Self-Regulatory Organizations; NYSE Arca, Inc.; Order Approving a Proposed Rule Change Adopting New Equity Trading Rules Relating to Trading Sessions, Order Ranking and Display, and Order Execution To Reflect the Implementation of Pillar, the Exchange's New Trading Technology Platform, 44170-44172 [2015-18128]
Download as PDF
44170
Federal Register / Vol. 80, No. 142 / Friday, July 24, 2015 / Notices
Exchanges believe that the CUBE and
COPIP are analogous to the COA in that
they are designed to attract liquidity and
provide opportunities for price
improvement.25
asabaliauskas on DSK5VPTVN1PROD with NOTICES
III. Discussion and Commission
Findings
After careful review, the Commission
finds that the proposed rule changes are
consistent with the Act and the rules
and regulations thereunder applicable to
a national securities exchange.26 In
particular, the Commission finds that
the proposed rule changes are consistent
with section 6(b)(5) of the Act,27 which
requires that the rules of the exchange
be designed, among other things, to
prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, to remove
impediments to and perfect the
mechanism of a free and open market
and a national market system, and, in
general, to protect investors and the
public interest.
Users trading as principal on the
Exchanges may not trade with orders
they represent as agent unless the onesecond order exposure requirements of
NYSE Arca Rule 6.47A or NYSE MKT
Rule 935NY, as applicable, are satisfied.
The proposals amend NYSE Arca Rule
6.47A and NYSE MKT Rule 935NY to
allow Users to utilize the COA to satisfy
the order exposure requirements.28
Thus, an electronic complex order
subject to a COA would not be subject
to the one-second order exposure
requirements of NYSE Arca Rule 6.47A
or NYSE MKT Rule 935NY, and a User
that utilizes the COA pursuant to NYSE
Arca Rule 6.91(c) or NYSE MKT Rule
980NY(e) would be able to submit a
principal order during the Response
Time Interval to trade against an order
it represents as agent.29 The proposals
also amend NYSE Arca Rule 6.91(c)(4)
and NYSE MKT Rule 980NY(e)(4) to
allow all trading permit holders—rather
than only market makers in the relevant
options class and trading permit holders
representing orders at the top of the
Consolidated Book in the relevant
series—to respond to a COA. Finally,
25 See NYSE Arca Notice, 80 FR at 32421; and
NYSE MKT Notice, 80 FR at 32428.
26 In approving this proposed rule change, the
Commission notes that it has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
27 15 U.S.C. 78(b)(5).
28 The proposals also make conforming changes
to NYSE Arca Rule 6.91(c)(3) and NYSE MKT Rule
980NY(e)(3) to delete sentences stating that the
obligations of NYSE Arca Rule 6.47A and 935NY
are separate from the duration of the Response Time
Interval.
29 See NYSE Arca Notice, 80 FR at 32422 and
NYSE MKT Notice, 80 FR at 32428.
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19:59 Jul 23, 2015
Jkt 235001
the proposals amend NYSE Arca Rule
6.91(c)(3) and NYSE MKT Rule
980NY(e)(3) to establish a minimum
duration of 500 milliseconds for the
Response Time Interval.30
The Commission believes that the
changes establishing a minimum
duration for the Response Time Interval
and providing for expanded
participation in the COA could enhance
competition in the COA. As noted
above, each Exchange surveyed its
trading permit holders to determine
whether they would be able to respond
to a COA auction lasting 100
milliseconds. According to the
Exchanges, 77% of the survey
respondents indicated that they would
be able to respond to an auction lasting
100 milliseconds.31 Based on the
Exchanges’ statements, the Commission
believes that establishing a minimum
duration of 500 milliseconds for the
Response Time Interval should provide
market participants with an opportunity
to compete for exposed bids and offers
in a COA auction while facilitating the
prompt execution of orders in the
COA.32 In addition, allowing all trading
permit holders to submit RFR Responses
could result in greater participation and
increased competition in the COA,
potentially leading to greater
opportunities for price improvement for
orders submitted to a COA.
Accordingly, the Commission believes
that it is consistent with the Act to
allow Users to utilize the COA to satisfy
the order exposure requirements of
NYSE Arca Rule 6.47A and NYSE MKT
Rule 935NY.
