Self-Regulatory Organizations; NYSE Amex LLC; Notice of Filing of Proposed Rule Change Amending NYSE Amex Equities Rules 504 and 509 To Modify the Quoting Requirements Applicable to Designated Market Maker Units Registered in Nasdaq Stock Market Securities Traded on the Exchange Pursuant to a Grant of Unlisted Trading Privileges, 82329-82331 [2011-33581]
Download as PDF
Federal Register / Vol. 76, No. 251 / Friday, December 30, 2011 / Notices
the Exchange believes that the rules
governing the SLP Pilot (NYSE Amex
Equities Rule 107B) should be made
permanent.
Through this filing the Exchange
seeks to extend the current operation of
the SLP Pilot until July 31, 2012, in
order to allow the Exchange to formally
submit a filing to the Commission to
convert the Pilot rule to a permanent
rule. The Exchange is currently
preparing a rule filing seeking
permission to make the NYSE Amex
Equities SLP Pilot permanent, but does
not expect that filing to be completed
and approved by the Commission before
January 31, 2012.11
2. Statutory Basis
The basis under the Securities
Exchange Act of 1934 (the ‘‘Act’’) for
this proposed rule change is the
requirement under Section 6(b)(5) that
an exchange have rules that are
designed to promote just and equitable
principles of trade, to remove
impediments to and perfect the
mechanism of a free and open market
and a national market system and, in
general, to protect investors and the
public interest. The Exchange believes
that the instant filing is consistent with
these principles because the SLP Pilot
provides its market participants with a
trading venue that utilizes an enhanced
market structure to encourage the
addition of liquidity and operates to
reward aggressive liquidity providers.
Moreover, the instant filing requesting
an extension of the SLP Pilot will
permit adequate time for: (i) The
Exchange to prepare and submit a filing
to make the rules governing the SLP
Pilot permanent; (ii) public notice and
comment; and (iii) completion of the
19b–4 approval process.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act.
srobinson on DSK4SPTVN1PROD with NOTICES
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were solicited
or received with respect to the proposed
rule change.
11 The NMM Pilot was scheduled to expire on
January 31, 2012 as well. On December 16, 2011,
the NYSE filed to extend the NMM Pilot until July
31, 2012 (See SR–NYSE–2011–65) (extending the
operation of the New Market Model Pilot to July 31,
2012).
VerDate Mar<15>2010
19:02 Dec 29, 2011
Jkt 226001
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The Exchange has filed the proposed
rule change pursuant to Section
19(b)(3)(A)(iii) of the Act 12 and Rule
19b–4(f)(6) thereunder.13 Because the
proposed rule change does not: (i)
Significantly affect the protection of
investors or the public interest; (ii)
impose any significant burden on
competition; and (iii) become operative
prior to 30 days from the date on which
it was filed, the proposed rule change
has become effective pursuant to
Section 19(b)(3)(A) of the Act and Rule
19b–4(f)(6)(iii) thereunder.
At any time within 60 days of the
filing of such proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml ); or
• Send an email to rulecomments@sec.gov. Please include File
Number SR–NYSEAmex–2011–103 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–NYSEAmex-2011–103. This
file number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml ). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of 10
a.m. and 3 p.m. Copies of the filing will
also be available for inspection and
copying at the principal office of the
Exchange. All comments received will
be posted without change; the
Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
publicly available. All submissions
should refer to File Number SR–
NYSEAmex–2011–103 and should be
submitted on or before January 20, 2012.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority. 14
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2011–33579 Filed 12–29–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–66043; File No. SR–
NYSEAmex–2011–101]
Self-Regulatory Organizations; NYSE
Amex LLC; Notice of Filing of
Proposed Rule Change Amending
NYSE Amex Equities Rules 504 and
509 To Modify the Quoting
Requirements Applicable to
Designated Market Maker Units
Registered in Nasdaq Stock Market
Securities Traded on the Exchange
Pursuant to a Grant of Unlisted
Trading Privileges
December 23, 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 December
15, 2011, NYSE Amex LLC (‘‘NYSE
Amex’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III below, which Items have been
prepared by the self-regulatory
organization. The Commission is
publishing this notice to solicit
14 17
12 15
U.S.C. 78s(b)(3)(A)(iii).
