Self-Regulatory Organizations; NYSE MKT, 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, 60-63 [2014-30705]
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60
Federal Register / Vol. 80, No. 1 / Friday, January 2, 2015 / Notices
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, 2014.18
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.19
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:
asabaliauskas on DSK5VPTVN1PROD 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–
NYSE–2014–72 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–2014–72. 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
18 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).
19 15 U.S.C. 78s(b)(3)(C).
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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–
2014–72 and should be submitted on or
before January 26, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.20
Brent J. Fields,
Secretary.
[FR Doc. 2014–30704 Filed 12–31–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–73946; File No. SR–
NYSEMKT–2014–109]
Self-Regulatory Organizations; NYSE
MKT, 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 24, 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 December
18, 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
20 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
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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 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’’) that was adopted
pursuant to its merger with the New
York Stock Exchange LLC (‘‘NYSE’’).4
4 NYSE Euronext acquired The Amex
Membership Corporation (‘‘AMC’’) pursuant to an
Agreement and Plan of Merger, dated January 17,
2008 (the ‘‘Merger’’). In connection with the Merger,
the Exchange’s predecessor, the American Stock
Exchange LLC (‘‘Amex’’), a subsidiary of AMC,
became a subsidiary of NYSE Euronext called NYSE
Alternext US LLC. See Securities Exchange Act
Release No. 58673 (September 29, 2008), 73 FR
57707 (October 3, 2008) (SR–NYSE–2008–60 and
SR–Amex–2008–62) (approving the Merger); see
also Securities Exchange Act Release Nos. 58705
(Oct. 1, 2008), 73 FR 58995 (Oct. 8, 2008)
(approving adoption of equities rules based on
those of NYSE) and 59022 (Nov. 26, 2008), 73 FR
73683 (Dec. 3, 2008) (amending equity rules to
conform to NYSE NMM Pilot rules). Subsequently,
NYSE Alternext US LLC was renamed NYSE Amex
LLC, which was then renamed NYSE MKT LLC and
continues to operate as a national securities
exchange registered under Section 6 of the
Securities Exchange Act of 1934, as amended (the
‘‘Act’’). See Securities Exchange Act Release Nos.
59575 (March 13, 2009), 74 FR 11803 (March 19,
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The NMM Pilot was approved to operate
until October 1, 2009. The Exchange
filed to extend the operation of the Pilot
to November 30, 2009, March 30, 2010,
September 30, 2010, January 31, 2011,
August 1, 2011, January 31, 2012, July
31, 2012, January 31, 2013, July 31,
2013, January 31, 2014, July 31, 2014,
and December 31, 2014 respectively.5
The Exchange now seeks to extend the
operation of the NMM Pilot, currently
scheduled to 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.6
asabaliauskas on DSK5VPTVN1PROD with NOTICES
Background 7
In December 2008, the Exchange
implemented significant changes to its
equities market rules, execution
technology and the rights and
obligations of its equities 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 that it implemented
through the NMM Pilot.
As part of the NMM Pilot, the
Exchange eliminated the function of
equity specialists on the Exchange
creating a new category of market
2009) (SR–NYSEALTR–2009–24) and 67037 (May
21, 2012), 77 FR 31415 (May 25, 2012) (SR–
NYSEAmex–2012–32).