IV. Conclusion
It is therefore ordered, pursuant to
section 19(b)(2) of the Act,33 that the
proposed rule changes (File Nos. SR–
NYSEArca–2015–43 and SR–
NYSEMKT–2015–41) are approved.
30 The rules will continue to provide that the
Response Time Interval will not exceed one second.
31 See notes 20–21, supra, and accompanying
text.
32 The Commission notes that it has previously
approved 500-millisecond response periods for
other auctions, as well as a response period of 100
milliseconds for BOX’s COPIP auction. See ISE
Rules 716, Supplementary Material .04 (providing
500 milliseconds to submit Responses in the Block
Order Mechanism, the Facilitation Mechanism, and
the Solicited Order Mechanism); and 723(c)(1)
(establishing a 500-millisecond exposure period for
the Price Improvement Mechanism); and BOX Rule
7245(f)(1).
33 15 U.S.C. 78s(b)(2).
34 17 CFR 200.30–3(a)(12).
PO 00000
Frm 00152
Fmt 4703
Sfmt 4703
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.34
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–18129 Filed 7–23–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–75494; File No. SR–
NYSEArca–2015–38]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Order Approving a
Proposed Rule Change Adopting New
Equity Trading Rules Relating to
Trading Sessions, Order Ranking and
Display, and Order Execution To
Reflect the Implementation of Pillar,
the Exchange’s New Trading
Technology Platform
July 20, 2015.
I. Introduction
On April 30, 2015, NYSE Arca, Inc.
(the ‘‘Exchange’’ or ‘‘Arca’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’), pursuant
to section 19(b)(1) of the Securities
Exchange Act of 1934 (‘‘Act’’) 1 and Rule
19b–4 thereunder,2 a proposed rule
change to adopt new equity trading
rules relating to Trading Sessions, Order
Ranking and Display, and Order
Execution to reflect the implementation
of Pillar, the Exchange’s new trading
technology platform. The proposed rule
change was published for comment in
the Federal Register on May 19, 2015.3
The Commission received no comment
letters on the proposed rule change. On
June 23, 2015, pursuant to section
19(b)(2) of the Act,3 the Commission
designated a longer period within which
to approve the proposed rule change,
disapprove the proposed rule change, or
institute proceedings to determine
whether to approve or disapprove the
proposed rule change.4 This order
approves the proposed rule change.
II. Description of the Proposed Rule
Change
The Exchange proposes to adopt new
equity trading rules relating to the
implementation of Pillar, the Exchange’s
new trading technology platform. The
Exchange proposes to adopt the
following new Pillar rules: (1) NYSE
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4
3 See Securities Exchange Act Release No. 74951
(May 13, 2015), 80 FR 28721 (‘‘Notice’’).
3 15 U.S.C. 78s(b)(2).
4 See Securities Exchange Act Release No. 75273,
80 FR 37033 (June 29, 2015).
2 17
E:\FR\FM\24JYN1.SGM
24JYN1
Federal Register / Vol. 80, No. 142 / Friday, July 24, 2015 / Notices
Arca Equities Rule 7.34P (‘‘Rule 7.34P’’)
related to trading session; (2) NYSE
Arca Equities Rule 7.36P (‘‘Rule 7.36P’’)
related to order ranking and display;
and NYSE Arca Equities Rule 7.37P
(‘‘Rule 7.37P’’) related to order
execution. According to the Exchange,
these three rules would set forth the
foundation of the Exchange’s equity
trading model in Pillar, including the
hours of operation, how orders would
be ranked and displayed, and how
orders would be executed.5
asabaliauskas on DSK5VPTVN1PROD with NOTICES
A. Background
The Exchange represents that Pillar is
an integrated trading technology
platform designed to use a single
specification for connecting to the
equities and options markets operated
by Arca and its affiliates, New York
Stock Exchange LLC and NYSE MKT
LLC. NYSE Arca Equities will be the
first trading system to migrate to Pillar.6
The Exchange states that during the first
phase of Pillar implementation, it will
roll out the new technology platform
over a period of time based on a range
of symbols.7 Because orders entered in
symbols not yet migrated to Pillar
would continue to operate under
current rules, the Exchange will keep its
current rules, pending complete
migration of symbols to Pillar and
retirement of the current trading system,
and will add new rules that would be
applicable to symbols that trade on the
Pillar trading platform.8
As proposed, the new rules governing
trading on Pillar would have the same
numbering as current rules, but with the
modifier ‘‘P’’ appended to the rule
number. The Exchange proposes that
rules with a ‘‘P’’ modifier would operate
for symbols that are trading on the Pillar
trading platform. If a symbol is trading
on the Pillar trading platform, a rule
with the same number as a rule with a
‘‘P’’ modifier would no longer operate
for that symbol and the Exchange would
announce by Trader Update when
symbols are trading on the Pillar trading
platform. Definitions that do not have a
companion version with a ‘‘P’’ modifier
would continue to operate for all
symbols. The Exchange has stated that
once all symbols have migrated to the
Pillar platform, it will file a rule
proposal to delete rules that are no
longer operative.9
5 See
Notice at 28722.
