Self-Regulatory Organizations; NYSE Arca, Inc.; Order Approving a Proposed Rule Change To Amend NYSE Arca Equities Rule 7.45 To Address the Authority of NYSE Arca or Archipelago Securities LLC To Cancel Orders When a Technical or Systems Issue Occurs and Describe the Operation of an Error Account for Archipelago Securities, 28919-28921 [2012-11797]
Download as PDF
Federal Register / Vol. 77, No. 95 / Wednesday, May 16, 2012 / Notices
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Exchange Act. If the
Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
2012–35 and should be submitted on or
before June 6, 2012.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–11796 Filed 5–15–12; 8:45 am]
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–ISE–2012–35 on the subject
line.
srobinson on DSK4SPTVN1PROD with NOTICES
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 Exchange
Act. Comments may be submitted by
any of the following methods:
Self-Regulatory Organizations; NYSE
Arca, Inc.; Order Approving a
Proposed Rule Change To Amend
NYSE Arca Equities Rule 7.45 To
Address the Authority of NYSE Arca or
Archipelago Securities LLC To Cancel
Orders When a Technical or Systems
Issue Occurs and Describe the
Operation of an Error Account for
Archipelago Securities
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–ISE–2012–35. 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
10:00 a.m. and 3:00 p.m. Copies of the
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–ISE–
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BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–66963; File No. SR–
NYSEArca–2012–22]
May 10, 2012.
I. Introduction
On March 15, 2012, NYSE Arca, Inc.
(‘‘Exchange’’ or ‘‘NYSE Arca’’) 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 amend NYSE Arca Equities
Rule 7.45 to address the authority of
NYSE Arca or Archipelago Securities
LLC (‘‘Arca Securities’’) to cancel orders
when a technical or systems issue
occurs at NYSE Arca, Arca Securities, or
a routing destination, and to describe
the operation of an error account for
Arca Securities. The proposed rule
change was published for comment in
the Federal Register on March 30,
2012.3 The Commission received no
comment letters regarding the proposed
rule change. This order approves the
proposed rule change.
II. Description of the Proposal
Arca Securities is a broker-dealer that
is a facility, and an affiliate, of the
Exchange that provides outbound
routing services from the Exchange to
other market centers pursuant to
Exchange rules.4 In its proposal, the
14 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 Securities Exchange Act Release No. 66656
(March 26, 2012), 77 FR 19401 (March 30, 2012)
(SR–NYSEArca–2012–22) (‘‘Notice’’).
4 See Notice, 77 FR at 19402, n.4 and
accompanying text, and text accompanying n.5. See
also NYSE Arca Equities Rule 7.45; and Securities
1 15
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Frm 00069
Fmt 4703
Sfmt 4703
28919
Exchange states that a technical or
systems issue may occur at NYSE Arca,
Arca Securities, or a routing destination
that causes NYSE Arca or Arca
Securities to cancel orders, if the
Exchange or Arca Securities determines
that such action is necessary to maintain
a fair and orderly market.5 The
Exchange also states that a technical or
systems issue that occurs at NYSE Arca,
Arca Securities, a routing destination, or
a non-affiliate third-party Routing
Broker 6 may result in Arca Securities
acquiring an error position that it must
resolve.7
New paragraph (d) to NYSE Arca
Equities Rule 7.45 provides NYSE Arca
and Arca Securities with general
authority to cancel orders to maintain
fair and orderly markets when a
technical or systems issue occurs at
NYSE Arca, Arca Securities, or a routing
destination. It also provides authority
for Arca Securities to maintain an error
account for the purpose of addressing,
and sets forth the procedures for
resolving, error positions. Specifically,
paragraph (d)(1) of NYSE Arca Equities
Rule 7.45 authorizes NYSE Arca or Arca
Securities to cancel orders as either
deems necessary to maintain fair and
orderly markets if a technical or systems
issue occurs at NYSE Arca, Arca
Securities, or a routing destination.
NYSE Arca and Arca Securities will be
required to provide notice of the
cancellation to all Electronic Trading
Permit Holders (‘‘ETP Holders’’) as soon
as practicable.8
Paragraph (d)(2) of NYSE Arca
Equities Rule 7.45 will allow Arca
Securities to maintain an error account
Exchange Act Release No. 65455 (September 30,
2011) 76 FR 62119 (October 6, 2011) (SR–
NYSEArca–2011–61) at n.4.
