Joint Industry Plan; Notice of Filing and Immediate Effectiveness of the Fourteenth Amendment to the National Market System Plan To Address Extraordinary Market Volatility by Bats BZX Exchange, Inc., Bats BYX Exchange, Inc., Bats EDGA Exchange, Inc., Bats EDGX Exchange, Inc., Chicago Stock Exchange, Inc., Financial Industry Regulatory Authority, Inc., Investors Exchange LLC, NASDAQ BX, Inc., NASDAQ PHLX LLC, The Nasdaq Stock Market LLC, NYSE National, Inc., New York Stock Exchange LLC, NYSE MKT LLC, and NYSE Arca, Inc., 20928-20930 [2017-08970]
Download as PDF
20928
Federal Register / Vol. 82, No. 85 / Thursday, May 4, 2017 / Notices
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–80549; File No. 4–631]
Joint Industry Plan; Notice of Filing
and Immediate Effectiveness of the
Fourteenth Amendment to the National
Market System Plan To Address
Extraordinary Market Volatility by Bats
BZX Exchange, Inc., Bats BYX
Exchange, Inc., Bats EDGA Exchange,
Inc., Bats EDGX Exchange, Inc.,
Chicago Stock Exchange, Inc.,
Financial Industry Regulatory
Authority, Inc., Investors Exchange
LLC, NASDAQ BX, Inc., NASDAQ PHLX
LLC, The Nasdaq Stock Market LLC,
NYSE National, Inc., New York Stock
Exchange LLC, NYSE MKT LLC, and
NYSE Arca, Inc.
April 28, 2017.
pmangrum on DSK3GDR082PROD with NOTICES
I. Introduction
On April 13, 2017, NYSE Group, Inc.,
on behalf of the following parties to the
National Market System Plan to Address
Extraordinary Market Volatility (‘‘the
Plan’’): 1 Bats BZX Exchange, Inc., Bats
BYX Exchange, Inc., Bats EDGA
Exchange, Inc., Bats EDGX Exchange,
1 On May 31, 2012, the Commission approved the
Plan, as modified by Amendment No. 1. See
Securities Exchange Act Release No. 67091, 77 FR
33498 (June 6, 2012) (File No. 4–631). On February
20, 2013, the Commission noticed for immediate
effectiveness the Second Amendment to the Plan.
See Securities Exchange Act Release No. 68953, 78
FR 13113 (February 26, 2013). On April 3, 2013, the
Commission approved the Third Amendment to the
Plan. See Securities Exchange Act Release No.
69287, 78 FR 21483 (April 10, 2013). On August 27,
2013, the Commission noticed for immediate
effectiveness the Fourth Amendment to the Plan.
See Securities Exchange Act Release No. 70273, 78
FR 54321 (September 3, 2013). On September 26,
2013, the Commission approved the Fifth
Amendment to the Plan. See Securities Exchange
Act Release No. 70530, 78 FR 60937 (October 2,
2013). On January 7, 2014, the Commission noticed
for immediate effectiveness the Sixth Amendment
to the Plan. See Securities Exchange Act Release
No. 71247, 79 FR 2204 (January 13, 2014). On April
3, 2014, the Commission approved the Seventh
Amendment to the Plan. See Securities Exchange
Act Release No. 71851, 79 FR 19687 (April 9, 2014).
On February 19, 2015, the Commission approved
the Eight Amendment to the Plan. See Securities
Exchange Act Release No. 74323, 80 FR 10169
(February 25, 2015). On October 22, 2015, the
Commission approved the Ninth Amendment to the
Plan. See Securities Exchange Act Release No.
76244, 80 FR 66099 (October 28, 2015). On April
21, 2016, the Commission approved the Tenth
Amendment to the Plan. See Securities Exchange
Act Release No. 77679, 81 FR 24908 (April 27,
2016). On August 26, 2016, the Commission noticed
for immediate effectiveness the Eleventh
Amendment to the Plan. See Securities Exchange
Act Release No. 78703, 81 FR 60397 (September 1,
2016). On January 19, 2017, the Commission
approved the Twelfth Amendment to the Plan. See
Securities Exchange Act Release No. 79845, 82 FR
8551 (January 26, 2017). On April 13, 2017, the
Commission approved the Thirteenth Amendment
to the Plan. See Securities Exchange Act Release
No. 80455, 82 FR 18519 (April 19, 2017).
