Self-Regulatory Organizations; New York Stock Exchange LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Proposing To Extend the Operation of its New Market Model Pilot Until the Earlier of Securities and Exchange Commission Approval To Make Such Pilot Permanent or July 31, 2014, 4221-4224 [2014-01399]
Download as PDF
Federal Register / Vol. 79, No. 16 / Friday, January 24, 2014 / Notices
TKELLEY on DSK3SPTVN1PROD with NOTICES
fees and will apply uniformly to all
members that elect to subscribe to the
products. In addition, FINRA believes
that, as described more fully in Nasdaq’s
filings, the existence of numerous
alternatives to NLS and Nasdaq Basic
(or Nasdaq FilterView, through which
FINRA/Nasdaq TRF data derived from
NLS or Nasdaq Basic can be obtained)—
including real-time consolidated data,
free delayed consolidated data and
proprietary data from other sources—is
a strong incentive to Nasdaq to avoid
setting unreasonable or discriminatory
fees.
Finally, FINRA believes that use of
FINRA/Nasdaq TRF market data, as set
forth in proposed Rule 7640A, is
consistent with Rule 603(a) of SEC
Regulation NMS, which requires, among
other things, that distributions of certain
data by FINRA not be unreasonably
discriminatory.15 The Commission
clarified in its adopting release that SEC
Regulation NMS prohibits an SRO from
transmitting quotation and transaction
data to a vendor or user any sooner than
it transmits the data to a network
processor. As discussed above,
NASDAQ OMX, as the Business
Member, and Nasdaq, its SRO affiliate,
must ensure that distribution of market
data products that use FINRA/Nasdaq
TRF data is consistent with this
requirement, and FINRA will require
that NASDAQ OMX and Nasdaq make
specific commitments and undertakings,
including monitoring for potential data
latency, with respect to all FINRA/
Nasdaq TRF data products.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
FINRA does not believe that the
proposed rule change will result in any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
proposed rule change is designed to
provide a framework to increase the
amount of market data available from
the FINRA/Nasdaq TRF while ensuring
that the dissemination of such data by
the Business Member is subject to the
oversight of FINRA. FINRA believes
that, as described more fully in Nasdaq’s
filings, the existence of numerous
alternatives to NLS and Nasdaq Basic
(or Nasdaq FilterView, through which
FINRA/Nasdaq TRF data derived from
NLS or Nasdaq Basic can be obtained)—
including real-time consolidated data,
free delayed consolidated data and
proprietary data from other sources—is
a strong incentive to Nasdaq to avoid
setting unreasonable or discriminatory
fees. Subscription to the NLS, Nasdaq
Basic and Nasdaq FilterView products is
wholly voluntary, and members can
elect not to buy any products that, in
their determination, would not add
value or enhance their business model.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments were neither
solicited nor 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 Act16 and Rule 19b–
4(f)(6) thereunder.17
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
FINRA–2014–002 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–FINRA–2014–002. This file
16 15
15 See
Rule 603(a)(2) of SEC Regulation NMS.
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17 17
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U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6).
Frm 00072
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4221
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street, NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–FINRA–
2014–002 and should be submitted on
or before February 14, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.18
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–01403 Filed 1–23–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71345; File No. SR–NYSE–
2014–01]
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Proposing To
Extend the Operation of its New Market
Model Pilot Until the Earlier of
Securities and Exchange Commission
Approval To Make Such Pilot
Permanent or July 31, 2014
January 17, 2014.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
18 17
1 15
E:\FR\FM\24JAN1.SGM
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
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Federal Register / Vol. 79, No. 16 / Friday, January 24, 2014 / Notices
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that on January 6,
2014, New York Stock Exchange LLC
(‘‘NYSE’’ or ‘‘Exchange’’) 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 extend the
operation of its New Market Model
Pilot, currently scheduled to expire on
January 31, 2014, until the earlier of
Securities and Exchange Commission
(‘‘Commission’’) approval to make such
pilot permanent or July 31, 2014.
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 proposes to extend the
operation of its New Market Model Pilot
(‘‘NMM Pilot’’),4 currently scheduled to
2 15
U.S.C. 78a.
