Self-Regulatory Organizations; BATS Y-Exchange, Inc.; Notice of Filing of a Proposed Rule Change To Amend BYX Rule 11.8, Entitled “Obligations of Market Makers”, 63528-63530 [2010-25952]
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63528
Federal Register / Vol. 75, No. 199 / Friday, October 15, 2010 / Notices
mstockstill on DSKH9S0YB1PROD with NOTICES
Participant, Firm, Broker-Dealer and
Specialist, ROT, SQT and RSQT Fees for
Removing Liquidity would apply to
transactions resulting from electronic
auctions and the Exchange’s opening
process.
While changes to the Exchange’s Fee
Schedule pursuant to this proposal are
effective upon filing, the Exchange has
designated this proposal to be effective
for trades settling on or after October 1,
2010.
excessive. The Exchange believes that
the fees it charges for options overlying
the various Select Symbols remain
competitive with fees charged by other
venues and therefore continue to be
reasonable and equitably allocated to
those members that opt to direct orders
to the Exchange rather than competing
venues.
2. Statutory Basis
The Exchange believes that its
proposal to amend its schedule of fees
is consistent with Section 6(b) of the
Act 10 in general, and furthers the
objectives of Section 6(b)(4) of the Act 11
in particular, in that it is an equitable
allocation of reasonable fees and other
charges among Exchange members and
other persons using its facilities. The
Exchange’s proposal to assess separate
fees for Complex and non-Complex
Orders in Section I of its Fee Schedule
is consistent with industry fees that
allow for different rates to be charged
for different order types originated by
dissimilarly classified market
participants.12 The Exchange believes
that this amendment to the fees is both
reasonable and equitable because the
fees are within the range assessed other
market participants and are similar to
fees being assessed by the International
Securities Exchange, LLC (‘‘ISE’’) for
complex order executions.13
The Exchange proposes to pay a
Rebate for Adding Liquidity to
Customers when such transaction is
contra to a non-Customer order during
an electronic auction and opening
processes. Similarly, the Exchange
proposes to not assess a fee to a
Customer during such processes. The
Exchange also proposes to apply the Fee
for Removing Liquidity to all nonCustomer market participants equally
during electronic auction or opening
processes. The Exchange believes that
these proposals are both reasonable and
equitable because they should
incentivize Customer orders and attract
additional order flow to the Exchange.
Also, all other participants are equally
assessed the applicable Fees for
Removing Liquidity.
The Exchange operates in a highly
competitive market in which market
participants can readily direct order
flow to competing venues if they deem
fee levels at a particular venue to be
The Exchange does not believe that
the proposed rule change will impose
any burden on competition not
necessary or appropriate in furtherance
of the purposes of the Act.
10 15
U.S.C. 78f(b).
U.S.C. 78f(b)(4).
12 See Securities Exchange Act Release No. 62805
(August 31, 2010), 75 FR 54682 (September 8, 2010)
(SR–ISE–2010–90).
13 See ISE’s Schedule of Fees.
11 15
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16:01 Oct 14, 2010
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B. Self-Regulatory Organization’s
Statement on Burden on Competition
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section
19(b)(3)(A)(ii) of the Act.14 At any time
within 60 days of the filing of the
proposed rule change, the Commission
summarily may temporarily suspend
such 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. If the Commission
takes such action, the Commission shall
institute proceedings to determine
whether the proposed rule should be
approved or disapproved.
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:
100 F Street, NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–Phlx–2010–129. This file
number should be included on the
subject line if e-mail is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro/shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street, NE.,
Washington, DC 20549, on official
business days between the hours of 10
a.m. and 3 p.m. Copies of such filing
also will be available for inspection and
copying at the principal office of the
Exchange. All comments received will
be posted without change; the
Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File No. SR–Phlx–2010–
129 and should be submitted on or
before November 5, 2010.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–25984 Filed 10–14–10; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
Electronic Comments
[Release No. 34–63068; File No. SR–BYX–
2010–001]
• 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–Phlx–2010–129 on the
subject line.
Self-Regulatory Organizations; BATS
Y–Exchange, Inc.; Notice of Filing of a
Proposed Rule Change To Amend BYX
Rule 11.8, Entitled ‘‘Obligations of
Market Makers’’
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
October 8, 2010.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
15 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
14 15
PO 00000
U.S.C. 78s(b)(3)(A)(ii).
