Notice2022-06382

Self-Regulatory Organizations; New York Stock Exchange LLC; Order Instituting Proceedings To Determine Whether To Approve or Disapprove a Proposed Rule Change To Amend the Provisions of NYSE Rule 7.35B

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Published
March 28, 2022

Issuing agencies

Securities and Exchange Commission

Full Text

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<title>Federal Register, Volume 87 Issue 59 (Monday, March 28, 2022)</title>
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[Federal Register Volume 87, Number 59 (Monday, March 28, 2022)]
[Notices]
[Pages 17346-17347]
From the Federal Register Online via the Government Publishing Office [<a href="http://www.gpo.gov">www.gpo.gov</a>]
[FR Doc No: 2022-06382]


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SECURITIES AND EXCHANGE COMMISSION

[Release No. 34-94483; File No. SR-NYSE-2021-74]


Self-Regulatory Organizations; New York Stock Exchange LLC; Order 
Instituting Proceedings To Determine Whether To Approve or Disapprove a 
Proposed Rule Change To Amend the Provisions of NYSE Rule 7.35B

March 22, 2022.

I. Introduction

    On December 14, 2021, New York Stock Exchange LLC (``NYSE'' or 
``Exchange'') filed with the Securities and Exchange Commission 
(``Commission'') pursuant to Section 19(b)(1) of the Securities 
Exchange Act of 1934 (``Act'') \1\ and Rule 19b-4 thereunder,\2\ a 
proposed rule change to amend NYSE Rule 7.35B relating to the 
cancellation of MOC, LOC, and Closing IO Orders before the Closing 
Auction. The proposed rule change was published for comment in the 
Federal Register on December 29, 2021.\3\ On February 8, 2022, pursuant 
to Section 19(b)(2) of the Act,\4\ the Commission extended the time 
period within which to approve the proposed rule change, disapprove the 
proposed rule change, or institute proceedings to determine whether to 
approve or disapprove the proposed change.\5\ The Commission has 
received no comment letters on the proposed rule change.
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    \1\ 15 U.S.C. 78s(b)(1).
    \2\ 17 CFR 240.19b-4.
    \3\ See Securities Exchange Act Release No. 93849 (Dec. 22, 
2021), 86 FR 74204 (Dec. 29, 2021 (``Notice'').
    \4\ 15 U.S.C. 78s(b)(2).
    \5\ See Securities Exchange Act Release No. 94181, (Feb. 8, 
2022), 87 FR 8305 (Feb. 14, 2022).
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    This order institutes proceedings under Section 19(b)(2)(B) of the 
Act \6\ to determine whether to approve or disapprove the proposed rule 
change.
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    \6\ 15 U.S.C. 78s(b)(2)(B).
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II. Description of the Proposal

