Self-Regulatory Organizations; Financial Industry Regulatory Authority, Inc.; Notice of Filing of a Proposed Rule Change To Amend FINRA Rule 11892 (Clearly Erroneous Transactions in Exchange-Listed Securities), 25937-25940 [2014-10293]
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Federal Register / Vol. 79, No. 87 / Tuesday, May 6, 2014 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–10286 Filed 5–5–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–72057; File No. SR–FINRA–
2014–021]
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Notice of Filing of a
Proposed Rule Change To Amend
FINRA Rule 11892 (Clearly Erroneous
Transactions in Exchange-Listed
Securities)
April 30, 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 April 17,
2014, Financial Industry Regulatory
Authority, Inc. (‘‘FINRA’’) filed with the
Securities and Exchange Commission
(‘‘SEC’’ or ‘‘Commission’’) the proposed
rule change as described in Items I, II,
and III below, which Items have been
prepared by FINRA. 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
FINRA is proposing to amend Rule
11892 to add new provisions to address
multi-day clearly erroneous events,
transactions occurring during trading
halts, and to make non-substantive
clarifications to the rule.
The text of the proposed rule change
is available on FINRA’s Web site at
https://www.finra.org, at the principal
office of FINRA and at the
Commission’s Public Reference Room.
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II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
FINRA 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. FINRA has prepared
14 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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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
FINRA is proposing amendments to
Rule 11892 (the ‘‘Rule’’) to add new
paragraphs (c) and (d) to provide FINRA
authority to: (1) Declare as null and void
transactions effected on one or more
trading days that were based on the
same fundamentally incorrect or grossly
misinterpreted issuance information,
and (2) in the event of a disruption or
malfunction in the operation of the
electronic communication and trading
facilities of a self-regulatory
organization or responsible single plan
processor in connection with transmittal
or receipt of a regulatory halt,
suspension or pause (i.e., a ‘‘trading
halt’’), declare as null and void any
transactions that occur after the primary
listing market for a security declares a
trading halt with respect to such
security.3 FINRA also is proposing to
make non-substantive clarifications to
the text of the Rule.
FINRA also proposes a change to
certain cross-references in the Rule, due
to the addition of paragraphs (c) and (d).
Specifically, FINRA proposes to update
cross-references in existing Rule
11892.03 in order to make clear that the
provisions of Supplementary Material
.03 do not alter the application of other
provisions of Rule 11892, including new
paragraphs (c) and (d).
Background
On September 10, 2010, the
Commission approved, on a pilot basis,
changes to FINRA Rule 11892 to
provide for uniform treatment of clearly
erroneous reviews: (1) In multi-stock
events involving twenty or more
securities; and (2) in the event
transactions occur that result in the
issuance of an individual stock trading
pause by the primary listing market and
subsequent transactions that occur
before the trading pause is in effect.4
FINRA also adopted additional changes
to Rule 11892 that reduced FINRA’s
ability to deviate from the objective
3 In the event a trading halt is declared,
prematurely lifted in error, and then re-instituted,
under proposed paragraph (d), any transactions that
occurred before the official, final end of the trading
halt according to the primary listing market also
would be declared as null and void.
4 See Securities Exchange Act Release No. 62885
(September 10, 2010), 75 FR 56641 (September 16,
2010) (Order Approving File No. SR–FINRA–2010–
032).
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25937
standards set forth in the Rule 5 and, in
2013, adopted a provision designed to
address the operation of the Plan to
Address Extraordinary Market Volatility
Pursuant to Rule 608 of Regulation NMS
under the Act (the ‘‘Limit Up-Limit
Down Plan’’ or the ‘‘Plan’’).6 Most
recently, FINRA removed the specific
provisions related to individual stock
trading pauses and extended until April
8, 2014 the pilot program applicable to
certain provisions of Rule 11892.7
As proposed, new paragraphs Rule
11892(c) and (d) would be subject to the
existing clearly erroneous pilot period,
which recently was amended to
coincide with the pilot period for the
Limit Up-Limit Down Plan, including
any extensions to the pilot period for
the Plan.8
Multi-Day Clearly Erroneous Executions
Based on Fundamentally Incorrect or
Grossly Misinterpreted Issuance
Information
FINRA proposes to adopt a new
paragraph (c) to Rule 11892 (Multi-day
Events), which would provide that a
series of transactions in a particular
security on one or more trading days
may be viewed as one event if all such
transactions were effected based on the
same fundamentally incorrect or grossly
misinterpreted issuance information
(e.g., with respect to a stock split or
corporate dividend) resulting in a severe
valuation error for all such transactions
(the ‘‘Event’’).
As proposed, a FINRA officer, acting
on his or her own motion, would be
required to take action to declare all
transactions in a security that occurred
during the Event null and void not later
than the start of trading on the day
following the last transaction in the
Event. If trading in the security is halted
before the valuation error is corrected,
the FINRA officer would be required to
take action to declare all transactions in
that security that occurred during the
Event null and void prior to the
resumption of trading. FINRA proposes
to make clear that no action can be
taken pursuant to proposed paragraph
(c) with respect to any transactions that
5 Supra
note 4.
