Self-Regulatory Organizations; NYSE MKT LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Amending Rule 17-Equities To Add a New Paragraph (c)(3) Addressing the Authority of the Exchange or Archipelago Securities LLC To Cancel Orders When a Technical or Systems Issue Occurs and To Describe the Operation of an Error Account for Arca Securities, 65030-65034 [2012-26144]
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the NYSE after listing. In that regard, the
Exchange notes that the proposed
amendment is consistent with the
concern underlying its distribution
standards that there should be a liquid
trading market for NYSE listed
securities, as it has been its experience
that where there is a liquid market for
a company’s securities in its home
country or primary trading market and
where it is relatively easy to transfer
securities between the home country or
primary trading market and the United
States, a liquid trading market can
develop quickly on the Exchange even
if there are relatively few U.S. holders
at the time of original listing.
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
The foregoing rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 13 and Rule 19b–4(f)(6) 14
thereunder because the proposal does
not: (i) Significantly affect the
protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) by its
terms, become operative for 30 days
from the date on which it was filed.15
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.16
13 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6).
15 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.
16 15 U.S.C. 78s(b)(3)(C).
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14 17
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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–NYSE–2012–52 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–NYSE–2012–52. 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 such
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–NYSE–
2012–52 and should be submitted on or
before November 14, 2012.
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For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–26143 Filed 10–23–12; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–68066; File No. SR–
NYSEMKT–2012–52]
Self-Regulatory Organizations; NYSE
MKT LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Amending Rule 17—
Equities To Add a New Paragraph
(c)(3) Addressing the Authority of the
Exchange or Archipelago Securities
LLC To Cancel Orders When a
Technical or Systems Issue Occurs
and To Describe the Operation of an
Error Account for Arca Securities
October 18, 2012.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that on October
10, 2012, NYSE MKT LLC (the
‘‘Exchange’’ or ‘‘NYSE MKT’’) filed with
the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I and II below, which Items have
been prepared by the self-regulatory
organization. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
Rule 17—Equities by adding a new
paragraph (c)(3) that addresses the
authority of the Exchange or
Archipelago Securities LLC (‘‘Arca
Securities’’) to cancel orders when a
technical or systems issue occurs and to
describe the operation of an error
account for Arca Securities. The text of
the proposed rule change is available on
the Exchange’s Web site at
www.nyse.com, at the principal office of
the Exchange, and at the Commission’s
Public Reference Room.
17 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
1 15
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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
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1. Purpose
The Exchange proposes to amend
Rule 17—Equities by adding a new
paragraph (c)(3) that addresses the
authority of the Exchange or Arca
Securities to cancel orders when a
technical or systems issue occurs and to
describe the operation of an error
account for Arca Securities.4
Arca Securities is the approved
routing broker of the Exchange, subject
4 Arca Securities is a facility of the Exchange.
Accordingly, under Rule 17—Equities, the
Exchange is responsible for filing with the
Commission rule changes and fees relating to Arca
Securities’ functions. In addition, the Exchange is
using the phrase ‘‘Arca Securities or the Exchange’’
in this rule filing to reflect the fact that a decision
to take action with respect to orders affected by a
technical or systems issue may be made in the
capacity of Arca Securities or the Exchange
depending on where those orders are located at the
time of that decision.
From time to time, the Exchange also uses nonaffiliate third-party broker-dealers to provide
outbound routing services (i.e., third-party Routing
Brokers). In those cases, orders are submitted to the
third-party Routing Broker through Arca Securities,
the third-party Routing Broker routes the orders to
the routing destination in its name, and any
executions are submitted for clearance and
settlement in the name of Arca Securities so that
any resulting positions are delivered to Arca
Securities upon settlement. As described above,
Arca Securities normally arranges for any resulting
securities positions to be delivered to the member
organization that submitted the corresponding order
to the Exchange. If error positions (as defined in
proposed Rule 17(c)(3)(B)—Equities) result in
connection with the Exchange’s use of a third-party
Routing Broker 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 in accordance with proposed Rule
17(c)(3)—Equities. If the third-party Routing Broker
received error positions in connection with its role
as a routing broker for the Exchange, and the error
positions were not delivered to Arca Securities
through the clearance and settlement process, then
the third-party Routing Broker would resolve the
error positions itself, and Arca Securities would not
be permitted to accept the error positions, as set
forth in proposed Rule 17(c)(3)(B)(ii)—Equities.
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to the conditions listed in Rule 17(c)—
Equities. The Exchange relies on Arca
Securities to provide outbound routing
services from itself to routing
destinations of Arca Securities (‘‘routing
destinations’’).5 When Arca Securities
routes orders to a routing destination, it
does so by sending a corresponding
order in its own name to the routing
destination. In the normal course,
routed orders that are executed at
routing destinations are submitted for
clearance and settlement in the name of
Arca Securities, and Arca Securities
arranges for any resulting securities
positions to be delivered to the member
organization that submitted the
corresponding order to the Exchange.
However, from time to time, the
Exchange and Arca Securities encounter
situations in which it becomes
necessary to cancel orders and resolve
error positions.6
Examples of Circumstances That May
Lead to Canceled Orders
A technical or systems issue may arise
at Arca Securities, a routing destination,
or the Exchange that may cause the
Exchange or Arca Securities to take
steps to cancel orders if the Exchange or
Arca Securities determines that such
action is necessary to maintain a fair
and orderly market. The examples set
forth below describe some of the
circumstances in which the Exchange or
Arca Securities may decide to cancel
orders.
