Self-Regulatory Organizations; Notice of Filing and Immediate Effectiveness of Proposed Rule Change by NASDAQ OMX PHLX LLC To Change the Name of the PSX Ouch BBO Feed to the PSX MatchView Feed and To Modify Its Contents, 54514-54516 [2011-22363]
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54514
Federal Register / Vol. 76, No. 170 / Thursday, September 1, 2011 / Notices
governed by the internal policies of the
broker-dealer regarding confidentiality,
etc.
An agency may not conduct or
sponsor, and a person is not required to
respond to, a collection of information
unless it displays a currently valid
control number.
The Commission may not conduct or
sponsor a collection of information
unless it displays a currently valid
control number.
Background documentation for this
information collection may be viewed at
the following link, https://
www.reginfo.gov. Comments should be
directed to: (i) Desk Officer for the
Securities and Exchange Commission,
Office of Information and Regulatory
Affairs, Office of Management and
Budget, Room 10102, New Executive
Office Building, Washington, DC 20503,
or by sending an e-mail to:
Shagufta_Ahmed@omb.eop.gov; and (ii)
Thomas Bayer, Director/Chief
Information Officer, Securities and
Exchange Commission, c/o Remi PavlikSimon, 6432 General Green Way,
Alexandria, VA 22312 or send an e-mail
to: PRA_Mailbox@sec.gov. Comments
must be submitted to OMB within 30
days of this notice.
Dated: August 26, 2011.
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011–22366 Filed 8–31–11; 8:45 am]
BILLING CODE 8011–01–P
August 26, 2011.
Elizabeth M. Murphy,
Secretary.
SECURITIES AND EXCHANGE
COMMISSION
[FR Doc. 2011–22364 Filed 8–31–11; 8:45 am]
Proposed Collection; Comment
Request
BILLING CODE 8011–01–P
Upon written request; copies available
from: U.S. Securities and Exchange
Commission, Office of Investor
Education and Advocacy,
Washington, DC 20549.
srobinson on DSK4SPTVN1PROD with NOTICES
Extension:
Rule 12g3–2; OMB Control No. 3235–0119;
SEC File No. 270–104.
Notice is hereby given that, pursuant
to the Paperwork Reduction Act of 1995
(44 U.S.C. 3501 et seq.), the Securities
and Exchange Commission
(‘‘Commission’’) is soliciting comments
on the collection of information
summarized below. The Commission
plans to submit this existing collection
of information to the Office of
Management and Budget for approval.
Rule 12g3–2 (17 CFR 240.12g3–2)
under the Securities Exchange Act of
1934 (the ‘‘Exchange Act’’) provides an
exemption from Section 12(g) of the
Exchange Act (15 U.S.C. 781(g)) for
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16:16 Aug 31, 2011
Jkt 223001
foreign private issuers. Rule 12g3–2 is
designed to provide investors in foreign
securities with information about such
securities and the foreign issuer. The
information filed under Rule 12g3–2
must be filed with the Commission and
is publicly available. We estimate that it
takes approximately one hour to provide
the information required under Rule
12g3–2 and that the information is filed
by 1,800 foreign issuers for a total
annual reporting burden of 1,800 hours.
Written comments are invited on: (a)
Whether this proposed collection of
information is necessary for the
performance of the functions of the
agency, including whether the
information will have practical utility;
(b) the accuracy of the agency’s estimate
of the burden imposed by the collection
of information; (c) ways to enhance the
quality, utility, and clarity of the
information collected; and (d) ways to
minimize the burden of the collection of
information on respondents, including
through the use of automated collection
techniques or other forms of information
technology. Consideration will be given
to comments and suggestions submitted
in writing within 60 days of this
publication.
Please direct your written comment to
Thomas Bayer, Director/Chief
Information Officer, Securities and
Exchange Commission, c/o Remi PavlikSimon, 6432 General Green Way,
Alexandria, Virginia 22312; or send an
e-mail to: PRA_Mailbox@sec.gov.
