Self-Regulatory Organizations; New York Stock Exchange LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Amending NYSE Rule 123C(9)(a)(1) To Extend the Operation of a Pilot Operating Pursuant to the Rule Until June 1, 2011, 79435-79437 [2010-31817]
Download as PDF
Federal Register / Vol. 75, No. 243 / Monday, December 20, 2010 / Notices
the proposed fees are within the range
assessed by other exchanges 13 and
therefore continue to be reasonable and
equitably allocated to those members
that opt to direct orders to the Exchange
rather than to a competing exchange.
The Exchange’s maker/taker fees, which
are currently applicable to each market
participant, will continue to apply to
the Select Symbols.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The proposed rule change does not
impose any burden on competition that
is not necessary or appropriate in
furtherance of the purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any
unsolicited written comments from
members or other interested parties.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
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 such
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:
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–ISE–2010–114. 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 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 offices of the Exchange.
All comments received will be posted
without change; the Commission does
not edit personal identifying
information from submissions. You
should submit only information that
you wish to make available publicly. All
submissions should refer to File
Number SR–ISE–2010–114, and should
be submitted on or before January 10,
2011.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–31825 Filed 12–17–10; 8:45 am]
BILLING CODE 8011–01–P
jlentini on DSKJ8SOYB1PROD with NOTICES
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–ISE–2010–114 on the
subject line.
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–63542; File No. SR–NYSE–
2010–79]
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Amending
NYSE Rule 123C(9)(a)(1) To Extend the
Operation of a Pilot Operating
Pursuant to the Rule Until June 1, 2011
December 14, 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 November
30, 2010, New York Stock Exchange
LLC (‘‘NYSE’’ or the ‘‘Exchange’’) filed
with the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I and II below, which Items have
been prepared by the self-regulatory
organization. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
NYSE Rule 123C(9)(a)(1) to extend the
operation of a pilot operating pursuant
to the Rule until June 1, 2011. The text
of the proposed rule change is available
at the Exchange, the Commission’s
Public Reference Room, https://
www.sec.gov, and https://www.nyse.com.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of those statements may be examined at
the places specified in Item IV below.
The Exchange has prepared summaries,
set forth in sections A, B, and C below,
of the most significant parts of such
statements.
1 15
supra note 7.
14 15 U.S.C. 78s(b)(3)(A)(ii).
VerDate Mar<15>2010
17:18 Dec 17, 2010
U.S.C. 78s(b)(1).
U.S.C. 78a.
3 17 CFR 240.19b–4.
2 15
13 See
15 17
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CFR 200.30–3(a)(12).
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Federal Register / Vol. 75, No. 243 / Monday, December 20, 2010 / Notices
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend
NYSE Rule 123C(9)(a)(1) to extend the
operation of a pilot that allows the
Exchange to temporarily suspend
certain rule requirements at the close
when extreme order imbalances may
cause significant dislocation to the
closing price (‘‘Extreme Order
Imbalances Pilot’’ or ‘‘Pilot’’) 4 until June
1, 2011.5 The Pilot is currently
scheduled to expire on December 1,
2010.6
jlentini on DSKJ8SOYB1PROD with NOTICES
Background
Pursuant to NYSE Rule 123C(9)(a)(1),
the Exchange may suspend NYSE Rule
52 (Hours of Operation) to resolve an
extreme order imbalance that may result
in a price dislocation at the close as a
result of an order entered into Exchange
systems or represented to a Designated
Market Maker (‘‘DMM’’) orally at or near
the close. The provisions of NYSE Rule
123C(9)(a)(1) operate as the Extreme
Order Imbalance Pilot.
As a condition of the approval to
operate the Pilot, the Exchange
committed to provide the Commission
with information regarding: (i) How
often an NYSE Rule 52 temporary
suspension pursuant to the Pilot was
invoked during the six months
following its approval; and (ii) the
Exchange’s determination as to how to
proceed with technical modifications to
reconfigure Exchange systems to accept
orders electronically after 4 p.m.
