Self-Regulatory Organizations; NYSE MKT LLC; Notice of Filing of Proposed Rule Change Amending the Definition of “Block” for Purposes of Rule 72(d)-Equities and the Size of a Proposed Cross Transaction Eligible for the Cross Function in Rule 76-Equities, 26598-26600 [2016-10274]
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asabaliauskas on DSK3SPTVN1PROD with NOTICES
26598
Federal Register / Vol. 81, No. 85 / Tuesday, May 3, 2016 / Notices
filed any periodic reports since the
period ended May 31, 2013. On August
19, 2015, a delinquency letter was sent
by the Division of Corporation Finance
to Pioneer Exploration requesting
compliance with its periodic filing
obligations, but it did not receive the
delinquency letter due to its failure to
maintain a valid address on file with the
Commission as required by Commission
rules (Rule 301 of Regulation S–T, 17
CFR 232.301 and Section 5.4 of EDGAR
Filer Manual).
It appears to the Securities and
Exchange Commission that there is a
lack of current and accurate information
concerning the securities of Premier
Brands, Inc. (CIK No. 1502777), a
Wyoming corporation with its principal
place of business listed as Bonita,
California, with stock quoted on OTC
Link under the ticker symbol BRND,
because it has not filed any periodic
reports since the period ended May 31,
2013. On August 19, 2015, a
delinquency letter was sent by the
Division of Corporation Finance to
Premier Brands, Inc. requesting
compliance with its periodic filing
obligations, and Premier Brands, Inc.
received the delinquency letter on
August 22, 2015, but failed to cure its
delinquencies.
It appears to the Securities and
Exchange Commission that there is a
lack of current and accurate information
concerning the securities of Private
Media Group, Inc. (CIK No. 1068084), a
Nevada corporation with its principal
place of business listed as Barcelona,
Spain, with stock quoted on OTC Link
under the ticker symbol PRVT, because
it has not filed any periodic reports
since the period ended June 30, 2013.
On August 18, 2015, a delinquency
letter was sent by the Division of
Corporation Finance to Private Media
Group, Inc. requesting compliance with
its periodic filing obligations, but it did
not receive the delinquency letter due to
its failure to maintain a valid address on
file with the Commission as required by
Commission rules (Rule 301 of
Regulation S–T, 17 CFR 232.301 and
Section 5.4 of EDGAR Filer Manual).
The Commission is of the opinion that
the public interest and the protection of
investors require a suspension of trading
in the securities of the above-listed
companies.
Therefore, it is ordered, pursuant to
Section 12(k) of the Securities Exchange
Act of 1934, that trading in the
securities of the above-listed companies
is suspended for the period from 9:30
a.m. EDT on April 29, 2016, through
11:59 p.m. EDT on May 12, 2016.
VerDate Sep<11>2014
18:53 May 02, 2016
Jkt 238001
By the Commission.
Brent J. Fields,
Secretary.
of the most significant parts of such
statements.
[FR Doc. 2016–10407 Filed 4–29–16; 11:15 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–77734; File No. SR–
NYSEMKT–2016–49]
Self-Regulatory Organizations; NYSE
MKT LLC; Notice of Filing of Proposed
Rule Change Amending the Definition
of ‘‘Block’’ for Purposes of Rule
72(d)—Equities and the Size of a
Proposed Cross Transaction Eligible
for the Cross Function in Rule 76—
Equities
April 27, 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 April 22,
2016, NYSE MKT LLC (the ‘‘Exchange’’
or ‘‘NYSE MKT’’) filed with the
Securities and Exchange Commission
(the ‘‘Commission’’) the proposed rule
change as described in Items I and II,
below, which Items have been prepared
by the self-regulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend the
definition of ‘‘block’’ for purposes of
Rule 72(d)—Equities and the size of a
proposed cross transaction eligible for
the Cross Function in Rule 76—Equities.
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,
1 15
U.S.C. 78s(b)(1).
U.S.C. 78a.
3 17 CFR 240.19b–4.