5 See Securities Exchange Act Release No. 60758
(October 1, 2009), 74 FR 51639 (October 7, 2009)
(SR–NYSEAmex–2009–65). See also Securities
Exchange Act Release Nos. 61030 (November 19,
2009), 74 FR 62365 (November 27, 2009) (SR–
NYSEAmex–2009–83) (extending Pilot to March 30,
2010); 61725 (March 17, 2010), 75 FR 14223 (March
24, 2010) (SR–NYSEAmex–2010–28) (extending
Pilot to September 30, 2010); 62820 (September 1,
2010), 75 FR 54935 (September 9, 2010) (SR–
NYSEAmex–2010–86) (extending Pilot to January
31, 2011); 63615 (December 29, 2010), 76 FR 611
(January 5, 2011) (SR–NYSEAmex–2010–123)
(extending Pilot to August 1, 2011); 64773 (June 29,
2011), 76 FR 39453 (July 6, 2011) (SR–NYSEAmex–
2011–43) (extending Pilot to January 31, 2012);
66042 (December 23, 2011), 76 FR 82326 (December
30, 2011) (SR–NYSEAmex–2011–102) (extending
Pilot to July 31, 2012); 67495 (July 25, 2012), 77 FR
45406 (July 31, 2012) (SR–NYSEMKT–2012–21)
(extending the Pilot to January 31, 2013); 68559
(January 2, 2013), 78 FR 1286 (January 8, 2013) (SR–
NYSEMKT–2012–84) (extending Pilot to July 31,
2013); 69812 (June 20, 2013), 78 FR 38766 (June 27,
2013) (SR–NYSEMKT–2013–51) (extending Pilot to
January 31, 2014); 71342 (January 17, 2014), 79 FR
4197 (January 24, 2014) (SR–NYSEMKT–2014–02)
(extending Pilot to July 31, 2014); and 72622 (July
16, 2014), 79 FR 42600 (July 22, 2014) (SR–
NYSEMKT–2014–57) (extending Pilot to December
31, 2014).
6 See SR–NYSE–2014–71.
7 The information contained herein is a summary
of the NMM Pilot. See Securities Exchange Act
Release No. 58845 (October 24, 2008), 73 FR 64379
(October 29, 2008) (SR–NYSE–2008–46) for a fuller
description.
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participant, the Designated Market
Maker or DMM.8 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 9 in their assigned
securities and no longer have a negative
obligation. DMMs are also no longer
agents for public customer orders.10
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’’).11 CCS
provides the Display Book® 12 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.
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 13 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
8 See
NYSE MKT Rule 103—Equities.
NYSE MKT Rule 104—Equities.
10 See NYSE MKT Rule 60—Equities; see also
NYSE MKT Rules 104—Equities and 1000—
Equities.
11 See NYSE MKT Rule 1000—Equities.
12 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.
13 See NYSE MKT Rule 72(a)(ii)—Equities.
9 See
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61
several occasions 14 in order to prepare
a rule filing seeking permission to make
the above described changes permanent.
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 Exchange 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,15 in general, and
furthers the objectives of Section 6(b)(5)
of the Act,16 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
14 See
supra note 5.
U.S.C. 78f(b).
16 15 U.S.C. 78f(b)(5).
15 15
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Federal Register / Vol. 80, No. 1 / Friday, January 2, 2015 / Notices
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.
asabaliauskas on DSK5VPTVN1PROD with NOTICES
B. Self-Regulatory Organization’s
Statement on Burden on Competition
In accordance with Section 6(b)(8) of
the Act,17 the Exchange believes that the
proposed rule change would not impose
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
Exchange believes that extending the
operation of the NMM Pilot will
enhance competition among liquidity
providers and thereby improve
execution quality on the Exchange. The
Exchange will continue to monitor the
efficacy of the program during the
proposed extended pilot period.
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.
17 15
U.S.C. 78f(b)(8).
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17:50 Dec 31, 2014
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C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were solicited
or received with respect to the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The Exchange has filed the proposed
rule change pursuant to Section
19(b)(3)(A)(iii) of the Act 18 and Rule
19b–4(f)(6) thereunder.19 Because the
proposed rule change does not: (i)
Significantly affect the protection of
investors or the public interest; (ii)
impose any significant burden on
competition; and (iii) become operative
prior to 30 days from the date on which
it was filed, or such shorter time as the
Commission may designate, if
consistent with the protection of
investors and the public interest, the
proposed rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act and Rule 19b–4(f)(6)(iii)
thereunder.