    The Exchange proposes to modify NYSE Rule 7.35B(f)(2), which sets 
forth rules pertaining to the cancellation of MOC, LOC, and Closing IO 
Orders before the Closing Auction Imbalance Freeze, and to make 
conforming changes to NYSE Rule 7.35B(j)(2)(B).
    NYSE Rule 7.35B(f) provides that the Auction Imbalance Freeze for 
the Closing Auction will begin at the Closing Auction Imbalance Freeze 
Time and specifies how order entry and cancellation will be processed 
during the Closing Auction Imbalance Freeze.\7\ NYSE Rule 
7.35B(f)(2)(A) currently provides that, between the beginning of the 
Auction Imbalance Freeze and two minutes before the scheduled end of 
the Core Trading Hours, MOC, LOC, and Closing IO Orders \8\ may be 
canceled or reduced in size only to correct a Legitimate Error.\9\ NYSE 
Rule 7.35B(f)(2)(B) currently specifies that, except as provided for in 
NYSE Rule 7.35B(j)(2)(B),\10\ a request to cancel, cancel and replace, 
or reduce in size a MOC, LOC, or Closing IO Order entered two minutes 
or less before the scheduled end of the Core Trading Hours will be 
rejected.
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    \7\ The ``Auction Imbalance Freeze'' is the period that begins 
before the scheduled time for an Auction. See NYSE Rule 7.35(a)(3). 
``Auction'' means the process for the opening, reopening, or closing 
of the trading of Auction-Eligible Securities on the Exchange, and 
an ``Auction-Eligible Security'' is a security for which the 
Exchange is the primary listing market. See NYSE Rules 7.35(a)(1) 
and 7.35(a)(2). The ``Closing Auction'' is the Auction that closes 
trading at the end of the Core Trading Session, and the ``Closing 
Auction Imbalance Freeze Time'' is 10 minutes before the scheduled 
end of Core Trading Hours. See NYSE Rules 7.35(a)(1)(C) and 
7.35(a)(8).
    \8\ A ``MOC Order'' or ``Market-on-Close Order'' is a Market 
Order that is to be traded only during a closing auction. See NYSE 
Rule 7.31(c)(2)(B). A ``LOC Order'' or ``Limit-on-Close Order'' is a 
Limit Order that is to be traded only during a closing auction. See 
NYSE Rule 7.31(c)(2)(A). A ``Closing IO Order'' or ``Closing 
Imbalance Offset Order'' is a Limit Order to buy (sell) an in an 
Auction-Eligible Security that it to be traded only in a Closing 
Auction. See NYSE Rule 7.31(c)(2)(D).
    \9\ ``Legitimate Error'' means an error in any term of an order, 
such as price, number of shares, side of the transaction (buy or 
sell), or identification of the security. See NYSE Rule 7.35(a)(13).
    \10\ NYSE Rule 7.35B(j)(2)(B) currently specifies the 
circumstances under which the Exchange may temporarily suspend the 
prohibition on canceling an MOC or LOC Order in connection with the 
Closing Auction.
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    The Exchange proposes to modify NYSE Rule 7.35B(f)(2) to provide 
that any requests to cancel, cancel and replace, or reduce in size a 
MOC, LOC, or Closing IO Order that are entered between the beginning of 
the Auction Imbalance Freeze and the scheduled end of Core Trading 
Hours would be rejected. As proposed, requests to cancel, replace, and/
or reduce in size a MOC, LOC, or Closing IO Order must be received 
prior to the beginning of the Auction Imbalance Freeze (i.e., 10 
minutes prior to the scheduled end of Core Trading Hours), even in the 
case of a Legitimate Error.
    Finally, NYSE proposes to make the following conforming changes to 
make NYSE Rule 7.35B(j)(2)(B) consistent with the proposed changes 
described above: (1) Replace the reference to ``two minutes before the 
scheduled end of Core Trading Hours'' with ``the beginning of the 
Auction Imbalance Freeze,'' and (2) replace the reference to 
``paragraph (f)(2)(B)'' with ``paragraph (f)(2).'' Thus, NYSE Rule 
7.35B(j)(2)(B), as amended, would provide that the Exchange may 
temporarily suspend the prohibition on cancelling an MOC or LOC Order 
after the beginning of the Auction Imbalance Freeze (as such 
prohibition would be set forth in NYSE Rule 7.35B(f)(2), as amended).

III. Proceedings To Determine Whether To Disapprove SR-NYSE-2021-74 and 
Grounds for Disapproval Under Consideration

    The Commission is instituting proceedings pursuant to Section 
19(b)(2)(B) of the Act to determine whether the proposal should be 
approved or disapproved. Institution of such proceedings is appropriate 
at this time in view of the legal and policy issues raised by the 
proposal. Institution of disapproval proceedings does not indicate that 
the Commission has reached any conclusions with respect to any of the 
issues involved. Rather, the Commission encourages interested persons 
to provide additional comment on the proposal.
    Pursuant to Section 19(b)(2)(B) of the Act, the Commission is 
providing notice of the grounds for disapproval under consideration. 
The Commission is instituting proceedings to allow for additional 
analysis of the proposed rule change's consistency with the Act \11\ 
and, in particular, with Section 6(b)(5) of the Act, which requires, 
among other things, that the rules of a national securities exchanges 
be designed to prevent fraudulent and manipulative acts and practices, 
to promote just and equitable principles of trade, 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.\12\ In addition, Section 6(b)(5) of the Act \13\ 
prohibits the rules