The Exchange also receives equities orders routed
inbound to the Exchange by Arca Securities from
the New York Stock Exchange LLC and NYSE Amex
LLC. See Notice, 77 FR at 19402, n.5. See also NYSE
Arca Equities Rule 7.45(c).
5 See Notice, 77 FR at 19402. For examples of
some of the circumstances in which NYSE Arca or
Arca Securities may decide to cancel orders, see id.
6 The Exchange states that, from time to time, it
also uses non-affiliate third-party broker-dealers to
provide outbound routing services. See Notice, 77
FR at 19402, n.4. See also NYSE Arca Equities Rule
7.45(a) (defining ‘‘Routing Broker’’ to include Arca
Securities and any other non-affiliate third-party
broker-dealer that acts as a facility of NYSE Arca
routing orders from the Exchange to other market
centers).
7 See Notice, 77 FR at 19402. Specifically, the
proposed rule defines ‘‘error positions’’ as
‘‘positions that result from a technical or systems
issue at Arca Securities, the Exchange, a routing
destination, or a non-affiliate third-party Routing
Broker that affects one or more orders.’’ See
proposed Rule 7.45(d)(2).
For examples of some of the circumstances that
may lead to error positions, see Notice, 77 FR at
19402–03.
8 See NYSE Arca Equities Rule 7.45(d)(1).
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28920
Federal Register / Vol. 77, No. 95 / Wednesday, May 16, 2012 / Notices
for the purpose of addressing error
positions that result from a technical or
systems issue at NYSE Arca, Arca
Securities, a routing destination, or a
non-affiliate third-party Routing Broker.
For purposes of NYSE Arca Equities
Rule 7.45(d), an error position will not
include any position that results from
an order submitted by an ETP Holder to
NYSE Arca that is executed on the
Exchange and processed pursuant to
NYSE Arca Equities Rule 7.41(a).9 Arca
Securities will not be permitted to (i)
accept any positions in its error account
from an ETP Holder’s account or (ii)
permit any ETP Holder to transfer any
positions from the ETP Holder’s account
to Arca Securities’ error account.10 In
other words, Arca Securities may not
accept from an ETP Holder positions
that are delivered to the ETP Holder
through the clearance and settlement
process, even if those positions may
have been related to a technical or
systems issue at NYSE Arca, Arca
Securities, a routing destination, or a
non-affiliate third-party Routing
Broker.11 If an ETP Holder receives such
positions through the clearance and
settlement process and experiences a
loss in unwinding those positions, that
ETP Holder may seek to rely on NYSE
Arca Equities Rule 13.2, which provides
ETP Holders with the ability to file
claims against the Exchange ‘‘for the
failure of its systems or facilities.’’ 12 If,
however, a technical or systems issue
results in NYSE Arca not having valid
clearing instructions for an ETP Holder
to a trade, Arca Securities may assume
that ETP Holder’s side of the trade so
that the trade can be processed pursuant
to NYSE Arca Equities Rule 7.41(a).13
Paragraph (d)(3) of NYSE Arca
Equities Rule 7.45 permits NYSE Arca
or Arca Securities, in connection with a
particular technical or systems issue, to
either (i) assign all resulting error
positions to ETP Holders or (ii) have all
9 See
NYSE Arca Equities Rule 7.45(d)(2)(A).
NYSE Arca Equities Rule 7.45(d)(2)(B).
11 See Notice, 77 FR at 19403, n.13. This
provision would not apply if Arca Securities
incurred a short position to settle an ETP Holder’s
purchase, as the ETP Holder would not have had
a position in its account as a result of the purchase
at the time of Arca Securities’ action. See id.
If error positions result in connection with the
Exchange’s use of a third-party broker-dealer for
outbound routing and those positions are delivered
to Arca Securities through the clearance and
settlement process, Arca Securities would be
permitted to resolve those positions. If, however,
such positions were not delivered to Arca Securities
through the clearance and settlement process, then
the third-party broker-dealer would resolve the
error positions itself, and Arca Securities would not
be permitted to accept the positions. See Notice, 77
FR at 19402, n.4.
