Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Amending NYSE Arca Rule 7.10, Clearly Erroneous Executions, To Extend the Effective Date of the Pilot Until the Earlier of August 11, 2011 or the Date on Which a Limit Up/Limit Down Mechanism To Address Extraordinary Market Volatility, if Adopted, Applies, 20399-20401 [2011-8726]
Download as PDF
Federal Register / Vol. 76, No. 70 / Tuesday, April 12, 2011 / Notices
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
The foregoing rule change is effective
upon filing pursuant to Section
19(b)(3)(A) 10 of the Act and
subparagraph (f)(2) of Rule 19b–4 11
thereunder, because it establishes a due,
fee, or other charge imposed by the
NYSE Arca.
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.
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:
srobinson on DSKHWCL6B1PROD 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–NYSEArca–2011–16 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–NYSEArca–2011–16. 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
10 15
11 17
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(2).
VerDate Mar<15>2010
18:00 Apr 11, 2011
Jkt 223001
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 the 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 Number SR–
NYSEArca–2011–16 and should be
submitted on or before May 3, 2011.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Cathy H. Ahn,
Deputy Secretary.
[FR Doc. 2011–8732 Filed 4–11–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–64234; File No. SR–
NYSEArca–2011–15]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Amending NYSE Arca
Rule 7.10, Clearly Erroneous
Executions, To Extend the Effective
Date of the Pilot Until the Earlier of
August 11, 2011 or the Date on Which
a Limit Up/Limit Down Mechanism To
Address Extraordinary Market
Volatility, if Adopted, Applies
April 7, 2011.
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 March
31, 2011, NYSE Arca, Inc. (the
‘‘Exchange’’ or ‘‘NYSE Arca’’) 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
12 17
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.
PO 00000
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Fmt 4703
Sfmt 4703
20399
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 Arca Rule 7.10, which governs
clearly erroneous executions, to extend
the effective date of the pilot by which
portions of such Rule operate until the
earlier of August 11, 2011 or the date on
which a limit up/limit down
mechanism to address extraordinary
market volatility, if adopted, applies.
The pilot is currently scheduled to
expire on April 11, 2011. The text of the
proposed rule change is available at the
Exchange, the Commission’s Public
Reference Room, the Commission’s Web
site at 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.
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 Arca Equities Rule 7.10, which
governs clearly erroneous executions, to
extend the effective date of the pilot by
which portions of such Rule operate,
until the earlier of August 11, 2011 or
the date on which a limit up/limit down
mechanism to address extraordinary
market volatility, if adopted, applies.
The pilot is currently scheduled to
expire on April 11, 2011.4
On September 10, 2010, the
Commission approved, on a pilot basis,
market-wide amendments to exchanges’
rules for clearly erroneous executions to
set forth clearer standards and curtail
discretion with respect to breaking
4 See Securities Exchange Act Release No. 62886
(September 10, 2010), 75 FR 56613 (September 16,
2010) (SR–NYSEArca–2010–58). See also Securities
Exchange Act Release No. 63482 (December 9,
2010), 75 FR 78331 (December 15, 2010) (SR–
NYSEArca–2010–113).
E:\FR\FM\12APN1.SGM
12APN1
20400
Federal Register / Vol. 76, No. 70 / Tuesday, April 12, 2011 / Notices
erroneous trades. In connection with
this pilot initiative, the Exchange
amended NYSE Arca Equities Rule
7.10(c), (e)(2), (f), and (g). The
amendments provide for uniform
treatment of clearly erroneous execution
reviews (1) in Multi-Stock Events 5
involving twenty or more securities, and
(2) in the event transactions occur that
result in the issuance of an individual
security trading pause by the primary
market and subsequent transactions that
occur before the trading pause is in
effect on the Exchange.6 The
amendments also eliminated appeals of
certain rulings made in conjunction
with other exchanges with respect to
clearly erroneous transactions and
limited the Exchange’s discretion to
deviate from Numerical Guidelines set
forth in the Rule in the event of system
disruptions or malfunctions.