VerDate Sep<11>2014
14:39 May 03, 2017
Jkt 241001
Inc., Chicago Stock Exchange, Inc., the
Financial Industry Regulatory
Authority, Inc. (‘‘FINRA’’), Investors
Exchange LLC, NASDAQ BX, Inc.,
NASDAQ PHLX LLC, The NASDAQ
Stock Market LLC (‘‘Nasdaq’’), New
York Stock Exchange LLC (‘‘NYSE’’),
NYSE Arca, Inc., NYSE MKT LLC, and
NYSE National Inc. (collectively, the
‘‘Participants’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) pursuant to Section
11A(a)(3) of the Securities Exchange Act
of 1934 (‘‘Exchange Act’’) 2 and Rule 608
thereunder,3 a proposal to amend the
Plan (‘‘Fourteenth Amendment’’).4 The
proposal reflects changes unanimously
approved by the Participants. The
Fourteenth Amendment proposes to
change the implementation date for the
twelfth amendment to the Plan
(‘‘Twelfth Amendment’’), as discussed
below. The proposed change does not
alter the text of the Plan. The
Participants are filing the Fourteenth
Amendment for immediate effectiveness
pursuant to Rule 608(b)(3)(iii) of
Regulation NMS (‘‘Rule 608’’) under the
Exchange Act.5 The Commission is
publishing this notice to solicit
comments from interested persons.6
II. Description of the Plan
Set forth in this Section II is the
statement of the purpose and summary
of the Fourteenth Amendment, along
with the information required by Rule
608(a)(4) and (5) under the Exchange
Act,7 substantially prepared and
submitted by the Participants to the
Commission.8
A. Statement of Purpose and Summary
of the Plan Amendment
The Participants filed the Plan on
April 5, 2011, to create a market-wide
limit up-limit down mechanism
intended to address extraordinary
market volatility in NMS Stocks, as
defined in Rule 600(b)(47) of Regulation
NMS under the Exchange Act. The Plan
sets forth procedures that provide for
market-wide limit up-limit down
requirements that would prevent trades
in individual NMS Stocks from
occurring outside of the specified price
bands. These limit up-limit down
requirements are coupled with Trading
2 15
U.S.C 78k–1(a)(3).
CFR 242.608.
4 See Letter from Elizabeth King, General Counsel
and Corporate Secretary, NYSE, to Brent Fields,
Secretary, Commission, dated April 12, 2017
(‘‘Transmittal Letter’’).
5 17 CFR 242.608.
6 Id.
7 See 17 CFR 242.608(a)(4) and (a)(5).
8 See Transmittal Letter, supra note 4.
3 17
PO 00000
Frm 00065
Fmt 4703
Sfmt 4703
Pauses,9 as defined in Section I(Y) of the
Plan, to accommodate more
fundamental price moves. In particular,
the Participants adopted this Plan to
address the type of sudden price
movements that the market experienced
on the afternoon of May 6, 2010.
As set forth in more detail in the Plan,
all trading centers in NMS Stocks,
including both those operated by
Participants and those operated by
members of Participants, shall establish,
maintain, and enforce written policies
and procedures that are reasonably
designed to comply with the limit uplimit down requirements specified in
the Plan. More specifically, the single
plan processor responsible for
consolidation of information for an
NMS Stock pursuant to Rule 603(b) of
Regulation NMS under the Exchange
Act will be responsible for calculating
and disseminating a lower price band
and upper price band, as provided for
in Section V of the Plan. Section VI of
the Plan sets forth the limit up-limit
down requirements of the Plan, and in
particular, that all trading centers in
NMS Stocks, including both those
operated by Participants and those
operated by members of Participants,
shall establish, maintain, and enforce
written policies and procedures that are
reasonably designed to prevent trades at
prices that are below the lower price
band or above the upper price band for
an NMS Stock, consistent with the Plan.
The changes approved by the
Commission in the Twelfth Amendment
provide that a Trading Pause will
continue until the Primary Listing
Exchange has reopened trading using its
established reopening procedures, and
to require that trading centers not
resume trading in an NMS Stock
following a Trading Pause without Price
Bands for such NMS Stock. In the
Statement of Purpose filed with the
Twelfth Amendment, the Participants
stated that the changes described in the
Twelfth Amendment would be
implemented no later than six months
after approval of that amendment. Based
on the date of the approval order of the
Twelfth Amendment, the Twelfth
Amendment must be implemented no
later than July 19, 2017. Because the SIP
technology changes necessary to
implement the Twelfth Amendment
will not be ready by July 19, 2017, the
Participants are filing this proposal to
change the implementation date for the
changes to the Plan set forth in the
Twelfth Amendment to September 30,
2017.
9 Unless otherwise specified, the terms used
herein have the same meaning as set forth in the
Plan.
