Self-Regulatory Organizations; Financial Industry Regulatory Authority, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Clarify the Operation of the Regulation NMS Plan To Address Extraordinary Market Volatility, 51239-51241 [2016-18317]
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Federal Register / Vol. 81, No. 149 / Wednesday, August 3, 2016 / Notices
asabaliauskas on DSK3SPTVN1PROD with NOTICES
Act to permit persons that are Affiliated
Persons, or Second Tier Affiliates, of the
Funds, solely by virtue of certain
ownership interests, to effectuate
purchases and redemptions in-kind. The
deposit procedures for in-kind
purchases of Creation Units and the
redemption procedures for in-kind
redemptions of Creation Units will be
the same for all purchases and
redemptions and Deposit Instruments
and Redemption Instruments will be
valued in the same manner as those
investment positions currently held by
the Funds. Applicants also seek relief
from the prohibitions on affiliated
transactions in section 17(a) to permit a
Fund to sell its shares to and redeem its
shares from a Fund of Funds, and to
engage in the accompanying in-kind
transactions with the Fund of Funds.3
The purchase of Creation Units by a
Fund of Funds directly from a Fund will
be accomplished in accordance with the
policies of the Fund of Funds and will
be based on the NAVs of the Funds.
9. Section 6(c) of the Act permits the
Commission to exempt any persons or
transactions from any provision of the
Act if such exemption is necessary or
appropriate in the public interest and
consistent with the protection of
investors and the purposes fairly
intended by the policy and provisions of
the Act. Section 12(d)(1)(J) of the Act
provides that the Commission may
exempt any person, security, or
transaction, or any class or classes of
persons, securities, or transactions, from
any provision of section 12(d)(1) if the
exemption is consistent with the public
interest and the protection of investors.
Section 17(b) of the Act authorizes the
Commission to grant an order
permitting a transaction otherwise
prohibited by section 17(a) if it finds
that (a) the terms of the proposed
transaction are fair and reasonable and
do not involve overreaching on the part
of any person concerned; (b) the
proposed transaction is consistent with
the policies of each registered
investment company involved; and (c)
the proposed transaction is consistent
with the general purposes of the Act.
3 The requested relief would apply to direct sales
of shares in Creation Units by a Fund to a Fund of
Funds and redemptions of those shares. Applicants,
moreover, are not seeking relief from section 17(a)
for, and the requested relief will not apply to,
transactions where a Fund could be deemed an
Affiliated Person, or a Second-Tier Affiliate, of a
Fund of Funds because an Adviser or an entity
controlling, controlled by or under common control
with an Adviser provides investment advisory
services to that Fund of Funds.
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For the Commission, by the Division of
Investment Management, under delegated
authority.
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–18321 Filed 8–2–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–78435; File No. SR–FINRA–
2016–028]
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change To Clarify the Operation
of the Regulation NMS Plan To
Address Extraordinary Market
Volatility
July 28, 2016.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
notice is hereby given that on July 22,
2016, Financial Industry Regulatory
Authority, Inc. (‘‘FINRA’’) filed with the
Securities and Exchange Commission
(‘‘SEC’’ or ‘‘Commission’’) the proposed
rule change as described in Items I, II,
and III below, which Items have been
prepared by FINRA. FINRA has
designated the proposed rule change as
constituting a ‘‘non-controversial’’ rule
change under paragraph (f)(6) of Rule
19b–4 under the Act,3 which renders
the proposal effective upon receipt of
this filing by the Commission. 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
FINRA is proposing to clarify the
operation of the Regulation NMS Plan to
Address Extraordinary Volatility
(‘‘Plan’’) following a Trading Pause or
Regulatory Halt in a security subject to
the Plan.4
The text of the proposed rule change
is available on FINRA’s Web site at
https://www.finra.org, at the principal
office of FINRA and at the
Commission’s Public Reference Room.
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 17 CFR 240.19b–4(f)(6).
4 Unless otherwise specified, the capitalized
terms used herein have the same meanings as set
forth in the Plan.
2 17
PO 00000
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Fmt 4703
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51239
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
FINRA 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. FINRA 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
FINRA Rule 6121.01 (Trading Pauses)
(‘‘Rule’’) sets forth requirements
applicable to member firms in
connection with Trading Pauses.5 The
Rule addresses the Plan’s provisions
regarding Trading Pause, including that
no trades in an NMS Stock are
permitted to occur during a Trading
Pause, and sets forth the circumstances
under which trading in an NMS Stock
can resume after a Trading Pause.
