Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing And Immediate Effectiveness of Proposed Rule Change to Allow for the Split-Price Priority Provisions to Apply to Open Outcry Trading of Cabinet Trades, 74247-74249 [2012-30047]
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Federal Register / Vol. 77, No. 240 / Thursday, December 13, 2012 / Notices
the Top-Tier Fund and the reasonably
foreseeable effects of the investment by
the Top-Tier Fund on the Underlying
Fund’s expense ratio; (f) the reasonably
foreseeable effects of participation in the
Special Servicing Agreement on the
Underlying Fund’s expense ratio; and
(g) any conflicts of interest that the
Advisers, any affiliated person of the
Advisers, or any other affiliated person
of the Underlying Fund may have
relating to the Underlying Fund’s
participation in the Special Servicing
Agreement.
3. Prior to approving a Special
Servicing Agreement on behalf of an
Underlying Fund, the Board of the
Underlying Fund, including a majority
of the Independent Directors/Trustees,
will determine that: (a) The Underlying
Fund Payments under the Special
Servicing Agreement are expenses that
the Underlying Fund would have
incurred if the shareholders of the TopTier Fund had instead purchased shares
of the Underlying Fund through the
same broker-dealer or other financial
intermediary; (b) the amount of the
Underlying Fund Payments is less than
the amount of Underlying Fund
Benefits; and (c) by entering into the
Special Servicing Agreement, the
Underlying Fund is not engaging,
directly or indirectly, in financing any
activity which is primarily intended to
result in the sale of shares issued by the
Underlying Fund.
4. In approving a Special Servicing
Agreement, the Board of a Fund will
request and evaluate, and Advisers will
furnish, such information as may
reasonably be necessary to evaluate the
terms of the Special Servicing
Agreement and the factors set forth in
condition 2 above, and make the
determinations set forth in conditions 1
and 3 above.
5. Approval by the Fund’s Board,
including a majority of the Independent
Directors/Trustees, in accordance with
conditions 1 through 4 above, will be
required at least annually after the
Fund’s entering into a Special Servicing
Agreement and prior to any material
amendment to a Special Servicing
Agreement.
6. To the extent Underlying Fund
Payments are treated, in whole or in
part, as a class expense of an Underlying
Fund, or are used to pay a class-based
expense of a Top-Tier Fund, conditions
1 through 5 above must be met with
respect to each class of a Fund as well
as the Fund as a whole.
7. Each Fund will maintain and
preserve the Board’s findings and
determinations set forth in conditions 1
and 3 above, and the information and
considerations on which they were
VerDate Mar<15>2010
16:21 Dec 12, 2012
Jkt 229001
based, for the duration of the Special
Servicing Agreement, and for a period
not less than six years thereafter, the
first two years in an easily accessible
place.
For the Commission, by the Division of
Investment Management, pursuant to
delegated authority.
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–30050 Filed 12–12–12; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–68382; File No. SR–
NYSEARCA–2012–136]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing And
Immediate Effectiveness of Proposed
Rule Change to Allow for the SplitPrice Priority Provisions to Apply to
Open Outcry Trading of Cabinet
Trades
December 7, 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
November 30, 2012, NYSE Arca, Inc.
(the ‘‘Exchange’’ or ‘‘NYSE Arca’’) 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 Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
NYSE Arca Options Rule 6.80 to allow
for the split-price priority provisions to
apply to open outcry trading of cabinet
trades. 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.
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
1 15
2 17
PO 00000
U.S.C. 78s(b)(1).
CFR 240.19b–4.
Frm 00084
Fmt 4703
74247
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, Proposed Rule
Change
1. Purpose
The Exchange proposes to amend
Rule 6.80 to provide that the split-price
priority provisions in Rule 6.75(h) apply
to accommodation trades (‘‘cabinet
trades’’) in open outcry.3
3 See Rule 6.75(h). Rule 6.75(h) regarding priority
on split-price transaction occurring in open outcry
specifically provides the following: (1) If an OTP
Holder or OTP Firm purchases (sells) one or more
option contracts of a particular series at a particular
price or prices, the OTP Holder or OTP Firm must,
at the next lower (higher) price at which another
OTP Holder or OTP Firm bids (offers), have priority
in purchasing (selling) up to the equivalent number
of option contracts of the same series that the OTP
Holder or OTP Firm purchased (sold) at the higher
(lower) price or prices, provided that the OTP
Holder or OTP Firm’s bid (offer) is made promptly
and continuously and that the purchase (sale) so
effected represents the opposite side of a
transaction with the same order or offer (bid) as the
earlier purchase or purchases (sale or sales). This
paragraph only applies to transactions effected in
open outcry; (2) If an OTP Holder or OTP Firm
purchases (sells) fifty or more option contracts of
a particular series at a particular price or prices, he/
she shall, at the next lower (higher) price have
priority in purchasing (selling) up to the equivalent
number of option contracts of the same series that
he/she purchased (sold) at the higher (lower) price
or prices, but only if his/her bid (offer) is made
promptly and the purchase (sale) so effected
represents the opposite side of the transaction with
the same order or offer (bid) as the earlier purchase
or purchases (sale or sales). The Exchange may
increase the ‘‘minimum qualifying order size’’
above 100 contracts for all products.