2 15
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Frm 00073
Fmt 4703
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A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend the
definition of ‘‘block’’ for purposes of
Rule 72(d)—Equities and the size of a
proposed cross transaction eligible for
the Cross Function in Rule 76—Equities.
Under Rule 72(d)—Equities, when a
member 4 has an order to buy and an
order to sell an equivalent amount of the
same security, and both orders are
‘‘block’’ orders, the member may cross
those orders at a price at or within the
Exchange best bid or offer and does not
have to break up the cross transaction to
trade with any bids or offers previously
displayed at the Exchange best bid or
offer, including any interest with
priority. For purposes of Rule 72(d)—
Equities, a ‘‘block’’ is at least 10,000
shares or a quantity of stock having a
market value of $200,000 or more,
whichever is less.
Further, Rule 76—Equities governs
the execution of ‘‘cross’’ or ‘‘crossing’’
orders by Floor Brokers. Rule 76—
Equities applies only to manual
transactions executed at the point of
sale on the trading floor and provides
that when a member has an order to buy
and an order to sell the same security
that can be crossed at the same price,
the member is required to announce to
the trading crowd the proposed cross by
offering the security at a price that is
higher than his or her bid by a
minimum variation permitted in the
security before crossing the orders. Any
other member, including the DMM, can
break up the announced bid and offer by
trading with either side of the proposed
cross transaction. Supplementary [sic]
.10 to Rule 76—Equities provides for a
‘‘Cross Function’’ that Floor brokers
may use to monitor compliance with
Rule 611 of Regulation NMS. To be
eligible for this Cross Function, the
proposed cross transaction must be for
at least 10,000 shares or a quantity of
stock having a market value of $200,000
or more.
The Exchange proposes to amend the
permissible size of a crossing
transaction permitted under Rule
72(d)—Equities and Supplementary
Material .10 to Rule 76—Equities to be
4 The reference to ‘‘member’’ in Rule 72(d)—
Equities and this rule proposal means only Floor
Broker members. Designated Market Makers
(‘‘DMMs’’), while members of the Exchange, do not
have any agency relationships, and are therefore not
able to effect this type of transaction.
E:\FR\FM\03MYN1.SGM
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Federal Register / Vol. 81, No. 85 / Tuesday, May 3, 2016 / Notices
asabaliauskas on DSK3SPTVN1PROD with NOTICES
at least 5,000 shares or a quantity of
stock having a market value of $100,000
or more, whichever is less. The
Exchange’s proposed definition of block
size would more closely align with how
a block-sized transaction is defined in
other SEC rules and other exchanges’
rules.5 For example, SEC Rule 10b–18
(Purchases of certain equity securities
by the issuer and others) includes in the
definition of a block a quantity of stock
that is at least 5,000 shares and has a
purchase price of at least $50,000.6
Additionally, Financial Industry
Regulatory Authority, Inc. (‘‘FINRA’’)
defines a block-sized order as being
10,000 shares or more, unless such
orders are less than $100,000 in value.7
The CBOE Stock Exchange (‘‘CBSX’’)
Rule 52.11 also permits a cross of two
orders so long as the crossing
transaction is of at least 5,000 shares
and is for a principal amount of at least
$100,000.8 More recently, in approving
the National Market System Plan to
Implement a Tick Size Pilot Program
(‘‘Tick Size Pilot’’),9 the SEC approved
5 For purposes of Regulation NMS, a ‘‘block size’’
with respect to an order means it is: (i) Of at least
10,000 shares or (ii) for a quantity of stock having
a market value of at least $200,000. See 17 CFR
242.600(a)(9). The term ‘‘block size’’ is used in
Regulation NMS in the definition of an OTC Market
Marker, 17 CFR 242.600(a)(52), and in an exception
to specialists’ and OTC Market Makers’ obligation
to display customer limit orders, 17 CFR
242.604(b)(4). The definition of ‘‘block size’’ in
Regulation NMS is the same as the Exchange’s
current definition of ‘‘block’’ for purposes of Rule
72(d)—Equities and the size of a proposed cross
transaction eligible for the Cross Function in Rule
76—Equities. The Exchange’s proposal to change its
rules does not change the definition of ‘‘block size’’
as used in Regulation NMS.