Notice at 28722; see also Trader Update
dated January 29, 2015, available here: https://
www1.nyse.com/pdfs/Pillar_Trader_Update_Jan_
2015.pdf.
7 See Notice at 28722.
8 Id.
9 Id.
6 See
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19:59 Jul 23, 2015
Jkt 235001
B. Proposed Modifications
The Exchange represents that it is not
proposing that the core functionality of
rules applicable to trading on Pillar
would be different from rules applicable
to trading on the current NYSE Arca
Equities trading system.10 As described
in detail in the Notice, Rules 7.34P,
7.36P, and 7.37P incorporate much of
the substance of current NYSE Arca
Rules 7.34, 7.36, and 7.37, respectively.
However, with Pillar, the Exchange
would introduce new terminology,
reorganize and redraft certain provisions
to improve clarity, and provide
additional detail to other current
provisions being redesignated.11 The
Exchange also proposes to make several
changes that are more substantive in
nature, as follows:
• The Core Open Auction would
occur during the Core Trading Session,
rather than during Early Trading
Session; 12
• Tracking Orders would now be
permitted to participate in the Early
Trading Session; 13
• during the Early Trading Session,
for securities that are not eligible for an
auction on the Exchange, all Market
Orders designated for the Core Trading
Session and Auction-Only Orders
would be routed to the primary listing
market on arrival (unless the market is
not accepting orders), whereas currently
this only occurs if orders include a
‘‘Primary Only’’ designation; 14
• Market Orders in securities that are
not eligible for the Core Open Auction
will be routed to the primary listing
market until the first print of any size
(the current rule does not specify that
the first opening print can include an
odd-lot transaction) on the primary
listing market, and the Exchange would
now stop routing Market Orders to the
primary listing market and begin
processing those orders on the Exchange
at 10am EST; 15
• during the Core Trading Session,
Auction-Only Orders in securities that
are not eligible for an auction on Arca
would be accepted and routed directly
to the primary listing market,16 whereas
10 Id.
id. at 28723–31.
12 See proposed rule 7.34P(a)(2); see also Notice
at 28723.
13 See current rule 7.34(d)(1)(C), which would not
be carried over to proposed 7.34P; see also Notice
at 28724.
14 See proposed rule 7.34P(c)(1)(D); see also
Notice at 28724.
15 See proposed rule 7.34P(c)(2)(A); see also
Notice at 28725.
16 See proposed rule 7.34P(c)(2)(B); see also
Notice at 28725.
PO 00000
11 See
Frm 00153
Fmt 4703
Sfmt 4703
44171
currently this only occurs if orders
include a ‘‘Primary Only’’ designation;
• Tracking Orders would now be
eligible to participate in the Late
Trading Session; 17 and
• an order marked ‘‘short’’ when a
short sale price test restriction is in
effect would not be routed and would be
repriced or cancelled.18
III. Discussion and Commission
Findings
After careful review, the Commission
finds that the proposed rule change is
consistent with the requirements of the
Act 19 and the rules and regulations
thereunder applicable to a national
securities exchange.20 In particular, the
Commission finds that the proposed
rule change is consistent with section
6(b)(5) of the Act,21 which requires,
among other things, that the rules of a
national securities exchange be
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
facilitating transactions in securities, to
remove impediments to and perfect the
mechanism of a free and open market
and a national market system, and, in
general, to protect investors and the
public interest and that the rules are not
designed to permit unfair
discrimination between customers,
issuers, brokers, or dealers.