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–65203; File No. SR–Phlx–
2011–120]
Self-Regulatory Organizations; Notice
of Filing and Immediate Effectiveness
of Proposed Rule Change by NASDAQ
OMX PHLX LLC To Change the Name
of the PSX Ouch BBO Feed to the PSX
MatchView Feed and To Modify Its
Contents
August 26, 2011.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1, and Rule 19b–4 2 thereunder,
notice is hereby given that on August
19, 2011, NASDAQ OMX PHLX LLC
(‘‘Phlx’’ or ‘‘Exchange’’) filed with the
1 15
2 17
PO 00000
U.S.C. 78s(b)(1).
CFR 240.19b–4.
Frm 00089
Fmt 4703
Securities and Exchange Commission
(‘‘SEC’’ or ‘‘Commission’’) the proposed
rule change as described in Items I and
II, below, which Items have been
prepared by the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
The Exchange is filing with the
Commission a proposal to change the
name of the PSX Ouch BBO Feed to the
PSX MatchView Feed (the ‘‘Feed’’) and
to modify the contents of the Feed in
two ways. The Feed provides a view of
how the Exchange views the Best Bid
and Offer (‘‘BBO’’) available from all
market centers for each individual
security the Exchange trades.
The Exchange has filed this proposal
under Rule 19b–4(f)(6) 3 under the Act
and PSX has provided the Commission
with the notice required by Rule 19b–
4(f)(6)(iii) under the Act.4
The text of the proposed rule change
is available on the Exchange’s Web site
at https://
nasdaqomxphlx.cchwallstreet.com/
NASDAQOMXPHLX/Filings/, 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 aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
This proposal regards the PSX
MatchView Feed (formerly known as
the PSX Ouch BBO Feed), a data feed
that represents the Exchange’s view of
best bid and offer data received from all
market centers. The Feed is available to
all Exchange members and market
participants equally at no charge,
3 17
4 17
Sfmt 4703
E:\FR\FM\01SEN1.SGM
CFR 240.19b–4(f)(6).
CFR 240.19b–4(f)(6)(iii).
01SEN1
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srobinson on DSK4SPTVN1PROD with NOTICES
offering all participants transparent,
real-time data concerning the
Exchange’s view of the BBO data. The
Exchange makes the Feed available on
a subscription basis to market
participants that are connected to the
Exchange whether through extranets,
direct connection, or Internet-based
virtual private networks.
Currently, the Feed reflects the
Exchange’s view of the BBO data, at any
given time, based on orders executed on
the Exchange and updated quote
information from the network
processors.5 The Feed contains the
following data elements: symbol, bid
price, and ask price.6 Unlike the PSX
TotalView feed, the MatchView feed
does not contain information about
individual orders, either those residing
within the Exchange system or those
executed or routed by the Exchange.
Unlike the network processor feeds
containing the National Best Bid and
Offer (‘‘NBBO’’), the MatchView Feed
does not identify either the market
center quoting the BBO or the size of the
BBO quotes. It merely contains the
symbol and bid and offer prices.
The Exchange is modifying the inputs
used for calculating the prices reflected
on the Feed. Currently, the Feed reflects
bids and offers contained on data feeds
from the network processors, as well as
certain PSX orders referenced below. In
the future, the Feed will continue to
reflect these orders entered on the
Exchange but rather than reflect only
individual exchange bids and offers
received from the network processors,
the Feed will reflect individual
exchange bids and offers received either
from the network processor or directly
from an exchange that disseminates bids
and offers to vendors via a proprietary
data feed. The Exchange will reflect bids
and offers from another exchange’s
proprietary data feed only when the
Exchange deems the proprietary data
feed to be sufficiently reliable and also
faster than the network processor.7
5 The Feed will not reflect all information
available to the Exchange. Specifically, the Feed
will exclude information about the routing of orders
to away exchanges. Thus, although the Exchange
execution system and routing engine will know
when a bid or offer from an away market is no
longer available because the Exchange has routed
an order to the bid or offer, the Feed will not reflect
such routing activity.