6 See 17 CFR 240.10b–18(a)(5)(ii).
7 See FINRA Rule 5320, Supplementary Material
.01.
8 See CBSX Rule 52.11 Facilitation of Orders and
Crossing Trades, Chapter LII—Trading Rules and
Processing of Orders. In September 2006, the
Commission approved rules governing the trading
of non-option securities traded on the Chicago
Board Options Exchange, Inc. (‘‘CBOE’’), including
CBSX Rule 52.11. See Securities Exchange Act
Release No. 54422 (September 11, 2006), 71 FR
54537 (September 15, 2006) (Approving SR–CBOE–
2004–21). The Commission also approved
modifications to CBOE’s non-option trading rules to
conform those rules to aspects of Regulation NMS.
See Securities Exchange Act Release No. 54526
(September 27, 2006), 71 FR 58646 (October 4,
2006) (Approving SR–CBOE–2006–70). Although
CBSX has ceased trading operations, the CBSX rules
are incorporated into the rules of the CBOE.
9 See Securities Exchange Act Release No. 34–
74892 (May 6, 2015), 80 FR 27514 (May 13, 2015)
File No. 4–657 (Order Approving the National
Market System Plan To Implement a Tick Size Pilot
Program by BATS Exchange, Inc. BATS–Y
Exchange, Inc., Chicago Stock Exchange, Inc.,
EDGA Exchange, Inc., EDGX Exchange, Inc.,
Financial Industry Regulatory Authority, Inc.,
NASDAQ OMX BX, Inc., NASDAQ OMX PHLX
LLC, The NASDAQ Stock Market LLC, New York
Stock Exchange LLC, NYSE MKT LLC, and NYSE
Arca, Inc., as Modified by the Commission, for a
Two-Year Period) (‘‘Tick Size Approval Order).
VerDate Sep<11>2014
18:53 May 02, 2016
Jkt 238001
a modified definition of ‘‘block size’’
such that an order of at least 5,000
shares or with a market value of at least
$100,000 would be considered a block
size for purposes the Tick Size Pilot. In
approving the Tick Size Pilot, the
Commission noted that among all NMS
securities, trades with at least 10,000
shares or with a market value of at least
$200,000 constitute just 0.24 percent of
all trades, 13.04 percent of traded share
volume and 16.27 percent of traded
dollar volume.10 The Exchange believes
modifying the definition of a block
order in its rules would likely result in
a greater number of large size orders
being executed on the Exchange.
The Exchange believes the proposed
rule change would promote increased
trading by institutions as they are most
frequent participants of block-sized
trading on the Exchange. If an
institution is able to execute in larger
sizes, the contra party to the execution
is less likely to be a participant that
reacts to short term changes in the stock
price and as such the price impact to the
stock could be less acute when larger
individual executions are obtained by
the institution.11 As a consequence of
this concern, large size orders are often
executed away from the Exchange in
dark pools or via broker-dealer
internalization.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6(b) of the Act,12 in general, and
furthers the objectives of Section 6(b)(5)
of the Act,13 in particular, because it is
designed to prevent fraudulent and
manipulative acts and practices,
promote just and equitable principles of
trade, remove impediments to and
perfect the mechanism of a free and
open market and a national market
system, and protect investors and the
public interest.
The Exchange believes that the
proposed rule change would remove
impediments to and perfect the
mechanism of a free and open market
and a national market system because it
would attract more order flow to the
10 See
Tick Size Approval Order at 27541.
Commission has long recognized this
concern: ‘‘Another type of implicit transaction cost
reflected in the price of a security is short-term
price volatility caused by temporary imbalances in
trading interest. For example, a significant implicit
cost for large investors [sic] is the price impact that
their large trades can have on the market. Indeed,
disclosure of these large orders can reduce the
likelihood of their being filled.’’ See Securities
Exchange Act Release No. 42450 (February 23,
2000), 65 FR 10577 (February 28, 2000) (SR–NYSE–
99–48).
