Self-Regulatory Organizations; EDGA Exchange, Inc.; Notice of Filing of Proposed Rule Change Relating to Amendments to EDGA Rules Regarding the Registration and Obligations of Market Makers, 57787-57791 [2011-23774]
Download as PDF
Federal Register / Vol. 76, No. 180 / Friday, September 16, 2011 / Notices
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
FINRA. 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–FINRA–2011–043 and
should be submitted on or before
October 7, 2011.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011–23792 Filed 9–15–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–65316; File No. SR–EDGA–
2011–29]
Self-Regulatory Organizations; EDGA
Exchange, Inc.; Notice of Filing of
Proposed Rule Change Relating to
Amendments to EDGA Rules
Regarding the Registration and
Obligations of Market Makers
September 12, 2011.
mstockstill on DSK4VPTVN1PROD with NOTICES
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on August
30, 2011, EDGA Exchange, Inc. (the
‘‘Exchange’’ or ‘‘EDGA’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which items have been prepared
by the Exchange. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
Chapter XI of the EDGA rulebook to add
four new rules regarding the registration
and obligations of market makers and
amend Rule 1.5 to add definitions of
‘‘Market Maker’’ and ‘‘Market Maker
16 17
CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
VerDate Mar<15>2010
16:26 Sep 15, 2011
Authorized Trader.’’ The Exchange also
proposes to amend Rule 8.15,
Interpretation .01 to expand the list of
violations eligible for disposition under
the Exchange’s Minor Rule Violation
Plan (‘‘MRVP’’) by adding Rule
11.21(a)(1). The Exchange also proposes
to amend EDGA Rule 14.1, entitled
‘‘Unlisted Trading Privileges,’’ to restrict
trading activities of market makers, and
impose a series of reporting and recordkeeping requirements on market makers.
The text of the proposed rule change is
available on the Exchange’s Web site at
https://www.directedge.com, at the
Exchange’s principal office, and at the
Public Reference Room of the
Commission.
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
self-regulatory organization 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
The purpose of the proposed rule
change is to provide Members the
ability to register as Market Makers and
to provide for the regulation of Market
Makers. Registration as a Market Maker
will be purely optional. The process for
registration as a Market Maker is
contained in proposed Rule 11.18,
which provides that applicants must file
applications in such form as the
Exchange may prescribe. Applicants
will be reviewed by the Exchange,
which will consider factors including
the capital, operations, personnel,
technical resources and disciplinary
history of the applicant. Each Market
Maker must have and maintain the
minimum net capital of at least the
amount required by Rule 15c3–1 under
the Securities Exchange Act of 1934 (the
‘‘Act’’).3 Pursuant to the proposed Rule,
an applicant’s registration as a Market
Maker will become effective upon
receipt by the Member of the Exchange’s
notice of approval of registration. Under
3 17
Jkt 223001
PO 00000
CFR 240.15c3–1.
Frm 00076
Fmt 4703
Sfmt 4703
57787
proposed Rule 11.18(f), registered
Market Makers are designated as dealers
on the Exchange for all purposes under
the Act and the rules and regulations
thereunder.
Proposed Rule 11.18 also provides
that the registration of a Market Maker
may be suspended or terminated by the
Exchange if the Exchange determines
that the Market Maker substantially or
continually fails to engage in dealings in
accordance with Exchange Rules, if the
Market Maker fails to meet the
minimum net capital conditions, if the
Market Maker fails to maintain fair and
orderly markets, or if the Market Maker
does not have at least one registered
Market Maker Authorized Trader
(‘‘MMAT’’) qualified to perform market
making activities as set forth in
proposed Rule 11.19(b)(5).4 Any Market
Maker may also withdraw its
registration under the proposed Rule.
Subsection (d) of the proposed Rule
provides that the Exchange may require
a certain minimum prior notice period
for withdrawal, and may place other
conditions on withdrawal and reregistration following withdrawal, as it
deems appropriate to maintain fair and
orderly markets.
Proposed Rule 11.19 provides for the
registration and obligations of MMATs.
The Exchange can register a person as
a MMAT upon receiving an application
in the form prescribed by the Exchange,
and MMATs are permitted to enter
orders only for the account of the
Market Maker for which they are
registered. MMATs may be officers,
partners, employees, or other associated
persons of Members who are registered
as Market Makers. To be eligible for
registration as a MMAT, a person must
complete the training and other
programs required by the Exchange and
successfully complete the General
Securities Representative Examination
(Series 7) or equivalent foreign
examination module approved by the
Exchange. Market Makers must ensure
that their MMATs are properly qualified
to perform market making activities.
The Exchange may grant a person
conditional registration as a MMAT as
appropriate in the interests of
maintaining a fair and orderly market.
In addition, under proposed Rule
11.19, the Exchange may suspend or
withdraw the registration of a MMAT if
the Exchange determines that the person
has caused the Market Maker to fail to
comply with the securities laws or rules
of the Exchange, if the person fails to
4 A MMAT whose registration is suspended
pursuant to proposed Rule 11.18(c) shall not be
deemed qualified within the meaning of Rule
11.18(c)(4).
E:\FR\FM\16SEN1.SGM
16SEN1
mstockstill on DSK4VPTVN1PROD with NOTICES
57788
Federal Register / Vol. 76, No. 180 / Friday, September 16, 2011 / Notices
perform his or her responsibilities
properly, or fails to maintain fair and
orderly markets. If a MMAT is
suspended, the Market Maker may not
allow the person to submit orders. A
Member may also withdraw the
registration of a MMAT by submitting to
the Exchange a written request on a
form prescribed by the Exchange.
Proposed Rule 11.20 provides for the
registration of Market Makers in a
security. A Market Maker may become
registered in a newly authorized
security or in a security already
admitted to dealings on the Exchange by
filing a security registration form with
the Exchange. Registration in the
security shall become effective on the
same day that the Exchange approves
the registration, unless otherwise
provided by the Exchange. In
considering the approval of the
registration of the Market Maker in a
security, the Exchange may consider the
financial resources available to the
Market Maker, the Market Maker’s
experience in making markets, the
Market Maker’s operational capability,
the maintenance and enhancement of
competition among Market Makers in
each security in which they are
registered, the existence of clearing
arrangements for the Market Maker’s
transactions and the character of the
market for the security. The proposed
Rule also provides that a Market Maker
may voluntarily terminate its
registration in a security by providing
the Exchange with a written notice of
such termination. The Exchange may
require a certain minimum prior notice
period for such termination and may
place other conditions on withdrawal
and re-registration following
withdrawal. The Exchange may suspend
or terminate the registration of a Market
Maker in any security whenever it
determines that the Market Maker has
not met one or more of its obligations,
including if the Exchange determines
that the Market Maker has failed to
maintain fair and orderly markets.
