Self-Regulatory Organizations; New York Stock Exchange LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Amending NYSE Rule 1000 To Increase the Price Threshold for Those Securities Ineligible for Automatic Executions From $1,000.00 or More to $10,000.00 or More, 38420-38422 [2013-15227]
Download as PDF
38420
Federal Register / Vol. 78, No. 123 / Wednesday, June 26, 2013 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.22
Kevin M. O’Neill,
Deputy Secretary.
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.
[FR Doc. 2013–15225 Filed 6–25–13; 8:45 am]
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–69810; File No. SR–NYSE–
2013–41]
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Amending
NYSE Rule 1000 To Increase the Price
Threshold for Those Securities
Ineligible for Automatic Executions
From $1,000.00 or More to $10,000.00
or More
June 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 June 7,
2013, New York Stock Exchange LLC
(the ‘‘Exchange’’ or ‘‘NYSE’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I and II below, which Items have
been prepared by the 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 Rule 1000 to increase the price
threshold for those securities ineligible
for automatic executions from $1,000.00
or more to $10,000.00 or more. 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.
mstockstill on DSK4VPTVN1PROD with NOTICES
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
22 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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1. Purpose
The Exchange is proposing to amend
Rule 1000(a)(vi) (‘‘Automatic
Executions’’) to increase the price level
at which a security would be considered
‘‘high-priced’’ and thus ineligible for
automatic execution. Rule 1000(a)(vi)
prohibits automatic executions if the
closing price for a security, or if the
security did not trade, the closing bid
price of the security on the Exchange on
the immediate previous trading day, is
$1,000 or more. The Exchange is
proposing to increase this price level
from $1,000 or more to $10,000 or
more.3
The Exchange is proposing to make a
conforming amendment to Rule
60(d)(iii)(B)(I), which provides that the
Exchange keeps Autoquote 4 active,
even if automatic executions are
suspended under Rule 1000, if an order
or a cancellation of an order arrives that
would not result in a locked or crossed
market in a security priced at $1,000 or
more. The Exchange proposes to
increase this price level to $10,000 or
more to conform the provision to the
proposed amendment to Rule
1000(a)(vi).
Securities priced at $1,000 or more
are traded manually by the assigned
Designated Market Maker (‘‘DMM’’).
Rule 610 of Regulation NMS under the
Act prohibits national securities
exchanges and national securities
associations from locking or crossing
protected quotations,5 and Rule 611 of
Regulation NMS prohibits tradethroughs only of protected quotations.6
Rule 600 of Regulation NMS, however,
requires a protected quotation to be
automated.7 The Exchange’s quotations
in high-priced securities, therefore, are
not protected quotations for purposes of
Regulation NMS. The proposed rule
3 As a result of the proposed amendment, six
additional securities would be eligible for automatic
execution as of the date of this filing.
4 Pursuant to Rule 60(d), the Exchange autoquotes
the NYSE’s highest bid or lowest offer to reflect
interest in the Book, and when the highest bid or
lowest offer has been traded with in its entirety, the
Exchange will autoquote a new bid or offer
reflecting the total size of orders at the next highest
(in the case of a bid) or lowest (in the case of an
offer) price.
5 17 CFR 240.610(d)(1)(i).
6 17 CFR 240.611(a)(1).
7 17 CFR 240.600(b)(57)(iii).
PO 00000
Frm 00136
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change would allow the affected
securities to be eligible for automatic
execution and auto-quoting, which
would allow the Exchange to protect its
quotations and remain competitive with
other market centers. For the affected
securities, the proposal would align the
availability of automatic executions on
the Exchange with the availability of
such executions on other exchanges.8
The Exchange is also proposing to
make a conforming amendment to Rule
1000(a)(iv)(C), which sets out value
ranges used to determine liquidity
replenishment points (‘‘LRPs’’). LRPs
are pre-determined price points that
function to moderate volatility in a
particular security, improve price
continuity, and foster market quality by
temporarily converting the electronic
market to an auction market and
permitting new trading interest to add
liquidity.9 Pursuant to Rule 60(d)(i),
Autoquote is suspended when an LRP is
reached.
LRPs are calculated by adding and
subtracting an LRP value to a security’s
last sale price. The Exchange sets and
disseminates a specific LRP value from
a range of potential values. That range,
in turn, is based upon a security price
category (e.g., $5 to $9.99) and the
average daily volume of the security to
which the value is being added. The
LRP value chosen within an LRP value
range is based on an examination of
trading data. Because the Exchange is
increasing the highest price per share at
which automatic execution is available,
the Exchange is making a conforming
amendment to the highest security price
category used to determine LRP values
from $250 to $1000 to $250 to $10,000.