CFR 240.19b–4.
4 See Securities Exchange Act Release No. 58845
(October 24, 2008), 73 FR 64379 (October 29, 2008)
(SR–NYSE–2008–46). See also Securities Exchange
Act Release Nos. 60756 (October 1, 2009), 74 FR
51628 (October 7, 2009) (SR–NYSE–2009–100)
(extending Pilot to November 30, 2009); 61031
(November 19, 2009), 74 FR 62368 (November 27,
2009) (SR–NYSE–2009–113) (extending Pilot to
March 30, 2010); 61724 (March 17, 2010), 75 FR
14221 (March 24, 2010) (SR–NYSE–2010–25)
(extending Pilot to September 30, 2010); 62819
(September 1, 2010), 75 FR 54937 (September 9,
2010) (SR–NYSE–2010–61) (extending Pilot to
January 31, 2011); 63616 (December 29, 2010), 76
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3 17
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expire on January 31, 2014, until the
earlier of Commission approval to make
such pilot permanent or July 31, 2014.
The Exchange notes that parallel
changes are proposed to be made to the
rules of NYSE MKT LLC.5
Background 6
In October 2008, the NYSE
implemented significant changes to its
market rules, execution technology and
the rights and obligations of its market
participants all of which were designed
to improve execution quality on the
Exchange. These changes are all
elements of the Exchange’s enhanced
market model. Certain of the enhanced
market model changes were
implemented through a pilot program.
As part of the NMM Pilot, NYSE
eliminated the function of specialists on
the Exchange creating a new category of
market participant, the Designated
Market Maker or DMM.7 The DMMs,
like specialists, have affirmative
obligations to make an orderly market,
including continuous quoting
requirements and obligations to re-enter
the market when reaching across to
execute against trading interest.8
In addition, the Exchange
implemented a system change that
allowed DMMs to create a schedule of
additional non-displayed liquidity at
various price points to interact with
interest and provide price improvement
to orders in the Exchange’s system. This
schedule is known as the DMM Capital
Commitment Schedule (‘‘CCS’’).9 CCS
provides the Display Book® 10 with the
amount of shares that the DMM is
FR 612 (January 5, 2011) (SR–NYSE–2010–86)
(extending Pilot to August 1, 2011); 64761 (June 28,
2011), 76 FR 39147 (July 5, 2011) (SR–NYSE–2011–
29) (extending Pilot to January 31, 2012); 66046
(December 23, 2011), 76 FR 82340 (December 30,
2011) (SR–NYSE–2011–65) (extending Pilot to July
31, 2012); 67494 (July 25, 2012), 77 FR 45408 (July
31, 2012) (SR–NYSE–2012–26) (extending Pilot to
January 31, 2013); 68558 (January 2, 2013), 78 FR
1288 (January 8, 2013) (SR–NYSE–2012–75)
(extending Pilot to July 31, 2013); and 69813 (June
20, 2013), 78 FR 38753 (June 27, 2013) (SR–NYSE–
2013–43) (extending Pilot to January 31, 2014).
5 See SR–NYSEMKT–2014–02.
6 The information contained herein is a summary
of the NMM Pilot. See supra note 4 for a fuller
description.
7 See NYSE Rule 103.
8 See NYSE Rule 60; see also NYSE Rules 104 and
1000.
9 See NYSE Rule 1000.
10 The Display Book system is an order
management and execution facility. The Display
Book system receives and displays orders to the
DMMs, contains the order information, and
provides a mechanism to execute and report
transactions and publish the results to the
Consolidated Tape. The Display Book system is
connected to a number of other Exchange systems
for the purposes of comparison, surveillance, and
reporting information to customers and other
market data and national market systems.
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Fmt 4703
Sfmt 4703
willing to trade at price points outside,
at and inside the Exchange Best Bid or
Best Offer (‘‘BBO’’). CCS interest is
separate and distinct from other DMM
interest in that it serves as the interest
of last resort.
The NMM Pilot further modified the
logic for allocating executed shares
among market participants having
trading interest at a price point upon
execution of incoming orders. The
modified logic rewards displayed orders
that establish the Exchange’s BBO.