If the pilot were not extended, the
prior versions of paragraphs (c), (e)(2),
(f), and (g) of NYSE Arca Equities Rule
7.10 would be in effect, and NYSE Arca
would have different rules than other
exchanges and greater discretion in
connection with breaking clearly
erroneous transactions. The Exchange
proposes to extend the pilot
amendments to NYSE Arca Equities
Rule 7.10 until the earlier of August 11,
2011 or the date on which a limit up/
limit down mechanism to address
extraordinary market volatility, if
adopted, applies in order to maintain
uniform rules across markets and allow
the pilot to continue to operate without
interruption during the same period that
the Rule 7.11 trading pause rule pilot is
also in effect. Extension of the pilot
would permit the Exchange, other
national securities exchanges and the
Commission to further assess the effect
of the pilot on the marketplace,
including whether additional measures
should be added, whether the
parameters of the rule should be
modified or whether other initiatives
should be adopted in lieu of the current
pilot.
srobinson on DSKHWCL6B1PROD with NOTICES
2. Statutory Basis
The proposed rule change is
consistent with Section 6(b) 7 of the Act,
in general, and furthers the objectives of
Section 6(b)(5) 8 in particular in that it
5 Terms not defined herein are defined in NYSE
Arca Equities Rule 7.10.
6 Separately, the Exchange has proposed extend
the effective date of the trading pause pilot under
NYSE Arca Equities Rule 7.11, which requires to
the Exchange to pause trading in an individual
security listed on the Exchange if the price moves
by 10% as compared to prices of that security in
the preceding five-minute period during a trading
day. See SR–NYSEArca–2011–14.
7 15 U.S.C. 78f(b).
8 15 U.S.C. 78f(b)(5).
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18:00 Apr 11, 2011
Jkt 223001
is designed to prevent fraudulent and
manipulative acts and practices, to
promote just and equitable principles of
trade, to foster cooperation and
coordination with persons engaged in
facilitating transactions in securities, 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. More specifically, the
NYSE Arca believes that the extension
of the pilot would help assure that the
determination of whether a clearly
erroneous trade has occurred will be
based on clear and objective criteria,
and that the resolution of the incident
will occur promptly through a
transparent process. The proposed rule
changes would also help assure
consistent results in handling erroneous
trades across the U.S. markets, thus
furthering fair and orderly markets, the
protection of investors and the public
interest.
immediately upon filing. The
Commission believes that waiving the
30-day operative delay is consistent
with the protection of investors and the
public interest because such waiver will
allow the pilot program to continue
uninterrupted and help ensure
uniformity among the national
securities exchanges and FINRA with
respect to the treatment of clearly
erroneous transactions.11 Accordingly,
the Commission waives the 30-day
operative delay requirement and
designates the proposed rule change as
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.
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.
IV. Solicitation of Comments
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 9 and Rule 19b–
4(f)(6)(iii) thereunder.10 The Exchange
has asked the Commission to waive the
30-day operative delay so that the
proposal may become operative
9 15
U.S.C. 78s(b)(3)(A).
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.
10 17
PO 00000
Frm 00096
Fmt 4703
Sfmt 4703
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–NYSEArca–2011–15 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–NYSEArca-2011–15. 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
11 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).
E:\FR\FM\12APN1.SGM
12APN1
Federal Register / Vol. 76, No. 70 / Tuesday, April 12, 2011 / Notices
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–
NYSEArca-2011–15 and should be
submitted on or before May 3, 2011.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Cathy H. Ahn,
Deputy Secretary.