The Commission notes that the
Exchange believes that the proposed
rules would remove impediments to and
perfect the mechanism of a free and
open market because the proposed rule
set would promote transparency by
simplifying the structure of Exchange
rules and using consistent terminology
governing equities trading, and by
clearly denoting the rules that govern
once a symbol has been migrated to the
Pillar platform.22 With respect to
proposed Rule 7.34P, the Exchange
represents that it believes that the
proposed changes to functionality
would remove impediments to and
perfect the mechanism of a fair and
orderly market.23 With respect to
proposed Rules 7.36P and 7.37P, the
Exchange stated that it believes that the
17 See current rule 7.34(d)(3)(C), which would not
be carried over to proposed 7.34P; see also Notice
at 28725.
18 See proposed rule 7.37P(b)(8); see also Notice
at 28730.
19 15 U.S.C. 78f.
20 In approving this proposed rule change, the
Commission has considered the proposed rule’s
impact on efficiency, competition, and capital
formation. See 15 U.S.C. 78c(f).
21 15 U.S.C. 78f(b)(5).
22 See Notice at 28732.
23 See id.
E:\FR\FM\24JYN1.SGM
24JYN1
44172
Federal Register / Vol. 80, No. 142 / Friday, July 24, 2015 / Notices
proposed rule text promotes
transparency through the use of
consistent terminology that will serve as
the foundation for additional Pillarrelated rule proposals, and by providing
notice of when orders would be
accepted, routed, rejected, cancelled, or
be assigned a working time by the
Exchange.24
Based on the Exchange’s
representations, the Commission
believes that the proposed rule change
does not raise any novel regulatory
considerations and should provide
greater specificity with respect to the
functionality available on the Exchange
as symbols are migrated to the Pillar
platform. For these reasons, the
Commission believes that the proposal
should help to prevent fraudulent and
manipulative acts and practices,
promote just and equitable principles of
trade, remove impediments to and
perfect the mechanism of a free and
open market and a national market
system, and, in general, protect
investors and the public interest.
2015, BOX Options Exchange LLC (the
‘‘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.
IV. Conclusion
It is therefore ordered, pursuant to
section 19(b)(2) of the Act,25 that the
proposed rule change (SR–NYSEArca–
2015–38) be, and hereby is, approved.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.26
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–18128 Filed 7–23–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–75489; File No. SR–BOX–
2015–26]
Self-Regulatory Organizations; BOX
Options Exchange LLC; Notice of
Filing and Immediate Effectiveness of
a Proposed Rule Change To Add
Interpretive Material to BOX Rule 8050
To Indicate That Market Makers Will
Not Be Obligated To Quote in Adjusted
Option Series and To Define What
Qualifies as an Adjusted Options
Series
asabaliauskas on DSK5VPTVN1PROD with NOTICES
July 20, 2015.
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 July 10,
24 See
id.
U.S.C. 78s(b)(2).
26 17 CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
19:59 Jul 23, 2015
The Exchange proposes to add
Interpretive Material (‘‘IM–8050–2’’) to
BOX Rule 8050 (Market Maker
Quotations) to indicate that Market
Makers will not be obligated to quote in
adjusted option series and to define
what qualifies as an adjusted options
series. The text of the proposed rule
change is available from the principal
office of the Exchange, at the
Commission’s Public Reference Room
and also on the Exchange’s Internet Web
site at https://boxexchange.com.
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of these statements may be examined at
the places specified in Item IV below.
The self-regulatory organization has
prepared summaries, set forth in
sections A, B, and C below, of the most
significant aspects of such statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to add
Interpretive Material (‘‘IM–8050–2’’) to
BOX Rule 8050 (Market Maker
Quotations) to indicate that Market
Makers will not be obligated to quote in
adjusted option series and to define
what qualifies as an adjusted options
series. This is a competitive filing that
is based on a proposal submitted by
NYSE Arca, Inc. (‘‘NYSE Arca’’) and
approved by the Commission.3
BOX Rule 8050 discusses the quoting
obligations that are applicable to Market
3 See Securities Exchange Act Release No. 65573
(October 14, 2011), 76 FR 65305 (October 20, 2011)
(Order Approving SR–NYSEArca–2011–59). See
also NYSE Arca Rule 6.37B Market Maker
Quotations—OX.