12 See Notice, 77 FR at 19403, n.13.
13 See NYSE Arca Equities Rule 7.45(d)(2)(C).
srobinson on DSK4SPTVN1PROD with NOTICES
10 See
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18:41 May 15, 2012
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resulting error positions liquidated. Any
determination to assign or liquidate
error positions, as well as any resulting
assignments, will be made in a
nondiscriminatory fashion.14
NYSE Arca and Arca Securities will
be required to assign all error positions
resulting from a particular technical or
systems issue to the ETP Holders
affected by that technical or systems
issue if NYSE Arca or Arca Securities:
(i) Determines that it has accurate and
sufficient information (including valid
clearing information) to assign the
positions to all of the ETP Holders
affected by that technical or systems
issue;
(ii) Determines that it has sufficient
time pursuant to normal clearance and
settlement deadlines to evaluate the
information necessary to assign the
positions to all of the ETP Holders
affected by that technical or systems
issue; and
(iii) Has not determined to cancel all
orders affected by that technical or
systems issue in accordance with NYSE
Arca Equities Rule 7.45(d)(1).15
If NYSE Arca or Arca Securities is
unable to assign all error positions
resulting from a particular technical or
systems issue to all of the affected ETP
Holders, or if NYSE Arca or Arca
Securities determines to cancel all
orders affected by the technical or
systems issue, then Arca Securities will
be required to liquidate the error
positions as soon as practicable.16 Arca
Securities will be required to provide
complete time and price discretion for
the trading to liquidate the error
positions to a third-party broker-dealer,
and would be prohibited from
attempting to exercise any influence or
control over the timing or methods of
such trading.17 Further, Arca Securities
will be required to establish and enforce
policies and procedures that are
reasonably designed to restrict the flow
of confidential and proprietary
information between the third-party
broker-dealer, on one hand, and the
Exchange and Arca Securities on the
other, associated with the liquidation of
the error positions.18
Finally, proposed paragraph (d)(4) of
NYSE Arca Equities Rule 7.45 requires
NYSE Arca and Arca Securities to make
and keep records to document all
determinations to treat positions as error
positions; all determinations to assign
error positions to ETP Holders or
14 See
15 See
NYSE Arca Equities Rule 7.45(d)(3).
NYSE Arca Equities Rule 7.45(d)(3)(A)(i)–
(iii).
16 See
NYSE Arca Equities Rule 7.45(d)(3)(B).
NYSE Arca Equities Rule 7.45(d)(3)(B)(i).
18 See NYSE Arca Equities Rule 7.45(d)(3)(B)(ii).
17 See
PO 00000
Frm 00070
Fmt 4703
Sfmt 4703
liquidate error positions; and the
liquidation of error positions through
the third-party broker-dealer.
III. Discussion and Commission’s
Findings
After careful review, the Commission
finds that the proposed rule change is
consistent with the requirements of
Section 6(b) of the Act 19 and the rules
and regulations thereunder applicable to
a national securities exchange.20 In
particular, the Commission finds that
the proposed rule change is consistent
with Section 6(b)(5) of the Act,21 which
requires, among other things, that the
rules of a national securities exchange
be designed to prevent fraudulent and
manipulative acts and practices, to
promote just and equitable principles of
trade, to foster cooperation and
coordination with persons engaged in
regulating, clearing, settling, processing
information with respect to, and
facilitating transactions in securities, to
remove impediments to and perfect the
mechanism of a free and open market
and a national market system, and, in
general, to protect investors and the
public interest; and are not designed to
permit unfair discrimination between
customers, issuers, brokers, or dealers.
In addition, the Commission believes
the proposed rule change is consistent
with Section 11A(a)(1)(C) of the Act 22
in that it seeks to assure economically
efficient execution of securities
transactions.
The Commission recognizes that
technical or systems issues may occur,
and believes that NYSE Arca Equities
Rule 7.45, in allowing NYSE Arca or
Arca Securities to cancel orders affected
by technical or systems issues, should
provide a reasonably efficient means for
the Exchange to handle such orders, and
appears reasonably designed to permit
NYSE Arca to maintain fair and orderly
markets.23
The Commission also believes that
allowing the Exchange to resolve error
19 15
U.S.C. 78f(b).
approving this proposed rule change, the
Commission has considered the proposed rule’s
impact on efficiency, competition, and capital
formation. See 15 U.S.C. 78c(f).
21 15 U.S.C. 78f(b)(5).
22 15 U.S.C. 78k–1(a)(1)(C).
23 The Commission notes that NYSE Arca states
that the proposed amendments to NYSE Arca
Equities Rule 7.45 are designed to maintain fair and
orderly markets, ensure full trade certainty for
market participants, and avoid disrupting the
clearance and settlement process. See Notice, 77 FR
at 19404. The Commission also notes that NYSE
Arca states that a decision to cancel orders due to
a technical or systems issue is not equivalent to the
Exchange declaring self-help against a routing
destination pursuant to Rule 611 of Regulation
NMS. See 17 CFR 242.611(b). See also Notice, 77
FR at 19403, n.11.
