Self-Regulatory Organizations; New York Stock Exchange LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Amending Rule 15 To Specify That Exchange Systems Can Publish Pre-Opening Indications and To Extend the Time Order Imbalance Information Is Disseminated When an Opening is Delayed, 63005-63007 [2014-24941]
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mstockstill on DSK4VPTVN1PROD with NOTICES
Federal Register / Vol. 79, No. 203 / Tuesday, October 21, 2014 / Notices
6(b)(5) of the Act,23 as well as Rule 610
of Regulation NMS 24 and Rule 201 of
Regulation SHO.25 The Exchange notes
that it is not modifying the overall
functionality of price sliding, which, to
avoid locking or crossing quotations of
other market centers or to comply with
applicable short sale restrictions,
displays orders at permissible prices
while retaining a price at which the
User is willing to buy or sell, in the
event display at such price or an
execution at such price becomes
possible.26 Instead, the Exchange is
making changes to adopt an optional
form of price sliding, Price Adjust,
which will rank orders at their
displayed price rather than, as with the
current display-price sliding process, at
the locking price. The exchange notes
that, as a result, while subject to Price
Adjust sliding, an order is ranked at a
less aggressive price than it would be
under the display-price sliding process,
which may be preferable to certain
Users that wish to provide liquidity but
do not wish to cross the spread (i.e., if
buying, do not wish to trade at the NBO
or if selling, do not wish to trade at the
NBB).27
In addition, as noted above, in
contrast to display-price sliding, which
is based solely on Protected Quotations
at equities markets and options
exchanges other than the Exchange, the
proposed Price Adjust process would be
based on Protected Quotations at
external markets and at the Exchange.
According to the Exchange, applying the
Price Adjust process to orders that,
upon entry, cannot be executed or
displayed at their limit price should
contribute to more displayed liquidity
on the Exchange than if such orders
were cancelled back to the User.28
Therefore, the Exchange believes the
proposal to apply the Price Adjust
process to orders that cannot be
displayed because they would lock or
cross displayed contra-side interest on
the Exchange (and not just external
markets) will 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.29 The
Exchange also states that the proposed
Price Adjust process will enable the
System to avoid displaying a locking or
crossing quotation in order to ensure
compliance with Rule 610(d) of
Regulation NMS.30
Further, the Exchange believes it is
reasonable to un-slide display-price
sliding orders before it un-slides Price
Adjust orders because Price Adjust is a
less aggressive form of price sliding than
display-price sliding, in that an order
submitted by a User would be displayed
and ranked at the same price rather than
ranked at the locking price and
displayed at a less aggressive price.31
Because orders subject to display-price
sliding are ranked at and subject to
execution at higher prices when buying
and lower prices when selling, the
Exchange believes that such orders
should be re-displayed before orders
subject to Price Adjust orders in
response to changes to the NBBO.32
Rule 610(d) requires exchanges to
establish, maintain, and enforce rules
that require members reasonably to
avoid ‘‘[d]isplaying quotations that lock
or cross any protected quotation in an
NMS stock.’’ 33 Such rules must be
‘‘reasonably designed to assure the
reconciliation of locked or crossed
quotations in an NMS stock,’’ and must
‘‘prohibit . . . members from engaging
in a pattern or practice of displaying
quotations that lock or cross any
quotation in an NMS stock.’’ 34 The
Exchange believes that the proposed
Price Adjust functionality for BATS
Equities as well as BATS Options will
assist Users by displaying orders at
permissible prices.35 Similarly, Rule
201 of Regulation SHO 36 requires
trading centers to establish, maintain,
and enforce written policies and
procedures reasonably designed to
prevent the execution or display of a
short sale order at a price at or below
the current NBB under certain
circumstances. The Exchange represents
that its short sale price sliding will
continue to operate the same for Users
that select Price Adjust as it does for
Users that select the display-price
sliding process currently offered by the
Exchange.37
For the reasons noted above, the
Commission finds that the proposed
rule change is consistent with the Act,
including Section 6(b)(5) of the Act,38
which requires, among other things, that
the rules of an exchange be designed to
promote just and equitable principles of
trade, remove impediments to, and
30 Id.
31 Id.
23 Id.
32 Id.
24 17
33 17
CFR 242.610.
25 17 CFR 242.201.
26 See Notice, supra, note 3 at 52793.
27 Id.
28 Id.
29 Id.
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18:05 Oct 20, 2014
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perfect the mechanism of, a free and
open market and a national market
system, and, in general, protect
investors and the public.
V. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,39 that the
proposed rule change, SR–BATS–2014–
038, be, and hereby is, approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.40
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–24949 Filed 10–20–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–73352; File No. SR–NYSE–
2014–50]
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Amending Rule
15 To Specify That Exchange Systems
Can Publish Pre-Opening Indications
and To Extend the Time Order
Imbalance Information Is Disseminated
When an Opening is Delayed
October 15, 2014.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934
(‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that on October
6, 2014, New York Stock Exchange LLC
(‘‘NYSE’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the self-regulatory 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
Rule 15 to specify that Exchange
systems can publish pre-opening
indications and to extend the time order
imbalance information is disseminated
when an opening is delayed. The text of
the proposed rule change is available on
the Exchange’s Web site at
www.nyse.com, at the principal office of
CFR 242.610(d).
34 Id.
39 15
35 See
40 17
Notice, supra, note 3 at 52793.
36 17 CFR 242.201.
37 See Notice, supra, note 3 at 52793.
38 15 U.S.C. 78f(b)(5).
PO 00000
Frm 00066
Fmt 4703
Sfmt 4703
63005
U.S.C. 78s(b)(2).
CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
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Federal Register / Vol. 79, No. 203 / Tuesday, October 21, 2014 / Notices
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 the
Statutory Basis for, the Proposed Rule
Change
mstockstill on DSK4VPTVN1PROD with NOTICES
1. Purpose
The Exchange proposes to amend
Rule 15 to specify that Exchange
systems can automatically publish preopening indications utilizing the same
guidelines set forth in Rule 15 for
manual publications by Designated
Market Makers (‘‘DMM’’). The Exchange
also proposes to amend Rule 15 to
extend the time order imbalance
information is disseminated when an
opening is delayed from the current 9:35
a.m. to the time the security opens for
trading. Finally, the Exchange proposes
to correct a typographical error in
subsection (b)(2) of the Rule.
Rule 15 currently provides that an
Exchange DMM, in arranging an
opening transaction on the Exchange in
any security, shall issue a pre-opening
indication whenever the DMM
anticipates that the opening transaction
will be at a price that represents a
change of more than the ‘‘applicable
price change’’ specified in the Rule from
either:
• The security’s last reported sale
price on the Exchange; 4 or
• the security’s offering price in the
case of an initial public offering (‘‘IPO’’);
or
• the security’s last reported sale
price on the securities market from
which the security is being transferred
to the Exchange, on the security’s first
4 Except for American Depositary Receipts
(‘‘ADR’’), where the DMM shall use the closing
price of the primary foreign market to determine
whether the price of such opening transaction
represents a change of more than the ‘‘applicable
price change.’’ See Rule 15(b).
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19:38 Oct 20, 2014
Jkt 235001
day of trading on the Exchange (a
‘‘transferred security’’).5
The ‘‘applicable price changes’’
governing pre-opening indications
represent a numerical or percentage
change from the security’s closing price
per share, as follows:
Applicable
price change
(more than)
Exchange
closing price
Under $20.00 ........................
$20–$49.99 ...........................
$50.00–$99.99 ......................
$100–$500 ............................
Above $500 ..........................
$0.50
$1.00
$2.00
$5.00
1.5%
Pre-opening indications pursuant to
this rule are published on the
Exchange’s proprietary data feeds.
The Exchange proposes to amend
Rule 15 to add that either the DMM or
the Exchange shall issue a pre-opening
indication, but not change any of the
applicable parameters for publishing a
pre-opening indication. To reflect that
the Exchange may be publishing these
pre-opening indications, the Exchange
proposes to delete the following phrase
at the beginning of section (a) of the
rule, ‘‘Whenever an Exchange DMM, in
arranging an opening transaction on the
Exchange in any security anticipates
that,’’ and state instead that ‘‘If the
opening transaction on the Exchange is
anticipated to be at a price that
represents a change from. . . .’’ The
Exchange further proposes to add that
the DMM or the Exchange shall issue
the pre-opening indication, and specify
that such pre-opening indication shall
include the security and the price range
within which the opening transaction is
anticipated to occur.
