Self-Regulatory Organizations; NYSE MKT LLC; Notice of Filing of Amendment No. 1 and Order Granting Accelerated Approval of Proposed Rule Change, as Modified by Amendment No. 1, Amending Rule 975NY In Part and Adding a New Section To Address Errors That Involve Complex Orders, 31619-31621 [2013-12405]
Download as PDF
Federal Register / Vol. 78, No. 101 / Friday, May 24, 2013 / 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–NASDAQ–2013–077 on the
subject line.
Paper Comments
mstockstill on DSK4VPTVN1PROD with NOTICES
• 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–NASDAQ–2013–077. 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
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–NASDAQ–2013–077, and
should be submitted on or before June
14, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–12407 Filed 5–23–13; 8:45 am]
BILLING CODE 8011–01–P
10 17
CFR 200.30–3(a)(12).
VerDate Mar<15>2010
21:14 May 23, 2013
Jkt 229001
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–69608; File No. SR–
NYSEMKT–2013–12]
Self-Regulatory Organizations; NYSE
MKT LLC; Notice of Filing of
Amendment No. 1 and Order Granting
Accelerated Approval of Proposed
Rule Change, as Modified by
Amendment No. 1, Amending Rule
975NY In Part and Adding a New
Section To Address Errors That
Involve Complex Orders
May 20, 2013.
I. Introduction
On February 1, 2013, NYSE MKT LLC
(‘‘NYSE MKT’’ or the ‘‘Exchange’’) filed
with the Securities and Exchange
Commission (‘‘Commission’’), pursuant
to Section 19(b)(1) of the Securities
Exchange Act of 1934 (‘‘Act’’) 1 and Rule
19b–4 thereunder,2 a proposed rule
change to amend the Exchange’s
Obvious Error Rule in part and add a
new section to address errors that
involve Complex Orders. The proposed
rule change was published for comment
in the Federal Register on February 21,
2013.3 The Commission received no
comment letters on the proposal. On
April 23, 2013, the Exchange filed
Amendment No. 1 to the proposed rule
change.4
The Commission is publishing this
notice to solicit comments on
Amendment No. 1 from interested
persons and is approving the proposed
rule change, as modified by Amendment
No. 1, on an accelerated basis.
II. Description of Proposal
The Exchange proposes several
changes to its Obvious Error Rule, Rule
975NY. First, the Exchange is proposing
to change the portion of the rule that
addresses errors in series with zero or
no bid. Specifically, the Exchange
proposes replacing reference to ‘‘series
quoted no bid on the Exchange’’ with
‘‘series where the NBBO bid is zero.’’
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 Securities Exchange Act Release No. 68926
(February 14, 2013), 78 FR 12123 (‘‘Notice’’).
4 In Amendment No. 1, the Exchange proposed to
modify Rule 975NY to provide that the proposed
changes to Rule 975NY(b)(1) extending to thirty
minutes the time for which a Customer must notify
the Exchange that it participated in a transaction
that may be subject to adjustment or nullification
pursuant to provisions of the Obvious Error Rule
shall not apply to Professional Customers, as
defined by Rule 900.2NY(18A), and to add a
corresponding internal reference to Rule
900.2NY(18A) that specifies that Professional
Customers will be treated in the same manner as a
Broker/Dealer (or non-Customer) for purposes of the
Obvious Error Rule.
2 17
PO 00000
Frm 00105
Fmt 4703
Sfmt 4703
31619
The Exchange believes that this change
ensures consistency with other relevant
parts of the rule.
Second, the Exchange proposes to
increase the amount of time in which
Market Makers are required to notify the
Exchange in order to have transactions
reviewed under Rule 975NY. Under the
proposal, the time would increase from
five minutes to ten minutes. The
Exchange represents that this additional
time accommodates the potential need
for Market Makers to potentially call
multiple exchanges to have transactions
reviewed.