12 15 U.S.C. 78f(b).
13 15 U.S.C. 78f(b)(5).
11 The
PO 00000
Frm 00074
Fmt 4703
Sfmt 4703
26599
Exchange that is currently trading on
less transparent venues that contribute
less to price discovery and price
competition than executions and quotes
that occur on lit markets. Such new
order flow will further enhance the
depth and liquidity on the Exchange,
which supports just and equitable
principles of trade. Specifically, as
required under Rule 76—Equities, any
proposed crossing transaction,
including a transaction using the Cross
Function or a cross that meets the
requirements of Rule 72(d)—Equities,
must be announced in the Crowd before
trading, thus providing an opportunity
for other market participants, including
other Floor brokers or the designated
market maker, to participate in the
proposed crossing transaction. By
reducing the size of a block transaction,
the Exchange believes that additional
order flow may be routed to Floor
brokers and thus be subject to such
exposure requirements on the Trading
Floor.
The Exchange believes that modifying
the definition of block orders to lower
the thresholds would be consistent with
the public interest and the protection of
investors because the Exchange is
proposing to align the definition of
block orders to current SEC and other
exchange rules which the Exchange
expects will result in increased
participation of large-sized orders on the
Exchange.
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. Specifically,
the proposed change will align the
definition of a ‘‘block’’ with current SEC
and other exchange rules, thereby
promoting its competitiveness with dark
pools where such large-sized orders
currently trade in more frequency than
on lit markets. As a consequence, the
proposed change will promote
competition among the many trading
venues, which, in turn, will decrease
the burden on competition.
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.
E:\FR\FM\03MYN1.SGM
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Federal Register / Vol. 81, No. 85 / Tuesday, May 3, 2016 / Notices
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within 45 days of the date of
publication of this notice in the Federal
Register or such longer period up to 90
days (i) as the Commission may
designate if it finds such longer period
to be appropriate and publishes its
reasons for so finding or (ii) as to which
the self-regulatory organization
consents, the Commission will:
(A) By order approve or disapprove
the proposed rule change, or
(B) institute proceedings to determine
whether the proposed rule change
should be disapproved.
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 rulecomments@sec.gov. Please include File
Number SR–NYSEMKT–2016–49 on the
subject line.
asabaliauskas on DSK3SPTVN1PROD with NOTICES
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–NYSEMKT–2016–49. This
file number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549 on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
18:53 May 02, 2016
Jkt 238001
Dated: April 28, 2016.
Brent J. Fields,
Secretary.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Robert W. Errett,
Deputy Secretary.
Self-Regulatory Organizations; Bats
BZX Exchange, Inc.; Notice of Filing of
a Proposed Rule Change to Rule 14.11,
Managed Fund Shares, To List and
Trade Shares of the Pointbreak
Agriculture Commodity Strategy Fund
of the Pointbreak ETF Trust
[FR Doc. 2016–10274 Filed 5–2–16; 8:45 am]
IV. Solicitation of Comments
VerDate Sep<11>2014
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–2016–49 and should be
submitted on or before May 24, 2016.
BILLING CODE 8011–01–P
[FR Doc. 2016–10394 Filed 4–29–16; 11:15 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–77723; File No. SR–
BatsBZX–2016–09]
April 27, 2016.
SECURITIES AND EXCHANGE
COMMISSION
Sunshine Act Meeting
Notice is hereby given, pursuant to
the provisions of the Government in the
Sunshine Act, Public Law 94–409, that
the Securities and Exchange
Commission will hold a closed meeting
on Thursday, May 5, 2016, at 2 p.m.
Commissioners, Counsel to the
Commissioners, the Secretary to the
Commission, and recording secretaries
will attend the closed meeting. Certain
staff members who have an interest in
the matters also may be present.