Announcements regarding changes to the minimum
qualifying order size shall be made via an Exchange
Bulletin. This paragraph only applies to
transactions effected in open outcry; (3) If the bids
or offers of two or more OTP Holders or OTP Firms
are both entitled to priority in accordance with
subsections (1) or (2), it shall be afforded them,
insofar as practicable, on an equal basis; (4) Except
for the provisions set forth in Rule 6.75(h)(2), the
priority afforded by this rule is effective only
insofar as it does not conflict with customer limit
orders represented in the Consolidated Book. Such
orders have precedence over OTP Holders’ or OTP
Firms’ orders at a particular price; customer limit
orders in the Consolidated Book also have
precedence over OTP Holders’ or OTP Firms’ orders
that are not superior in price by at least the MPV;
and (5) Floor Brokers are able to achieve split price
priority in accordance with paragraphs (1) and (2)
above.
Example: Market quote is $1.00–1.20, with
customer interest in the book at the offer price.
Floor Broker announces a market order to buy 100
contracts. Market Maker A (‘‘MM–A’’) is alone in
responding ‘‘Sell 50 at $1.15 and 50 at $1.20’’ (for
an equivalent net price of $1.175).
Because MM–A is willing to sell contracts at the
lower price of $1.15, MM–A then has priority over
Continued
Sfmt 4703
E:\FR\FM\13DEN1.SGM
13DEN1
74248
Federal Register / Vol. 77, No. 240 / Thursday, December 13, 2012 / Notices
srobinson on DSK4SPTVN1PROD with
An ‘‘accommodation’’ or ‘‘cabinet’’
trade refers to trades in listed options on
the Exchange that are worthless or not
actively traded. Cabinet trading
provides a way for market participants
to effect transactions in such options at
a minimal cost. Cabinet trading is
conducted in accordance with Rule 6.80
Accommodation Transactions (Cabinet
Trades),4 which provides that cabinet
trading shall be conducted in
accordance with other Exchange rules,
except as otherwise provided in Rule
6.80, and sets forth specific procedures
for engaging in cabinet trading. Pursuant
to Rule 6.80(a), the Exchange designates
options issues as eligible for cabinet
trading pursuant to Rule 6.80. Such
designations are made pursuant to
requests from market participants.
Current Rule 6.80 provides for both
manual and electronic cabinet trading—
with manual cabinet trading pursuant to
Rule 6.80(b) and electronic cabinet
trading pursuant to Rule 6.80(c). Rule
6.80(b)(3) expressly provides that the
split-price priority provisions otherwise
applicable to open outcry trading
pursuant to Rule 6.75(f) do not apply to
open outcry trading in cabinet trades.
Because split-price priority provisions
are only applicable to open outcry
trading, 6.80(c), which governs
electronic trading of cabinet trading,
does not include this provision.
The Exchange believes that split-price
priority provisions should apply to open
outcry cabinet trading, and that the
existing restriction unnecessarily limits
the ability of market participants to
manually trade cabinet orders on the
floor. The current restriction
unnecessarily restricts business by not
making available certain prices which
are available on other exchanges. Splitprice priority in open outcry trading of
cabinet trades provides an extra
incentive for market participants to both
all orders in the Book and trading crowd at the next
higher price, in this case 1.20, for an equal number
of contracts. The priority afforded by this provision
allows MM–A to trade ahead of any like priced
customer orders in the Book.
4 Rule 6.80 currently provides for cabinet
transactions to occur via open outcry at a cabinet
price of a $1 per option contract in any options
series open for trading in the Exchange, except that
the Rule is not applicable to trading in option
classes participating in the Penny Pilot Program.
