Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Extend a Pilot Program Related to Rule 3312, Entitled “Clearly Erroneous Transactions”, 9436-9438 [2013-02800]
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Federal Register / Vol. 78, No. 27 / Friday, February 8, 2013 / Notices
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Dated: February 4, 2013.
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–02852 Filed 2–7–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–68820; File No. SR–PHLX–
2013–12]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Extend a
Pilot Program Related to Rule 3312,
Entitled ‘‘Clearly Erroneous
Transactions’’
sroberts on DSK5SPTVN1PROD with NOTICES
February 1, 2013.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 2 thereunder,
notice is hereby given that on January
31, 2013, NASDAQ OMX PHLX LLC
(‘‘Phlx’’ or ‘‘Exchange’’) 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
1 15
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
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17:23 Feb 07, 2013
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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 is filing with the
Commission a proposal to extend a pilot
program related to Rule 3312, entitled
‘‘Clearly Erroneous Transactions.’’ The
Exchange also proposes to adopt new
paragraph (g) to Rule 3312 in
connection with the upcoming
operation of the Plan to Address
Extraordinary Market Volatility
Pursuant to Rule 608 of Regulation NMS
under the Act (the ‘‘Limit Up-Limit
Down Plan’’ or ‘‘Plan’’).3
The text of the proposed rule change
is available on the Exchange’s Web site
at https://
nasdaqomxphlx.cchwallstreet.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
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange 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 purpose of this filing is to extend
the effectiveness of the Exchange’s
current rule applicable to Clearly
Erroneous Transactions and to adopt
new paragraph (g) to Rule 3312 in
connection with upcoming operation of
the Limit Up-Limit Down Plan.
Proposal To Extend Pilot
Portions of Rule 3312, explained in
further detail below, are currently
operating as a pilot program set to
expire on February 4, 2013.4 The
3 See Securities Exchange Act Release No. 67091
(May 31, 2012), 77 FR 33498 (June 6, 2012) (the
‘‘Limit Up-Limit Down Release’’).
4 See Securities Exchange Act Release No. 67538
(July 30, 2012), 77 FR 46548 (August 3, 2012) (SR–
PHLX–2012–100).
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Fmt 4703
Sfmt 4703
Exchange proposes to extend the pilot
program to September 30, 2013.
On September 10, 2010, the
Commission approved, on a pilot basis,
changes to Exchange Rule 3312 to
provide for uniform treatment: (1) Of
clearly erroneous transaction reviews in
multi-stock events involving twenty or
more securities; and (2) in the event
transactions occur that result in the
issuance of an individual stock trading
pause by the primary market and
subsequent transactions that occur
before the trading pause is in effect on
the Exchange.5 The Exchange also
adopted additional changes to Rule
3312 that reduced the ability of the
Exchange to deviate from the objective
standards set forth in Rule 3312.6 The
Exchange believes the benefits to market
participants from the more objective
clearly erroneous transactions rule
should continue on a pilot basis through
September 30, 2013, which is the date
that the Exchange anticipates that the
phased implementation of the Limit UpLimit Down Plan will be complete. As
explained in further detail below,
although the Limit Up-Limit Down Plan
is intended to prevent transactions that
would need to be nullified as clearly
erroneous, the Exchange believes that
certain protections should be
maintained while the industry gains
initial experience operating with the
Limit Up-Limit Down Plan, including
the provisions of Rule 3312 that
currently operate as a pilot.
Proposed Limit Up-Limit Down
Provision to Rule 3312
The Exchange proposes to adopt new
paragraph (g) to Rule 3312, to provide
that the existing provisions of Rule 3312
will continue to apply to all Exchange
transactions, including transactions in
securities subject to the Plan, other than
as set forth in proposed paragraph (g).
Accordingly, other than as proposed
below, the Exchange proposes to
maintain and continue to apply the
Clearly Erroneous Transaction standards
in the same way that it does today.
Notably, this means that the Exchange
might nullify transactions that occur
within the price bands disseminated
pursuant to the Limit Up-Limit Down
Plan to the extent such transactions
qualify as clearly erroneous under
existing criteria. As an example, assume
that a Tier 1 security pursuant to the
Plan has a reference price pursuant to
both the Plan and Rule 3312 of $100.00.