Example 1. If Arca Securities or a
routing destination experiences a
technical or systems issue that results in
Arca Securities not receiving responses
to immediate or cancel (‘‘IOC’’) orders
that it sent to the routing destination,
and that issue is not resolved in a timely
manner, Arca Securities or the Exchange
would seek to cancel the routed orders
affected by the issue.7 For instance, if
5 The Exchange has also been approved to receive
inbound routes of equities orders by Arca Securities
from the NYSE Arca Equities, Inc. (‘‘NYSE Arca’’)
and New York Stock Exchange LLC (‘‘NYSE’’). See
Rule 17(c)(2)—Equities.
6 The examples described in this filing are not
intended to be exclusive. Proposed Rule 17(c)(3)—
Equities would provide general authority for the
Exchange or Arca Securities to cancel orders in
order to maintain fair and orderly markets when
technical and systems issues are occurring, and
Rule 17(c)(3)—Equities also would set forth the
manner in which error positions may be handled
by the Exchange or Arca Securities. The proposed
rule change is not limited to addressing order
cancellation or error positions resulting only from
the specific examples described in this filing.
7 In a normal situation (i.e., one in which a
technical or systems issue does not exist), Arca
Securities should receive an immediate response to
an IOC order from a routing destination, and would
pass the resulting fill or cancellation on to the
member organization. After submitting an order that
is routed to a routing destination, if a member
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65031
Arca Securities experiences a
connectivity issue affecting the manner
in which it sends or receives order
messages to or from routing
destinations, it may be unable to receive
timely execution or cancellation reports
from the routing destinations, and Arca
Securities or the Exchange may
consequently seek to cancel the affected
routed orders. Once the decision is
made to cancel those routed orders, any
cancellation that a member organization
submitted to the Exchange on its initial
order during such a situation would be
honored.8
Example 2. If the Exchange
experiences a systems issue, the
Exchange may take steps to cancel all
outstanding orders affected by that issue
and notify affected member
organizations of the cancellations. In
those cases, the Exchange would seek to
cancel any routed orders related to the
member organizations’ initial orders.
Examples of Circumstances That May
Lead to Error Positions
In some instances, the technical or
systems issue at Arca Securities, a
routing destination, the Exchange, or a
non-affiliate third-party Routing Broker
may also result in Arca Securities
acquiring an error position that it must
resolve. The examples set forth below
describe some of the circumstances in
which error positions may arise.
Example A. Error positions may result
from routed orders that the Exchange or
Arca Securities attempts to cancel but
that are executed before the routing
destination receives the cancellation
message or that are executed because
the routing destination is unable to
process the cancellation message. Using
the situation described in Example 1
above, assume that the Exchange seeks
to cancel orders routed to a routing
destination because it is not receiving
timely execution or cancellation reports
from the routing destination. In such a
situation, Arca Securities may still
receive executions from the routing
destination after connectivity is
restored, which it would not then
allocate to member organizations
because of the earlier decision to cancel
organization sends an instruction to cancel that
order, the cancellation is held by the Exchange until
a response is received from the routing destination.
For instance, if the routing destination executes that
order, the execution would be passed on to the
member organization and the cancellation
instruction would be disregarded.
8 If a member organization did not submit a
cancellation to the Exchange, however, that initial
order would remain ‘‘live’’ and thus be eligible for
execution or posting on the Exchange, and neither
the Exchange nor Arca Securities would treat any
execution of that initial order or any subsequent
routed order related to that initial order as an error.
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the affected routed orders. Instead, Arca
Securities would post those positions
into its error account and resolve the
positions in the manner described
below.
Example B. Error positions may result
from an order processing issue at a
routing destination. For instance, if a
routing destination experienced a
systems problem that affects its order
processing, it may transmit back a
message purporting to cancel a routed
order, but then subsequently submit an
execution of that same order (i.e., a
locked-in trade) to The Depository Trust
& Clearing Corporation (‘‘DTCC’’) for
clearance and settlement. In such a
situation, the Exchange would not then
allocate the execution to the member
organization because of the earlier
cancellation message from the routing
destination. Instead, Arca Securities
would post those positions into its error
account and resolve the positions in the
manner described below.
Example C. Error positions may result
if Arca Securities receives an execution
report from a routing destination but
does not receive clearing instructions
for the execution from the routing
destination. For instance, assume that a
member organization sends the
Exchange an order to buy 100 shares of
ABC stock, which causes Arca
Securities to send an order to a routing
destination that is subsequently
executed, cleared and closed out by that
routing destination, and the execution is
ultimately communicated back to that
member organization. On the next
trading day (T+1), if the routing
destination does not provide clearing
instructions for that execution, Arca
Securities would still be responsible for
settling that member organization’s
purchase, but would be left with a short
position in its error account.9 Arca
Securities would resolve the position in
the manner described below.
Example D. Error positions may result
from a technical or systems issue that
causes orders to be executed in the
name of Arca Securities that are not
related to Arca Securities’ function as
the Exchange’s routing broker and are
not related to any corresponding orders
of member organizations. As a result,
Arca Securities would not be able to
assign any positions resulting from such
an issue to member organizations.
Instead, Arca Securities would post
those positions into its error account
and resolve the positions in the manner
described below.
9 To the extent that Arca Securities incurred a loss
in covering its short position, it would submit a
reimbursement claim to that routing destination.
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In the circumstances described above,
Arca Securities may not learn about an
error position until T+1, either: (1)
During the clearing process when a
routing destination has submitted to
DTCC a transaction for clearance and
settlement for which Arca Securities
never received an execution
confirmation; or (2) when a routing
destination does not recognize a
transaction submitted by Arca Securities
to DTCC for clearance and settlement.