Under the procedures, bids and offers (whether
opening or closing a position) at a price of $1 per
option contract may be represented in the trading
crowd by a Floor Broker or by a Market Maker or
provided in response to a request by a Trading
Official, a Floor Broker or a Market Maker, but must
yield priority to all resting orders in the Cabinet
(those orders held by the Trading Official, and
which resting cabinet orders may be closing only).
So long as both the buyer and the seller yield to
orders resting in the cabinet book, opening cabinet
bids can trade with opening cabinet offers at $1 per
option contract.
VerDate Mar<15>2010
16:21 Dec 12, 2012
Jkt 229001
price improve and facilitate the efficient
trading of options contracts that are
worthless or not actively trading. The
Exchange notes that neither CBOE nor
PHLX have a similar restriction on
cabinet trades, and allow for split-price
priority for cabinet trades on the trading
floor.5 In addition, NYSE MKT recently
filed for immediate effectiveness a
proposed rule change to allow splitprice priority for open outcry trading of
cabinet trades.6
Accordingly, the Exchange therefore
proposes to delete the language from
Rule 6.80(3) that states that the splitprice priority provisions of 6.75(h) shall
not apply. The Exchange believes that
providing market participants the ability
to have split-price priority when trading
cabinet orders in open outcry will help
facilitate the trading of options positions
that are worthless or not actively traded.
The Exchange believes that the proposal
should lead to more aggressive quoting
by trading crowd participants on the
floor, which in turn could lead to better
executions. A trading crowd participant
might be willing to trade at a better
price for a portion of an order if they
were assured of trading with the balance
of the order at the next price increment.
As a result, Floor Brokers representing
orders in the trading crowd might
receive better-priced executions. The
Exchange notes that cabinet trades are
infrequent in nature and that, even
though the Exchange Rules provide that
cabinet trades may be traded
electronically, the Exchange has not
designated any options issues to trade
electronically pursuant to Rule 6.80,
because market participants have never
requested to do so. Thus, the fact that
split-price priority is available for
manual and not electronic, will have no
impact on ongoing electronic cabinet
trading.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6(b) of the Securities Exchange
Act of 1934 (the ‘‘Act’’),7 in general, and
furthers the objectives of Section 6(b)(5)
of the Act,8 in particular, in that it is
designed to promote just and equitable
principles of trade, remove
impediments to and perfect the
mechanisms of a free and open market
5 See CBOE Rules 6.54 and 6.47; PHLX Rule 1059.
CBOE and PHLX both conduct their cabinet trading
via open out-cry. Split-price priority is available for
open out-cry trading on both CBOE and PHLX, with
no restriction for cabinet trades.
6 See Securities Exchange Act Release No. 68128
(November 1, 2012), 77 FR 68186 (November 15,
2012) [sic] (SR–NYSEMKT–2012–55). See also
NYSE MKT Rule 968NY.
7 15 U.S.C. 78f(b).
8 15 U.S.C. 78f(b)(5).
PO 00000
Frm 00085
Fmt 4703
Sfmt 4703
and a national market system and, in
general, to protect investors and the
public interest.
The Exchange believes that allowing
for the split-pricing priority provisions
to apply to open outcry trading of
cabinet trades will better facilitate the
trading of options contracts that are
worthless or not actively traded. The
proposed change is designed to promote
just and equitable principles of trade,
remove impediments to and perfect the
mechanisms of a free and open market
and a national market system, by
aligning the Exchange’s Rules with the
rules on other options exchanges that
conduct manual cabinet trading.
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.
Self-Regulatory Organization’s
Statement on Comment 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 significantly affect the
protection of investors or the public
interest, does not impose any significant
burden on competition, and, by its
terms, does not become operative for 30
days from the date on which it was
filed, or such shorter time as the
Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A) of the Act 9 and Rule 19b–
4(f)(6) thereunder.10
At any time within 60 days of the
filing of such proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act.
9 15
U.S.C. 78s(b)(3)(A).
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.
10 17
E:\FR\FM\13DEN1.SGM
13DEN1
Federal Register / Vol. 77, No. 240 / Thursday, December 13, 2012 / Notices
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:
• 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–NYSEARCA–2012–136 on
the subject line.
Paper Comments
srobinson on DSK4SPTVN1PROD with
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street NE., Washington, DC
20549.
All submissions should refer to File
Number SR–NYSEARCA–2012–136.
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 NYSE Arca. 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–
NYSEARCA–2012–136 and should be
submitted on or before January 3, 2013.