Currently, the Rule also provides that
FINRA may permit the resumption of
trading otherwise than on an exchange
if trading has commenced on at least
one other national securities exchange.
In addition, FINRA Rule 6190
(Compliance with Regulation NMS Plan
to Address Extraordinary Market
Volatility) provides, among other things,
that a member that is a Trading Center
in an NMS Stock must establish,
maintain and enforce written policies
and procedures reasonably designed to
comply with the requirements of the
Plan, including to prevent the execution
of trades at prices below the Lower Price
Band or above the Upper Price Band for
an NMS Stock. The pilot period for the
Plan was recently extended through
April 21, 2017.6
FINRA and other self-regulatory
organizations (SROs) are taking
measures to clarify the operation of the
Plan that results from the short period
of time (generally up to three
milliseconds) following the resumption
of trading after a Trading Pause or
Regulatory Halt and before the Price
Bands are received from the Processor
for securities that are subject to the
5 17
CFR 242.608.
Securities Exchange Act Release No. 77679
(April 21, 2016), 81 FR 24908 (April 27, 2016).
6 See
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51240
Federal Register / Vol. 81, No. 149 / Wednesday, August 3, 2016 / Notices
asabaliauskas on DSK3SPTVN1PROD with NOTICES
Plan.7 Specifically, FINRA is proposing
an amendment to Rule 6121.01 to
provide that, following a Trading Pause
or Regulatory Halt in an NMS Stock that
is subject to the Plan, a member may
resume trading otherwise than on an
exchange if trading has commenced on
the primary listing exchange (or on
another national securities exchange in
the case of the resumption of trading
following a ten-minute trading pause)
and either: (1) The member has received
the Price Bands from the Processor; or
(2) if immediately following a Trading
Pause or Regulatory Halt the member
has not yet received the Price Bands
from the Processor, the member has
calculated an upper price band and
lower price band consistent with the
methodology provided for in Section V
of the Plan and ensures that any
transactions prior to the receipt of the
Price Bands from the Processor are
within the ranges provided for pursuant
to the Plan, consistent with Section
VI(A)(1) of the Plan.
The proposed rule change also
clarifies what activity is permitted
around the resumption of trading
following a Trading Pause. Previously,
the Rule provided that FINRA may
permit the resumption of trading
following a Trading Pause if trading has
resumed on any national securities
exchange. FINRA is revising the Rule to
provide that members may resume
trading following a Trading Pause if
trading has resumed on the Primary
Listing Exchange or, where the Primary
Listing Exchange does not reopen for
trading at the end of a ten-minute
Trading Pause (and has issued notice
that it cannot resume trading for a
reason other than a significant
imbalance), a member may resume
trading otherwise than on an exchange
if trading has commenced in such NMS
Stock on at least one other national
securities exchange.8
Thus, the proposed amendment
addresses the brief time between the
7 See NASDAQ Equity Trader Alert #2016–79
(NASDAQ Announces Improved Protections for
Equity Markets Coming Out of Halts (‘‘Leaky
Bands’’)) (April 12, 2016); See Bats Release Notes
(Bats Announces Updates to Halt Resumption
Behavior Effective July 15, 2016) (June 2, 2016).
FINRA anticipates that other SROs will adopt
similar measures to calculate an interim band for
their listed securities to be applied in the brief time
between the resumption of trading and when the
Price Bands are subsequently received from the
Processor.
8 Deleted language from paragraph (b) is no longer
applicable because it addressed a transitional
period in Plan implementation prior to the Plan
becoming effective as to all NMS Stocks. The Plan
applied to all NMS Stocks on December 8, 2013.
Rights and warrants are excluded from the Plan. See
Securities Exchange Act Release No. 70273 (August
27, 2013), 78 FR 54321 (September 3, 2013) (File
No. 4–631).
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resumption of trading following a
Trading Pause or Regulatory Halt and
when the Price Bands are received from
the Processor by requiring members to
take measures to ensure bands are in
place (either by waiting for the receipt
of the Price Bands from the Processor or
calculating an interim upper price band
and lower price band and ensuring that
trades occur within those bands).