During the operation of the Pilot, the
Exchange believed that the systems
modifications to allow Exchange
systems to accept orders electronically
after 4 p.m. would not be as onerous as
previously believed when the Pilot was
initially commenced. The Exchange
4 See Securities Exchange Act Release Nos. 59755
(April 13, 2009), 74 FR 18009 (April 20, 2009) (SR–
NYSE–2009–18) (order granting approval of the
Pilot); 60809 (October 9, 2009), 74 FR 53532
(October 19, 2009) (SR–NYSE–2009–104)
(extending the operation of the Pilot to December
31, 2009); 61264 (December 31, 2009), 75 FR 1107
(January 8, 2010) (SR–NYSE–2009–131) (extending
the operation of the Pilot from December 31, 2009
to March 1, 2010); 61612 (March 1, 2010), 75 FR
10543 (March 8, 2010) (SR–NYSE–2010–11)
(extending the operation of the Pilot from March 1,
2010 to June 1, 2010); 62231 (June 4, 2010), 75 FR
33872 (June 15, 2010) (SR–NYSE–2010–42)
(extending the operation of the Pilot from June 1,
2010 to December 1, 2010).
5 The Exchange notes that parallel changes are
proposed to be made to the rules of NYSE Amex
LLC. See SR–NYSEAmex–2010–113.
6 See Securities Exchange Act Release No. 62231
(June 4, 2010), 75 FR 33872 (June 15, 2010) (SR–
NYSE–2010–42).
VerDate Mar<15>2010
17:18 Dec 17, 2010
Jkt 223001
completed the system modifications
necessary to accept orders electronically
after 4 p.m. and began the process of
testing the modifications. The Exchange
therefore filed to extend the Extreme
Order Imbalance Pilot until the earlier
of SEC approval to make such Pilot
permanent or December 1, 2010.7 At the
time, the Exchange anticipated that its
quality assurance review process would
be completed by December 1, 2010 and
it would be able to operate under the
new system. The quality assurance
review determined that additional
testing was required in order to assure
the optimal functioning of the system
modifications.
Proposal To Extend the Operation of the
Extreme Order Imbalance Pilot
The Exchange established the Extreme
Order Imbalance Pilot to create a
mechanism for ensuring a fair and
orderly close when interest is received
at or near the close that could negatively
affect the closing transaction. The
Exchange believes that this tool has
proved very useful to resolve an extreme
order imbalance that may result in a
closing price dislocation at the close as
a result of an order entered into
Exchange systems, or represented to a
DMM orally at or near the close.
NYSE Rule 123C(9) was intended to
be and has been invoked to attract
offsetting interest in rare circumstances
where there exists an extreme imbalance
at the close such that a DMM is unable
to close the security without
significantly dislocating the price. This
is evidenced by the fact that since the
inception of the Pilot in April 2009, the
Exchange has invoked the provisions of
NYSE Rule 123C(9)(a)(1) on only five
occasions, and only once since the pilot
was last extended, in June 2010.
The Exchange proposes to extend the
operation of the pilot for a six-month
period. At this time, the Exchange is
completing testing of functionality that
would enable the electronic acceptance
of orders after 4 p.m. If the tests are
successful, the Exchange expects to be
able to implement the new functionality
by the end of December 2010. If the
Exchange does not believe it will be able
to implement the new functionality by
the end of December 2010, it will work
with the Commission to set a new target
date for implementation as soon as
practicable thereafter. In conjunction
with the new functionality, the
Exchange plans to file a proposed rule
change to amend Rule 123C(9) to
remove the limitation set forth in Rule
123C(9)(a)(1)(iii) that only Floor brokers
7 Id.
PO 00000
Frm 00103
Fmt 4703
Sfmt 4703
can represent interest after 4:00 p.m.