13 17 CFR 240.19b–4(f)(6).
PO 00000
Frm 00062
Fmt 4703
Sfmt 4703
82329
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
E:\FR\FM\30DEN1.SGM
30DEN1
82330
Federal Register / Vol. 76, No. 251 / Friday, December 30, 2011 / Notices
comments on the proposed rule from
interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
NYSE Amex Equities Rules 504 and 509
to modify the quoting requirements
applicable to Designated Market Maker
units (‘‘DMM units’’) registered in
Nasdaq Stock Market (‘‘Nasdaq’’)
securities traded on the Exchange
pursuant to a grant of unlisted trading
privileges (‘‘UTP’’). The text of the
proposed rule change is available at the
Exchange, the Commission’s Public
Reference Room, and https://
www.nyse.com.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of those statements may be examined at
the places specified in Item IV below.
The Exchange has prepared summaries,
set forth in sections A, B, and C below,
of the most significant parts of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
srobinson on DSK4SPTVN1PROD with NOTICES
1. Purpose
The Exchange proposes to amend
NYSE Amex Equities Rules 504 and 509
to modify the quoting requirements
applicable to DMM units 3 registered in
Nasdaq-listed securities traded on the
Exchange pursuant to UTP.
NYSE Amex Equities Rules 500–525,
as a pilot program, govern the trading of
Nasdaq-listed securities on the
Exchange pursuant to UTP (‘‘UTP Pilot
Program’’).4 The UTP Pilot Program
3 See NYSE Amex Equities Rule 98(b)(2). ‘‘DMM
unit’’ means any member organization, aggregation
unit within a member organization, or division or
department within an integrated proprietary
aggregation unit of a member organization that (i)
has been approved by NYSE Regulation pursuant to
section (c) of this Rule, (ii) is eligible for allocations
under Rule 103B—NYSE Amex Equities as a DMM
unit in a security listed or traded on the Exchange,
and (iii) has met all registration and qualification
requirements for DMM units assigned to such unit.
4 The UTP Pilot Program is currently scheduled
to expire on the earlier of Commission approval to
make such pilot permanent or January 31, 2012. See
Securities Exchange Act Release No. 64746 (June
24, 2011), 76 FR 38446 (June 30, 2011) (SR–
NYSEAmex–2011–45). See also Securities
Exchange Act Release No. 62479 (July 9, 2010), 75
VerDate Mar<15>2010
19:02 Dec 29, 2011
Jkt 226001
includes any security listed on Nasdaq
that (i) is designated as an ‘‘eligible
security’’ under the Joint SelfRegulatory Organization Plan Governing
the Collection, Consolidation and
Dissemination of Quotation and
Transaction Information for NasdaqListed Securities Traded on Exchanges
on an Unlisted Trading Privilege Basis,
as amended (‘‘UTP Plan’’),5 and (ii) has
been admitted to dealings on the
Exchange pursuant to a grant of unlisted
trading privileges in accordance with
Section 12(f) of the Securities Exchange
Act of 1934, as amended (the ‘‘Act’’) 6
(collectively, ‘‘Nasdaq Securities’’).7
DMM units registered in one or more
Nasdaq Securities must comply with all
‘‘DMM rules,’’ as defined in NYSE
Amex Equities Rule 98,8 subject to the
modifications enumerated in NYSE
Amex Equities Rule 509. In this regard,
NYSE Amex Equities Rule 509(a)(1)
states that, in lieu of NYSE Amex
Equities Rule 104(a)(1)(A), with respect
to maintaining a continuous two-sided
quote with reasonable size, a DMM unit
must maintain a quote at the National
Best Bid or Offer (‘‘NBBO’’) in each
assigned Nasdaq Security an average of
at least 10% of the time during the
regular business hours of the Exchange
for each calendar month.9 In contrast,
NYSE Amex Equities Rule 104(a)(1)(A)
requires that DMM units maintain a bid
or offer at the NBBO at least 10% of the
trading day cumulatively for all less
active securities in which the DMM unit
is registered and at least 5% of the
trading day cumulatively for all more
active securities in which the DMM unit
is registered.
