Self-Regulatory Organizations; New York Stock Exchange LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Extending the Operation of Its New Market Model Pilot, Until the Earlier of Securities and Exchange Commission Approval To Make Such Pilot Permanent or July 31, 2015, 78930-78932 [2014-30587]
Download as PDF
78930
Federal Register / Vol. 79, No. 250 / Wednesday, December 31, 2014 / Notices
competition; and (iii) become operative
prior to 30 days from the date on which
it was filed, or such shorter time as the
Commission may designate, if
consistent with the protection of
investors and the public interest, it has
become effective pursuant to section
19(b)(3)(A) of the Act 13 and Rule 19b–
4(f)(6) thereunder.14
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:
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 NYSE Arca. 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–
NYSEARCA–2014–145 and should be
submitted on or before January 21, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–30589 Filed 12–30–14; 8:45 am]
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–NYSEARCA–2014–145.
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
mstockstill on DSK4VPTVN1PROD 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–
NYSEARCA–2014–145 on the subject
line.
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Extending the
Operation of Its New Market Model
Pilot, Until the Earlier of Securities and
Exchange Commission Approval To
Make Such Pilot Permanent or July 31,
2015
13 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6)(iii) requires a self-regulatory organization to
give the Commission written notice of its 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.
14 17
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BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–73919; File No. SR–NYSE–
2014–71]
December 23, 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 December
18, 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
15 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
PO 00000
Frm 00152
Fmt 4703
Sfmt 4703
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to extend the
operation of its New Market Model
Pilot, currently scheduled to expire on
December 31, 2014, until the earlier of
Securities and Exchange Commission
(‘‘Commission’’) approval to make such
pilot permanent or July 31, 2015. 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 the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to extend the
operation of its New Market Model Pilot
(‘‘NMM Pilot’’),4 currently scheduled to
4 See Securities Exchange Act Release No. 58845
(October 24, 2008), 73 FR 64379 (October 29, 2008)
(SR–NYSE–2008–46). See also Securities Exchange
Act Release Nos. 60756 (October 1, 2009), 74 FR
51628 (October 7, 2009) (SR–NYSE–2009–100)
(extending Pilot to November 30, 2009); 61031
(November 19, 2009), 74 FR 62368 (November 27,
2009) (SR–NYSE–2009–113) (extending Pilot to
March 30, 2010); 61724 (March 17, 2010), 75 FR
14221 (March 24, 2010) (SR–NYSE–2010–25)
(extending Pilot to September 30, 2010); 62819
(September 1, 2010), 75 FR 54937 (September 9,
2010) (SR–NYSE–2010–61) (extending Pilot to
January 31, 2011); 63616 (December 29, 2010), 76
FR 612 (January 5, 2011) (SR–NYSE–2010–86)
(extending Pilot to August 1, 2011); 64761 (June 28,
2011), 76 FR 39147 (July 5, 2011) (SR–NYSE–2011–
29) (extending Pilot to January 31, 2012); 66046
(December 23, 2011), 76 FR 82340 (December 30,
2011) (SR–NYSE–2011–65) (extending Pilot to July
31, 2012); 67494 (July 25, 2012), 77 FR 45408 (July
31, 2012) (SR–NYSE–2012–26) (extending Pilot to
January 31, 2013); 68558 (January 2, 2013), 78 FR
1288 (January 8, 2013) (SR–NYSE–2012–75)
(extending Pilot to July 31, 2013); 69813 (June 20,
2013), 78 FR 38753 (June 27, 2013) (SR–NYSE–
2013–43) (extending Pilot to January 31, 2014);
71345 (January 17, 2014), 79 FR 4221 (January 24,
2014) (SR–NYSE–2014–01) (extending Pilot to July
E:\FR\FM\31DEN1.SGM
31DEN1
Federal Register / Vol. 79, No. 250 / Wednesday, December 31, 2014 / Notices
expire on December 31, 2014, until the
earlier of Commission approval to make
such pilot permanent or July 31, 2015.
The Exchange notes that parallel
changes are proposed to be made to the
rules of NYSE MKT LLC.5
mstockstill on DSK4VPTVN1PROD with NOTICES
Background 6
In October 2008, the NYSE
implemented significant changes to its
market rules, execution technology and
the rights and obligations of its market
participants all of which were designed
to improve execution quality on the
Exchange. These changes are all
elements of the Exchange’s enhanced
market model. Certain of the enhanced
market model changes were
implemented through a pilot program.