Third, the Exchange proposes to
extend the time ATP Holders acting as
agent for a Customer 5 have to notify the
Exchange of a potential error from
twenty minutes to thirty minutes. Under
the proposed rule, however, the time
extension would not apply to ATP
Holders acting as agent for Professional
Customers.6 The Exchange states that
because Customers are far removed from
the execution of the trade, it believes
that it is appropriate to give Customers
more time for their requests for review
to pass from their broker-dealer to the
Exchange. In contrast, the Exchange
notes that other market participants,
such as firms, non-member Market
Makers, and Professional Customers,
tend to route their own order flow
directly to the Exchange and are not as
far removed from the actual execution.
The Exchange further explains that it is
fairly common for broker-dealers that
receive a Customer order to route that
order to another broker-dealer that uses
a router that evaluates best execution
factors to determine where to ultimate
route the order. In these situations, if a
Customer chooses to request an Obvious
Error review, Customers may need more
than 20 minutes for their requests for
review to reach the Exchange. The
Exchange acknowledges that extending
the notification period can increase the
uncertainty of the standing of the trade,
however, it believes that such
uncertainty will be limited to trades that
are so outside the bounds of normal
trading that they might qualify for
Obvious Error treatment.
Finally, the Exchange is proposing to
add a new section to Rule 975NY to
5 Under NYSEMKT Rule 900.2NY(18)
‘‘Customer’’ means an individual or organization
that is not a Broker/Dealer; when not capitalized,
‘‘customer’’ refers to any individual or organization
whose order is being represented, including a
Broker/Dealer.
6 See Amendment No. 1, supra note 4. Under
NYSEMKT Rule 900.2NY(18A) ‘‘Professional
Customer’’ means individual or organization that (i)
is not a Broker/Dealer in securities, and (ii) places
more than 390 orders in listed options per day on
average during a calendar month for its own
beneficial account(s).
E:\FR\FM\24MYN1.SGM
24MYN1
mstockstill on DSK4VPTVN1PROD with NOTICES
31620
Federal Register / Vol. 78, No. 101 / Friday, May 24, 2013 / Notices
address Complex Orders in the Obvious
Error context, as its current rule is silent
on how such Complex Orders are
handled. According to the Exchange,
Complex Orders are often used by
market participants to enter positions
known as spreads that entail limited
risk relative to an outright naked sale of
a put or call. The Exchange believes that
the best approach for dealing with
Complex Orders in the Obvious Error
context is to preserve the spread
whenever possible to mitigate the risk of
such trades. Therefore, in the situation
where a Complex Order trades with
another Complex Order in the Complex
Order Book, and one of the legs qualifies
for Obvious Error treatment under Rule
975NY, then all legs of the Complex
Order will be busted unless both parties
mutually agree to an adjustment price.
The Exchange also believes that it is
appropriate not to permit Obvious Error
treatment in situations where the only
error in the trade occurred in a no-bid
series. Therefore, in situations where a
Complex Order trades with another
Complex Order in the Complex Order
Book where one leg qualifies for the nobid provision of Rule 975NY, the trade
will stand as executed, unless both
parties to the trade mutually agree
otherwise. The Exchange believes that
this provision will prevent
manipulation and a potential increase in
nullified trades, particularly because it
prevents parties from being able to enter
a spread price slightly away from the
market, thus increasing the chance that
one of the legs will qualify for no-bid
treatment, and providing the party
entering the order with a window of
time to evaluate the market and decide
if it would be to its benefit to nullify the
trade.
Finally, the Exchange is codifying its
current practice for handling situations
in which a Complex Order trades with
individual orders or quotes in the
Consolidated Book. Pursuant to the
proposed rule, each executed leg will be
reviewed separately under Rule 975NY.
The Exchange notes that while it prefers
to avoid the partial execution of a
Complex Order, pursuant to this
provision, it is possible that after a
Complex Order trade, only one leg
qualifies for Obvious Error treatment,
resulting in the residual position of a
single leg. The Exchange explains that is
will not seek to nullify a valid execution
in the Consolidated Order Book of an
ATP Holder who unknowingly
interacted with a leg of a Complex
Order.