A proposed rule change filed under
Rule 19b–4(f)(6) 20 normally does not
become operative prior to 30 days after
the date of the filing. However, pursuant
to Rule 19b–4(f)(6)(iii),21 the
Commission may designate a shorter
time if such action is consistent with the
protection of investors and the public
interest. The Exchange has asked the
Commission to waive the 30-day
operative delay so that the proposal may
become operative before the pilot’s
expiration. The Exchange states 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
waiving the 30-day operative delay 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
18 15
U.S.C. 78s(b)(3)(A)(iii).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6) requires the Exchange to give the
Commission written notice of the Exchange’s intent
to file the proposed rule change, along with a brief
description and text of the proposed rule change,
at least five business days prior to the date of filing
of the proposed rule change, or such shorter time
as designated by the Commission. The Exchange
has satisfied this requirement.
20 17 CFR 240.19b–4(f)(6).
21 17 CFR 240.19b–4(f)(6)(iii).
19 17
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temporary interruption in the pilot
program. For this reason, the
Commission designates the proposed
rule change to be operative on December
31, 2014.22
At any time within 60 days of the
filing of such proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
NYSEMKT–2014–109 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–NYSEMKT–2014–109. 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
22 For purposes only of waiving the 30-day
operative delay, the Commission has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
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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–
NYSEMKT–2014–109 and should be
submitted on or before January 23, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.23
Brent J. Fields,
Secretary.
[FR Doc. 2014–30705 Filed 12–31–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–73940; File No. SR–EDGX–
2014–35]
Self-Regulatory Organizations; EDGX
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change To Amend Rules 2.11,
2.12, 11.11 and 11.14 To Replace
References to ‘‘Direct Edge ECN LLC
d/b/a DE Route’’ and ‘‘DE Route’’ With
‘‘BATS Trading, Inc.’’
December 24, 2014.
asabaliauskas on DSK5VPTVN1PROD with NOTICES
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
22, 2014, EDGX Exchange, Inc. (the
‘‘Exchange’’ or ‘‘EDGX’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the Exchange. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
The Exchange filed a proposed rule
change to amend Rules 2.11, 2.12, 11.11
and 11.14 to replace references to
‘‘Direct Edge ECN LLC d/b/a DE Route’’
and ‘‘DE Route’’ with ‘‘BATS Trading,
Inc.’’ (‘‘BATS Trading’’). The Exchange
does not propose to amend the
requirements of any of these rules.
The text of the proposed rule change
is available at the Exchange’s Web site
23 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
17:50 Dec 31, 2014
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
Exchange 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
Exchange has prepared summaries, set
forth in Sections A, B, and C below, of
the most significant parts of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
Earlier this year, the Exchange and its
affiliate, EDGA Exchange, Inc.
(‘‘EDGA’’) received approval to effect a
merger (the ‘‘Merger’’) of the Exchange’s
parent company, Direct Edge Holdings
LLC, with BATS Global Markets, Inc.,
the parent of BATS Exchange, Inc.
(‘‘BZX’’) and BATS Y-Exchange, Inc.
(‘‘BYX’’, together with BZX, EDGA and
EDGX, the ‘‘BGM Affiliated Exchanges’’
or ‘‘BATS Exchange’’).3 As a result, the
Exchange amended Rule 2.12 to reflect
that BATS Trading, Inc., the affiliated
BZX and BYX routing broker dealer,
would also act as the inbound router for
routing orders from BYX and BZX to the
Exchange. In the context of the Merger,
the BGM Affiliated Exchanges are
working to migrate EDGX and EDGA
onto the BATS technology platform, and
align certain system functionality,
retaining only intended differences
between the BGM Affiliated Exchanges.
As a result of these efforts, the Exchange
proposes to amend Rules 2.11, 2.12,
11.11 and 11.14 to replace references to
‘‘Direct Edge ECN LLC d/b/a DE Route’’
and ‘‘DE Route’’ with ‘‘BATS Trading’’
to reflect that BATS Trading, Inc. will
replace DE Route at [sic] the Exchange’s
routing broker-dealer upon migration of
the Exchange onto the BATS technology
platform. Thereafter, BATS Trading will
serve as the sole inbound and outbound
routing broker-dealer for the Exchange.
The Exchange does not propose to
3 See Securities Exchange Act Release No. 71449
(January 30, 2014), 79 FR 6961 (February 5, 2014)
(SR–EDGX–2013–43; SR–EDGA–2013–34).