The lower pricing band under the Plan
5 See Securities Exchange Act Release No. 63491
(December 9, 2010), 75 FR 78297 (December 15,
2010) (SR–PHLX–2010–173).
6 Id.
E:\FR\FM\08FEN1.SGM
08FEN1
sroberts on DSK5SPTVN1PROD with NOTICES
Federal Register / Vol. 78, No. 27 / Friday, February 8, 2013 / Notices
would be $95.00 and the upper pricing
band under the Plan would be $105.00.
An execution could occur on the
Exchange in this security at $96.00, as
this is within the Plan’s pricing bands.
However, if subjected to review as
potentially clearly erroneous, the
Exchange would nullify an execution at
$96.00 as clearly erroneous because it
exceeds the 3% threshold that is in
place pursuant to Rule 3312(a)(2)(C)(i)
for securities priced above $50.00 (i.e.,
with a reference price of $100.00, any
transactions at or below $97.00 or above
$103.00 could be nullified as clearly
erroneous). Accordingly, this proposal
maintains the status quo with respect to
reviews of Clearly Erroneous
Transactions and the application of
objective numerical guidelines by the
Exchange. The proposal does not
increase the discretion afforded to the
Exchange in connection with reviews of
Clearly Erroneous Transactions.
The Limit Up-Limit Down Plan is
designed to prevent executions from
occurring outside of dynamic price
bands disseminated to the public by the
single plan processor as defined in the
Limit Up-Limit Down Plan.7 The
possibility remains that the Exchange
could experience a technology or
systems problem with respect to the
implementation of the price bands
disseminated pursuant to the Plan. To
address such possibilities, the Exchange
proposes to adopt language to make
clear that if an Exchange technology or
systems issue results in any transaction
occurring outside of the price bands
disseminated pursuant to the Plan, a
Senior Official of the Exchange, acting
on his or her own motion or at the
request of a third party, shall review and
declare any such trades null and void.
Absent extraordinary circumstances,
any such action of the Senior Official of
the Exchange shall be taken in a timely
fashion, generally within thirty (30)
minutes of the detection of the
erroneous transaction. When
extraordinary circumstances exist, any
such action of the Senior Official of the
Exchange must be taken by no later than
the start of Regular Trading Hours 8 on
the trading day following the date on
which the execution(s) under review
occurred. Although the Exchange will
act as promptly as possible and the
proposed objective standard (i.e.,
whether an execution occurred outside
the band) should make it feasible to
quickly make a determination, there
may be circumstances in which
additional time may be needed for
Limit Up-Limit Down Release, supra note 3.
Trading Hours commence at 9:30 a.m.
Eastern Time. See Exchange Rule 3312(a)(2)(B).
verification of facts or coordination with
outside parties, including the single
plan processor responsible for
disseminating the price bands and other
market centers. Accordingly, the
Exchange believes it necessary to
maintain some flexibility to make a
determination outside of the thirty (30)
minute guideline. In addition, the
Exchange proposes that a transaction
that is nullified pursuant to new
paragraph (g) would be appealable in
accordance with the provisions of Rule
3312(c). In addition, the Exchange
proposes to make clear that in the event
that a single plan processor experiences
a technology or systems problem that
prevents the dissemination of price
bands, the Exchange would make the
determination of whether to nullify
transactions based on Rule 3312(a)–(f).