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21:14 May 23, 2013
Jkt 229001
III. Discussion and Commission
Findings
After careful review, the Commission
finds that the proposed rule change, as
amended, is consistent with the
requirements of the Act7 and the rules
and regulations thereunder applicable to
a national securities exchange.8 In
particular, the Commission finds that
the proposed rule change, as amended,
is consistent with Section 6(b)(5) of the
Act,9 which requires, among other
things, that the Exchange’s rules be
designed to prevent fraudulent and
manipulative acts and practices, to
promote just and equitable principles of
trade, to foster cooperation and
coordination with persons engaged in
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.
The Exchange is replacing reference
to ‘‘series quoted no bid on the
Exchange’’ with ‘‘series where the
NBBO bid is zero’’ because it believes
that the NBBO provides greater accuracy
in determining the value of an option
because it takes into account interest
from participants across all markets, not
just those active on the Exchange. The
Exchange also believes that this change
will promote just and equitable
principles of trade by adding more
certainty and consistency to the
Exchange’s Obvious Error rule. This
consistency, according to the Exchange,
is important to help avoid investor
confusion.
The Exchange believes that the
change to increase the time limit for
Market Makers to request review of
transactions protects investors and the
public interest because it will ensure
they are comfortable meeting the
deadline, thereby allowing Market
Makers to continue to aggressively
provide liquidity in a transparent and
nondiscriminatory manner to all
participants. Further, the Exchange
notes that increasing the time limit for
ATP Holders acting as agent for
Customers (but not acting as agent for
Professional Customers) to request
review of transactions should give those
Customers that are not Professional
Customers sufficient time to request a
review for trades, which is also
consistent with investor protection and
furthering the public interest as it
7 15
U.S.C. 78f.
8 In approving this proposed rule change, the
Commission has considered the proposed rule’s
impact on efficiency, competition, and capital
formation. See 15 U.S.C. 78c(f).
9 15 U.S.C. 78f(b)(5).
PO 00000
Frm 00106
Fmt 4703
Sfmt 4703
allows those market participants
furthest removed from the point of
execution time to evaluate each trade
and have adequate time to notify the
Exchange of a potential error.
The Exchange believes that the
proposed rule changes that address the
handling of Complex Orders under the
Obvious Error rule are designed to
prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, and, in
general, to protect investors and the
public interest. The Exchange notes that
detailing the treatment of Complex
Orders involved in Obvious Errors
provides investors with greater
certainty. The Exchange also believes
that the best approach for dealing with
Complex Orders in the context of the
Obvious Error rule is to preserve the
spread whenever possible. Second, the
Exchange believes that preventing
market participants from busting trades
solely the result of a leg(s) of a Complex
Order executing in a no-bid series
furthers the protection of investors and
the public interest by preventing
potential abuse. Finally, the Exchange
believes that the proposed rule change
provides objective guidelines for the
determination of whether an obvious
price error has occurred, as it notes that
the determination of whether an
‘‘Obvious Error’’ has occurred should be
based on specific and objective criteria
and subjective to specific and objective
procedures.
The Commission notes that, in
approving past proposals relating to
Obvious Errors, it has emphasized the
importance of specific and objective
criteria to determine how and when to
nullify or adjust trades involving
Obvious Errors.10 The Commission
believes the changes that comprise this
current proposal further this objective.
For the reasons noted above, the
Commission finds that the proposed
rule change is consistent with Section
6(b)(5) of the Act,11 which requires,
among other things, that the Exchange’s
rules be designed to prevent fraudulent
and manipulative acts and practices, to
promote just and equitable principles of
trade, to foster cooperation and
coordination with persons engaged in
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
10 See, e.g., Securities Exchange Release Nos.
54228 (July 27, 2006), 71 FR 44066 (August 3, 2006)
(SR–CBOE–2006–14) and 58778 (October 14, 2008),
73 FR 62577 (October 21, 2008) (SR–CBOE–2008–
90) (both approving revisions to CBOE’s Obvious
Error Rules).
11 15 U.S.C. 78f(b)(5).