During the operation of the NMM Pilot,
orders or portions thereof that establish
priority 11 retain that priority until the
portion of the order that established
priority is exhausted. Where no one
order has established priority, shares are
distributed among all market
participants on parity.
The NMM Pilot was originally
scheduled to end operation on October
1, 2009, or such earlier time as the
Commission may determine to make the
rules permanent. The Exchange filed to
extend the operation of the Pilot on
several occasions in order to prepare a
rule filing seeking permission to make
the above described changes
permanent.12 The Exchange is currently
still preparing such formal submission
but does not expect that filing to be
completed and approved by the
Commission before January 31, 2014.
Proposal To Extend the Operation of the
NMM Pilot
The NYSE established the NMM Pilot
to provide incentives for quoting, to
enhance competition among the existing
group of liquidity providers and to add
a new competitive market participant.
The Exchange believes that the NMM
Pilot allows the Exchange to provide its
market participants with a trading
venue that utilizes an enhanced market
structure to encourage the addition of
liquidity, facilitate the trading of larger
orders more efficiently and operates to
reward aggressive liquidity providers.
As such, the Exchange believes that the
rules governing the NMM Pilot should
be made permanent. Through this filing
the Exchange seeks to extend the
current operation of the NMM Pilot
until July 31, 2014, in order to allow the
Exchange time to formally submit a
filing to the Commission to convert the
pilot rules to permanent rules.
The proposed change is not otherwise
intended to address any other issues
and the Exchange is not aware of any
problems that member organizations
would have in complying with the
proposed change.
11 See
12 See
E:\FR\FM\24JAN1.SGM
NYSE Rule 72(a)(ii).
supra note 4.
24JAN1
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TKELLEY on DSK3SPTVN1PROD with NOTICES
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6(b) of the Act,13 in general, and
furthers the objectives of Sections
6(b)(5) of the Act,14 in particular,
because it is designed to prevent
fraudulent and manipulative acts and
practices, to promote just and equitable
principles of trade, to foster cooperation
and coordination with persons engaged
in regulating, clearing, settling,
processing information with respect to,
and facilitating transactions in
securities, to remove impediments to,
and perfect the mechanisms of, a free
and open market and a national market
system and, in general, to protect
investors and the public interest and
because it is not designed to permit
unfair discrimination between
customers, issuers, brokers, or dealers.
The Exchange believes the proposed
rule change is designed to facilitate
transactions in securities and to remove
impediments to, and perfect the
mechanisms of, a free and open market
and a national market system because
the NMM Pilot provides its market
participants with a trading venue that
utilizes an enhanced market structure to
encourage the addition of liquidity,
facilitate the trading of larger orders
more efficiently and operates to reward
aggressive liquidity providers. The
Exchange also believes the proposed
rule change is designed to prevent
fraudulent and manipulative acts and
practices and to promote just and
equitable principles of trade because it
seeks to extend a pilot program that has
already been approved by the
Commission. Moreover, requesting an
extension of the NMM Pilot will permit
adequate time for: (i) The Exchange to
prepare and submit a filing to make the
rules governing the NMM Pilot
permanent; (ii) public notice and
comment; and (iii) completion of the
19b–4 approval process. Finally, the
Exchange believes that it is subject to
significant competitive forces, as
described below in the Exchange’s
statement regarding the burden on
competition. For these reasons, the
Exchange believes that the proposal is
consistent with the Act.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
In accordance with Section 6(b)(8) of
the Act,15 the Exchange believes that the
proposed rule change would not impose
any burden on competition that is not
necessary or appropriate in furtherance
13 15
U.S.C. 78f(b).
14 15 U.S.C. 78f(b)(5).
15 15 U.S.C. 78f(b)(8).
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16:22 Jan 23, 2014
Jkt 232001
of the purposes of the Act. The
Exchange believes that extending the
operation of the NMM Pilot will
enhance competition among liquidity
providers and thereby improve
execution quality on the Exchange. The
Exchange will continue to monitor the
efficacy of the program during the
proposed extended pilot period.