Securities Exchange Act Release No. 68808
(February 1, 2013), 78 FR 9083 (February 7, 2013)
(Notice of Filing and Immediate Effectiveness of
File No. SR–FINRA–2013–012); See also Securities
Exchange Act Release No. 67091 (May 31, 2012), 77
FR 33498 (June 6, 2012).
7 See Securities Exchange Act Release No. 70516
(September 26, 2013), 78 FR 60952 (October 2,
2013) (Notice of Filing and Immediate Effectiveness
of File No. SR–FINRA–2013–041).
8 See Securities Exchange Act Release No. 71781
(March 24, 2014), 79 FR 17615 (March 28, 2014)
(Notice of Filing and Immediate Effectiveness of
File No. SR–FINRA–2014–013).
6 See
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have reached the settlement date for the
security or that result from an initial
public offering (‘‘IPO’’) of a security.
FINRA believes that declaring a trade
null and void after the settlement date
would be complex to administer and
unfair to the affected parties. FINRA
also believes that excluding IPOs from
the proposed rule will ensure that
transactions in a new security for which
there is no benchmark information are
not called into question as it is the IPO
process itself including the extensive
public disclosure associated with IPOs,
that is intended to drive price
formation.
Further, FINRA proposes that, to the
extent transactions related to an Event
involve one or more other selfregulatory organizations, FINRA
promptly will coordinate with such
other self-regulatory organizations to
ensure consistent treatment of the
transactions related to the Event, if
practicable. FINRA also proposes to
state in the Rule that any action taken
in connection with paragraph (c) will be
taken without regard to the numerical
guidelines set forth in paragraph (b)(1)
of Rule 11892. In particular, FINRA
believes that there could be scenarios
where there are erroneous transactions
related to an Event that would not meet
the applicable numerical guidelines but
that are, upon review, clearly erroneous.
An example of a scenario that proposed
new paragraph (c) is intended to address
is a corporate action, such as a stock
split, that results in the dissemination of
fundamentally incorrect or grossly
misinterpreted issuance information
and leads to transactions at a price that
is close to the price at which the
security was previously trading. Even if
such trading is consistent with prior
trading activity for the security, and
thus would not meet the applicable
numerical guidelines, the proposal
would provide FINRA with the
authority to declare as null and void
such transactions if they were effected
based on the same fundamentally
incorrect or grossly misinterpreted
issuance information and there was a
severe valuation error as a result (i.e.,
although the security should be trading
at a price further away from its previous
price range, due to fundamentally
incorrect or grossly misinterpreted
issuance information with respect to the
corporate action, the security continues
to trade at a price that does not meet the
applicable numerical guidelines).
FINRA also proposes to provide that
each member involved in a transaction
subject to proposed paragraph (c) shall
be notified as soon as practicable of a
determination to declare such
transaction null and void, and the party
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aggrieved by such action may appeal in
accordance with Rule 11894.
In particular, FINRA believes it is
necessary to have authority to declare as
null and void transactions that occur in
an event similar to an event involving
an exchange offer (‘‘Exchange Offer’’)
made by U.S. Bancorp on the New York
Stock Exchange (‘‘NYSE’’) in 2010 in
which there were a series of executions
based on incorrect or grossly
misinterpreted issuance information
and, as a result, the securities traded at
severely dislocated prices (the ‘‘U.S.
Bancorp Event’’). At the time, the NYSE
filed an emergency rule filing in order
to respond to that event.9 With the
filing, the NYSE interpreted its clearly
erroneous rule as permitting the NYSE
to nullify all trades occurring after the
Exchange Offer at severely dislocated
prices.10 FINRA believes it is important
to have in place a provision to declare
trades null and void if an event like the
U.S. Bancorp Event occurs again in the
future. The U.S. Bancorp Event is
described in further detail below and is
intended to be illustrative of the manner
in which FINRA proposes to utilize
proposed paragraph (c), if necessary.
In May 2010, U.S. Bancorp
commenced an offer to exchange up to
1,250,000 Depositary Shares, each
representing a 1/100 interest in a share
of Series A Non-Cumulative Perpetual
Preferred Stock, $100,000 liquidation
preference per share (the ‘‘Depositary
Shares’’) for any and all of the 1,250,000
outstanding 6.189% Fixed-to-Floating
Rate Normal ITS issued by U.S. Bancorp
Capital IX, each with a liquidation
amount of $1,000 (the ‘‘Normal ITS’’).