The Exchange believes that cancelling
trades that occur outside of the price
bands disseminated pursuant to the
Plan is consistent with the purpose and
intent of the Plan, as such transactions
are not intended to occur in the first
place. If transactions do occur outside of
the price bands and no exception
applies—which necessarily would be
caused by a technology or systems
issue—then the Exchange believes the
appropriate result is to nullify such
transactions.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with the
requirements of the Act and the rules
and regulations thereunder that are
applicable to a national securities
exchange, and, in particular, with the
requirements of Section 6(b) of the Act.9
In particular, the proposal is consistent
with Section 6(b)(5) of the Act,10
because it would promote just and
equitable principles of trade, remove
impediments to, and perfect the
mechanism of, a free and open market
and a national market system. The
Exchange believes that the pilot
program promotes just and equitable
principles of trade in that it promotes
transparency and uniformity across
markets concerning review of
transactions as clearly erroneous. More
specifically, the Exchange believes that
the extension of the pilot would help
assure that the determination of whether
a clearly erroneous trade has occurred
will be based on clear and objective
criteria, and that the resolution of the
incident will occur promptly through a
transparent process. The proposed rule
change would also help assure
consistent results in handling erroneous
7 See
8 Regular
VerDate Mar<15>2010
17:23 Feb 07, 2013
Jkt 229001
9 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
trades across the U.S. markets, thus
furthering fair and orderly markets, the
protection of investors and the public
interest. Although the Limit Up-Limit
Down Plan will be operational during
the same time period as the proposed
extended pilot, the Exchange believes
that maintaining the pilot for at least
through the phased implementation of
the Plan is operational will help to
protect against unanticipated
consequences. To that end, the
extension will allow the Exchange to
determine whether Rule 3312 is
necessary once the Plan is operational
and, if so, whether improvements can be
made. Further, the Exchange believes it
consistent with the protection of
investors and the public interest to
adopt objective criteria to nullify
transactions that occur outside of the
Plan’s price bands when such
transactions should not have been
executed but were due to a systems or
technology issue.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change implicates any
competitive issues. To the contrary, the
Exchange believes that FINRA and other
national securities exchanges are also
filing similar proposals, and thus, that
the proposal will help to ensure
consistent rules across market centers.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the proposed rule change
does not (i) significantly affect the
protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate if
consistent with the protection of
investors and the public interest, the
proposed rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 11 and Rule 19b–4(f)(6)(iii)
thereunder.12
11 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6)(iii). As required under
Rule 19b–4(f)(6)(iii), the Exchange provided the
Commission with written notice of its intent to file
the proposed rule change, along with a brief
description and the text of the proposed rule
change, at least five business days prior to the date
12 17
10 15
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Federal Register / Vol. 78, No. 27 / Friday, February 8, 2013 / Notices
The Exchange has asked the
Commission to waive the 30-day
operative delay so that the proposal may
become operative immediately upon
filing. The Commission believes that
waiving the 30-day operative delay is
consistent with the protection of
investors and the public interest, as it
will allow the pilot program to continue
uninterrupted, thereby avoiding the
investor confusion that could result
from a temporary interruption in the
pilot program. For this reason, the
Commission designates the proposed
rule change to be operative upon
filing.13
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
sroberts on DSK5SPTVN1PROD with NOTICES
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–PHLX–2013–12 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–PHLX–2013–12. 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
of filing of the proposed rule change, or such
shorter time as designated by the Commission.
13 For purposes only of waiving the 30-day
operative delay, the Commission has also
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
VerDate Mar<15>2010
17:23 Feb 07, 2013
Jkt 229001
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 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 offices 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–PHLX–
2013–12, and should be submitted on or
before March 1, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–02800 Filed 2–7–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–68819; File No. SR–
NASDAQ–2013–022]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
a Proposed Rule Change To Extend a
Pilot Program Related to Rule 11890,
Entitled ‘‘Clearly Erroneous
Transactions’’
February 1, 2013.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 2 thereunder,
notice is hereby given that on January
31, 2013, The NASDAQ Stock Market
LLC (‘‘NASDAQ’’ or ‘‘Exchange’’) 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 NASDAQ. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
14 17
CFR 200.30–3(a)(12).
15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1
PO 00000
Frm 00082
Fmt 4703
Sfmt 4703
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
NASDAQ is filing with the
Commission a proposal to extend a pilot
program related to Rule 11890, entitled
‘‘Clearly Erroneous Transactions.’’ The
Exchange also proposes to adopt new
paragraph (g) to Rule 11890 in
connection with the upcoming
operation of the Plan to Address
Extraordinary Market Volatility
Pursuant to Rule 608 of Regulation NMS
under the Act (the ‘‘Limit Up-Limit
Down Plan’’ or ‘‘Plan’’).3
The text of the proposed rule change
is available from NASDAQ’s Web site at
https://nasdaq.cchwallstreet.com, at
NASDAQ’s principal office, 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,
NASDAQ 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.