1 15
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at https://www.directedge.com/, at the
principal office of the Exchange, and at
the Commission’s Public Reference
Room.
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63
amend the requirements of any of these
rules.
Rule 2.11, BATS Trading as Outbound
Router
Pursuant to Exchange Rule 2.11, the
Exchange relies on DE Route to provide
outbound routing services from itself to
other Trading Centers.4 The Exchange
proposes to amend Rules 2.11 to replace
all references to DE Route with BATS
Trading, as BATS Trading will replace
DE Route as the outbound routing
service for the Exchange upon migration
of the Exchange onto the BATS
technology platform. The Exchange does
not propose to amend the requirements
of this rule. Therefore, the conditions
and limitations set forth in Exchange
Rule 2.11 will continue to require that:
• The Exchange will regulate the
BATS Trading as a facility (as defined
in Section 3(a)(2) of the Act), subject to
Section 6 of the Act. The Exchange will
file with the Commission proposed rule
changes and fees relating to the BATS
Trading outbound router function and
BATS Trading will be subject to the
Exchange’s non-discrimination
requirements.
• FINRA will carry out oversight and
enforcement responsibilities as the
designated examining authority
designated by the Commission pursuant
to Rule 17d–1 of the Act with the
responsibility for examining BATS
Trading for compliance with applicable
financial responsibility rules.
• A Member’s 5 use of BATS Trading
to route orders to another Trading
Center will be optional.
• BATS Trading will not engage in
any business other than (a) its outbound
router function, (b) its inbound router
function as described in Rule 2.12, (c)
its usage of an error account in
accordance with Exchange Rule
2.11(a)(7) and (d) any other activities it
may engage in as approved by the
Commission.
• The Exchange shall establish and
maintain procedures and internal
controls reasonably designed to
adequately restrict the flow of
confidential and proprietary
4 Rule 600(b)(78) of Regulation NMS, 17 CFR
242.600(b)(78), defines a ‘‘Trading Center’’ as ‘‘a
national securities exchange or national securities
association that operates an SRO trading facility, an
alternative trading system, an exchange market
maker, an OTC market maker, or any other broker
or dealer that executes orders internally by trading
as principal or crossing orders as agent.’’ See also
Exchange Rule 2.11(a).
5 The term ‘‘Member’’ is defined as ‘‘any
registered broker or dealer, or any person associated
with a registered broker or dealer, that has been
admitted to membership in the Exchange. A
Member will have the status of a ‘‘member’’ of the
Exchange as that term is defined in Section 3(a)(3)
of the Act.’’ See Exchange Rule 1.5(n).
E:\FR\FM\02JAN1.SGM
02JAN1
Agencies
[Federal Register Volume 80, Number 1 (Friday, January 2, 2015)]
[Notices]
[Pages 60-63]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-30705]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-73946; File No. SR-NYSEMKT-2014-109]
Self-Regulatory Organizations; NYSE MKT, 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 24, 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 December 18, 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.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 15 U.S.C. 78a.
\3\ 17 CFR 240.19b-4.
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to extend the operation of its New Market
Model Pilot, currently scheduled to expire on 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'') that was adopted pursuant to its merger
with the New York Stock Exchange LLC (``NYSE'').\4\
[[Page 61]]
The NMM Pilot was approved to operate until October 1, 2009. The
Exchange filed to extend the operation of the Pilot to November 30,
2009, March 30, 2010, September 30, 2010, January 31, 2011, August 1,
2011, January 31, 2012, July 31, 2012, January 31, 2013, July 31, 2013,
January 31, 2014, July 31, 2014, and December 31, 2014 respectively.\5\
The Exchange now seeks to extend the operation of the NMM Pilot,
currently scheduled to expire on December 31, 2014, until the earlier
of Commission approval to make such pilot permanent or July 31, 2015.
