Self-Regulatory Organizations; New York Stock Exchange LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Amending NYSE Rule 13 To Modify the Manner by Which MPL-ALO Orders Trade When Triggered by Arriving Interest, 8215-8217 [2014-02876]
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Federal Register / Vol. 79, No. 28 / Tuesday, February 11, 2014 / Notices
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
The foregoing rule change has become
effective pursuant to Section
19(b)(3)(A)(ii) of the Act.8 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:
tkelley on DSK3SPTVN1PROD with NOTICES
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–
MIAX–2014–04 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–MIAX–2014–04. 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
8 15
U.S.C. 78s(b)(3)(A)(ii).
VerDate Mar<15>2010
17:58 Feb 10, 2014
Jkt 232001
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
publicly available.
All submissions should refer to File
Number SR–MIAX–2014–04 and should
be submitted on or before March 4,
2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.9
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–02878 Filed 2–10–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71488; File No. SR–NYSE–
2014–07]
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Amending
NYSE Rule 13 To Modify the Manner by
Which MPL–ALO Orders Trade When
Triggered by Arriving Interest
February 5, 2014.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that on January
31, 2014, New York Stock Exchange
LLC (‘‘NYSE’’ or the ‘‘Exchange’’) filed
with the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I and II below, which Items have
been prepared by the self-regulatory
organization. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
CFR 200.30–3(a)(12).
U.S.C.78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
8215
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
NYSE Rule 13 to modify the manner by
which MPL–ALO Orders trade when
triggered by arriving interest. 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
NYSE Rule 13 to modify the manner by
which MPL–ALO Orders trade when
triggered by arriving interest.
The Exchange recently amended Rule
13 to add a new Midpoint Passive
Liquidity Order (‘‘MPL Order’’), which
is an undisplayed limit order that would
automatically execute at the mid-point
of the protected best bid (‘‘PBB’’) and
the protected best offer (‘‘PBO’’). An
MPL Order could interact with any
incoming order, including another MPL
Order, and could execute at prices out
to four decimal places.4
Pursuant to paragraph (e) of Rule 13
governing MPL Orders, users may
designate an MPL Order with an addliquidity-only (‘‘ALO’’) modifier
(‘‘MPL–ALO Order’’). An MPL–ALO
Order would not execute on arrival,
even if marketable, but would remain
non-displayed in the book until
triggered to trade by arriving contra-side
marketable interest. For example, if
there is a buy MPL Order ‘‘A’’ for 100
shares resting on the book when a sell
MPL–ALO Order ‘‘B’’ for 100 shares
arrives, even though B is marketable
9 17
1 15
PO 00000
Frm 00065
Fmt 4703
4 See Securities Exchange Act Release No. 71330
(Jan. 16, 2014), 79 FR 3895 (Jan. 23, 2014) (SR–
NYSE–2013–71) (Order approving the MPL Order).
Sfmt 4703
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11FEN1
8216
Federal Register / Vol. 79, No. 28 / Tuesday, February 11, 2014 / Notices
against A, both A and B remain
undisplayed in the book until B is
triggered to trade.5
The rule currently provides that an
MPL–ALO Order would only be eligible
to trade against incoming contra-side
interest and would not interact with
contra-side interest resting on the book.
Accordingly, if B is triggered to trade by
an arriving buy MPL Order ‘‘C’’ for 100
shares, the rule provides that B would
not trade with A. Rather, B would only
trade with the arriving interest, C. The
Exchange believes that it is appropriate,
however, that when a resting MPL–ALO
is triggered to trade, it should be eligible
to trade with both the arriving interest
that triggered the MPL–ALO Order and
any resting contra-side interest that was
present before the MPL–ALO Order
arrived. The Exchange believes that
permitting the MPL–ALO to interact
with both arriving and resting contraside interest is consistent with the
Exchange’s current allocation model, set
forth in Rule 72, which considers all
interest at a price point on parity by
agent.6 It would also ensure that any
resting interest that arrived before the
triggering interest could participate in
the execution.
Accordingly, the Exchange proposes
to amend paragraph (e) of Rule 13
governing MPL Orders and delete the
sentence, ‘‘An MPL–ALO Order is only
eligible to trade against incoming
contra-side interest, and will ignore
contra-side interest resting in the NYSE
book’’ and replace it with the following
new rule text:
tkelley on DSK3SPTVN1PROD with NOTICES
If triggered to trade, an MPL–ALO Order
will be eligible to trade with both arriving
and resting contra-side interest, but will not
trade with a contra-side MPL–ALO Order. If
an MPL–ALO Order trades with resting
interest, the MPL–ALO Order will be
considered the liquidity providing order.