[FR Doc. 2011–8726 Filed 4–11–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–64224; File No. SR–
NYSEArca–2011–11]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing of Proposed
Rule Change Relating to the Listing
and Trading of the Guggenheim
Enhanced Core Bond ETF and
Guggenheim Enhanced Ultra-Short
Bond ETF
srobinson on DSKHWCL6B1PROD with NOTICES
April 7, 2011.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
notice is hereby given that on March 24,
2011, NYSE Arca, Inc. (‘‘Exchange’’ or
‘‘NYSE Arca’’) 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.
12 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
VerDate Mar<15>2010
18:00 Apr 11, 2011
Jkt 223001
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to list and
trade the following under NYSE Arca
Equities Rule 8.600: Guggenheim
Enhanced Core Bond ETF and
Guggenheim Enhanced Ultra-Short
Bond ETF. The text of the proposed rule
change is available at the Exchange, the
Commission’s Public Reference Room,
and https://www.nyse.com.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of those statements may be examined at
the places specified in Item IV below.
The Exchange has prepared summaries,
set forth in sections A, B, and C below,
of the most significant parts of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to list and
trade the following Managed Fund
Shares 3 (‘‘Shares’’) under NYSE Arca
Equities Rule 8.600: Guggenheim
Enhanced Core Bond ETF and
Guggenheim Enhanced Ultra-Short
Bond ETF (each a ‘‘Fund,’’ and,
collectively, ‘‘Funds’’).4 The Shares will
3 A Managed Fund Share is a security that
represents an interest in an investment company
registered under the Investment Company Act of
1940 (15 U.S.C. 80a) (‘‘1940 Act’’) organized as an
open-end investment company or similar entity that
invests in a portfolio of securities selected by its
investment adviser consistent with its investment
objectives and policies. In contrast, an open-end
investment company that issues Investment
Company Units, listed and traded on the Exchange
under NYSE Arca Equities Rule 5.2(j)(3), seeks to
provide investment results that correspond
generally to the price and yield performance of a
specific foreign or domestic stock index, fixed
income securities index, or combination thereof.
4 The Commission previously approved listing
and trading on the Exchange of the following
actively managed funds under Rule 8.600. See
Securities Exchange Act Release Nos. 57801 (May
8, 2008), 73 FR 27878 (May 14, 2008) (SR–
NYSEArca–2008–31) (order approving Exchange
listing and trading of twelve actively-managed
funds of the WisdomTree Trust); 61365 (January 15,
2010), 75 FR 4124 (January 26, 2010) (SR–
NYSEArca–2009–114) (order approving listing and
trading of Grail McDonnell Fixed Income ETFs);
and 60981 (November 10, 2009), 74 FR 59594
(November 18, 2009) (SR–NYSEArca–2009–79)
(order approving listing of five fixed income funds
of the PIMCO ETF Trust).
PO 00000
Frm 00097
Fmt 4703
Sfmt 4703
20401
be offered by the Claymore ExchangeTraded Fund Trust (‘‘Trust’’), a statutory
trust organized under the laws of the
State of Delaware and registered with
the Commission as an open-end
management investment company.5
The investment adviser for the Funds
is Claymore Advisors, LLC (‘‘Investment
Adviser’’). The Bank of New York
Mellon is the custodian and transfer
agent for the Funds. Claymore
Securities, Inc. is the distributor for the
Funds.
Commentary .06 to Rule 8.600
provides that, if the investment adviser
to the Investment Company issuing
Managed Fund Shares is affiliated with
a broker-dealer, such investment adviser
shall erect a ‘‘fire wall’’ between the
investment adviser and the brokerdealer with respect to access to
information concerning the composition
and/or changes to such Investment
Company portfolio.6 In addition,
Commentary .06 further requires that
personnel who make decisions on the
open-end fund’s portfolio composition
must be subject to procedures designed
to prevent the use and dissemination of
material nonpublic information
regarding the open-end fund’s portfolio.