2. Statutory Basis
The proposed rule change is
consistent with the requirements of the
Act and the rules and regulations
thereunder applicable to a national
securities exchange. In particular, the
Exchange believes that the proposal is
consistent with (i) Section 6(b) of the
Act,10 in general, and furthers the
objectives of Section 6(b)(5),11 in
particular, in that it is designed to foster
cooperation and coordination with
persons engaged in facilitating
transactions in securities and to remove
impediments to and perfect the
8 The Exchange is not aware of any other
exchange that, by rule, does not issue protected
quotations for a stock on a regular basis.
9 The Exchange recently amended its rules to
phase out the functionality associated with LRPs to
coincide with the implementation of the Limit Up—
Limit Down Plan. See Securities Exchange Act
Release No. 69295 (April 4, 2013), 78 FR 21457
(April 10, 2013).
10 15 U.S.C. 78f(b).
11 15 U.S.C. 78f(b)(5).
E:\FR\FM\26JNN1.SGM
26JNN1
Federal Register / Vol. 78, No. 123 / Wednesday, June 26, 2013 / Notices
mechanism of a free and open market
and a national market system, and (ii)
Section 11A(a)(1) of the Act,12 in that it
seeks to ensure the economically
efficient execution of securities
transactions, fair competition among
brokers and dealers and among
exchange markets, and the practicability
of brokers executing investors’ orders in
the best market.
Specifically, the Exchange believes
that increasing the dollar threshold for
high-priced securities would expand the
eligibility of orders for automatic
executions on the Exchange, thus
removing impediments to and
perfecting the mechanism of a free and
open market and a national market
system. Further, the Exchange believes
the proposed amendment will foster
cooperation and coordination with
persons engaged in facilitating
transactions in securities because the
securities that will be affected by the
amendment are already eligible for
automatic executions on other markets.
Thus, the proposal will align the
Exchange’s treatment of such securities
with that of other exchanges.
Additionally, the Exchange believes
that the proposal will further the
objectives of Section 11A(a)(1) of the
Act because, by increasing the number
of securities eligible for automatic
execution, the proposal will ensure that
quotes on the Exchange will be
protected from trade-throughs and not
be locked or crossed by other markets.
Exchange quotes in the affected
securities will be included in the
protected quotations and increase
competition in the market. This
increased competition and requirement
that brokers respect Exchange quotes in
the affected securities will increase the
ability of brokers to execute investors’
orders in the best market. Further, the
proposal will assure the fair competition
among brokers and dealers, among
exchange markets, and between
exchange markets and markets other
than exchange markets because the
proposal will promote order interaction
and ensure that the Exchange’s quotes
in the affected securities will not be
isolated from other market centers.13
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. The
Exchange believes that the proposed
rule changes will increase competition
among execution venues and encourage
additional liquidity. By allowing the
affected securities to be eligible for
automatic execution, the Exchange’s
quotes in such securities will be
considered protected quotes and thus
away markets will be required to route
to the Exchange when better prices are
available on the Exchange. The proposal
will therefore increase order interaction
and encourage competition in the
affected securities.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were solicited
or received with respect to the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change does not 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 14 and Rule 19b–
4(f)(6) thereunder.15
The Exchange has requested that the
Commission waive the 30-day operative
delay. The Commission believes that
waiver of the 30-day operative delay
will allow the Exchange to align its
treatment of the affected securities with
that of other exchanges, threby assuring
the economically efficient execution of
securities transactions and fostering
efficiency in the marketplace. Therefore,
the Commission designates the proposal
operative upon filing.16
14 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.
16 For purposes only of waiving the 30-day
operative delay, the Commission has considered the
mstockstill on DSK4VPTVN1PROD with NOTICES
15 17
12 15
U.S.C. 78k–1(a)(1).
Securities Exchange Act Release No. 51808
(June 9, 2005), 70 FR 37496, 37499 (June 29, 2005)
(Reg. NMS Adopting Release) (quoting H.R. Rep.
94–123, 94th Cong., 1st Sess. 50 (1975)) (‘‘[W]hen
Congress mandated the establishment of an NMS,
it well stated this basic principle: ‘Investors must
be assured that they are participants in a system
which maximizes the opportunities for the most
willing seller to meet the most willing buyer.’ ’’).