E:\FR\FM\04MYN1.SGM
04MYN1
Federal Register / Vol. 82, No. 85 / Thursday, May 4, 2017 / Notices
pmangrum on DSK3GDR082PROD with NOTICES
In addition, the Primary Listing
Exchanges will not be ready to
implement the changes to their
automated reopening processes
following a Trading Pause, which were
made pursuant to exchange rule filings
in conjunction with the Twelfth
Amendment, by July 19, 2017. To
provide for a standardized approach
that would allow for extensions of a
Trading Pause by the Primary Listing
Exchange if equilibrium cannot be met
to establish a Reopening Price within
specified parameters (‘‘automated
reopening changes’’), the Primary
Listing Exchanges amended their rules
for automated reopenings.10 The
Primary Listing Exchanges anticipate
implementing the automated reopening
changes in the third quarter of 2017,
assuming that the Processors have
implemented their changes and each
Primary Listing Exchange is able to
implement their proposed rule changes
simultaneously.11
Accordingly, both to provide time to
support the technology changes for the
Twelfth Amendment and to align the
implementation date of the Twelfth
Amendment with the implementation
timeline for the automated reopening
changes by the Primary Listing
Exchanges, the Participants propose to
change the implementation date for the
changes in the Twelfth Amendment to
no later than the end of the third quarter
of 2017.12 This proposed change does
not require any changes to the text of
the Plan.
The Participants believe that the
proposed modification to the
implementation schedule is technical
and ministerial in nature because it
simply extends the implementation
period for the Twelfth Amendment and
does not change any substantive
elements of the Plan.13 The Participants
10 See Securities Exchange Act Release Nos.
79846 (January 19, 2017), 82 FR 8548 (January 26,
2017) (SR–NYSEArca–2016–130) (Approval Order);
79884 (January 26, 2017), 82 FR 8968 (February 1,
2017) (SR–BatsBZX–2016–61) (Approval Order);
79876 (January 25, 2017), 82 FR 8888 (January 31,
2017) (SR–Nasdaq–2016–131) (Approval Order).
11 In other words, the Participants expect that
both the changes pursuant to the Twelfth
Amendment and the Primary Listing Exchange
automated reopening changes would become
operative at the same time.
12 The Participants anticipate that the Twelfth
Amendment changes will be implemented in
August 2017. However, to align the implementation
schedule with the automated reopening changes,
the Participants propose to specify the same
implementation time frame as the Primary Listing
Exchanges have proposed for the automated
reopening changes. See supra note 10.
13 See, e.g., Securities Exchange Act Release Nos.
70273 (amending Section VIII.B of the Plan to
establish a new implementation schedule for Phase
II of the Plan) and 71247 (amending Section VIII.B
of the Plan to establish a new implementation
schedule for Phase II of the Plan), supra note 1.
VerDate Sep<11>2014
14:39 May 03, 2017
Jkt 241001
20929
believe that the proposal to extend the
implementation schedule is consistent
with the goal of the Twelfth
Amendment, which is to reduce the
potential for sequential Trading Pauses
in an NMS Stock by centralizing the
reopening process through the Primary
Listing Exchanges, because it would
align the implementation schedule for
the Twelfth Amendment with the
implementation schedule for the
automated reopening changes. The
proposed amendment would therefore
protect investors and the public interest
and is appropriate to the maintenance of
fair and orderly markets.
F. Written Understanding or Agreements
Relating to Interpretation of, or
Participation in, Plan
B. Governing or Constituent Documents
Section II(C) of the Plan provides that
any entity registered as a national
securities exchange or national
securities association under the
Exchange Act may become a Participant
by: (1) Becoming a participant in the
applicable Market Data Plans, as defined
in Section I(F) of the Plan; (2) executing
a copy of the Plan, as then in effect; (3)
providing each then-current Participant
with a copy of such executed Plan; and
(4) effecting an amendment to the Plan
as specified in Section III(B) of the Plan.
The governing documents of the
Processor, as defined in Section I(P) of
the Plan, will not be affected by the
Plan, but once the Plan is implemented,
the Processor’s obligations will change,
as set forth in detail in the Plan.
C. Implementation of Plan
The initial date of the Plan operations
was April 8, 2013.
D. Development and Implementation
Phases
The Plan was initially implemented
as a one-year pilot program in two
Phases, consistent with Section VIII of
the Plan: Phase I of Plan
implementation began on April 8, 2013
and was completed on May 3, 2013.