6 The Feed also contains a time stamp and
message type field for reference.
7 The Exchange is also changing its policies and
procedures under Regulation NMS governing the
data feeds used by its execution system and routing
engine. Current policies state that those systems use
data provided by the network processors. In the
future, those systems will use data provided either
by the network processors or by proprietary feeds
offered by certain exchanges directly to vendors.
The determination of which data feed to utilize will
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This determination—whether to
utilize bids and offers from the network
processor feed or from a direct
proprietary data feed—will be made by
the Exchange on a market-by-market
basis based upon objective criteria about
reliability and speed. The
determination, once made, will apply to
all bids and offers from an exchange; it
will not be made on a stock-by-stock
basis. Additionally, the determination,
once made, will be valid until such time
as the away exchange stops
disseminating the proprietary data feed
in a manner that meets PSX’s objective
criteria (for example, when that
exchange experiences operational
difficulties that reduce the reliability
and speed of its proprietary data feed).
For exchanges that do not disseminate
proprietary data feeds or whose
proprietary data feeds lack sufficient
reliability and speed, the Feed will
continue to reflect bids and offers
disseminated via the network processor
feeds.
Additionally, in a previous filing, the
Exchange noted that the Feed depicts
the Exchange’s view of the BBO for all
markets other than the Exchange.8 In
one narrow set of circumstances, the
Feed will show the BBO for all markets
including the Exchange. Specifically, an
order received by the Exchange that
improves the BBO will be reflected in
the Feed when three circumstances are
met: (1) The Exchange receives an order
marked by the entering member as any
visible bookable order that is not an IOC
and is an ‘‘Inter-market Sweep’’ (an
order known as a ‘‘Day ISO’’); (2) the
Day ISO order is priced higher than the
current Best Bid or lower than the
current Best Offer disseminated by the
network processor or applicable
exchange proprietary data feed; and (3)
the Day ISO represents the new best bid
or offer on the Exchange. In those
circumstances, the new best bid or offer
on the Exchange will be transmitted to
the network processor and then
reflected on the Feed (and the
Exchange’s other proprietary data feeds,
such as PSX TotalView). As stated
above, the Feed does not show the
market center responsible (whether the
Exchange or an away market) for either
the Best Bid or Best Offer reflected on
the Feed.
be the same as the determination made with respect
to the Feed. In other words, the Exchange execution
system, routing engine and Feed will each utilize
the same data for a given exchange although, as set
forth in footnote 5, the Feed does not contain all
information available to the execution system and
routing engine.
8 See Securities Exchange Act Release No. 62876
(Sept. 9, 2010), 75 FR 56624 (Sept. 16, 2010) (filing
SR–Phlx–2010–120).
PO 00000
Frm 00090
Fmt 4703
Sfmt 4703
54515
These modifications to the Feed will
enhance market transparency and foster
competition among orders and markets.
Member firms may use the Feed to more
accurately price their orders based on
the Exchange’s view of what the BBO is
at any point in time, including bids and
offers received via proprietary data
feeds which may not be reflected in the
official NBBO due to latencies inherent
in the NBBO’s dissemination. As a
consequence, member firms may more
accurately price their orders on the
Exchange, thereby avoiding price
adjustments by the Exchange based on
a quote that is no longer available.
Additionally, members can use the Feed
to price orders more aggressively to
narrow the NBBO and provide better
reference prices for investors.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the provisions of Section 6 of the Act,9
in general and with Sections 6(b)(5) of
the Act,10 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
regulating, clearing, settling, processing
information with respect to, and
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. The Exchange believes
that this proposal is in keeping with
those principles by enhancing
transparency through the dissemination
of the most accurate quotations data and
by clarifying its contents.