The Exchange’s determinations
pursuant to proposed Rules 11.18
through 11.20 may be appealed by any
person aggrieved by such determination.
The procedures for appeal are
established in Chapter X of the
Exchange’s rulebook.
Finally, Proposed Rule 11.21 sets out
the obligations of Market Makers. In
general, Market Makers must engage in
a course of dealings for their own
accounts to assist in the maintenance,
insofar as reasonably practicable, of fair
and orderly markets on the Exchange.
The responsibilities of a Market Maker
include, without limitation, remaining
in good standing with the Exchange and
VerDate Mar<15>2010
16:26 Sep 15, 2011
Jkt 223001
in compliance with all applicable
Exchange Rules; informing the
Exchange of any material change in its
financial or operational condition or
personnel 5; maintaining a current list of
MMATs and providing any updates to
such list to the Exchange upon any
change in MMATs; and clearing and
settling transactions through the
facilities of a registered clearing agency.
The latter requirement may be satisfied
by direct participation, use of direct
clearing services, or by entering into a
correspondent clearing arrangement
with another Member that clears trades
through such agency. Market Makers
will be responsible for the acts and
omissions of its MMATs. If the
Exchange finds any substantial or
continued failure by a Market Maker to
engage in a course of dealing as
specified in this Rule, such Market
Maker will be subject to disciplinary
action or suspension or revocation of its
registration.
Further, proposed Rule 11.21(d)
provides that a Market Maker must
maintain continuous, two-sided
quotations within a designated
percentage of the National Best Bid
(‘‘NBB’’) and National Best Offer
(‘‘NBO’’, and together with the NBB, the
‘‘NBBO’’) (or, if there is no NBB or NBO,
the last reported sale). These Market
Maker quotation requirements are
intended to eliminate trade executions
against Market Maker quotations priced
far away from the inside market,
commonly known as ‘‘stub quotes’’.
They are also intended to augment and
work in relation to the single stock
pause standards already in place on a
pilot basis for stocks in the S&P 500®
Index 6 and the Russell 1000® Index, as
well as a pilot list of Exchange Traded
Products 7 (the ‘‘Original Circuit Breaker
Securities’’). Permissible quotes are
determined by the individual character
of the security, the time of day in which
the quote is entered and other factors
which are summarized below.
For issues subject to an individual
stock trading pause under the applicable
rules of a primary listing market, a
5 The Exchange proposes to include an
interpretation that reminds Market Makers that, in
addition to their obligation under Rule 11.21(a)(3)
to ‘‘inform the Exchange of any material change in
financial or operational condition’’, they are also
obligated to submit a copy of such notice with
Securities and Exchange Commission (‘‘SEC’’)
pursuant to Rule 17a–11 under the Act, 17 CFR
240.17a–11. The notice to the Exchange must be
sent concurrently with the notice sent to the SEC.
See EDGA Rule 4.2.
6 See Securities Exchange Act Release No. 62252
(June 10, 2010), 75 FR 34186 (June 16, 2010) (SR–
EDGA–2010–01).
7 See Securities Exchange Act Release No. 62884
(September 10, 2010), 75 FR 56618 (September 16,
2010) (SR–EDGA–2010–05).
PO 00000
Frm 00077
Fmt 4703
Sfmt 4703
permissible quote (also known as
‘‘Designated Percentage’’) is as follows:
(i) A Market Maker’s quotes in the
Original Circuit Breaker Securities shall
not be more than 8% away from the
NBBO; (ii) a Market Maker’s quotes in
National Market System (‘‘NMS’’)
securities (as defined in Rule 600 of
Regulation NMS) 8 that are not Original
Circuit Breaker Securities with a price
equal to or greater than $1 shall not be
more than 28% away from the NBBO;
and (iii) a Market Maker’s quotes in
NMS securities that are not Original
Circuit Breaker Securities with a price
less than $1 shall not be more than 30%
away from the NBBO. For times during
Regular Trading Hours when stock
pause triggers are not in effect under the
rules of the primary listing market (e.g.,
before 9:45 a.m. and after 3:35 p.m.
Eastern time), the Designated Percentage
shall be 20% for Original Circuit
Breaker Securities, 28% for all NMS
securities that are not Original Circuit
Breaker Securities with a price equal to
or greater than $1, and 30% for all NMS
securities that are not Original Circuit
Breaker Securities with a price less than
$1.
Once a compliant quote is entered, it
may rest without adjustment until such
time as it moves to within 9.5% away
from the NBBO for Original Circuit
Breaker Securities, 29.5% away from the
NBBO for NMS securities that are not
Original Circuit Breaker Securities with
a price equal to or greater than $1, and
31.5% away from the NBBO for all NMS
securities that are not Original Circuit
Breaker Securities with a price less than
$1, whereupon the Market Maker must
immediately adjust its quote to at least
the permissible default level of 8%,
28%, or 30%, respectively, away from
the NBBO. During times when a stock
pause trigger percentage is not
applicable, a Market Maker must enter
a quote no further than:
(i) 20% away from the inside (i.e., it
may rest without adjustment until it
reaches 21.5% away from the inside) for
Original Circuit Breaker Securities;
(ii) 28% away from the inside for all
NMS securities that are not Original
Circuit Breaker Securities with a price
equal to or greater than $1 (i.e., it may
rest without adjustment until it reaches
29.5% away from the inside); and
(iii) 30% away from the inside for all
NMS securities that are not Original
Circuit Breaker Securities with a price
less than $1 (i.e., it may rest without
adjustment until it reaches 31.5% away
from the inside).
In the absence of a NBB or NBO, the
above calculations will remain the
8 17
E:\FR\FM\16SEN1.SGM
CFR 240.600 [sic].
16SEN1
mstockstill on DSK4VPTVN1PROD with NOTICES
Federal Register / Vol. 76, No. 180 / Friday, September 16, 2011 / Notices
same, but will use the national last sale
instead of the absent bid or offer.
However, scenarios may occur in
which pricing at the commencement of
a trading day, or at the re-opening of
trading in a security that has been
halted, suspended, or paused pursuant
to Rule 11.14(d), is significantly
different from pricing for the security at
the close of the previous trading day or
immediately prior to the halt,
suspension, or pause, respectively.
These pricing differentials could be the
result of corporate actions that occur
after the close of the previous trading
day or the market’s absorption of
material information during the halt,
suspension, or pause. Based on this
concern, the Exchange believes that
Market Makers should not be subject to
the pricing obligations proposed herein
when the last sale of the previous
trading day, or immediately prior to a
halt, is the only available reference
price.