The Investment Adviser is affiliated
with a broker-dealer and has
represented that it has implemented a
fire wall with respect to its broker5 The Trust is registered under the 1940 Act. On
July 26, 2010, the Trust filed with the Commission
Form N–1A under the Securities Act of 1933 (15
U.S.C. 77a) (‘‘Securities Act’’) relating to the Funds
(File Nos. 333–134551 and 811–21906)
(‘‘Registration Statement’’). The description of the
operation of the Trust and the Funds herein is
based on the Registration Statement.
6 An investment adviser to an open-end fund is
required to be registered under the Investment
Advisers Act of 1940 (‘‘Advisers Act’’). As a result,
the investment adviser is subject to the provisions
of Rule 204A–1 under the Advisers Act relating to
codes of ethics. This Rule requires investment
advisers to adopt a code of ethics that reflects the
fiduciary nature of the relationship to clients as
well as compliance with other applicable securities
laws. Accordingly, procedures designed to prevent
the communication and misuse of non-public
information by an investment adviser must be
consistent with Rule 204A–1 under the Advisers
Act. The Exchange represents that the Investment
Adviser and related personnel, are subject to
Advisers Act Rule 204A–1. In addition, Rule
206(4)–7 under the Advisers Act makes it unlawful
for an investment adviser to provide investment
advice to clients unless such investment adviser has
(i) Adopted and implemented written policies and
procedures reasonably designed to prevent
violation, by the investment adviser and its
supervised persons, of the Advisers Act and the
Commission rules adopted thereunder; (ii)
implemented, at a minimum, an annual review
regarding the adequacy of the policies and
procedures established pursuant to subparagraph (i)
above and the effectiveness of their
implementation; and (iii) designated an individual
(who is a supervised person) responsible for
administering the policies and procedures adopted
under subparagraph (i) above.
E:\FR\FM\12APN1.SGM
12APN1
Agencies
[Federal Register Volume 76, Number 70 (Tuesday, April 12, 2011)]
[Notices]
[Pages 20399-20401]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2011-8726]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-64234; File No. SR-NYSEArca-2011-15]
Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change Amending NYSE Arca
Rule 7.10, Clearly Erroneous Executions, To Extend the Effective Date
of the Pilot Until the Earlier of August 11, 2011 or the Date on Which
a Limit Up/Limit Down Mechanism To Address Extraordinary Market
Volatility, if Adopted, Applies
April 7, 2011.
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 March 31, 2011, NYSE Arca, Inc. (the ``Exchange'' or
``NYSE Arca'') 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 Arca Rule 7.10, which governs
clearly erroneous executions, to extend the effective date of the pilot
by which portions of such Rule operate until the earlier of August 11,
2011 or the date on which a limit up/limit down mechanism to address
extraordinary market volatility, if adopted, applies. The pilot is
currently scheduled to expire on April 11, 2011. The text of the
proposed rule change is available at the Exchange, the Commission's
Public Reference Room, the Commission's Web site at 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.
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 Arca Equities Rule 7.10, which
governs clearly erroneous executions, to extend the effective date of
the pilot by which portions of such Rule operate, until the earlier of
August 11, 2011 or the date on which a limit up/limit down mechanism to
address extraordinary market volatility, if adopted, applies. The pilot
is currently scheduled to expire on April 11, 2011.\4\
---------------------------------------------------------------------------
\4\ See Securities Exchange Act Release No. 62886 (September 10,
2010), 75 FR 56613 (September 16, 2010) (SR-NYSEArca-2010-58). See
also Securities Exchange Act Release No. 63482 (December 9, 2010),
75 FR 78331 (December 15, 2010) (SR-NYSEArca-2010-113).
---------------------------------------------------------------------------
On September 10, 2010, the Commission approved, on a pilot basis,
market-wide amendments to exchanges' rules for clearly erroneous
executions to set forth clearer standards and curtail discretion with
respect to breaking
[[Page 20400]]
erroneous trades. In connection with this pilot initiative, the
Exchange amended NYSE Arca Equities Rule 7.10(c), (e)(2), (f), and (g).