NASDAQ 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 purpose of this filing is to extend
the effectiveness of the Exchange’s
current rule applicable to Clearly
Erroneous Transactions and to adopt
new paragraph (g) to Rule 11890 in
connection with upcoming operation of
the Limit Up-Limit Down Plan.
Proposal To Extend Pilot
Portions of Rule 11890, explained in
further detail below, are currently
operating as a pilot program set to
expire on February 4, 2013.4 The
Exchange proposes to extend the pilot
program to September 30, 2013.
On September 10, 2010, the
Commission approved, on a pilot basis,
changes to NASDAQ Rule 11890 to
provide for uniform treatment: (1) Of
3 See Securities Exchange Act Release No. 67091
(May 31, 2012), 77 FR 33498 (June 6, 2012) (the
‘‘Limit Up-Limit Down Release’’).
4 See Securities Exchange Act Release No. 67536
(July 30, 2012), 77 FR 46541 (August 3, 2012) (SR–
NASDAQ–2012–091).
E:\FR\FM\08FEN1.SGM
08FEN1
Agencies
[Federal Register Volume 78, Number 27 (Friday, February 8, 2013)]
[Notices]
[Pages 9436-9438]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-02800]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-68820; File No. SR-PHLX-2013-12]
Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change To Extend a
Pilot Program Related to Rule 3312, Entitled ``Clearly Erroneous
Transactions''
February 1, 2013.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act''),\1\ and Rule 19b-4 \2\ thereunder, notice is hereby given
that on January 31, 2013, NASDAQ OMX PHLX LLC (``Phlx'' or
``Exchange'') 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 is filing with the Commission a proposal to extend a
pilot program related to Rule 3312, entitled ``Clearly Erroneous
Transactions.'' The Exchange also proposes to adopt new paragraph (g)
to Rule 3312 in connection with the upcoming operation of the Plan to
Address Extraordinary Market Volatility Pursuant to Rule 608 of
Regulation NMS under the Act (the ``Limit Up-Limit Down Plan'' or
``Plan'').\3\
---------------------------------------------------------------------------
\3\ See Securities Exchange Act Release No. 67091 (May 31,
2012), 77 FR 33498 (June 6, 2012) (the ``Limit Up-Limit Down
Release'').
---------------------------------------------------------------------------
The text of the proposed rule change is available on the Exchange's
Web site at https://nasdaqomxphlx.cchwallstreet.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 Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange 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 purpose of this filing is to extend the effectiveness of the
Exchange's current rule applicable to Clearly Erroneous Transactions
and to adopt new paragraph (g) to Rule 3312 in connection with upcoming
operation of the Limit Up-Limit Down Plan.
Proposal To Extend Pilot
Portions of Rule 3312, explained in further detail below, are
currently operating as a pilot program set to expire on February 4,
2013.\4\ The Exchange proposes to extend the pilot program to September
30, 2013.
---------------------------------------------------------------------------
\4\ See Securities Exchange Act Release No. 67538 (July 30,
2012), 77 FR 46548 (August 3, 2012) (SR-PHLX-2012-100).
---------------------------------------------------------------------------
On September 10, 2010, the Commission approved, on a pilot basis,
changes to Exchange Rule 3312 to provide for uniform treatment: (1) Of
clearly erroneous transaction reviews in multi-stock events involving
twenty or more securities; and (2) in the event transactions occur that
result in the issuance of an individual stock trading pause by the
primary market and subsequent transactions that occur before the
trading pause is in effect on the Exchange.\5\ The Exchange also
adopted additional changes to Rule 3312 that reduced the ability of the
Exchange to deviate from the objective standards set forth in Rule
3312.\6\ The Exchange believes the benefits to market participants from
the more objective clearly erroneous transactions rule should continue
on a pilot basis through September 30, 2013, which is the date that the
Exchange anticipates that the phased implementation of the Limit Up-
Limit Down Plan will be complete. As explained in further detail below,
although the Limit Up-Limit Down Plan is intended to prevent
transactions that would need to be nullified as clearly erroneous, the
Exchange believes that certain protections should be maintained while
the industry gains initial experience operating with the Limit Up-Limit
Down Plan, including the provisions of Rule 3312 that currently operate
as a pilot.