The General Counsel of the
Commission, or her designee, has
certified that, in her opinion, one or
more of the exemptions set forth in 5
U.S.C. 552b(c)(3), (5), (7), 9(B) and (10)
and 17 CFR 200.402(a)(3), (a)(5), (a)(7),
(a)(9)(ii) and (a)(10), permit
consideration of the scheduled matter at
the closed meeting.
Chair White, as duty officer, voted to
consider the items listed for the closed
meeting in closed session.
The subject matter of the closed
meeting will be:
Institution and settlement of
injunctive actions;
Institution and settlement of
administrative proceedings; and
Other matters relating to enforcement
proceedings.
At times, changes in Commission
priorities require alterations in the
scheduling of meeting items.
For further information and to
ascertain what, if any, matters have been
added, deleted, or postponed, please
contact the Office of the Secretary at
(202) 551–5400.
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 April 15,
2016, Bats BZX Exchange, Inc. (the
‘‘Exchange’’ or ‘‘BZX’’) 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 Substance of
the Proposed Rule Change
The Exchange filed a proposal to list
and trade shares of the Pointbreak
Agriculture Commodity Strategy Fund
(the ‘‘Fund’’) of the Pointbreak ETF
Trust (the ‘‘Trust’’) under Rule 14.11(i)
(‘‘Managed Fund Shares’’). The shares of
the Fund are referred to herein as the
‘‘Shares’’.
The text of the proposed rule change
is available at the Exchange’s Web site
at www.batstrading.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
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
1 15
14 17
PO 00000
CFR 200.30–3(a)(12).
Frm 00075
Fmt 4703
Sfmt 4703
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
E:\FR\FM\03MYN1.SGM
03MYN1
Agencies
[Federal Register Volume 81, Number 85 (Tuesday, May 3, 2016)]
[Notices]
[Pages 26598-26600]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-10274]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-77734; File No. SR-NYSEMKT-2016-49]
Self-Regulatory Organizations; NYSE MKT LLC; Notice of Filing of
Proposed Rule Change Amending the Definition of ``Block'' for Purposes
of Rule 72(d)--Equities and the Size of a Proposed Cross Transaction
Eligible for the Cross Function in Rule 76--Equities
April 27, 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 April 22, 2016, 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.
---------------------------------------------------------------------------
\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 the definition of ``block'' for
purposes of Rule 72(d)--Equities and the size of a proposed cross
transaction eligible for the Cross Function in Rule 76--Equities. 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 amend the definition of ``block'' for
purposes of Rule 72(d)--Equities and the size of a proposed cross
transaction eligible for the Cross Function in Rule 76--Equities. Under
Rule 72(d)--Equities, when a member \4\ has an order to buy and an
order to sell an equivalent amount of the same security, and both
orders are ``block'' orders, the member may cross those orders at a
price at or within the Exchange best bid or offer and does not have to
break up the cross transaction to trade with any bids or offers
previously displayed at the Exchange best bid or offer, including any
interest with priority. For purposes of Rule 72(d)--Equities, a
``block'' is at least 10,000 shares or a quantity of stock having a
market value of $200,000 or more, whichever is less.
---------------------------------------------------------------------------
\4\ The reference to ``member'' in Rule 72(d)--Equities and this
rule proposal means only Floor Broker members. Designated Market
Makers (``DMMs''), while members of the Exchange, do not have any
agency relationships, and are therefore not able to effect this type
of transaction.
---------------------------------------------------------------------------
Further, Rule 76--Equities governs the execution of ``cross'' or
``crossing'' orders by Floor Brokers. Rule 76--Equities applies only to
manual transactions executed at the point of sale on the trading floor
and provides that when a member has an order to buy and an order to
sell the same security that can be crossed at the same price, the
member is required to announce to the trading crowd the proposed cross
by offering the security at a price that is higher than his or her bid
by a minimum variation permitted in the security before crossing the
orders. Any other member, including the DMM, can break up the announced
bid and offer by trading with either side of the proposed cross
transaction. Supplementary [sic] .10 to Rule 76--Equities provides for
a ``Cross Function'' that Floor brokers may use to monitor compliance
with Rule 611 of Regulation NMS. To be eligible for this Cross
Function, the proposed cross transaction must be for at least 10,000
shares or a quantity of stock having a market value of $200,000 or
more.