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E:\FR\FM\15OCN1.SGM
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Federal Register / Vol. 75, No. 199 / Friday, October 15, 2010 / Notices
notice is hereby given that on
September 27, 2010, BATS Y–Exchange,
Inc. (‘‘BYX’’ 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.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is proposing to amend
BYX Rule 11.8, which relates to the
obligations of market makers registered
with BYX (‘‘Market Makers’’).
The text of the proposed rule change
is available at the Exchange’s Web site
at https://www.batstrading.com, at the
principal office of the Exchange, 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
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in Sections A, B, and C below, of
the most significant parts of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
mstockstill on DSKH9S0YB1PROD with NOTICES
1. Purpose
The Exchange proposes to adopt rules
to enhance minimum quotation
requirements for market makers. Under
the proposal, the Exchange will require
market makers for each stock in which
they are registered to continuously
maintain a two-sided quotation within a
designated percentage of the National
Best Bid (‘‘NBB’’) and National Best
Offer (‘‘NBO’’) (or, if there is no NBB or
NBO, the last reported sale). These
enhanced market maker quotation
requirements are intended to eliminate
trade executions against market maker
placeholder quotations traditionally
priced far away from the inside market,
commonly known as ‘‘stub quotes.’’
They are also intended to augment and
work in relation to the single stock
pause standards already in place on a
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16:01 Oct 14, 2010
Jkt 223001
pilot basis for stocks in the S&P 500®
Index,3 the Russell 1000® Index, as well
as a pilot list of Exchange Traded
Products.4
Under the proposal, the Exchange will
require registered market makers to
enter and maintain quotes priced at no
more than a certain percentage away
from the national inside bid and offer.
Permissible quotes are determined by
the individual character of the security,
the time of day in which the quote is
entered, and other factors which are
summarized below.
For issues subject to an individual
stock trading pause, a permissible quote
is determined by first looking at the
applicable individual stock pause
trigger percentage of the security and
then reducing that number by 2%. Since
currently the individual stock pause
trigger percentage utilized by the
primary listing markets is 10%, a market
maker’s quote in a [sic] such a security
may not be more than 8% away from the
NBBO as appropriate. Once a compliant
quote is entered, it may rest without
adjustment until such time as it moves
to within 1⁄2 of 1% of the applicable
stock pause trigger percentage (i.e.,
currently 9.5%) whereupon the market
maker must immediately move its quote
back to at least the permissible default
level of 8% away from the NBBO.
During times in which a stock pause
trigger percentage is not applicable (e.g.,
before 9:45 a.m. and after 3:35 p.m.), a
market maker must maintain a quote no
further than 20% away from the inside
(i.e., it may rest without adjustment
until it reaches 21.5%). In the absence
of a NBB or NBO, the above calculations
will remain the same, but will use the
national last sale instead of the absent
bid or offer.
For securities not subject to any
individual stock trading pause, the
proposal will a [sic] assume a
hypothetical 32% stock pause trigger
percentage, apply a 2% reduction, and
require market makers in those issues to
maintain quotes no more than 30%
away from the NBBO. Like securities
subject to stock trading pauses, once a
compliant quote is entered, it may rest
without adjustment until such time as it
moves to within 1⁄2 of 1% of its
applicable pause trigger percentage
(31.5%) whereupon the market maker
3 See, e.g., Securities Exchange Act Release No.
62340 (June 21, 2010), 75 FR 36768 (June 28, 2010)
(SR–BATS–2010–014). The Exchange is separately
working to amend its rules prior to commencement
of operations to make clear that it will pause trading
in Circuit Breaker Securities when an individual
stock trading pause is issued by a primary listing
market.
4 See, e.g., Securities Exchange Act Release No.
62884 (September 10, 2010), 75 FR 56618
(September 16, 2010) (SR–BATS–2010–018); see id.
PO 00000
Frm 00097
Fmt 4703
Sfmt 4703
63529
must immediately move its quote back
to at least the permissible default level
of 30%. These requirements shall apply
to Regulation NMS securities during
normal market hours.
Nothing in the above precludes a
market maker from voluntarily quoting
at price levels that are closer to the
NBBO than required under the proposal.