20 In
E:\FR\FM\16MYN1.SGM
16MYN1
srobinson on DSK4SPTVN1PROD with NOTICES
Federal Register / Vol. 77, No. 95 / Wednesday, May 16, 2012 / Notices
positions through the use of an error
account maintained by Arca Securities
pursuant to the procedures set forth in
the rule, and as described above, is
consistent with the Act. The
Commission notes that the rule
establishes criteria for determining
which positions are error positions,24
and that NYSE Arca or Arca Securities,
in connection with a particular
technical or systems issue, will be
required to either (i) assign all resulting
error positions to ETP Holders or (ii)
have all resulting error positions
liquidated.25 Also, NYSE Arca or Arca
Securities will assign error positions
that result from a particular technical or
systems issue to ETP Holders only if all
such error positions can be assigned to
all of the ETP Holders affected by that
technical or systems issue.26 If NYSE
Arca or Arca Securities cannot assign all
error positions to all ETP Holders, Arca
Securities will liquidate all of those
error positions.27 In this regard, the
Commission believes that the new rule
appears reasonably designed to further
just and equitable principles of trade
and the protection of investors and the
public interest, and to help prevent
unfair discrimination, in that it should
help assure the handling of error
positions will be based on clear and
objective criteria, and that the resolution
of those positions will occur promptly
through a transparent process.
Additionally, the Commission notes
that it has previously expressed concern
about the potential for unfair
competition and conflicts of interest
between an exchange’s self-regulatory
obligations and its commercial interest
when the exchange is affiliated with one
of its members.28 The Commission is
also concerned about the potential for
misuse of confidential and proprietary
information. The Commission believes
that the requirement that Arca
Securities provide complete time and
price discretion for the liquidation of
error positions to a third-party brokerdealer, including that Arca Securities
not attempt to exercise any influence or
control over the timing or methods of
such trading, combined with the
requirement that the Exchange establish
and enforce policies and procedures
that are reasonably designed to restrict
the flow of confidential and proprietary
information to the third-party routing
broker liquidating such positions,
should help mitigate the Commission’s
24 See
NYSE Arca Equities Rule 7.45(d)(2).
25 See NYSE Arca Equities Rule 7.45(d)(3).
26 See NYSE Arca Equities Rule 7.45(d)(3)(A).
27 See NYSE Arca Equities Rule 7.45(d)(3)(B).
28 See, e.g., Securities Exchange Act Release No.
65455, 76 FR at 62120, n.16 and accompanying text.
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18:41 May 15, 2012
Jkt 226001
concerns. In particular, the Commission
believes that these requirements should
help assure that none of the Exchange,
Arca Securities, or the third-party
broker-dealer is able to misuse
confidential or proprietary information
obtained in connection with the
liquidation of error positions for its own
benefit.
Finally, the Commission notes that
NYSE Arca and Arca Securities would
be required to make and keep records to
document all determinations to treat
positions as error positions; all
determinations to assign error positions
to ETP Holders or liquidate error
positions; and the liquidation of error
positions through the third-party brokerdealer.29
IV. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,30 that the
proposed rule change (SR–NYSEArca–
2012–22) be, and it hereby is, approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.31
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–11797 Filed 5–15–12; 8:45 am]
BILLING CODE 8011–01–P
DEPARTMENT OF STATE
[Public Notice: 7885]
30-Day Notice of Proposed Information
Collection: DS–260, Electronic
Application for Immigration Visa and
Alien Registration, 1405–0185
Notice of request for public
comment and submission to OMB of
proposed collection of information.
ACTION:
The Department of State has
submitted the following information
collection request to the Office of
Management and Budget (OMB) for
approval in accordance with the
Paperwork Reduction Act of 1995.
• Title of Information Collection:
Electronic Application for Immigration
Visa and Alien Registration.
• OMB Control Number: 1405–0185.
• Type of Request: Extension.
• Originating Office: CA/VO/L/R.
• Form Number: DS–260.
• Respondents: Immigrant Visa
Applicants.
• Estimated Number of Respondents:
700,000.
• Estimated Number of Responses:
700,000.
SUMMARY:
29 See
NYSE Arca Equities Rule 7.45(d)(4).