The Depositary Shares were approved
for listing on the NYSE under the
symbol USB PRA. On June 11, 2010, the
NYSE opened the shares on a quote, but
trading did not commence until June 16,
2010 at prices in the range of $79.00 per
share. There were additional executions
on the NYSE in that price range on June
17, 2010 and June 18, 2010. On June
18th, the NYSE learned that the prices
at which trades had executed were not
consistent with the value of the security,
which was closer to $800 per share.
Upon learning of the pricing disparity,
the NYSE immediately halted trading in
the Depositary Shares on all markets
and alerted U.S. Bancorp and other
exchanges that traded the Depositary
Shares of the pricing discrepancy.
To address the situation, the NYSE
filed a proposal to interpret its existing
9 See Securities Exchange Act Release No. 62609
(July 30, 2010), 75 FR 47327 (August 5, 2010)
(Notice of Filing and Immediate Effectiveness of
File No. SR–NYSE–2010–55).
10 Supra note 9.
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clearly erroneous rule such that trading
in the Depository Shares from June 16th
to June 18th constituted a single event
because that trading was based on
incorrect or grossly misinterpreted
issuance information that resulted in
severe price dislocation.11 Because the
Depository Shares were halted before
the price of the Depository Shares
ceased to be dislocated, and remained
halted, the NYSE was able to review
trading in the Depository Shares and
declare as null and void all trading
related to the U.S. Bancorp Event before
the security resumed trading. FINRA
believes it is appropriate to include in
Rule 11892 the authority to address
such an event should a similar situation
arise in the future.
Transactions Occurring After a Trading
Halt Has Been Declared
FINRA proposes to add new
paragraph (d) to Rule 11892
(Transactions Occurring During Trading
Halts) to make clear that, in the event of
any disruption or malfunction in the
operation of the electronic
communications and trading facilities of
a self-regulatory organization or
responsible single plan processor in
connection with the transmittal or
receipt of a trading halt, a FINRA
officer, acting on his or her own motion,
shall declare as null and void any
transaction that occurs after the primary
listing market for a security declares a
trading halt and before such trading halt
with respect to such security has
officially ended according to the
primary listing market.
In addition, proposed paragraph (d)
will make clear that, in the event a
trading halt is declared, then
prematurely lifted in error and then reinstituted, FINRA will declare as null
and void all transactions that occur
before the official, final end of the
trading halt according to the primary
listing market. Any action taken in
connection with paragraph (d) must be
taken in a timely fashion, generally
within thirty minutes of the detection of
the erroneous transaction and in no
circumstances later than the start of
normal market hours 12 on the trading
day following the date of the
execution(s) under review. FINRA also
proposes to specify that any action
taken in connection with proposed
paragraph (d) will be taken without
regard to the numerical guidelines set
forth in paragraph (b)(1) of Rule 11892.
FINRA believes it is appropriate to
declare transactions pursuant to
11 Supra
note 9.
market hours are from 9:30 a.m. E.T. to
4:00 p.m. E.T.
12 Normal
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proposed paragraph (d) as null and void
without regard to the numerical
guidelines because, in the situations
covered by paragraph (d), the subject
transactions were prohibited from
occurring during a trading halt and,
thus, declaring them null and void does
not put the parties in any different
position than they should have been.
FINRA also believes that the certainty
provided by this provision is critical in
situations involving trading halts.
FINRA proposes that each member
involved in a transaction subject to
proposed paragraph (d) shall be notified
by FINRA as soon as practicable of a
determination to declare a transaction(s)
as null and void, and the party
aggrieved by such action may appeal the
action in accordance with Rule 11894.
FINRA rules provide authority to halt
over-the-counter trading in an exchangelisted security in certain cases,
including when the primary listing
market issues a trading halt in the
security.13 However, in certain
circumstances, due to a technical issue
related to the transmission or receipt of
the electronic message instituting such
trading halt or due to other
extraordinary circumstances, members
may execute transactions over the
counter following the declaration of
such a trading halt. Similarly, although
rare, there have been extraordinary
circumstances in which a trading halt is
declared, then prematurely lifted in
error, and then re-instituted. FINRA
believes it is appropriate to provide for
certainty that, in such extraordinary
circumstances, any transactions
occurring after a trading halt has been
declared will be deemed null and void.
In the event that a trading halt is
declared as of a future time (i.e., if the
primary listing exchange declares a
trading halt as of a specific, future time
in order to ensure coordination amongst
market participants), FINRA would
nullify only those transactions occurring
after the time the trading halt was
supposed to be in place until the official
end of the trading halt according to the
primary listing market. FINRA believes
that such authority is appropriate
because, when relied upon, FINRA will
be nullifying trades that should not have
occurred in the first instance and
because a trading halt declared by the
primary listing market is indicative of
an issue with respect to the applicable
security or a larger set of securities.
Finally, FINRA is making nonsubstantive amendments to the rule to
simplify and clarify the text.
13 See
FINRA Rules 6120 and 6121.