The Exchange therefore proposes that,
for NMS stocks, a Market Maker shall
adhere to the pricing obligations
established by this Rule during Regular
Trading Hours,9 provided, however, that
such pricing obligations: (i) Shall not
commence during any trading day until
after the first regular way transaction on
the primary listing market in the
security, as reported by the responsible
single plan processor, and (ii) shall be
suspended during a trading halt,
suspension, or pause, and shall not recommence until after the first regular
way transaction on the primary listing
market in the security following such
halt, suspension, or pause, as reported
by the responsible single plan processor.
Nothing in the above precludes a
Market Maker from voluntarily quoting
at price levels that are closer to the
NBBO than required under the proposal.
The Exchange proposes to offer
functionality to Market Makers to assist
them with the quotation obligations
proposed by this filing. The Exchange
will comply with a Market Maker’s
instructions for the Exchange to enter a
quote on the Market Maker’s behalf
consistent with proposed paragraph
11.21(d). Such instructions will be
entered into the System 10 by the Market
Maker prior to 9 a.m. in order to take
effect on the same trading day. Under
proposed Rule 11.21(e), the Exchange
will refresh such two-sided quotations
in each security in which a Market
Maker is registered for a maximum of
ten (10) executions per security per
Market Maker. After such time, the
9 Defined in EDGA Rule 1.5(y) (as proposed to be
re-lettered) as 9:30 a.m. to 4 p.m. Eastern Time.
10 See EDGA Rule 1.5(aa).
VerDate Mar<15>2010
16:26 Sep 15, 2011
Jkt 223001
Market Maker must contact the
Exchange in order for the Exchange to
continue such two-sided quotations for
another ten (10) executions on behalf of
the Market Maker. If the Market Maker
does not contact the Exchange, the
Exchange will not refresh such twosided quotations in such securities. The
Exchange proposes to enter the initial
bid and offer at the Designated
Percentage and to cancel and replace the
bid or offer if it drifts away from the
NBBO to the Defined Limit or away
from the Designated Percentage towards
the NBBO by a number of percentage
points determined by the Exchange. The
Exchange will determine and publish
this percentage in a circular distributed
to Members from time to time. The
Exchange wishes to retain this
flexibility in the event it wishes to
modify the number periodically in the
future, for instance, to mitigate the
amount of quotation information
resulting from Exchange-generated
Market Maker quotes. If a bid or offer
entered pursuant to proposed paragraph
11.21(e) is executed, the Exchange will
enter a new bid or offer on behalf of a
Market Maker. Bids and offers entered
by the Exchange consistent with
proposed paragraph (e) to replace a
cancelled or executed quotation will be
entered at the Designated Percentage
away from the NBBO. Such orders will
be posted by the Exchange as Post Only
Orders,11 and will be maintained on the
Exchange during Regular Trading Hours
unless cancelled by the Market Maker
pursuant to the Exchange’s Rules. In the
event that a Market Maker cancels the
quotations entered by the Exchange in
accordance with proposed paragraph
(e), such Market Maker remains
responsible for compliance with the
requirements of paragraph (d).
The Exchange proposes to crossreference the above-described Market
Maker quotation obligations found in
paragraph (d) in paragraph (a)(1).
The Exchange believes that these
proposed rules will benefit all Exchange
participants, because Market Makers
will assist in the maintenance of fair
and orderly markets, provide additional
liquidity to the Exchange, and assist in
preventing excess volatility.
Rule 1.5 has been amended to add the
definitions of ‘‘Market Maker’’ and
‘‘Market Maker Authorized Trader.’’ As
a result, the rest of Rule 1.5 has been relettered accordingly.
Amendments to Exchange Rule 14.1
(Unlisted Trading Privileges)
The Exchange proposes to add Rule
14.1(c)(5) to restrict trading activities of
11 As
PO 00000
defined in EDGA Rule 11.5(c)(5).
Frm 00078
Fmt 4703
Sfmt 4703
57789
Market Makers and impose a series of
reporting and record-keeping
requirements on Market Makers. As a
result, current EDGA Rule 14.1(c)(5) has
been re-numbered as EDGA Rule
14.1(c)(6).
Proposed EDGA Rule 14.1(c)(5)
provides for restrictions for any Member
registered as a Market Maker on the
Exchange (‘‘Restricted Market Maker’’)
in a derivative securities product (‘‘UTP
Derivative Security’’) that derives its
value from one or more currencies or
commodities, or from a derivative
overlying one or more currencies or
commodities, or is based on a basket or
index comprised of currencies or
commodities (collectively, ‘‘Reference
Assets’’). Specifically, proposed EDGA
Rule 14.1(c)(5)(A) provides that a
Restricted Market Maker in a UTP
Derivative Security on the Exchange is
prohibited from acting or registering as
a Market Maker on any other exchange
in any Reference Asset of that UTP
Derivative Security, or any derivative
instrument based on a Reference Asset
of that UTP Derivative Security
(collectively, with Reference Assets,
‘‘Related Instruments’’). Proposed EDGA
Rule 14.1(c)(5)(B) provides that a
Restricted Market Maker shall, in a
manner prescribed by the Exchange, file
with the Exchange and keep current a
list identifying any accounts (‘‘Related
Instrument Trading Accounts’’) for
which Related Instruments are traded:
(1) In which the Restricted Market
Maker holds an interest; (2) over which
it has investment discretion; or (3) in
which it shares in the profits and/or
losses. In addition, a Restricted Market
Maker may not have an interest in,
exercise investment discretion over, or
share in the profits and/or losses of a
Related Instrument Trading Account
which has not been reported to the
Exchange as required by this rule.
Proposed EDGA Rule 14.1(c)(5)(C)
provides that, in addition to the existing
obligations under Exchange rules
regarding the production of books and
records, a Restricted Market Maker
shall, upon request by the Exchange,
make available to the Exchange any
books, records, or other information
pertaining to any Related Instrument
Trading Account or to the account of
any registered or non-registered
employee affiliated with the Restricted
Market Maker in which Related
Instruments are traded. Proposed EDGA
Rule 14.1(c)(5)(D) provides that a
Restricted Market Maker shall not use
any material, non-public information in
connection with trading a Related
Instrument.
Finally, existing Rule 14.1(c)(5) is
proposed to be re-numbered as
E:\FR\FM\16SEN1.SGM
16SEN1
57790
Federal Register / Vol. 76, No. 180 / Friday, September 16, 2011 / Notices
14.1(c)(6). The Exchange also proposes
to replace the term ‘‘components of the
index or portfolio on which the UTP
Derivative Security is based’’ with
‘‘Related Instruments’’ in that rule.