As proposed, using the example
above, when C arrives and triggers B to
trade, B would be eligible to trade with
both A and C. Consistent Rule
72(c)(viii), which provides that shares
will be allocated in round lots, and Rule
72(c)(viii)(A), which provides that an
allocation wheel for each security
begins with the participant whose
interest is entered or retained first on a
time basis, because B is seeking an
execution of 100 shares and A was
entered before C, B would execute with
A only. Although the arrival of C
triggered the MPL–ALO Order,
5 The Exchange notes that this example would
work the same if A were undisplayed non-MPL
reserve interest eligible to trade at the same price
as B.
6 Paragraph (a) of Rule 13 governing MPL Orders
already specifies that MPL Orders are allocated on
parity by agent consistent with Rule 72.
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17:58 Feb 10, 2014
Jkt 232001
consistent with the Exchange’s
allocation model, it would not receive
an execution.
The Exchange notes that if the
execution size were larger than a round
lot, C could receive an execution.
Modifying the example above, if A were
for 1000 shares, B were for 600 shares,
and C were for 1000 shares, assuming A
and C are different participants on the
parity wheel, B would execute 300
shares with A and 300 shares with C.
Accordingly, both A and C would get an
execution opportunity.
The Exchange notes that an MPL–
ALO Order is always a liquidity
providing order. Accordingly, the
Exchange proposes to amend the rule to
specify that if an MPL–ALO Order
trades with resting interest, the MPL–
ALO Order will be considered the
liquidity providing order. Finally,
because an MPL–ALO Order is always
a liquidity providing order, contra-side
MPL–ALO Orders would never interact.
2. Statutory Basis
The proposed rule change is
consistent with Section 6(b) 7 of the Act,
in general, and furthers the objectives of
Section 6(b)(5),8 in particular, in that it
is designed to promote just and
equitable principles of trade, remove
impediments to and perfect the
mechanism of a free and open market
and a national market system and, in
general, to protect investors and the
public interest.
The Exchange believes that the
proposal is designed to remove
impediments to and perfect the
mechanism of a free and open market
and a national market system because
the modification to the manner that an
MPL–ALO Order interacts with both
arriving and resting interest is designed
to harmonize the treatment of MPL–
ALO Orders with the Exchange’s
existing allocation rules. Specifically,
Rule 72 already provides that interest at
a price point is allocated on parity by
agent. The Exchange believes it is
appropriate to apply this allocation
model consistently across all executions
at the Exchange, and not exclude any
interest because of sequencing of orders.
As such, a resting MPL–ALO Order,
when triggered to trade, would be
eligible to trade with both arriving
interest that triggered the trade, as well
as any resting interest that may have
been present when the MPL–ALO Order
arrived. The Exchange further believes
that the proposed rule change promotes
just and equitable principles of trade
and protects investors and the public
interest because it ensures that all
interest eligible to interact with an
MPL–ALO Order based on price would
be considered for an execution
opportunity once that MPL–ALO Order
has been triggered to trade, consistent
with existing Rule 72.
The Exchange further believes that
amending the rule text to be clear that
MPL–ALO Orders would not interact
with other MPL–ALO Orders removes
impediments to and perfects the
mechanism of a free and open market
because it provides transparency in
Exchange rules regarding the operation
of MPL–ALO Orders. This aspect of the
proposed rule change also promotes just
and equitable principles of trade
because it ensures that two orders
designed to be liquidity providing will
not execute against one another. Finally,
the Exchange believes that amending
the rule text to clarify that if an MPL–
ALO Order trades with resting interest,
the MPL-Order would be considered the
liquidity providing order removes
impediments to and perfects the
mechanism of a free and open market
because it provides transparency in
Exchange rules regarding which interest
would be considered liquidity providing
in such a scenario.
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 the proposed changes
to the MPL–ALO Order will enhance
order execution opportunities for
member organizations by ensuring that
MPL–ALO Orders would be eligible to
interact with all interest available at a
price point, consistent with existing
Exchange rules governing order
allocation.