13 See
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38421
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. If the
Commission takes such action, the
Commission shall institute proceedings
under Section 19(b)(2)(B) 17 of the Act to
determine whether the proposed rule
change should be approved or
disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rulecomments@sec.gov. Please include File
Number SR–NYSE–2013–41 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–NYSE–2013–41. 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
proposed rule’s impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
17 15 U.S.C. 78s(b)(2)(B).
E:\FR\FM\26JNN1.SGM
26JNN1
38422
Federal Register / Vol. 78, No. 123 / Wednesday, June 26, 2013 / Notices
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–NYSE–
2013–41 and should be submitted on or
before July 17, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.18
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–15227 Filed 6–25–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–69811; File No. SR–Phlx–
2013–67]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Delay the
Implementation of its New Options
Floor Broker Management System
June 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 June 18,
2013, NASDAQ OMX PHLX LLC
(‘‘Phlx’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) a 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.
mstockstill on DSK4VPTVN1PROD with NOTICES
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to delay the
implementation of its new Options
Floor Broker Management System.
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 the proposal is to
delay the implementation of the
Exchange’s enhancements to the
Options Floor Broker Management
System (‘‘FBMS’’). The Exchange
received approval to implement the
enhancements as of June 1, 2013,3 but
the Exchange needs additional time to
do so in order to complete the
applicable technology work.
Accordingly, the Exchange seeks to be
able to implement the changes by the
end of July 2013; the Exchange will
announce the specific date in advance
through an Options Trader Alert.
Today, FBMS enables Floor Brokers
and/or their employees to enter, route,
and report transactions stemming from
options orders received on the
Exchange. FBMS also establishes an
electronic audit trail for options orders
represented by Floor Brokers on the
Exchange. Floor Brokers can use FBMS
to submit orders to Phlx XL, rather than
executing the orders in the trading
crowd.
With the new FBMS, all options
transactions on the Exchange involving
at least one Floor Broker would be
required to be executed through FBMS.
In connection with order execution, the
Exchange will allow FBMS to execute
two-sided orders entered by Floor
Brokers, including multi-leg orders up
to 15 legs, after the Floor Broker has
represented the orders in the trading
crowd. FBMS will also provide Floor
Brokers with an enhanced functionality
called the complex calculator that will
calculate and display a suggested price
of each individual component of a
multi-leg order, up to 15 legs, submitted
on a net debit or credit basis.
The Exchange still intends to
implement these enhancements with a
trial period of two to four weeks, to be
determined by the Exchange, during
which the new FBMS enhancements
and related rules would operate along
with the existing FBMS and rules. The
Exchange will announce the beginning
and end of the trial period in advance.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act 4 in general, and furthers the
objectives of Section 6(b)(5) of the Act 5
in particular, in that it is designed to
promote just and equitable principles of
trade, to remove impediments to and
perfect the mechanism of a free and
open market and a national market
system, and, in general to protect
investors and the public interest, by
enhancing FBMS to make the
Exchange’s markets more efficient, to
the benefit of the investing public.
Although the Exchange needs additional
time to finalize the enhancements, the
delay is expected to be short and will
involve advance notice to the Exchange
membership.
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 not
necessary or appropriate in furtherance
of the purposes of the Act. The
Exchange continues to believe, as it
stated when proposing these
enhancements, that these enhancements
to FBMS should result in the Exchange’s
trading floor operating in a more
efficient way, which should help it
compete with other floor-based
exchanges and help the Exchange’s
Floor Brokers compete with floor
brokers on other options exchanges.
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 foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days 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 6 and
subparagraph (f)(6) of Rule 19b–4
thereunder.7
4 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
6 15 U.S.C. 78s(b)(3)(a).
7 17 CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6) requires a self-regulatory organization to give
5 15
18 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 Securities Exchange Act Release No. 69471
(April 29, 2013), 78 FR 26096 (May 3, 2013) (SR–
Phlx–2013–09).
1 15
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E:\FR\FM\26JNN1.SGM
26JNN1
Agencies
[Federal Register Volume 78, Number 123 (Wednesday, June 26, 2013)]
[Notices]
[Pages 38420-38422]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-15227]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-69810; File No. SR-NYSE-2013-41]
Self-Regulatory Organizations; New York Stock Exchange LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change
Amending NYSE Rule 1000 To Increase the Price Threshold for Those
Securities Ineligible for Automatic Executions From $1,000.00 or More
to $10,000.00 or More
June 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 June 7, 2013, New York Stock Exchange LLC (the ``Exchange'' or
``NYSE'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I and
II below, which Items have been prepared by the 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 Rule 1000 to increase the price
threshold for those securities ineligible for automatic executions from
$1,000.00 or more to $10,000.00 or more. 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, the Proposed Rule Change
1. Purpose
The Exchange is proposing to amend Rule 1000(a)(vi) (``Automatic
Executions'') to increase the price level at which a security would be
considered ``high-priced'' and thus ineligible for automatic execution.