FR 41264 (July 15, 2010) (SR–NYSEAmex–2010–31)
(‘‘UTP Pilot Program Approval Order’’). The
Exchange anticipates proposing an extension of the
UTP Pilot Program beyond the current January 31,
2012 expiration date.
5 See Securities Exchange Act Release No. 58863
(October 27, 2008), 73 FR 65417 (November 3, 2008)
(Notice of Filing and Immediate Effectiveness of
Amendment No. 20 to the UTP Plan). The
Exchange’s predecessor, the American Stock
Exchange LLC, joined the UTP Plan in 2001. See
Securities Exchange Act Release No. 55647 (April
19, 2007), 72 FR 2091 (April 27, 2007) (S7–24–89).
In March 2009, the Exchange changed its name to
NYSE Amex LLC. See Securities Exchange Act
Release No. 59575 (March 13, 2009), 74 FR 11803
(March 19, 2009) (SR–NYSEALTR–2009–24).
6 15 U.S.C. 78l.
7 ‘‘Nasdaq Securities’’ is included within the
definition of ‘‘security’’ as that term is used in the
NYSE Amex Equities Rules. See NYSE Amex
Equities Rule 3. In accordance with this definition,
Nasdaq Securities are admitted to dealings on the
Exchange on an ‘‘issued,’’ ‘‘when issued,’’ or ‘‘when
distributed’’ basis. See NYSE Amex Equities Rule
501.
8 ‘‘DMM rules’’ means any rules that govern DMM
conduct or trading.
9 These obligations are also included within
current NYSE Amex Equities Rule 504.
PO 00000
Frm 00063
Fmt 4703
Sfmt 4703
The Exchange proposes to amend the
text of NYSE Amex Equities Rule
509(a)(1) to reflect that DMM units
registered in Nasdaq Securities would
be obligated to maintain a quote at the
NBBO in each assigned Nasdaq Security
an average of at least 5% of the time
during the regular business hours of the
Exchange for each calendar month for
Nasdaq Securities with a consolidated
average daily volume equal to or greater
than one million shares per calendar
month, i.e., securities that would qualify
as ‘‘more active’’ securities under NYSE
Amex Equities Rule 103B(II)(C).10 This
proposed change would result in DMM
units being obligated to maintain a bid
or offer at the NBBO for a specified
percentage of the trading day (either
10% or 5%, depending upon volume)
that is more consistent with the
percentages applicable under NYSE
Amex Equities Rule 104(a)(1)(A) for
Exchange-listed securities. However, as
opposed to the percentage requirements
under NYSE Amex Equities Rule
104(a)(1)(A), which apply cumulatively
across all Exchange-listed securities in
which a DMM unit is registered, NYSE
Amex Equities Rule 509(a)(1) would
continue to apply the percentage
requirements therein for each individual
Nasdaq Security in which the DMM unit
is assigned.11
The Exchange also proposes to delete
from NYSE Amex Equities Rule
504(b)(1)(A) text referencing NYSE
Amex Equities Rule 103B(II), which
provides for security allocation
eligibility. This reference is not
necessary within NYSE Amex Equities
Rule 504(b)(1)(A), which, as discussed
above, provides for DMM unit quoting
obligations. The Exchange notes that,
despite the proposed deletion, DMM
units would remain subject to NYSE
Amex Equities Rule 103B(II) with
respect to security allocation eligibility.
The Exchange proposes to announce
the implementation date, if approved by
the Commission, via Trader Update.
10 The Exchange proposes to make conforming
changes to NYSE Amex Equities Rules 504(b)(1)(A).
DMM units would remain obligated to maintain a
quote at the NBBO an average of at least 10% of
the time during the regular business hours of the
Exchange for each calendar month in each assigned
Nasdaq Security with a consolidated average daily
volume less than one million shares per calendar
month, i.e., securities that would qualify as ‘‘less
active’’ securities under NYSE Amex Equities Rule
103B(II)(B).
11 The Exchange notes that it is proposing this
change to DMM unit quoting obligations in Nasdaq
Securities based on the current trading
characteristics of Nasdaq Securities at the
Exchange. The Exchange would continue to review
and monitor the trading of Nasdaq Securities and
the associated DMM unit obligations and would
seek to modify those obligations as may be
appropriate.