25 15
VerDate Sep<11>2014
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
Jkt 235001
PO 00000
Frm 00154
Fmt 4703
Sfmt 4703
Makers on the Exchange. The Rule
states that, in addition to other
requirements, Market Makers must post
valid quotes throughout the trading day
in its appointed classes at least sixty
percent (60%) of the time the classes are
open for trading.
The Exchange proposes to define
‘‘adjusted series’’ for the purpose of
BOX Rule 8050. An ‘‘adjusted series’’
under the Rule would be defined as an
option series wherein, as a result of a
corporate action by the issuer of the
underlying security, one option contract
in the series represents the delivery of
other than 100 shares of underlying
stock or Exchange Traded Fund Shares.
After a corporate action and a
subsequent adjustment to the existing
options, the series in question are
identified by the Options Price
Reporting Authority (‘‘OPRA’’) and at
Options Clearing Corporation (‘‘OCC’’)
with a separate symbol consisting of the
underlying symbol and a numerical
appendage. As a standard procedure,
exchanges listing options on an
underlying security which undergoes a
corporate action resulting in adjusted
series will list new standard option
series across all appropriate expiration
months the day after the existing series
are adjusted. The adjusted series are
generally active for a short period of
time following adjustment, but orders to
open an options position in the
underlying are almost exclusively
placed in the new standard contracts.
Although the adjusted series may not
expire for as much as 27 months, in a
short time the adjusted series become
inactive. Thus, the burden of quoting
these series generally outweighs the
benefit of being appointed in the class
because of the lack of interest in the
series by various market participants.
The proposed rule change is similar to
the NYSE Arca rule, in that the
Exchange is merely proposing to
exclude the adjusted series from the
continuous quoting obligation, but not
from other obligations under BOX Rule
8050. The NYSE Arca rule excludes
adjusted option series, and series with
a time to expiration of nine months or
greater, for options on equities and
Exchange Traded Fund Shares, and
series with a time to expiration of
twelve months or greater for Index
options. Similar to NYSE Arca, BOX
already excludes from continuous
quoting requirements options series
where the time to expiration is greater
than nine (9) months,4 and is now
proposing to add the exclusion of
adjusted series. Of particular note, the
proposal would not excuse a Market
4 See
E:\FR\FM\24JYN1.SGM
BOX Rule 5070(a).
24JYN1
Agencies
[Federal Register Volume 80, Number 142 (Friday, July 24, 2015)]
[Notices]
[Pages 44170-44172]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-18128]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-75494; File No. SR-NYSEArca-2015-38]
Self-Regulatory Organizations; NYSE Arca, Inc.; Order Approving a
Proposed Rule Change Adopting New Equity Trading Rules Relating to
Trading Sessions, Order Ranking and Display, and Order Execution To
Reflect the Implementation of Pillar, the Exchange's New Trading
Technology Platform
July 20, 2015.
I. Introduction
On April 30, 2015, NYSE Arca, Inc. (the ``Exchange'' or ``Arca'')
filed with the Securities and Exchange Commission (``Commission''),
pursuant to section 19(b)(1) of the Securities Exchange Act of 1934
(``Act'') \1\ and Rule 19b-4 thereunder,\2\ a proposed rule change to
adopt new equity trading rules relating to Trading Sessions, Order
Ranking and Display, and Order Execution to reflect the implementation
of Pillar, the Exchange's new trading technology platform. The proposed
rule change was published for comment in the Federal Register on May
19, 2015.\3\ The Commission received no comment letters on the proposed
rule change. On June 23, 2015, pursuant to section 19(b)(2) of the
Act,\3\ the Commission designated a longer period within which to
approve the proposed rule change, disapprove the proposed rule change,
or institute proceedings to determine whether to approve or disapprove
the proposed rule change.\4\ This order approves the proposed rule
change.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4
\3\ See Securities Exchange Act Release No. 74951 (May 13,
2015), 80 FR 28721 (``Notice'').