Rule 1000(a)(vi) prohibits automatic executions if the closing price
for a security, or if the security did not trade, the closing bid price
of the security on the Exchange on the immediate previous trading day,
is $1,000 or more. The Exchange is proposing to increase this price
level from $1,000 or more to $10,000 or more.\3\
---------------------------------------------------------------------------
\3\ As a result of the proposed amendment, six additional
securities would be eligible for automatic execution as of the date
of this filing.
---------------------------------------------------------------------------
The Exchange is proposing to make a conforming amendment to Rule
60(d)(iii)(B)(I), which provides that the Exchange keeps Autoquote \4\
active, even if automatic executions are suspended under Rule 1000, if
an order or a cancellation of an order arrives that would not result in
a locked or crossed market in a security priced at $1,000 or more. The
Exchange proposes to increase this price level to $10,000 or more to
conform the provision to the proposed amendment to Rule 1000(a)(vi).
---------------------------------------------------------------------------
\4\ Pursuant to Rule 60(d), the Exchange autoquotes the NYSE's
highest bid or lowest offer to reflect interest in the Book, and
when the highest bid or lowest offer has been traded with in its
entirety, the Exchange will autoquote a new bid or offer reflecting
the total size of orders at the next highest (in the case of a bid)
or lowest (in the case of an offer) price.
---------------------------------------------------------------------------
Securities priced at $1,000 or more are traded manually by the
assigned Designated Market Maker (``DMM''). Rule 610 of Regulation NMS
under the Act prohibits national securities exchanges and national
securities associations from locking or crossing protected
quotations,\5\ and Rule 611 of Regulation NMS prohibits trade-throughs
only of protected quotations.\6\ Rule 600 of Regulation NMS, however,
requires a protected quotation to be automated.\7\ The Exchange's
quotations in high-priced securities, therefore, are not protected
quotations for purposes of Regulation NMS. The proposed rule change
would allow the affected securities to be eligible for automatic
execution and auto-quoting, which would allow the Exchange to protect
its quotations and remain competitive with other market centers. For
the affected securities, the proposal would align the availability of
automatic executions on the Exchange with the availability of such
executions on other exchanges.\8\
---------------------------------------------------------------------------
\5\ 17 CFR 240.610(d)(1)(i).
\6\ 17 CFR 240.611(a)(1).
\7\ 17 CFR 240.600(b)(57)(iii).
\8\ The Exchange is not aware of any other exchange that, by
rule, does not issue protected quotations for a stock on a regular
basis.
---------------------------------------------------------------------------
The Exchange is also proposing to make a conforming amendment to
Rule 1000(a)(iv)(C), which sets out value ranges used to determine
liquidity replenishment points (``LRPs''). LRPs are pre-determined
price points that function to moderate volatility in a particular
security, improve price continuity, and foster market quality by
temporarily converting the electronic market to an auction market and
permitting new trading interest to add liquidity.\9\ Pursuant to Rule
60(d)(i), Autoquote is suspended when an LRP is reached.
---------------------------------------------------------------------------
\9\ The Exchange recently amended its rules to phase out the
functionality associated with LRPs to coincide with the
implementation of the Limit Up--Limit Down Plan. See Securities
Exchange Act Release No. 69295 (April 4, 2013), 78 FR 21457 (April
10, 2013).
---------------------------------------------------------------------------
LRPs are calculated by adding and subtracting an LRP value to a
security's last sale price. The Exchange sets and disseminates a
specific LRP value from a range of potential values. That range, in
turn, is based upon a security price category (e.g., $5 to $9.99) and
the average daily volume of the security to which the value is being
added. The LRP value chosen within an LRP value range is based on an
examination of trading data. Because the Exchange is increasing the
highest price per share at which automatic execution is available, the
Exchange is making a conforming amendment to the highest security price
category used to determine LRP values from $250 to $1000 to $250 to
$10,000.
