Self-Regulatory Organizations; NYSE MKT LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend Rule 7.38E To Specify the Ranking of an Odd Lot Order That Has a Display Price That Is Better Than Its Working Price, 33523-33525 [2017-15191]
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Federal Register / Vol. 82, No. 138 / Thursday, July 20, 2017 / Notices
Dated at Rockville, Maryland, this 13th day
of July 2017.
For the Nuclear Regulatory Commission.
John McKirgan,
Chief, Spent Fuel Licensing Branch, Division
of Spent Fuel Management, Office of Nuclear
Material Safety and Safeguards.
[FR Doc. 2017–15239 Filed 7–19–17; 8:45 am]
BILLING CODE 7590–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–81146; File No. SR–
NYSEMKT–2017–44]
Self-Regulatory Organizations; NYSE
MKT LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Amend Rule 7.38E To
Specify the Ranking of an Odd Lot
Order That Has a Display Price That Is
Better Than Its Working Price
July 14, 2017.
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 June 30,
2017, 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.
asabaliauskas on DSKBBXCHB2PROD with NOTICES
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
Rule 7.38E (Odd and Mixed Lots) to
specify the ranking of an odd lot order
that has a display price that is better
than its working price. 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
1 15
U.S.C.78s(b)(1).
U.S.C. 78a.
3 17 CFR 240.19b–4.
2 15
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18:50 Jul 19, 2017
Jkt 241001
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
Rule 7.38E (Odd and Mixed Lots) to
specify the ranking of an odd lot order
that has a display price that is better
than its working price.
Rule 7.38E provides that the working
price of an odd lot order will be
adjusted both on arrival and when
resting on the Exchange Book based on
the limit price of the order as follows:
• If the limit price of an odd lot order
is equal to or worse than the contra-side
PBBO, it will have a working price
equal to the limit price.
• If the limit price of an odd lot order
is better than the contra-side PBBO, it
will have a working price equal to the
contra-side PBBO.
• If the PBBO is crossed, the odd lot
order will have a working price equal to
the same-side PBB or PBO.
By moving the working price, an odd
lot order to buy (sell) will not trade at
a price above (below) the PBO (PBB), or
if the PBBO is crossed, above (below)
the PBB (PBO). In either case, if the odd
lot order is ranked Priority 2—Display
Orders,4 its display price would not
change when its working price is
adjusted.
Exchange rules are currently silent
regarding how a resting odd lot order
that has a display price that is better
than its working price would be ranked
for trading at that working price.5 This
scenario would only occur if a resting
odd lot order is displayed at a price, and
then an Away Market PBBO crosses that
display price. In that limited scenario,
pursuant to Rule 7.38E(b)(1) described
above, the working price of the odd-lot
order would be adjusted to a price
inferior to the display price, but it
would remain displayed at the now
crossed price.
The Exchange proposes to specify that
in such case, the ranking and priority
category applicable to such an order at
its display [sic], i.e., the price it is
4 As described in Rule 7.36E(e)(2), Priority 2—
Display Orders are non-marketable Limit Orders
with a displayed working price.
5 Pursuant to Rule 7.38E(b)(1), on arrival, an odd
lot order’s working price may be adjusted consistent
with the terms of the order. However, an arriving
odd-lot order would not be assigned a working
price that would be inferior to the price at which
the arriving odd lot order would be displayed.
PO 00000
Frm 00048
Fmt 4703
Sfmt 4703
33523
displayed and Priority 2—Display
Orders, would govern its ranking for
purposes of a trade at its different,
inferior working price.6 This ranking
would differ from the Exchange’s
general rule that an order is ranked
based on its working price.7 However,
the Exchange believes that if the display
price of an order is better than its
working price, such order has already
demonstrated a public willingness to
trade at a more aggressive price because
it continues to be published in a market
data feed at the more aggressive display
price.8 In such case, the order should
receive the benefit of the ranking (both
price and priority category) associated
with its better display price when
determining how that order would be
traded at its working price. In other
words, an odd-lot order with a better
display price than its working price
would not be ranked based on its
working price, including that it would
not be assigned Priority 3—Non-Display
Orders at its working price.