Implementation of Phase II of the Plan
began on August 5, 2013 and was
completed on February 24, 2014. The
tenth amendment to the Plan was
implemented on July 18, 2016. Pursuant
to the thirteenth amendment to the Plan,
the pilot period of the Plan was
extended until April 16, 2018.14
Currently, the Participants must
implement the Twelfth Amendment no
later than July 19, 2017. Pursuant to this
proposed amendment, the Participants
propose to extend the time frame to
implement the Twelfth Amendment to
no later than the end of the third quarter
of 2017.
E. Analysis of Impact on Competition
The proposed Plan does not impose
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Exchange Act.
The Participants do not believe that the
proposed Plan introduces terms that are
unreasonably discriminatory for the
purposes of Section 11A(c)(1)(D) of the
Exchange Act.
14 See Securities Exchange Act Release No. 80455
(order approving the thirteenth amendment to the
Plan), supra note 1.
PO 00000
Frm 00066
Fmt 4703
Sfmt 4703
The Participants have no written
understandings or agreements relating
to interpretation of the Plan. Section
II(C) of the Plan sets forth how any
entity registered as a national securities
exchange or national securities
association may become a Participant.
G. Approval of Amendment of the Plan
Each of the Plan’s Participants has
executed a written amended Plan.
H. Terms and Conditions of Access
I. Method of Determination and
Imposition, and Amount of, Fees and
Charges
Not applicable.
J. Method and Frequency of Processor
Evaluation
Not applicable.
K. Dispute Resolution
Section III(C) of the Plan provides that
each Participant shall designate an
individual to represent the Participant
as a member of an Operating Committee.
No later than the initial date of the Plan,
the Operating Committee shall designate
one member of the Operating Committee
to act as the Chair of the Operating
Committee. Any recommendation for an
amendment to the Plan from the
Operating Committee that receives an
affirmative vote of at least two-thirds of
the Participants, but is less than
unanimous, shall be submitted to the
Commission as a request for an
amendment to the Plan initiated by the
Commission under Rule 608.
On April 12, 2017, the Operating
Committee, duly constituted and
chaired by Mr. Robert Books of Bats,
met and voted unanimously to amend
the Plan as set forth herein in
accordance with Section III(C) of the
Plan. The Plan Advisory Committee was
notified in connection with the
Fourteenth Amendment and was in
favor.
E:\FR\FM\04MYN1.SGM
04MYN1
20930
Federal Register / Vol. 82, No. 85 / Thursday, May 4, 2017 / Notices
III. Solicitation of Comments
Interested persons are invited to
submit written data, views and
arguments concerning the foregoing,
including whether the amendment is
consistent with the Exchange Act and
the rules thereunder. 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 4–
631 on the subject line.
Paper Comments
pmangrum on DSK3GDR082PROD 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 4–631.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
plan amendment that are filed with the
Commission, and all written
communications relating to the
amendment 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 Participants’ offices. 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 4–631 and should be submitted
on or before May 25, 2017.
By the Commission.
Eduardo Aleman,
Assistant Secretary.
[FR Doc. 2017–08970 Filed 5–3–17; 8:45 am]
BILLING CODE 8011–01–P
VerDate Sep<11>2014
14:39 May 03, 2017
Jkt 241001
SECURITIES AND EXCHANGE
COMMISSION
[Release No. IC–32616]
Notice of Applications for
Deregistration Under Section 8(f) of the
Investment Company Act of 1940
April 28, 2017.
The following is a notice of
applications for deregistration under
section 8(f) of the Investment Company
Act of 1940 for the month of April 2017.
A copy of each application may be
obtained via the Commission’s Web site
by searching for the file number, or for
an applicant using the Company name
box, at https://www.sec.gov/search/
search.htm or by calling (202) 551–
8090. An order granting each
application will be issued unless the
SEC orders a hearing. Interested persons
may request a hearing on any
application by writing to the SEC’s
Secretary at the address below and
serving the relevant applicant with a
copy of the request, personally or by
mail. Hearing requests should be
received by the SEC by 5:30 p.m. on
May 23, 2017, and should be
accompanied by proof of service on
applicants, in the form of an affidavit or,
for lawyers, a certificate of service.
Pursuant to Rule 0–5 under the Act,
hearing requests should state the nature
of the writer’s interest, any facts bearing
upon the desirability of a hearing on the
matter, the reason for the request, and
the issues contested. Persons who wish
to be notified of a hearing may request
notification by writing to the
Commission’s Secretary.
ADDRESSES: The Commission: Secretary,
U.S. Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
FOR FURTHER INFORMATION CONTACT: HaeSung Lee, Attorney-Adviser, at (202)
551–7345 or Chief Counsel’s Office at
(202) 551–6821; SEC, Division of
Investment Management, Chief
Counsel’s Office, 100 F Street NE.,
Washington, DC 20549–8010.