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2. Statutory Basis
FINRA believes that the proposed rule
change is consistent with the provisions
of Section 15A(b)(6) of the Act,14 which
requires, among other things, that
FINRA rules must be designed to
prevent fraudulent and manipulative
acts and practices, 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.
FINRA believes that it is appropriate
to adopt a provision granting FINRA
authority to declare as null and void
trades that occur if an event similar to
the U.S. Bancorp Event occurs again.
FINRA believes that this provision will
allow FINRA to act in the event of such
a severe valuation error, that such action
would promote just and equitable
principles of trade; and that the
proposal is, therefore, consistent with
the Act. Similarly, FINRA believes that
adding a provision: (1) Allowing FINRA
to nullify transactions that occur when
a trading halt is declared, then
prematurely lifted in error and then
reinstituted, and (2) providing that, in
the event of any disruption or
malfunction in the operation of the
electronic communications and trading
facilities of a self-regulatory
organization or responsible single plan
processor in connection with the
transmittal or receipt of a trading halt,
FINRA will nullify trades occurring
after a trading halt has been declared by
the primary listing market for the
security—will help to avoid confusion
amongst market participants, which is
consistent with the protection of
investors and the public interest and
therefore is consistent with the Act.
FINRA further believes that the
proposal is appropriate and consistent
with the Act because, when relied upon,
FINRA will be nullifying trades that
should not have occurred in the first
instance. FINRA also believes that the
proposal is appropriate because a
trading halt declared by the primary
listing market is indicative of an issue
with respect to the applicable security
or a larger set of securities.
FINRA believes that the proposal to
update cross-references in existing
Supplementary Material .03 of Rule
11892 to include new paragraphs (c)
and (d) is consistent with the Act
because, as is the case with respect to
the current Rule, this change makes
clear that the provisions of
Supplementary Material .03 do not alter
14 15
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U.S.C. 78o–3(b)(6).
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25939
the application of other provisions of
Rule 11892. Finally, FINRA believes
that the proposed non-substantive
clarifications are consistent with the Act
in that they provide the market with
clarity as to the intended operation of
the Rule.
FINRA believes that other selfregulatory organizations also are filing
similar proposals to add provisions
similar to the provisions being proposed
by FINRA in this filing. Therefore, the
proposal promotes just and equitable
principles of trade in that it promotes
transparency and uniformity across the
self-regulatory organizations concerning
treatment of transactions as clearly
erroneous. The proposed rule change
also helps ensure consistent results in
handling erroneous trades across the
U.S. markets, thus furthering fair and
orderly markets, the protection of
investors and the public interest.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
FINRA does not believe that the
proposed rule change implicates any
competitive issues. To the contrary, as
noted above, FINRA believes that other
self-regulatory organizations also are
filing similar proposals and, thus, that
the proposal will help to ensure
consistency across markets.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
FINRA has not solicited, and does not
intend to solicit, comments on this
proposed rule change. FINRA has not
received any written comments from
members or other interested parties.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within 45 days of the date of
publication of this notice in the Federal
Register or within such longer period (i)
as the Commission may designate up to
90 days of such date if it finds such
longer period to be appropriate and
publishes its reasons for so finding or
(ii) as to which the self-regulatory
organization consents, the Commission
will:
(A) By order approve or disapprove
such proposed rule change, or
(B) institute proceedings to determine
whether the proposed rule change
should be disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views and
arguments concerning the foregoing,
including whether the proposed rule
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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–2014–021 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
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All submissions should refer to File
Number SR–FINRA–2014–021. 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 FINRA. 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–
2014–021 and should be submitted on
or before May 27, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–10293 Filed 5–5–14; 8:45 am]
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–72047; File No. SR–EDGA–
2014–11]
Self-Regulatory Organizations; EDGA
Exchange, Inc.; Notice of Filing of a
Proposed Rule Change To Amend Rule
11.13, Entitled ‘‘Clearly Erroneous
Executions’’
April 30, 2014.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on April 17,
2014, EDGA Exchange, Inc. (the
‘‘Exchange’’ or ‘‘EDGA’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I, II and III
below, which Items have been prepared
by the Exchange. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
The Exchange is proposing to add
new paragraphs (j) and (k) to Rule 11.13,
entitled ‘‘Clearly Erroneous
Executions.’’ The text of the proposed
rule change is available on the
Exchange’s Internet Web site at
www.directedge.com, at the Exchange’s
principal office, and at the Public
Reference Room of the Commission.
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
1. Purpose
The purpose of this filing is to add
new paragraph (j) to Rule 11.13 to
provide the Exchange with authority to
nullify transactions that were effected
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CFR 200.30–3(a)(12).
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based on the same fundamentally
incorrect or grossly misinterpreted
issuance information, even if such
transactions occur over a period of
several days, as further described below.
An example of fundamentally incorrect
and grossly misinterpreted issuance
information that led to a severe
valuation error is included below for
illustrative purposes.