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 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 either
solicited or received.
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
9 15
U.S.C. 78f.
U.S.C. 78f(b)(5).
10 15
E:\FR\FM\01SEN1.SGM
01SEN1
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Federal Register / Vol. 76, No. 170 / Thursday, September 1, 2011 / Notices
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 Act11 and Rule 19b–
4(f)(6) thereunder.12
A proposed rule change filed
pursuant to Rule 19b–4(f)(6) under the
Act 13 normally does not become
operative for 30 days after the date of its
filing. However, Rule 19b–4(f)(6) 14
permits the Commission to designate a
shorter time if such action is consistent
with the protection of investors and the
public interest. The Exchange requests
that the Commission waive the 30-day
operative delay because it would permit
the Exchange to immediately provide
the new content of the PSX MatchView
Feed to market participants. The
Commission believes that waiving the
30-day operative delay 15 is consistent
with the protection of investors and the
public interest and designates the
proposal operative upon filing.
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
change 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:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
11 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6) requires a self-regulatory organization to give
the Commission written notice of its intent to file
the proposed rule change at least five business days
prior to the date of filing of the proposed rule
change, or such shorter time as designated by the
Commission. The Exchange has satisfied this
requirement.
13 17 CFR 240.19b–4(f)(6).
14 17 CFR 240.19b–4(f)(6).
15 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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12 17
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16:16 Aug 31, 2011
Jkt 223001
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–Phlx–2011–120 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–Phlx–2011–120. 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 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–Phlx–2011–120 and should
be submitted on or before September 22,
2011.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011–22363 Filed 8–31–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–65210; File No. SR–
NYSEArca–2011–59]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing of Proposed
Rule Change Adding Commentary .01
to Rule 6.37B To Indicate That Market
Makers Will Not Be Obligated To Quote
in Adjusted Option Series and To
Clarify an Existing Exception to the
Quoting Obligations
August 26, 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 August
16, 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.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to add
Commentary .01 to Rule 6.37B to
indicate that Market Makers will not be
obligated to quote in adjusted option
series and to clarify an existing
exception to the quoting obligations.
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.
1 15
16 17
PO 00000
CFR 200.30–3(a)(12).
Frm 00091
Fmt 4703
Sfmt 4703
2 17
E:\FR\FM\01SEN1.SGM
U.S.C. 78s(b)(1).
CFR 240.19b–4.
01SEN1
Agencies
[Federal Register Volume 76, Number 170 (Thursday, September 1, 2011)]
[Notices]
[Pages 54514-54516]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2011-22363]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-65203; File No. SR-Phlx-2011-120]
Self-Regulatory Organizations; Notice of Filing and Immediate
Effectiveness of Proposed Rule Change by NASDAQ OMX PHLX LLC To Change
the Name of the PSX Ouch BBO Feed to the PSX MatchView Feed and To
Modify Its Contents
August 26, 2011.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act'') \1\, and Rule 19b-4 \2\ thereunder, notice is hereby given
that on August 19, 2011, NASDAQ OMX PHLX LLC (``Phlx'' or ``Exchange'')
filed with the Securities and Exchange Commission (``SEC'' or
``Commission'') the proposed rule change as described in Items I and
II, below, which Items have been prepared by the Exchange. The
Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of the
Substance of the Proposed Rule Change
The Exchange is filing with the Commission a proposal to change the
name of the PSX Ouch BBO Feed to the PSX MatchView Feed (the ``Feed'')
and to modify the contents of the Feed in two ways. The Feed provides a
view of how the Exchange views the Best Bid and Offer (``BBO'')
available from all market centers for each individual security the
Exchange trades.
The Exchange has filed this proposal under Rule 19b-4(f)(6) \3\
under the Act and PSX has provided the Commission with the notice
required by Rule 19b-4(f)(6)(iii) under the Act.\4\
---------------------------------------------------------------------------
\3\ 17 CFR 240.19b-4(f)(6).