E:\FR\FM\30DEN1.SGM
30DEN1
Federal Register / Vol. 76, No. 251 / Friday, December 30, 2011 / Notices
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the requirements of the Act and the
rules and regulations thereunder
applicable to a national securities
exchange. In particular, the Exchange
believes that its proposal is consistent
with (i) Section 6(b) of the Act,12 in
general, and furthers the objectives of
Section 6(b)(5) of the Act,13 in
particular, because it is designed to
prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, to remove
impediments to and perfect the
mechanism of a free and open market
and a national market system, and, in
general, to protect investors and the
public interest; (ii) Section 11A(a)(1) of
the Act,14 because it seeks to ensure the
economically efficient execution of
securities transactions and fair
competition among brokers and dealers
and among exchange markets; and (iii)
Section 12(f) of the Act,15 which
governs the trading of securities
pursuant to UTP consistent with the
maintenance of fair and orderly markets,
the protection of investors and the
public interest, and the impact of
extending the existing markets for such
securities.
The Exchange’s decision to establish
DMM unit quoting obligations was
initially based on commercial
considerations at the time, including the
desire to encourage quoting activity on
the Exchange in Nasdaq Securities, and
an estimate of the volume in Nasdaq
Securities that might trade at the
Exchange.16 However, based on the
nearly 17 months of experience with the
UTP Pilot Program thus far, the
Exchange believes that it is appropriate
to modify the DMM unit quoting
obligations for more active Nasdaq
Securities, as described above.17 In
12 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
14 15 U.S.C. 78k–1(a)(1).
15 15 U.S.C. 78l(f).
16 In the UTP Pilot Program Approval Order, the
Commission took into account the specific
obligations that DMMs in Nasdaq Securities would
be subject to, including the increased quoting
obligation for Nasdaq Securities as compared to the
quoting obligation for Exchange-listed securities.
See UTP Pilot Program Approval Order at Section
III.A. The Commission noted that the obligations
proposed for DMMs in Nasdaq Securities would
closely track, but would be slightly different from,
those applicable to DMMs in Exchange-listed
securities.
17 In particular, before the UTP Pilot Program
began, the Exchange did not have any data on the
volume in Nasdaq Securities that would trade at the
Exchange. Accordingly, the Exchange identified in
its original filing a set of obligations that were
largely based on the trading characteristics of
Exchange-listed securities.
srobinson on DSK4SPTVN1PROD with NOTICES
13 15
VerDate Mar<15>2010
19:02 Dec 29, 2011
Jkt 226001
particular, the Exchange believes that it
is appropriate to more closely align
DMM unit quoting requirements for
Nasdaq Securities with those applicable
for Exchange-listed securities. In this
regard, the Exchange believes that the
current DMM unit quoting obligation for
more active Nasdaq Securities may
outweigh the benefit that such higher
quoting provides to the marketplace.
The Exchange therefore proposes to
reflect the distinction between more
active and less active securities for the
DMM unit quoting requirements for
Nasdaq Securities, while still requiring
that these quoting requirements be
calculated on a stock-by-stock basis
rather than a portfolio basis across all of
the DMM unit’s assigned securities.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were solicited
or received with respect to the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
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
the proposed rule change, or
(B) Institute proceedings to determine
whether the proposed rule change
should be disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR– NYSEAmex–2011–101 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– NYSEAmex–2011–101.
This file number should be included on
the subject line if email is used. To help
the Commission process and review
your comments more efficiently, please
use only one method. The Commission
will post all comments on the
Commission’s Internet Web site (https://
www.sec.gov/rules/sro.shtml). Copies of
the submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of 10
a.m. and 3 p.m. Copies of the filing will
also be available for inspection and
copying at the principal office of the
Exchange. All comments received will
be posted without change; the
Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
publicly available. All submissions
should refer to File Number SR–
NYSEAmex–2011–101 and should be
submitted on or before January 20, 2012.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.18
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2011–33581 Filed 12–29–11; 8:45 am]
BILLING CODE 8011–01–P
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
PO 00000
Frm 00064
Fmt 4703
Sfmt 9990
82331
18 17
E:\FR\FM\30DEN1.SGM
CFR 200.30–3(a)(12).