As part of the NMM Pilot, NYSE
eliminated the function of specialists on
the Exchange creating a new category of
market participant, the Designated
Market Maker or DMM.7 The DMMs,
like specialists, have affirmative
obligations to make an orderly market,
including continuous quoting
requirements and obligations to re-enter
the market when reaching across to
execute against trading interest. Unlike
specialists, DMMs have a minimum
quoting requirement 8 in their assigned
securities and no longer have a negative
obligation. DMMs are also no longer
agents for public customer orders.9
In addition, the Exchange
implemented a system change that
allowed DMMs to create a schedule of
additional non-displayed liquidity at
various price points where the DMM is
willing to interact with interest and
provide price improvement to orders in
the Exchange’s system. This schedule is
known as the DMM Capital
Commitment Schedule (‘‘CCS’’).10 CCS
provides the Display Book® 11 with the
amount of shares that the DMM is
willing to trade at price points outside,
at and inside the Exchange Best Bid or
31, 2014); and 72627 (July 16, 2014), 79 FR 42598
(July 22, 2014) (SR–NYSE–2014–33) (extending
Pilot to December 31, 2014).
5 See SR–NYSEMKT–2014–109.
6 The information contained herein is a summary
of the NMM Pilot. See supra note 4 for a fuller
description.
7 See NYSE Rule 103.
8 See NYSE Rule 104.
9 See NYSE Rule 60; see also NYSE Rules 104 and
1000.
10 See NYSE Rule 1000.
11 The Display Book system is an order
management and execution facility. The Display
Book system receives and displays orders to the
DMMs, contains the order information, and
provides a mechanism to execute and report
transactions and publish the results to the
Consolidated Tape. The Display Book system is
connected to a number of other Exchange systems
for the purposes of comparison, surveillance, and
reporting information to customers and other
market data and national market systems.
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22:02 Dec 30, 2014
Jkt 235001
Best Offer (‘‘BBO’’). CCS interest is
separate and distinct from other DMM
interest in that it serves as the interest
of last resort.
The NMM Pilot further modified the
logic for allocating executed shares
among market participants having
trading interest at a price point upon
execution of incoming orders. The
modified logic rewards displayed orders
that establish the Exchange’s BBO.
During the operation of the NMM Pilot,
orders or portions thereof that establish
priority 12 retain that priority until the
portion of the order that established
priority is exhausted. Where no one
order has established priority, shares are
distributed among all market
participants on parity.
The NMM Pilot was originally
scheduled to end operation on October
1, 2009, or such earlier time as the
Commission may determine to make the
rules permanent. The Exchange filed to
extend the operation of the Pilot on
several occasions in order to prepare a
rule filing seeking permission to make
the above described changes
permanent.13 The Exchange is currently
still preparing such formal submission
but does not expect that filing to be
completed and approved by the
Commission before December 31, 2014.
Proposal To Extend the Operation of the
NMM Pilot
The NYSE established the NMM Pilot
to provide incentives for quoting, to
enhance competition among the existing
group of liquidity providers and to add
a new competitive market participant.
The Exchange believes that the NMM
Pilot allows the Exchange to provide its
market participants with a trading
venue that utilizes an enhanced market
structure to encourage the addition of
liquidity, facilitate the trading of larger
orders more efficiently and operates to
reward aggressive liquidity providers.
As such, the Exchange believes that the
rules governing the NMM Pilot should
be made permanent. Through this filing
the Exchange seeks to extend the
current operation of the NMM Pilot
until July 31, 2015, in order to allow the
Exchange time to formally submit a
filing to the Commission to convert the
pilot rules to permanent rules.
The proposed change is not otherwise
intended to address any other issues
and the Exchange is not aware of any
problems that member organizations
would have in complying with the
proposed change.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
section 6(b) of the Act,14 in general, and
furthers the objectives of section 6(b)(5)
of the Act,15 in particular, because it is
designed to prevent fraudulent and
manipulative acts and practices, to
promote just and equitable principles of
trade, to foster cooperation and
coordination with persons engaged in
regulating, clearing, settling, processing
information with respect to, and
facilitating transactions in securities, to
remove impediments to, and perfect the
mechanisms of, a free and open market
and a national market system and, in
general, to protect investors and the
public interest and because it is not
designed to permit unfair
discrimination between customers,
issuers, brokers, or dealers.