The Exchange would publish
automatic indications when the
Opening Imbalance Information in
Exchange systems indicates an opening
price that would be more than the
applicable price range away from the
defined reference price. Because
Exchange systems would not have
access to orally-represented interest in
the trading crowd, the Exchange
believes that a pre-opening indication
entered by a DMM would likely be
based on information not available to
Exchange systems, and therefore a
DMM-entered pre-opening indication
should have priority over an Exchangegenerated pre-opening indication.
Accordingly, the Exchange further
proposes that if a DMM issues a preopening indication or a mandatory
5 A pre-opening indication includes the security
and the price range within which the DMM
anticipates the opening transaction will occur.
PO 00000
Frm 00067
Fmt 4703
Sfmt 4703
indication pursuant to Rule 123D(1),6
the Exchange would not publish a preopening indication in that security.
The Exchange also proposes to amend
Rule 15 to permit opening order
imbalance publications to continue
until a security is opened. Currently,
Rule 15 provides that order imbalance
information disseminated prior to the
opening of a security will be
disseminated approximately every five
minutes between 8:30 a.m. Eastern Time
(‘‘E.T.’’) and 9:00 a.m. E.T.;
approximately every minute between
9:00 a.m. E.T. and 9:20 a.m. E.T.; and
approximately every 15 seconds
between 9:20 a.m. E.T. and the opening.
If the opening is delayed, Rule 15
provides that order imbalance
information will be published until 9:35
a.m. E.T. Under the proposed rule
change, order imbalance information
would continuously disseminate until
the opening of trading in that security
and not cease at 9:35 a.m. E.T.
Finally, the Exchange proposes to
correct a typographical error in the
published text of Rule 15(b)(2), which
currently contains the word ‘‘underling’’
that should be ‘‘underlying.’’
Because of the technology changes
associated with the proposed rule
change, the Exchange proposes to
announce the implementation date via
Trader Update.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6(b) of the Act,7 in general, and
furthers the objectives of Section 6(b)(5)
of the Act,8 in particular, because it is
designed to prevent fraudulent and
manipulative acts and practices,
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 protect investors and the
public interest. The Exchange believes
that permitting the Exchange to
automatically publish pre-opening
indications and extending opening
order imbalance publications until a
security is opened removes
impediments to and perfects the
6 Rule 123D(1) provides that an indication is
mandatory for an opening which will result in a
‘‘significant’’ price change from the previous close.
For securities priced under $10, such indications
are mandatory if the price change is one dollar of
more; for securities between $10 and $99.99,
indications are required for price movements of the
lesser of 10% or three dollars; and for securities
over $100, indications are required for price
movements of five dollars or more. These
guidelines are applicable to IPOs based on the
offering price.
7 15 U.S.C. 78f(b).
8 15 U.S.C. 78f(b)(5).
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Federal Register / Vol. 79, No. 203 / Tuesday, October 21, 2014 / Notices
mechanism of a free and open market
and a national market system by
continuing to advance the efficiency
and transparency of the opening process
and fostering price discovery at the
open of trading, thereby minimizing
information imbalances in the
marketplace. Similarly, the proposal
promotes just and equitable principles
of trade and removes impediments to
and perfects the mechanism of a free
and open market by providing
customers and the investing public with
continuous, automated information for
securities where there will likely be a
significant price change from the
previous day’s closing price or for
which there is a significant published
imbalance. For the same reasons, the
proposal is also designed to protect
investors as well as the public interest.
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
proposed rule change is not intended to
address competitive issues but rather
technologically augment the current
process of providing pre-market
information to customers and the
investing public.
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
mstockstill on DSK4VPTVN1PROD with NOTICES
Because the foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A) of the Act 9 and
subparagraph (f)(6) of Rule 19b–4
thereunder.10
9 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6) requires the Exchange to give the
Commission written notice of the Exchange’s intent
to file the proposed rule change along with a brief
description and text of the proposed rule change,
at least five business days prior to the date of filing
of the proposed rule change, or such shorter time
as designated by the Commission. The Exchange
has satisfied this requirement.
10 17
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18:05 Oct 20, 2014
Jkt 235001
At any time within 60 days of the
filing of such proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
under Section 19(b)(2)(B) 11 of the Act to
determine whether the proposed rule
change should be approved or
disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
NYSE–2014–50 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–NYSE–2014–50. 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 will also be available for Web site
viewing and printing at the NYSE’s
11 15
PO 00000
U.S.C. 78s(b)(2)(B).