---------------------------------------------------------------------------
\5\ See Securities Exchange Act Release No. 63491 (December 9,
2010), 75 FR 78297 (December 15, 2010) (SR-PHLX-2010-173).
\6\ Id.
---------------------------------------------------------------------------
Proposed Limit Up-Limit Down Provision to Rule 3312
The Exchange proposes to adopt new paragraph (g) to Rule 3312, to
provide that the existing provisions of Rule 3312 will continue to
apply to all Exchange transactions, including transactions in
securities subject to the Plan, other than as set forth in proposed
paragraph (g). Accordingly, other than as proposed below, the Exchange
proposes to maintain and continue to apply the Clearly Erroneous
Transaction standards in the same way that it does today. Notably, this
means that the Exchange might nullify transactions that occur within
the price bands disseminated pursuant to the Limit Up-Limit Down Plan
to the extent such transactions qualify as clearly erroneous under
existing criteria. As an example, assume that a Tier 1 security
pursuant to the Plan has a reference price pursuant to both the Plan
and Rule 3312 of $100.00. The lower pricing band under the Plan
[[Page 9437]]
would be $95.00 and the upper pricing band under the Plan would be
$105.00. An execution could occur on the Exchange in this security at
$96.00, as this is within the Plan's pricing bands. However, if
subjected to review as potentially clearly erroneous, the Exchange
would nullify an execution at $96.00 as clearly erroneous because it
exceeds the 3% threshold that is in place pursuant to Rule
3312(a)(2)(C)(i) for securities priced above $50.00 (i.e., with a
reference price of $100.00, any transactions at or below $97.00 or
above $103.00 could be nullified as clearly erroneous). Accordingly,
this proposal maintains the status quo with respect to reviews of
Clearly Erroneous Transactions and the application of objective
numerical guidelines by the Exchange. The proposal does not increase
the discretion afforded to the Exchange in connection with reviews of
Clearly Erroneous Transactions.
The Limit Up-Limit Down Plan is designed to prevent executions from
occurring outside of dynamic price bands disseminated to the public by
the single plan processor as defined in the Limit Up-Limit Down
Plan.\7\ The possibility remains that the Exchange could experience a
technology or systems problem with respect to the implementation of the
price bands disseminated pursuant to the Plan. To address such
possibilities, the Exchange proposes to adopt language to make clear
that if an Exchange technology or systems issue results in any
transaction occurring outside of the price bands disseminated pursuant
to the Plan, a Senior Official of the Exchange, acting on his or her
own motion or at the request of a third party, shall review and declare
any such trades null and void. Absent extraordinary circumstances, any
such action of the Senior Official of the Exchange shall be taken in a
timely fashion, generally within thirty (30) minutes of the detection
of the erroneous transaction. When extraordinary circumstances exist,
any such action of the Senior Official of the Exchange must be taken by
no later than the start of Regular Trading Hours \8\ on the trading day
following the date on which the execution(s) under review occurred.
Although the Exchange will act as promptly as possible and the proposed
objective standard (i.e., whether an execution occurred outside the
band) should make it feasible to quickly make a determination, there
may be circumstances in which additional time may be needed for
verification of facts or coordination with outside parties, including
the single plan processor responsible for disseminating the price bands
and other market centers. Accordingly, the Exchange believes it
necessary to maintain some flexibility to make a determination outside
of the thirty (30) minute guideline. In addition, the Exchange proposes
that a transaction that is nullified pursuant to new paragraph (g)
would be appealable in accordance with the provisions of Rule 3312(c).
In addition, the Exchange proposes to make clear that in the event that
a single plan processor experiences a technology or systems problem
that prevents the dissemination of price bands, the Exchange would make
the determination of whether to nullify transactions based on Rule
3312(a)-(f).
