Self-Regulatory Organizations; EDGX Exchange, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend EDGX Rule 11.14 To Extend the Operation of the Single Stock Circuit Breaker Pilot Program Until February 4, 2013, 45394-45396 [2012-18602]
Download as PDF
45394
Federal Register / Vol. 77, No. 147 / Tuesday, July 31, 2012 / Notices
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 20549–1090. Copies of
the filing will also be available for
inspection and copying at the
Exchange’s principal office and on its
Internet Web site at www.nyse.com. 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–NYSEMKT–2012–24 and
should be submitted on or before
August 21, 2012.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–18655 Filed 7–30–12; 8:45 am]
BILLING CODE 8011–01–P
[Release No. 34–67502; File No. SR–EDGX–
2012–28]
Self-Regulatory Organizations; EDGX
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Amend EDGX Rule
11.14 To Extend the Operation of the
Single Stock Circuit Breaker Pilot
Program Until February 4, 2013
mstockstill on DSK4VPTVN1PROD with NOTICES
July 25, 2012.
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 July 18,
2012, the EDGX Exchange, Inc. (the
‘‘Exchange’’ or the ‘‘EDGX’’) 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 self-regulatory
organization. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
VerDate Mar<15>2010
16:48 Jul 30, 2012
Jkt 226001
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
SECURITIES AND EXCHANGE
COMMISSION
12 17
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
EDGX Rule 11.14 to extend the
operation of the single stock circuit
breaker pilot program (the ‘‘Pilot’’)
pursuant to the Rule until February 4,
2013. The text of the proposed rule
change is available on the Exchange’s
Web site at www.directedge.com, at the
Exchange’s principal office, on the
Commission’s Web site at www.sec.gov,
and at the Public Reference Room of the
Commission.
1. Purpose
The Exchange proposes to amend
EDGX Rule 11.14 to extend the
operation of a Pilot that allows the
Exchange to provide for uniform
market-wide trading pause standards for
NMS stocks through February 4, 2013.
Background
Pursuant to Rule 11.14, the Exchange
is allowed to pause trading in any NMS
stock when the primary listing market
for such stock issues a trading pause in
such NMS stock. The Exchange will
pause trading in such security until
trading has resumed on the primary
listing market.
EDGX Rule 11.14 was approved by
the Commission on June 10, 2010 on a
Pilot basis to end on December 10,
2010.3 The Pilot was subsequently
extended until April 11, 2011.4 The
Pilot was then further extended through
the earlier of August 11, 2011 or the
date on which a limit up/limit down
3 See Securities Exchange Act Release No. 62252
(June 10, 2010) (SR–EDGX–2010–01), 75 FR 34186
(June 16, 2010).
4 See Securities Exchange Act Release No. 63507
(December 9, 2010) (SR–EDGX–2010–22), 75 FR
78787 (December 16, 2010).
PO 00000
Frm 00067
Fmt 4703
Sfmt 4703
mechanism to address extraordinary
market volatility, if adopted, applies.5
The Pilot was again extended through
January 31, 2012,6 and then extended
yet again through July 31, 2012.7
In its initial filing to adopt EDGX Rule
11.14, the Exchange stated that the
original Pilot list of securities was all
securities included in the S&P 500®
Index (‘‘S&P 500’’). The Exchange also
noted in that filing that it would
continue to assess whether additional
securities needed to be added or
removed from the Pilot list and whether
the parameters of the rule needed to be
modified to accommodate trading
characteristics of different securities. As
noted in comment letters to the initial
filing to adopt EDGX Rule 11.14,
concerns were raised that including
only securities in the S&P 500 in the
Pilot rule was too narrow. In particular,
commenters noted that securities that
experienced volatility on May 6, 2010,
including ETFs, should be included in
the Pilot.