Finally, the Exchange notes that it
operates in a highly competitive market
in which market participants can
readily favor competing venues. In such
an environment, the Exchange must
continually review, and consider
adjusting the services it offers and the
requirements it imposes to remain
competitive with other U.S. equity
exchanges. For the reasons described
above, the Exchange believes that the
proposed rule change reflects this
competitive environment.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were solicited
or received with respect to the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The Exchange has filed the proposed
rule change pursuant to Section
19(b)(3)(A)(iii) of the Act 16 and Rule
19b–4(f)(6) thereunder.17 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
prior to 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 and Rule 19b–4(f)(6)(iii)
thereunder.
A proposed rule change filed under
Rule 19b–4(f)(6) 18 normally does not
become operative prior to 30 days after
the date of the filing. However, pursuant
to Rule 19b–4(f)(6)(iii),19 the
Commission may designate a shorter
16 15
U.S.C. 78s(b)(3)(A)(iii).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6) 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.
18 17 CFR 240.19b–4(f)(6).
19 17 CFR 240.19b–4(f)(6)(iii).
17 17
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Fmt 4703
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4223
time if such action is consistent with the
protection of investors and the public
interest. 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
because such waiver would allow the
pilot program to continue
uninterrupted. Accordingly, the
Commission hereby grants the
Exchange’s request and designates the
proposal operative upon filing.20
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.
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–2014–01 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–2014–01. 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
20 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).
E:\FR\FM\24JAN1.SGM
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Federal Register / Vol. 79, No. 16 / Friday, January 24, 2014 / Notices
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–NYSE–
2014–01 and should be submitted on or
before February 14, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority. 21
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–01399 Filed 1–23–14; 8:45 am]
BILLING CODE 8011–01–P
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to add Rule
7280 (Bulk Cancellation of Trading
Interest) to codify and clarify a
protection mechanism already available
on the Exchange. The text of the
proposed rule change is available from
the principal office of the Exchange, at
the Commission’s Public Reference
Room and also on the Exchange’s
Internet Web site at https://
boxexchange.com.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of these statements may be examined at
the places specified in Item IV below.
The self-regulatory organization has
prepared summaries, set forth in
Sections A, B, and C below, of the most
significant aspects of such statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
SECURITIES AND EXCHANGE
COMMISSION
1. Purpose
[Release No. 34–71343; File No. SR–BOX–
2014–03]
Self-Regulatory Organizations; BOX
Options Exchange LLC; Notice of
Filing and Immediate Effectiveness of
a Proposed Rule Change to Add Rule
7280 (Bulk Cancellation of Trading
Interest)
TKELLEY on DSK3SPTVN1PROD with NOTICES
January 17, 2014.
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 January 6,
2014, BOX Options Exchange LLC (the
‘‘Exchange’’) 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 self-regulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
from interested persons.
21 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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16:22 Jan 23, 2014
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The Exchange is proposing to add
BOX Rule 7280 (Bulk Cancellation of
Trading Interest) to codify and clarify
protection mechanisms already
available on the Exchange. The
Exchange currently has the ability to
cancel all of a Participant’s bids, offers
and orders when directed by the
Participant. In addition, when requested
by the Participant, the Exchange can
block any incoming orders from the
Participant. The Exchange believes that
these bulk cancellation mechanisms
provide value to Participants by helping
them quickly mitigate the risk of
erroneous trades when faced with
technology issues.
The Exchange is proposing to add
BOX Rule 7280 to codify these existing
mechanisms and provide clarity on how
they function. As set forth in proposed
Rule 7280, when instructed by a
Participant, the Exchange can
simultaneously cancel all the bids,
offers, and orders of a Participant in all
series in all classes of options. In order
for the Exchange to remove the bids,
offers and orders of a Participant, the
Participant must call the BOX Market
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Fmt 4703
Sfmt 4703
Operations Center (‘‘MOC’’).3 The
Exchange believes requiring Participants
to contact the MOC directly is necessary
since the Participant could be
experiencing difficulties connecting to
the Exchange and may have no other
method of contacting the Exchange.
Additionally, if the Participant is
experiencing system issues they may
not be confident in their ability to send
a message to the Trading Host directly.