Amendment to the Exchange’s MRVP
The Exchange proposes to amend
Rule 8.15, entitled ‘‘Imposition of Fines
for Minor Violation(s) of Rules,’’ to add
Proposed Rule 11.21(a)(1) to the list of
rules which would be appropriate for
disposition under the Exchange’s
MRVP.
The proposed addition of Rule
11.21(a)(1), which provides that a
Market Maker must maintain
continuous, two-sided quotations
consistent with the requirements of
paragraph (d) (i.e., within a designated
percentage of the NBBO (or, if there is
no NBB or NBO, the last reported sale)),
would allow the Exchange to impose a
$100 fine for each violation of this rule.
By promptly imposing a meaningful
financial penalty for such violations, the
MRVP focuses on correcting conduct
before it gives rise to more serious
enforcement action. The MRVP provides
a reasonable means of addressing rule
violations that do not necessarily rise to
the level of requiring formal
disciplinary proceedings, while also
providing greater flexibility in handling
certain violations. Adopting a provision
that would allow the Exchange to
sanction violators under the MRVP by
no means minimizes the importance of
compliance with Exchange Rule 11.21.
The Exchange believes that the violation
of any of its rules is a serious matter.
The addition of a sanction under the
MRVP simply serves to add an
additional method for disciplining
violators of Exchange Rule 11.21. The
Exchange will continue to conduct
surveillance with due diligence and
make its determination, on a case by
case basis, whether a violation of
Exchange Rule 11.21 should be subject
to formal disciplinary proceedings.
The Exchange proposes to implement
this rule change, if approved by the
Commission, on or about October 15,
2011.
mstockstill on DSK4VPTVN1PROD with NOTICES
2. Statutory Basis
Approval of the rule changes
proposed in this submission is
consistent with the requirements of the
Act and the rules and regulations
thereunder that are applicable to a
national securities exchange, and, in
particular, with the requirements of
Section 6(b).12 In particular, the
proposed changes are consistent with
Section 6(b)(5) of the Act,13 because
they would promote just and equitable
principles of trade, remove
impediments to, and perfect the
mechanism of, a free and open market
and a national market system, and, in
general, protect investors and the public
interest by promoting greater liquidity
in the Exchange market. The proposed
rule change is also designed to support
the principles of Section 11A(a)(1) 14 of
the Act in that it seeks to assure fair
competition among brokers and dealers
and among exchange markets. The
Exchange believes that the proposed
rule meets these requirements in that it
promotes uniformity across markets
concerning minimum market maker
quotation requirements. The Exchange
believes that the proposed optional
functionality to assist Exchange Market
Makers in maintaining continuous, twosided quotations in the securities in
which they are registered will encourage
Market Makers to remain registered with
and trade on the Exchange, thus
providing valuable liquidity to the
Exchange. At the same time, the
Exchange believes that the proposed
functionality will keep Exchangegenerated quotations within reasonable
reach of the NBBO. In addition, the
proposed addition of Rule 11.21(a)(1) to
the Exchange’s MRVP will give the
Exchange the ability to promptly impose
a meaningful financial penalty for such
violations before there is a need for
more serious enforcement action.
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
Within 45 days of the date of
publication of this notice in the Federal
Register or within such longer period
(i) as the Commission may designate up
to 90 days of such date if it finds such
longer period to be appropriate and
13 15
12 15
U.S.C. 78f(b).
VerDate Mar<15>2010
16:26 Sep 15, 2011
14 15
Jkt 223001
PO 00000
U.S.C. 78f(b)(5).
U.S.C. 78k–1(a)(1).
Frm 00079
Fmt 4703
Sfmt 4703
publishes its reasons for so finding or
(ii) as to which the self-regulatory
organization consents, the Commission
will:
(a) By order approve or disapprove
such proposed rule change; or
(b) institute proceedings to determine
whether the proposed rule change
should be disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
No. SR–EDGA–2011–29 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–EDGA–2011–29. 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. 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–EDGA–
E:\FR\FM\16SEN1.SGM
16SEN1
Federal Register / Vol. 76, No. 180 / Friday, September 16, 2011 / Notices
2011–29 and should be submitted by
October 7, 2011.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011–23774 Filed 9–15–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–65319; File No. SR–
NASDAQ–2011–073]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Order
Instituting Proceedings To Determine
Whether to Disapprove Proposed Rule
Change To Adopt Additional Listing
Requirements for Reverse Mergers
September 12, 2011.
I. Introduction
On May 26, 2011, The NASDAQ
Stock Market LLC (‘‘Nasdaq’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’), pursuant to Section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’) 1 and Rule 19b–4
thereunder,2 a proposed rule change to
adopt additional listing requirements for
a company that has become public
through a combination with a public
shell, whether through a reverse merger,
exchange offer, or otherwise (a ‘‘Reverse
Merger’’). The proposed rule change was
published for comment in the Federal
Register on June 14, 2011.3 On July 25,
2011, the Commission extended the
time period in which to either approve
the proposed rule change, disapprove
the proposed rule change, or to institute
proceedings to determine whether to
disapprove the proposed rule change, to
September 12, 2011.4 The Commission
received two comment letters on the
proposal.5 This order institutes
proceedings under Section 19(b)(2)(B) of
the Act to determine whether to
disapprove the proposed rule change.
15 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 See Securities Exchange Act Release No. 64633
(June 8, 2011), 76 FR 34781 (‘‘Nasdaq Notice’’).
4 See Securities Exchange Act Release No. 64956
(July 25, 2011), 76 FR 45636 (July 29, 2011).
5 See Letter from David Feldman dated August 30,
2011 (‘‘Feldman Letter’’) and letter from Richard
Rappaport, Chief Executive Officer, WestPark
Capital, Inc. to Elizabeth M. Murphy, Secretary,
Commission dated September 2, 2011 (WestPark
Letter’’).
mstockstill on DSK4VPTVN1PROD with NOTICES
1 15
VerDate Mar<15>2010
16:26 Sep 15, 2011
Jkt 223001
II. Description of the Proposal
The Exchange proposes to adopt
additional listing standards for
companies that become public through
a Reverse Merger,6 to address significant
regulatory concerns, including
accounting fraud allegations that have
recently arisen with respect to Reverse
Merger companies. In its filing, Nasdaq
noted, among other things, that there
have been widespread allegations of
fraudulent behavior by certain Reverse
Merger companies, leading to concerns
that their financial statements cannot be
relied upon.7 Nasdaq also stated that it
was aware of situations where it
appeared that promoters and others
intended to manipulate prices of
Reverse Merger companies’ securities
higher to help meet Nasdaq’s initial
listing bid price requirement, and where
companies have gifted stock to
artificially satisfy Nasdaq’s public
holder listing requirement.8 As a result
of these concerns, Nasdaq believes
certain ‘‘seasoning’’ requirements in
connection with the listing of Reverse
Merger companies are appropriate.