The Exchange believes the proposed
rule change is designed to prevent
fraudulent and manipulative acts and
practices and to promote just and
equitable principles of trade because it
seeks to extend a pilot program that has
already been approved by the
Commission. The Exchange believes the
proposed rule change is designed to
facilitate transactions in securities and
to remove impediments to, and perfect
the mechanisms of, a free and open
market and a national market system
because the NMM Pilot provides its
market participants with a trading
venue that utilizes an enhanced market
structure to encourage the addition of
liquidity, facilitate the trading of larger
orders more efficiently and operates to
reward aggressive liquidity providers.
Moreover, requesting an extension of
the NMM Pilot will permit adequate
time for: (i) The Exchange to prepare
and submit a filing to make the rules
governing the NMM Pilot permanent;
(ii) public notice and comment; and (iii)
completion of the 19b–4 approval
process. Finally, the Exchange believes
that it is subject to significant
competitive forces, as described below
in the Exchange’s statement regarding
the burden on competition. For these
reasons, the Exchange believes that the
proposal is consistent with the Act.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
In accordance with section 6(b)(8) of
the Act,16 the Exchange believes that the
proposed rule change would not impose
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
14 15
12 See
NYSE Rule 72(a)(ii).
13 See supra note 4.
PO 00000
Frm 00153
Fmt 4703
Sfmt 4703
78931
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
16 15 U.S.C. 78f(b)(8).
15 15
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Federal Register / Vol. 79, No. 250 / Wednesday, December 31, 2014 / Notices
Exchange believes that extending the
operation of the NMM Pilot will
enhance competition among liquidity
providers and thereby improve
execution quality on the Exchange. The
Exchange will continue to monitor the
efficacy of the program during the
proposed extended pilot period.
Finally, the Exchange notes that it
operates in a highly competitive market
in which market participants can
readily favor competing venues. In such
an environment, the Exchange must
continually review, and consider
adjusting the services it offers and the
requirements it imposes to remain
competitive with other U.S. equity
exchanges. For the reasons described
above, the Exchange believes that the
proposed rule change reflects this
competitive environment.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were solicited
or received with respect to the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to section 19(b)(3)(A)
of the Act 17 and Rule 19b–4(f)(6) 18
thereunder because the proposal does
not: (i) Significantly affect the
protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) by its
terms, become operative for 30 days
from the date on which it was filed, or
such shorter time as the Commission
may designate if consistent with the
protection of investors and the public
interest.19
A proposed rule change filed under
Rule 19b–4(f)(6) normally may not
become operative prior to 30 days after
the date of filing. However, Rule 19b–
4(f)(6)(iii) 20 permits the Commission to
designate a shorter time if such action
is consistent with the protection of
investors and the public interest. The
Exchange has requested that the
Commission waive the 30-day operative
delay period so that the proposal may
17 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6).
19 In addition, Rule 19b–4(f)(6)(iii) requires the
Exchange to give the Commission written notice of
the Exchange’s intent to file the proposed rule
change, along with a brief description and text of
the proposed rule change, at least five business days
prior to the date of filing of the proposed rule
change, or such shorter time as designated by the
Commission. The Exchange has satisfied this
requirement.
20 17 CFR 240.19b–4(f)(6)(iii).
mstockstill on DSK4VPTVN1PROD with NOTICES
18 17
VerDate Sep<11>2014
22:02 Dec 30, 2014
Jkt 235001
become operative before the pilot’s
expiration. The Exchange stated that an
immediate operative date is necessary in
order to immediately implement the
proposed rule change so that member
organizations could continue to benefit
from the pilot program without
interruption after December 31, 2014.
The Commission believes that waiver
of the 30-day operative delay period is
consistent with the protection of
investors and the public interest.
Specifically, the Commission believes
that the proposal would allow the pilot
to continue uninterrupted, thereby
avoiding any potential investor
confusion that could result from the
temporary interruption in the pilot
program. For these reasons, the
Commission believes that waiving the
30-day operative delay is consistent
with the protection of investors and the
public interest, and designates the
proposed rule change to be operative on
December 31, 2014.21
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.22
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–2014–71 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–2014–71. 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
21 For purposes only of waiving the operative
delay for this proposal, the Commission has
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
22 15 U.S.C. 78s(b)(3)(C).