Therefore, the Exchange believes
requiring Participants to contact the
MOC directly for all bulk cancelation
requests will lead to less investor
confusion whenever these situations
occur.
Proposed Rule 7280 also states that
when requested, the Exchange will
block all new incoming orders
submitted by the Participant until the
Participant contacts the MOC to have
the block removed. The Exchange
believes this feature provides an
additional layer of protection by
blocking new orders that could have
been sent in error or with incorrect
prices when a Participant’s systems
were compromised. Blocking all new
incoming orders can give the Participant
time to address the particular system
issue without having to continually
cancel any new orders being sent to the
Exchange. Once the issue is resolved,
the Participant must contact the MOC to
remove the block.
2. Statutory Basis
The Exchange believes that the
proposal is consistent with the
requirements of Section 6(b) of the Act,4
in general, and Section 6(b)(5) of the
Act,5 in particular, in that it is designed
to prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, to foster
cooperation and coordination with
persons engaged in facilitating
transactions in securities, to remove
impediments to and perfect the
mechanism of a free and open market
and a national market system, and, in
general to protect investors and the
public interest. The Exchange believes
that cancelling all bids, offers, and
orders when requested by a Participant
reduces the risk of unintended
executions and executions at erroneous
prices, thereby serving to protect
investors and the public interest. The
Exchange believes that the proposed
rule assists with the maintenance of fair
and orderly markets by helping to
3 The term ‘‘Market Operations Center’’ or ‘‘MOC’’
means the BOX Market Operations Center, which
provides market support for Options Participants
during the trading day. See BOX Rule 100(a)(31).
4 15 U.S.C. 78f(b).
5 15 U.S.C. 78f(b)(5).
E:\FR\FM\24JAN1.SGM
24JAN1
Agencies
[Federal Register Volume 79, Number 16 (Friday, January 24, 2014)]
[Notices]
[Pages 4221-4224]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-01399]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-71345; File No. SR-NYSE-2014-01]
Self-Regulatory Organizations; New York Stock Exchange LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change
Proposing To Extend the Operation of its New Market Model Pilot Until
the Earlier of Securities and Exchange Commission Approval To Make Such
Pilot Permanent or July 31, 2014
January 17, 2014.
Pursuant to Section 19(b)(1) \1\ of the Securities Exchange Act of
1934 (the
[[Page 4222]]
``Act'') \2\ and Rule 19b-4 thereunder,\3\ notice is hereby given that
on January 6, 2014, New York Stock Exchange LLC (``NYSE'' or
``Exchange'') 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.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 15 U.S.C. 78a.
\3\ 17 CFR 240.19b-4.
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to extend the operation of its New Market
Model Pilot, currently scheduled to expire on January 31, 2014, until
the earlier of Securities and Exchange Commission (``Commission'')
approval to make such pilot permanent or July 31, 2014.
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 proposes to extend the operation of its New Market
Model Pilot (``NMM Pilot''),\4\ currently scheduled to expire on
January 31, 2014, until the earlier of Commission approval to make such
pilot permanent or July 31, 2014.
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\4\ See Securities Exchange Act Release No. 58845 (October 24,
2008), 73 FR 64379 (October 29, 2008) (SR-NYSE-2008-46). See also
Securities Exchange Act Release Nos. 60756 (October 1, 2009), 74 FR
51628 (October 7, 2009) (SR-NYSE-2009-100) (extending Pilot to
November 30, 2009); 61031 (November 19, 2009), 74 FR 62368 (November
27, 2009) (SR-NYSE-2009-113) (extending Pilot to March 30, 2010);
61724 (March 17, 2010), 75 FR 14221 (March 24, 2010) (SR-NYSE-2010-
25) (extending Pilot to September 30, 2010); 62819 (September 1,
2010), 75 FR 54937 (September 9, 2010) (SR-NYSE-2010-61) (extending
Pilot to January 31, 2011); 63616 (December 29, 2010), 76 FR 612
(January 5, 2011) (SR-NYSE-2010-86) (extending Pilot to August 1,
2011); 64761 (June 28, 2011), 76 FR 39147 (July 5, 2011) (SR-NYSE-
2011-29) (extending Pilot to January 31, 2012); 66046 (December 23,
2011), 76 FR 82340 (December 30, 2011) (SR-NYSE-2011-65) (extending
Pilot to July 31, 2012); 67494 (July 25, 2012), 77 FR 45408 (July
31, 2012) (SR-NYSE-2012-26) (extending Pilot to January 31, 2013);
68558 (January 2, 2013), 78 FR 1288 (January 8, 2013) (SR-NYSE-2012-
75) (extending Pilot to July 31, 2013); and 69813 (June 20, 2013),
78 FR 38753 (June 27, 2013) (SR-NYSE-2013-43) (extending Pilot to
January 31, 2014).