Tax Exempt Municipal Trust [File No.
811–02551] 1
Summary: Applicant, a unit
investment trust, seeks an order
declaring that it has ceased to be an
investment company. On September 3,
2014, applicant made a liquidating
distribution to its shareholders, based
1 Applicant was previously issued a release
number in the notice of applications for
deregistration for March 2017 (Investment Company
Act Release No. 32587). A new release number has
been issued to correct an error in connection with
the March 2017 notice.
PO 00000
Frm 00067
Fmt 4703
Sfmt 4703
on net asset value. No expenses were
incurred in connection with the
liquidation.
Filing Date: The application was filed
on February 22, 2017.
Applicant’s Address: 18925 Base
Camp Road, Suite 203, Monument,
Colorado 80132.
Tortoise MLP Growth Fund, Inc. [File
No. 811–22776] 1
Summary: Applicant, a closed-end
investment company, seeks an order
declaring that it has ceased to be an
investment company. Applicant has
never made a public offering of its
securities and does not propose to make
a public offering or engage in business
of any kind.
Filing Date: The application was filed
on February 27, 2017.
Applicant’s Address: 11550 Ash
Street, Suite 300, Leawood, Kansas
66211.
Brookfield Mortgage Opportunity
Income Fund Inc. [File No. 811–22773] 1
Summary: Applicant, a closed-end
investment company, seeks an order
declaring that it has ceased to be an
investment company. The applicant has
transferred its assets to Brookfield Real
Assets Income Fund Inc. and, on
December 12, 2016, made a final
distribution to its shareholders based on
net asset value. Expenses of $778,720
incurred in connection with the
reorganization were paid by the
applicant’s investment adviser.
Filing Date: The application was filed
on March 7, 2017.
Applicant’s Address: Brookfield
Place, 250 Vesey Street, 15th Floor, New
York, New York 10281.
Brookfield High Income Fund Inc. [File
No. 811–08795] 1
Summary: Applicant, a closed-end
investment company, seeks an order
declaring that it has ceased to be an
investment company. The applicant has
transferred its assets to Brookfield Real
Assets Income Fund Inc. and, on
December 12, 2016, made a final
distribution to its shareholders based on
net asset value. Expenses of $386,068
incurred in connection with the
reorganization were paid by the
applicant’s investment adviser.
Filing Date: The application was filed
on March 7, 2017.
Applicant’s Address: Brookfield
Place, 250 Vesey Street, 15th Floor, New
York, New York 10281.
Brookfield Total Return Fund Inc. [File
No. 811–05820] 1
Summary: Applicant, a closed-end
investment company, seeks an order
E:\FR\FM\04MYN1.SGM
04MYN1
Agencies
[Federal Register Volume 82, Number 85 (Thursday, May 4, 2017)]
[Notices]
[Pages 20928-20930]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-08970]
[[Page 20928]]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-80549; File No. 4-631]
Joint Industry Plan; Notice of Filing and Immediate Effectiveness
of the Fourteenth Amendment to the National Market System Plan To
Address Extraordinary Market Volatility by Bats BZX Exchange, Inc.,
Bats BYX Exchange, Inc., Bats EDGA Exchange, Inc., Bats EDGX Exchange,
Inc., Chicago Stock Exchange, Inc., Financial Industry Regulatory
Authority, Inc., Investors Exchange LLC, NASDAQ BX, Inc., NASDAQ PHLX
LLC, The Nasdaq Stock Market LLC, NYSE National, Inc., New York Stock
Exchange LLC, NYSE MKT LLC, and NYSE Arca, Inc.
April 28, 2017.
I. Introduction
On April 13, 2017, NYSE Group, Inc., on behalf of the following
parties to the National Market System Plan to Address Extraordinary
Market Volatility (``the Plan''): \1\ Bats BZX Exchange, Inc., Bats BYX
Exchange, Inc., Bats EDGA Exchange, Inc., Bats EDGX Exchange, Inc.,
Chicago Stock Exchange, Inc., the Financial Industry Regulatory
Authority, Inc. (``FINRA''), Investors Exchange LLC, NASDAQ BX, Inc.,
NASDAQ PHLX LLC, The NASDAQ Stock Market LLC (``Nasdaq''), New York
Stock Exchange LLC (``NYSE''), NYSE Arca, Inc., NYSE MKT LLC, and NYSE
National Inc. (collectively, the ``Participants'') filed with the
Securities and Exchange Commission (``Commission'') pursuant to Section
11A(a)(3) of the Securities Exchange Act of 1934 (``Exchange Act'') \2\
and Rule 608 thereunder,\3\ a proposal to amend the Plan (``Fourteenth
Amendment'').\4\ The proposal reflects changes unanimously approved by
the Participants. The Fourteenth Amendment proposes to change the
implementation date for the twelfth amendment to the Plan (``Twelfth
Amendment''), as discussed below. The proposed change does not alter
the text of the Plan. The Participants are filing the Fourteenth
Amendment for immediate effectiveness pursuant to Rule 608(b)(3)(iii)
of Regulation NMS (``Rule 608'') under the Exchange Act.\5\ The
Commission is publishing this notice to solicit comments from
interested persons.\6\
---------------------------------------------------------------------------
\1\ On May 31, 2012, the Commission approved the Plan, as
modified by Amendment No. 1. See Securities Exchange Act Release No.
