Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Amending Rule 7.31P(a)(2)(C) Relating to Repricing Events, 9573-9575 [2016-03961]
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Federal Register / Vol. 81, No. 37 / Thursday, February 25, 2016 / Notices
arguments concerning the foregoing,
including whether the proposal is
consistent with the Act. Comments may
be submitted by any of the following
methods:
SECURITIES AND EXCHANGE
COMMISSION
Electronic Comments
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Amending Rule
7.31P(a)(2)(C) Relating to Repricing
Events
• 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–
EDGX–2016–08 on the subject line.
Paper Comments
mstockstill on DSK4VPTVN1PROD with NOTICES
• 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–EDGX–2016–08. 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 will also 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–EDGX–
2016–08 and should be submitted on or
before March 17, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
Brent J. Fields,
Secretary.
[FR Doc. 2016–03949 Filed 2–24–16; 8:45 am]
BILLING CODE 8011–01–P
[Release No. 34–77197; File No. SR–
NYSEArca–2016–34]
February 19, 2016.
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 February
19, 2016, NYSE Arca, Inc. (the
‘‘Exchange’’ or ‘‘NYSE Arca’’) filed with
the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I and II below, which Items have
been prepared by the self-regulatory
organization. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
Rule 7.31P(a)(2)(C) (Orders and
Modifiers) relating to repricing events.
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
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend
Rule 7.31P(a)(2)(C) relating to repricing
1 15
U.S.C. 78s(b)(1).
U.S.C. 78a.
3 17 CFR 240.19b–4.
2 15
16 17
CFR 200.30–3(a)(12).
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events that occur upon arrival of an
Intermarket Sweep Order designated
Day (‘‘Day ISO’’).
Rule 7.31P(e)(3)(C) provides that a
Day ISO, if marketable on arrival, will
be immediately traded with contra-side
interest in the NYSE Arca Book up to its
full size and limit price and any
untraded quantity of a Day ISO will be
displayed at its limit price and may lock
or cross a protected quotation that was
displayed at the time of arrival of the
Day ISO. Accordingly, under current
rules, on arrival, a Day ISO may be
displayed at a price that locks or crosses
a protected quotation.
Under Rule 7.36P(b)(3), if arrival of a
Day ISO would result in less than a
round lot being displayed, such order
would be displayed on the Exchange’s
proprietary data feeds, but it would not
be considered a new Exchange BBO or
be considered a protected quotation. In
addition, under Rule 7.38P(b)(1), the
working price of an odd-lot quantity of
a Day ISO will depend on where the
limit price is in relation to the PBBO,
and whether the PBBO is crossed.
Separately, Rule 7.31P(a)(2)(C)
describes how the Exchange re-prices
resting orders to buy (sell) to avoid
locking or crossing a protected
quotation of another market by
assigning a display price one MPV
below (above) the PBO (PBB) and a
working price equal to the PBO (PBB).
The rule further specifies that ‘‘[i]f a Day
ISO to buy (sell) arrives before the PBO
(PBB) is updated, such re-priced Limit
Order(s) to buy (sell) will be repriced to
the lower (higher) of the display price
of the Day ISO or the original price of
the Limit Order(s).’’ Accordingly,
current rules specify that arrival of a
Day ISO results in a repricing event for
resting orders.
The Exchange proposes to amend
Rule 7.31P(a)(2)(C) to specify how
orders are repriced under that paragraph
due to the arrival of a Day ISO.
Specifically, the Exchange proposes to
specify that the repricing event for
resting orders under this Rule due to the
arrival of a Day ISO to buy (sell) would
occur only if the arriving Day ISO
would result in at least a round lot being
displayed as a new BB (BO). In other
words, the arrival of the Day ISO must
result in a new protected quotation at
the Exchange before any resting orders
are repriced.
The Exchange also proposes to specify
what would occur if the arriving Day
ISO would not result in at least a round
lot being displayed. When resting orders
have been repriced under Rule
7.31P(a)(2)(C), if a Day ISO to buy (sell)
arrives that would result in less than a
round lot being displayed, the Exchange
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proposes that such Day ISO also be
assigned a display price one MPV below
(above) the PBO (PBB) and a working
price equal to the PBO (PBB). This
proposed treatment of odd lot Day ISOs
is similar to treatment of odd lots under
Rule 7.38P(b)(1), however, the Exchange
proposes that under Rule 7.31P(a)(2)(C),
even if the PBBO is crossed, the arriving
odd lot quantity of the Day ISO to buy
(sell) be assigned a working price equal
to the PBO (PBB) and not equal to the
PBB (PBO). The Exchange proposes this
difference from Rule 7.38P(b)(1) so that
all orders repriced pursuant to Rule
7.31P(a)(2)(C), including arriving Day
ISO odd lots, are treated similarly.
