Letter and FIF Letter.
\17\ See FINRA Response Letter. See also supra note 5.
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The FIF Letter raises a number of concerns regarding the proposal.
[[Page 62441]]
Specifically, the FIF Letter raises concerns regarding the November 10,
2010 implementation date for the proposed rule changes given other
regulatory initiatives with similar implementation timeframes. In
response to these concerns, FINRA points out that the proposed
amendments are to facilitate its surveillance efforts concerning firms'
compliance with amendments to Regulation SHO, which becomes effective
November 10, 2010. FINRA believes that it is necessary that the
implementation date of the proposed amendments coincide with the
implementation date of the amendments to Regulation SHO.
The FIF Letter also raises concerns with the amount of time allowed
for testing prior to implementation of the proposed amendments. In
response, FINRA has represented that it has moved up the testing
timetable to allow firms to begin testing on October 11th, rather than
on October 20th as initially proposed.
The FIF Letter expresses concerns regarding the complexity of the
proposed changes and cites the creation of certain route reports for
post trade agency allocation as an example of such complexity. FINRA
explains that the requirement to provide the price of a routed order on
route reports does not change any of the reporting requirements for
orders handled on an agency average price or post trade allocation
basis. FINRA also states that it has published a new FAQ on its OATS
Web site on this issue.
Lastly, the FIF Letter indicates that there may be confusion
regarding the proposed November 10th implementation date of the
proposed rule change and the November 8th date when the changes will be
available in the OATS production environment.\18\ FINRA clarifies that
although the OATS field format changes will be placed in the production
environment on November 8th, they will not be required to be populated
until the proposed November 10th implementation date of the proposed
rule change. FINRA also states that it has published a new FAQ on its
OATS Web site to this effect.
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\18\ The FIF Letter also raises concerns regarding the ISO
Indicator on route reports. FINRA notes that firms are already
required to indicate on route reports whether an order is routed as
an Intermarket Sweep Order. FINRA also points out that the ISO
indicator is not one of the proposed amendments in the proposed rule
change and therefore should not affect the Commission's
consideration of the proposal.
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The Wiesenberg Letter raises an issue, not with respect to one of
the proposed amendments in the proposed rule change, rather with
respect to one of the proposed requirements in FINRA's OATS Reporting
Technical Specifications \19\ related to the proposed rule change, the
addition of the Routed Order Type Indicator. The commenter believes
that the proposed requirement ``can be determined from [other OATS]
information supplied'' by the reporting member, ``serve[s] no purpose''
and ``provides no useful additional information.'' \20\ The commenter
also generally questions whether such requirement is consistent with
the Act and urges FINRA to reconsider the proposed requirement in
FINRA's OATS Reporting Technical Specifications and re-file the
proposed rule change \21\ or, in the alternative, that the Commission
reject the proposal. FINRA disagrees with the commenter and responds
that the Routed Order Type Indicator ``helps FINRA to validate whether
a price must be included on a Route Report, particularly since the
order type of a route may not be the same as the order type of the
parent order received from the firm.'' \22\
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\19\ FINRA's OATS Reporting Technical Specifications outline
detailed reporting requirements concerning the OATS rules,
including, among other things, providing firms with record and file
formats and transmission requirements.
\20\ See Wiesenberg Letter.
\21\ The commenter's suggestion that FINRA re-file the proposed
rule change would not address the addition of the Routed Order Type
Indicator, as such requirement is contained in FINRA's OATS
Reporting Technical Specifications, not the proposed rule change.
\22\ See FINRA Response Letter.
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IV. Discussion and Commission's Findings
After careful review of the proposed rule change, the comment
letters received and the FINRA Response Letter, the Commission believes
that the proposed rule change is consistent with the requirements of
the Act, and the rules and regulations thereunder that are applicable
to a national securities association.\23\ In particular, the Commission
believes that the proposed rule change is consistent with the
provisions of Section 15A(b)(6) of the Act, in that it is designed to
prevent fraudulent and manipulative acts and practices, to promote just
and equitable principles of trade, and, in general, to protect
investors and the public interest.
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\23\ In approving the proposed rule change, the Commission has
considered the proposed rule's impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
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With regard to the comments received, the Commission believes that
FINRA has adequately responded to the commenters' concerns.
Additionally, the Commission agrees with FINRA and believes that the
proposed rule change to amend FINRA's trade reporting and OATS rules,
including changes relating to recent amendments to SEC Regulation SHO,
will enhance FINRA's surveillance for member compliance, including with
SEC Regulation SHO.
For the reasons discussed above, the Commission finds that the
proposal is consistent with the Act.
V. Conclusion
It Is Therefore Ordered, pursuant to Section 19(b)(2) of the
Act,\24\ that the proposed rule change (File No. SR-FINRA-2010-043) be
and hereby is approved.
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\24\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\25\
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\25\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-25331 Filed 10-7-10; 8:45 am]
BILLING CODE 8011-01-P