67091, 77 FR 33498 (June 6, 2012) (File No. 4-631). On February 20,
2013, the Commission noticed for immediate effectiveness the Second
Amendment to the Plan. See Securities Exchange Act Release No.
68953, 78 FR 13113 (February 26, 2013). On April 3, 2013, the
Commission approved the Third Amendment to the Plan. See Securities
Exchange Act Release No. 69287, 78 FR 21483 (April 10, 2013). On
August 27, 2013, the Commission noticed for immediate effectiveness
the Fourth Amendment to the Plan. See Securities Exchange Act
Release No. 70273, 78 FR 54321 (September 3, 2013). On September 26,
2013, the Commission approved the Fifth Amendment to the Plan. See
Securities Exchange Act Release No. 70530, 78 FR 60937 (October 2,
2013). On January 7, 2014, the Commission noticed for immediate
effectiveness the Sixth Amendment to the Plan. See Securities
Exchange Act Release No. 71247, 79 FR 2204 (January 13, 2014). On
April 3, 2014, the Commission approved the Seventh Amendment to the
Plan. See Securities Exchange Act Release No. 71851, 79 FR 19687
(April 9, 2014). On February 19, 2015, the Commission approved the
Eight Amendment to the Plan. See Securities Exchange Act Release No.
74323, 80 FR 10169 (February 25, 2015). On October 22, 2015, the
Commission approved the Ninth Amendment to the Plan. See Securities
Exchange Act Release No. 76244, 80 FR 66099 (October 28, 2015). On
April 21, 2016, the Commission approved the Tenth Amendment to the
Plan. See Securities Exchange Act Release No. 77679, 81 FR 24908
(April 27, 2016). On August 26, 2016, the Commission noticed for
immediate effectiveness the Eleventh Amendment to the Plan. See
Securities Exchange Act Release No. 78703, 81 FR 60397 (September 1,
2016). On January 19, 2017, the Commission approved the Twelfth
Amendment to the Plan. See Securities Exchange Act Release No.
79845, 82 FR 8551 (January 26, 2017). On April 13, 2017, the
Commission approved the Thirteenth Amendment to the Plan. See
Securities Exchange Act Release No. 80455, 82 FR 18519 (April 19,
2017).
\2\ 15 U.S.C 78k-1(a)(3).
\3\ 17 CFR 242.608.
\4\ See Letter from Elizabeth King, General Counsel and
Corporate Secretary, NYSE, to Brent Fields, Secretary, Commission,
dated April 12, 2017 (``Transmittal Letter'').
\5\ 17 CFR 242.608.
\6\ Id.
---------------------------------------------------------------------------
II. Description of the Plan
Set forth in this Section II is the statement of the purpose and
summary of the Fourteenth Amendment, along with the information
required by Rule 608(a)(4) and (5) under the Exchange Act,\7\
substantially prepared and submitted by the Participants to the
Commission.\8\
---------------------------------------------------------------------------
\7\ See 17 CFR 242.608(a)(4) and (a)(5).
\8\ See Transmittal Letter, supra note 4.
---------------------------------------------------------------------------
A. Statement of Purpose and Summary of the Plan Amendment
The Participants filed the Plan on April 5, 2011, to create a
market-wide limit up-limit down mechanism intended to address
extraordinary market volatility in NMS Stocks, as defined in Rule
600(b)(47) of Regulation NMS under the Exchange Act. The Plan sets
forth procedures that provide for market-wide limit up-limit down
requirements that would prevent trades in individual NMS Stocks from
occurring outside of the specified price bands. These limit up-limit
down requirements are coupled with Trading Pauses,\9\ as defined in
Section I(Y) of the Plan, to accommodate more fundamental price moves.