Moreover, the affected member
organizations’ trade may not be nullified
absent express authority under
Exchange rules.10
Proposed Amendments to Rule 17—
Equities
The Exchange proposes to amend
Rule 17—Equities to add new paragraph
(c)(3) to address the cancellation of
orders due to technical or systems
issues and the use of an error account
by Arca Securities.
Specifically, under paragraph
(c)(3)(A) of the proposed rule, the
Exchange or Arca Securities would be
expressly authorized to cancel orders as
may be necessary to maintain fair and
orderly markets if a technical or systems
issue occurred at the Exchange, Arca
Securities, or a routing destination.11
The Exchange or Arca Securities would
be required to provide notice of the
cancellation to affected member
organizations as soon as practicable.
Paragraph (c)(3)(B) of the proposed
rule would permit Arca Securities to
maintain an error account for the
purpose of addressing 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 (‘‘error positions’’).
By definition, an error position would
not include any position that results
from an order submitted by a member
organization to the Exchange that is
executed on the Exchange and
processed pursuant to Rule 132—
Equities.12 In addition, the Exchange
10 See, e.g., Rule 128—Equities (regarding clearly
erroneous executions).
11 Such a situation may not cause the Exchange
to declare self-help against the routing destination
pursuant to Rule 611 of Regulation NMS. If the
Exchange or Arca Securities determines to cancel
orders routed to a routing destination under
proposed Rule 17(c)(3)—Equities, but does not
declare self-help against that routing destination,
the Exchange would continue to be subject to the
trade-through requirements in Rule 611 with
respect to that routing destination.
12 As provided in Rule 132(a)—Equities, ‘‘Each
party to a contract shall submit data regarding its
side of the contract (‘‘trade data’’) to a FullyInterfaced Clearing Agency for comparison or
settlement, but each party shall be free to select the
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Frm 00083
Fmt 4703
Sfmt 4703
proposes to add to the proposed rule
that for purposes of proposed Rule
17(c)(3)—Equities, uncompared
transactions that may be processed
pursuant to Rule 134(e)—Equities are
not error positions of Arca Securities.13
Arca Securities also would not be
permitted to accept any positions in its
error account from an account of a
member organization and could not
permit any member organization to
transfer any positions from the member
organization’s account to Arca
Securities’ error account under the
proposed rule.14
Under paragraph (c)(3)(C), in
connection with a particular technical
or systems issue, Arca Securities or the
Exchange would be permitted to either
(1) assign all resulting error positions to
member organizations, or (2) have all
resulting error positions liquidated, as
described below. Any determination to
assign or liquidate error positions, as
well as any resulting assignments,
would be required to be made in a
nondiscriminatory fashion.
Arca Securities or the Exchange
would be required to assign all error
positions resulting from a particular
technical or systems issue to the
applicable member organizations
affected by that technical or systems
issue if Arca Securities or the Exchange:
• Determined that it has accurate and
sufficient information (including valid
clearing information) to assign the
positions to all of the applicable
member organizations affected by that
technical or systems issue;
• Determined that it has sufficient
time pursuant to normal clearance and
Fully-Interfaced Clearing Agency of its choice for
such purpose.’’
13 Rule 134(e)—Equities provides for the manner
by which uncompared transactions at the Exchange
are resolved.
14 The purpose of this provision is to clarify that
Arca Securities may address error positions under
the proposed rule that are caused by a technical or
systems issue, but that Arca Securities may not
accept from a member organization positions that
are delivered to the member organization through
the clearance and settlement process, even if those
positions may have been related to a technical or
systems issue at Arca Securities, the Exchange, a
routing destination of Arca Securities, or a nonaffiliate third-party Routing Broker. This provision
would not apply, however, to situations like the one
described above in which Arca Securities incurred
a short position to settle a member organization
purchase, as the member organization did not yet
have a position in its account as a result of the
purchase at the time of Arca Securities’ action (i.e.,
Arca Securities’ action was necessary for the
purchase to settle into the member organization’s
account). Moreover, to the extent a member
organization receives positions pursuant to Rule
132—Equities in connection with a technical or
systems issue, that member organization may seek
to rely on Rule 18—Equities if it experiences a loss.
That rule provides member organizations with the
ability to file claims against the Exchange ‘‘related
to an Exchange system failure.’’
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settlement deadlines to evaluate the
information necessary to assign the
positions to all of the applicable
member organizations affected by that
technical or systems issue; and
• Had not determined to cancel all
orders affected by that technical or
systems issue.
For example, a technical or systems
issue of limited scope or duration may
occur at a routing destination, and the
resulting trades may be submitted for
clearance and settlement by such
routing destination to DTCC. If there
were a small number of trades, there
may be sufficient time to match
positions with member organization
orders and avoid using the error
account.
There may be scenarios, however,
where Arca Securities determines that it
is unable to assign all error positions
resulting from a particular technical or
systems issue to all of the affected
member organizations, or determines to
cancel all affected routed orders. For
example, in some cases, the volume of
questionable executions and positions
resulting from a technical or systems
issue might be such that the research
necessary to determine which member
organization to assign those executions
to could be expected to extend past the
normal settlement cycle for such
executions. Furthermore, if a routing
destination experiences a technical or
systems issue after Arca Securities has
transmitted IOC orders to it that
prevents Arca Securities from receiving
responses to those orders, Arca
Securities or the Exchange may
determine to cancel all routed orders
affected by that issue. In such a
situation, Arca Securities or the
Exchange would not pass on to the
member organizations any executions
on the routed orders received from the
routing destination.