Finally, the Exchange proposes to
move the last sentence of Rule
7.31P(a)(2)(C), without change, to be the
second sentence of that rule.
2. Statutory Basis
The proposed rule change is
consistent with Section 6(b) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),4 in general, and furthers the
objectives of Section 6(b)(5),5 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 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.
Specifically, the Exchange believes
that the proposed rule change would
remove impediments to and perfect the
mechanism of a free and open market
and a national market system by
promoting transparency in Exchange
rules by providing specificity regarding
when resting orders would be repriced
due to the arrival of a Day ISO.
Specifically, the proposed rule change
would specify that an arriving Day ISO
needs to result in a round lot or more
being displayed as a new Exchange BBO
before resting orders would be repriced
under Rule 7.31P(a)(2)(C). Rule
7.31P(a)(2)(C) already provides that
resting orders would be repriced upon
arrival of a Day ISO, and the
amendment provides specificity that
before resting orders may be repriced,
the arrival of the Day ISO needs to result
in a new protected quotation.
The proposed rule change would
further remove impediments to and
perfect the mechanism of a free and
open market and a national market
4 15
5 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
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system by specifying that if the arrival
of the Day ISO to buy (sell) would not
result in a round lot or more being
displayed and thus would not result in
a repricing event for resting orders, the
Day ISO would instead be assigned a
display price of one MPV below (above)
the PBO (PBB) and a working price
equal to the PBO (PBB). This proposed
rule text is similar to Rule 7.38P(b)(1),
which already provides that an arriving
odd lot order to buy (sell) will be
assigned a working price based on the
PBBO. The Exchange proposes a
difference for how an odd lot quantity
of an arriving Day ISO would be priced
under Rule 7.31P(a)(2)(C) as compared
to Rule 7.38P(b)(1). Specifically, the
Exchange believes that the proposed
pricing of an arriving odd-lot sized Day
ISO under Rule 7.31P(a)(2)(C) would
remove impediments to and perfect the
mechanism of a free and open market
and a national market system because it
would provide for a consistent manner
for repricing orders under Rule
7.31P(a)(2)(C), regardless whether they
were resting orders or arriving odd lot
quantity of a Day ISO. Providing for
different treatment of an arriving Day
ISO that would result in the display of
an odd-lot quantity is consistent with
Regulation NMS, which permits
exchanges to establish their own rules
for the handling of odd lot orders.6 The
Exchange believes that the proposed
amendments would promote
transparency in Exchange rules
regarding the manner by which the
Exchange reprices resting orders based
on the arrival of a Day ISO.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
proposed change is not designed to
address any competitive issue but rather
to make amendments to Rule
7.31P(a)(2)(C) relating to repricing
events due to the arrival of a Day ISO.
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.
6 See Commission Division of Trading and
Markets, Responses to Frequently Asked Questions
Concerning Rule 611 and 610 of Regulation NMS,
April 4, 2008 update, Question 7.03, available at
https://www.sec.gov/divisions/marketreg/
nmsfaq610-11.htm.
PO 00000
Frm 00156
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III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
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 for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A) of the Act 7 and Rule 19b–
4(f)(6) thereunder.8
A proposed rule change filed
pursuant to Rule 19b–4(f)(6) under the
Act 9 normally does not become
operative for 30 days after the date of its
filing. However, Rule 19b–4(f)(6)(iii) 10
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 asked
the Commission to waive the 30-day
operative delay so that the proposal may
become operative immediately upon
filing. The Exchange stated that it
anticipates beginning the migration of
symbols to Pillar on February 22, 2016.
The Commission believes the waiver of
the operative delay is consistent with
the protection of investors and the
public interest because it will permit the
Exchange to amend Rule 7.31P(a)(2)(C)
relating to the repricing of certain orders
prior to the beginning of trading on
Pillar. Therefore, the Commission
hereby waives the operative delay and
designates the proposal operative upon
filing.11
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
change should be approved or
disapproved.
7 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). As required under Rule
19b–4(f)(6)(iii), the Exchange provided the
Commission with written notice of its intent to file
the proposed rule change, along with a brief
description and the 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.
9 17 CFR 240.19b–4(f)(6).
10 17 CFR 240.19b–4(f)(6)(iii).
11 For purposes only of waiving the 30-day
operative delay, the Commission has also
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
8 17
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Federal Register / Vol. 81, No. 37 / Thursday, February 25, 2016 / Notices
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–
NYSEArca–2016–34 on the subject line.