\4\ 17 CFR 240.19b-4(f)(6)(iii).
---------------------------------------------------------------------------
The text of the proposed rule change is available on the Exchange's
Web site at https://nasdaqomxphlx.cchwallstreet.com/NASDAQOMXPHLX/Filings/, 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 aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
This proposal regards the PSX MatchView Feed (formerly known as the
PSX Ouch BBO Feed), a data feed that represents the Exchange's view of
best bid and offer data received from all market centers. The Feed is
available to all Exchange members and market participants equally at no
charge,
[[Page 54515]]
offering all participants transparent, real-time data concerning the
Exchange's view of the BBO data. The Exchange makes the Feed available
on a subscription basis to market participants that are connected to
the Exchange whether through extranets, direct connection, or Internet-
based virtual private networks.
Currently, the Feed reflects the Exchange's view of the BBO data,
at any given time, based on orders executed on the Exchange and updated
quote information from the network processors.\5\ The Feed contains the
following data elements: symbol, bid price, and ask price.\6\ Unlike
the PSX TotalView feed, the MatchView feed does not contain information
about individual orders, either those residing within the Exchange
system or those executed or routed by the Exchange. Unlike the network
processor feeds containing the National Best Bid and Offer (``NBBO''),
the MatchView Feed does not identify either the market center quoting
the BBO or the size of the BBO quotes. It merely contains the symbol
and bid and offer prices.
---------------------------------------------------------------------------
\5\ The Feed will not reflect all information available to the
Exchange. Specifically, the Feed will exclude information about the
routing of orders to away exchanges. Thus, although the Exchange
execution system and routing engine will know when a bid or offer
from an away market is no longer available because the Exchange has
routed an order to the bid or offer, the Feed will not reflect such
routing activity.
\6\ The Feed also contains a time stamp and message type field
for reference.
---------------------------------------------------------------------------
The Exchange is modifying the inputs used for calculating the
prices reflected on the Feed. Currently, the Feed reflects bids and
offers contained on data feeds from the network processors, as well as
certain PSX orders referenced below. In the future, the Feed will
continue to reflect these orders entered on the Exchange but rather
than reflect only individual exchange bids and offers received from the
network processors, the Feed will reflect individual exchange bids and
offers received either from the network processor or directly from an
exchange that disseminates bids and offers to vendors via a proprietary
data feed. The Exchange will reflect bids and offers from another
exchange's proprietary data feed only when the Exchange deems the
proprietary data feed to be sufficiently reliable and also faster than
the network processor.\7\
---------------------------------------------------------------------------
\7\ The Exchange is also changing its policies and procedures
under Regulation NMS governing the data feeds used by its execution
system and routing engine. Current policies state that those systems
use data provided by the network processors. In the future, those
systems will use data provided either by the network processors or
by proprietary feeds offered by certain exchanges directly to
vendors. The determination of which data feed to utilize will be the
same as the determination made with respect to the Feed. In other
words, the Exchange execution system, routing engine and Feed will
each utilize the same data for a given exchange although, as set
forth in footnote 5, the Feed does not contain all information
available to the execution system and routing engine.
---------------------------------------------------------------------------
This determination--whether to utilize bids and offers from the
network processor feed or from a direct proprietary data feed--will be
made by the Exchange on a market-by-market basis based upon objective
criteria about reliability and speed. The determination, once made,
will apply to all bids and offers from an exchange; it will not be made
on a stock-by-stock basis. Additionally, the determination, once made,
will be valid until such time as the away exchange stops disseminating
the proprietary data feed in a manner that meets PSX's objective
criteria (for example, when that exchange experiences operational
difficulties that reduce the reliability and speed of its proprietary
data feed). For exchanges that do not disseminate proprietary data
feeds or whose proprietary data feeds lack sufficient reliability and
speed, the Feed will continue to reflect bids and offers disseminated
via the network processor feeds.