The proposed rule also would require
Arca Securities to liquidate error
positions as soon as practicable.15 In
liquidating error positions, Arca
Securities would be required to provide
complete time and price discretion for
the trading to liquidate the error
positions to a third-party broker-dealer
and could not attempt to exercise any
influence or control over the timing or
methods of trading to liquidate the error
positions. Arca Securities also would be
15 If Arca Securities determines in connection
with a particular technical or systems issue that
some error positions can be assigned to some
affected member organizations but other error
positions cannot be assigned, Arca Securities would
be required under the proposed rule to liquidate all
such error positions (including those positions that
could be assigned to the affected member
organizations).
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required to establish and enforce
policies and procedures reasonably
designed to restrict the flow of
confidential and proprietary
information between the third-party
broker-dealer and Arca Securities/the
Exchange associated with the
liquidation of the error positions.
Under proposed paragraph (c)(3)(D),
Arca Securities and the Exchange would
be required to make and keep records to
document all determinations to treat
positions as error positions and all
determinations for the assignment of
error positions to member organizations
or the liquidation of error positions, as
well as records associated with the
liquidation of error positions through
the third-party broker-dealer.
2. Statutory Basis
The proposed rule change is
consistent with Section 6(b) 16 of the
Securities Exchange Act of 1934 (the
‘‘Act’’), in general, and furthers the
objectives of Section 6(b)(5),17 in
particular, in that it is designed to
prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, to foster
cooperation and coordination with
persons engaged in 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 it is not designed to
permit unfair discrimination among
customers, brokers, or dealers. The
Exchange believes that this proposal is
in keeping with those principles since
Arca Securities’ or the Exchange’s
ability to cancel orders during a
technical and systems issue and to
maintain an error account facilitates the
smooth and efficient operations of the
market. Specifically, the Exchange
believes that allowing Arca Securities or
the Exchange to cancel orders during a
technical or systems issue would allow
the Exchange to maintain fair and
orderly markets. Moreover, the
Exchange believes that allowing Arca
Securities to assume error positions in
an error account and to liquidate those
positions, subject to the conditions set
forth in the proposed amendments to
Rule 17—Equities, would be the least
disruptive means to correct these errors,
except in cases where Arca Securities
can assign all such error positions to all
affected member organizations of the
Exchange. Overall, the proposed
amendments are designed to ensure full
trade certainty for market participants
16 15
17 15
PO 00000
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
Frm 00084
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65033
and to avoid disrupting the clearance
and settlement process. The proposed
amendments are also designed to
provide a consistent methodology for
handling error positions in a manner
that does not discriminate among
member organizations. The proposed
amendments are also consistent with
Section 6 of the Act insofar as they
would require Arca Securities to
establish controls to restrict the flow of
any confidential information between
the third-party broker and Arca
Securities/the Exchange associated with
the liquidation of error positions.
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
Because the foregoing 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 for 30 days after the date of
the filing, or such shorter time as the
Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A) of the Act 18 and Rule 19b–
4(f)(6) 19 thereunder.
The Exchange has asked the
Commission to waive the 30-day
operative delay.20 The Commission
notes that it previously approved NYSE
Arca Equities Rule 7.45(d), which is
substantively identical to the instant
proposed rule change.21 The
Commission finds that waiving the 30day operative delay is consistent with
the protection of investors and the
public interest because it will allow the
18 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6) requires a self-regulatory organization to give
the Commission written notice of its intent to file
the proposed rule change at least five business days
prior to the date of filing of the proposed rule
change, or such shorter time as designated by the
Commission. The Exchange has satisfied this
requirement.
20 17 CFR 240.19b–4(f)(6)(iii).
21 See Securities Exchange Act Release No. 66963
(May 10, 2012), 77 FR 28919 (May 16, 2012) (SR–
NYSEArca–2012–22).
19 17
E:\FR\FM\24OCN1.SGM
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65034
Federal Register / Vol. 77, No. 206 / Wednesday, October 24, 2012 / Notices
Exchange to implement the proposed
rule change as part of a planned
implementation of similar rules on the
Exchange’s affiliate exchanges.
Accordingly, the Commission
designates the proposal operative upon
filing.22
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
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–
NYSEMKT–2012–52 and should be
submitted on or before November 14,
2012.
IV. Solicitation of Comments
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.23
Kevin M. O’Neill,
Deputy Secretary.
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 Number SR–
NYSEMKT–2012–52 on the subject line.
wreier-aviles on DSK5TPTVN1PROD with
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–NYSEMKT–2012–52. 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
22 For purposes only of waiving the 30-day
operative delay, the Commission has considered the
proposed rule change’s impact on efficiency,
competition, and capital formation. 15 U.S.C. 78c(f).
VerDate Mar<15>2010
14:21 Oct 23, 2012
Jkt 229001
[FR Doc. 2012–26144 Filed 10–23–12; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–68068; File No. SR–ISE–
2012–86]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change To Amend Maker Fees for
Certain Complex Orders Executed on
the Exchange
October 18, 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 October
10, 2012, the International Securities
Exchange, LLC (the ‘‘Exchange’’ or the
‘‘ISE’’) filed with the Securities and
Exchange Commission (the
‘‘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
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The ISE is proposing to amend maker
fees for certain complex orders executed
23 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
PO 00000
Frm 00085
Fmt 4703
Sfmt 4703
on the Exchange. The text of the
proposed rule change is available on the
Exchange’s Web site (https://
www.ise.com), at the principal office of
the Exchange, and at the Commission’s
Public Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
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 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 currently assesses per
contract transaction fees and provides
rebates to market participants that add
or remove liquidity from the Exchange
(‘‘maker/taker fees and rebates’’) in a
number of option classes (the ‘‘Select
Symbols’’).3 The Exchange’s maker/
taker fees and rebates are applicable to
regular and complex orders executed in
the Select Symbols 4 and in the Special
Non-Select Penny Pilot Symbols.5 The
Exchange also currently assesses maker/
taker fees and rebates for complex
orders in symbols that are in the Penny
Pilot program but are not a Select
Symbol (‘‘Non-Select Penny Pilot
Symbols’’) 6 and for complex orders in
all symbols that are not in the Penny
Pilot Program (‘‘Non-Penny Pilot
Symbols’’).7 The purpose of this
3 Options classes subject to maker/taker fees and
rebates are identified by their ticker symbol on the
Exchange’s Schedule of Fees.