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 9 and Rule
19b–4(f)(6) thereunder.10 Because the
9 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
7 15
U.S.C. 78f(b).
8 15 U.S.C. 78f(b)(5).
PO 00000
Frm 00066
Fmt 4703
10 17
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E:\FR\FM\11FEN1.SGM
11FEN1
Federal Register / Vol. 79, No. 28 / Tuesday, February 11, 2014 / Notices
tkelley on DSK3SPTVN1PROD with NOTICES
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, the
proposed rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act and Rule 19b–4(f)(6)
thereunder.11
A proposed rule change filed under
Rule 19b–4(f)(6)12 normally does not
become operative prior to 30 days after
the date of the filing. However, pursuant
to Rule 19b–4(f)(6)(iii),13 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 Exchange stated that it
believes that waiver of the 30-day
operative delay is appropriate because
the Commission has already approved
the adoption of the new MPL Order
type. In addition, the Exchange stated
that it has not yet implemented the MPL
Order out of concern that the existing
rule text would limit the opportunities
for execution. By waiving the operative
delay, the Exchange would be able to
expeditiously make MPL Orders,
including MPL–ALO Orders, available
to member organizations in a manner
that is consistent with existing Rule 72,
thereby enhancing order execution
opportunities for all member
organizations. Thus, the Exchange
believes that the proposed rule change
would protect investors and the public
interest because it would enable all
interest that is eligible to interact at a
price point to be considered for a trade
with an MPL–ALO Order. For these
reasons, the Commission believes that
waiving the 30-day operative delay is
consistent with the protection of
investors and the public interest.
Therefore, the Commission designates
the proposed rule change to be operative
upon filing.14
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.
11 17 CFR 240.19b–4(f)(6)(iii).
12 17 CFR 240.19b–4(f)(6).
13 17 CFR 240.19b–4(f)(6)(iii).
14 For purposes only of waiving the 30-day
operative delay, the Commission has also
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
VerDate Mar<15>2010
17:58 Feb 10, 2014
Jkt 232001
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: (i) Necessary or appropriate in
the public interest; (ii) for the protection
of investors; or (iii) 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) 15 of the Act 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–
NYSE–2014–07 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–2014–07. 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 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–
2014–07 and should be submitted on or
before March 4, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–02876 Filed 2–10–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71483; File No. SR–
NYSEArca–2014–12]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change Amending the Fees for
NYSE ArcaBook
February 5, 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
27, 2014, NYSE Arca, Inc. (the
‘‘Exchange’’ or ‘‘NYSE Arca’’) filed with
the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III below, which Items
have been prepared by the selfregulatory organization. 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 the
fees for NYSE ArcaBook. The Exchange
proposes to implement the fee changes
effective February 1, 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.
16 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
15 15
PO 00000
U.S.C. 78s(b)(2)(B).
Frm 00067
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8217
E:\FR\FM\11FEN1.SGM
11FEN1
Agencies
[Federal Register Volume 79, Number 28 (Tuesday, February 11, 2014)]
[Notices]
[Pages 8215-8217]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-02876]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-71488; File No. SR-NYSE-2014-07]
Self-Regulatory Organizations; New York Stock Exchange LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change
Amending NYSE Rule 13 To Modify the Manner by Which MPL-ALO Orders
Trade When Triggered by Arriving Interest
February 5, 2014.
Pursuant to Section 19(b)(1) \1\ of the Securities Exchange Act of
1934 (the ``Act'') \2\ and Rule 19b-4 thereunder,\3\ notice is hereby
given that on January 31, 2014, New York Stock Exchange LLC (``NYSE''
or the ``Exchange'') filed with the Securities and Exchange Commission
(the ``Commission'') the proposed rule change as described in Items I
and II below, which Items have been prepared by the self-regulatory
organization. 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\ 15 U.S.C. 78a.
\3\ 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 13 to modify the manner by
which MPL-ALO Orders trade when triggered by arriving interest. 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 NYSE Rule 13 to modify the
manner by which MPL-ALO Orders trade when triggered by arriving
interest.
The Exchange recently amended Rule 13 to add a new Midpoint Passive
Liquidity Order (``MPL Order''), which is an undisplayed limit order
that would automatically execute at the mid-point of the protected best
bid (``PBB'') and the protected best offer (``PBO''). An MPL Order
could interact with any incoming order, including another MPL Order,
and could execute at prices out to four decimal places.\4\
---------------------------------------------------------------------------
\4\ See Securities Exchange Act Release No. 71330 (Jan. 16,
2014), 79 FR 3895 (Jan. 23, 2014) (SR-NYSE-2013-71) (Order approving
the MPL Order).