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The Exchange notes that parallel changes are proposed to be made to
the rules of NYSE MKT LLC.\5\
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\5\ See SR-NYSEMKT-2014-02.
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Background \6\
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\6\ The information contained herein is a summary of the NMM
Pilot. See supra note 4 for a fuller description.
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In October 2008, the NYSE implemented significant changes to its
market rules, execution technology and the rights and obligations of
its market participants all of which were designed to improve execution
quality on the Exchange. These changes are all elements of the
Exchange's enhanced market model. Certain of the enhanced market model
changes were implemented through a pilot program.
As part of the NMM Pilot, NYSE eliminated the function of
specialists on the Exchange creating a new category of market
participant, the Designated Market Maker or DMM.\7\ The DMMs, like
specialists, have affirmative obligations to make an orderly market,
including continuous quoting requirements and obligations to re-enter
the market when reaching across to execute against trading interest.\8\
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\7\ See NYSE Rule 103.
\8\ See NYSE Rule 60; see also NYSE Rules 104 and 1000.
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In addition, the Exchange implemented a system change that allowed
DMMs to create a schedule of additional non-displayed liquidity at
various price points to interact with interest and provide price
improvement to orders in the Exchange's system. This schedule is known
as the DMM Capital Commitment Schedule (``CCS'').\9\ CCS provides the
Display Book[supreg] \10\ with the amount of shares that the DMM is
willing to trade at price points outside, at and inside the Exchange
Best Bid or Best Offer (``BBO''). CCS interest is separate and distinct
from other DMM interest in that it serves as the interest of last
resort.
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\9\ See NYSE Rule 1000.
\10\ The Display Book system is an order management and
execution facility. The Display Book system receives and displays
orders to the DMMs, contains the order information, and provides a
mechanism to execute and report transactions and publish the results
to the Consolidated Tape. The Display Book system is connected to a
number of other Exchange systems for the purposes of comparison,
surveillance, and reporting information to customers and other
market data and national market systems.
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The NMM Pilot further modified the logic for allocating executed
shares among market participants having trading interest at a price
point upon execution of incoming orders. The modified logic rewards
displayed orders that establish the Exchange's BBO. During the
operation of the NMM Pilot, orders or portions thereof that establish
priority \11\ retain that priority until the portion of the order that
established priority is exhausted. Where no one order has established
priority, shares are distributed among all market participants on
parity.
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\11\ See NYSE Rule 72(a)(ii).
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The NMM Pilot was originally scheduled to end operation on October
1, 2009, or such earlier time as the Commission may determine to make
the rules permanent. The Exchange filed to extend the operation of the
Pilot on several occasions in order to prepare a rule filing seeking
permission to make the above described changes permanent.\12\ The
Exchange is currently still preparing such formal submission but does
not expect that filing to be completed and approved by the Commission
before January 31, 2014.
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\12\ See supra note 4.
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Proposal To Extend the Operation of the NMM Pilot
The NYSE established the NMM Pilot to provide incentives for
quoting, to enhance competition among the existing group of liquidity
providers and to add a new competitive market participant. The Exchange
believes that the NMM Pilot allows the Exchange to provide its market
participants with a trading venue that utilizes an enhanced market
structure to encourage the addition of liquidity, facilitate the
trading of larger orders more efficiently and operates to reward
aggressive liquidity providers. As such, the Exchange believes that the
rules governing the NMM Pilot should be made permanent. Through this
filing the Exchange seeks to extend the current operation of the NMM
Pilot until July 31, 2014, in order to allow the Exchange time to
formally submit a filing to the Commission to convert the pilot rules
to permanent rules.