30DEN1
Agencies
[Federal Register Volume 76, Number 251 (Friday, December 30, 2011)]
[Notices]
[Pages 82329-82331]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2011-33581]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-66043; File No. SR-NYSEAmex-2011-101]
Self-Regulatory Organizations; NYSE Amex LLC; Notice of Filing of
Proposed Rule Change Amending NYSE Amex Equities Rules 504 and 509 To
Modify the Quoting Requirements Applicable to Designated Market Maker
Units Registered in Nasdaq Stock Market Securities Traded on the
Exchange Pursuant to a Grant of Unlisted Trading Privileges
December 23, 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 December 15, 2011, NYSE Amex LLC (``NYSE Amex'' or ``Exchange'')
filed with the Securities and Exchange Commission (``Commission'') the
proposed rule change as described in Items I, II, and III below, which
Items have been prepared by the self-regulatory organization. The
Commission is publishing this notice to solicit
[[Page 82330]]
comments on the proposed rule 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 NYSE Amex Equities Rules 504 and 509
to modify the quoting requirements applicable to Designated Market
Maker units (``DMM units'') registered in Nasdaq Stock Market
(``Nasdaq'') securities traded on the Exchange pursuant to a grant of
unlisted trading privileges (``UTP''). The text of the proposed rule
change is available at the Exchange, the Commission's Public Reference
Room, and https://www.nyse.com.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the self-regulatory organization
included statements concerning the purpose of, and basis for, the
proposed rule change and discussed any comments it received on the
proposed rule change. The text of those statements may be examined at
the places specified in Item IV below. The Exchange has prepared
summaries, set forth in sections A, B, and C below, of the most
significant parts of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend NYSE Amex Equities Rules 504 and 509
to modify the quoting requirements applicable to DMM units \3\
registered in Nasdaq-listed securities traded on the Exchange pursuant
to UTP.
---------------------------------------------------------------------------
\3\ See NYSE Amex Equities Rule 98(b)(2). ``DMM unit'' means any
member organization, aggregation unit within a member organization,
or division or department within an integrated proprietary
aggregation unit of a member organization that (i) has been approved
by NYSE Regulation pursuant to section (c) of this Rule, (ii) is
eligible for allocations under Rule 103B--NYSE Amex Equities as a
DMM unit in a security listed or traded on the Exchange, and (iii)
has met all registration and qualification requirements for DMM
units assigned to such unit.
---------------------------------------------------------------------------
NYSE Amex Equities Rules 500-525, as a pilot program, govern the
trading of Nasdaq-listed securities on the Exchange pursuant to UTP
(``UTP Pilot Program'').\4\ The UTP Pilot Program includes any security
listed on Nasdaq that (i) is designated as an ``eligible security''
under the Joint Self-Regulatory Organization Plan Governing the
Collection, Consolidation and Dissemination of Quotation and
Transaction Information for Nasdaq-Listed Securities Traded on
Exchanges on an Unlisted Trading Privilege Basis, as amended (``UTP
Plan''),\5\ and (ii) has been admitted to dealings on the Exchange
pursuant to a grant of unlisted trading privileges in accordance with
Section 12(f) of the Securities Exchange Act of 1934, as amended (the
``Act'') \6\ (collectively, ``Nasdaq Securities'').\7\
---------------------------------------------------------------------------
\4\ The UTP Pilot Program is currently scheduled to expire on
the earlier of Commission approval to make such pilot permanent or
January 31, 2012. See Securities Exchange Act Release No. 64746
(June 24, 2011), 76 FR 38446 (June 30, 2011) (SR-NYSEAmex-2011-45).
See also Securities Exchange Act Release No. 62479 (July 9, 2010),
75 FR 41264 (July 15, 2010) (SR-NYSEAmex-2010-31) (``UTP Pilot
Program Approval Order''). The Exchange anticipates proposing an
extension of the UTP Pilot Program beyond the current January 31,
2012 expiration date.
\5\ See Securities Exchange Act Release No. 58863 (October 27,
2008), 73 FR 65417 (November 3, 2008) (Notice of Filing and
Immediate Effectiveness of Amendment No. 20 to the UTP Plan). The
Exchange's predecessor, the American Stock Exchange LLC, joined the
UTP Plan in 2001. See Securities Exchange Act Release No. 55647
(April 19, 2007), 72 FR 2091 (April 27, 2007) (S7-24-89). In March
2009, the Exchange changed its name to NYSE Amex LLC. See Securities
Exchange Act Release No. 59575 (March 13, 2009), 74 FR 11803 (March
19, 2009) (SR-NYSEALTR-2009-24).