Frm 00068
Fmt 4703
Sfmt 4703
63007
principal office and on its Internet Web
site at www.nyse.com. 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–
2014–50 and should be submitted on or
before November 12, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–24941 Filed 10–20–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–73353; File No. SR–
NYSEMKT–2014–89]
Self-Regulatory Organizations; NYSE
MKT LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Proposing To Amend
Certain of Its Rules To Remove and
Replace Obsolete References to Fixed
Return Options With the Updated
References to Binary Return
Derivatives Contracts
October 15, 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 October
8, 2014, NYSE MKT LLC (the
‘‘Exchange’’ or ‘‘NYSE MKT’’) 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.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to [sic]. 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.
12 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
1 15
E:\FR\FM\21OCN1.SGM
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Agencies
[Federal Register Volume 79, Number 203 (Tuesday, October 21, 2014)]
[Notices]
[Pages 63005-63007]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-24941]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-73352; File No. SR-NYSE-2014-50]
Self-Regulatory Organizations; New York Stock Exchange LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change
Amending Rule 15 To Specify That Exchange Systems Can Publish Pre-
Opening Indications and To Extend the Time Order Imbalance Information
Is Disseminated When an Opening is Delayed
October 15, 2014.
Pursuant to Section 19(b)(1) \1\ of the Securities Exchange Act of
1934 (``Act'') \2\ and Rule 19b-4 thereunder,\3\ notice is hereby given
that on October 6, 2014, New York Stock Exchange LLC (``NYSE'' or
``Exchange'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I and
II below, which Items have been prepared by the 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 Rule 15 to specify that Exchange
systems can publish pre-opening indications and to extend the time
order imbalance information is disseminated when an opening is delayed.
The text of the proposed rule change is available on the Exchange's Web
site at www.nyse.com, at the principal office of
[[Page 63006]]
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 the
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend Rule 15 to specify that Exchange
systems can automatically publish pre-opening indications utilizing the
same guidelines set forth in Rule 15 for manual publications by
Designated Market Makers (``DMM''). The Exchange also proposes to amend
Rule 15 to extend the time order imbalance information is disseminated
when an opening is delayed from the current 9:35 a.m. to the time the
security opens for trading. Finally, the Exchange proposes to correct a
typographical error in subsection (b)(2) of the Rule.
Rule 15 currently provides that an Exchange DMM, in arranging an
opening transaction on the Exchange in any security, shall issue a pre-
opening indication whenever the DMM anticipates that the opening
transaction will be at a price that represents a change of more than
the ``applicable price change'' specified in the Rule from either:
The security's last reported sale price on the Exchange;
\4\ or
---------------------------------------------------------------------------
\4\ Except for American Depositary Receipts (``ADR''), where the
DMM shall use the closing price of the primary foreign market to
determine whether the price of such opening transaction represents a
change of more than the ``applicable price change.'' See Rule 15(b).
---------------------------------------------------------------------------
the security's offering price in the case of an initial
public offering (``IPO''); or
the security's last reported sale price on the securities
market from which the security is being transferred to the Exchange, on
the security's first day of trading on the Exchange (a ``transferred
security'').\5\
---------------------------------------------------------------------------
\5\ A pre-opening indication includes the security and the price
range within which the DMM anticipates the opening transaction will
occur.
---------------------------------------------------------------------------
The ``applicable price changes'' governing pre-opening indications
represent a numerical or percentage change from the security's closing
price per share, as follows:
------------------------------------------------------------------------
Applicable
Exchange closing price price change
(more than)
------------------------------------------------------------------------
Under $20.00............................................ $0.50
$20-$49.99.............................................. $1.00
$50.00-$99.99........................................... $2.00
$100-$500............................................... $5.00
Above $500.............................................. 1.5%
------------------------------------------------------------------------
Pre-opening indications pursuant to this rule are published on the
Exchange's proprietary data feeds.
The Exchange proposes to amend Rule 15 to add that either the DMM
or the Exchange shall issue a pre-opening indication, but not change
any of the applicable parameters for publishing a pre-opening
indication. To reflect that the Exchange may be publishing these pre-
opening indications, the Exchange proposes to delete the following
phrase at the beginning of section (a) of the rule, ``Whenever an
Exchange DMM, in arranging an opening transaction on the Exchange in
any security anticipates that,'' and state instead that ``If the
opening transaction on the Exchange is anticipated to be at a price
that represents a change from. . . .'' The Exchange further proposes to
add that the DMM or the Exchange shall issue the pre-opening
indication, and specify that such pre-opening indication shall include
the security and the price range within which the opening transaction
is anticipated to occur.