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\4\ NYSE Euronext acquired The Amex Membership Corporation
(``AMC'') pursuant to an Agreement and Plan of Merger, dated January
17, 2008 (the ``Merger''). In connection with the Merger, the
Exchange's predecessor, the American Stock Exchange LLC (``Amex''),
a subsidiary of AMC, became a subsidiary of NYSE Euronext called
NYSE Alternext US LLC. See Securities Exchange Act Release No. 58673
(September 29, 2008), 73 FR 57707 (October 3, 2008) (SR-NYSE-2008-60
and SR-Amex-2008-62) (approving the Merger); see also Securities
Exchange Act Release Nos. 58705 (Oct. 1, 2008), 73 FR 58995 (Oct. 8,
2008) (approving adoption of equities rules based on those of NYSE)
and 59022 (Nov. 26, 2008), 73 FR 73683 (Dec. 3, 2008) (amending
equity rules to conform to NYSE NMM Pilot rules). Subsequently, NYSE
Alternext US LLC was renamed NYSE Amex LLC, which was then renamed
NYSE MKT LLC and continues to operate as a national securities
exchange registered under Section 6 of the Securities Exchange Act
of 1934, as amended (the ``Act''). See Securities Exchange Act
Release Nos. 59575 (March 13, 2009), 74 FR 11803 (March 19, 2009)
(SR-NYSEALTR-2009-24) and 67037 (May 21, 2012), 77 FR 31415 (May 25,
2012) (SR-NYSEAmex-2012-32).
\5\ See Securities Exchange Act Release No. 60758 (October 1,
2009), 74 FR 51639 (October 7, 2009) (SR-NYSEAmex-2009-65). See also
Securities Exchange Act Release Nos. 61030 (November 19, 2009), 74
FR 62365 (November 27, 2009) (SR-NYSEAmex-2009-83) (extending Pilot
to March 30, 2010); 61725 (March 17, 2010), 75 FR 14223 (March 24,
2010) (SR-NYSEAmex-2010-28) (extending Pilot to September 30, 2010);
62820 (September 1, 2010), 75 FR 54935 (September 9, 2010) (SR-
NYSEAmex-2010-86) (extending Pilot to January 31, 2011); 63615
(December 29, 2010), 76 FR 611 (January 5, 2011) (SR-NYSEAmex-2010-
123) (extending Pilot to August 1, 2011); 64773 (June 29, 2011), 76
FR 39453 (July 6, 2011) (SR-NYSEAmex-2011-43) (extending Pilot to
January 31, 2012); 66042 (December 23, 2011), 76 FR 82326 (December
30, 2011) (SR-NYSEAmex-2011-102) (extending Pilot to July 31, 2012);
67495 (July 25, 2012), 77 FR 45406 (July 31, 2012) (SR-NYSEMKT-2012-
21) (extending the Pilot to January 31, 2013); 68559 (January 2,
2013), 78 FR 1286 (January 8, 2013) (SR-NYSEMKT-2012-84) (extending
Pilot to July 31, 2013); 69812 (June 20, 2013), 78 FR 38766 (June
27, 2013) (SR-NYSEMKT-2013-51) (extending Pilot to January 31,
2014); 71342 (January 17, 2014), 79 FR 4197 (January 24, 2014) (SR-
NYSEMKT-2014-02) (extending Pilot to July 31, 2014); and 72622 (July
16, 2014), 79 FR 42600 (July 22, 2014) (SR-NYSEMKT-2014-57)
(extending Pilot to December 31, 2014).
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The Exchange notes that parallel changes are proposed to be made to
the rules of NYSE.\6\
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\6\ See SR-NYSE-2014-71.
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Background \7\
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\7\ The information contained herein is a summary of the NMM
Pilot. See Securities Exchange Act Release No. 58845 (October 24,
2008), 73 FR 64379 (October 29, 2008) (SR-NYSE-2008-46) for a fuller
description.
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In December 2008, the Exchange implemented significant changes to
its equities market rules, execution technology and the rights and
obligations of its equities 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 that it
implemented through the NMM Pilot.
As part of the NMM Pilot, the Exchange eliminated the function of
equity specialists on the Exchange creating a new category of market
participant, the Designated Market Maker or DMM.\8\ 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 \9\ in
their assigned securities and no longer have a negative obligation.