\6\ 15 U.S.C. 78l.
\7\ ``Nasdaq Securities'' is included within the definition of
``security'' as that term is used in the NYSE Amex Equities Rules.
See NYSE Amex Equities Rule 3. In accordance with this definition,
Nasdaq Securities are admitted to dealings on the Exchange on an
``issued,'' ``when issued,'' or ``when distributed'' basis. See NYSE
Amex Equities Rule 501.
---------------------------------------------------------------------------
DMM units registered in one or more Nasdaq Securities must comply
with all ``DMM rules,'' as defined in NYSE Amex Equities Rule 98,\8\
subject to the modifications enumerated in NYSE Amex Equities Rule 509.
In this regard, NYSE Amex Equities Rule 509(a)(1) states that, in lieu
of NYSE Amex Equities Rule 104(a)(1)(A), with respect to maintaining a
continuous two-sided quote with reasonable size, a DMM unit must
maintain a quote at the National Best Bid or Offer (``NBBO'') in each
assigned Nasdaq Security an average of at least 10% of the time during
the regular business hours of the Exchange for each calendar month.\9\
In contrast, NYSE Amex Equities Rule 104(a)(1)(A) requires that DMM
units maintain a bid or offer at the NBBO at least 10% of the trading
day cumulatively for all less active securities in which the DMM unit
is registered and at least 5% of the trading day cumulatively for all
more active securities in which the DMM unit is registered.
---------------------------------------------------------------------------
\8\ ``DMM rules'' means any rules that govern DMM conduct or
trading.
\9\ These obligations are also included within current NYSE Amex
Equities Rule 504.
---------------------------------------------------------------------------
The Exchange proposes to amend the text of NYSE Amex Equities Rule
509(a)(1) to reflect that DMM units registered in Nasdaq Securities
would be obligated to maintain a quote at the NBBO in each assigned
Nasdaq Security an average of at least 5% of the time during the
regular business hours of the Exchange for each calendar month for
Nasdaq Securities with a consolidated average daily volume equal to or
greater than one million shares per calendar month, i.e., securities
that would qualify as ``more active'' securities under NYSE Amex
Equities Rule 103B(II)(C).\10\ This proposed change would result in DMM
units being obligated to maintain a bid or offer at the NBBO for a
specified percentage of the trading day (either 10% or 5%, depending
upon volume) that is more consistent with the percentages applicable
under NYSE Amex Equities Rule 104(a)(1)(A) for Exchange-listed
securities. However, as opposed to the percentage requirements under
NYSE Amex Equities Rule 104(a)(1)(A), which apply cumulatively across
all Exchange-listed securities in which a DMM unit is registered, NYSE
Amex Equities Rule 509(a)(1) would continue to apply the percentage
requirements therein for each individual Nasdaq Security in which the
DMM unit is assigned.\11\
---------------------------------------------------------------------------
\10\ The Exchange proposes to make conforming changes to NYSE
Amex Equities Rules 504(b)(1)(A). DMM units would remain obligated
to maintain a quote at the NBBO an average of at least 10% of the
time during the regular business hours of the Exchange for each
calendar month in each assigned Nasdaq Security with a consolidated
average daily volume less than one million shares per calendar
month, i.e., securities that would qualify as ``less active''
securities under NYSE Amex Equities Rule 103B(II)(B).
\11\ The Exchange notes that it is proposing this change to DMM
unit quoting obligations in Nasdaq Securities based on the current
trading characteristics of Nasdaq Securities at the Exchange. The
Exchange would continue to review and monitor the trading of Nasdaq
Securities and the associated DMM unit obligations and would seek to
modify those obligations as may be appropriate.
---------------------------------------------------------------------------
The Exchange also proposes to delete from NYSE Amex Equities Rule
504(b)(1)(A) text referencing NYSE Amex Equities Rule 103B(II), which
provides for security allocation eligibility. This reference is not
necessary within NYSE Amex Equities Rule 504(b)(1)(A), which, as
discussed above, provides for DMM unit quoting obligations. The
Exchange notes that, despite the proposed deletion, DMM units would
remain subject to NYSE Amex Equities Rule 103B(II) with respect to
security allocation eligibility.