The Exchange proposes to offer
optional functionality to Exchange
Market Makers to assist such Market
Makers with the quotation obligations
proposed by this filing. Specifically, at
9 a.m. Eastern Time, the Exchange will
extract information submitted by the
Market Maker that provides specific
quote instructions for the Exchange to
enter a quote on the Market Maker’s
behalf consistent with proposed
paragraph (d). The Exchange proposes
to enter the initial bid and offer at the
Designated Percentage and to cancel and
replace the bid or offer if it drifts away
from the NBBO to the Defined Limit or
away from the Designated Percentage
towards the NBBO by a number of
percentage points determined by the
Exchange. The Exchange will determine
and publish this percentage in a circular
distributed to Members from time to
time; the Exchange wishes to retain this
flexibility in the event it wishes to
modify the number periodically in the
future, for instance, to mitigate the
amount of quotation information
resulting from Exchange generated
Market Maker quotes. If a bid or offer
entered pursuant to proposed paragraph
(e) is executed, the Exchange will reenter a new bid or offer on behalf of a
Market Maker. Bids and offers entered
by the Exchange consistent with
proposed paragraph (e) to replace a
cancelled or executed quotation will be
entered at the Designated Percentage
away from the NBBO. Such orders will
be posted by the Exchange as BATS
Only Orders,5 and will be maintained
on the Exchange during Regular Trading
Hours 6 unless cancelled by the Market
Maker pursuant to the Exchange’s Rules.
In the event a Market Maker cancels the
quotations entered by the Exchange in
accordance with proposed paragraph
(e), such Market Maker remains
responsible for compliance with the
requirements of paragraph (d).
In order to adopt the above-described
market maker quotation obligations, the
Exchange proposes to modify Rule
11.18(a)(1), which currently contains a
two-sided quotation obligation, to crossreference the above-described market
maker quotation obligations in new
5 As
defined in Rule 11.9(c)(4).
in Rule 1.5(w) as 9:30 a.m. to 4:00 p.m.
Eastern Time.
6 Defined
E:\FR\FM\15OCN1.SGM
15OCN1
63530
Federal Register / Vol. 75, No. 199 / Friday, October 15, 2010 / Notices
paragraph (d). In addition, because
proposed paragraph (d) makes clear that
the obligations of that paragraph apply
during Regular Trading Hours, the
Exchange proposes to delete paragraph
(b) of current Rule 11.8 related to the
[sic] when the current quoting
obligations apply. Finally, the Exchange
proposes deletion of current Rule
11.8(e), related to temporary
withdrawal, because Exchange Rule
11.5(d) already provides a Market Maker
with the ability to withdraw his or her
status as a Market Maker and Rule
11.7(b) already provides a Market Maker
with the ability to terminate his or her
registration in a security. The Exchange
believes that these mechanisms are
sufficient for a Market Maker to
withdraw or terminate its registration in
a security or as a Market Maker without
the need for an additional provision
related to withdrawal.
mstockstill on DSKH9S0YB1PROD with NOTICES
2. Statutory Basis
The Exchange believes that its
proposal is consistent with the
requirements of the Act and the rules
and regulations thereunder that are
applicable to a national securities
exchange, and, in particular, with the
requirements of Section 6(b) of the Act.7
In particular, the proposed change is
consistent with Section 6(b)(5) of the
Act,8 because it would promote just and
equitable principles of trade, remove
impediments to, and perfect the
mechanism of, a free and open market
and a national market system, and, in
general, protect investors and the public
interest. The proposed rule change is
also designed to support the principles
of Section 11A(a)(1) 9 of the Act in that
it seeks to assure fair competition
among brokers and dealers and among
exchange markets. The Exchange
believes that the proposed rule meets
these requirements in that it promotes
uniformity across markets concerning
minimum market maker quotation
requirements. The Exchange believes
that the proposed optional functionality
to assist Exchange Market Makers in
maintaining continuous, two-sided limit
orders in the securities in which they
are registered will encourage Market
Makers to remain registered with and
trade on the Exchange, thus providing
valuable liquidity to the Exchange; at
the same time, the Exchange believes
that the proposed functionality will
keep Exchange generated quotations
within reasonable reach of the NBBO
and that the elimination of ‘‘stub quotes’’
7 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
9 15 U.S.C. 78k–1(a)(1).
8 15
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16:01 Oct 14, 2010
Jkt 223001
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
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.
IV. Solicitation of Comments
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 website 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 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–BYX–
2010–001 and should be submitted on
or before November 5, 2010.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–25952 Filed 10–14–10; 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:
Electronic Comments
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–63067; File No. SR–
NYSEArca-2010–78]
• 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–BYX–2010–001 on the
subject line.
Self-Regulatory Organizations; NYSE
Arca, Inc.; Order Granting Approval of
Proposed Rule Change Relating to
Listing and Trading Shares of Jefferies
Commodity Real Return ETF
Paper Comments
I. Introduction
• 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–BYX–2010–001. 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
On August 17, 2010, NYSE Arca, Inc.