Specifically, Nasdaq proposes to
prohibit a Reverse Merger company
from applying to list until the combined
entity has traded in the U.S. over-thecounter market, on another national
securities exchange, or on a foreign
exchange for at least six months
following the filing of all required
information about the Reverse Merger
transaction, including audited financial
statements, to the Commission.9
Further, Nasdaq proposes to require that
6 For purposes of the Nasdaq proposal, Nasdaq
would treat as a Reverse Merger any transaction
whereby an operating company becomes public by
combining with a public shell, whether through a
reverse merger, exchange offer, or otherwise.
However, a Reverse Merger would not include the
acquisition of an operating company by a listed
company satisfying the requirements of IM–5101–
2 (relating to companies whose business plan is to
complete one or more acquisitions) or a business
combination described in Rule 5110(a) (relating to
a listed company that combines with a non-Nasdaq
entity, resulting in a change of control of the
company and potentially allowing the non-Nasdaq
entity to obtain a Nasdaq listing, sometimes called
a ‘‘back-door listing’’). A reverse merger would also
not include a Substitution Listing Event, as defined
in Rule 5005(a)(39) (proposed to be renumbered as
Rule 5005(a)(40)), such as the formation of a
holding company to replace the listed company or
a merger to facilitate a re-incorporation, because in
these cases the operating company is already a
listed entity.
7 See Nasdaq Notice.
8 Id.
9 According to the Nasdaq proposal, the six
month period would not begin to run until the
filing of a Form 8–K. A company must file a Form
8–K within four days of completing a reverse
merger. The Form 8–K must contain audited
financial statements and information comparable to
the information provided in a Form 10 for the
registration of securities. See Form 8–K Items 2.01,
5.06, and 9.01(c).
PO 00000
Frm 00080
Fmt 4703
Sfmt 4703
57791
the Reverse Merger company maintain a
minimum of a $4 bid price on at least
30 of the 60 trading days immediately
prior to submitting the listing
application. Finally, under the proposed
rule, Nasdaq would not approve any
Reverse Merger company for listing
unless the company has timely filed its
two most recent financial reports with
the Commission if it is a domestic issuer
or comparable information if it is a
foreign private issuer.
III. Comment Letters
The Commission received two
comment letters on the proposal.10 One
commenter 11 objects broadly to the
proposed ‘‘seasoning’’ requirement,12
while the other supports the objectives
of the proposed rule change, but
believes it should include a particular
exception.13
One commenter expressed the view
that the proposal could have a ‘‘chilling
effect of discouraging exciting growth
companies from pursuing all available
techniques to obtain the benefits of a
public listed stock and greater access to
capital.’’ 14 The commenter further
noted, in response to Nasdaq’s
justifications for the proposed rule
change, that virtually all of the
suggestions of wrongdoing involve
Chinese companies that completed
reverse mergers, but that a number of
other Chinese companies that
completed full traditional initial public
offerings face the very same allegations,
so that focusing on the manner in which
these companies went public may not
be appropriate. Rather than imposing a
seasoning requirement, the commenter
suggests Nasdaq review regulatory
histories and financial arrangements
with promoters, and refrain from listing
companies where the issues are great. In
any event, he recommends an
exemption from the seasoning
requirement for a company coming to
the exchange with a firm commitment
underwritten public offering. In
addition, the commenter expressed
concern that the requirement to
maintain a $4 trading price for 30 days
prior to the listing application is unfair,
and unrealistic to expect companies to
achieve in the over-the-counter markets,
and suggests it be eliminated.
Another commenter expressed
support for the proposed rule change’s
objective to protect investors from
potential accounting fraud,
manipulative trading, abusive practices
10 See,
11 See
note 5, supra.
Feldman Letter.
12 Id.
13 See
14 See
E:\FR\FM\16SEN1.SGM
WestPark Letter.
Feldman Letter.
16SEN1
Agencies
[Federal Register Volume 76, Number 180 (Friday, September 16, 2011)]
[Notices]
[Pages 57787-57791]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2011-23774]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-65316; File No. SR-EDGA-2011-29]
Self-Regulatory Organizations; EDGA Exchange, Inc.; Notice of
Filing of Proposed Rule Change Relating to Amendments to EDGA Rules
Regarding the Registration and Obligations of Market Makers
September 12, 2011.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(the ``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given
that on August 30, 2011, EDGA Exchange, Inc. (the ``Exchange'' or
``EDGA'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I and
II below, which items have been prepared by the Exchange. The
Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend Chapter XI of the EDGA rulebook to
add four new rules regarding the registration and obligations of market
makers and amend Rule 1.5 to add definitions of ``Market Maker'' and
``Market Maker Authorized Trader.'' The Exchange also proposes to amend
Rule 8.15, Interpretation .01 to expand the list of violations eligible
for disposition under the Exchange's Minor Rule Violation Plan
(``MRVP'') by adding Rule 11.21(a)(1). The Exchange also proposes to
amend EDGA Rule 14.1, entitled ``Unlisted Trading Privileges,'' to
restrict trading activities of market makers, and impose a series of
reporting and record-keeping requirements on market makers. The text of
the proposed rule change is available on the Exchange's Web site at
https://www.directedge.com, at the Exchange's principal office, and at
the Public Reference Room of the Commission.
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 self-regulatory organization 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
The purpose of the proposed rule change is to provide Members the
ability to register as Market Makers and to provide for the regulation
of Market Makers. Registration as a Market Maker will be purely
optional. The process for registration as a Market Maker is contained
in proposed Rule 11.18, which provides that applicants must file
applications in such form as the Exchange may prescribe. Applicants
will be reviewed by the Exchange, which will consider factors including
the capital, operations, personnel, technical resources and
disciplinary history of the applicant. Each Market Maker must have and
maintain the minimum net capital of at least the amount required by
Rule 15c3-1 under the Securities Exchange Act of 1934 (the ``Act'').\3\
Pursuant to the proposed Rule, an applicant's registration as a Market
Maker will become effective upon receipt by the Member of the
Exchange's notice of approval of registration. Under proposed Rule
11.18(f), registered Market Makers are designated as dealers on the
Exchange for all purposes under the Act and the rules and regulations
thereunder.
---------------------------------------------------------------------------
\3\ 17 CFR 240.15c3-1.