PO 00000
Frm 00154
Fmt 4703
Sfmt 4703
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 such
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–NYSE–
2014–71 and should be submitted on or
before January 21, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.23
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–30587 Filed 12–30–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–73930; File No. SR–BATS–
2014–072]
Self-Regulatory Organizations; BATS
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change Related to Fees of BATS
Exchange, Inc.
December 23, 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 December
17, 2014, BATS Exchange, Inc. (the
‘‘Exchange’’ or ‘‘BATS’’) 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
23 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
E:\FR\FM\31DEN1.SGM
31DEN1
Agencies
[Federal Register Volume 79, Number 250 (Wednesday, December 31, 2014)]
[Notices]
[Pages 78930-78932]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-30587]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-73919; File No. SR-NYSE-2014-71]
Self-Regulatory Organizations; New York Stock Exchange LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change
Extending the Operation of Its New Market Model Pilot, Until the
Earlier of Securities and Exchange Commission Approval To Make Such
Pilot Permanent or July 31, 2015
December 23, 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 December 18, 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 extend the operation of its New Market
Model Pilot, currently scheduled to expire on December 31, 2014, until
the earlier of Securities and Exchange Commission (``Commission'')
approval to make such pilot permanent or July 31, 2015. 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 the
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to extend the operation of its New Market
Model Pilot (``NMM Pilot''),\4\ currently scheduled to
[[Page 78931]]
expire on December 31, 2014, until the earlier of Commission approval
to make such pilot permanent or July 31, 2015.
---------------------------------------------------------------------------
\4\ See Securities Exchange Act Release No. 58845 (October 24,
2008), 73 FR 64379 (October 29, 2008) (SR-NYSE-2008-46). See also
Securities Exchange Act Release Nos. 60756 (October 1, 2009), 74 FR
51628 (October 7, 2009) (SR-NYSE-2009-100) (extending Pilot to
November 30, 2009); 61031 (November 19, 2009), 74 FR 62368 (November
27, 2009) (SR-NYSE-2009-113) (extending Pilot to March 30, 2010);
61724 (March 17, 2010), 75 FR 14221 (March 24, 2010) (SR-NYSE-2010-
25) (extending Pilot to September 30, 2010); 62819 (September 1,
2010), 75 FR 54937 (September 9, 2010) (SR-NYSE-2010-61) (extending
Pilot to January 31, 2011); 63616 (December 29, 2010), 76 FR 612
(January 5, 2011) (SR-NYSE-2010-86) (extending Pilot to August 1,
2011); 64761 (June 28, 2011), 76 FR 39147 (July 5, 2011) (SR-NYSE-
2011-29) (extending Pilot to January 31, 2012); 66046 (December 23,
2011), 76 FR 82340 (December 30, 2011) (SR-NYSE-2011-65) (extending
Pilot to July 31, 2012); 67494 (July 25, 2012), 77 FR 45408 (July
31, 2012) (SR-NYSE-2012-26) (extending Pilot to January 31, 2013);
68558 (January 2, 2013), 78 FR 1288 (January 8, 2013) (SR-NYSE-2012-
75) (extending Pilot to July 31, 2013); 69813 (June 20, 2013), 78 FR
38753 (June 27, 2013) (SR-NYSE-2013-43) (extending Pilot to January
31, 2014); 71345 (January 17, 2014), 79 FR 4221 (January 24, 2014)
(SR-NYSE-2014-01) (extending Pilot to July 31, 2014); and 72627
(July 16, 2014), 79 FR 42598 (July 22, 2014) (SR-NYSE-2014-33)
(extending Pilot to December 31, 2014).
---------------------------------------------------------------------------
The Exchange notes that parallel changes are proposed to be made to
the rules of NYSE MKT LLC.\5\
---------------------------------------------------------------------------
\5\ See SR-NYSEMKT-2014-109.
---------------------------------------------------------------------------
Background \6\
---------------------------------------------------------------------------
\6\ The information contained herein is a summary of the NMM
Pilot. See supra note 4 for a fuller description.
---------------------------------------------------------------------------
In October 2008, the NYSE implemented significant changes to its
market rules, execution technology and the rights and obligations of
its market participants all of which were designed to improve execution
quality on the Exchange. These changes are all elements of the
Exchange's enhanced market model. Certain of the enhanced market model
changes were implemented through a pilot program.