4 These fees also apply to SPY. While the
Exchange currently has a distinct taker fee for SPY,
the maker fee for SPY is currently the same as the
maker fee for all Select Symbols, as SPY is a Select
Symbol.
5 See Exchange Act Release Nos. 67201 (June 14,
2012), 77 FR 37082 (June 20, 2012) (SR–ISE–2012–
49); and 67627 (August 9, 2012), 77 FR 49046
(August 15, 2012) (SR–ISE–2012–70).
6 See Exchange Act Release No. 65724 (November
10, 2011), 76 FR 71413 (November 17, 2011) (SR–
ISE–2011–72).
7 See Exchange Act Release Nos. 66084 (January
3, 2012), 77 FR 1103 (January 9, 2012) (SR–ISE–
2011–84); 66392 (February 14, 2012), 77 FR 10016
(February 21, 2012) (SR–ISE–2012–06); 66961 (May
10, 2012), 77 FR 28914 (May 16, 2012) (SR–ISE–
2012–38); and 67400 (July 11, 2012), 77 FR 42036
(July 17, 2012) (SR–ISE–2012–63).
E:\FR\FM\24OCN1.SGM
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Agencies
[Federal Register Volume 77, Number 206 (Wednesday, October 24, 2012)]
[Notices]
[Pages 65030-65034]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-26144]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-68066; File No. SR-NYSEMKT-2012-52]
Self-Regulatory Organizations; NYSE MKT LLC; Notice of Filing and
Immediate Effectiveness of Proposed Rule Change Amending Rule 17--
Equities To Add a New Paragraph (c)(3) Addressing the Authority of the
Exchange or Archipelago Securities LLC To Cancel Orders When a
Technical or Systems Issue Occurs and To Describe the Operation of an
Error Account for Arca Securities
October 18, 2012.
Pursuant to Section 19(b)(1) \1\ of the Securities Exchange Act of
1934 (the ``Act'') \2\ and Rule 19b-4 thereunder,\3\ notice is hereby
given that on October 10, 2012, NYSE MKT LLC (the ``Exchange'' or
``NYSE MKT'') filed with the Securities and Exchange Commission (the
``Commission'') the proposed rule change as described in Items I and II
below, which Items have been prepared by the self-regulatory
organization. The Commission is publishing this notice to solicit
comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 15 U.S.C. 78a.
\3\ 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 Rule 17--Equities by adding a new
paragraph (c)(3) that addresses the authority of the Exchange or
Archipelago Securities LLC (``Arca Securities'') to cancel orders when
a technical or systems issue occurs and to describe the operation of an
error account for Arca Securities. The text of the proposed rule change
is available on the Exchange's Web site at www.nyse.com, at the
principal office of the Exchange, and at the Commission's Public
Reference Room.
[[Page 65031]]
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 Rule 17--Equities by adding a new
paragraph (c)(3) that addresses the authority of the Exchange or Arca
Securities to cancel orders when a technical or systems issue occurs
and to describe the operation of an error account for Arca
Securities.\4\
---------------------------------------------------------------------------
\4\ Arca Securities is a facility of the Exchange. Accordingly,
under Rule 17--Equities, the Exchange is responsible for filing with
the Commission rule changes and fees relating to Arca Securities'
functions. In addition, the Exchange is using the phrase ``Arca
Securities or the Exchange'' in this rule filing to reflect the fact
that a decision to take action with respect to orders affected by a
technical or systems issue may be made in the capacity of Arca
Securities or the Exchange depending on where those orders are
located at the time of that decision.
From time to time, the Exchange also uses non-affiliate third-
party broker-dealers to provide outbound routing services (i.e.,
third-party Routing Brokers). In those cases, orders are submitted
to the third-party Routing Broker through Arca Securities, the
third-party Routing Broker routes the orders to the routing
destination in its name, and any executions are submitted for
clearance and settlement in the name of Arca Securities so that any
resulting positions are delivered to Arca Securities upon
settlement. As described above, Arca Securities normally arranges
for any resulting securities positions to be delivered to the member
organization that submitted the corresponding order to the Exchange.
If error positions (as defined in proposed Rule 17(c)(3)(B)--
Equities) result in connection with the Exchange's use of a third-
party Routing Broker 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 in accordance with proposed Rule 17(c)(3)--Equities. If
the third-party Routing Broker received error positions in
connection with its role as a routing broker for the Exchange, and
the error positions were not delivered to Arca Securities through
the clearance and settlement process, then the third-party Routing
Broker would resolve the error positions itself, and Arca Securities
would not be permitted to accept the error positions, as set forth
in proposed Rule 17(c)(3)(B)(ii)--Equities.