The Exchange further believes that if
an odd-lot order is assigned a new
working price that is worse than its
display price, such order should not be
assigned a new working time. In other
words, when trading at its working
price, its time ranking would be based
on the working time associated with its
display price.9 Maintaining the original
working time of such order would
ensure that it maintains its original
ranking, even if it trades at a different
price.
To effect this change, the Exchange
proposes to amend Rule 7.38E(b)(1) to
provide that an odd-lot order ranked
Priority 2—Display Orders would not be
assigned a new working time if its
working price is adjusted under Rule
7.38E(b)(1). In addition, if the display
price of an odd lot order to buy (sell) is
above (below) its working price, it
would be ranked based on its display
price.10
6 As described in Rule 7.36E(c), an order is ranked
based on price, priority category, and time. Such
ranking is only applicable once an order is resting
on the Exchange Book.
7 Rule 7.36E(d) provides that all orders are ranked
based on the working price of the order. Rule
7.36E(e)(3) generally provides that non-marketable
orders for which the working price is not displayed
have third priority behind Market Orders and nonmarketable Limit Orders that are displayed at their
working price. This proposed rule change would be
an exception to these rules.
8 See Rule 7.36E(b)(1) (odd-lot sized orders are
considered displayed for ranking purposes).
9 Rule 7.36E(f)(2) provides that an order is
assigned a new working time any time the working
price of the order changes. This proposed rule
change would be an exception to this general rule.
10 For example, assume the PBBO is 10.07 × 10.10
and the Exchange receives orders ranked Priority
E:\FR\FM\20JYN1.SGM
Continued
20JYN1
33524
Federal Register / Vol. 82, No. 138 / Thursday, July 20, 2017 / Notices
Because once on Pillar, the Exchange
would trade an odd lot order with a
display price better than its working
price trades in this manner [sic], these
changes will be in effect when the
Exchange implements Pillar.
asabaliauskas on DSKBBXCHB2PROD with NOTICES
2. Statutory Basis
The proposed rule change is
consistent with Section 6(b) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),11 in general, and furthers the
objectives of Section 6(b)(5),12 in
particular, because it is designed to
prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, to foster
cooperation and coordination with
persons engaged in facilitating
transactions in securities, to remove
impediments to, and perfect the
mechanism of, a free and open market
and a national market system and, in
general, to protect investors and the
public interest.
Specifically, the Exchange believes
that the proposed rule change would
remove impediments to and perfect the
mechanism of a free and open market
and a national market system because
the Exchange believes that an order that
has been displayed should receive the
benefit of the ranking of that displayed
price if it trades at a less aggressive
working price. This scenario would only
occur if a resting odd-lot order has been
displayed at a price, and then an Away
Market PBBO crosses that price and
then the working price of that order is
adjusted to a price inferior to its display
price. In such case, while the odd lot
order would be executed at its working
price, because it was both willing to
trade at a better price and is still
displayed at that better price, the
Exchange proposes that it would be
ranked based on its display price for
purposes of its execution at the working
price. If the PBBO had not crossed the
odd-lot order, such order would have
had the benefit of the ranking based on
its display price and the Exchange
believes it would be consistent with the
2—Display Orders in the following sequence: T1 to
buy 25 shares displayed at 10.08, T2 to buy 25
shares displayed at 10.09, T3 to buy 25 shares
displayed at 10.08, and T4 to buy 100 shares
displayed at 10.07. Assume next that the PBO
changes to 10.07. The working price of T1, T2, and
T3 will be adjusted to 10.07, but they would keep
their original working time. Next, the Exchange
receives an incoming order to sell 100 shares at
10.07. The Exchange would trade the incoming
order with the resting orders in the following
sequence: T2, T1, T3, and then T4 would be
allocated the remaining 25 shares. T2 would trade
before T1 because it has a better price ranking based
on its display price. If the incoming order to sell
were for 50 shares, only T2 and T1 would trade.
11 15 U.S.C. 78f(b).
12 15 U.S.C. 78f(b)(5).
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18:50 Jul 19, 2017
Jkt 241001
protection of investors and the public
for the odd-lot order to retain such
ranking when its working price is
moved to an inferior price. The
Exchange further believes that the
proposed rule change would promote
fair and orderly markets that would
protect investors and the public interest
because it would to [sic] promote the
display of liquidity by ensuring that a
displayed odd lot order maintains its
ranking even if it trades at a less
aggressive price.