Paper Comments
mstockstill on DSK4VPTVN1PROD with NOTICES
• Send paper comments in triplicate
to Brent J. Fields, Secretary, Securities
and Exchange Commission, 100 F Street
NE., Washington, DC 20549–1090.
All submissions should refer to File
Number SR–NYSEArca–2016–34. 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–
NYSEArca–2016–34, and should be
submitted on or before March 17, 2016.
12 17
CFR 200.30–3(a)(12).
VerDate Sep<11>2014
18:07 Feb 24, 2016
Jkt 238001
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Brent J. Fields,
Secretary.
[FR Doc. 2016–03961 Filed 2–24–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–77192; File No. SR–
NASDAQ–2015–161]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Designation of a Longer Period for
Commission Action on Proposed Rule
Change, as Modified by Amendment
Nos. 1 and 2 Thereto, Relating to the
Listing and Trading of the Shares of
the First Trust RiverFront Dynamic
Europe ETF, First Trust RiverFront
Dynamic Asia Pacific ETF, First Trust
RiverFront Dynamic Emerging Markets
ETF, and First Trust RiverFront
Dynamic Developed International ETF
of First Trust Exchange-Traded Fund III
February 19, 2016.
On December 22, 2015, The NASDAQ
Stock Market LLC (‘‘Exchange’’) 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 list and trade the shares of the
First Trust RiverFront Dynamic Europe
ETF; First Trust RiverFront Dynamic
Asia Pacific ETF; First Trust RiverFront
Dynamic Emerging Markets ETF; and
First Trust RiverFront Dynamic
Developed International ETF
(individually, ‘‘Fund,’’ and collectively,
‘‘Funds’’). The proposed rule change
was published for comment in the
Federal Register on January 8, 2016.3
On January 8, 2016, the Exchange filed
Amendment No. 1 to the proposed rule
change.4 On February 18, 2016, the
Exchange filed Amendment No. 2 to the
proposed rule change.5 The Commission
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 76817
(January 4, 2016), 81 FR 978.
4 In Amendment No. 1, the Exchange clarified the
proposed rule change by providing additional
information regarding the currencies, and
instruments that provide exposure to such
currencies, in which each Fund will invest.
Amendment No. 1 is not subject to notice and
comment because it is a technical amendment that
does not materially alter the substance of the
proposed rule change or raise any novel regulatory
issues (Amendment No. 1 is available at: https://
www.sec.gov/comments/sr-nasdaq-2015-161/
nasdaq2015161-1.pdf).
5 In Amendment No. 2, the Exchange expanded
the application of certain criteria for the equity
2 17
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9575
received no comments on the proposed
rule change.
Section 19(b)(2) of the Act 6 provides
that within 45 days of the publication of
notice of the filing of a proposed rule
change, or within such longer period up
to 90 days as the Commission may
designate if it finds such longer period
to be appropriate and publishes its
reasons for so finding, or as to which the
self-regulatory organization consents,
the Commission shall either approve the
proposed rule change, disapprove the
proposed rule change, or institute
proceedings to determine whether the
proposed rule change should be
disapproved. The 45th day after
publication of the notice for this
proposed rule change is February 22,
2016. The Commission is extending this
45-day time period.
The Commission finds it appropriate
to designate a longer period within
which to take action on the proposed
rule change so that it has sufficient time
to consider this proposed rule change.
Accordingly, the Commission, pursuant
to Section 19(b)(2) of the Act,7
designates April 7, 2016, as the date by
which the Commission shall either
approve or disapprove, or institute
proceedings to determine whether to
disapprove, the proposed rule change
(File No. SR–NASDAQ–2015–161), as
modified by Amendment Nos. 1 and 2
thereto.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.8
Brent J. Fields,
Secretary.
[FR Doc. 2016–03952 Filed 2–24–16; 8:45 am]
BILLING CODE 8011–01–P
DEPARTMENT OF STATE
[Public Notice: 9454]
Notice of a Public Meeting
The Department of State will conduct
an open meeting at 10:30 a.m. on
Tuesday, March 22, 2016, at the
headquarters of the Radio Technical
Commission for Maritime Service
(RTCM) in Suite 605, 1611 N. Kent
Street, Arlington, Virginia 22209. The
primary purpose of the meeting is to
securities in which the Funds will invest, so that
they will apply on a continual basis. Amendment
No. 2 is not subject to notice and comment because
it does not materially alter the substance of the
proposed rule change or raise any novel regulatory
issues (Amendment No. 2 is available at: https://
www.sec.gov/comments/sr-nasdaq-2015-161/
nasdaq2015161-2.pdf).
6 15 U.S.C. 78s(b)(2).