[[Page 17347]]

of an exchange from being designed to permit unfair discrimination 
between customers, issuers, brokers, or dealers. Further, Section 
6(b)(8) of the Act requires that the rules of an exchange not impose 
any burden on competition that is not necessary or appropriate under 
the Act.\14\
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    \11\ 15 U.S.C. 78s(b)(2)(B).
    \12\ 15 U.S.C. 78f(b)(5).
    \13\ 15 U.S.C. 78f(b)(5).
    \14\ 15 U.S.C. 78f(b)(8).
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    The Exchange's proposal would change how cancellation of MOC, LOC, 
and Closing IO Orders would be handled under NYSE Rule 7.35(B)(f)(2) 
with respect to the NYSE Closing Auction. The Commission notes that the 
Exchange has separately proposed a different set of changes to its 
Closing Auction process and that the other proposal is currently in 
proceedings before the Commission.\15\ The Commission believes that it 
is appropriate to institute proceedings to allow for additional 
analysis and input concerning the instant proposed rule change's 
consistency with requirements of the Act and to evaluate this proposed 
rule change in light of other pending proposed changes to the Closing 
Auction.
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    \15\ See Securities Exchange Act Release No. 93037 (Sept. 16, 
2021), 86 FR 52719 (Sept. 22, 2021) (SR-NYSE-2021-44) (Notice); 
Securities Exchange Act Release No. 93809 (Dec. 17, 2021), 86 FR 
73060 (Dec. 23, 2021) (Order Instituting Proceedings).
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IV. Procedure: Request for Written Comments

    The Commission requests that interested persons provide written 
submissions of their views, data, and arguments with respect to the 
issues identified above, as well as any other concerns they may have 
with the proposal. In particular, the Commission invites the written 
views of interested persons concerning whether the proposal is 
consistent with Section 6(b)(5) or any other provision of the Act, or 
the rules and regulation thereunder. Although there do not appear to be 
any issues relevant to approval or disapproval that would be 
facilitated by an oral presentation of views, data, and arguments, the 
Commission will consider, pursuant to Rule 19b-4 under the Act,\16\ any 
request for an opportunity to make an oral presentation.\17\
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    \16\ 17 CFR 240.19b-4.
    \17\ Rule 700(c)(2) of the Commission's Rules of Practice 
provides that ``[t]he Commission, in its sole discretion, may 
determine whether any issues relevant to approval or disapproval 
would be facilitated by the opportunity for an oral presentation of 
views.'' 17 CFR 201.700(c)(2).
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    Interested persons are invited to submit written data, views, and 
arguments regarding whether the proposal should be approved or 
disapproved by April 18, 2022. Any person who wishes to file a rebuttal 
to any other person's submission must file that rebuttal by May 2, 
2022. The Commission asks that commenters address the sufficiency of 
the Exchange's statements in support of the proposal which are set 
forth in the Notice, in addition to any other comments they may wish to 
submit about the proposed change. Comments may be submitted by any of 
the following methods:

Electronic Comments

    <bullet> Use the Commission's internet comment form (<a href="http://www.sec.gov/rules/sro.shtml">http://www.sec.gov/rules/sro.shtml</a>); or
    <bullet> Send an email to <a href="/cdn-cgi/l/email-protection#cfbdbaa3aae2aca0a2a2aaa1bbbc8fbcaaace1a8a0b9"><span class="__cf_email__" data-cfemail="e89a9d848dc58b8785858d869c9ba89b8d8bc68f879e">[email&#160;protected]</span></a>. Please include 
File Number SR-NYSE-2021-74 on the subject line.

Paper Comments

    <bullet> Send paper comments in triplicate to Secretary, Securities 
and Exchange Commission, 100 F Street NE, Washington, DC 20549-1090.

All submissions should refer to File Number SR-NYSE-2021-74. 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 website (<a href="http://www.sec.gov/rules/sro.shtml">http://www.sec.gov/rules/sro.shtml</a>). 
Copies of the submission, all subsequent amendments, all written 
statements with respect to the proposal that are filed with the 
Commission, and all written communications relating to the proposal 
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 website 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 filings also will be available for inspection 
and copying at the principal office of the Exchange. All comments 
received will be posted without change. Persons submitting comments are 
cautioned that we do not redact or edit personal identifying 
information from comment submissions. You should submit only 
information that you wish to make available publicly.
    All submissions should refer to File Number SR-NYSE-2021-74 and 
should be submitted on or before April 18, 2022. Rebuttal comments 
should be submitted by May 2, 2022.
    For the Commission, by the Division of Trading and Markets, 
pursuant to delegated authority.\18\
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    \18\ 17 CFR 200.30-3(a)(57).

J. Matthew DeLesDernier,
Assistant Secretary.
[FR Doc. 2022-06382 Filed 3-25-22; 8:45 am]
BILLING CODE 8011-01-P


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Indexed from Federal Register on March 28, 2022.

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