The Exchange proposes to amend the permissible size of a crossing
transaction permitted under Rule 72(d)--Equities and Supplementary
Material .10 to Rule 76--Equities to be
[[Page 26599]]
at least 5,000 shares or a quantity of stock having a market value of
$100,000 or more, whichever is less. The Exchange's proposed definition
of block size would more closely align with how a block-sized
transaction is defined in other SEC rules and other exchanges'
rules.\5\ For example, SEC Rule 10b-18 (Purchases of certain equity
securities by the issuer and others) includes in the definition of a
block a quantity of stock that is at least 5,000 shares and has a
purchase price of at least $50,000.\6\ Additionally, Financial Industry
Regulatory Authority, Inc. (``FINRA'') defines a block-sized order as
being 10,000 shares or more, unless such orders are less than $100,000
in value.\7\ The CBOE Stock Exchange (``CBSX'') Rule 52.11 also permits
a cross of two orders so long as the crossing transaction is of at
least 5,000 shares and is for a principal amount of at least
$100,000.\8\ More recently, in approving the National Market System
Plan to Implement a Tick Size Pilot Program (``Tick Size Pilot''),\9\
the SEC approved a modified definition of ``block size'' such that an
order of at least 5,000 shares or with a market value of at least
$100,000 would be considered a block size for purposes the Tick Size
Pilot. In approving the Tick Size Pilot, the Commission noted that
among all NMS securities, trades with at least 10,000 shares or with a
market value of at least $200,000 constitute just 0.24 percent of all
trades, 13.04 percent of traded share volume and 16.27 percent of
traded dollar volume.\10\ The Exchange believes modifying the
definition of a block order in its rules would likely result in a
greater number of large size orders being executed on the Exchange.
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\5\ For purposes of Regulation NMS, a ``block size'' with
respect to an order means it is: (i) Of at least 10,000 shares or
(ii) for a quantity of stock having a market value of at least
$200,000. See 17 CFR 242.600(a)(9). The term ``block size'' is used
in Regulation NMS in the definition of an OTC Market Marker, 17 CFR
242.600(a)(52), and in an exception to specialists' and OTC Market
Makers' obligation to display customer limit orders, 17 CFR
242.604(b)(4). The definition of ``block size'' in Regulation NMS is
the same as the Exchange's current definition of ``block'' for
purposes of Rule 72(d)--Equities and the size of a proposed cross
transaction eligible for the Cross Function in Rule 76--Equities.
The Exchange's proposal to change its rules does not change the
definition of ``block size'' as used in Regulation NMS.
\6\ See 17 CFR 240.10b-18(a)(5)(ii).
\7\ See FINRA Rule 5320, Supplementary Material .01.
\8\ See CBSX Rule 52.11 Facilitation of Orders and Crossing
Trades, Chapter LII--Trading Rules and Processing of Orders. In
September 2006, the Commission approved rules governing the trading
of non-option securities traded on the Chicago Board Options
Exchange, Inc. (``CBOE''), including CBSX Rule 52.11. See Securities
Exchange Act Release No. 54422 (September 11, 2006), 71 FR 54537
(September 15, 2006) (Approving SR-CBOE-2004-21). The Commission
also approved modifications to CBOE's non-option trading rules to
conform those rules to aspects of Regulation NMS. See Securities
Exchange Act Release No. 54526 (September 27, 2006), 71 FR 58646
(October 4, 2006) (Approving SR-CBOE-2006-70). Although CBSX has
ceased trading operations, the CBSX rules are incorporated into the
rules of the CBOE.