The Exchange proposes to announce the implementation date, if
approved by the Commission, via Trader Update.
[[Page 82331]]
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the requirements of the Act and the rules and regulations
thereunder applicable to a national securities exchange. In particular,
the Exchange believes that its proposal is consistent with (i) Section
6(b) of the Act,\12\ in general, and furthers the objectives of Section
6(b)(5) of the Act,\13\ in particular, because it is designed to
prevent fraudulent and manipulative acts and practices, to promote just
and equitable principles of trade, to remove impediments to and perfect
the mechanism of a free and open market and a national market system,
and, in general, to protect investors and the public interest; (ii)
Section 11A(a)(1) of the Act,\14\ because it seeks to ensure the
economically efficient execution of securities transactions and fair
competition among brokers and dealers and among exchange markets; and
(iii) Section 12(f) of the Act,\15\ which governs the trading of
securities pursuant to UTP consistent with the maintenance of fair and
orderly markets, the protection of investors and the public interest,
and the impact of extending the existing markets for such securities.
---------------------------------------------------------------------------
\12\ 15 U.S.C. 78f(b).
\13\ 15 U.S.C. 78f(b)(5).
\14\ 15 U.S.C. 78k-1(a)(1).
\15\ 15 U.S.C. 78l(f).
---------------------------------------------------------------------------
The Exchange's decision to establish DMM unit quoting obligations
was initially based on commercial considerations at the time, including
the desire to encourage quoting activity on the Exchange in Nasdaq
Securities, and an estimate of the volume in Nasdaq Securities that
might trade at the Exchange.\16\ However, based on the nearly 17 months
of experience with the UTP Pilot Program thus far, the Exchange
believes that it is appropriate to modify the DMM unit quoting
obligations for more active Nasdaq Securities, as described above.\17\
In particular, the Exchange believes that it is appropriate to more
closely align DMM unit quoting requirements for Nasdaq Securities with
those applicable for Exchange-listed securities. In this regard, the
Exchange believes that the current DMM unit quoting obligation for more
active Nasdaq Securities may outweigh the benefit that such higher
quoting provides to the marketplace. The Exchange therefore proposes to
reflect the distinction between more active and less active securities
for the DMM unit quoting requirements for Nasdaq Securities, while
still requiring that these quoting requirements be calculated on a
stock-by-stock basis rather than a portfolio basis across all of the
DMM unit's assigned securities.
---------------------------------------------------------------------------
\16\ In the UTP Pilot Program Approval Order, the Commission
took into account the specific obligations that DMMs in Nasdaq
Securities would be subject to, including the increased quoting
obligation for Nasdaq Securities as compared to the quoting
obligation for Exchange-listed securities. See UTP Pilot Program
Approval Order at Section III.A. The Commission noted that the
obligations proposed for DMMs in Nasdaq Securities would closely
track, but would be slightly different from, those applicable to
DMMs in Exchange-listed securities.
\17\ In particular, before the UTP Pilot Program began, the
Exchange did not have any data on the volume in Nasdaq Securities
that would trade at the Exchange. Accordingly, the Exchange
identified in its original filing a set of obligations that were
largely based on the trading characteristics of Exchange-listed
securities.
---------------------------------------------------------------------------
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition that is not necessary or appropriate
in furtherance of the purposes of the Act.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were solicited or received with respect to the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
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 the proposed rule change, or
(B) Institute proceedings to determine whether the proposed rule
change should be disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an e-mail to rule-comments@sec.gov. Please include
File Number SR- NYSEAmex-2011-101 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- NYSEAmex-2011-101. This
file number should be included on the subject line if email is used. To
help the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549, on official business days between the hours of 10
a.m. and 3 p.m. Copies of the filing will also be available for
inspection and copying at the principal office of the Exchange. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make publicly available. All
submissions should refer to File Number SR-NYSEAmex-2011-101 and should
be submitted on or before January 20, 2012.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\18\
---------------------------------------------------------------------------
\18\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2011-33581 Filed 12-29-11; 8:45 am]
BILLING CODE 8011-01-P