---------------------------------------------------------------------------
Pursuant to paragraph (e) of Rule 13 governing MPL Orders, users
may designate an MPL Order with an add-liquidity-only (``ALO'')
modifier (``MPL-ALO Order''). An MPL-ALO Order would not execute on
arrival, even if marketable, but would remain non-displayed in the book
until triggered to trade by arriving contra-side marketable interest.
For example, if there is a buy MPL Order ``A'' for 100 shares resting
on the book when a sell MPL-ALO Order ``B'' for 100 shares arrives,
even though B is marketable
[[Page 8216]]
against A, both A and B remain undisplayed in the book until B is
triggered to trade.\5\
---------------------------------------------------------------------------
\5\ The Exchange notes that this example would work the same if
A were undisplayed non-MPL reserve interest eligible to trade at the
same price as B.
---------------------------------------------------------------------------
The rule currently provides that an MPL-ALO Order would only be
eligible to trade against incoming contra-side interest and would not
interact with contra-side interest resting on the book. Accordingly, if
B is triggered to trade by an arriving buy MPL Order ``C'' for 100
shares, the rule provides that B would not trade with A. Rather, B
would only trade with the arriving interest, C. The Exchange believes
that it is appropriate, however, that when a resting MPL-ALO is
triggered to trade, it should be eligible to trade with both the
arriving interest that triggered the MPL-ALO Order and any resting
contra-side interest that was present before the MPL-ALO Order arrived.
The Exchange believes that permitting the MPL-ALO to interact with both
arriving and resting contra-side interest is consistent with the
Exchange's current allocation model, set forth in Rule 72, which
considers all interest at a price point on parity by agent.\6\ It would
also ensure that any resting interest that arrived before the
triggering interest could participate in the execution.
---------------------------------------------------------------------------
\6\ Paragraph (a) of Rule 13 governing MPL Orders already
specifies that MPL Orders are allocated on parity by agent
consistent with Rule 72.
---------------------------------------------------------------------------
Accordingly, the Exchange proposes to amend paragraph (e) of Rule
13 governing MPL Orders and delete the sentence, ``An MPL-ALO Order is
only eligible to trade against incoming contra-side interest, and will
ignore contra-side interest resting in the NYSE book'' and replace it
with the following new rule text:
If triggered to trade, an MPL-ALO Order will be eligible to
trade with both arriving and resting contra-side interest, but will
not trade with a contra-side MPL-ALO Order. If an MPL-ALO Order
trades with resting interest, the MPL-ALO Order will be considered
the liquidity providing order.
As proposed, using the example above, when C arrives and triggers B
to trade, B would be eligible to trade with both A and C. Consistent
Rule 72(c)(viii), which provides that shares will be allocated in round
lots, and Rule 72(c)(viii)(A), which provides that an allocation wheel
for each security begins with the participant whose interest is entered
or retained first on a time basis, because B is seeking an execution of
100 shares and A was entered before C, B would execute with A only.
Although the arrival of C triggered the MPL-ALO Order, consistent with
the Exchange's allocation model, it would not receive an execution.
The Exchange notes that if the execution size were larger than a
round lot, C could receive an execution. Modifying the example above,
if A were for 1000 shares, B were for 600 shares, and C were for 1000
shares, assuming A and C are different participants on the parity
wheel, B would execute 300 shares with A and 300 shares with C.
Accordingly, both A and C would get an execution opportunity.
The Exchange notes that an MPL-ALO Order is always a liquidity
providing order. Accordingly, the Exchange proposes to amend the rule
to specify that if an MPL-ALO Order trades with resting interest, the
MPL-ALO Order will be considered the liquidity providing order.
Finally, because an MPL-ALO Order is always a liquidity providing
order, contra-side MPL-ALO Orders would never interact.
2. Statutory Basis
The proposed rule change is consistent with Section 6(b) \7\ of the
Act, in general, and furthers the objectives of Section 6(b)(5),\8\ in
particular, in that it is designed to promote just and equitable
principles of trade, remove impediments to and perfect the mechanism of
a free and open market and a national market system and, in general, to
protect investors and the public interest.