U.S.C. 78s(b)(2).
31 17 CFR 200.30–3(a)(12).
30 15
PO 00000
Frm 00071
Fmt 4703
Sfmt 9990
28921
• Average Hours per Response: 2
hours.
• Total Estimated Burden: 1,400,000.
• Frequency: Once per Respondent.
• Obligation to Respond: Required to
Obtain Benefits.
DATES: Submit comments to the Office
of Management and Budget (OMB) for
up to 30 days from May 16, 2012.
ADDRESSES: Direct comments to the
Department of State, Desk Officer in the
Office of Information and Regulatory
Affairs at the Office of Management and
Budget (OMB). You may submit
comments by the following methods:
• Email:
oira_submission@omb.eop.gov. You
must include the DS form number,
information collection title, and OMB
control number in the subject line of
your message.
• Fax: 202–395–5806. Attention: Desk
Officer for Department of State.
FOR FURTHER INFORMATION CONTACT: You
may obtain copies of the proposed
information collection and supporting
documents from Sydney Taylor, Visa
Services, Department of State, 2401 E
Street NW., L–603, Washington, DC
20522, at (202) 663–3721.
SUPPLEMENTARY INFORMATION: We are
soliciting public comments to permit
the Department to:
• Evaluate whether the proposed
information collection is necessary to
properly perform our functions.
• Evaluate the accuracy of our
estimate of the burden of the proposed
collection, including the validity of the
methodology and assumptions used.
• Enhance the quality, utility, and
clarity of the information to be
collected.
• Minimize the reporting burden on
those who are to respond.
Abstract of proposed collection:
Form DS–260 will be used to elicit
information to determine the eligibility
of aliens applying for immigrant visas.
Methodology:
The DS–260 will be submitted
electronically to the Department via the
Internet. The applicant will be
instructed to print a confirmation page
containing a 2–D bar code record
locator, which will be scanned at the
time of adjudication. Applicants who
submit the electronic application will
no longer submit paper-based
applications to the Department.
Dated: May 4, 2012.
David T. Donahue,
Deputy Assistant Secretary, Bureau of
Consular Affairs, Department of State.
[FR Doc. 2012–11861 Filed 5–15–12; 8:45 am]
BILLING CODE 4710–06–P
E:\FR\FM\16MYN1.SGM
16MYN1
Agencies
[Federal Register Volume 77, Number 95 (Wednesday, May 16, 2012)]
[Notices]
[Pages 28919-28921]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-11797]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-66963; File No. SR-NYSEArca-2012-22]
Self-Regulatory Organizations; NYSE Arca, Inc.; Order Approving a
Proposed Rule Change To Amend NYSE Arca Equities Rule 7.45 To Address
the Authority of NYSE Arca or Archipelago Securities LLC To Cancel
Orders When a Technical or Systems Issue Occurs and Describe the
Operation of an Error Account for Archipelago Securities
May 10, 2012.
I. Introduction
On March 15, 2012, NYSE Arca, Inc. (``Exchange'' or ``NYSE Arca'')
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
amend NYSE Arca Equities Rule 7.45 to address the authority of NYSE
Arca or Archipelago Securities LLC (``Arca Securities'') to cancel
orders when a technical or systems issue occurs at NYSE Arca, Arca
Securities, or a routing destination, and to describe the operation of
an error account for Arca Securities. The proposed rule change was
published for comment in the Federal Register on March 30, 2012.\3\ The
Commission received no comment letters regarding the proposed rule
change. This order approves the proposed rule change.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ Securities Exchange Act Release No. 66656 (March 26, 2012),
77 FR 19401 (March 30, 2012) (SR-NYSEArca-2012-22) (``Notice'').
---------------------------------------------------------------------------
II. Description of the Proposal
Arca Securities is a broker-dealer that is a facility, and an
affiliate, of the Exchange that provides outbound routing services from
the Exchange to other market centers pursuant to Exchange rules.\4\ In
its proposal, the Exchange states that a technical or systems issue may
occur at NYSE Arca, Arca Securities, or a routing destination that
causes NYSE Arca or Arca Securities to cancel orders, if the Exchange
or Arca Securities determines that such action is necessary to maintain
a fair and orderly market.\5\ The Exchange also states that a technical
or systems issue that occurs at NYSE Arca, Arca Securities, a routing
destination, or a non-affiliate third-party Routing Broker \6\ may
result in Arca Securities acquiring an error position that it must
resolve.\7\
---------------------------------------------------------------------------
\4\ See Notice, 77 FR at 19402, n.4 and accompanying text, and
text accompanying n.5. See also NYSE Arca Equities Rule 7.45; and
Securities Exchange Act Release No. 65455 (September 30, 2011) 76 FR
62119 (October 6, 2011) (SR-NYSEArca-2011-61) at n.4.