7 15 U.S.C. 78s(b)(2).
8 17 CFR 200.30–3(a)(31).
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Agencies
[Federal Register Volume 81, Number 37 (Thursday, February 25, 2016)]
[Notices]
[Pages 9573-9575]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-03961]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-77197; File No. SR-NYSEArca-2016-34]
Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change Amending Rule
7.31P(a)(2)(C) Relating to Repricing Events
February 19, 2016.
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 February 19, 2016, NYSE Arca, Inc. (the ``Exchange'' or
``NYSE Arca'') 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.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 15 U.S.C. 78a.
\3\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend Rule 7.31P(a)(2)(C) (Orders and
Modifiers) relating to repricing events. 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
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend Rule 7.31P(a)(2)(C) relating to
repricing events that occur upon arrival of an Intermarket Sweep Order
designated Day (``Day ISO'').
Rule 7.31P(e)(3)(C) provides that a Day ISO, if marketable on
arrival, will be immediately traded with contra-side interest in the
NYSE Arca Book up to its full size and limit price and any untraded
quantity of a Day ISO will be displayed at its limit price and may lock
or cross a protected quotation that was displayed at the time of
arrival of the Day ISO. Accordingly, under current rules, on arrival, a
Day ISO may be displayed at a price that locks or crosses a protected
quotation.
Under Rule 7.36P(b)(3), if arrival of a Day ISO would result in
less than a round lot being displayed, such order would be displayed on
the Exchange's proprietary data feeds, but it would not be considered a
new Exchange BBO or be considered a protected quotation. In addition,
under Rule 7.38P(b)(1), the working price of an odd-lot quantity of a
Day ISO will depend on where the limit price is in relation to the
PBBO, and whether the PBBO is crossed.
Separately, Rule 7.31P(a)(2)(C) describes how the Exchange re-
prices resting orders to buy (sell) to avoid locking or crossing a
protected quotation of another market by assigning a display price one
MPV below (above) the PBO (PBB) and a working price equal to the PBO
(PBB). The rule further specifies that ``[i]f a Day ISO to buy (sell)
arrives before the PBO (PBB) is updated, such re-priced Limit Order(s)
to buy (sell) will be repriced to the lower (higher) of the display
price of the Day ISO or the original price of the Limit Order(s).''
Accordingly, current rules specify that arrival of a Day ISO results in
a repricing event for resting orders.
The Exchange proposes to amend Rule 7.31P(a)(2)(C) to specify how
orders are repriced under that paragraph due to the arrival of a Day
ISO. Specifically, the Exchange proposes to specify that the repricing
event for resting orders under this Rule due to the arrival of a Day
ISO to buy (sell) would occur only if the arriving Day ISO would result
in at least a round lot being displayed as a new BB (BO). In other
words, the arrival of the Day ISO must result in a new protected
quotation at the Exchange before any resting orders are repriced.
The Exchange also proposes to specify what would occur if the
arriving Day ISO would not result in at least a round lot being
displayed. When resting orders have been repriced under Rule
7.31P(a)(2)(C), if a Day ISO to buy (sell) arrives that would result in
less than a round lot being displayed, the Exchange
[[Page 9574]]
proposes that such Day ISO also be assigned a display price one MPV
below (above) the PBO (PBB) and a working price equal to the PBO (PBB).
This proposed treatment of odd lot Day ISOs is similar to treatment of
odd lots under Rule 7.38P(b)(1), however, the Exchange proposes that
under Rule 7.31P(a)(2)(C), even if the PBBO is crossed, the arriving
odd lot quantity of the Day ISO to buy (sell) be assigned a working
price equal to the PBO (PBB) and not equal to the PBB (PBO). The
Exchange proposes this difference from Rule 7.38P(b)(1) so that all
orders repriced pursuant to Rule 7.31P(a)(2)(C), including arriving Day
ISO odd lots, are treated similarly.
Finally, the Exchange proposes to move the last sentence of Rule
7.31P(a)(2)(C), without change, to be the second sentence of that rule.
2. Statutory Basis
The proposed rule change is consistent with Section 6(b) of the
Securities Exchange Act of 1934 (the ``Act''),\4\ in general, and
furthers the objectives of Section 6(b)(5),\5\ 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 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.
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\4\ 15 U.S.C. 78f(b).
\5\ 15 U.S.C. 78f(b)(5).