and to make Rule 123C(9) permanent.8
2. Statutory Basis
The basis under the Act for this
proposed rule change is the requirement
under Section 6(b)(5) 9 that an Exchange
have rules that are designed to promote
just and equitable principles of trade, to
remove impediments to and perfect the
mechanism of a free and open market
and a national market system and, in
general, to protect investors and the
public interest. The Exchange believes
that this filing is consistent with these
principles. Specifically, an extension
will allow the Exchange to determine
the efficacy of providing any additional
functionality under this Pilot rule. The
Pilot operates to protect investors and
the public interest by ensuring that the
closing price at the Exchange is not
significantly dislocated from the last
sale price by virtue of an extreme order
imbalance at or near the close.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were solicited
or received with respect to the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A) of the Act 10 and Rule 19b–
4(f)(6)(iii) thereunder.11 The Exchange
8 See e-mail from Theodore Lazo, Vice President,
Legal and Government Affairs, NYSE Euronext, to
David Liu, Senior Special Counsel, Division of
Trading and Markets, Commission, and Nathan
Saunders, Special Counsel, Division of Trading and
Markets, Commission, dated December 13, 2010
(‘‘NYSE Euronext E-mail’’).
9 15 U.S.C. 78f(b)(5).
10 15 U.S.C. 78s(b)(3)(A).
11 17 CFR 240.19b–4(f)(6)(iii). In addition, Rule
19b–4(f)(6)(iii) requires that a self-regulatory
organization submit to the Commission written
notice of its intent to file the proposed rule change,
along with a brief description and text of the
E:\FR\FM\20DEN1.SGM
20DEN1
Federal Register / Vol. 75, No. 243 / Monday, December 20, 2010 / Notices
has asked the Commission to waive the
30-day operative delay so that the
proposal may become operative
immediately upon filing. The Exchange
has represented that it is completing
testing of a functionality that would
enable the electronic acceptance of
orders after 4 p.m., and if successful, the
Exchange expects to be able to
implement the new functionality by the
end of December 2010. If the Exchange
will not be able to implement the new
functionality by that date, it will work
with the Commission to set a new target
date for implementation. The Exchange
also has represented that it plans to file
a proposed rule change to amend Rule
123C(9) to make the pilot permanent
and to remove the limitation that only
Floor brokers can represent interest after
4 p.m.12
The Commission believes that
waiving the 30-day operative delay is
consistent with the protection of
investors and the public interest
because it will allow the pilot to
continue uninterrupted, thereby
permitting offsetting interest
represented by floor brokers to alleviate
extreme order imbalances occurring at
the close until the Exchange is able to
allow the electronic submission of such
interest after 4 p.m. in such
circumstances.13 Accordingly, the
Commission waives the 30-day
operative delay requirement and
designates the proposed rule change
operative upon filing with the
Commission.
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.
IV. Solicitation of Comments
jlentini on DSKJ8SOYB1PROD with NOTICES
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:
proposed rule change, at least five business days
prior to the filing of the proposed rule change, or
such shorter time as designated by the Commission.
The Commission notes that the Exchange has
satisfied this requirement.
12 See NYSE Euronext E-mail, supra note 8.
13 For purposes only of waiving the 30-day
operative delay, the Commission has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
VerDate Mar<15>2010
17:18 Dec 17, 2010
Jkt 223001
79437
Electronic Comments
DEPARTMENT OF TRANSPORTATION
• 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–NYSE–2010–79 on the
subject line.
Federal Aviation Administration
Paper Comments
Notification of Proposed Delegation
Programs and Request for Comment
Federal Aviation
Administration (DOT).
ACTION: Notice of availability and
request for public comment.
AGENCY:
This notice announces the
availability of and request for public
comments on the proposed new
delegation programs (2) that will allow
organizations to perform additional
functions under the Federal Aviation
All submissions should refer to File
Administration (FAA) Organization
Number SR–NYSE–2010–79. This file
Designation Authorization (ODA)
program. These two proposed ODA
number should be included on the
subject line if e-mail is used. To help the programs will provide: (1) Certification
functions for rotorcraft-external load
Commission process and review your
operator certificates under 14 CFR part
comments more efficiently, please use
only one method. The Commission will 133 and (2) the delivery of written
post all comments on the Commission’s airman knowledge tests.