In response to these concerns, various
exchanges and national securities
associations collectively determined to
expand the list of Pilot securities to
include securities in the Russell 1000
and specified ETPs to the Pilot
beginning in September 2010.8 The
Exchange believed that adding these
securities would address concerns that
the scope of the Pilot may be too
narrow, while at the same time
recognizing that during the Pilot period,
the markets would continue to review
whether and when to add additional
securities to the Pilot and whether the
parameters of the rule should be
adjusted for different securities.
As a result of consulting with other
markets and the staff of the
Commission, the Exchange
subsequently included all NMS stocks
within the Pilot that were not already
included therein.9 In particular, the
additional stocks were those not
included in the S&P 500, Russell 1000
Index, or specified ETPs, and therefore
were more likely to be less liquid
securities or securities with lower
trading volumes. The Exchange stated
5 See Securities Exchange Act Release No. 64205
(April 6, 2011) (SR–EDGX–2011–10), 76 FR 20417
(April 12, 2011).
6 See Securities Exchange Act Release No. 65092
(August 10, 2011) (SR–EDGX–2011–23), 76 FR
50786 (August 16, 2011).
7 See Securities Exchange Act Release No. 66228
(January 24, 2012) (SR–EDGX–2012–01), 77 FR
4606 (January 30, 2012).
8 See Securities Exchange Act Release No. 62884
(September 10, 2010) (SR–EDGX–2010–05), 75 FR
56618 (September 16, 2010).
9 See Securities Exchange Act Release No. 64375
(June 23, 2011) (SR–EDGX–2011–14), 76 FR 38243
(June 29, 2011).
E:\FR\FM\31JYN1.SGM
31JYN1
Federal Register / Vol. 77, No. 147 / Tuesday, July 31, 2012 / Notices
that it would continue to assess whether
the parameters for invoking a trading
pause continued to be appropriate and
whether the parameters should be
modified.
The Exchange believes that an
extension of the Pilot through February
4, 2013 would continue to promote
uniformity regarding decisions to pause
trading and continue to reduce the
negative impacts of sudden,
unanticipated price movements in NMS
stocks. The Exchange believes that the
Pilot is working well, that it has been
infrequently invoked during the prior
months, and that given the
implementation of the Plan to Address
Extraordinary Market Volatility
Pursuant to Rule 608 of Regulation NMS
under the Securities Exchange Act of
1934 (the ‘‘Limit Up-Limit Down Plan’’)
on February 4, 2013,10 the Exchange
requests an extension of the Pilot
through February 4, 2013. At that time,
the Limit Up-Limit Down Plan will
replace the Pilot.11
2. Statutory Basis
The statutory basis for the proposed
rule change is Section 6(b)(5) of the
Act,12 which requires the rules of an
exchange 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 proposed rule
change also is designed to support the
principles of Section 11A(a)(1) 13 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 decisions to pause trading in
a security when there are significant
price movements. The Exchange
believes that the Pilot is working well,
that it has been infrequently invoked
during the previous months, and that
the extension of the Pilot will allow the
Exchange to further assess the effect of
the Pilot on the market until the
implementation of the Limit Up-Limit
Down Plan on February 4, 2013.
mstockstill on DSK4VPTVN1PROD with NOTICES
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The proposed rule change does not
impose any burden on competition that
10 See Securities Exchange Act Release No. 67091
(May 31, 2012), 77 FR 33498 (June 6, 2012).
11 Id.
12 15 U.S.C. 78f(b)(5).
13 15 U.S.C. 78k–1(a)(1).
VerDate Mar<15>2010
16:48 Jul 30, 2012
Jkt 226001
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
The Exchange has filed the proposed
rule change pursuant to Section
19(b)(3)(A)(iii) of the Act 14 and Rule
19b–4(f)(6) thereunder.15 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, or such shorter time as the
Commission may designate, if
consistent with the protection of
investors and the public interest, the
proposed rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 16 and Rule 19b–4(f)(6)(iii)
thereunder.17
A proposed rule change filed under
Rule 19b–4(f)(6) 18 normally does not
become operative for 30 days after the
date of filing. However, pursuant to
Rule 19b–4(f)(6)(iii) 19 the Commission
may designate a shorter time if such
action is consistent with the protection
of investors and the public interest. The
Exchange has asked the Commission to
waive the 30-day operative delay so that
the proposal may become operative
immediately upon filing.