Members may not rely on interim bands
beyond the short period of time
(generally up to three milliseconds)
between the resumption of trading and
the receipt of Price Bands by market
participants.
FINRA has filed the proposed rule
change for immediate effectiveness. The
operative date of the proposed rule
change will be August 22, 2016.
2. Statutory Basis
FINRA believes that the proposed rule
change is consistent with the provisions
of Section 15A(b)(6) of the Act,9 which
requires, among other things, that
FINRA rules must be designed to
prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, and, in
general, to protect investors and the
public interest. The proposed rule
change also is designed to support the
principles of Section 11A(a)(1) of the
Act 10 in that it seeks to assure fair
competition among brokers and dealers
and among exchange markets.
The proposed rule change is designed
to better implement the goals of the
Plan, which has been approved by the
Commission as reasonably designed to
prevent potentially harmful price
volatility, including severe volatility of
the kind that occurred on May 6, 2010.
In clarifying the operation of the Plan,
the proposed rule change seeks to help
ensure that the goals of the Plan are met.
Accordingly, FINRA believes that the
proposed rule change will further the
goals of investor protection and fair and
orderly markets.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
FINRA does not believe that the
proposed rule change will result in any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
proposed rule change seeks to require
members to take measures to ensure that
their trading activity is in compliance
with FINRA Rule 6190 and the Plan,
and does not impose requirements that
do not currently exist under FINRA
rules, FINRA guidance and the Plan.
9 15
U.S.C. 78o–3(b)(6).
U.S.C. 78k–1(a)(1).
Frm 00067
Fmt 4703
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments were neither
solicited nor received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing 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 11 and Rule 19b–
4(f)(6) thereunder.12
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
11 15
10 15
PO 00000
Specifically, a member that is a
Trading Center in an NMS Stock already
is required to establish, maintain and
enforce written policies and procedures
that are reasonably designed to comply
with the requirements of the Plan,
including to prevent the execution of
trades at prices that are outside of the
Price Bands. To comply with this
requirement, members must be aware of
the upper and lower price bands
applicable to their trading activity. This
proposal provides that, immediately
following a halt of a security subject to
the Plan, a member may not resume
trading until trading has resumed on the
primary listing exchange (or on another
national securities exchange in the case
of the resumption of trading following a
ten-minute pause) and either the
member has received the Price Bands
from the processor or has established
interim bands calculated in compliance
with the Plan.
12 17
Sfmt 4703
E:\FR\FM\03AUN1.SGM
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6).
03AUN1
Federal Register / Vol. 81, No. 149 / Wednesday, August 3, 2016 / Notices
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–
FINRA–2016–028 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.
asabaliauskas on DSK3SPTVN1PROD with NOTICES
All submissions should refer to File
Number SR–FINRA–2016–028. 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
a.m. and 3 p.m. Copies of such filing
also will be available for inspection and
copying at the principal office of
FINRA. 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–FINRA–2016–028 and
should be submitted on or before
August 24, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Robert W. Errett,
Deputy Secretary.
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–78433; File No. SR–
NYSEArca–2016–100]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing of Proposed
Rule Change Relating to the Listing
and Trading of Shares of the Direxion
Daily Municipal Bond Taxable Bear 1X
Fund Under NYSE Arca Equities Rule
5.2(j)(3)
July 28, 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 July 13,
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, II, and
III 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 list and
trade under NYSE Arca Equities Rule
5.2(j)(3), Commentary .02, the shares of
the Direxion Daily Municipal Bond
Taxable Bear 1X Fund. 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.
[FR Doc. 2016–18317 Filed 8–2–16; 8:45 am]
BILLING CODE 8011–01–P
1 15
U.S.C.78s(b)(1).
U.S.C. 78a.
3 17 CFR 240.19b–4.
2 15
13 17
CFR 200.30–3(a)(12).
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51241
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 list and
trade shares (‘‘Shares’’) of the Direxion
Daily Municipal Bond Taxable Bear 1X
Fund (‘‘Fund’’) under NYSE Arca
Equities Rule 5.2(j)(3), Commentary .02,
which governs the listing and trading of
Investment Company Units (‘‘Units’’)
based on fixed income securities
indexes.4 The Fund is a series of the
4 The Commission previously has approved
proposed rule changes relating to listing and trading
on the Exchange of Units based on municipal bond
indexes. See Securities Exchange Act Release Nos.