\9\ See Securities Exchange Act Release No. 34-74892 (May 6,
2015), 80 FR 27514 (May 13, 2015) File No. 4-657 (Order Approving
the National Market System Plan To Implement a Tick Size Pilot
Program by BATS Exchange, Inc. BATS-Y Exchange, Inc., Chicago Stock
Exchange, Inc., EDGA Exchange, Inc., EDGX Exchange, Inc., Financial
Industry Regulatory Authority, Inc., NASDAQ OMX BX, Inc., NASDAQ OMX
PHLX LLC, The NASDAQ Stock Market LLC, New York Stock Exchange LLC,
NYSE MKT LLC, and NYSE Arca, Inc., as Modified by the Commission,
for a Two-Year Period) (``Tick Size Approval Order).
\10\ See Tick Size Approval Order at 27541.
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The Exchange believes the proposed rule change would promote
increased trading by institutions as they are most frequent
participants of block-sized trading on the Exchange. If an institution
is able to execute in larger sizes, the contra party to the execution
is less likely to be a participant that reacts to short term changes in
the stock price and as such the price impact to the stock could be less
acute when larger individual executions are obtained by the
institution.\11\ As a consequence of this concern, large size orders
are often executed away from the Exchange in dark pools or via broker-
dealer internalization.
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\11\ The Commission has long recognized this concern: ``Another
type of implicit transaction cost reflected in the price of a
security is short-term price volatility caused by temporary
imbalances in trading interest. For example, a significant implicit
cost for large investors [sic] is the price impact that their large
trades can have on the market. Indeed, disclosure of these large
orders can reduce the likelihood of their being filled.'' See
Securities Exchange Act Release No. 42450 (February 23, 2000), 65 FR
10577 (February 28, 2000) (SR-NYSE-99-48).
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2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with Section 6(b) of the Act,\12\ in general, and furthers the
objectives of Section 6(b)(5) of the Act,\13\ in particular, because it
is designed to prevent fraudulent and manipulative acts and practices,
promote just and equitable principles of trade, remove impediments to
and perfect the mechanism of a free and open market and a national
market system, and protect investors and the public interest.
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\12\ 15 U.S.C. 78f(b).
\13\ 15 U.S.C. 78f(b)(5).
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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 because it would attract more order flow to
the Exchange that is currently trading on less transparent venues that
contribute less to price discovery and price competition than
executions and quotes that occur on lit markets. Such new order flow
will further enhance the depth and liquidity on the Exchange, which
supports just and equitable principles of trade. Specifically, as
required under Rule 76--Equities, any proposed crossing transaction,
including a transaction using the Cross Function or a cross that meets
the requirements of Rule 72(d)--Equities, must be announced in the
Crowd before trading, thus providing an opportunity for other market
participants, including other Floor brokers or the designated market
maker, to participate in the proposed crossing transaction. By reducing
the size of a block transaction, the Exchange believes that additional
order flow may be routed to Floor brokers and thus be subject to such
exposure requirements on the Trading Floor.
The Exchange believes that modifying the definition of block orders
to lower the thresholds would be consistent with the public interest
and the protection of investors because the Exchange is proposing to
align the definition of block orders to current SEC and other exchange
rules which the Exchange expects will result in increased participation
of large-sized orders on the Exchange.
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. Specifically, the proposed
change will align the definition of a ``block'' with current SEC and
other exchange rules, thereby promoting its competitiveness with dark
pools where such large-sized orders currently trade in more frequency
than on lit markets. As a consequence, the proposed change will promote
competition among the many trading venues, which, in turn, will
decrease the burden on competition.
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.
[[Page 26600]]
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Within 45 days of the date of publication of this notice in the
Federal Register or such longer period up to 90 days (i) as the
Commission may designate if it finds such longer period to be
appropriate and publishes its reasons for so finding or (ii) as to
which the self-regulatory organization consents, the Commission will:
(A) By order approve or disapprove the proposed rule change, or
(B) institute proceedings to determine whether the proposed rule
change should be disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-NYSEMKT-2016-49 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-NYSEMKT-2016-49. This
file number should be included on the subject line if email is used. To
help the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549 on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the filing 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-2016-49 and should
be submitted on or before May 24, 2016.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
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\14\ 17 CFR 200.30-3(a)(12).
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Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016-10274 Filed 5-2-16; 8:45 am]
BILLING CODE 8011-01-P