In particular, the Participants adopted this Plan to address the type
of sudden price movements that the market experienced on the afternoon
of May 6, 2010.
---------------------------------------------------------------------------
\9\ Unless otherwise specified, the terms used herein have the
same meaning as set forth in the Plan.
---------------------------------------------------------------------------
As set forth in more detail in the Plan, all trading centers in NMS
Stocks, including both those operated by Participants and those
operated by members of Participants, shall establish, maintain, and
enforce written policies and procedures that are reasonably designed to
comply with the limit up-limit down requirements specified in the Plan.
More specifically, the single plan processor responsible for
consolidation of information for an NMS Stock pursuant to Rule 603(b)
of Regulation NMS under the Exchange Act will be responsible for
calculating and disseminating a lower price band and upper price band,
as provided for in Section V of the Plan. Section VI of the Plan sets
forth the limit up-limit down requirements of the Plan, and in
particular, that all trading centers in NMS Stocks, including both
those operated by Participants and those operated by members of
Participants, shall establish, maintain, and enforce written policies
and procedures that are reasonably designed to prevent trades at prices
that are below the lower price band or above the upper price band for
an NMS Stock, consistent with the Plan.
The changes approved by the Commission in the Twelfth Amendment
provide that a Trading Pause will continue until the Primary Listing
Exchange has reopened trading using its established reopening
procedures, and to require that trading centers not resume trading in
an NMS Stock following a Trading Pause without Price Bands for such NMS
Stock. In the Statement of Purpose filed with the Twelfth Amendment,
the Participants stated that the changes described in the Twelfth
Amendment would be implemented no later than six months after approval
of that amendment. Based on the date of the approval order of the
Twelfth Amendment, the Twelfth Amendment must be implemented no later
than July 19, 2017. Because the SIP technology changes necessary to
implement the Twelfth Amendment will not be ready by July 19, 2017, the
Participants are filing this proposal to change the implementation date
for the changes to the Plan set forth in the Twelfth Amendment to
September 30, 2017.
[[Page 20929]]
In addition, the Primary Listing Exchanges will not be ready to
implement the changes to their automated reopening processes following
a Trading Pause, which were made pursuant to exchange rule filings in
conjunction with the Twelfth Amendment, by July 19, 2017. To provide
for a standardized approach that would allow for extensions of a
Trading Pause by the Primary Listing Exchange if equilibrium cannot be
met to establish a Reopening Price within specified parameters
(``automated reopening changes''), the Primary Listing Exchanges
amended their rules for automated reopenings.\10\ The Primary Listing
Exchanges anticipate implementing the automated reopening changes in
the third quarter of 2017, assuming that the Processors have
implemented their changes and each Primary Listing Exchange is able to
implement their proposed rule changes simultaneously.\11\
---------------------------------------------------------------------------
\10\ See Securities Exchange Act Release Nos. 79846 (January 19,
2017), 82 FR 8548 (January 26, 2017) (SR-NYSEArca-2016-130)
(Approval Order); 79884 (January 26, 2017), 82 FR 8968 (February 1,
2017) (SR-BatsBZX-2016-61) (Approval Order); 79876 (January 25,
2017), 82 FR 8888 (January 31, 2017) (SR-Nasdaq-2016-131) (Approval
Order).
\11\ In other words, the Participants expect that both the
changes pursuant to the Twelfth Amendment and the Primary Listing
Exchange automated reopening changes would become operative at the
same time.
---------------------------------------------------------------------------
Accordingly, both to provide time to support the technology changes
for the Twelfth Amendment and to align the implementation date of the
Twelfth Amendment with the implementation timeline for the automated
reopening changes by the Primary Listing Exchanges, the Participants
propose to change the implementation date for the changes in the
Twelfth Amendment to no later than the end of the third quarter of
2017.\12\ This proposed change does not require any changes to the text
of the Plan.
---------------------------------------------------------------------------
\12\ The Participants anticipate that the Twelfth Amendment
changes will be implemented in August 2017. However, to align the
implementation schedule with the automated reopening changes, the
Participants propose to specify the same implementation time frame
as the Primary Listing Exchanges have proposed for the automated
reopening changes. See supra note 10.
---------------------------------------------------------------------------
The Participants believe that the proposed modification to the
implementation schedule is technical and ministerial in nature because
it simply extends the implementation period for the Twelfth Amendment
and does not change any substantive elements of the Plan.\13\ The
Participants believe that the proposal to extend the implementation
schedule is consistent with the goal of the Twelfth Amendment, which is
to reduce the potential for sequential Trading Pauses in an NMS Stock
by centralizing the reopening process through the Primary Listing
Exchanges, because it would align the implementation schedule for the
Twelfth Amendment with the implementation schedule for the automated
reopening changes. The proposed amendment would therefore protect
investors and the public interest and is appropriate to the maintenance
of fair and orderly markets.