\3\ 15 U.S.C. 78s(b)(2).
\4\ See Securities Exchange Act Release No. 75273, 80 FR 37033
(June 29, 2015).
---------------------------------------------------------------------------
II. Description of the Proposed Rule Change
The Exchange proposes to adopt new equity trading rules relating to
the implementation of Pillar, the Exchange's new trading technology
platform. The Exchange proposes to adopt the following new Pillar
rules: (1) NYSE
[[Page 44171]]
Arca Equities Rule 7.34P (``Rule 7.34P'') related to trading session;
(2) NYSE Arca Equities Rule 7.36P (``Rule 7.36P'') related to order
ranking and display; and NYSE Arca Equities Rule 7.37P (``Rule 7.37P'')
related to order execution. According to the Exchange, these three
rules would set forth the foundation of the Exchange's equity trading
model in Pillar, including the hours of operation, how orders would be
ranked and displayed, and how orders would be executed.\5\
---------------------------------------------------------------------------
\5\ See Notice at 28722.
---------------------------------------------------------------------------
A. Background
The Exchange represents that Pillar is an integrated trading
technology platform designed to use a single specification for
connecting to the equities and options markets operated by Arca and its
affiliates, New York Stock Exchange LLC and NYSE MKT LLC. NYSE Arca
Equities will be the first trading system to migrate to Pillar.\6\ The
Exchange states that during the first phase of Pillar implementation,
it will roll out the new technology platform over a period of time
based on a range of symbols.\7\ Because orders entered in symbols not
yet migrated to Pillar would continue to operate under current rules,
the Exchange will keep its current rules, pending complete migration of
symbols to Pillar and retirement of the current trading system, and
will add new rules that would be applicable to symbols that trade on
the Pillar trading platform.\8\
---------------------------------------------------------------------------
\6\ See Notice at 28722; see also Trader Update dated January
29, 2015, available here: https://www1.nyse.com/pdfs/Pillar_Trader_Update_Jan_2015.pdf.
\7\ See Notice at 28722.
\8\ Id.
---------------------------------------------------------------------------
As proposed, the new rules governing trading on Pillar would have
the same numbering as current rules, but with the modifier ``P''
appended to the rule number. The Exchange proposes that rules with a
``P'' modifier would operate for symbols that are trading on the Pillar
trading platform. If a symbol is trading on the Pillar trading
platform, a rule with the same number as a rule with a ``P'' modifier
would no longer operate for that symbol and the Exchange would announce
by Trader Update when symbols are trading on the Pillar trading
platform. Definitions that do not have a companion version with a ``P''
modifier would continue to operate for all symbols. The Exchange has
stated that once all symbols have migrated to the Pillar platform, it
will file a rule proposal to delete rules that are no longer
operative.\9\
---------------------------------------------------------------------------
\9\ Id.
---------------------------------------------------------------------------
B. Proposed Modifications
The Exchange represents that it is not proposing that the core
functionality of rules applicable to trading on Pillar would be
different from rules applicable to trading on the current NYSE Arca
Equities trading system.\10\ As described in detail in the Notice,
Rules 7.34P, 7.36P, and 7.37P incorporate much of the substance of
current NYSE Arca Rules 7.34, 7.36, and 7.37, respectively. However,
with Pillar, the Exchange would introduce new terminology, reorganize
and redraft certain provisions to improve clarity, and provide
additional detail to other current provisions being redesignated.\11\
The Exchange also proposes to make several changes that are more
substantive in nature, as follows:
---------------------------------------------------------------------------
\10\ Id.
\11\ See id. at 28723-31.
---------------------------------------------------------------------------
The Core Open Auction would occur during the Core Trading
Session, rather than during Early Trading Session; \12\
---------------------------------------------------------------------------
\12\ See proposed rule 7.34P(a)(2); see also Notice at 28723.
---------------------------------------------------------------------------
Tracking Orders would now be permitted to participate in
the Early Trading Session; \13\
---------------------------------------------------------------------------
\13\ See current rule 7.34(d)(1)(C), which would not be carried
over to proposed 7.34P; see also Notice at 28724.