The Commission believes that
waiving the 30-day operative delay is
consistent with the protection of
investors and the public interest, as it
will allow the pilot program to continue
uninterrupted, thereby avoiding the
investor confusion that could result
from a temporary interruption in the
pilot program. For this reason, the
U.S.C. 78s(b)(3)(A)(iii).
CFR 240.19b–4(f)(6).
16 15 U.S.C. 78s(b)(3)(A).
17 17 CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6)(iii) requires the Exchange to give the
Commission written notice of the Exchange’s intent
to file the proposed rule change along with a brief
description and text of the proposed rule change,
at least five business days prior to the date of filing
of the proposed rule change, or such shorter time
as designated by the Commission. The Exchange
has satisfied this requirement.
18 17 CFR 240.19b–4(f)(6).
19 17 CFR 240.19b–4(f)(6)(iii).
PO 00000
14 15
15 17
Frm 00068
Fmt 4703
Sfmt 4703
45395
Commission designates the proposed
rule change to be operative upon
filing.20
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an Email to rulecomments@sec.gov. Please include File
No. SR–EDGX–2012–28 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–EDGX–2012–28. 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 Commissions
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
20 For purposes only of waiving the 30-day
operative delay, the Commission has also
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
E:\FR\FM\31JYN1.SGM
31JYN1
45396
Federal Register / Vol. 77, No. 147 / Tuesday, July 31, 2012 / Notices
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–EDGX–
2012–28 and should be submitted by
August 21, 2012.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.21
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–18602 Filed 7–30–12; 8:45 am]
BILLING CODE 8011–01–P
[Release No. 34–67501; File No. SR–EDGA–
2012–31]
Self-Regulatory Organizations; EDGA
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Amend EDGA Rule
11.14 To Extend the Operation of the
Single Stock Circuit Breaker Pilot
Program Until February 4, 2013
July 25, 2012.
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 July 18,
2012, the EDGA Exchange, Inc. (the
‘‘Exchange’’ or the ‘‘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 self-regulatory
organization. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
mstockstill on DSK4VPTVN1PROD with NOTICES
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
EDGA Rule 11.14 to extend the
operation of the single stock circuit
breaker pilot program (the ‘‘Pilot’’)
pursuant to the Rule until February 4,
2013. The text of the proposed rule
change is available on the Exchange’s
Web site at www.directedge.com, at the
Exchange’s principal office, on the
Commission’s Web site at www.sec.gov,
and at the Public Reference Room of the
Commission.
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
VerDate Mar<15>2010
16:48 Jul 30, 2012
Jkt 226001
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 the
Statutory Basis for, the Proposed Rule
Change
SECURITIES AND EXCHANGE
COMMISSION
21 17
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend
EDGA Rule 11.14 to extend the
operation of a Pilot that allows the
Exchange to provide for uniform
market-wide trading pause standards for
NMS stocks through February 4, 2013.
Background
Pursuant to Rule 11.14, the Exchange
is allowed to pause trading in any NMS
stock when the primary listing market
for such stock issues a trading pause in
such NMS stock. The Exchange will
pause trading in such security until
trading has resumed on the primary
listing market.
EDGA Rule 11.14 was approved by
the Commission on June 10, 2010 on a
Pilot basis to end on December 10,
2010.3 The Pilot was subsequently
extended until April 11, 2011.4 The
Pilot was then further extended through
the earlier of August 11, 2011 or the
date on which a limit up/limit down
mechanism to address extraordinary
market volatility, if adopted, applies.5
The Pilot was again extended through
January 31, 2012,6 and then extended
yet again through July 31, 2012.7
In its initial filing to adopt EDGA Rule
11.14, the Exchange stated that the
original Pilot list of securities was all
3 See Securities Exchange Act Release No. 62252
(June 10, 2010) (SR–EDGA–2010–01), 75 FR 34186
(June 16, 2010).