---------------------------------------------------------------------------
\13\ See, e.g., Securities Exchange Act Release Nos. 70273
(amending Section VIII.B of the Plan to establish a new
implementation schedule for Phase II of the Plan) and 71247
(amending Section VIII.B of the Plan to establish a new
implementation schedule for Phase II of the Plan), supra note 1.
---------------------------------------------------------------------------
B. Governing or Constituent Documents
The governing documents of the Processor, as defined in Section
I(P) of the Plan, will not be affected by the Plan, but once the Plan
is implemented, the Processor's obligations will change, as set forth
in detail in the Plan.
C. Implementation of Plan
The initial date of the Plan operations was April 8, 2013.
D. Development and Implementation Phases
The Plan was initially implemented as a one-year pilot program in
two Phases, consistent with Section VIII of the Plan: Phase I of Plan
implementation began on April 8, 2013 and was completed on May 3, 2013.
Implementation of Phase II of the Plan began on August 5, 2013 and was
completed on February 24, 2014. The tenth amendment to the Plan was
implemented on July 18, 2016. Pursuant to the thirteenth amendment to
the Plan, the pilot period of the Plan was extended until April 16,
2018.\14\ Currently, the Participants must implement the Twelfth
Amendment no later than July 19, 2017. Pursuant to this proposed
amendment, the Participants propose to extend the time frame to
implement the Twelfth Amendment to no later than the end of the third
quarter of 2017.
---------------------------------------------------------------------------
\14\ See Securities Exchange Act Release No. 80455 (order
approving the thirteenth amendment to the Plan), supra note 1.
---------------------------------------------------------------------------
E. Analysis of Impact on Competition
The proposed Plan does not impose any burden on competition that is
not necessary or appropriate in furtherance of the purposes of the
Exchange Act. The Participants do not believe that the proposed Plan
introduces terms that are unreasonably discriminatory for the purposes
of Section 11A(c)(1)(D) of the Exchange Act.
F. Written Understanding or Agreements Relating to Interpretation of,
or Participation in, Plan
The Participants have no written understandings or agreements
relating to interpretation of the Plan. Section II(C) of the Plan sets
forth how any entity registered as a national securities exchange or
national securities association may become a Participant.
G. Approval of Amendment of the Plan
Each of the Plan's Participants has executed a written amended
Plan.
H. Terms and Conditions of Access
Section II(C) of the Plan provides that any entity registered as a
national securities exchange or national securities association under
the Exchange Act may become a Participant by: (1) Becoming a
participant in the applicable Market Data Plans, as defined in Section
I(F) of the Plan; (2) executing a copy of the Plan, as then in effect;
(3) providing each then-current Participant with a copy of such
executed Plan; and (4) effecting an amendment to the Plan as specified
in Section III(B) of the Plan.
I. Method of Determination and Imposition, and Amount of, Fees and
Charges
Not applicable.
J. Method and Frequency of Processor Evaluation
Not applicable.
K. Dispute Resolution
Section III(C) of the Plan provides that each Participant shall
designate an individual to represent the Participant as a member of an
Operating Committee. No later than the initial date of the Plan, the
Operating Committee shall designate one member of the Operating
Committee to act as the Chair of the Operating Committee. Any
recommendation for an amendment to the Plan from the Operating
Committee that receives an affirmative vote of at least two-thirds of
the Participants, but is less than unanimous, shall be submitted to the
Commission as a request for an amendment to the Plan initiated by the
Commission under Rule 608.
On April 12, 2017, the Operating Committee, duly constituted and
chaired by Mr. Robert Books of Bats, met and voted unanimously to amend
the Plan as set forth herein in accordance with Section III(C) of the
Plan. The Plan Advisory Committee was notified in connection with the
Fourteenth Amendment and was in favor.
[[Page 20930]]
III. Solicitation of Comments
Interested persons are invited to submit written data, views and
arguments concerning the foregoing, including whether the amendment is
consistent with the Exchange Act and the rules thereunder. 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 4-631 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 4-631.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 plan amendment that are filed
with the Commission, and all written communications relating to the
amendment 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 Participants' offices. 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 4-631 and should be submitted on or before
May 25, 2017.
By the Commission.
Eduardo Aleman,
Assistant Secretary.
[FR Doc. 2017-08970 Filed 5-3-17; 8:45 am]
BILLING CODE 8011-01-P