---------------------------------------------------------------------------
Arca Securities is the approved routing broker of the Exchange,
subject to the conditions listed in Rule 17(c)--Equities. The Exchange
relies on Arca Securities to provide outbound routing services from
itself to routing destinations of Arca Securities (``routing
destinations'').\5\ When Arca Securities routes orders to a routing
destination, it does so by sending a corresponding order in its own
name to the routing destination. In the normal course, routed orders
that are executed at routing destinations are submitted for clearance
and settlement in the name of Arca Securities, and Arca Securities
arranges for any resulting securities positions to be delivered to the
member organization that submitted the corresponding order to the
Exchange. However, from time to time, the Exchange and Arca Securities
encounter situations in which it becomes necessary to cancel orders and
resolve error positions.\6\
---------------------------------------------------------------------------
\5\ The Exchange has also been approved to receive inbound
routes of equities orders by Arca Securities from the NYSE Arca
Equities, Inc. (``NYSE Arca'') and New York Stock Exchange LLC
(``NYSE''). See Rule 17(c)(2)--Equities.
\6\ The examples described in this filing are not intended to be
exclusive. Proposed Rule 17(c)(3)--Equities would provide general
authority for the Exchange or Arca Securities to cancel orders in
order to maintain fair and orderly markets when technical and
systems issues are occurring, and Rule 17(c)(3)--Equities also would
set forth the manner in which error positions may be handled by the
Exchange or Arca Securities. The proposed rule change is not limited
to addressing order cancellation or error positions resulting only
from the specific examples described in this filing.
---------------------------------------------------------------------------
Examples of Circumstances That May Lead to Canceled Orders
A technical or systems issue may arise at Arca Securities, a
routing destination, or the Exchange that may cause the Exchange or
Arca Securities to take steps to cancel orders if the Exchange or Arca
Securities determines that such action is necessary to maintain a fair
and orderly market. The examples set forth below describe some of the
circumstances in which the Exchange or Arca Securities may decide to
cancel orders.
Example 1. If Arca Securities or a routing destination experiences
a technical or systems issue that results in Arca Securities not
receiving responses to immediate or cancel (``IOC'') orders that it
sent to the routing destination, and that issue is not resolved in a
timely manner, Arca Securities or the Exchange would seek to cancel the
routed orders affected by the issue.\7\ For instance, if Arca
Securities experiences a connectivity issue affecting the manner in
which it sends or receives order messages to or from routing
destinations, it may be unable to receive timely execution or
cancellation reports from the routing destinations, and Arca Securities
or the Exchange may consequently seek to cancel the affected routed
orders. Once the decision is made to cancel those routed orders, any
cancellation that a member organization submitted to the Exchange on
its initial order during such a situation would be honored.\8\
---------------------------------------------------------------------------
\7\ In a normal situation (i.e., one in which a technical or
systems issue does not exist), Arca Securities should receive an
immediate response to an IOC order from a routing destination, and
would pass the resulting fill or cancellation on to the member
organization. After submitting an order that is routed to a routing
destination, if a member organization sends an instruction to cancel
that order, the cancellation is held by the Exchange until a
response is received from the routing destination. For instance, if
the routing destination executes that order, the execution would be
passed on to the member organization and the cancellation
instruction would be disregarded.
\8\ If a member organization did not submit a cancellation to
the Exchange, however, that initial order would remain ``live'' and
thus be eligible for execution or posting on the Exchange, and
neither the Exchange nor Arca Securities would treat any execution
of that initial order or any subsequent routed order related to that
initial order as an error.
---------------------------------------------------------------------------
Example 2. If the Exchange experiences a systems issue, the
Exchange may take steps to cancel all outstanding orders affected by
that issue and notify affected member organizations of the
cancellations. In those cases, the Exchange would seek to cancel any
routed orders related to the member organizations' initial orders.
Examples of Circumstances That May Lead to Error Positions
In some instances, the technical or systems issue at Arca
Securities, a routing destination, the Exchange, or a non-affiliate
third-party Routing Broker may also result in Arca Securities acquiring
an error position that it must resolve. The examples set forth below
describe some of the circumstances in which error positions may arise.
Example A. Error positions may result from routed orders that the
Exchange or Arca Securities attempts to cancel but that are executed
before the routing destination receives the cancellation message or
that are executed because the routing destination is unable to process
the cancellation message. Using the situation described in Example 1
above, assume that the Exchange seeks to cancel orders routed to a
routing destination because it is not receiving timely execution or
cancellation reports from the routing destination. In such a situation,
Arca Securities may still receive executions from the routing
destination after connectivity is restored, which it would not then
allocate to member organizations because of the earlier decision to
cancel
[[Page 65032]]
the affected routed orders. Instead, Arca Securities would post those
positions into its error account and resolve the positions in the
manner described below.
Example B. Error positions may result from an order processing
issue at a routing destination. For instance, if a routing destination
experienced a systems problem that affects its order processing, it may
transmit back a message purporting to cancel a routed order, but then
subsequently submit an execution of that same order (i.e., a locked-in
trade) to The Depository Trust & Clearing Corporation (``DTCC'') for
clearance and settlement. In such a situation, the Exchange would not
then allocate the execution to the member organization because of the
earlier cancellation message from the routing destination. Instead,
Arca Securities would post those positions into its error account and
resolve the positions in the manner described below.
Example C. Error positions may result if Arca Securities receives
an execution report from a routing destination but does not receive
clearing instructions for the execution from the routing destination.
For instance, assume that a member organization sends the Exchange an
order to buy 100 shares of ABC stock, which causes Arca Securities to
send an order to a routing destination that is subsequently executed,
cleared and closed out by that routing destination, and the execution
is ultimately communicated back to that member organization. On the
next trading day (T+1), if the routing destination does not provide
clearing instructions for that execution, Arca Securities would still
be responsible for settling that member organization's purchase, but
would be left with a short position in its error account.\9\ Arca
Securities would resolve the position in the manner described below.