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Specifically, the Exchange believes that the proposed rule change
would remove impediments to and perfect the mechanism of a free and
open market and a national market system by promoting transparency in
Exchange rules by providing specificity regarding when resting orders
would be repriced due to the arrival of a Day ISO. Specifically, the
proposed rule change would specify that an arriving Day ISO needs to
result in a round lot or more being displayed as a new Exchange BBO
before resting orders would be repriced under Rule 7.31P(a)(2)(C). Rule
7.31P(a)(2)(C) already provides that resting orders would be repriced
upon arrival of a Day ISO, and the amendment provides specificity that
before resting orders may be repriced, the arrival of the Day ISO needs
to result in a new protected quotation.
The proposed rule change would further remove impediments to and
perfect the mechanism of a free and open market and a national market
system by specifying that if the arrival of the Day ISO to buy (sell)
would not result in a round lot or more being displayed and thus would
not result in a repricing event for resting orders, the Day ISO would
instead be assigned a display price of one MPV below (above) the PBO
(PBB) and a working price equal to the PBO (PBB). This proposed rule
text is similar to Rule 7.38P(b)(1), which already provides that an
arriving odd lot order to buy (sell) will be assigned a working price
based on the PBBO. The Exchange proposes a difference for how an odd
lot quantity of an arriving Day ISO would be priced under Rule
7.31P(a)(2)(C) as compared to Rule 7.38P(b)(1). Specifically, the
Exchange believes that the proposed pricing of an arriving odd-lot
sized Day ISO under Rule 7.31P(a)(2)(C) would remove impediments to and
perfect the mechanism of a free and open market and a national market
system because it would provide for a consistent manner for repricing
orders under Rule 7.31P(a)(2)(C), regardless whether they were resting
orders or arriving odd lot quantity of a Day ISO. Providing for
different treatment of an arriving Day ISO that would result in the
display of an odd-lot quantity is consistent with Regulation NMS, which
permits exchanges to establish their own rules for the handling of odd
lot orders.\6\ The Exchange believes that the proposed amendments would
promote transparency in Exchange rules regarding the manner by which
the Exchange reprices resting orders based on the arrival of a Day ISO.
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\6\ See Commission Division of Trading and Markets, Responses to
Frequently Asked Questions Concerning Rule 611 and 610 of Regulation
NMS, April 4, 2008 update, Question 7.03, available at https://www.sec.gov/divisions/marketreg/nmsfaq610-11.htm.
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition that is not necessary or appropriate
in furtherance of the purposes of the Act. The proposed change is not
designed to address any competitive issue but rather to make amendments
to Rule 7.31P(a)(2)(C) relating to repricing events due to the arrival
of a Day ISO.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were solicited or received with respect to the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the proposed rule change does not (i) significantly affect
the protection of investors or the public interest; (ii) impose any
significant burden on competition; and (iii) become operative for 30
days from the date on which it was filed, or such shorter time as the
Commission may designate, it has become effective pursuant to Section
19(b)(3)(A) of the Act \7\ and Rule 19b-4(f)(6) thereunder.\8\
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\7\ 15 U.S.C. 78s(b)(3)(A).
\8\ 17 CFR 240.19b-4(f)(6). As required under Rule 19b-
4(f)(6)(iii), the Exchange provided the Commission with written
notice of its intent to file the proposed rule change, along with a
brief description and the 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.
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A proposed rule change filed pursuant to Rule 19b-4(f)(6) under the
Act \9\ normally does not become operative for 30 days after the date
of its filing. However, Rule 19b-4(f)(6)(iii) \10\ 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 asked the Commission to waive the 30-day operative delay so that
the proposal may become operative immediately upon filing. The Exchange
stated that it anticipates beginning the migration of symbols to Pillar
on February 22, 2016. The Commission believes the waiver of the
operative delay is consistent with the protection of investors and the
public interest because it will permit the Exchange to amend Rule
7.31P(a)(2)(C) relating to the repricing of certain orders prior to the
beginning of trading on Pillar. Therefore, the Commission hereby waives
the operative delay and designates the proposal operative upon
filing.\11\
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\9\ 17 CFR 240.19b-4(f)(6).
\10\ 17 CFR 240.19b-4(f)(6)(iii).
\11\ For purposes only of waiving the 30-day operative delay,
the Commission has also 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. If the Commission
takes such action, the Commission shall institute proceedings to
determine whether the proposed rule change should be approved or
disapproved.
[[Page 9575]]
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-NYSEArca-2016-34 on the subject line.
Paper Comments
Send paper comments in triplicate to Brent J. Fields,
Secretary, Securities and Exchange Commission, 100 F Street NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-NYSEArca-2016-34. 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-NYSEArca-2016-34, and should
be submitted on or before March 17, 2016.
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\12\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\12\
Brent J. Fields,
Secretary.
[FR Doc. 2016-03961 Filed 2-24-16; 8:45 am]
BILLING CODE 8011-01-P