Additionally, in a previous filing, the Exchange noted that the
Feed depicts the Exchange's view of the BBO for all markets other than
the Exchange.\8\ In one narrow set of circumstances, the Feed will show
the BBO for all markets including the Exchange. Specifically, an order
received by the Exchange that improves the BBO will be reflected in the
Feed when three circumstances are met: (1) The Exchange receives an
order marked by the entering member as any visible bookable order that
is not an IOC and is an ``Inter-market Sweep'' (an order known as a
``Day ISO''); (2) the Day ISO order is priced higher than the current
Best Bid or lower than the current Best Offer disseminated by the
network processor or applicable exchange proprietary data feed; and (3)
the Day ISO represents the new best bid or offer on the Exchange. In
those circumstances, the new best bid or offer on the Exchange will be
transmitted to the network processor and then reflected on the Feed
(and the Exchange's other proprietary data feeds, such as PSX
TotalView). As stated above, the Feed does not show the market center
responsible (whether the Exchange or an away market) for either the
Best Bid or Best Offer reflected on the Feed.
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\8\ See Securities Exchange Act Release No. 62876 (Sept. 9,
2010), 75 FR 56624 (Sept. 16, 2010) (filing SR-Phlx-2010-120).
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These modifications to the Feed will enhance market transparency
and foster competition among orders and markets. Member firms may use
the Feed to more accurately price their orders based on the Exchange's
view of what the BBO is at any point in time, including bids and offers
received via proprietary data feeds which may not be reflected in the
official NBBO due to latencies inherent in the NBBO's dissemination. As
a consequence, member firms may more accurately price their orders on
the Exchange, thereby avoiding price adjustments by the Exchange based
on a quote that is no longer available. Additionally, members can use
the Feed to price orders more aggressively to narrow the NBBO and
provide better reference prices for investors.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the provisions of Section 6 of the Act,\9\ in general and with
Sections 6(b)(5) of the Act,\10\ 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 regulating, clearing, settling,
processing information with respect to, and 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. The Exchange believes that
this proposal is in keeping with those principles by enhancing
transparency through the dissemination of the most accurate quotations
data and by clarifying its contents.
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\9\ 15 U.S.C. 78f.
\10\ 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 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 either solicited or received.
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
[[Page 54516]]
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\11\ and Rule 19b-4(f)(6) thereunder.\12\
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\11\ 15 U.S.C. 78s(b)(3)(A).
\12\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)
requires a self-regulatory organization to give the Commission
written notice of its intent to file the proposed rule change at
least five business days prior to the date of filing of the proposed
rule change, or such shorter time as designated by the Commission.
The Exchange has satisfied this requirement.
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A proposed rule change filed pursuant to Rule 19b-4(f)(6) under the
Act \13\ normally does not become operative for 30 days after the date
of its filing. However, Rule 19b-4(f)(6) \14\ permits the Commission to
designate a shorter time if such action is consistent with the
protection of investors and the public interest. The Exchange requests
that the Commission waive the 30-day operative delay because it would
permit the Exchange to immediately provide the new content of the PSX
MatchView Feed to market participants. The Commission believes that
waiving the 30-day operative delay \15\ is consistent with the
protection of investors and the public interest and designates the
proposal operative upon filing.
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\13\ 17 CFR 240.19b-4(f)(6).
\14\ 17 CFR 240.19b-4(f)(6).
\15\ 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. If the Commission
takes such action, the Commission shall institute proceedings to
determine whether the proposed rule change 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:
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-Phlx-2011-120 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-Phlx-2011-120. 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 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-Phlx-2011-120 and
should be submitted on or before September 22, 2011.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\16\
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\16\ 17 CFR 200.30-3(a)(12).
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Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011-22363 Filed 8-31-11; 8:45 am]
BILLING CODE 8011-01-P