16:21 Dec 12, 2012
[FR Doc. 2012–30047 Filed 12–12–12; 8:45 am]
BILLING CODE 8011–01–P
Jkt 229001
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
SECURITIES AND EXCHANGE
COMMISSION
Electronic Comments
VerDate Mar<15>2010
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.11
Kevin M. O’Neill,
Deputy Secretary.
74249
[Release No. 34–68387; File No. SR–FINRA–
2012–053]
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Notice of Filing of
Proposed Rule Change To Establish
Optional TRACE Data Delivery
Services and Related Fees
December 7, 2012.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
notice is hereby given that on November
30, 2012, Financial Industry Regulatory
Authority, Inc. (‘‘FINRA’’) filed with the
Securities and Exchange Commission
(‘‘SEC’’ or ‘‘Commission’’) the proposed
rule change as described in Items I, II,
and III below, which Items have been
prepared by FINRA. 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
FINRA is proposing to amend FINRA
Rule 7730 to establish certain optional
Trade Reporting and Compliance Engine
(‘‘TRACE’’) data delivery services and
fees in connection with such optional
services.
The text of the proposed rule change
is available on FINRA’s Web site at
https://www.finra.org, at the principal
office of FINRA 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,
FINRA 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. FINRA has prepared
summaries, set forth in sections A, B,
11 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
PO 00000
Frm 00086
Fmt 4703
Sfmt 4703
FINRA proposes to amend Rule 7730
to establish two new optional TRACE
data delivery services, TRACE Data
Delivery Plus and TRACE Data Delivery
Secure File Transfer Protocol (‘‘TRACE
Data Delivery SFTP’’), and fees in
connection with such optional services.
Firms will have the option to enroll in
neither, one or both of these services.
Background
The FINRA Automated Data Delivery
System (‘‘FINRA ADDS’’) is a secure
Web site that provides a firm, by market
participant identifier (‘‘MPID’’), access
to TRACE trade journal files. The
TRACE trade journal files in FINRA
ADDS are available for Asset-Backed
Securities transactions as well as for
corporate bonds and Agency Debt
Securities (‘‘Corporate/Agency Debt
Securities’’).3 The Asset-Backed
Securities trade journal files are separate
from the Corporate/Agency Debt
Securities trade journal files.
Currently, to access the transaction
information in FINRA ADDS, a firm
must have an MPID for trade reporting.
Entitled users of the MPID must submit
a request for a trade journal file for a
specified date, which must be within 30
calendar days prior to the date of the
request. A ‘‘report’’ is provided in
response to the firm’s request.
FINRA ADDS generates a separate
report for each data archive (AssetBacked Securities or Corporate/Agency
Debt Securities) requested as well as a
separate report for each date requested.
Thus, a single report is a trade journal
file for one date listing all transactions
to which the requesting MPID was a
party that were reported on that date
3 Transactions in Asset-Backed Securities began
to be reported to TRACE on May 16, 2011, and
TRACE trade journal files on FINRA ADDS are
available from that date. See Regulatory Notice 11–
20 (May 2011). Transactions in Corporate/Agency
Debt Securities became available on FINRA ADDS
as a result of the migration of the reporting of such
securities and related data functions from legacy
TRACE technology to the Multi-Product Platform
(‘‘MPP’’), which occurred on February 6, 2012. See
Regulatory Notice 11–53 (November 2011).
Accordingly, the FINRA ADDS trade journal files
for Corporate/Agency Debt Securities transactions
are available only for transactions that are reported
on or after February 6, 2012. Corporate/Agency Debt
Securities transactions reported prior to February 6,
2012 are not available on FINRA ADDS.
E:\FR\FM\13DEN1.SGM
13DEN1
Agencies
[Federal Register Volume 77, Number 240 (Thursday, December 13, 2012)]
[Notices]
[Pages 74247-74249]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-30047]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-68382; File No. SR-NYSEARCA-2012-136]
Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing
And Immediate Effectiveness of Proposed Rule Change to Allow for the
Split-Price Priority Provisions to Apply to Open Outcry Trading of
Cabinet Trades
December 7, 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 November 30, 2012, NYSE Arca, Inc. (the ``Exchange'' or ``NYSE
Arca'') 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 Exchange. The Commission
is publishing this notice to solicit comments on the proposed rule
change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend NYSE Arca Options Rule 6.80 to allow
for the split-price priority provisions to apply to open outcry trading
of cabinet trades. 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.