The Exchange also proposes to add
new paragraph (k) to Rule 11.13 to make
clear that in the event of any disruption
or malfunction in the operation of the
electronic communications and trading
facilities of the Exchange, another
market center or responsible single plan
processor in connection with the
transmittal or receipt of a regulatory
trading halt, suspension or pause
(hereafter generally referred to as a
‘‘trading halt’’ for ease of reference), the
Exchange will nullify any transaction
that occurs after the primary listing
market for a security declares a trading
halt with respect to such security. In the
event a trading halt is declared, then
prematurely lifted in error, and then reinstituted, proposed paragraph (k)
would also result in nullification of any
transactions that occur before the
official, final end of the trading halt
according to the primary listing market.
The Exchange also proposes a change
to certain cross-references in Rule 11.13,
due to the addition of paragraphs (j) and
(k). Specifically, the Exchange proposes
to update cross-references in existing
paragraph (i) of Rule 11.13 in order to
make clear that the provisions of
paragraph (i) do not alter the application
of other provisions of Rule 11.13,
including new paragraphs (j) and (k).
Background
On September 10, 2010, the
Commission approved, on a pilot basis,
changes to Rule 11.13 to provide for
uniform treatment: (1) Of clearly
erroneous execution reviews in multistock events involving twenty or more
securities; and (2) in the event
transactions occur that result in the
issuance of an individual stock trading
pause by the primary listing market and
subsequent transactions that occur
before the trading pause is in effect on
the Exchange.3 The Exchange also
adopted additional changes to Rule
11.13 that reduced the ability of the
Exchange to deviate from the objective
standards set forth in Rule 11.13,4 and
in 2013, adopted a provision designed
to address the operation of the Plan to
3 Securities Exchange Act Release No. 62886
(September 10, 2010), 75 FR 56613 (September 16,
2010) (SR–EDGA–2010–03).
4 Id.
E:\FR\FM\06MYN1.SGM
06MYN1
Agencies
[Federal Register Volume 79, Number 87 (Tuesday, May 6, 2014)]
[Notices]
[Pages 25937-25940]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-10293]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-72057; File No. SR-FINRA-2014-021]
Self-Regulatory Organizations; Financial Industry Regulatory
Authority, Inc.; Notice of Filing of a Proposed Rule Change To Amend
FINRA Rule 11892 (Clearly Erroneous Transactions in Exchange-Listed
Securities)
April 30, 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 April 17, 2014, Financial Industry Regulatory Authority, Inc.
(``FINRA'') filed with the Securities and Exchange Commission (``SEC''
or ``Commission'') the proposed rule change as described in Items I,
II, and III below, which Items have been prepared by FINRA. 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\ 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
FINRA is proposing to amend Rule 11892 to add new provisions to
address multi-day clearly erroneous events, transactions occurring
during trading halts, and to make non-substantive clarifications to the
rule.
The text of the proposed rule change is available on FINRA's Web
site at https://www.finra.org, at the principal office of FINRA 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, FINRA 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. FINRA 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
FINRA is proposing amendments to Rule 11892 (the ``Rule'') to add
new paragraphs (c) and (d) to provide FINRA authority to: (1) Declare
as null and void transactions effected on one or more trading days that
were based on the same fundamentally incorrect or grossly
misinterpreted issuance information, and (2) in the event of a
disruption or malfunction in the operation of the electronic
communication and trading facilities of a self-regulatory organization
or responsible single plan processor in connection with transmittal or
receipt of a regulatory halt, suspension or pause (i.e., a ``trading
halt''), declare as null and void any transactions that occur after the
primary listing market for a security declares a trading halt with
respect to such security.\3\ FINRA also is proposing to make non-
substantive clarifications to the text of the Rule.
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\3\ In the event a trading halt is declared, prematurely lifted
in error, and then re-instituted, under proposed paragraph (d), any
transactions that occurred before the official, final end of the
trading halt according to the primary listing market also would be
declared as null and void.
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FINRA also proposes a change to certain cross-references in the
Rule, due to the addition of paragraphs (c) and (d). Specifically,
FINRA proposes to update cross-references in existing Rule 11892.03 in
order to make clear that the provisions of Supplementary Material .03
do not alter the application of other provisions of Rule 11892,
including new paragraphs (c) and (d).
Background
On September 10, 2010, the Commission approved, on a pilot basis,
changes to FINRA Rule 11892 to provide for uniform treatment of clearly
erroneous reviews: (1) In multi-stock events involving twenty or more
securities; and (2) in the event transactions occur that result in the
issuance of an individual stock trading pause by the primary listing
market and subsequent transactions that occur before the trading pause
is in effect.\4\ FINRA also adopted additional changes to Rule 11892
that reduced FINRA's ability to deviate from the objective standards
set forth in the Rule \5\ and, in 2013, adopted a provision designed to
address the operation of the Plan to Address Extraordinary Market
Volatility Pursuant to Rule 608 of Regulation NMS under the Act (the
``Limit Up-Limit Down Plan'' or the ``Plan'').\6\ Most recently, FINRA
removed the specific provisions related to individual stock trading
pauses and extended until April 8, 2014 the pilot program applicable to
certain provisions of Rule 11892.\7\
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\4\ See Securities Exchange Act Release No. 62885 (September 10,
2010), 75 FR 56641 (September 16, 2010) (Order Approving File No.