The Exchange also receives equities orders routed inbound to the
Exchange by Arca Securities from the New York Stock Exchange LLC and
NYSE Amex LLC. See Notice, 77 FR at 19402, n.5. See also NYSE Arca
Equities Rule 7.45(c).
\5\ See Notice, 77 FR at 19402. For examples of some of the
circumstances in which NYSE Arca or Arca Securities may decide to
cancel orders, see id.
\6\ The Exchange states that, from time to time, it also uses
non-affiliate third-party broker-dealers to provide outbound routing
services. See Notice, 77 FR at 19402, n.4. See also NYSE Arca
Equities Rule 7.45(a) (defining ``Routing Broker'' to include Arca
Securities and any other non-affiliate third-party broker-dealer
that acts as a facility of NYSE Arca routing orders from the
Exchange to other market centers).
\7\ See Notice, 77 FR at 19402. Specifically, the proposed rule
defines ``error positions'' as ``positions that result from a
technical or systems issue at Arca Securities, the Exchange, a
routing destination, or a non-affiliate third-party Routing Broker
that affects one or more orders.'' See proposed Rule 7.45(d)(2).
For examples of some of the circumstances that may lead to error
positions, see Notice, 77 FR at 19402-03.
---------------------------------------------------------------------------
New paragraph (d) to NYSE Arca Equities Rule 7.45 provides NYSE
Arca and Arca Securities with general authority to cancel orders to
maintain fair and orderly markets when a technical or systems issue
occurs at NYSE Arca, Arca Securities, or a routing destination. It also
provides authority for Arca Securities to maintain an error account for
the purpose of addressing, and sets forth the procedures for resolving,
error positions. Specifically, paragraph (d)(1) of NYSE Arca Equities
Rule 7.45 authorizes NYSE Arca or Arca Securities to cancel orders as
either deems necessary to maintain fair and orderly markets if a
technical or systems issue occurs at NYSE Arca, Arca Securities, or a
routing destination. NYSE Arca and Arca Securities will be required to
provide notice of the cancellation to all Electronic Trading Permit
Holders (``ETP Holders'') as soon as practicable.\8\
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\8\ See NYSE Arca Equities Rule 7.45(d)(1).
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Paragraph (d)(2) of NYSE Arca Equities Rule 7.45 will allow Arca
Securities to maintain an error account
[[Page 28920]]
for the purpose of addressing error positions that result from a
technical or systems issue at NYSE Arca, Arca Securities, a routing
destination, or a non-affiliate third-party Routing Broker.
For purposes of NYSE Arca Equities Rule 7.45(d), an error position
will not include any position that results from an order submitted by
an ETP Holder to NYSE Arca that is executed on the Exchange and
processed pursuant to NYSE Arca Equities Rule 7.41(a).\9\ Arca
Securities will not be permitted to (i) accept any positions in its
error account from an ETP Holder's account or (ii) permit any ETP
Holder to transfer any positions from the ETP Holder's account to Arca
Securities' error account.\10\ In other words, Arca Securities may not
accept from an ETP Holder positions that are delivered to the ETP
Holder through the clearance and settlement process, even if those
positions may have been related to a technical or systems issue at NYSE
Arca, Arca Securities, a routing destination, or a non-affiliate third-
party Routing Broker.\11\ If an ETP Holder receives such positions
through the clearance and settlement process and experiences a loss in
unwinding those positions, that ETP Holder may seek to rely on NYSE
Arca Equities Rule 13.2, which provides ETP Holders with the ability to
file claims against the Exchange ``for the failure of its systems or
facilities.'' \12\ If, however, a technical or systems issue results in
NYSE Arca not having valid clearing instructions for an ETP Holder to a
trade, Arca Securities may assume that ETP Holder's side of the trade
so that the trade can be processed pursuant to NYSE Arca Equities Rule
7.41(a).\13\
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\9\ See NYSE Arca Equities Rule 7.45(d)(2)(A).
\10\ See NYSE Arca Equities Rule 7.45(d)(2)(B).