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, Proposed Rule Change
1. Purpose
The Exchange proposes to amend Rule 6.80 to provide that the split-
price priority provisions in Rule 6.75(h) apply to accommodation trades
(``cabinet trades'') in open outcry.\3\
---------------------------------------------------------------------------
\3\ See Rule 6.75(h). Rule 6.75(h) regarding priority on split-
price transaction occurring in open outcry specifically provides the
following: (1) If an OTP Holder or OTP Firm purchases (sells) one or
more option contracts of a particular series at a particular price
or prices, the OTP Holder or OTP Firm must, at the next lower
(higher) price at which another OTP Holder or OTP Firm bids
(offers), have priority in purchasing (selling) up to the equivalent
number of option contracts of the same series that the OTP Holder or
OTP Firm purchased (sold) at the higher (lower) price or prices,
provided that the OTP Holder or OTP Firm's bid (offer) is made
promptly and continuously and that the purchase (sale) so effected
represents the opposite side of a transaction with the same order or
offer (bid) as the earlier purchase or purchases (sale or sales).
This paragraph only applies to transactions effected in open outcry;
(2) If an OTP Holder or OTP Firm purchases (sells) fifty or more
option contracts of a particular series at a particular price or
prices, he/she shall, at the next lower (higher) price have priority
in purchasing (selling) up to the equivalent number of option
contracts of the same series that he/she purchased (sold) at the
higher (lower) price or prices, but only if his/her bid (offer) is
made promptly and the purchase (sale) so effected represents the
opposite side of the transaction with the same order or offer (bid)
as the earlier purchase or purchases (sale or sales). The Exchange
may increase the ``minimum qualifying order size'' above 100
contracts for all products. Announcements regarding changes to the
minimum qualifying order size shall be made via an Exchange
Bulletin. This paragraph only applies to transactions effected in
open outcry; (3) If the bids or offers of two or more OTP Holders or
OTP Firms are both entitled to priority in accordance with
subsections (1) or (2), it shall be afforded them, insofar as
practicable, on an equal basis; (4) Except for the provisions set
forth in Rule 6.75(h)(2), the priority afforded by this rule is
effective only insofar as it does not conflict with customer limit
orders represented in the Consolidated Book. Such orders have
precedence over OTP Holders' or OTP Firms' orders at a particular
price; customer limit orders in the Consolidated Book also have
precedence over OTP Holders' or OTP Firms' orders that are not
superior in price by at least the MPV; and (5) Floor Brokers are
able to achieve split price priority in accordance with paragraphs
(1) and (2) above.
Example: Market quote is $1.00-1.20, with customer interest in
the book at the offer price. Floor Broker announces a market order
to buy 100 contracts. Market Maker A (``MM-A'') is alone in
responding ``Sell 50 at $1.15 and 50 at $1.20'' (for an equivalent
net price of $1.175).
Because MM-A is willing to sell contracts at the lower price of
$1.15, MM-A then has priority over all orders in the Book and
trading crowd at the next higher price, in this case 1.20, for an
equal number of contracts. The priority afforded by this provision
allows MM-A to trade ahead of any like priced customer orders in the
Book.
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[[Page 74248]]
An ``accommodation'' or ``cabinet'' trade refers to trades in
listed options on the Exchange that are worthless or not actively
traded. Cabinet trading provides a way for market participants to
effect transactions in such options at a minimal cost. Cabinet trading
is conducted in accordance with Rule 6.80 Accommodation Transactions
(Cabinet Trades),\4\ which provides that cabinet trading shall be
conducted in accordance with other Exchange rules, except as otherwise
provided in Rule 6.80, and sets forth specific procedures for engaging
in cabinet trading. Pursuant to Rule 6.80(a), the Exchange designates
options issues as eligible for cabinet trading pursuant to Rule 6.80.
Such designations are made pursuant to requests from market
participants.
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\4\ Rule 6.80 currently provides for cabinet transactions to
occur via open outcry at a cabinet price of a $1 per option contract
in any options series open for trading in the Exchange, except that
the Rule is not applicable to trading in option classes
participating in the Penny Pilot Program. Under the procedures, bids
and offers (whether opening or closing a position) at a price of $1
per option contract may be represented in the trading crowd by a
Floor Broker or by a Market Maker or provided in response to a
request by a Trading Official, a Floor Broker or a Market Maker, but
must yield priority to all resting orders in the Cabinet (those
orders held by the Trading Official, and which resting cabinet
orders may be closing only). So long as both the buyer and the
seller yield to orders resting in the cabinet book, opening cabinet
bids can trade with opening cabinet offers at $1 per option
contract.