The amendments provide for uniform treatment of clearly erroneous
execution reviews (1) in Multi-Stock Events \5\ involving twenty or
more securities, and (2) in the event transactions occur that result in
the issuance of an individual security trading pause by the primary
market and subsequent transactions that occur before the trading pause
is in effect on the Exchange.\6\ The amendments also eliminated appeals
of certain rulings made in conjunction with other exchanges with
respect to clearly erroneous transactions and limited the Exchange's
discretion to deviate from Numerical Guidelines set forth in the Rule
in the event of system disruptions or malfunctions.
---------------------------------------------------------------------------
\5\ Terms not defined herein are defined in NYSE Arca Equities
Rule 7.10.
\6\ Separately, the Exchange has proposed extend the effective
date of the trading pause pilot under NYSE Arca Equities Rule 7.11,
which requires to the Exchange to pause trading in an individual
security listed on the Exchange if the price moves by 10% as
compared to prices of that security in the preceding five-minute
period during a trading day. See SR-NYSEArca-2011-14.
---------------------------------------------------------------------------
If the pilot were not extended, the prior versions of paragraphs
(c), (e)(2), (f), and (g) of NYSE Arca Equities Rule 7.10 would be in
effect, and NYSE Arca would have different rules than other exchanges
and greater discretion in connection with breaking clearly erroneous
transactions. The Exchange proposes to extend the pilot amendments to
NYSE Arca Equities Rule 7.10 until the earlier of August 11, 2011 or
the date on which a limit up/limit down mechanism to address
extraordinary market volatility, if adopted, applies in order to
maintain uniform rules across markets and allow the pilot to continue
to operate without interruption during the same period that the Rule
7.11 trading pause rule pilot is also in effect. Extension of the pilot
would permit the Exchange, other national securities exchanges and the
Commission to further assess the effect of the pilot on the
marketplace, including whether additional measures should be added,
whether the parameters of the rule should be modified or whether other
initiatives should be adopted in lieu of the current pilot.
2. Statutory Basis
The proposed rule change is consistent with Section 6(b) \7\ of the
Act, in general, and furthers the objectives of Section 6(b)(5) \8\ in
particular in that it is designed to prevent fraudulent and
manipulative acts and practices, to promote just and equitable
principles of trade, to foster cooperation and coordination with
persons engaged in facilitating transactions in securities, 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. More specifically, the NYSE Arca believes that the
extension of the pilot would help assure that the determination of
whether a clearly erroneous trade has occurred will be based on clear
and objective criteria, and that the resolution of the incident will
occur promptly through a transparent process. The proposed rule changes
would also help assure consistent results in handling erroneous trades
across the U.S. markets, thus furthering fair and orderly markets, 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).
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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 \9\ and Rule 19b-
4(f)(6)(iii) thereunder.\10\ The Exchange has asked the Commission to
waive the 30-day operative delay so that the proposal may become
operative immediately upon filing. The Commission believes that waiving
the 30-day operative delay is consistent with the protection of
investors and the public interest because such waiver will allow the
pilot program to continue uninterrupted and help ensure uniformity
among the national securities exchanges and FINRA with respect to the
treatment of clearly erroneous transactions.\11\ Accordingly, the
Commission waives the 30-day operative delay requirement and designates
the proposed rule change as operative upon filing with the Commission.
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\9\ 15 U.S.C. 78s(b)(3)(A).
\10\ 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.
\11\ 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-NYSEArca-2011-15 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-NYSEArca-2011-15. 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
[[Page 20401]]
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-NYSEArca-2011-15 and should be submitted
on or before May 3, 2011.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\12\
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\12\ 17 CFR 200.30-3(a)(12).
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Cathy H. Ahn,
Deputy Secretary.
[FR Doc. 2011-8726 Filed 4-11-11; 8:45 am]
BILLING CODE 8011-01-P