E:\FR\FM\24MYN1.SGM
24MYN1
Federal Register / Vol. 78, No. 101 / Friday, May 24, 2013 / Notices
V. Accelerated Approval of Proposed
Rule Change, as Modified by
Amendment No. 1
general, to protect investors and the
public interest.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether Amendment No. 1 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–NYSEMKT–2013–12 on the
subject line.
mstockstill on DSK4VPTVN1PROD with NOTICES
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–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, 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
publicly available. All submissions
should refer to File Number SR–
NYSEMKT–2013–12 and should be
submitted on or before June 14, 2013.
VerDate Mar<15>2010
21:14 May 23, 2013
Jkt 229001
As discussed above, Amendment No.
1 revised the proposed rule change with
respect to what types of entities would
benefit from the proposed time
extension for ATP Holders acting as
agent for Customers to notify the
Exchange of a potential error. The
proposed rule change increases such
time from twenty minutes to thirty
minutes. In Amendment No. 1, the
Exchange specifies that the extension
would not apply to Professional
Customers. The Commission believes
that the amendment addresses potential
concerns about whether the Exchange’s
justification for this proposed change
applies to Professional Customers. The
Exchange states that because Customers,
a broadly defined term in the
Exchange’s rules that includes
Professional Customers, are typically
further removed from the trade
execution and slower to receive
information about the status of their
orders and executions, it is appropriate
to afford them more time to notify the
Exchange of a potential error.
Professional Customers, however, are
frequent traders that are potentially
more likely to closely follow their trade
execution than other types of Customers
according to the Exchange. The
Exchange explained that Professional
Customers tend to route their own order
flow directly to the Exchange and are
not as far removed from the actual
execution. By revising the proposed rule
change to specify that the time
extension would not apply to
Professional Customers, the
Commission believes the Exchange has
adequately addressed this potential
inconsistency between the proposed
change and its justification.
Accordingly, the Commission also finds
good cause, pursuant to Section 19(b)(2)
of the Act,12 for approving the proposed
rule change, as modified by Amendment
No. 1, prior to the 30th day after the
date of publication of notice in the
Federal Register.
VI. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,13 that the
proposed rule change (SR–NYSEMKT–
2013–12), as modified by Amendment
No. 1, is hereby approved on an
accelerated basis.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–12405 Filed 5–23–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–69610; File No. SR–Phlx–
2013–54]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Amend Rule
3306 and Rule 3303 To Stipulate How
Participants in NASDAQ OMX PSX May
Modify Previously Entered Orders and
To Describe How Modified Orders Are
Processed
May 20, 2013.
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 May 10,
2013, NASDAQ OMX PHLX LLC
(‘‘Phlx’’ or ‘‘Exchange’’) 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 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
Rule 3306 (Entry and Display of Quotes
and Orders) and Rule 3303 (Short Sale
Price Test Pursuant to Rule 201 of
Regulation SHO) to stipulate how
Participants in NASDAQ OMX PSX
(‘‘PSX’’) may modify previously entered
orders and to describe how modified
orders are processed. The text of the
proposed rule change is below;
proposed new language is italicized,
and proposed deletions are in brackets.
3303. Short Sale Price Test Pursuant to
Rule 201 of Regulation SHO
(a)–(c) No change.
(d) Re-pricing of Orders during Short
Sale Period. Except as provided below,
[D]during the Short Sale Period, short
sale orders that are limited to the
national best bid or lower and short sale
market orders will be re-priced by the
14 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
12 15
U.S.C. 78s(b)(2).
13 15 U.S.C. 78s(b)(2).
PO 00000
Frm 00107
Fmt 4703
1 15
Sfmt 4703
31621
E:\FR\FM\24MYN1.SGM
24MYN1
Agencies
[Federal Register Volume 78, Number 101 (Friday, May 24, 2013)]
[Notices]
[Pages 31619-31621]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-12405]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-69608; File No. SR-NYSEMKT-2013-12]
Self-Regulatory Organizations; NYSE MKT LLC; Notice of Filing of
Amendment No. 1 and Order Granting Accelerated Approval of Proposed
Rule Change, as Modified by Amendment No. 1, Amending Rule 975NY In
Part and Adding a New Section To Address Errors That Involve Complex
Orders
May 20, 2013.