4 See Securities Exchange Act Release No. 63514
(December 9, 2010) (SR–EDGA–2010–23), 75 FR
78783 (December 16, 2010).
5 See Securities Exchange Act Release No. 64204
(April 6, 2011) (SR–EDGA–2011–11), 76 FR 20394
(April 12, 2011).
6 See Securities Exchange Act Release No. 65091
(August 10, 2011) (SR–EDGA–2011–24), 76 FR
50788 (August 16, 2011).
7 See Securities Exchange Act Release No. 66227
(January 24, 2012) (SR–EDGA–2012–01), 77 FR
4608 (January 30, 2012).
PO 00000
Frm 00069
Fmt 4703
Sfmt 4703
securities included in the S&P 500®
Index (‘‘S&P 500’’). The Exchange also
noted in that filing that it would
continue to assess whether additional
securities needed to be added or
removed from the Pilot list and whether
the parameters of the rule needed to be
modified to accommodate trading
characteristics of different securities. As
noted in comment letters to the initial
filing to adopt EDGA Rule 11.14,
concerns were raised that including
only securities in the S&P 500 in the
Pilot rule was too narrow. In particular,
commenters noted that securities that
experienced volatility on May 6, 2010,
including ETFs, should be included in
the Pilot.
In response to these concerns, various
exchanges and national securities
associations collectively determined to
expand the list of Pilot securities to
include securities in the Russell 1000
and specified ETPs to the Pilot
beginning in September 2010.8 The
Exchange believed that adding these
securities would address concerns that
the scope of the Pilot may be too
narrow, while at the same time
recognizing that during the Pilot period,
the markets would continue to review
whether and when to add additional
securities to the Pilot and whether the
parameters of the rule should be
adjusted for different securities.
As a result of consulting with other
markets and the staff of the
Commission, the Exchange
subsequently included all NMS stocks
within the Pilot that were not already
included therein.9 In particular, the
additional stocks were those not
included in the S&P 500, Russell 1000
Index, or specified ETPs, and therefore
were more likely to be less liquid
securities or securities with lower
trading volumes. The Exchange stated
that it would continue to assess whether
the parameters for invoking a trading
pause continued to be appropriate and
whether the parameters should be
modified.
The Exchange believes that an
extension of the Pilot through February
4, 2013 would continue to promote
uniformity regarding decisions to pause
trading and continue to reduce the
negative impacts of sudden,
unanticipated price movements in NMS
stocks. The Exchange believes that the
Pilot is working well, that it has been
infrequently invoked during the prior
months, and that given the
8 See Securities Exchange Act Release No. 62884
(September 10, 2010) (SR–EDGA–2010–05), 75 FR
56618 (September 16, 2010).
9 See Securities Exchange Act Release No. 64375
(June 23, 2011) (SR–EDGA–2011–15), 76 FR 38243
(June 29, 2011).
E:\FR\FM\31JYN1.SGM
31JYN1
Agencies
[Federal Register Volume 77, Number 147 (Tuesday, July 31, 2012)]
[Notices]
[Pages 45394-45396]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-18602]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-67502; File No. SR-EDGX-2012-28]
Self-Regulatory Organizations; EDGX Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change To Amend
EDGX Rule 11.14 To Extend the Operation of the Single Stock Circuit
Breaker Pilot Program Until February 4, 2013
July 25, 2012.