(‘‘NYSE Arca’’ or ‘‘Exchange’’) filed with
the Securities and Exchange
Commission (‘‘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 list and trade shares (‘‘Shares’’)
of Jefferies Commodity Real Return ETF
(the ‘‘Fund’’). The proposed rule change
was published for comment in the
PO 00000
Frm 00098
Fmt 4703
Sfmt 4703
October 8, 2010.
10 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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Agencies
[Federal Register Volume 75, Number 199 (Friday, October 15, 2010)]
[Notices]
[Pages 63528-63530]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-25952]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-63068; File No. SR-BYX-2010-001]
Self-Regulatory Organizations; BATS Y-Exchange, Inc.; Notice of
Filing of a Proposed Rule Change To Amend BYX Rule 11.8, Entitled
``Obligations of Market Makers''
October 8, 2010.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act'') \1\ and Rule 19b-4 thereunder,\2\
[[Page 63529]]
notice is hereby given that on September 27, 2010, BATS Y-Exchange,
Inc. (``BYX'' 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 is proposing to amend BYX Rule 11.8, which relates to
the obligations of market makers registered with BYX (``Market
Makers'').
The text of the proposed rule change is available at the Exchange's
Web site at https://www.batstrading.com, at the principal office of the
Exchange, 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 Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
Sections A, B, and C below, of the most significant 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 adopt rules to enhance minimum quotation
requirements for market makers. Under the proposal, the Exchange will
require market makers for each stock in which they are registered to
continuously maintain a two-sided quotation within a designated
percentage of the National Best Bid (``NBB'') and National Best Offer
(``NBO'') (or, if there is no NBB or NBO, the last reported sale).
These enhanced market maker quotation requirements are intended to
eliminate trade executions against market maker placeholder quotations
traditionally priced far away from the inside market, commonly known as
``stub quotes.'' They are also intended to augment and work in relation
to the single stock pause standards already in place on a pilot basis
for stocks in the S&P 500[supreg] Index,\3\ the Russell 1000[supreg]
Index, as well as a pilot list of Exchange Traded Products.\4\
---------------------------------------------------------------------------
\3\ See, e.g., Securities Exchange Act Release No. 62340 (June
21, 2010), 75 FR 36768 (June 28, 2010) (SR-BATS-2010-014). The
Exchange is separately working to amend its rules prior to
commencement of operations to make clear that it will pause trading
in Circuit Breaker Securities when an individual stock trading pause
is issued by a primary listing market.
\4\ See, e.g., Securities Exchange Act Release No. 62884
(September 10, 2010), 75 FR 56618 (September 16, 2010) (SR-BATS-
2010-018); see id.
---------------------------------------------------------------------------
Under the proposal, the Exchange will require registered market
makers to enter and maintain quotes priced at no more than a certain
percentage away from the national inside bid and offer. Permissible
quotes are determined by the individual character of the security, the
time of day in which the quote is entered, and other factors which are
summarized below.
For issues subject to an individual stock trading pause, a
permissible quote is determined by first looking at the applicable
individual stock pause trigger percentage of the security and then
reducing that number by 2%. Since currently the individual stock pause
trigger percentage utilized by the primary listing markets is 10%, a
market maker's quote in a [sic] such a security may not be more than 8%
away from the NBBO as appropriate. Once a compliant quote is entered,
it may rest without adjustment until such time as it moves to within
\1/2\ of 1% of the applicable stock pause trigger percentage (i.e.,
currently 9.5%) whereupon the market maker must immediately move its
quote back to at least the permissible default level of 8% away from
the NBBO. During times in which a stock pause trigger percentage is not
applicable (e.g., before 9:45 a.m. and after 3:35 p.m.), a market maker
must maintain a quote no further than 20% away from the inside (i.e.,
it may rest without adjustment until it reaches 21.5%). In the absence
of a NBB or NBO, the above calculations will remain the same, but will
use the national last sale instead of the absent bid or offer.
For securities not subject to any individual stock trading pause,
the proposal will a [sic] assume a hypothetical 32% stock pause trigger
percentage, apply a 2% reduction, and require market makers in those
issues to maintain quotes no more than 30% away from the NBBO. Like
securities subject to stock trading pauses, once a compliant quote is
entered, it may rest without adjustment until such time as it moves to
within \1/2\ of 1% of its applicable pause trigger percentage (31.5%)
whereupon the market maker must immediately move its quote back to at
least the permissible default level of 30%. These requirements shall
apply to Regulation NMS securities during normal market hours.
Nothing in the above precludes a market maker from voluntarily
quoting at price levels that are closer to the NBBO than required under
the proposal.