The Exchange further 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 promote transparency in
Exchange rules and reduce potential
confusion regarding how an odd-lot
order would be ranked and execute in
the limited scenario when the display
price of a resting odd lot has been
crossed, and it has been assigned a
working price inferior to its display
price.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
Exchange believes that the proposed
rule change is not designed to address
any competitive issues but rather to
provide an incentive for market
participants to enter aggressively-priced
displayed liquidity.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were solicited
or received with respect to the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the 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 13 and Rule 19b–
4(f)(6) thereunder.14
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). The Commission has
waived the requirement under Rule 19b–4(f)(6)(iii)
that the Exchange provide it with written notice of
its intent to file the proposed rule change, along
PO 00000
13 15
14 17
Frm 00049
Fmt 4703
Sfmt 4703
A proposed rule change filed
pursuant to Rule 19b–4(f)(6) under the
Act 15 normally does not become
operative for 30 days after the date of its
filing. However, Rule 19b–4(f)(6)(iii) 16
permits the Commission to designate a
shorter time if such action is consistent
with the protection of investors and the
public interest. The Exchange has asked
the Commission to waive the 30-day
operative delay. The Exchange
represents that it anticipates beginning
the migration of symbols to Pillar on
July 24, 2017. Waiver of the 30-day
operative delay would allow the
Exchange to implement the proposed
rule change concurrently with the
commencement of its migration of
symbols to Pillar, and thus reduce any
potential for confusion of how odd-lot
orders would be processed on the new
trading platform. Accordingly, the
Commission finds that waiving the 30day operative delay is consistent with
the protection of investors and the
public interest and designates the
proposal operative upon filing.17
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: (i) Necessary or appropriate in
the public interest; (ii) for the protection
of investors; or (iii) otherwise in
furtherance of the purposes of the Act.
If the Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
change should be approved or
disapproved.
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–2017–44 on the subject line.
with a brief description and the text of the proposed
rule change, at least five business days prior to the
date of the filing of the proposed rule change, or
such shorter time as designated by the Commission.
15 17 CFR 240.19b–4(f)(6).
16 17 CFR 240.19b–4(f)(6)(iii).
17 For purposes only of waiving the 30-day
operative delay, the Commission has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. 15 U.S.C. 78c(f).
E:\FR\FM\20JYN1.SGM
20JYN1
Federal Register / Vol. 82, No. 138 / Thursday, July 20, 2017 / 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–2017–44. 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–2017–44 and should be
submitted on or before August 10, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.18
Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2017–15191 Filed 7–19–17; 8:45 am]
asabaliauskas on DSKBBXCHB2PROD with NOTICES
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–81152; File No. SR–
BatsBZX–2017–45]
Self-Regulatory Organizations; Bats
BZX Exchange, Inc.; Notice of Filing
and Immediate Effectiveness of a
Proposed Rule Change to BZX Rule
14.13, Company Listing Fees, To
Amend the Fees Applicable to
Securities Listed on the Exchange
July 14, 2017.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on July 3,
2017, 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, II and III
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 proposed rule
change to amend the fees applicable to
securities listed on the Exchange, which
are set forth in Exchange Rule 14.13.
Changes to the Exchange’s fees pursuant
to this proposal are effective upon filing.
The text of the proposed rule change
is available at the Exchange’s Web site
at www.bats.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
Exchange has prepared summaries, set
forth in Sections A, B, and C below, of
the most significant parts of such
statements.
1 15
18 17
CFR 200.30–3(a)(12).
VerDate Sep<11>2014
18:50 Jul 19, 2017
2 17
Jkt 241001
PO 00000
U.S.C. 78s(b)(1).
CFR 240.19b–4.