---------------------------------------------------------------------------
Proposed Rule 11.18 also provides that the registration of a Market
Maker may be suspended or terminated by the Exchange if the Exchange
determines that the Market Maker substantially or continually fails to
engage in dealings in accordance with Exchange Rules, if the Market
Maker fails to meet the minimum net capital conditions, if the Market
Maker fails to maintain fair and orderly markets, or if the Market
Maker does not have at least one registered Market Maker Authorized
Trader (``MMAT'') qualified to perform market making activities as set
forth in proposed Rule 11.19(b)(5).\4\ Any Market Maker may also
withdraw its registration under the proposed Rule. Subsection (d) of
the proposed Rule provides that the Exchange may require a certain
minimum prior notice period for withdrawal, and may place other
conditions on withdrawal and re-registration following withdrawal, as
it deems appropriate to maintain fair and orderly markets.
---------------------------------------------------------------------------
\4\ A MMAT whose registration is suspended pursuant to proposed
Rule 11.18(c) shall not be deemed qualified within the meaning of
Rule 11.18(c)(4).
---------------------------------------------------------------------------
Proposed Rule 11.19 provides for the registration and obligations
of MMATs. The Exchange can register a person as a MMAT upon receiving
an application in the form prescribed by the Exchange, and MMATs are
permitted to enter orders only for the account of the Market Maker for
which they are registered. MMATs may be officers, partners, employees,
or other associated persons of Members who are registered as Market
Makers. To be eligible for registration as a MMAT, a person must
complete the training and other programs required by the Exchange and
successfully complete the General Securities Representative Examination
(Series 7) or equivalent foreign examination module approved by the
Exchange. Market Makers must ensure that their MMATs are properly
qualified to perform market making activities. The Exchange may grant a
person conditional registration as a MMAT as appropriate in the
interests of maintaining a fair and orderly market.
In addition, under proposed Rule 11.19, the Exchange may suspend or
withdraw the registration of a MMAT if the Exchange determines that the
person has caused the Market Maker to fail to comply with the
securities laws or rules of the Exchange, if the person fails to
[[Page 57788]]
perform his or her responsibilities properly, or fails to maintain fair
and orderly markets. If a MMAT is suspended, the Market Maker may not
allow the person to submit orders. A Member may also withdraw the
registration of a MMAT by submitting to the Exchange a written request
on a form prescribed by the Exchange.
Proposed Rule 11.20 provides for the registration of Market Makers
in a security. A Market Maker may become registered in a newly
authorized security or in a security already admitted to dealings on
the Exchange by filing a security registration form with the Exchange.
Registration in the security shall become effective on the same day
that the Exchange approves the registration, unless otherwise provided
by the Exchange. In considering the approval of the registration of the
Market Maker in a security, the Exchange may consider the financial
resources available to the Market Maker, the Market Maker's experience
in making markets, the Market Maker's operational capability, the
maintenance and enhancement of competition among Market Makers in each
security in which they are registered, the existence of clearing
arrangements for the Market Maker's transactions and the character of
the market for the security. The proposed Rule also provides that a
Market Maker may voluntarily terminate its registration in a security
by providing the Exchange with a written notice of such termination.
The Exchange may require a certain minimum prior notice period for such
termination and may place other conditions on withdrawal and re-
registration following withdrawal. The Exchange may suspend or
terminate the registration of a Market Maker in any security whenever
it determines that the Market Maker has not met one or more of its
obligations, including if the Exchange determines that the Market Maker
has failed to maintain fair and orderly markets.
The Exchange's determinations pursuant to proposed Rules 11.18
through 11.20 may be appealed by any person aggrieved by such
determination. The procedures for appeal are established in Chapter X
of the Exchange's rulebook.
Finally, Proposed Rule 11.21 sets out the obligations of Market
Makers. In general, Market Makers must engage in a course of dealings
for their own accounts to assist in the maintenance, insofar as
reasonably practicable, of fair and orderly markets on the Exchange.
The responsibilities of a Market Maker include, without limitation,
remaining in good standing with the Exchange and in compliance with all
applicable Exchange Rules; informing the Exchange of any material
change in its financial or operational condition or personnel \5\;
maintaining a current list of MMATs and providing any updates to such
list to the Exchange upon any change in MMATs; and clearing and
settling transactions through the facilities of a registered clearing
agency. The latter requirement may be satisfied by direct
participation, use of direct clearing services, or by entering into a
correspondent clearing arrangement with another Member that clears
trades through such agency. Market Makers will be responsible for the
acts and omissions of its MMATs. If the Exchange finds any substantial
or continued failure by a Market Maker to engage in a course of dealing
as specified in this Rule, such Market Maker will be subject to
disciplinary action or suspension or revocation of its registration.
---------------------------------------------------------------------------
\5\ The Exchange proposes to include an interpretation that
reminds Market Makers that, in addition to their obligation under
Rule 11.21(a)(3) to ``inform the Exchange of any material change in
financial or operational condition'', they are also obligated to
submit a copy of such notice with Securities and Exchange Commission
(``SEC'') pursuant to Rule 17a-11 under the Act, 17 CFR 240.17a-11.
The notice to the Exchange must be sent concurrently with the notice
sent to the SEC. See EDGA Rule 4.2.
---------------------------------------------------------------------------
Further, proposed Rule 11.21(d) provides that a Market Maker must
maintain continuous, two-sided quotations within a designated
percentage of the National Best Bid (``NBB'') and National Best Offer
(``NBO'', and together with the NBB, the ``NBBO'') (or, if there is no
NBB or NBO, the last reported sale). These Market Maker quotation
requirements are intended to eliminate trade executions against Market
Maker quotations priced far away from the inside market, commonly known
as ``stub quotes''. They are also intended to augment and work in
relation to the single stock pause standards already in place on a
pilot basis for stocks in the S&P 500[supreg] Index \6\ and the Russell
1000[supreg] Index, as well as a pilot list of Exchange Traded Products
\7\ (the ``Original Circuit Breaker Securities''). Permissible quotes
are determined by the individual character of the security, the time of
day in which the quote is entered and other factors which are
summarized below.
---------------------------------------------------------------------------
\6\ See Securities Exchange Act Release No. 62252 (June 10,
2010), 75 FR 34186 (June 16, 2010) (SR-EDGA-2010-01).
\7\ See Securities Exchange Act Release No. 62884 (September 10,
2010), 75 FR 56618 (September 16, 2010) (SR-EDGA-2010-05).