The Exchange proposes to offer optional functionality to Exchange
Market Makers to assist such Market Makers with the quotation
obligations proposed by this filing. Specifically, at 9 a.m. Eastern
Time, the Exchange will extract information submitted by the Market
Maker that provides specific quote instructions for the Exchange to
enter a quote on the Market Maker's behalf consistent with proposed
paragraph (d). The Exchange proposes to enter the initial bid and offer
at the Designated Percentage and to cancel and replace the bid or offer
if it drifts away from the NBBO to the Defined Limit or away from the
Designated Percentage towards the NBBO by a number of percentage points
determined by the Exchange. The Exchange will determine and publish
this percentage in a circular distributed to Members from time to time;
the Exchange wishes to retain this flexibility in the event it wishes
to modify the number periodically in the future, for instance, to
mitigate the amount of quotation information resulting from Exchange
generated Market Maker quotes. If a bid or offer entered pursuant to
proposed paragraph (e) is executed, the Exchange will re-enter a new
bid or offer on behalf of a Market Maker. Bids and offers entered by
the Exchange consistent with proposed paragraph (e) to replace a
cancelled or executed quotation will be entered at the Designated
Percentage away from the NBBO. Such orders will be posted by the
Exchange as BATS Only Orders,\5\ and will be maintained on the Exchange
during Regular Trading Hours \6\ unless cancelled by the Market Maker
pursuant to the Exchange's Rules. In the event a Market Maker cancels
the quotations entered by the Exchange in accordance with proposed
paragraph (e), such Market Maker remains responsible for compliance
with the requirements of paragraph (d).
---------------------------------------------------------------------------
\5\ As defined in Rule 11.9(c)(4).
\6\ Defined in Rule 1.5(w) as 9:30 a.m. to 4:00 p.m. Eastern
Time.
---------------------------------------------------------------------------
In order to adopt the above-described market maker quotation
obligations, the Exchange proposes to modify Rule 11.18(a)(1), which
currently contains a two-sided quotation obligation, to cross-reference
the above-described market maker quotation obligations in new
[[Page 63530]]
paragraph (d). In addition, because proposed paragraph (d) makes clear
that the obligations of that paragraph apply during Regular Trading
Hours, the Exchange proposes to delete paragraph (b) of current Rule
11.8 related to the [sic] when the current quoting obligations apply.
Finally, the Exchange proposes deletion of current Rule 11.8(e),
related to temporary withdrawal, because Exchange Rule 11.5(d) already
provides a Market Maker with the ability to withdraw his or her status
as a Market Maker and Rule 11.7(b) already provides a Market Maker with
the ability to terminate his or her registration in a security. The
Exchange believes that these mechanisms are sufficient for a Market
Maker to withdraw or terminate its registration in a security or as a
Market Maker without the need for an additional provision related to
withdrawal.
2. Statutory Basis
The Exchange believes that its proposal is consistent with the
requirements of the Act and the rules and regulations thereunder that
are applicable to a national securities exchange, and, in particular,
with the requirements of Section 6(b) of the Act.\7\ In particular, the
proposed change is consistent with Section 6(b)(5) of the Act,\8\
because it would promote just and equitable principles of trade, remove
impediments to, and perfect the mechanism of, a free and open market
and a national market system, and, in general, protect investors and
the public interest. The proposed rule change is also designed to
support the principles of Section 11A(a)(1) \9\ of the Act in that it
seeks to assure fair competition among brokers and dealers and among
exchange markets. The Exchange believes that the proposed rule meets
these requirements in that it promotes uniformity across markets
concerning minimum market maker quotation requirements. The Exchange
believes that the proposed optional functionality to assist Exchange
Market Makers in maintaining continuous, two-sided limit orders in the
securities in which they are registered will encourage Market Makers to
remain registered with and trade on the Exchange, thus providing
valuable liquidity to the Exchange; at the same time, the Exchange
believes that the proposed functionality will keep Exchange generated
quotations within reasonable reach of the NBBO and that the elimination
of ``stub quotes'' is important for the protection of investors and the
public interest.
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\7\ 15 U.S.C. 78f(b).
\8\ 15 U.S.C. 78f(b)(5).
\9\ 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 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
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.
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 Number SR-BYX-2010-001 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-BYX-2010-001. 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 website
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 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-BYX-
2010-001 and should be submitted on or before November 5, 2010.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\10\
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\10\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-25952 Filed 10-14-10; 8:45 am]
BILLING CODE 8011-01-P