As part of the NMM Pilot, NYSE eliminated the function of
specialists on the Exchange creating a new category of market
participant, the Designated Market Maker or DMM.\7\ The DMMs, like
specialists, have affirmative obligations to make an orderly market,
including continuous quoting requirements and obligations to re-enter
the market when reaching across to execute against trading interest.
Unlike specialists, DMMs have a minimum quoting requirement \8\ in
their assigned securities and no longer have a negative obligation.
DMMs are also no longer agents for public customer orders.\9\
---------------------------------------------------------------------------
\7\ See NYSE Rule 103.
\8\ See NYSE Rule 104.
\9\ See NYSE Rule 60; see also NYSE Rules 104 and 1000.
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In addition, the Exchange implemented a system change that allowed
DMMs to create a schedule of additional non-displayed liquidity at
various price points where the DMM is willing to interact with interest
and provide price improvement to orders in the Exchange's system. This
schedule is known as the DMM Capital Commitment Schedule (``CCS'').\10\
CCS provides the Display Book[supreg] \11\ with the amount of shares
that the DMM is willing to trade at price points outside, at and inside
the Exchange Best Bid or Best Offer (``BBO''). CCS interest is separate
and distinct from other DMM interest in that it serves as the interest
of last resort.
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\10\ See NYSE Rule 1000.
\11\ The Display Book system is an order management and
execution facility. The Display Book system receives and displays
orders to the DMMs, contains the order information, and provides a
mechanism to execute and report transactions and publish the results
to the Consolidated Tape. The Display Book system is connected to a
number of other Exchange systems for the purposes of comparison,
surveillance, and reporting information to customers and other
market data and national market systems.
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The NMM Pilot further modified the logic for allocating executed
shares among market participants having trading interest at a price
point upon execution of incoming orders. The modified logic rewards
displayed orders that establish the Exchange's BBO. During the
operation of the NMM Pilot, orders or portions thereof that establish
priority \12\ retain that priority until the portion of the order that
established priority is exhausted. Where no one order has established
priority, shares are distributed among all market participants on
parity.
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\12\ See NYSE Rule 72(a)(ii).
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The NMM Pilot was originally scheduled to end operation on October
1, 2009, or such earlier time as the Commission may determine to make
the rules permanent. The Exchange filed to extend the operation of the
Pilot on several occasions in order to prepare a rule filing seeking
permission to make the above described changes permanent.\13\ The
Exchange is currently still preparing such formal submission but does
not expect that filing to be completed and approved by the Commission
before December 31, 2014.
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\13\ See supra note 4.
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Proposal To Extend the Operation of the NMM Pilot
The NYSE established the NMM Pilot to provide incentives for
quoting, to enhance competition among the existing group of liquidity
providers and to add a new competitive market participant. The Exchange
believes that the NMM Pilot allows the Exchange to provide its market
participants with a trading venue that utilizes an enhanced market
structure to encourage the addition of liquidity, facilitate the
trading of larger orders more efficiently and operates to reward
aggressive liquidity providers. As such, the Exchange believes that the
rules governing the NMM Pilot should be made permanent. Through this
filing the Exchange seeks to extend the current operation of the NMM
Pilot until July 31, 2015, in order to allow the Exchange time to
formally submit a filing to the Commission to convert the pilot rules
to permanent rules.
The proposed change is not otherwise intended to address any other
issues and the Exchange is not aware of any problems that member
organizations would have in complying with the proposed change.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with section 6(b) of the Act,\14\ in general, and furthers the
objectives of section 6(b)(5) of the Act,\15\ in particular, because it
is designed to prevent fraudulent and manipulative acts and practices,
to promote just and equitable principles of trade, to foster
cooperation and coordination with persons engaged in regulating,
clearing, settling, processing information with respect to, and
facilitating transactions in securities, to remove impediments to, and
perfect the mechanisms of, a free and open market and a national market
system and, in general, to protect investors and the public interest
and because it is not designed to permit unfair discrimination between
customers, issuers, brokers, or dealers.
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\14\ 15 U.S.C. 78f(b).
\15\ 15 U.S.C. 78f(b)(5).