DATES: Comments must be received on
Internet Web site (https://www.sec.gov/
or before January 17, 2011.
rules/sro.shtml). Copies of the
submission, all subsequent
ADDRESSES: Send all comments on both
amendments, all written statements
proposed delegation programs and
functions to: Federal Aviation
with respect to the proposed rule
Administration, Aircraft Certification
change that are filed with the
Service, Delegation and Airworthiness
Commission, and all written
Programs Branch, 6500 S. MacArthur
communications relating to the
Blvd, ARB Room 308, Oklahoma City,
proposed rule change between the
Commission and any person, other than OK 73169, ATTN: Sam Colasanti. Or,
you may e-mail comments to:
those that may be withheld from the
samuel.r.colasanti@faa.gov. Include in
public in accordance with the
the subject line of your message the
provisions of 5 U.S.C. 552, will be
following: Comments on Proposed ODA
available for Web site viewing and
Programs and Functions.
printing in the Commission’s Public
FOR FURTHER INFORMATION CONTACT: Sam
Reference Room, 100 F Street, NE.,
Colasanti, Aerospace Engineer, Federal
Washington, DC 20549, on official
Aviation Administration, Aircraft
business days between the hours of
10 a.m. and 3 p.m. Copies of such filing Certification Service, Aircraft
also will be available for inspection and Engineering Division, Delegation and
Airworthiness Programs Branch, to
copying at the principal office of the
address listed above or by phone at
Exchange. All comments received will
405.954.7044.
be posted without change; the
SUPPLEMENTARY INFORMATION:
Commission does not edit personal
identifying information from
Comments Invited
submissions. You should submit only
Interested persons are invited to
information that you wish to make
comment on the two (2) proposed ODA
publicly available. All submissions
programs listed in this notice by
should refer to File Number SR–NYSE–
submitting such written data, views, or
2010–79 and should be submitted on or
arguments as they desire to the above
before January 10, 2011.
specified address. Comments received
For the Commission, by the Division of
on the two proposed ODA programs
Trading and Markets, pursuant to delegated
may be examined, before and after the
authority.14
comment closing date by making
arrangements with the person listed in
Florence E. Harmon,
the ‘‘For Further Information Contact’’
Deputy Secretary.
paragraph above. All communications
[FR Doc. 2010–31817 Filed 12–17–10; 8:45 am]
received on or before the closing date
BILLING CODE 8011–01–P
will be considered by the Director of the
Aircraft Certification Service before
14 17 CFR 200.30–3(a)(12).
approval of the two (2) programs.
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
PO 00000
Frm 00104
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SUMMARY:
E:\FR\FM\20DEN1.SGM
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Agencies
[Federal Register Volume 75, Number 243 (Monday, December 20, 2010)]
[Notices]
[Pages 79435-79437]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-31817]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-63542; File No. SR-NYSE-2010-79]
Self-Regulatory Organizations; New York Stock Exchange LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change
Amending NYSE Rule 123C(9)(a)(1) To Extend the Operation of a Pilot
Operating Pursuant to the Rule Until June 1, 2011
December 14, 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 November 30, 2010, New York Stock Exchange LLC (``NYSE''
or the ``Exchange'') filed with the Securities and Exchange Commission
(the ``Commission'') the proposed rule change as described in Items I
and II below, which Items have been prepared by the self-regulatory
organization. The Commission is publishing this notice to solicit
comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 15 U.S.C. 78a.
\3\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend NYSE Rule 123C(9)(a)(1) to extend
the operation of a pilot operating pursuant to the Rule until June 1,
2011. The text of the proposed rule change is available at the
Exchange, the Commission's Public Reference Room, https://www.sec.gov,
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.