Frm 00050
Fmt 4703
Sfmt 4703
33525
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
On August 30, 2011, the Exchange
received approval of rules applicable to
the qualification, listing, and delisting
of companies on the Exchange,3 which
it modified on February 8, 2012 in order
to adopt pricing for the listing of
exchange traded products (‘‘ETPs’’) 4 on
the Exchange,5 which it subsequently
modified again on June 4, 2014.6 On
October 16, 2014, the Exchange
modified Rule 14.13, ‘‘Company Listing
Fees,’’ to eliminate the annual fees for
ETPs not participating in the Exchange’s
Competitive Liquidity Provider Program
pursuant to Rule 11.8, Interpretations
and Policies .02 (the ‘‘CLP Program’’).7
On May 22, 2015, the Exchange further
modified Rule 14.13 to eliminate the
application fee for ETPs, effectively
eliminating any compulsory fees for
both new ETP issues and transfer
listings onto the Exchange.8 On
September 30, 2015, the Exchange began
offering an incentive payment to ETPs
that are listed on the Exchange based on
the consolidated average daily volume
(the ‘‘CADV’’) of the ETP (the ‘‘Issuer
Incentive Program’’).9 The Exchange
subsequently made an administrative
change to the Issuer Incentive Program
that required an issuer to enroll in order
to receive payment.10
The Exchange submits this proposal
to decommission the Issuer Incentive
Program. Currently, under Exchange
Rule 14.13(b)(2)(C), the issuer of each
class of securities that is a domestic or
foreign issue listed on the Exchange as
an ETP is eligible to receive payments
from the Exchange on a quarterly basis
based on the CADV of the ETP for each
trading day of the preceding calendar
3 See Securities Exchange Act Release No. 65225
(August 30, 2011), 76 FR 55148 (September 6, 2011)
(SR–BATS–2011–018).
4 As defined in Exchange Rule 11.8(e)(1)(A), the
term ‘‘ETP’’ means any security listed pursuant to
Exchange Rule 14.11.
5 See Securities Exchange Act Release No. 66422
(February 17, 2012), 77 FR 11179 (February 24,
2012) (SR–BATS–2012–010).
6 See Securities Exchange Act Release No. 72377
(June 12, 2014), 79 FR 34822 (June 18, 2014) (SR–
BATS–2014–024).
7 See Securities Exchange Act Release No. 73414
(October 23, 2014), 79 FR 64434 (October 29, 2014)
(SR–BATS–2014–050).
8 See Securities Exchange Act Release No. 75085
(June 1, 2015), 80 FR 32190 (June 5, 2015) (SR–
BATS–2015–39).
9 See Securities Exchange Act Release No. 76113
(October 8, 2015), 80 FR 62142 (October 15, 2015)
(SR–BATS–2015–80).
10 See Securities Exchange Act Release No. 77960
(June 1, 2016), 81 FR 36632 (June 7, 2016) (SR–
BatsBZX–2016–20).
E:\FR\FM\20JYN1.SGM
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Agencies
[Federal Register Volume 82, Number 138 (Thursday, July 20, 2017)]
[Notices]
[Pages 33523-33525]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-15191]
=======================================================================
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-81146; File No. SR-NYSEMKT-2017-44]
Self-Regulatory Organizations; NYSE MKT LLC; Notice of Filing and
Immediate Effectiveness of Proposed Rule Change To Amend Rule 7.38E To
Specify the Ranking of an Odd Lot Order That Has a Display Price That
Is Better Than Its Working Price
July 14, 2017.
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 June 30, 2017, 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 Rule 7.38E (Odd and Mixed Lots) to
specify the ranking of an odd lot order that has a display price that
is better than its working price. 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 Rule 7.38E (Odd and Mixed Lots) to
specify the ranking of an odd lot order that has a display price that
is better than its working price.
Rule 7.38E provides that the working price of an odd lot order will
be adjusted both on arrival and when resting on the Exchange Book based
on the limit price of the order as follows:
If the limit price of an odd lot order is equal to or
worse than the contra-side PBBO, it will have a working price equal to
the limit price.
If the limit price of an odd lot order is better than the
contra-side PBBO, it will have a working price equal to the contra-side
PBBO.
If the PBBO is crossed, the odd lot order will have a
working price equal to the same-side PBB or PBO.
By moving the working price, an odd lot order to buy (sell) will
not trade at a price above (below) the PBO (PBB), or if the PBBO is
crossed, above (below) the PBB (PBO). In either case, if the odd lot
order is ranked Priority 2--Display Orders,\4\ its display price would
not change when its working price is adjusted.
---------------------------------------------------------------------------
\4\ As described in Rule 7.36E(e)(2), Priority 2--Display Orders
are non-marketable Limit Orders with a displayed working price.