67985 (October 4, 2012), 77 FR 61804 (October 11,
2012) (SR–NYSEArca–2012–92) (order approving
proposed rule change relating to the listing and
trading of iShares 2018 S&P AMT-Free Municipal
Series and iShares 2019 S&P AMT-Free Municipal
Series under NYSE Arca Equities Rule 5.2(j)(3),
Commentary .02); 67729 (August 24, 2012), 77 FR
52776 (August 30, 2012) (SR–NYSEArca–2012–92)
(notice of proposed rule change relating to the
listing and trading of iShares 2018 S&P AMT-Free
Municipal Series and iShares 2019 S&P AMT-Free
Municipal Series under NYSE Arca Equities Rule
5.2(j)(3), Commentary .02); 71232 (January 3, 2014),
79 FR 1662 (January 9, 2014) (SR–NYSEArca–2013–
118) (order approving listing and trading of shares
of the Market Vectors Short High-Yield Municipal
Index ETF under NYSE Arca Equities Rule 5.2(j)(3),
Commentary .02); 72523, (July 2, 2014), 79 FR
39016 (July 9, 2014) (SR–NYSEArca–2014–37)
(order approving proposed rule change relating to
the listing and trading of iShares 2020 S&P AMTFree Municipal Series under NYSE Arca Equities
Rule 5.2(j)(3), Commentary .02); 72172 (May 15,
2014), 79 FR 29241 (May 21, 2014) (SR–NYSEArca–
2014–37) (notice of proposed rule change relating
to the listing and trading of iShares 2020 S&P AMTFree Municipal Series under NYSE Arca Equities
Rule 5.2(j)(3), Commentary .02); 75376 (July 7,
2015), 80 FR 40113 (July 13, 2015) (SR–NYSEArca–
2015–18) (order approving proposed rule change
relating to the listing and trading of Vanguard TaxExempt Bond Index Fund under NYSE Arca
Equities Rule 5.2(j)(3), Commentary .02); 75468
(July 16, 2015), 80 FR 43500 (July 22, 2015) (SR–
NYSEArca–2015–25) (order approving proposed
rule change relating to the listing and trading of
iShares iBonds 2021 and 2022 AMT-Free Muni
Bond ETF under NYSE Arca Equities Rule 5.2(j)(3)).
The Commission also has issued a notice of filing
and immediate effectiveness of a proposed rule
change relating to listing and trading on the
Exchange of shares of the iShares Taxable
Municipal Bond Fund. See Securities Exchange Act
Release No. 63176 (October 25, 2010), 75 FR 66815
(October 29, 2010) (SR–NYSEArca–2010–94). The
Commission has approved for Exchange listing and
trading of shares of two actively managed funds of
the PIMCO ETF Trust that principally hold
municipal bonds. See Securities Exchange Act
Release No. 60981 (November 10, 2009), 74 FR
59594 (November 18, 2009) (SR–NYSEArca–2009–
79) (order approving listing and trading of shares
of the PIMCO Short-Term Municipal Bond Strategy
Fund and PIMCO Intermediate Municipal Bond
Strategy Fund). The Commission also has approved
listing and trading on the Exchange of shares of the
SPDR® Nuveen S&P High Yield Municipal Bond
Fund under Commentary .02 of NYSE Arca Equities
Rule 5.2(j)(3). See Securities Exchange Act Release
No.63881 (February 9, 2011), 76 FR 9065 (February
16, 2011) (SR–NYSEArca–2010–120).
E:\FR\FM\03AUN1.SGM
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Agencies
[Federal Register Volume 81, Number 149 (Wednesday, August 3, 2016)]
[Notices]
[Pages 51239-51241]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-18317]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-78435; File No. SR-FINRA-2016-028]
Self-Regulatory Organizations; Financial Industry Regulatory
Authority, Inc.; Notice of Filing and Immediate Effectiveness of a
Proposed Rule Change To Clarify the Operation of the Regulation NMS
Plan To Address Extraordinary Market Volatility
July 28, 2016.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act'') \1\ and Rule 19b-4 thereunder,\2\ notice is hereby given that
on July 22, 2016, Financial Industry Regulatory Authority, Inc.