[[Page 79436]]
A. Self-Regulatory Organization's Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend NYSE Rule 123C(9)(a)(1) to extend
the operation of a pilot that allows the Exchange to temporarily
suspend certain rule requirements at the close when extreme order
imbalances may cause significant dislocation to the closing price
(``Extreme Order Imbalances Pilot'' or ``Pilot'') \4\ until June 1,
2011.\5\ The Pilot is currently scheduled to expire on December 1,
2010.\6\
---------------------------------------------------------------------------
\4\ See Securities Exchange Act Release Nos. 59755 (April 13,
2009), 74 FR 18009 (April 20, 2009) (SR-NYSE-2009-18) (order
granting approval of the Pilot); 60809 (October 9, 2009), 74 FR
53532 (October 19, 2009) (SR-NYSE-2009-104) (extending the operation
of the Pilot to December 31, 2009); 61264 (December 31, 2009), 75 FR
1107 (January 8, 2010) (SR-NYSE-2009-131) (extending the operation
of the Pilot from December 31, 2009 to March 1, 2010); 61612 (March
1, 2010), 75 FR 10543 (March 8, 2010) (SR-NYSE-2010-11) (extending
the operation of the Pilot from March 1, 2010 to June 1, 2010);
62231 (June 4, 2010), 75 FR 33872 (June 15, 2010) (SR-NYSE-2010-42)
(extending the operation of the Pilot from June 1, 2010 to December
1, 2010).
\5\ The Exchange notes that parallel changes are proposed to be
made to the rules of NYSE Amex LLC. See SR-NYSEAmex-2010-113.
\6\ See Securities Exchange Act Release No. 62231 (June 4,
2010), 75 FR 33872 (June 15, 2010) (SR-NYSE-2010-42).
---------------------------------------------------------------------------
Background
Pursuant to NYSE Rule 123C(9)(a)(1), the Exchange may suspend NYSE
Rule 52 (Hours of Operation) to resolve an extreme order imbalance that
may result in a price dislocation at the close as a result of an order
entered into Exchange systems or represented to a Designated Market
Maker (``DMM'') orally at or near the close. The provisions of NYSE
Rule 123C(9)(a)(1) operate as the Extreme Order Imbalance Pilot.
As a condition of the approval to operate the Pilot, the Exchange
committed to provide the Commission with information regarding: (i) How
often an NYSE Rule 52 temporary suspension pursuant to the Pilot was
invoked during the six months following its approval; and (ii) the
Exchange's determination as to how to proceed with technical
modifications to reconfigure Exchange systems to accept orders
electronically after 4 p.m.
During the operation of the Pilot, the Exchange believed that the
systems modifications to allow Exchange systems to accept orders
electronically after 4 p.m. would not be as onerous as previously
believed when the Pilot was initially commenced. The Exchange completed
the system modifications necessary to accept orders electronically
after 4 p.m. and began the process of testing the modifications. The
Exchange therefore filed to extend the Extreme Order Imbalance Pilot
until the earlier of SEC approval to make such Pilot permanent or
December 1, 2010.\7\ At the time, the Exchange anticipated that its
quality assurance review process would be completed by December 1, 2010
and it would be able to operate under the new system. The quality
assurance review determined that additional testing was required in
order to assure the optimal functioning of the system modifications.
---------------------------------------------------------------------------
\7\ Id.
---------------------------------------------------------------------------
Proposal To Extend the Operation of the Extreme Order Imbalance Pilot
The Exchange established the Extreme Order Imbalance Pilot to
create a mechanism for ensuring a fair and orderly close when interest
is received at or near the close that could negatively affect the
closing transaction. The Exchange believes that this tool has proved
very useful to resolve an extreme order imbalance that may result in a
closing price dislocation at the close as a result of an order entered
into Exchange systems, or represented to a DMM orally at or near the
close.
NYSE Rule 123C(9) was intended to be and has been invoked to
attract offsetting interest in rare circumstances where there exists an
extreme imbalance at the close such that a DMM is unable to close the
security without significantly dislocating the price. This is evidenced
by the fact that since the inception of the Pilot in April 2009, the
Exchange has invoked the provisions of NYSE Rule 123C(9)(a)(1) on only
five occasions, and only once since the pilot was last extended, in
June 2010.