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\7\ See Limit Up-Limit Down Release, supra note 3.
\8\ Regular Trading Hours commence at 9:30 a.m. Eastern Time.
See Exchange Rule 3312(a)(2)(B).
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The Exchange believes that cancelling trades that occur outside of
the price bands disseminated pursuant to the Plan is consistent with
the purpose and intent of the Plan, as such transactions are not
intended to occur in the first place. If transactions do occur outside
of the price bands and no exception applies--which necessarily would be
caused by a technology or systems issue--then the Exchange believes the
appropriate result is to nullify such transactions.
2. Statutory Basis
The Exchange believes that its proposal is consistent with the
requirements of the Act and the rules and regulations thereunder that
are applicable to a national securities exchange, and, in particular,
with the requirements of Section 6(b) of the Act.\9\ In particular, the
proposal is consistent with Section 6(b)(5) of the Act,\10\ because it
would promote just and equitable principles of trade, remove
impediments to, and perfect the mechanism of, a free and open market
and a national market system. The Exchange believes that the pilot
program promotes just and equitable principles of trade in that it
promotes transparency and uniformity across markets concerning review
of transactions as clearly erroneous. More specifically, the Exchange
believes that the extension of the pilot would help assure that the
determination of whether a clearly erroneous trade has occurred will be
based on clear and objective criteria, and that the resolution of the
incident will occur promptly through a transparent process. The
proposed rule change would also help assure consistent results in
handling erroneous trades across the U.S. markets, thus furthering fair
and orderly markets, the protection of investors and the public
interest. Although the Limit Up-Limit Down Plan will be operational
during the same time period as the proposed extended pilot, the
Exchange believes that maintaining the pilot for at least through the
phased implementation of the Plan is operational will help to protect
against unanticipated consequences. To that end, the extension will
allow the Exchange to determine whether Rule 3312 is necessary once the
Plan is operational and, if so, whether improvements can be made.
Further, the Exchange believes it consistent with the protection of
investors and the public interest to adopt objective criteria to
nullify transactions that occur outside of the Plan's price bands when
such transactions should not have been executed but were due to a
systems or technology issue.
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\9\ 15 U.S.C. 78f(b).
\10\ 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
implicates any competitive issues. To the contrary, the Exchange
believes that FINRA and other national securities exchanges are also
filing similar proposals, and thus, that the proposal will help to
ensure consistent rules across market centers.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were either solicited or received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the proposed rule change does not (i) significantly affect
the protection of investors or the public interest; (ii) impose any
significant burden on competition; and (iii) become operative for 30
days from the date on which it was filed, or such shorter time as the
Commission may designate if consistent with the protection of investors
and the public interest, the proposed rule change has become effective
pursuant to Section 19(b)(3)(A) of the Act \11\ and Rule 19b-
4(f)(6)(iii) thereunder.\12\
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\11\ 15 U.S.C. 78s(b)(3)(A).
\12\ 17 CFR 240.19b-4(f)(6)(iii). As required under Rule 19b-
4(f)(6)(iii), the Exchange provided the Commission with written
notice of its intent to file the proposed rule change, along with a
brief description and the 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.
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[[Page 9438]]
The Exchange has asked the Commission to waive the 30-day operative
delay so that the proposal may become operative immediately upon
filing. The Commission believes that waiving the 30-day operative delay
is consistent with the protection of investors and the public interest,
as it will allow the pilot program to continue uninterrupted, thereby
avoiding the investor confusion that could result from a temporary
interruption in the pilot program. For this reason, the Commission
designates the proposed rule change to be operative upon filing.\13\
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\13\ For purposes only of waiving the 30-day operative delay,
the Commission has also considered the proposed rule's impact on
efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
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At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-PHLX-2013-12 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-PHLX-2013-12. 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 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 offices 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-PHLX-2013-12, and should be submitted on or before March
1, 2013.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
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\14\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-02800 Filed 2-7-13; 8:45 am]
BILLING CODE 8011-01-P