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The Exchange believes the proposed rule change is designed to
prevent fraudulent and manipulative acts and practices and to promote
just and equitable principles of trade because it seeks to extend a
pilot program that has already been approved by the Commission. The
Exchange believes the proposed rule change is designed to facilitate
transactions in securities and to remove impediments to, and perfect
the mechanisms of, a free and open market and a national market system
because the NMM Pilot provides its market participants with a trading
venue that utilizes an enhanced market structure to encourage the
addition of liquidity, facilitate the trading of larger orders more
efficiently and operates to reward aggressive liquidity providers.
Moreover, requesting an extension of the NMM Pilot will permit adequate
time for: (i) The Exchange to prepare and submit a filing to make the
rules governing the NMM Pilot permanent; (ii) public notice and
comment; and (iii) completion of the 19b-4 approval process. Finally,
the Exchange believes that it is subject to significant competitive
forces, as described below in the Exchange's statement regarding the
burden on competition. For these reasons, the Exchange believes that
the proposal is consistent with the Act.
B. Self-Regulatory Organization's Statement on Burden on Competition
In accordance with section 6(b)(8) of the Act,\16\ the Exchange
believes that the proposed rule change would not impose any burden on
competition that is not necessary or appropriate in furtherance of the
purposes of the Act. The
[[Page 78932]]
Exchange believes that extending the operation of the NMM Pilot will
enhance competition among liquidity providers and thereby improve
execution quality on the Exchange. The Exchange will continue to
monitor the efficacy of the program during the proposed extended pilot
period.
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\16\ 15 U.S.C. 78f(b)(8).
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Finally, the Exchange notes that it operates in a highly
competitive market in which market participants can readily favor
competing venues. In such an environment, the Exchange must continually
review, and consider adjusting the services it offers and the
requirements it imposes to remain competitive with other U.S. equity
exchanges. For the reasons described above, the Exchange believes that
the proposed rule change reflects this competitive environment.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were solicited or received with respect to the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to section
19(b)(3)(A) of the Act \17\ and Rule 19b-4(f)(6) \18\ thereunder
because the proposal does not: (i) Significantly affect the protection
of investors or the public interest; (ii) impose any significant burden
on competition; and (iii) by its terms, become operative for 30 days
from the date on which it was filed, or such shorter time as the
Commission may designate if consistent with the protection of investors
and the public interest.\19\
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\17\ 15 U.S.C. 78s(b)(3)(A).
\18\ 17 CFR 240.19b-4(f)(6).
\19\ In addition, Rule 19b-4(f)(6)(iii) requires the Exchange to
give the Commission written notice of the Exchange's intent to file
the proposed rule change, along with a brief description and text of
the proposed rule change, at least five business days prior to the
date of filing of the proposed rule change, or such shorter time as
designated by the Commission. The Exchange has satisfied this
requirement.
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A proposed rule change filed under Rule 19b-4(f)(6) normally may
not become operative prior to 30 days after the date of filing.
However, Rule 19b-4(f)(6)(iii) \20\ permits the Commission to designate
a shorter time if such action is consistent with the protection of
investors and the public interest. The Exchange has requested that the
Commission waive the 30-day operative delay period so that the proposal
may become operative before the pilot's expiration. The Exchange stated
that an immediate operative date is necessary in order to immediately
implement the proposed rule change so that member organizations could
continue to benefit from the pilot program without interruption after
December 31, 2014.
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\20\ 17 CFR 240.19b-4(f)(6)(iii).
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The Commission believes that waiver of the 30-day operative delay
period is consistent with the protection of investors and the public
interest. Specifically, the Commission believes that the proposal would
allow the pilot to continue uninterrupted, thereby avoiding any
potential investor confusion that could result from the temporary
interruption in the pilot program. For these reasons, the Commission
believes that waiving the 30-day operative delay is consistent with the
protection of investors and the public interest, and designates the
proposed rule change to be operative on December 31, 2014.\21\
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\21\ For purposes only of waiving the operative delay for this
proposal, the Commission has considered the proposed rule's impact
on efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
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At any time within 60 days of the filing of 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.\22\
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\22\ 15 U.S.C. 78s(b)(3)(C).
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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-2014-71 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-2014-71. 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 such filing also will be available
for inspection and copying at the principal office of the Exchange. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make available publicly. All
submissions should refer to File Number SR-NYSE-2014-71 and should be
submitted on or before January 21, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\23\
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\23\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-30587 Filed 12-30-14; 8:45 am]
BILLING CODE 8011-01-P