2. Statutory Basis
The proposed rule change is consistent with the requirements of the
Act and the rules and regulations thereunder applicable to a national
securities exchange. In particular, the Exchange believes that the
proposal is consistent with (i) Section 6(b) of the Act,\10\ in
general, and furthers the objectives of Section 6(b)(5),\11\ in
particular, in that it is designed to foster cooperation and
coordination with persons engaged in facilitating transactions in
securities and to remove impediments to and perfect the
[[Page 38421]]
mechanism of a free and open market and a national market system, and
(ii) Section 11A(a)(1) of the Act,\12\ in that it seeks to ensure the
economically efficient execution of securities transactions, fair
competition among brokers and dealers and among exchange markets, and
the practicability of brokers executing investors' orders in the best
market.
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\10\ 15 U.S.C. 78f(b).
\11\ 15 U.S.C. 78f(b)(5).
\12\ 15 U.S.C. 78k-1(a)(1).
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Specifically, the Exchange believes that increasing the dollar
threshold for high-priced securities would expand the eligibility of
orders for automatic executions on the Exchange, thus removing
impediments to and perfecting the mechanism of a free and open market
and a national market system. Further, the Exchange believes the
proposed amendment will foster cooperation and coordination with
persons engaged in facilitating transactions in securities because the
securities that will be affected by the amendment are already eligible
for automatic executions on other markets. Thus, the proposal will
align the Exchange's treatment of such securities with that of other
exchanges.
Additionally, the Exchange believes that the proposal will further
the objectives of Section 11A(a)(1) of the Act because, by increasing
the number of securities eligible for automatic execution, the proposal
will ensure that quotes on the Exchange will be protected from trade-
throughs and not be locked or crossed by other markets. Exchange quotes
in the affected securities will be included in the protected quotations
and increase competition in the market. This increased competition and
requirement that brokers respect Exchange quotes in the affected
securities will increase the ability of brokers to execute investors'
orders in the best market. Further, the proposal will assure the fair
competition among brokers and dealers, among exchange markets, and
between exchange markets and markets other than exchange markets
because the proposal will promote order interaction and ensure that the
Exchange's quotes in the affected securities will not be isolated from
other market centers.\13\
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\13\ See Securities Exchange Act Release No. 51808 (June 9,
2005), 70 FR 37496, 37499 (June 29, 2005) (Reg. NMS Adopting
Release) (quoting H.R. Rep. 94-123, 94th Cong., 1st Sess. 50 (1975))
(``[W]hen Congress mandated the establishment of an NMS, it well
stated this basic principle: `Investors must be assured that they
are participants in a system which maximizes the opportunities for
the most willing seller to meet the most willing buyer.' '').
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition that is not necessary or appropriate
in furtherance of the purposes of the Act. The Exchange believes that
the proposed rule changes will increase competition among execution
venues and encourage additional liquidity. By allowing the affected
securities to be eligible for automatic execution, the Exchange's
quotes in such securities will be considered protected quotes and thus
away markets will be required to route to the Exchange when better
prices are available on the Exchange. The proposal will therefore
increase order interaction and encourage competition in the affected
securities.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were solicited or received with respect to the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change does not 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 \14\ and Rule 19b-
4(f)(6) thereunder.\15\
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\14\ 15 U.S.C. 78s(b)(3)(A).
\15\ 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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The Exchange has requested that the Commission waive the 30-day
operative delay. The Commission believes that waiver of the 30-day
operative delay will allow the Exchange to align its treatment of the
affected securities with that of other exchanges, threby assuring the
economically efficient execution of securities transactions and
fostering efficiency in the marketplace. Therefore, the Commission
designates the proposal operative upon filing.\16\
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\16\ For purposes only of waiving the 30-day operative delay,
the Commission has 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 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. If the Commission
takes such action, the Commission shall institute proceedings under
Section 19(b)(2)(B) \17\ of the Act to determine whether the proposed
rule change should be approved or disapproved.
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\17\ 15 U.S.C. 78s(b)(2)(B).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-NYSE-2013-41 on the subject line.
Paper Comments
Send paper comments in triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange Commission, 100 F Street NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-NYSE-2013-41. 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
[[Page 38422]]
business days between the hours of 10:00 a.m. and 3:00 p.m. Copies of
the filing also will be available for inspection and copying at the
principal office of the Exchange. All comments received will be posted
without change; the Commission does not edit personal identifying
information from submissions. You should submit only information that
you wish to make available publicly. All submissions should refer to
File Number SR-NYSE-2013-41 and should be submitted on or before July
17, 2013.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\18\
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\18\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-15227 Filed 6-25-13; 8:45 am]
BILLING CODE 8011-01-P