The Exchange would publish automatic indications when the Opening
Imbalance Information in Exchange systems indicates an opening price
that would be more than the applicable price range away from the
defined reference price. Because Exchange systems would not have access
to orally-represented interest in the trading crowd, the Exchange
believes that a pre-opening indication entered by a DMM would likely be
based on information not available to Exchange systems, and therefore a
DMM-entered pre-opening indication should have priority over an
Exchange-generated pre-opening indication. Accordingly, the Exchange
further proposes that if a DMM issues a pre-opening indication or a
mandatory indication pursuant to Rule 123D(1),\6\ the Exchange would
not publish a pre-opening indication in that security.
---------------------------------------------------------------------------
\6\ Rule 123D(1) provides that an indication is mandatory for an
opening which will result in a ``significant'' price change from the
previous close. For securities priced under $10, such indications
are mandatory if the price change is one dollar of more; for
securities between $10 and $99.99, indications are required for
price movements of the lesser of 10% or three dollars; and for
securities over $100, indications are required for price movements
of five dollars or more. These guidelines are applicable to IPOs
based on the offering price.
---------------------------------------------------------------------------
The Exchange also proposes to amend Rule 15 to permit opening order
imbalance publications to continue until a security is opened.
Currently, Rule 15 provides that order imbalance information
disseminated prior to the opening of a security will be disseminated
approximately every five minutes between 8:30 a.m. Eastern Time
(``E.T.'') and 9:00 a.m. E.T.; approximately every minute between 9:00
a.m. E.T. and 9:20 a.m. E.T.; and approximately every 15 seconds
between 9:20 a.m. E.T. and the opening. If the opening is delayed, Rule
15 provides that order imbalance information will be published until
9:35 a.m. E.T. Under the proposed rule change, order imbalance
information would continuously disseminate until the opening of trading
in that security and not cease at 9:35 a.m. E.T.
Finally, the Exchange proposes to correct a typographical error in
the published text of Rule 15(b)(2), which currently contains the word
``underling'' that should be ``underlying.''
Because of the technology changes associated with the proposed rule
change, the Exchange proposes to announce the implementation date via
Trader Update.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with Section 6(b) of the Act,\7\ in general, and furthers the
objectives of Section 6(b)(5) of the Act,\8\ in particular, because it
is designed to prevent fraudulent and manipulative acts and practices,
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 protect investors and the public interest. The
Exchange believes that permitting the Exchange to automatically publish
pre-opening indications and extending opening order imbalance
publications until a security is opened removes impediments to and
perfects the
[[Page 63007]]
mechanism of a free and open market and a national market system by
continuing to advance the efficiency and transparency of the opening
process and fostering price discovery at the open of trading, thereby
minimizing information imbalances in the marketplace. Similarly, the
proposal promotes just and equitable principles of trade and removes
impediments to and perfects the mechanism of a free and open market by
providing customers and the investing public with continuous, automated
information for securities where there will likely be a significant
price change from the previous day's closing price or for which there
is a significant published imbalance. For the same reasons, the
proposal is also designed to protect investors as well as 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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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 proposed rule change is
not intended to address competitive issues but rather technologically
augment the current process of providing pre-market information to
customers and the investing public.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were solicited or received with respect to the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change does not: (i)
Significantly affect the protection of investors or the public
interest; (ii) impose any significant burden on competition; and (iii)
become operative for 30 days from the date on which it was filed, or
such shorter time as the Commission may designate, it has become
effective pursuant to Section 19(b)(3)(A) of the Act \9\ and
subparagraph (f)(6) of Rule 19b-4 thereunder.\10\
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\9\ 15 U.S.C. 78s(b)(3)(A).
\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. The
Exchange has satisfied this requirement.
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At any time within 60 days of the filing of such proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act. If the Commission
takes such action, the Commission shall institute proceedings under
Section 19(b)(2)(B) \11\ of the Act to determine whether the proposed
rule change should be approved or disapproved.
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\11\ 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-2014-50 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-NYSE-2014-50. 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 will also be available
for Web site viewing and printing at the NYSE's principal office and on
its Internet Web site at www.nyse.com. 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-2014-50 and should be submitted on
or before November 12, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\12\
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\12\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-24941 Filed 10-20-14; 8:45 am]
BILLING CODE 8011-01-P