---------------------------------------------------------------------------
For issues subject to an individual stock trading pause under the
applicable rules of a primary listing market, a permissible quote (also
known as ``Designated Percentage'') is as follows: (i) A Market Maker's
quotes in the Original Circuit Breaker Securities shall not be more
than 8% away from the NBBO; (ii) a Market Maker's quotes in National
Market System (``NMS'') securities (as defined in Rule 600 of
Regulation NMS) \8\ that are not Original Circuit Breaker Securities
with a price equal to or greater than $1 shall not be more than 28%
away from the NBBO; and (iii) a Market Maker's quotes in NMS securities
that are not Original Circuit Breaker Securities with a price less than
$1 shall not be more than 30% away from the NBBO. For times during
Regular Trading Hours when stock pause triggers are not in effect under
the rules of the primary listing market (e.g., before 9:45 a.m. and
after 3:35 p.m. Eastern time), the Designated Percentage shall be 20%
for Original Circuit Breaker Securities, 28% for all NMS securities
that are not Original Circuit Breaker Securities with a price equal to
or greater than $1, and 30% for all NMS securities that are not
Original Circuit Breaker Securities with a price less than $1.
---------------------------------------------------------------------------
\8\ 17 CFR 240.600 [sic].
---------------------------------------------------------------------------
Once a compliant quote is entered, it may rest without adjustment
until such time as it moves to within 9.5% away from the NBBO for
Original Circuit Breaker Securities, 29.5% away from the NBBO for NMS
securities that are not Original Circuit Breaker Securities with a
price equal to or greater than $1, and 31.5% away from the NBBO for all
NMS securities that are not Original Circuit Breaker Securities with a
price less than $1, whereupon the Market Maker must immediately adjust
its quote to at least the permissible default level of 8%, 28%, or 30%,
respectively, away from the NBBO. During times when a stock pause
trigger percentage is not applicable, a Market Maker must enter a quote
no further than:
(i) 20% away from the inside (i.e., it may rest without adjustment
until it reaches 21.5% away from the inside) for Original Circuit
Breaker Securities;
(ii) 28% away from the inside for all NMS securities that are not
Original Circuit Breaker Securities with a price equal to or greater
than $1 (i.e., it may rest without adjustment until it reaches 29.5%
away from the inside); and
(iii) 30% away from the inside for all NMS securities that are not
Original Circuit Breaker Securities with a price less than $1 (i.e., it
may rest without adjustment until it reaches 31.5% away from the
inside).
In the absence of a NBB or NBO, the above calculations will remain
the
[[Page 57789]]
same, but will use the national last sale instead of the absent bid or
offer.
However, scenarios may occur in which pricing at the commencement
of a trading day, or at the re-opening of trading in a security that
has been halted, suspended, or paused pursuant to Rule 11.14(d), is
significantly different from pricing for the security at the close of
the previous trading day or immediately prior to the halt, suspension,
or pause, respectively. These pricing differentials could be the result
of corporate actions that occur after the close of the previous trading
day or the market's absorption of material information during the halt,
suspension, or pause. Based on this concern, the Exchange believes that
Market Makers should not be subject to the pricing obligations proposed
herein when the last sale of the previous trading day, or immediately
prior to a halt, is the only available reference price.
The Exchange therefore proposes that, for NMS stocks, a Market
Maker shall adhere to the pricing obligations established by this Rule
during Regular Trading Hours,\9\ provided, however, that such pricing
obligations: (i) Shall not commence during any trading day until after
the first regular way transaction on the primary listing market in the
security, as reported by the responsible single plan processor, and
(ii) shall be suspended during a trading halt, suspension, or pause,
and shall not re-commence until after the first regular way transaction
on the primary listing market in the security following such halt,
suspension, or pause, as reported by the responsible single plan
processor.
---------------------------------------------------------------------------
\9\ Defined in EDGA Rule 1.5(y) (as proposed to be re-lettered)
as 9:30 a.m. to 4 p.m. Eastern Time.
---------------------------------------------------------------------------
Nothing in the above precludes a Market Maker from voluntarily
quoting at price levels that are closer to the NBBO than required under
the proposal.
The Exchange proposes to offer functionality to Market Makers to
assist them with the quotation obligations proposed by this filing. The
Exchange will comply with a Market Maker's instructions for the
Exchange to enter a quote on the Market Maker's behalf consistent with
proposed paragraph 11.21(d). Such instructions will be entered into the
System \10\ by the Market Maker prior to 9 a.m. in order to take effect
on the same trading day. Under proposed Rule 11.21(e), the Exchange
will refresh such two-sided quotations in each security in which a
Market Maker is registered for a maximum of ten (10) executions per
security per Market Maker. After such time, the Market Maker must
contact the Exchange in order for the Exchange to continue such two-
sided quotations for another ten (10) executions on behalf of the
Market Maker. If the Market Maker does not contact the Exchange, the
Exchange will not refresh such two-sided quotations in such securities.
The Exchange proposes to enter the initial bid and offer at the
Designated Percentage and to cancel and replace the bid or offer if it
drifts away from the NBBO to the Defined Limit or away from the
Designated Percentage towards the NBBO by a number of percentage points
determined by the Exchange. The Exchange will determine and publish
this percentage in a circular distributed to Members from time to time.
The Exchange wishes to retain this flexibility in the event it wishes
to modify the number periodically in the future, for instance, to
mitigate the amount of quotation information resulting from Exchange-
generated Market Maker quotes. If a bid or offer entered pursuant to
proposed paragraph 11.21(e) is executed, the Exchange will enter a new
bid or offer on behalf of a Market Maker. Bids and offers entered by
the Exchange consistent with proposed paragraph (e) to replace a
cancelled or executed quotation will be entered at the Designated
Percentage away from the NBBO. Such orders will be posted by the
Exchange as Post Only Orders,\11\ and will be maintained on the
Exchange during Regular Trading Hours unless cancelled by the Market
Maker pursuant to the Exchange's Rules. In the event that a Market
Maker cancels the quotations entered by the Exchange in accordance with
proposed paragraph (e), such Market Maker remains responsible for
compliance with the requirements of paragraph (d).
---------------------------------------------------------------------------
\10\ See EDGA Rule 1.5(aa).
\11\ As defined in EDGA Rule 11.5(c)(5).
---------------------------------------------------------------------------
The Exchange proposes to cross-reference the above-described Market
Maker quotation obligations found in paragraph (d) in paragraph (a)(1).
The Exchange believes that these proposed rules will benefit all
Exchange participants, because Market Makers will assist in the
maintenance of fair and orderly markets, provide additional liquidity
to the Exchange, and assist in preventing excess volatility.
Rule 1.5 has been amended to add the definitions of ``Market
Maker'' and ``Market Maker Authorized Trader.'' As a result, the rest
of Rule 1.5 has been re-lettered accordingly.