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Current Rule 6.80 provides for both manual and electronic cabinet
trading--with manual cabinet trading pursuant to Rule 6.80(b) and
electronic cabinet trading pursuant to Rule 6.80(c). Rule 6.80(b)(3)
expressly provides that the split-price priority provisions otherwise
applicable to open outcry trading pursuant to Rule 6.75(f) do not apply
to open outcry trading in cabinet trades. Because split-price priority
provisions are only applicable to open outcry trading, 6.80(c), which
governs electronic trading of cabinet trading, does not include this
provision.
The Exchange believes that split-price priority provisions should
apply to open outcry cabinet trading, and that the existing restriction
unnecessarily limits the ability of market participants to manually
trade cabinet orders on the floor. The current restriction
unnecessarily restricts business by not making available certain prices
which are available on other exchanges. Split-price priority in open
outcry trading of cabinet trades provides an extra incentive for market
participants to both price improve and facilitate the efficient trading
of options contracts that are worthless or not actively trading. The
Exchange notes that neither CBOE nor PHLX have a similar restriction on
cabinet trades, and allow for split-price priority for cabinet trades
on the trading floor.\5\ In addition, NYSE MKT recently filed for
immediate effectiveness a proposed rule change to allow split-price
priority for open outcry trading of cabinet trades.\6\
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\5\ See CBOE Rules 6.54 and 6.47; PHLX Rule 1059. CBOE and PHLX
both conduct their cabinet trading via open out-cry. Split-price
priority is available for open out-cry trading on both CBOE and
PHLX, with no restriction for cabinet trades.
\6\ See Securities Exchange Act Release No. 68128 (November 1,
2012), 77 FR 68186 (November 15, 2012) [sic] (SR-NYSEMKT-2012-55).
See also NYSE MKT Rule 968NY.
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Accordingly, the Exchange therefore proposes to delete the language
from Rule 6.80(3) that states that the split-price priority provisions
of 6.75(h) shall not apply. The Exchange believes that providing market
participants the ability to have split-price priority when trading
cabinet orders in open outcry will help facilitate the trading of
options positions that are worthless or not actively traded. The
Exchange believes that the proposal should lead to more aggressive
quoting by trading crowd participants on the floor, which in turn could
lead to better executions. A trading crowd participant might be willing
to trade at a better price for a portion of an order if they were
assured of trading with the balance of the order at the next price
increment. As a result, Floor Brokers representing orders in the
trading crowd might receive better-priced executions. The Exchange
notes that cabinet trades are infrequent in nature and that, even
though the Exchange Rules provide that cabinet trades may be traded
electronically, the Exchange has not designated any options issues to
trade electronically pursuant to Rule 6.80, because market participants
have never requested to do so. Thus, the fact that split-price priority
is available for manual and not electronic, will have no impact on
ongoing electronic cabinet trading.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with Section 6(b) of the Securities Exchange Act of 1934 (the
``Act''),\7\ in general, and furthers the objectives of Section 6(b)(5)
of the Act,\8\ in particular, in that it is designed to promote just
and equitable principles of trade, remove impediments to and perfect
the mechanisms of a free and open market and a national market system
and, in general, to protect investors and the public interest.
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\7\ 15 U.S.C. 78f(b).
\8\ 15 U.S.C. 78f(b)(5).
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The Exchange believes that allowing for the split-pricing priority
provisions to apply to open outcry trading of cabinet trades will
better facilitate the trading of options contracts that are worthless
or not actively traded. The proposed change is designed to promote just
and equitable principles of trade, remove impediments to and perfect
the mechanisms of a free and open market and a national market system,
by aligning the Exchange's Rules with the rules on other options
exchanges that conduct manual cabinet trading.
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.
Self-Regulatory Organization's Statement on Comment 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 significantly
affect the protection of investors or the public interest, does not
impose any significant burden on competition, and, by its terms, does
not become operative for 30 days from the date on which it was filed,
or such shorter time as the Commission may designate, it has become
effective pursuant to Section 19(b)(3)(A) of the Act \9\ and Rule 19b-
4(f)(6) thereunder.\10\
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\9\ 15 U.S.C. 78s(b)(3)(A).
\10\ 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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At any time within 60 days of the filing of such proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act.
[[Page 74249]]
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-NYSEARCA-2012-136 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.
All submissions should refer to File Number SR-NYSEARCA-2012-136. 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 NYSE Arca. 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-NYSEARCA-2012-136 and should
be submitted on or before January 3, 2013.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\11\
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\11\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-30047 Filed 12-12-12; 8:45 am]
BILLING CODE 8011-01-P