SR-FINRA-2010-032).
\5\ Supra note 4.
\6\ See Securities Exchange Act Release No. 68808 (February 1,
2013), 78 FR 9083 (February 7, 2013) (Notice of Filing and Immediate
Effectiveness of File No. SR-FINRA-2013-012); See also Securities
Exchange Act Release No. 67091 (May 31, 2012), 77 FR 33498 (June 6,
2012).
\7\ See Securities Exchange Act Release No. 70516 (September 26,
2013), 78 FR 60952 (October 2, 2013) (Notice of Filing and Immediate
Effectiveness of File No. SR-FINRA-2013-041).
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As proposed, new paragraphs Rule 11892(c) and (d) would be subject
to the existing clearly erroneous pilot period, which recently was
amended to coincide with the pilot period for the Limit Up-Limit Down
Plan, including any extensions to the pilot period for the Plan.\8\
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\8\ See Securities Exchange Act Release No. 71781 (March 24,
2014), 79 FR 17615 (March 28, 2014) (Notice of Filing and Immediate
Effectiveness of File No. SR-FINRA-2014-013).
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Multi-Day Clearly Erroneous Executions Based on Fundamentally Incorrect
or Grossly Misinterpreted Issuance Information
FINRA proposes to adopt a new paragraph (c) to Rule 11892 (Multi-
day Events), which would provide that a series of transactions in a
particular security on one or more trading days may be viewed as one
event if all such transactions were effected based on the same
fundamentally incorrect or grossly misinterpreted issuance information
(e.g., with respect to a stock split or corporate dividend) resulting
in a severe valuation error for all such transactions (the ``Event'').
As proposed, a FINRA officer, acting on his or her own motion,
would be required to take action to declare all transactions in a
security that occurred during the Event null and void not later than
the start of trading on the day following the last transaction in the
Event. If trading in the security is halted before the valuation error
is corrected, the FINRA officer would be required to take action to
declare all transactions in that security that occurred during the
Event null and void prior to the resumption of trading. FINRA proposes
to make clear that no action can be taken pursuant to proposed
paragraph (c) with respect to any transactions that
[[Page 25938]]
have reached the settlement date for the security or that result from
an initial public offering (``IPO'') of a security. FINRA believes that
declaring a trade null and void after the settlement date would be
complex to administer and unfair to the affected parties. FINRA also
believes that excluding IPOs from the proposed rule will ensure that
transactions in a new security for which there is no benchmark
information are not called into question as it is the IPO process
itself including the extensive public disclosure associated with IPOs,
that is intended to drive price formation.
Further, FINRA proposes that, to the extent transactions related to
an Event involve one or more other self-regulatory organizations, FINRA
promptly will coordinate with such other self-regulatory organizations
to ensure consistent treatment of the transactions related to the
Event, if practicable. FINRA also proposes to state in the Rule that
any action taken in connection with paragraph (c) will be taken without
regard to the numerical guidelines set forth in paragraph (b)(1) of
Rule 11892. In particular, FINRA believes that there could be scenarios
where there are erroneous transactions related to an Event that would
not meet the applicable numerical guidelines but that are, upon review,
clearly erroneous. An example of a scenario that proposed new paragraph
(c) is intended to address is a corporate action, such as a stock
split, that results in the dissemination of fundamentally incorrect or
grossly misinterpreted issuance information and leads to transactions
at a price that is close to the price at which the security was
previously trading. Even if such trading is consistent with prior
trading activity for the security, and thus would not meet the
applicable numerical guidelines, the proposal would provide FINRA with
the authority to declare as null and void such transactions if they
were effected based on the same fundamentally incorrect or grossly
misinterpreted issuance information and there was a severe valuation
error as a result (i.e., although the security should be trading at a
price further away from its previous price range, due to fundamentally
incorrect or grossly misinterpreted issuance information with respect
to the corporate action, the security continues to trade at a price
that does not meet the applicable numerical guidelines).
FINRA also proposes to provide that each member involved in a
transaction subject to proposed paragraph (c) shall be notified as soon
as practicable of a determination to declare such transaction null and
void, and the party aggrieved by such action may appeal in accordance
with Rule 11894.
In particular, FINRA believes it is necessary to have authority to
declare as null and void transactions that occur in an event similar to
an event involving an exchange offer (``Exchange Offer'') made by U.S.