I. Introduction
On February 1, 2013, NYSE MKT LLC (``NYSE MKT'' or the
``Exchange'') filed with the Securities and Exchange Commission
(``Commission''), pursuant to Section 19(b)(1) of the Securities
Exchange Act of 1934 (``Act'') \1\ and Rule 19b-4 thereunder,\2\ a
proposed rule change to amend the Exchange's Obvious Error Rule in part
and add a new section to address errors that involve Complex Orders.
The proposed rule change was published for comment in the Federal
Register on February 21, 2013.\3\ The Commission received no comment
letters on the proposal. On April 23, 2013, the Exchange filed
Amendment No. 1 to the proposed rule change.\4\
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ Securities Exchange Act Release No. 68926 (February 14,
2013), 78 FR 12123 (``Notice'').
\4\ In Amendment No. 1, the Exchange proposed to modify Rule
975NY to provide that the proposed changes to Rule 975NY(b)(1)
extending to thirty minutes the time for which a Customer must
notify the Exchange that it participated in a transaction that may
be subject to adjustment or nullification pursuant to provisions of
the Obvious Error Rule shall not apply to Professional Customers, as
defined by Rule 900.2NY(18A), and to add a corresponding internal
reference to Rule 900.2NY(18A) that specifies that Professional
Customers will be treated in the same manner as a Broker/Dealer (or
non-Customer) for purposes of the Obvious Error Rule.
---------------------------------------------------------------------------
The Commission is publishing this notice to solicit comments on
Amendment No. 1 from interested persons and is approving the proposed
rule change, as modified by Amendment No. 1, on an accelerated basis.
II. Description of Proposal
The Exchange proposes several changes to its Obvious Error Rule,
Rule 975NY. First, the Exchange is proposing to change the portion of
the rule that addresses errors in series with zero or no bid.
Specifically, the Exchange proposes replacing reference to ``series
quoted no bid on the Exchange'' with ``series where the NBBO bid is
zero.'' The Exchange believes that this change ensures consistency with
other relevant parts of the rule.
Second, the Exchange proposes to increase the amount of time in
which Market Makers are required to notify the Exchange in order to
have transactions reviewed under Rule 975NY. Under the proposal, the
time would increase from five minutes to ten minutes. The Exchange
represents that this additional time accommodates the potential need
for Market Makers to potentially call multiple exchanges to have
transactions reviewed.
Third, the Exchange proposes to extend the time ATP Holders acting
as agent for a Customer \5\ have to notify the Exchange of a potential
error from twenty minutes to thirty minutes. Under the proposed rule,
however, the time extension would not apply to ATP Holders acting as
agent for Professional Customers.\6\ The Exchange states that because
Customers are far removed from the execution of the trade, it believes
that it is appropriate to give Customers more time for their requests
for review to pass from their broker-dealer to the Exchange. In
contrast, the Exchange notes that other market participants, such as
firms, non-member Market Makers, and Professional Customers, tend to
route their own order flow directly to the Exchange and are not as far
removed from the actual execution. The Exchange further explains that
it is fairly common for broker-dealers that receive a Customer order to
route that order to another broker-dealer that uses a router that
evaluates best execution factors to determine where to ultimate route
the order. In these situations, if a Customer chooses to request an
Obvious Error review, Customers may need more than 20 minutes for their
requests for review to reach the Exchange. The Exchange acknowledges
that extending the notification period can increase the uncertainty of
the standing of the trade, however, it believes that such uncertainty
will be limited to trades that are so outside the bounds of normal
trading that they might qualify for Obvious Error treatment.
---------------------------------------------------------------------------
\5\ Under NYSEMKT Rule 900.2NY(18) ``Customer'' means an
individual or organization that is not a Broker/Dealer; when not
capitalized, ``customer'' refers to any individual or organization
whose order is being represented, including a Broker/Dealer.
\6\ See Amendment No. 1, supra note 4. Under NYSEMKT Rule
900.2NY(18A) ``Professional Customer'' means individual or
organization that (i) is not a Broker/Dealer in securities, and (ii)
places more than 390 orders in listed options per day on average
during a calendar month for its own beneficial account(s).