(``FINRA'') filed with the Securities and Exchange Commission (``SEC''
or ``Commission'') the proposed rule change as described in Items I,
II, and III below, which Items have been prepared by FINRA. FINRA has
designated the proposed rule change as constituting a ``non-
controversial'' rule change under paragraph (f)(6) of Rule 19b-4 under
the Act,\3\ which renders the proposal effective upon receipt of this
filing by the Commission. 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\ 17 CFR 240.19b-4.
\3\ 17 CFR 240.19b-4(f)(6).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
FINRA is proposing to clarify the operation of the Regulation NMS
Plan to Address Extraordinary Volatility (``Plan'') following a Trading
Pause or Regulatory Halt in a security subject to the Plan.\4\
---------------------------------------------------------------------------
\4\ Unless otherwise specified, the capitalized terms used
herein have the same meanings as set forth in the Plan.
---------------------------------------------------------------------------
The text of the proposed rule change is available on FINRA's Web
site at https://www.finra.org, at the principal office of FINRA 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, FINRA 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. FINRA 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
FINRA Rule 6121.01 (Trading Pauses) (``Rule'') sets forth
requirements applicable to member firms in connection with Trading
Pauses.\5\ The Rule addresses the Plan's provisions regarding Trading
Pause, including that no trades in an NMS Stock are permitted to occur
during a Trading Pause, and sets forth the circumstances under which
trading in an NMS Stock can resume after a Trading Pause. Currently,
the Rule also provides that FINRA may permit the resumption of trading
otherwise than on an exchange if trading has commenced on at least one
other national securities exchange. In addition, FINRA Rule 6190
(Compliance with Regulation NMS Plan to Address Extraordinary Market
Volatility) provides, among other things, that a member that is a
Trading Center in an NMS Stock must establish, maintain and enforce
written policies and procedures reasonably designed to comply with the
requirements of the Plan, including to prevent the execution of trades
at prices below the Lower Price Band or above the Upper Price Band for
an NMS Stock. The pilot period for the Plan was recently extended
through April 21, 2017.\6\
---------------------------------------------------------------------------
\5\ 17 CFR 242.608.
\6\ See Securities Exchange Act Release No. 77679 (April 21,
2016), 81 FR 24908 (April 27, 2016).
---------------------------------------------------------------------------
FINRA and other self-regulatory organizations (SROs) are taking
measures to clarify the operation of the Plan that results from the
short period of time (generally up to three milliseconds) following the
resumption of trading after a Trading Pause or Regulatory Halt and
before the Price Bands are received from the Processor for securities
that are subject to the
[[Page 51240]]
Plan.\7\ Specifically, FINRA is proposing an amendment to Rule 6121.01
to provide that, following a Trading Pause or Regulatory Halt in an NMS
Stock that is subject to the Plan, a member may resume trading
otherwise than on an exchange if trading has commenced on the primary
listing exchange (or on another national securities exchange in the
case of the resumption of trading following a ten-minute trading pause)
and either: (1) The member has received the Price Bands from the
Processor; or (2) if immediately following a Trading Pause or
Regulatory Halt the member has not yet received the Price Bands from
the Processor, the member has calculated an upper price band and lower
price band consistent with the methodology provided for in Section V of
the Plan and ensures that any transactions prior to the receipt of the
Price Bands from the Processor are within the ranges provided for
pursuant to the Plan, consistent with Section VI(A)(1) of the Plan.
---------------------------------------------------------------------------
\7\ See NASDAQ Equity Trader Alert #2016-79 (NASDAQ Announces
Improved Protections for Equity Markets Coming Out of Halts (``Leaky
Bands'')) (April 12, 2016); See Bats Release Notes (Bats Announces
Updates to Halt Resumption Behavior Effective July 15, 2016) (June
2, 2016). FINRA anticipates that other SROs will adopt similar
measures to calculate an interim band for their listed securities to
be applied in the brief time between the resumption of trading and
when the Price Bands are subsequently received from the Processor.