\11\ See Notice, 77 FR at 19403, n.13. This provision would not
apply if Arca Securities incurred a short position to settle an ETP
Holder's purchase, as the ETP Holder would not have had a position
in its account as a result of the purchase at the time of Arca
Securities' action. See id.
If error positions result in connection with the Exchange's use
of a third-party broker-dealer for outbound routing and those
positions are delivered to Arca Securities through the clearance and
settlement process, Arca Securities would be permitted to resolve
those positions. If, however, such positions were not delivered to
Arca Securities through the clearance and settlement process, then
the third-party broker-dealer would resolve the error positions
itself, and Arca Securities would not be permitted to accept the
positions. See Notice, 77 FR at 19402, n.4.
\12\ See Notice, 77 FR at 19403, n.13.
\13\ See NYSE Arca Equities Rule 7.45(d)(2)(C).
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Paragraph (d)(3) of NYSE Arca Equities Rule 7.45 permits NYSE Arca
or Arca Securities, in connection with a particular technical or
systems issue, to either (i) assign all resulting error positions to
ETP Holders or (ii) have all resulting error positions liquidated. Any
determination to assign or liquidate error positions, as well as any
resulting assignments, will be made in a nondiscriminatory fashion.\14\
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\14\ See NYSE Arca Equities Rule 7.45(d)(3).
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NYSE Arca and Arca Securities will be required to assign all error
positions resulting from a particular technical or systems issue to the
ETP Holders affected by that technical or systems issue if NYSE Arca or
Arca Securities:
(i) Determines that it has accurate and sufficient information
(including valid clearing information) to assign the positions to all
of the ETP Holders affected by that technical or systems issue;
(ii) Determines that it has sufficient time pursuant to normal
clearance and settlement deadlines to evaluate the information
necessary to assign the positions to all of the ETP Holders affected by
that technical or systems issue; and
(iii) Has not determined to cancel all orders affected by that
technical or systems issue in accordance with NYSE Arca Equities Rule
7.45(d)(1).\15\
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\15\ See NYSE Arca Equities Rule 7.45(d)(3)(A)(i)-(iii).
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If NYSE Arca or Arca Securities is unable to assign all error
positions resulting from a particular technical or systems issue to all
of the affected ETP Holders, or if NYSE Arca or Arca Securities
determines to cancel all orders affected by the technical or systems
issue, then Arca Securities will be required to liquidate the error
positions as soon as practicable.\16\ Arca Securities will be required
to provide complete time and price discretion for the trading to
liquidate the error positions to a third-party broker-dealer, and would
be prohibited from attempting to exercise any influence or control over
the timing or methods of such trading.\17\ Further, Arca Securities
will be required to establish and enforce policies and procedures that
are reasonably designed to restrict the flow of confidential and
proprietary information between the third-party broker-dealer, on one
hand, and the Exchange and Arca Securities on the other, associated
with the liquidation of the error positions.\18\
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\16\ See NYSE Arca Equities Rule 7.45(d)(3)(B).
\17\ See NYSE Arca Equities Rule 7.45(d)(3)(B)(i).
\18\ See NYSE Arca Equities Rule 7.45(d)(3)(B)(ii).
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Finally, proposed paragraph (d)(4) of NYSE Arca Equities Rule 7.45
requires NYSE Arca and Arca Securities to make and keep records to
document all determinations to treat positions as error positions; all
determinations to assign error positions to ETP Holders or liquidate
error positions; and the liquidation of error positions through the
third-party broker-dealer.
III. Discussion and Commission's Findings
After careful review, the Commission finds that the proposed rule
change is consistent with the requirements of Section 6(b) of the Act
\19\ and the rules and regulations thereunder applicable to a national
securities exchange.\20\ In particular, the Commission finds that the
proposed rule change is consistent with Section 6(b)(5) of the Act,\21\
which requires, among other things, that the rules of a national
securities exchange be designed to prevent fraudulent and manipulative
acts and practices, to promote just and equitable principles of trade,
to foster cooperation and coordination with persons engaged in
regulating, clearing, settling, processing information with respect to,
and facilitating transactions in securities, to remove impediments to
and perfect the mechanism of a free and open market and a national
market system, and, in general, to protect investors and the public
interest; and are not designed to permit unfair discrimination between
customers, issuers, brokers, or dealers. In addition, the Commission
believes the proposed rule change is consistent with Section
11A(a)(1)(C) of the Act \22\ in that it seeks to assure economically
efficient execution of securities transactions.