---------------------------------------------------------------------------
\9\ To the extent that Arca Securities incurred a loss in
covering its short position, it would submit a reimbursement claim
to that routing destination.
---------------------------------------------------------------------------
Example D. Error positions may result from a technical or systems
issue that causes orders to be executed in the name of Arca Securities
that are not related to Arca Securities' function as the Exchange's
routing broker and are not related to any corresponding orders of
member organizations. As a result, Arca Securities would not be able to
assign any positions resulting from such an issue to member
organizations. Instead, Arca Securities would post those positions into
its error account and resolve the positions in the manner described
below.
In the circumstances described above, Arca Securities may not learn
about an error position until T+1, either: (1) During the clearing
process when a routing destination has submitted to DTCC a transaction
for clearance and settlement for which Arca Securities never received
an execution confirmation; or (2) when a routing destination does not
recognize a transaction submitted by Arca Securities to DTCC for
clearance and settlement. Moreover, the affected member organizations'
trade may not be nullified absent express authority under Exchange
rules.\10\
---------------------------------------------------------------------------
\10\ See, e.g., Rule 128--Equities (regarding clearly erroneous
executions).
---------------------------------------------------------------------------
Proposed Amendments to Rule 17--Equities
The Exchange proposes to amend Rule 17--Equities to add new
paragraph (c)(3) to address the cancellation of orders due to technical
or systems issues and the use of an error account by Arca Securities.
Specifically, under paragraph (c)(3)(A) of the proposed rule, the
Exchange or Arca Securities would be expressly authorized to cancel
orders as may be necessary to maintain fair and orderly markets if a
technical or systems issue occurred at the Exchange, Arca Securities,
or a routing destination.\11\ The Exchange or Arca Securities would be
required to provide notice of the cancellation to affected member
organizations as soon as practicable.
---------------------------------------------------------------------------
\11\ Such a situation may not cause the Exchange to declare
self-help against the routing destination pursuant to Rule 611 of
Regulation NMS. If the Exchange or Arca Securities determines to
cancel orders routed to a routing destination under proposed Rule
17(c)(3)--Equities, but does not declare self-help against that
routing destination, the Exchange would continue to be subject to
the trade-through requirements in Rule 611 with respect to that
routing destination.
---------------------------------------------------------------------------
Paragraph (c)(3)(B) of the proposed rule would permit Arca
Securities to maintain an error account for the purpose of addressing
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 (``error
positions''). By definition, an error position would not include any
position that results from an order submitted by a member organization
to the Exchange that is executed on the Exchange and processed pursuant
to Rule 132--Equities.\12\ In addition, the Exchange proposes to add to
the proposed rule that for purposes of proposed Rule 17(c)(3)--
Equities, uncompared transactions that may be processed pursuant to
Rule 134(e)--Equities are not error positions of Arca Securities.\13\
Arca Securities also would not be permitted to accept any positions in
its error account from an account of a member organization and could
not permit any member organization to transfer any positions from the
member organization's account to Arca Securities' error account under
the proposed rule.\14\
---------------------------------------------------------------------------
\12\ As provided in Rule 132(a)--Equities, ``Each party to a
contract shall submit data regarding its side of the contract
(``trade data'') to a Fully-Interfaced Clearing Agency for
comparison or settlement, but each party shall be free to select the
Fully-Interfaced Clearing Agency of its choice for such purpose.''
\13\ Rule 134(e)--Equities provides for the manner by which
uncompared transactions at the Exchange are resolved.
\14\ The purpose of this provision is to clarify that Arca
Securities may address error positions under the proposed rule that
are caused by a technical or systems issue, but that Arca Securities
may not accept from a member organization positions that are
delivered to the member organization through the clearance and
settlement process, even if those positions may have been related to
a technical or systems issue at Arca Securities, the Exchange, a
routing destination of Arca Securities, or a non-affiliate third-
party Routing Broker. This provision would not apply, however, to
situations like the one described above in which Arca Securities
incurred a short position to settle a member organization purchase,
as the member organization did not yet have a position in its
account as a result of the purchase at the time of Arca Securities'
action (i.e., Arca Securities' action was necessary for the purchase
to settle into the member organization's account). Moreover, to the
extent a member organization receives positions pursuant to Rule
132--Equities in connection with a technical or systems issue, that
member organization may seek to rely on Rule 18--Equities if it
experiences a loss. That rule provides member organizations with the
ability to file claims against the Exchange ``related to an Exchange
system failure.''
---------------------------------------------------------------------------
Under paragraph (c)(3)(C), in connection with a particular
technical or systems issue, Arca Securities or the Exchange would be
permitted to either (1) assign all resulting error positions to member
organizations, or (2) have all resulting error positions liquidated, as
described below. Any determination to assign or liquidate error
positions, as well as any resulting assignments, would be required to
be made in a nondiscriminatory fashion.
Arca Securities or the Exchange would be required to assign all
error positions resulting from a particular technical or systems issue
to the applicable member organizations affected by that technical or
systems issue if Arca Securities or the Exchange:
Determined that it has accurate and sufficient information
(including valid clearing information) to assign the positions to all
of the applicable member organizations affected by that technical or
systems issue;
Determined that it has sufficient time pursuant to normal
clearance and
[[Page 65033]]
settlement deadlines to evaluate the information necessary to assign
the positions to all of the applicable member organizations affected by
that technical or systems issue; and
Had not determined to cancel all orders affected by that
technical or systems issue.
For example, a technical or systems issue of limited scope or
duration may occur at a routing destination, and the resulting trades
may be submitted for clearance and settlement by such routing
destination to DTCC. If there were a small number of trades, there may
be sufficient time to match positions with member organization orders
and avoid using the error account.