Bancorp on the New York Stock Exchange (``NYSE'') in 2010 in which
there were a series of executions based on incorrect or grossly
misinterpreted issuance information and, as a result, the securities
traded at severely dislocated prices (the ``U.S. Bancorp Event''). At
the time, the NYSE filed an emergency rule filing in order to respond
to that event.\9\ With the filing, the NYSE interpreted its clearly
erroneous rule as permitting the NYSE to nullify all trades occurring
after the Exchange Offer at severely dislocated prices.\10\ FINRA
believes it is important to have in place a provision to declare trades
null and void if an event like the U.S. Bancorp Event occurs again in
the future. The U.S. Bancorp Event is described in further detail below
and is intended to be illustrative of the manner in which FINRA
proposes to utilize proposed paragraph (c), if necessary.
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\9\ See Securities Exchange Act Release No. 62609 (July 30,
2010), 75 FR 47327 (August 5, 2010) (Notice of Filing and Immediate
Effectiveness of File No. SR-NYSE-2010-55).
\10\ Supra note 9.
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In May 2010, U.S. Bancorp commenced an offer to exchange up to
1,250,000 Depositary Shares, each representing a 1/100 interest in a
share of Series A Non-Cumulative Perpetual Preferred Stock, $100,000
liquidation preference per share (the ``Depositary Shares'') for any
and all of the 1,250,000 outstanding 6.189% Fixed-to-Floating Rate
Normal ITS issued by U.S. Bancorp Capital IX, each with a liquidation
amount of $1,000 (the ``Normal ITS''). The Depositary Shares were
approved for listing on the NYSE under the symbol USB PRA. On June 11,
2010, the NYSE opened the shares on a quote, but trading did not
commence until June 16, 2010 at prices in the range of $79.00 per
share. There were additional executions on the NYSE in that price range
on June 17, 2010 and June 18, 2010. On June 18th, the NYSE learned that
the prices at which trades had executed were not consistent with the
value of the security, which was closer to $800 per share. Upon
learning of the pricing disparity, the NYSE immediately halted trading
in the Depositary Shares on all markets and alerted U.S. Bancorp and
other exchanges that traded the Depositary Shares of the pricing
discrepancy.
To address the situation, the NYSE filed a proposal to interpret
its existing clearly erroneous rule such that trading in the Depository
Shares from June 16th to June 18th constituted a single event because
that trading was based on incorrect or grossly misinterpreted issuance
information that resulted in severe price dislocation.\11\ Because the
Depository Shares were halted before the price of the Depository Shares
ceased to be dislocated, and remained halted, the NYSE was able to
review trading in the Depository Shares and declare as null and void
all trading related to the U.S. Bancorp Event before the security
resumed trading. FINRA believes it is appropriate to include in Rule
11892 the authority to address such an event should a similar situation
arise in the future.
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\11\ Supra note 9.
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Transactions Occurring After a Trading Halt Has Been Declared
FINRA proposes to add new paragraph (d) to Rule 11892 (Transactions
Occurring During Trading Halts) to make clear that, in the event of any
disruption or malfunction in the operation of the electronic
communications and trading facilities of a self-regulatory organization
or responsible single plan processor in connection with the transmittal
or receipt of a trading halt, a FINRA officer, acting on his or her own
motion, shall declare as null and void any transaction that occurs
after the primary listing market for a security declares a trading halt
and before such trading halt with respect to such security has
officially ended according to the primary listing market.
In addition, proposed paragraph (d) will make clear that, in the
event a trading halt is declared, then prematurely lifted in error and
then re-instituted, FINRA will declare as null and void all
transactions that occur before the official, final end of the trading
halt according to the primary listing market. Any action taken in
connection with paragraph (d) must be taken in a timely fashion,
generally within thirty minutes of the detection of the erroneous
transaction and in no circumstances later than the start of normal
market hours \12\ on the trading day following the date of the
execution(s) under review. FINRA also proposes to specify that any
action taken in connection with proposed paragraph (d) will be taken
without regard to the numerical guidelines set forth in paragraph
(b)(1) of Rule 11892. FINRA believes it is appropriate to declare
transactions pursuant to
[[Page 25939]]
proposed paragraph (d) as null and void without regard to the numerical
guidelines because, in the situations covered by paragraph (d), the
subject transactions were prohibited from occurring during a trading
halt and, thus, declaring them null and void does not put the parties
in any different position than they should have been. FINRA also
believes that the certainty provided by this provision is critical in
situations involving trading halts. FINRA proposes that each member
involved in a transaction subject to proposed paragraph (d) shall be
notified by FINRA as soon as practicable of a determination to declare
a transaction(s) as null and void, and the party aggrieved by such
action may appeal the action in accordance with Rule 11894.
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\12\ Normal market hours are from 9:30 a.m. E.T. to 4:00 p.m.
E.T.