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 July 18, 2012, the EDGX Exchange, Inc. (the ``Exchange'' or the
``EDGX'') 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 self-regulatory
organization. The Commission is publishing this notice to solicit
comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 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 EDGX Rule 11.14 to extend the
operation of the single stock circuit breaker pilot program (the
``Pilot'') pursuant to the Rule until February 4, 2013. The text of the
proposed rule change is available on the Exchange's Web site at
www.directedge.com, at the Exchange's principal office, on the
Commission's Web site at www.sec.gov, 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 Exchange proposes to amend EDGX Rule 11.14 to extend the
operation of a Pilot that allows the Exchange to provide for uniform
market-wide trading pause standards for NMS stocks through February 4,
2013.
Background
Pursuant to Rule 11.14, the Exchange is allowed to pause trading in
any NMS stock when the primary listing market for such stock issues a
trading pause in such NMS stock. The Exchange will pause trading in
such security until trading has resumed on the primary listing market.
EDGX Rule 11.14 was approved by the Commission on June 10, 2010 on
a Pilot basis to end on December 10, 2010.\3\ The Pilot was
subsequently extended until April 11, 2011.\4\ The Pilot was then
further extended through the earlier of August 11, 2011 or the date on
which a limit up/limit down mechanism to address extraordinary market
volatility, if adopted, applies.\5\ The Pilot was again extended
through January 31, 2012,\6\ and then extended yet again through July
31, 2012.\7\
---------------------------------------------------------------------------
\3\ See Securities Exchange Act Release No. 62252 (June 10,
2010) (SR-EDGX-2010-01), 75 FR 34186 (June 16, 2010).
\4\ See Securities Exchange Act Release No. 63507 (December 9,
2010) (SR-EDGX-2010-22), 75 FR 78787 (December 16, 2010).
\5\ See Securities Exchange Act Release No. 64205 (April 6,
2011) (SR-EDGX-2011-10), 76 FR 20417 (April 12, 2011).
\6\ See Securities Exchange Act Release No. 65092 (August 10,
2011) (SR-EDGX-2011-23), 76 FR 50786 (August 16, 2011).
\7\ See Securities Exchange Act Release No. 66228 (January 24,
2012) (SR-EDGX-2012-01), 77 FR 4606 (January 30, 2012).
---------------------------------------------------------------------------
In its initial filing to adopt EDGX Rule 11.14, the Exchange stated
that the original Pilot list of securities was all securities included
in the S&P 500[supreg] Index (``S&P 500''). The Exchange also noted in
that filing that it would continue to assess whether additional
securities needed to be added or removed from the Pilot list and
whether the parameters of the rule needed to be modified to accommodate
trading characteristics of different securities. As noted in comment
letters to the initial filing to adopt EDGX Rule 11.14, concerns were
raised that including only securities in the S&P 500 in the Pilot rule
was too narrow. In particular, commenters noted that securities that
experienced volatility on May 6, 2010, including ETFs, should be
included in the Pilot.
In response to these concerns, various exchanges and national
securities associations collectively determined to expand the list of
Pilot securities to include securities in the Russell 1000 and
specified ETPs to the Pilot beginning in September 2010.\8\ The
Exchange believed that adding these securities would address concerns
that the scope of the Pilot may be too narrow, while at the same time
recognizing that during the Pilot period, the markets would continue to
review whether and when to add additional securities to the Pilot and
whether the parameters of the rule should be adjusted for different
securities.
---------------------------------------------------------------------------
\8\ See Securities Exchange Act Release No. 62884 (September 10,
2010) (SR-EDGX-2010-05), 75 FR 56618 (September 16, 2010).
---------------------------------------------------------------------------
As a result of consulting with other markets and the staff of the
Commission, the Exchange subsequently included all NMS stocks within
the Pilot that were not already included therein.\9\ In particular, the
additional stocks were those not included in the S&P 500, Russell 1000
Index, or specified ETPs, and therefore were more likely to be less
liquid securities or securities with lower trading volumes. The
Exchange stated
[[Page 45395]]
that it would continue to assess whether the parameters for invoking a
trading pause continued to be appropriate and whether the parameters
should be modified.
---------------------------------------------------------------------------
\9\ See Securities Exchange Act Release No. 64375 (June 23,
2011) (SR-EDGX-2011-14), 76 FR 38243 (June 29, 2011).