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\7\ 15 U.S.C. 78f(b).
\8\ 15 U.S.C. 78f(b)(5).
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The Exchange believes that the proposal is designed to remove
impediments to and perfect the mechanism of a free and open market and
a national market system because the modification to the manner that an
MPL-ALO Order interacts with both arriving and resting interest is
designed to harmonize the treatment of MPL-ALO Orders with the
Exchange's existing allocation rules. Specifically, Rule 72 already
provides that interest at a price point is allocated on parity by
agent. The Exchange believes it is appropriate to apply this allocation
model consistently across all executions at the Exchange, and not
exclude any interest because of sequencing of orders. As such, a
resting MPL-ALO Order, when triggered to trade, would be eligible to
trade with both arriving interest that triggered the trade, as well as
any resting interest that may have been present when the MPL-ALO Order
arrived. The Exchange further believes that the proposed rule change
promotes just and equitable principles of trade and protects investors
and the public interest because it ensures that all interest eligible
to interact with an MPL-ALO Order based on price would be considered
for an execution opportunity once that MPL-ALO Order has been triggered
to trade, consistent with existing Rule 72.
The Exchange further believes that amending the rule text to be
clear that MPL-ALO Orders would not interact with other MPL-ALO Orders
removes impediments to and perfects the mechanism of a free and open
market because it provides transparency in Exchange rules regarding the
operation of MPL-ALO Orders. This aspect of the proposed rule change
also promotes just and equitable principles of trade because it ensures
that two orders designed to be liquidity providing will not execute
against one another. Finally, the Exchange believes that amending the
rule text to clarify that if an MPL-ALO Order trades with resting
interest, the MPL-Order would be considered the liquidity providing
order removes impediments to and perfects the mechanism of a free and
open market because it provides transparency in Exchange rules
regarding which interest would be considered liquidity providing in
such a scenario.
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 the
proposed changes to the MPL-ALO Order will enhance order execution
opportunities for member organizations by ensuring that MPL-ALO Orders
would be eligible to interact with all interest available at a price
point, consistent with existing Exchange rules governing order
allocation.
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 \9\ and Rule 19b-4(f)(6) thereunder.\10\
Because the
[[Page 8217]]
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, the proposed rule change has become effective pursuant to
Section 19(b)(3)(A) of the Act and Rule 19b-4(f)(6) thereunder.\11\
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\9\ 15 U.S.C. 78s(b)(3)(A)(iii).
\10\ 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.
\11\ 17 CFR 240.19b-4(f)(6)(iii).
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A proposed rule change filed under Rule 19b-4(f)(6)\12\ normally
does not become operative prior to 30 days after the date of the
filing. However, pursuant to Rule 19b-4(f)(6)(iii),\13\ 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 Exchange stated that
it believes that waiver of the 30-day operative delay is appropriate
because the Commission has already approved the adoption of the new MPL
Order type. In addition, the Exchange stated that it has not yet
implemented the MPL Order out of concern that the existing rule text
would limit the opportunities for execution. By waiving the operative
delay, the Exchange would be able to expeditiously make MPL Orders,
including MPL-ALO Orders, available to member organizations in a manner
that is consistent with existing Rule 72, thereby enhancing order
execution opportunities for all member organizations. Thus, the
Exchange believes that the proposed rule change would protect investors
and the public interest because it would enable all interest that is
eligible to interact at a price point to be considered for a trade with
an MPL-ALO Order. For these reasons, the Commission believes that
waiving the 30-day operative delay is consistent with the protection of
investors and the public interest. Therefore, the Commission designates
the proposed rule change to be operative upon filing.\14\
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\12\ 17 CFR 240.19b-4(f)(6).
\13\ 17 CFR 240.19b-4(f)(6)(iii).
\14\ For purposes only of waiving the 30-day operative delay,
the Commission has also considered the proposed rule's impact on
efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
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At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is: (i)
Necessary or appropriate in the public interest; (ii) for the
protection of investors; or (iii) 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) \15\
of the Act to determine whether the proposed rule should be approved or
disapproved.
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\15\ 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-2014-07 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-2014-07. 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 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-2014-07 and should be
submitted on or before March 4, 2014.
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\16\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\16\
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-02876 Filed 2-10-14; 8:45 am]
BILLING CODE 8011-01-P