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FINRA rules provide authority to halt over-the-counter trading in
an exchange-listed security in certain cases, including when the
primary listing market issues a trading halt in the security.\13\
However, in certain circumstances, due to a technical issue related to
the transmission or receipt of the electronic message instituting such
trading halt or due to other extraordinary circumstances, members may
execute transactions over the counter following the declaration of such
a trading halt. Similarly, although rare, there have been extraordinary
circumstances in which a trading halt is declared, then prematurely
lifted in error, and then re-instituted. FINRA believes it is
appropriate to provide for certainty that, in such extraordinary
circumstances, any transactions occurring after a trading halt has been
declared will be deemed null and void. In the event that a trading halt
is declared as of a future time (i.e., if the primary listing exchange
declares a trading halt as of a specific, future time in order to
ensure coordination amongst market participants), FINRA would nullify
only those transactions occurring after the time the trading halt was
supposed to be in place until the official end of the trading halt
according to the primary listing market. FINRA believes that such
authority is appropriate because, when relied upon, FINRA will be
nullifying trades that should not have occurred in the first instance
and because a trading halt declared by the primary listing market is
indicative of an issue with respect to the applicable security or a
larger set of securities. Finally, FINRA is making non-substantive
amendments to the rule to simplify and clarify the text.
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\13\ See FINRA Rules 6120 and 6121.
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2. Statutory Basis
FINRA believes that the proposed rule change is consistent with the
provisions of Section 15A(b)(6) of the Act,\14\ which requires, among
other things, that FINRA rules must be designed to prevent fraudulent
and manipulative acts and practices, 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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\14\ 15 U.S.C. 78o-3(b)(6).
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FINRA believes that it is appropriate to adopt a provision granting
FINRA authority to declare as null and void trades that occur if an
event similar to the U.S. Bancorp Event occurs again. FINRA believes
that this provision will allow FINRA to act in the event of such a
severe valuation error, that such action would promote just and
equitable principles of trade; and that the proposal is, therefore,
consistent with the Act. Similarly, FINRA believes that adding a
provision: (1) Allowing FINRA to nullify transactions that occur when a
trading halt is declared, then prematurely lifted in error and then
reinstituted, and (2) providing that, in the event of any disruption or
malfunction in the operation of the electronic communications and
trading facilities of a self-regulatory organization or responsible
single plan processor in connection with the transmittal or receipt of
a trading halt, FINRA will nullify trades occurring after a trading
halt has been declared by the primary listing market for the security--
will help to avoid confusion amongst market participants, which is
consistent with the protection of investors and the public interest and
therefore is consistent with the Act.
FINRA further believes that the proposal is appropriate and
consistent with the Act because, when relied upon, FINRA will be
nullifying trades that should not have occurred in the first instance.
FINRA also believes that the proposal is appropriate because a trading
halt declared by the primary listing market is indicative of an issue
with respect to the applicable security or a larger set of securities.
FINRA believes that the proposal to update cross-references in
existing Supplementary Material .03 of Rule 11892 to include new
paragraphs (c) and (d) is consistent with the Act because, as is the
case with respect to the current Rule, this change makes clear that the
provisions of Supplementary Material .03 do not alter the application
of other provisions of Rule 11892. Finally, FINRA believes that the
proposed non-substantive clarifications are consistent with the Act in
that they provide the market with clarity as to the intended operation
of the Rule.
FINRA believes that other self-regulatory organizations also are
filing similar proposals to add provisions similar to the provisions
being proposed by FINRA in this filing. Therefore, the proposal
promotes just and equitable principles of trade in that it promotes
transparency and uniformity across the self-regulatory organizations
concerning treatment of transactions as clearly erroneous. The proposed
rule change also helps ensure consistent results in handling erroneous
trades across the U.S. markets, thus furthering fair and orderly
markets, the protection of investors and the public interest.
B. Self-Regulatory Organization's Statement on Burden on Competition
FINRA does not believe that the proposed rule change implicates any
competitive issues. To the contrary, as noted above, FINRA believes
that other self-regulatory organizations also are filing similar
proposals and, thus, that the proposal will help to ensure consistency
across markets.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
FINRA has not solicited, and does not intend to solicit, comments
on this proposed rule change. FINRA has not received any written
comments from members or other interested parties.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Within 45 days of the date of publication of this notice in the
Federal Register or within such longer period (i) as the Commission may
designate up to 90 days of such date if it finds such longer period to
be appropriate and publishes its reasons for so finding or (ii) as to
which the self-regulatory organization consents, the Commission will:
(A) By order approve or disapprove such proposed rule change, or
(B) institute proceedings to determine whether the proposed rule
change should be disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views and
arguments concerning the foregoing, including whether the proposed rule
[[Page 25940]]
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-2014-021 on the subject line.
Paper Comments
Send paper comments in triplicate to Secretary, Securities
and Exchange Commission, 100 F Street NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-FINRA-2014-021. 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 FINRA. 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-2014-021 and should be
submitted on or before May 27, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\15\
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\15\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-10293 Filed 5-5-14; 8:45 am]
BILLING CODE 8011-01-P