---------------------------------------------------------------------------
Exchange rules are currently silent regarding how a resting odd lot
order that has a display price that is better than its working price
would be ranked for trading at that working price.\5\ This scenario
would only occur if a resting odd lot order is displayed at a price,
and then an Away Market PBBO crosses that display price. In that
limited scenario, pursuant to Rule 7.38E(b)(1) described above, the
working price of the odd-lot order would be adjusted to a price
inferior to the display price, but it would remain displayed at the now
crossed price.
---------------------------------------------------------------------------
\5\ Pursuant to Rule 7.38E(b)(1), on arrival, an odd lot order's
working price may be adjusted consistent with the terms of the
order. However, an arriving odd-lot order would not be assigned a
working price that would be inferior to the price at which the
arriving odd lot order would be displayed.
---------------------------------------------------------------------------
The Exchange proposes to specify that in such case, the ranking and
priority category applicable to such an order at its display [sic],
i.e., the price it is displayed and Priority 2--Display Orders, would
govern its ranking for purposes of a trade at its different, inferior
working price.\6\ This ranking would differ from the Exchange's general
rule that an order is ranked based on its working price.\7\ However,
the Exchange believes that if the display price of an order is better
than its working price, such order has already demonstrated a public
willingness to trade at a more aggressive price because it continues to
be published in a market data feed at the more aggressive display
price.\8\ In such case, the order should receive the benefit of the
ranking (both price and priority category) associated with its better
display price when determining how that order would be traded at its
working price. In other words, an odd-lot order with a better display
price than its working price would not be ranked based on its working
price, including that it would not be assigned Priority 3--Non-Display
Orders at its working price.
---------------------------------------------------------------------------
\6\ As described in Rule 7.36E(c), an order is ranked based on
price, priority category, and time. Such ranking is only applicable
once an order is resting on the Exchange Book.
\7\ Rule 7.36E(d) provides that all orders are ranked based on
the working price of the order. Rule 7.36E(e)(3) generally provides
that non-marketable orders for which the working price is not
displayed have third priority behind Market Orders and non-
marketable Limit Orders that are displayed at their working price.
This proposed rule change would be an exception to these rules.
\8\ See Rule 7.36E(b)(1) (odd-lot sized orders are considered
displayed for ranking purposes).
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The Exchange further believes that if an odd-lot order is assigned
a new working price that is worse than its display price, such order
should not be assigned a new working time. In other words, when trading
at its working price, its time ranking would be based on the working
time associated with its display price.\9\ Maintaining the original
working time of such order would ensure that it maintains its original
ranking, even if it trades at a different price.
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\9\ Rule 7.36E(f)(2) provides that an order is assigned a new
working time any time the working price of the order changes. This
proposed rule change would be an exception to this general rule.
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To effect this change, the Exchange proposes to amend Rule
7.38E(b)(1) to provide that an odd-lot order ranked Priority 2--Display
Orders would not be assigned a new working time if its working price is
adjusted under Rule 7.38E(b)(1). In addition, if the display price of
an odd lot order to buy (sell) is above (below) its working price, it
would be ranked based on its display price.\10\
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\10\ For example, assume the PBBO is 10.07 x 10.10 and the
Exchange receives orders ranked Priority 2--Display Orders in the
following sequence: T1 to buy 25 shares displayed at 10.08, T2 to
buy 25 shares displayed at 10.09, T3 to buy 25 shares displayed at
10.08, and T4 to buy 100 shares displayed at 10.07. Assume next that
the PBO changes to 10.07. The working price of T1, T2, and T3 will
be adjusted to 10.07, but they would keep their original working
time. Next, the Exchange receives an incoming order to sell 100
shares at 10.07. The Exchange would trade the incoming order with
the resting orders in the following sequence: T2, T1, T3, and then
T4 would be allocated the remaining 25 shares. T2 would trade before
T1 because it has a better price ranking based on its display price.
If the incoming order to sell were for 50 shares, only T2 and T1
would trade.
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[[Page 33524]]
Because once on Pillar, the Exchange would trade an odd lot order
with a display price better than its working price trades in this
manner [sic], these changes will be in effect when the Exchange
implements Pillar.
2. Statutory Basis
The proposed rule change is consistent with Section 6(b) of the
Securities Exchange Act of 1934 (the ``Act''),\11\ in general, and
furthers the objectives of Section 6(b)(5),\12\ in particular, because
it is designed to prevent fraudulent and manipulative acts and
practices, to promote just and equitable principles of trade, to foster
cooperation and coordination with persons engaged in facilitating
transactions in securities, to remove impediments to, and perfect the
mechanism of, a free and open market and a national market system and,
in general, to protect investors and the public interest.