There may be scenarios, however, where Arca Securities determines
that it is unable to assign all error positions resulting from a
particular technical or systems issue to all of the affected member
organizations, or determines to cancel all affected routed orders. For
example, in some cases, the volume of questionable executions and
positions resulting from a technical or systems issue might be such
that the research necessary to determine which member organization to
assign those executions to could be expected to extend past the normal
settlement cycle for such executions. Furthermore, if a routing
destination experiences a technical or systems issue after Arca
Securities has transmitted IOC orders to it that prevents Arca
Securities from receiving responses to those orders, Arca Securities or
the Exchange may determine to cancel all routed orders affected by that
issue. In such a situation, Arca Securities or the Exchange would not
pass on to the member organizations any executions on the routed orders
received from the routing destination.
The proposed rule also would require Arca Securities to liquidate
error positions as soon as practicable.\15\ In liquidating error
positions, Arca Securities would be required to provide complete time
and price discretion for the trading to liquidate the error positions
to a third-party broker-dealer and could not attempt to exercise any
influence or control over the timing or methods of trading to liquidate
the error positions. Arca Securities also would be required to
establish and enforce policies and procedures reasonably designed to
restrict the flow of confidential and proprietary information between
the third-party broker-dealer and Arca Securities/the Exchange
associated with the liquidation of the error positions.
---------------------------------------------------------------------------
\15\ If Arca Securities determines in connection with a
particular technical or systems issue that some error positions can
be assigned to some affected member organizations but other error
positions cannot be assigned, Arca Securities would be required
under the proposed rule to liquidate all such error positions
(including those positions that could be assigned to the affected
member organizations).
---------------------------------------------------------------------------
Under proposed paragraph (c)(3)(D), Arca Securities and the
Exchange would be required to make and keep records to document all
determinations to treat positions as error positions and all
determinations for the assignment of error positions to member
organizations or the liquidation of error positions, as well as records
associated with the liquidation of error positions through the third-
party broker-dealer.
2. Statutory Basis
The proposed rule change is consistent with Section 6(b) \16\ of
the Securities Exchange Act of 1934 (the ``Act''), in general, and
furthers the objectives of Section 6(b)(5),\17\ in particular, in that
it is designed to prevent fraudulent and manipulative acts and
practices, to promote just and equitable principles of trade, to foster
cooperation and coordination with persons engaged in 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 it is not
designed to permit unfair discrimination among customers, brokers, or
dealers. The Exchange believes that this proposal is in keeping with
those principles since Arca Securities' or the Exchange's ability to
cancel orders during a technical and systems issue and to maintain an
error account facilitates the smooth and efficient operations of the
market. Specifically, the Exchange believes that allowing Arca
Securities or the Exchange to cancel orders during a technical or
systems issue would allow the Exchange to maintain fair and orderly
markets. Moreover, the Exchange believes that allowing Arca Securities
to assume error positions in an error account and to liquidate those
positions, subject to the conditions set forth in the proposed
amendments to Rule 17--Equities, would be the least disruptive means to
correct these errors, except in cases where Arca Securities can assign
all such error positions to all affected member organizations of the
Exchange. Overall, the proposed amendments are designed to ensure full
trade certainty for market participants and to avoid disrupting the
clearance and settlement process. The proposed amendments are also
designed to provide a consistent methodology for handling error
positions in a manner that does not discriminate among member
organizations. The proposed amendments are also consistent with Section
6 of the Act insofar as they would require Arca Securities to establish
controls to restrict the flow of any confidential information between
the third-party broker and Arca Securities/the Exchange associated with
the liquidation of error positions.
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\16\ 15 U.S.C. 78f(b).
\17\ 15 U.S.C. 78f(b)(5).
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition 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
Because the foregoing 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 for 30 days after the date of the filing, or such
shorter time as the Commission may designate, it has become effective
pursuant to Section 19(b)(3)(A) of the Act \18\ and Rule 19b-4(f)(6)
\19\ thereunder.
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\18\ 15 U.S.C. 78s(b)(3)(A).
\19\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)
requires a self-regulatory organization to give the Commission
written notice of its intent to file the proposed rule change at
least five business days prior to the date of filing of the proposed
rule change, or such shorter time as designated by the Commission.
The Exchange has satisfied this requirement.
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The Exchange has asked the Commission to waive the 30-day operative
delay.\20\ The Commission notes that it previously approved NYSE Arca
Equities Rule 7.45(d), which is substantively identical to the instant
proposed rule change.\21\ The Commission finds that waiving the 30-day
operative delay is consistent with the protection of investors and the
public interest because it will allow the
[[Page 65034]]
Exchange to implement the proposed rule change as part of a planned
implementation of similar rules on the Exchange's affiliate exchanges.
Accordingly, the Commission designates the proposal operative upon
filing.\22\
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\20\ 17 CFR 240.19b-4(f)(6)(iii).
\21\ See Securities Exchange Act Release No. 66963 (May 10,
2012), 77 FR 28919 (May 16, 2012) (SR-NYSEArca-2012-22).
\22\ For purposes only of waiving the 30-day operative delay,
the Commission has considered the proposed rule change's impact on
efficiency, competition, and capital formation. 15 U.S.C. 78c(f).
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At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act. If the Commission
takes such action, the Commission shall institute proceedings to
determine whether the proposed rule should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-NYSEMKT-2012-52 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-NYSEMKT-2012-52. 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-NYSEMKT-2012-52 and should
be submitted on or before November 14, 2012.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\23\
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\23\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-26144 Filed 10-23-12; 8:45 am]
BILLING CODE 8011-01-P