---------------------------------------------------------------------------
The Exchange believes that an extension of the Pilot through
February 4, 2013 would continue to promote uniformity regarding
decisions to pause trading and continue to reduce the negative impacts
of sudden, unanticipated price movements in NMS stocks. The Exchange
believes that the Pilot is working well, that it has been infrequently
invoked during the prior months, and that given the implementation of
the Plan to Address Extraordinary Market Volatility Pursuant to Rule
608 of Regulation NMS under the Securities Exchange Act of 1934 (the
``Limit Up-Limit Down Plan'') on February 4, 2013,\10\ the Exchange
requests an extension of the Pilot through February 4, 2013. At that
time, the Limit Up-Limit Down Plan will replace the Pilot.\11\
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\10\ See Securities Exchange Act Release No. 67091 (May 31,
2012), 77 FR 33498 (June 6, 2012).
\11\ Id.
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2. Statutory Basis
The statutory basis for the proposed rule change is Section 6(b)(5)
of the Act,\12\ which requires the rules of an exchange 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
proposed rule change also is designed to support the principles of
Section 11A(a)(1) \13\ 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 decisions to
pause trading in a security when there are significant price movements.
The Exchange believes that the Pilot is working well, that it has been
infrequently invoked during the previous months, and that the extension
of the Pilot will allow the Exchange to further assess the effect of
the Pilot on the market until the implementation of the Limit Up-Limit
Down Plan on February 4, 2013.
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\12\ 15 U.S.C. 78f(b)(5).
\13\ 15 U.S.C. 78k-1(a)(1).
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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
The Exchange has filed the proposed rule change pursuant to Section
19(b)(3)(A)(iii) of the Act \14\ and Rule 19b-4(f)(6) thereunder.\15\
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, or such shorter time as
the Commission may designate, if consistent with the protection of
investors and the public interest, the proposed rule change has become
effective pursuant to Section 19(b)(3)(A) of the Act \16\ and Rule 19b-
4(f)(6)(iii) thereunder.\17\
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\14\ 15 U.S.C. 78s(b)(3)(A)(iii).
\15\ 17 CFR 240.19b-4(f)(6).
\16\ 15 U.S.C. 78s(b)(3)(A).
\17\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)(iii)
requires the Exchange to give the Commission written notice of the
Exchange's intent to file the proposed rule change along with a
brief description and text of the proposed rule change, at least
five business days prior to the date of filing of the proposed rule
change, or such shorter time as designated by the Commission. The
Exchange has satisfied this requirement.
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A proposed rule change filed under Rule 19b-4(f)(6) \18\ normally
does not become operative for 30 days after the date of filing.
However, pursuant to Rule 19b-4(f)(6)(iii) \19\ the Commission may
designate a shorter time if such action is consistent with the
protection of investors and the public interest. The Exchange has asked
the Commission to waive the 30-day operative delay so that the proposal
may become operative immediately upon filing.
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\18\ 17 CFR 240.19b-4(f)(6).
\19\ 17 CFR 240.19b-4(f)(6)(iii).
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The Commission believes that waiving the 30-day operative delay is
consistent with the protection of investors and the public interest, as
it will allow the pilot program to continue uninterrupted, thereby
avoiding the investor confusion that could result from a temporary
interruption in the pilot program. For this reason, the Commission
designates the proposed rule change to be operative upon filing.\20\
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\20\ For purposes only of waiving the 30-day operative delay,
the Commission has also considered the proposed rule's impact on
efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
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At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an Email to rule-comments@sec.gov. Please include
File No. SR-EDGX-2012-28 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-EDGX-2012-28. 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 Commissions 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
[[Page 45396]]
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-EDGX-2012-28 and should be submitted by
August 21, 2012.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\21\
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\21\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-18602 Filed 7-30-12; 8:45 am]
BILLING CODE 8011-01-P