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\11\ 15 U.S.C. 78f(b).
\12\ 15 U.S.C. 78f(b)(5).
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Specifically, the Exchange believes that the proposed rule change
would remove impediments to and perfect the mechanism of a free and
open market and a national market system because the Exchange believes
that an order that has been displayed should receive the benefit of the
ranking of that displayed price if it trades at a less aggressive
working price. This scenario would only occur if a resting odd-lot
order has been displayed at a price, and then an Away Market PBBO
crosses that price and then the working price of that order is adjusted
to a price inferior to its display price. In such case, while the odd
lot order would be executed at its working price, because it was both
willing to trade at a better price and is still displayed at that
better price, the Exchange proposes that it would be ranked based on
its display price for purposes of its execution at the working price.
If the PBBO had not crossed the odd-lot order, such order would have
had the benefit of the ranking based on its display price and the
Exchange believes it would be consistent with the protection of
investors and the public for the odd-lot order to retain such ranking
when its working price is moved to an inferior price. The Exchange
further believes that the proposed rule change would promote fair and
orderly markets that would protect investors and the public interest
because it would to [sic] promote the display of liquidity by ensuring
that a displayed odd lot order maintains its ranking even if it trades
at a less aggressive price.
The Exchange further 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 promote
transparency in Exchange rules and reduce potential confusion regarding
how an odd-lot order would be ranked and execute in the limited
scenario when the display price of a resting odd lot has been crossed,
and it has been assigned a working price inferior to its display price.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition that is not necessary or appropriate
in furtherance of the purposes of the Act. The Exchange believes that
the proposed rule change is not designed to address any competitive
issues but rather to provide an incentive for market participants to
enter aggressively-priced displayed liquidity.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were solicited or received with respect to the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the 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 \13\ and Rule 19b-
4(f)(6) thereunder.\14\
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\13\ 15 U.S.C. 78s(b)(3)(A).
\14\ 17 CFR 240.19b-4(f)(6). The Commission has waived the
requirement under Rule 19b-4(f)(6)(iii) that the Exchange provide it
with written notice of its intent to file the proposed rule change,
along with a brief description and the text of the proposed rule
change, at least five business days prior to the date of the filing
of the proposed rule change, or such shorter time as designated by
the Commission.
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A proposed rule change filed pursuant to Rule 19b-4(f)(6) under the
Act \15\ normally does not become operative for 30 days after the date
of its filing. However, Rule 19b-4(f)(6)(iii) \16\ permits the
Commission to designate a shorter time if such action is consistent
with the protection of investors and the public interest. The Exchange
has asked the Commission to waive the 30-day operative delay. The
Exchange represents that it anticipates beginning the migration of
symbols to Pillar on July 24, 2017. Waiver of the 30-day operative
delay would allow the Exchange to implement the proposed rule change
concurrently with the commencement of its migration of symbols to
Pillar, and thus reduce any potential for confusion of how odd-lot
orders would be processed on the new trading platform. Accordingly, the
Commission finds that waiving the 30-day operative delay is consistent
with the protection of investors and the public interest and designates
the proposal operative upon filing.\17\
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\15\ 17 CFR 240.19b-4(f)(6).
\16\ 17 CFR 240.19b-4(f)(6)(iii).
\17\ For purposes only of waiving the 30-day operative delay,
the Commission has considered the proposed rule's impact on
efficiency, competition, and capital formation. 15 U.S.C. 78c(f).
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At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is: (i)
Necessary or appropriate in the public interest; (ii) for the
protection of investors; or (iii) otherwise in furtherance of the
purposes of the Act. If the Commission takes such action, the
Commission shall institute proceedings to determine whether the
proposed rule change should be approved or disapproved.
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-2017-44 on the subject line.
[[Page 33525]]
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-2017-44. 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-2017-44 and should
be submitted on or before August 10, 2017.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\18\
Jill M. Peterson,
Assistant Secretary.
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\18\ 17 CFR 200.30-3(a)(12).
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[FR Doc. 2017-15191 Filed 7-19-17; 8:45 am]
BILLING CODE 8011-01-P