---------------------------------------------------------------------------
Finally, the Exchange is proposing to add a new section to Rule
975NY to
[[Page 31620]]
address Complex Orders in the Obvious Error context, as its current
rule is silent on how such Complex Orders are handled. According to the
Exchange, Complex Orders are often used by market participants to enter
positions known as spreads that entail limited risk relative to an
outright naked sale of a put or call. The Exchange believes that the
best approach for dealing with Complex Orders in the Obvious Error
context is to preserve the spread whenever possible to mitigate the
risk of such trades. Therefore, in the situation where a Complex Order
trades with another Complex Order in the Complex Order Book, and one of
the legs qualifies for Obvious Error treatment under Rule 975NY, then
all legs of the Complex Order will be busted unless both parties
mutually agree to an adjustment price.
The Exchange also believes that it is appropriate not to permit
Obvious Error treatment in situations where the only error in the trade
occurred in a no-bid series. Therefore, in situations where a Complex
Order trades with another Complex Order in the Complex Order Book where
one leg qualifies for the no-bid provision of Rule 975NY, the trade
will stand as executed, unless both parties to the trade mutually agree
otherwise. The Exchange believes that this provision will prevent
manipulation and a potential increase in nullified trades, particularly
because it prevents parties from being able to enter a spread price
slightly away from the market, thus increasing the chance that one of
the legs will qualify for no-bid treatment, and providing the party
entering the order with a window of time to evaluate the market and
decide if it would be to its benefit to nullify the trade.
Finally, the Exchange is codifying its current practice for
handling situations in which a Complex Order trades with individual
orders or quotes in the Consolidated Book. Pursuant to the proposed
rule, each executed leg will be reviewed separately under Rule 975NY.
The Exchange notes that while it prefers to avoid the partial execution
of a Complex Order, pursuant to this provision, it is possible that
after a Complex Order trade, only one leg qualifies for Obvious Error
treatment, resulting in the residual position of a single leg. The
Exchange explains that is will not seek to nullify a valid execution in
the Consolidated Order Book of an ATP Holder who unknowingly interacted
with a leg of a Complex Order.
III. Discussion and Commission Findings
After careful review, the Commission finds that the proposed rule
change, as amended, is consistent with the requirements of the Act\7\
and the rules and regulations thereunder applicable to a national
securities exchange.\8\ In particular, the Commission finds that the
proposed rule change, as amended, is consistent with Section 6(b)(5) of
the Act,\9\ which requires, among other things, that the Exchange's
rules be designed to prevent fraudulent and manipulative acts and
practices, to promote just and equitable principles of trade, to foster
cooperation and coordination with persons engaged in 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.
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\7\ 15 U.S.C. 78f.
\8\ In approving this proposed rule change, the Commission has
considered the proposed rule's impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
\9\ 15 U.S.C. 78f(b)(5).
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The Exchange is replacing reference to ``series quoted no bid on
the Exchange'' with ``series where the NBBO bid is zero'' because it
believes that the NBBO provides greater accuracy in determining the
value of an option because it takes into account interest from
participants across all markets, not just those active on the Exchange.
The Exchange also believes that this change will promote just and
equitable principles of trade by adding more certainty and consistency
to the Exchange's Obvious Error rule. This consistency, according to
the Exchange, is important to help avoid investor confusion.
The Exchange believes that the change to increase the time limit
for Market Makers to request review of transactions protects investors
and the public interest because it will ensure they are comfortable
meeting the deadline, thereby allowing Market Makers to continue to
aggressively provide liquidity in a transparent and nondiscriminatory
manner to all participants. Further, the Exchange notes that increasing
the time limit for ATP Holders acting as agent for Customers (but not
acting as agent for Professional Customers) to request review of
transactions should give those Customers that are not Professional
Customers sufficient time to request a review for trades, which is also
consistent with investor protection and furthering the public interest
as it allows those market participants furthest removed from the point
of execution time to evaluate each trade and have adequate time to
notify the Exchange of a potential error.
