Sunshine Act Meeting; Cancellation, 71118 [2020-24811]
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71118
Federal Register / Vol. 85, No. 216 / Friday, November 6, 2020 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
J. Matthew DeLesDernier,
Assistant Secretary.
[FR Doc. 2020–24634 Filed 11–5–20; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
Sunshine Act Meeting; Cancellation
FEDERAL REGISTER CITATION OF PREVIOUS
ANNOUNCEMENT: 85 FR 69370, November
2, 2020.
PREVIOUSLY ANNOUNCED TIME AND DATE OF
THE MEETING: Wednesday, November 4,
2020 at 2:00 p.m.
The Closed
Meeting scheduled for Wednesday,
November 4, 2020 at 2:00 p.m., has been
cancelled.
CHANGES IN THE MEETING:
CONTACT PERSON FOR MORE INFORMATION:
For further information; please contact
Vanessa A. Countryman from the Office
of the Secretary at (202) 551–5400.
Dated: November 4, 2020.
Vanessa A. Countryman,
Secretary.
[FR Doc. 2020–24811 Filed 11–4–20; 11:15 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–90311; File No. SR–
NYSEArca–2020–92]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing of Proposed
Rule Change To Amend Rule 7.31–E
November 2, 2020.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934
(‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that on October
20, 2020, NYSE Arca, Inc. (‘‘NYSE
Arca’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the self-regulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
10 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
1 15
VerDate Sep<11>2014
19:00 Nov 05, 2020
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
Rule 7.31–E to cancel ALO Orders that
lock displayed interest. The proposed
change is available on the Exchange’s
website 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 7.31–E (Orders and Modifiers) to
provide that ALO Orders that lock
displayed interest would be cancelled.
Specifically, the Exchange proposes to
amend Rules 7.31–E(e)(2), which
describes how the Exchange processes
ALO Orders, and 7.31–E(e)(3)(D), which
describes how the Exchange processes
Day ISO ALO Orders. Currently, under
Rule 7.31–E(e)(2)(B)(iii), an arriving
ALO Order to buy (sell) with a limit
price that would lock a displayed order
priced equal to or below (above) the
PBO (PBB) on the NYSE Arca Book will
be assigned a working price and display
price one minimum price variation
(‘‘MPV’’) below (above) the displayed
order. Day ISO ALO Orders that would
lock displayed interest on the NYSE
Arca Book are processed in the same
manner.4 The Exchange proposes to
amend these rules to provide that
arriving ALO and Day ISO ALO Orders
with a limit price that would lock
displayed interest on the NYSE Arca
Book would be cancelled.
To effect this change, the Exchange
proposes to delete the portion of Rule
7.31–E(e)(2)(B)(iii) providing that an
ALO Order that locks displayed interest
will be ‘‘assigned a working price and
4 See
Jkt 253001
PO 00000
Rule 7.31–E(e)(3)(D)(ii).
Frm 00072
Fmt 4703
Sfmt 4703
display price one MPV below (above)
the displayed order on the NYSE Arca
Book’’ and instead provide that such
order would be cancelled. In addition,
to simplify the rule text, the Exchange
proposes to combine Rule 7.31–
E(e)(2)(B)(iii), as revised, into Rule 7.31–
E(e)(2)(B)(ii). Proposed amended Rule
7.31–E(e)(2)(B)(ii) would thus provide:
If the limit price of the ALO Order to buy
(sell) crosses the working price of any
displayed or non-displayed order on the
NYSE Arca Book priced equal to or below
(above) the PBO (PBB), it will trade as the
liquidity taker with such order(s). Any
untraded quantity of the ALO Order will
have a working price equal to the PBO (PBB)
and a display price one MPV below (above)
the PBO (PBB), provided that if the limit
price of the ALO Order to buy (sell) locks the
display price of any order ranked Priority 2—
Display Orders on the NYSE Arca Book
priced equal to or below (above) the PBO
(PBB), it will be cancelled.
The Exchange also proposes the
following conforming changes to Rules
7.31–E(e)(2)(B) and 7.31–E(e)(2)(C) to
reflect the proposed change to how ALO
Orders that lock displayed interest
would be handled:
• The Exchange proposes to
renumber current Rule 7.31–
E(e)(2)(B)(iv) as 7.31–E(e)(2)(B)(iii) to
accommodate the proposed combination
of current Rules 7.31–E(e)(2)(B)(ii) and
7.31–E(e)(2)(B)(iii), as described above.
• The Exchange proposes to replace
introductory references providing that
an ALO Order will be ‘‘priced’’ or
‘‘priced or trade, or both,’’ with the
phrase ‘‘will be processed’’ in Rules
7.31–E(e)(2)(B), 7.31–E(e)(2)(B)(iv)(a)
(which would become Rule 7.31–
E(e)(2)(B)(iii)(a) after renumbering),
7.31–E(e)(2)(C), and 7.31–E(e)(2)(C)(i).
The Exchange proposes to use the term
‘‘processed’’ because some ALO Orders
would be cancelled (and therefore not
priced or traded).
• The Exchange proposes to
renumber current Rule 7.31–
E(e)(2)(B)(v) as 7.31–E(e)(2)(B)(iv) to
accommodate the proposed combination
of current Rules 7.31–E(e)(2)(B)(ii) and
7.31–E(e)(2)(B)(iii), as described above.
• The Exchange further proposes to
revise Rule 7.31–E(e)(2)(C)(i) to delete
the reference to orders ranked Priority
2—Display Orders because, as noted
above, an ALO Order would no longer
be repriced based on contra-side Priority
2—Display Orders and instead would be
cancelled. Accordingly, the only time a
resting ALO Order would be repriced is
if the contra-side PBBO re-prices.
The Exchange proposes to amend
Rule 7.31–E(e)(3)(D) to align the rules
governing Day ISO ALOs with the
proposed changes to ALO Orders.
E:\FR\FM\06NON1.SGM
06NON1
Agencies
[Federal Register Volume 85, Number 216 (Friday, November 6, 2020)]
[Notices]
[Page 71118]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2020-24811]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
Sunshine Act Meeting; Cancellation
FEDERAL REGISTER CITATION OF PREVIOUS ANNOUNCEMENT: 85 FR 69370,
November 2, 2020.
PREVIOUSLY ANNOUNCED TIME AND DATE OF THE MEETING: Wednesday, November
4, 2020 at 2:00 p.m.
CHANGES IN THE MEETING: The Closed Meeting scheduled for Wednesday,
November 4, 2020 at 2:00 p.m., has been cancelled.
CONTACT PERSON FOR MORE INFORMATION: For further information; please
contact Vanessa A. Countryman from the Office of the Secretary at (202)
551-5400.
Dated: November 4, 2020.
Vanessa A. Countryman,
Secretary.
[FR Doc. 2020-24811 Filed 11-4-20; 11:15 am]
BILLING CODE 8011-01-P