DMMs are also no longer agents for public customer orders.\10\
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\8\ See NYSE MKT Rule 103--Equities.
\9\ See NYSE MKT Rule 104--Equities.
\10\ See NYSE MKT Rule 60--Equities; see also NYSE MKT Rules
104--Equities and 1000--Equities.
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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'').\11\
CCS provides the Display Book[supreg] \12\ 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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\11\ See NYSE MKT Rule 1000--Equities.
\12\ 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 \13\ 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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\13\ See NYSE MKT Rule 72(a)(ii)--Equities.
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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 \14\ in order to prepare a rule filing
seeking permission to make the above described changes permanent. 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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\14\ See supra note 5.
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Proposal To Extend the Operation of the NMM Pilot
The Exchange 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,\15\ in general, and furthers the
objectives of Section 6(b)(5) of the Act,\16\ 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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\15\ 15 U.S.C. 78f(b).
\16\ 15 U.S.C. 78f(b)(5).
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The Exchange believes the proposed rule change is designed to
prevent
[[Page 62]]
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,\17\ the Exchange
believes that the proposed rule change would not impose any burden on
competition that is not necessary or appropriate in furtherance of the
purposes of the Act. The Exchange believes that extending the operation
of the NMM Pilot will enhance competition among liquidity providers and
thereby improve execution quality on the Exchange. The Exchange will
continue to monitor the efficacy of the program during the proposed
extended pilot period.
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\17\ 15 U.S.C. 78f(b)(8).
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Finally, the Exchange notes that it operates in a highly
competitive market in which market participants can readily favor
competing venues. In such an environment, the Exchange must continually
review, and consider adjusting the services it offers and the
requirements it imposes to remain competitive with other U.S. equity
exchanges. For the reasons described above, the Exchange believes that
the proposed rule change reflects this competitive environment.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were solicited or received with respect to the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The Exchange has filed the proposed rule change pursuant to Section
19(b)(3)(A)(iii) of the Act \18\ and Rule 19b-4(f)(6) thereunder.\19\
Because the proposed rule change does not: (i) Significantly affect the
protection of investors or the public interest; (ii) impose any
significant burden on competition; and (iii) become operative prior to
30 days from the date on which it was filed, or such shorter time as
the Commission may designate, if consistent with the protection of
investors and the public interest, the proposed rule change has become
effective pursuant to Section 19(b)(3)(A) of the Act and Rule 19b-
4(f)(6)(iii) thereunder.
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\18\ 15 U.S.C. 78s(b)(3)(A)(iii).
\19\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)
requires the Exchange to give the Commission written notice of the
Exchange's intent to file the proposed rule change, along with a
brief description and text of the proposed rule change, at least
five business days prior to the date of filing of the proposed rule
change, or such shorter time as designated by the Commission. The
Exchange has satisfied this requirement.
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A proposed rule change filed under Rule 19b-4(f)(6) \20\ normally
does not become operative prior to 30 days after the date of the
filing. However, pursuant to Rule 19b-4(f)(6)(iii),\21\ the Commission
may designate a shorter time if such action is consistent with the
protection of investors and the public interest. The Exchange has asked
the Commission to waive the 30-day operative delay so that the proposal
may become operative before the pilot's expiration. The Exchange states
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).
\21\ 17 CFR 240.19b-4(f)(6)(iii).
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The Commission believes that waiving the 30-day operative delay 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 this reason, the Commission designates the
proposed rule change to be operative on December 31, 2014.\22\
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\22\ For purposes only of waiving the 30-day operative delay,
the Commission has considered the proposed rule's impact on
efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
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At any time within 60 days of the filing of such proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-NYSEMKT-2014-109 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-NYSEMKT-2014-109. 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
[[Page 63]]
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-NYSEMKT-2014-109 and should
be submitted on or before January 23, 2014.
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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Brent J. Fields,
Secretary.
[FR Doc. 2014-30705 Filed 12-31-14; 8:45 am]
BILLING CODE 8011-01-P