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\19\ 15 U.S.C. 78f(b).
\20\ In approving this proposed rule change, the Commission has
considered the proposed rule's impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
\21\ 15 U.S.C. 78f(b)(5).
\22\ 15 U.S.C. 78k-1(a)(1)(C).
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The Commission recognizes that technical or systems issues may
occur, and believes that NYSE Arca Equities Rule 7.45, in allowing NYSE
Arca or Arca Securities to cancel orders affected by technical or
systems issues, should provide a reasonably efficient means for the
Exchange to handle such orders, and appears reasonably designed to
permit NYSE Arca to maintain fair and orderly markets.\23\
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\23\ The Commission notes that NYSE Arca states that the
proposed amendments to NYSE Arca Equities Rule 7.45 are designed to
maintain fair and orderly markets, ensure full trade certainty for
market participants, and avoid disrupting the clearance and
settlement process. See Notice, 77 FR at 19404. The Commission also
notes that NYSE Arca states that a decision to cancel orders due to
a technical or systems issue is not equivalent to the Exchange
declaring self-help against a routing destination pursuant to Rule
611 of Regulation NMS. See 17 CFR 242.611(b). See also Notice, 77 FR
at 19403, n.11.
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The Commission also believes that allowing the Exchange to resolve
error
[[Page 28921]]
positions through the use of an error account maintained by Arca
Securities pursuant to the procedures set forth in the rule, and as
described above, is consistent with the Act. The Commission notes that
the rule establishes criteria for determining which positions are error
positions,\24\ and that NYSE Arca or Arca Securities, in connection
with a particular technical or systems issue, will be required to
either (i) assign all resulting error positions to ETP Holders or (ii)
have all resulting error positions liquidated.\25\ Also, NYSE Arca or
Arca Securities will assign error positions that result from a
particular technical or systems issue to ETP Holders only if all such
error positions can be assigned to all of the ETP Holders affected by
that technical or systems issue.\26\ If NYSE Arca or Arca Securities
cannot assign all error positions to all ETP Holders, Arca Securities
will liquidate all of those error positions.\27\ In this regard, the
Commission believes that the new rule appears reasonably designed to
further just and equitable principles of trade and the protection of
investors and the public interest, and to help prevent unfair
discrimination, in that it should help assure the handling of error
positions will be based on clear and objective criteria, and that the
resolution of those positions will occur promptly through a transparent
process.
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\24\ See NYSE Arca Equities Rule 7.45(d)(2).
\25\ See NYSE Arca Equities Rule 7.45(d)(3).
\26\ See NYSE Arca Equities Rule 7.45(d)(3)(A).
\27\ See NYSE Arca Equities Rule 7.45(d)(3)(B).
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Additionally, the Commission notes that it has previously expressed
concern about the potential for unfair competition and conflicts of
interest between an exchange's self-regulatory obligations and its
commercial interest when the exchange is affiliated with one of its
members.\28\ The Commission is also concerned about the potential for
misuse of confidential and proprietary information. The Commission
believes that the requirement that Arca Securities provide complete
time and price discretion for the liquidation of error positions to a
third-party broker-dealer, including that Arca Securities not attempt
to exercise any influence or control over the timing or methods of such
trading, combined with the requirement that the Exchange establish and
enforce policies and procedures that are reasonably designed to
restrict the flow of confidential and proprietary information to the
third-party routing broker liquidating such positions, should help
mitigate the Commission's concerns. In particular, the Commission
believes that these requirements should help assure that none of the
Exchange, Arca Securities, or the third-party broker-dealer is able to
misuse confidential or proprietary information obtained in connection
with the liquidation of error positions for its own benefit.
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\28\ See, e.g., Securities Exchange Act Release No. 65455, 76 FR
at 62120, n.16 and accompanying text.
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Finally, the Commission notes that NYSE Arca and Arca Securities
would be required to make and keep records to document all
determinations to treat positions as error positions; all
determinations to assign error positions to ETP Holders or liquidate
error positions; and the liquidation of error positions through the
third-party broker-dealer.\29\
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\29\ See NYSE Arca Equities Rule 7.45(d)(4).
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IV. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the
Act,\30\ that the proposed rule change (SR-NYSEArca-2012-22) be, and it
hereby is, approved.
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\30\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\31\
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\31\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-11797 Filed 5-15-12; 8:45 am]
BILLING CODE 8011-01-P