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The proposed rule change also clarifies what activity is permitted
around the resumption of trading following a Trading Pause. Previously,
the Rule provided that FINRA may permit the resumption of trading
following a Trading Pause if trading has resumed on any national
securities exchange. FINRA is revising the Rule to provide that members
may resume trading following a Trading Pause if trading has resumed on
the Primary Listing Exchange or, where the Primary Listing Exchange
does not reopen for trading at the end of a ten-minute Trading Pause
(and has issued notice that it cannot resume trading for a reason other
than a significant imbalance), a member may resume trading otherwise
than on an exchange if trading has commenced in such NMS Stock on at
least one other national securities exchange.\8\
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\8\ Deleted language from paragraph (b) is no longer applicable
because it addressed a transitional period in Plan implementation
prior to the Plan becoming effective as to all NMS Stocks. The Plan
applied to all NMS Stocks on December 8, 2013. Rights and warrants
are excluded from the Plan. See Securities Exchange Act Release No.
70273 (August 27, 2013), 78 FR 54321 (September 3, 2013) (File No.
4-631).
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Thus, the proposed amendment addresses the brief time between the
resumption of trading following a Trading Pause or Regulatory Halt and
when the Price Bands are received from the Processor by requiring
members to take measures to ensure bands are in place (either by
waiting for the receipt of the Price Bands from the Processor or
calculating an interim upper price band and lower price band and
ensuring that trades occur within those bands). Members may not rely on
interim bands beyond the short period of time (generally up to three
milliseconds) between the resumption of trading and the receipt of
Price Bands by market participants.
FINRA has filed the proposed rule change for immediate
effectiveness. The operative date of the proposed rule change will be
August 22, 2016.
2. Statutory Basis
FINRA believes that the proposed rule change is consistent with the
provisions of Section 15A(b)(6) of the Act,\9\ which requires, among
other things, that FINRA rules must be designed to prevent fraudulent
and manipulative acts and practices, to promote just and equitable
principles of trade, and, in general, to protect investors and the
public interest. The proposed rule change also is designed to support
the principles of Section 11A(a)(1) of the Act \10\ in that it seeks to
assure fair competition among brokers and dealers and among exchange
markets.
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\9\ 15 U.S.C. 78o-3(b)(6).
\10\ 15 U.S.C. 78k-1(a)(1).
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The proposed rule change is designed to better implement the goals
of the Plan, which has been approved by the Commission as reasonably
designed to prevent potentially harmful price volatility, including
severe volatility of the kind that occurred on May 6, 2010. In
clarifying the operation of the Plan, the proposed rule change seeks to
help ensure that the goals of the Plan are met. Accordingly, FINRA
believes that the proposed rule change will further the goals of
investor protection and fair and orderly markets.
B. Self-Regulatory Organization's Statement on Burden on Competition
FINRA does not believe that the proposed rule change will result in
any burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act. The proposed rule change seeks
to require members to take measures to ensure that their trading
activity is in compliance with FINRA Rule 6190 and the Plan, and does
not impose requirements that do not currently exist under FINRA rules,
FINRA guidance and the Plan.
Specifically, a member that is a Trading Center in an NMS Stock
already is required to establish, maintain and enforce written policies
and procedures that are reasonably designed to comply with the
requirements of the Plan, including to prevent the execution of trades
at prices that are outside of the Price Bands. To comply with this
requirement, members must be aware of the upper and lower price bands
applicable to their trading activity. This proposal provides that,
immediately following a halt of a security subject to the Plan, a
member may not resume trading until trading has resumed on the primary
listing exchange (or on another national securities exchange in the
case of the resumption of trading following a ten-minute pause) and
either the member has received the Price Bands from the processor or
has established interim bands calculated in compliance with the Plan.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
Written comments were neither solicited nor received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing 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 \11\ and Rule 19b-
4(f)(6) thereunder.\12\
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\11\ 15 U.S.C. 78s(b)(3)(A).
\12\ 17 CFR 240.19b-4(f)(6).
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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 should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act.
[[Page 51241]]
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-FINRA-2016-028 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-FINRA-2016-028. 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
a.m. and 3 p.m. Copies of such filing also will be available for
inspection and copying at the principal office of FINRA. 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-FINRA-2016-028 and should be
submitted on or before August 24, 2016.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\13\
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\13\ 17 CFR 200.30-3(a)(12).
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Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016-18317 Filed 8-2-16; 8:45 am]
BILLING CODE 8011-01-P