Amendments to Exchange Rule 14.1 (Unlisted Trading Privileges)
The Exchange proposes to add Rule 14.1(c)(5) to restrict trading
activities of Market Makers and impose a series of reporting and
record-keeping requirements on Market Makers. As a result, current EDGA
Rule 14.1(c)(5) has been re-numbered as EDGA Rule 14.1(c)(6).
Proposed EDGA Rule 14.1(c)(5) provides for restrictions for any
Member registered as a Market Maker on the Exchange (``Restricted
Market Maker'') in a derivative securities product (``UTP Derivative
Security'') that derives its value from one or more currencies or
commodities, or from a derivative overlying one or more currencies or
commodities, or is based on a basket or index comprised of currencies
or commodities (collectively, ``Reference Assets''). Specifically,
proposed EDGA Rule 14.1(c)(5)(A) provides that a Restricted Market
Maker in a UTP Derivative Security on the Exchange is prohibited from
acting or registering as a Market Maker on any other exchange in any
Reference Asset of that UTP Derivative Security, or any derivative
instrument based on a Reference Asset of that UTP Derivative Security
(collectively, with Reference Assets, ``Related Instruments'').
Proposed EDGA Rule 14.1(c)(5)(B) provides that a Restricted Market
Maker shall, in a manner prescribed by the Exchange, file with the
Exchange and keep current a list identifying any accounts (``Related
Instrument Trading Accounts'') for which Related Instruments are
traded: (1) In which the Restricted Market Maker holds an interest; (2)
over which it has investment discretion; or (3) in which it shares in
the profits and/or losses. In addition, a Restricted Market Maker may
not have an interest in, exercise investment discretion over, or share
in the profits and/or losses of a Related Instrument Trading Account
which has not been reported to the Exchange as required by this rule.
Proposed EDGA Rule 14.1(c)(5)(C) provides that, in addition to the
existing obligations under Exchange rules regarding the production of
books and records, a Restricted Market Maker shall, upon request by the
Exchange, make available to the Exchange any books, records, or other
information pertaining to any Related Instrument Trading Account or to
the account of any registered or non-registered employee affiliated
with the Restricted Market Maker in which Related Instruments are
traded. Proposed EDGA Rule 14.1(c)(5)(D) provides that a Restricted
Market Maker shall not use any material, non-public information in
connection with trading a Related Instrument.
Finally, existing Rule 14.1(c)(5) is proposed to be re-numbered as
[[Page 57790]]
14.1(c)(6). The Exchange also proposes to replace the term ``components
of the index or portfolio on which the UTP Derivative Security is
based'' with ``Related Instruments'' in that rule.
Amendment to the Exchange's MRVP
The Exchange proposes to amend Rule 8.15, entitled ``Imposition of
Fines for Minor Violation(s) of Rules,'' to add Proposed Rule
11.21(a)(1) to the list of rules which would be appropriate for
disposition under the Exchange's MRVP.
The proposed addition of Rule 11.21(a)(1), which provides that a
Market Maker must maintain continuous, two-sided quotations consistent
with the requirements of paragraph (d) (i.e., within a designated
percentage of the NBBO (or, if there is no NBB or NBO, the last
reported sale)), would allow the Exchange to impose a $100 fine for
each violation of this rule. By promptly imposing a meaningful
financial penalty for such violations, the MRVP focuses on correcting
conduct before it gives rise to more serious enforcement action. The
MRVP provides a reasonable means of addressing rule violations that do
not necessarily rise to the level of requiring formal disciplinary
proceedings, while also providing greater flexibility in handling
certain violations. Adopting a provision that would allow the Exchange
to sanction violators under the MRVP by no means minimizes the
importance of compliance with Exchange Rule 11.21. The Exchange
believes that the violation of any of its rules is a serious matter.
The addition of a sanction under the MRVP simply serves to add an
additional method for disciplining violators of Exchange Rule 11.21.
The Exchange will continue to conduct surveillance with due diligence
and make its determination, on a case by case basis, whether a
violation of Exchange Rule 11.21 should be subject to formal
disciplinary proceedings.
The Exchange proposes to implement this rule change, if approved by
the Commission, on or about October 15, 2011.
2. Statutory Basis
Approval of the rule changes proposed in this submission is
consistent with the requirements of the Act and the rules and
regulations thereunder that are applicable to a national securities
exchange, and, in particular, with the requirements of Section
6(b).\12\ In particular, the proposed changes are consistent with
Section 6(b)(5) of the Act,\13\ because they would promote just and
equitable principles of trade, remove impediments to, and perfect the
mechanism of, a free and open market and a national market system, and,
in general, protect investors and the public interest by promoting
greater liquidity in the Exchange market. The proposed rule change is
also designed to support the principles of Section 11A(a)(1) \14\ of
the Act in that it seeks to assure fair competition among brokers and
dealers and among exchange markets. The Exchange believes that the
proposed rule meets these requirements in that it promotes uniformity
across markets concerning minimum market maker quotation requirements.
The Exchange believes that the proposed optional functionality to
assist Exchange Market Makers in maintaining continuous, two-sided
quotations in the securities in which they are registered will
encourage Market Makers to remain registered with and trade on the
Exchange, thus providing valuable liquidity to the Exchange. At the
same time, the Exchange believes that the proposed functionality will
keep Exchange-generated quotations within reasonable reach of the NBBO.
In addition, the proposed addition of Rule 11.21(a)(1) to the
Exchange's MRVP will give the Exchange the ability to promptly impose a
meaningful financial penalty for such violations before there is a need
for more serious enforcement action.
---------------------------------------------------------------------------
\12\ 15 U.S.C. 78f(b).
\13\ 15 U.S.C. 78f(b)(5).
\14\ 15 U.S.C. 78k-1(a)(1).
---------------------------------------------------------------------------
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
Within 45 days of the date of publication of this notice in the
Federal Register or within such longer period (i) as the Commission may
designate up to 90 days of such date if it finds such longer period to
be appropriate and publishes its reasons for so finding or (ii) as to
which the self-regulatory organization consents, the Commission will:
(a) By order approve or disapprove such proposed rule change; or
(b) institute proceedings to determine whether the proposed rule
change should be disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an e-mail to rule-comments@sec.gov. Please include
File No. SR-EDGA-2011-29 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-EDGA-2011-29. 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. 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-EDGA-
[[Page 57791]]
2011-29 and should be submitted by October 7, 2011.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\15\
---------------------------------------------------------------------------
\15\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011-23774 Filed 9-15-11; 8:45 am]
BILLING CODE 8011-01-P