---------------------------------------------------------------------------
during the Early Trading Session, for securities that are
not eligible for an auction on the Exchange, all Market Orders
designated for the Core Trading Session and Auction-Only Orders would
be routed to the primary listing market on arrival (unless the market
is not accepting orders), whereas currently this only occurs if orders
include a ``Primary Only'' designation; \14\
---------------------------------------------------------------------------
\14\ See proposed rule 7.34P(c)(1)(D); see also Notice at 28724.
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Market Orders in securities that are not eligible for the
Core Open Auction will be routed to the primary listing market until
the first print of any size (the current rule does not specify that the
first opening print can include an odd-lot transaction) on the primary
listing market, and the Exchange would now stop routing Market Orders
to the primary listing market and begin processing those orders on the
Exchange at 10am EST; \15\
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\15\ See proposed rule 7.34P(c)(2)(A); see also Notice at 28725.
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during the Core Trading Session, Auction-Only Orders in
securities that are not eligible for an auction on Arca would be
accepted and routed directly to the primary listing market,\16\ whereas
currently this only occurs if orders include a ``Primary Only''
designation;
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\16\ See proposed rule 7.34P(c)(2)(B); see also Notice at 28725.
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Tracking Orders would now be eligible to participate in
the Late Trading Session; \17\ and
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\17\ See current rule 7.34(d)(3)(C), which would not be carried
over to proposed 7.34P; see also Notice at 28725.
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an order marked ``short'' when a short sale price test
restriction is in effect would not be routed and would be repriced or
cancelled.\18\
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\18\ See proposed rule 7.37P(b)(8); see also Notice at 28730.
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III. Discussion and Commission Findings
After careful review, the Commission finds that the proposed rule
change is consistent with the requirements of the Act \19\ and the
rules and regulations thereunder applicable to a national securities
exchange.\20\ In particular, the Commission finds that the proposed
rule change is consistent with section 6(b)(5) of the Act,\21\ which
requires, among other things, that the rules of a national securities
exchange be 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 facilitating
transactions in securities, to remove impediments to and perfect the
mechanism of a free and open market and a national market system, and,
in general, to protect investors and the public interest and that the
rules are not designed to permit unfair discrimination between
customers, issuers, brokers, or dealers.
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\19\ 15 U.S.C. 78f.
\20\ In approving this proposed rule change, the Commission has
considered the proposed rule's impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
\21\ 15 U.S.C. 78f(b)(5).
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The Commission notes that the Exchange believes that the proposed
rules would remove impediments to and perfect the mechanism of a free
and open market because the proposed rule set would promote
transparency by simplifying the structure of Exchange rules and using
consistent terminology governing equities trading, and by clearly
denoting the rules that govern once a symbol has been migrated to the
Pillar platform.\22\ With respect to proposed Rule 7.34P, the Exchange
represents that it believes that the proposed changes to functionality
would remove impediments to and perfect the mechanism of a fair and
orderly market.\23\ With respect to proposed Rules 7.36P and 7.37P, the
Exchange stated that it believes that the
[[Page 44172]]
proposed rule text promotes transparency through the use of consistent
terminology that will serve as the foundation for additional Pillar-
related rule proposals, and by providing notice of when orders would be
accepted, routed, rejected, cancelled, or be assigned a working time by
the Exchange.\24\
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\22\ See Notice at 28732.
\23\ See id.
\24\ See id.
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Based on the Exchange's representations, the Commission believes
that the proposed rule change does not raise any novel regulatory
considerations and should provide greater specificity with respect to
the functionality available on the Exchange as symbols are migrated to
the Pillar platform. For these reasons, the Commission believes that
the proposal should help to prevent fraudulent and manipulative acts
and practices, promote just and equitable principles of trade, remove
impediments to and perfect the mechanism of a free and open market and
a national market system, and, in general, protect investors and the
public interest.
IV. Conclusion
It is therefore ordered, pursuant to section 19(b)(2) of the
Act,\25\ that the proposed rule change (SR-NYSEArca-2015-38) be, and
hereby is, approved.
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\25\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\26\
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\26\ 17 CFR 200.30-3(a)(12).
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Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015-18128 Filed 7-23-15; 8:45 am]
BILLING CODE 8011-01-P