The Exchange proposes to extend the operation of the pilot for a
six-month period. At this time, the Exchange is completing testing of
functionality that would enable the electronic acceptance of orders
after 4 p.m. If the tests are successful, the Exchange expects to be
able to implement the new functionality by the end of December 2010. If
the Exchange does not believe it will be able to implement the new
functionality by the end of December 2010, it will work with the
Commission to set a new target date for implementation as soon as
practicable thereafter. In conjunction with the new functionality, the
Exchange plans to file a proposed rule change to amend Rule 123C(9) to
remove the limitation set forth in Rule 123C(9)(a)(1)(iii) that only
Floor brokers can represent interest after 4:00 p.m. and to make Rule
123C(9) permanent.\8\
---------------------------------------------------------------------------
\8\ See e-mail from Theodore Lazo, Vice President, Legal and
Government Affairs, NYSE Euronext, to David Liu, Senior Special
Counsel, Division of Trading and Markets, Commission, and Nathan
Saunders, Special Counsel, Division of Trading and Markets,
Commission, dated December 13, 2010 (``NYSE Euronext E-mail'').
---------------------------------------------------------------------------
2. Statutory Basis
The basis under the Act for this proposed rule change is the
requirement under Section 6(b)(5) \9\ that an Exchange have rules that
are designed to promote just and equitable principles of trade, to
remove impediments to and perfect the mechanism of a free and open
market and a national market system and, in general, to protect
investors and the public interest. The Exchange believes that this
filing is consistent with these principles. Specifically, an extension
will allow the Exchange to determine the efficacy of providing any
additional functionality under this Pilot rule. The Pilot operates to
protect investors and the public interest by ensuring that the closing
price at the Exchange is not significantly dislocated from the last
sale price by virtue of an extreme order imbalance at or near the
close.
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\9\ 15 U.S.C. 78f(b)(5).
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition that is not necessary or appropriate
in furtherance of the purposes of the Act.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were solicited or received with respect to the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change does not: (i)
Significantly affect the protection of investors or the public
interest; (ii) impose any significant burden on competition; and (iii)
become operative for 30 days from the date on which it was filed, or
such shorter time as the Commission may designate, it has become
effective pursuant to Section 19(b)(3)(A) of the Act \10\ and Rule 19b-
4(f)(6)(iii) thereunder.\11\ The Exchange
[[Page 79437]]
has asked the Commission to waive the 30-day operative delay so that
the proposal may become operative immediately upon filing. The Exchange
has represented that it is completing testing of a functionality that
would enable the electronic acceptance of orders after 4 p.m., and if
successful, the Exchange expects to be able to implement the new
functionality by the end of December 2010. If the Exchange will not be
able to implement the new functionality by that date, it will work with
the Commission to set a new target date for implementation. The
Exchange also has represented that it plans to file a proposed rule
change to amend Rule 123C(9) to make the pilot permanent and to remove
the limitation that only Floor brokers can represent interest after 4
p.m.\12\
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\10\ 15 U.S.C. 78s(b)(3)(A).
\11\ 17 CFR 240.19b-4(f)(6)(iii). In addition, Rule 19b-
4(f)(6)(iii) requires that a self-regulatory organization submit to
the Commission written notice of its intent to file the proposed
rule change, along with a brief description and text of the proposed
rule change, at least five business days prior to the filing of the
proposed rule change, or such shorter time as designated by the
Commission. The Commission notes that the Exchange has satisfied
this requirement.
\12\ See NYSE Euronext E-mail, supra note 8.
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The Commission believes that waiving the 30-day operative delay is
consistent with the protection of investors and the public interest
because it will allow the pilot to continue uninterrupted, thereby
permitting offsetting interest represented by floor brokers to
alleviate extreme order imbalances occurring at the close until the
Exchange is able to allow the electronic submission of such interest
after 4 p.m. in such circumstances.\13\ Accordingly, the Commission
waives the 30-day operative delay requirement and designates the
proposed rule change operative upon filing with the Commission.
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\13\ For purposes only of waiving the 30-day operative delay,
the Commission has considered the proposed rule's impact on
efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
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At any time within 60 days of the filing of the proposed rule
change, the Commission 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.
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-NYSE-2010-79 on the subject line.
Paper Comments
Send paper comments in triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange Commission, 100 F Street, NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-NYSE-2010-79. 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 publicly available. All
submissions should refer to File Number SR-NYSE-2010-79 and should be
submitted on or before January 10, 2011.
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\14\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-31817 Filed 12-17-10; 8:45 am]
BILLING CODE 8011-01-P