The Exchange believes that the proposed rule changes that address
the handling of Complex Orders under the Obvious Error rule are
designed to prevent fraudulent and manipulative acts and practices, to
promote just and equitable principles of trade, and, in general, to
protect investors and the public interest. The Exchange notes that
detailing the treatment of Complex Orders involved in Obvious Errors
provides investors with greater certainty. The Exchange also believes
that the best approach for dealing with Complex Orders in the context
of the Obvious Error rule is to preserve the spread whenever possible.
Second, the Exchange believes that preventing market participants from
busting trades solely the result of a leg(s) of a Complex Order
executing in a no-bid series furthers the protection of investors and
the public interest by preventing potential abuse. Finally, the
Exchange believes that the proposed rule change provides objective
guidelines for the determination of whether an obvious price error has
occurred, as it notes that the determination of whether an ``Obvious
Error'' has occurred should be based on specific and objective criteria
and subjective to specific and objective procedures.
The Commission notes that, in approving past proposals relating to
Obvious Errors, it has emphasized the importance of specific and
objective criteria to determine how and when to nullify or adjust
trades involving Obvious Errors.\10\ The Commission believes the
changes that comprise this current proposal further this objective. For
the reasons noted above, the Commission finds that the proposed rule
change is consistent with Section 6(b)(5) of the Act,\11\ which
requires, among other things, that the Exchange's rules be designed to
prevent fraudulent and manipulative acts and practices, to promote just
and equitable principles of trade, to foster cooperation and
coordination with persons engaged in 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
[[Page 31621]]
general, to protect investors and the public interest.
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\10\ See, e.g., Securities Exchange Release Nos. 54228 (July 27,
2006), 71 FR 44066 (August 3, 2006) (SR-CBOE-2006-14) and 58778
(October 14, 2008), 73 FR 62577 (October 21, 2008) (SR-CBOE-2008-90)
(both approving revisions to CBOE's Obvious Error Rules).
\11\ 15 U.S.C. 78f(b)(5).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether Amendment No. 1
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-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-NYSEMKT-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, 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
publicly available. All submissions should refer to File Number SR-
NYSEMKT-2013-12 and should be submitted on or before June 14, 2013.
V. Accelerated Approval of Proposed Rule Change, as Modified by
Amendment No. 1
As discussed above, Amendment No. 1 revised the proposed rule
change with respect to what types of entities would benefit from the
proposed time extension for ATP Holders acting as agent for Customers
to notify the Exchange of a potential error. The proposed rule change
increases such time from twenty minutes to thirty minutes. In Amendment
No. 1, the Exchange specifies that the extension would not apply to
Professional Customers. The Commission believes that the amendment
addresses potential concerns about whether the Exchange's justification
for this proposed change applies to Professional Customers. The
Exchange states that because Customers, a broadly defined term in the
Exchange's rules that includes Professional Customers, are typically
further removed from the trade execution and slower to receive
information about the status of their orders and executions, it is
appropriate to afford them more time to notify the Exchange of a
potential error. Professional Customers, however, are frequent traders
that are potentially more likely to closely follow their trade
execution than other types of Customers according to the Exchange. The
Exchange explained that Professional Customers tend to route their own
order flow directly to the Exchange and are not as far removed from the
actual execution. By revising the proposed rule change to specify that
the time extension would not apply to Professional Customers, the
Commission believes the Exchange has adequately addressed this
potential inconsistency between the proposed change and its
justification. Accordingly, the Commission also finds good cause,
pursuant to Section 19(b)(2) of the Act,\12\ for approving the proposed
rule change, as modified by Amendment No. 1, prior to the 30th day
after the date of publication of notice in the Federal Register.
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\12\ 15 U.S.C. 78s(b)(2).
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VI. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the
Act,\13\ that the proposed rule change (SR-NYSEMKT-2013-12), as
modified by Amendment No. 1, is hereby approved on an accelerated
basis.
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\13\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
Kevin M. O'Neill,
Deputy Secretary.
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\14\ 17 CFR 200.30-3(a)(12).
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[FR Doc. 2013-12405 Filed 5-23-13; 8:45 am]
BILLING CODE 8011-01-P