The proposed change is not otherwise intended to address any other
issues and the Exchange is not aware of any problems that member
organizations would have in complying with the proposed change.
[[Page 4223]]
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with Section 6(b) of the Act,\13\ in general, and furthers the
objectives of Sections 6(b)(5) of the Act,\14\ in particular, because
it is designed to prevent fraudulent and manipulative acts and
practices, to promote just and equitable principles of trade, to foster
cooperation and coordination with persons engaged in regulating,
clearing, settling, processing information with respect to, and
facilitating transactions in securities, to remove impediments to, and
perfect the mechanisms of, a free and open market and a national market
system and, in general, to protect investors and the public interest
and because it is not designed to permit unfair discrimination between
customers, issuers, brokers, or dealers.
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\13\ 15 U.S.C. 78f(b).
\14\ 15 U.S.C. 78f(b)(5).
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The Exchange believes the proposed rule change is designed to
facilitate transactions in securities and to remove impediments to, and
perfect the mechanisms of, a free and open market and a national market
system because the NMM Pilot provides its market participants with a
trading venue that utilizes an enhanced market structure to encourage
the addition of liquidity, facilitate the trading of larger orders more
efficiently and operates to reward aggressive liquidity providers. The
Exchange also believes the proposed rule change is designed to prevent
fraudulent and manipulative acts and practices and to promote just and
equitable principles of trade because it seeks to extend a pilot
program that has already been approved by the Commission. Moreover,
requesting an extension of the NMM Pilot will permit adequate time for:
(i) The Exchange to prepare and submit a filing to make the rules
governing the NMM Pilot permanent; (ii) public notice and comment; and
(iii) completion of the 19b-4 approval process. Finally, the Exchange
believes that it is subject to significant competitive forces, as
described below in the Exchange's statement regarding the burden on
competition. For these reasons, the Exchange believes that the proposal
is consistent with the Act.
B. Self-Regulatory Organization's Statement on Burden on Competition
In accordance with Section 6(b)(8) of the Act,\15\ the Exchange
believes that the proposed rule change would not impose any burden on
competition that is not necessary or appropriate in furtherance of the
purposes of the Act. The Exchange believes that extending the operation
of the NMM Pilot will enhance competition among liquidity providers and
thereby improve execution quality on the Exchange. The Exchange will
continue to monitor the efficacy of the program during the proposed
extended pilot period.
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\15\ 15 U.S.C. 78f(b)(8).
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Finally, the Exchange notes that it operates in a highly
competitive market in which market participants can readily favor
competing venues. In such an environment, the Exchange must continually
review, and consider adjusting the services it offers and the
requirements it imposes to remain competitive with other U.S. equity
exchanges. For the reasons described above, the Exchange believes that
the proposed rule change reflects this competitive environment.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were solicited or received with respect to the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The Exchange has filed the proposed rule change pursuant to Section
19(b)(3)(A)(iii) of the Act \16\ and Rule 19b-4(f)(6) thereunder.\17\
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 prior to
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 and Rule 19b-
4(f)(6)(iii) thereunder.
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\16\ 15 U.S.C. 78s(b)(3)(A)(iii).
\17\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)
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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A proposed rule change filed under Rule 19b-4(f)(6) \18\ normally
does not become operative prior to 30 days after the date of the
filing. However, pursuant to Rule 19b-4(f)(6)(iii),\19\ the Commission
may designate a shorter time if such action is consistent with the
protection of investors and the public interest. 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 because such waiver
would allow the pilot program to continue uninterrupted. Accordingly,
the Commission hereby grants the Exchange's request and designates the
proposal operative upon filing.\20\
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\18\ 17 CFR 240.19b-4(f)(6).
\19\ 17 CFR 240.19b-4(f)(6)(iii).
\20\ 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.
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-2014-01 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-2014-01. 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
[[Page 4224]]
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-NYSE-2014-01 and should be submitted on or before
February 14, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority. \21\
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\21\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-01399 Filed 1-23-14; 8:45 am]
BILLING CODE 8011-01-P