Self-Regulatory Organizations; New York Stock Exchange LLC; Notice of Filing of Proposed Rule Change Relating to Approval of Fee for NYSE Real-Time Trade Prices, 9817-9820 [E7-3750]
Download as PDF
Federal Register / Vol. 72, No. 42 / Monday, March 5, 2007 / Notices
will also discourage member
organizations from surrendering and
requesting licenses on a monthly basis
and thereby help reduce month-bymonth changes in the trading license
population.
2. Statutory Basis
The statutory basis for the proposed
rule change is the requirement under
section 6(b)(4) 4 of the Act that an
exchange have rules that provide for the
equitable allocation of reasonable dues,
fees, and other charges among its
members and other persons using its
facilities and the requirement under
section 6(b)(5) 5 of the Act that an
exchange have rules that are 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, in general, to protect investors and
the public interest.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change would impose
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments were neither
solicited nor received.
erjones on PRODPC74 with NOTICES
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within 35 days of the date of
publication of this notice in the Federal
Register or within such longer period (i)
as the Commission may designate up to
90 days of such date if it finds such
longer period to be appropriate and
publishes its reasons for so finding or
(ii) as to which NYSE consents, the
Commission will:
(A) By order approve such proposed
rule change, or
(B) institute proceedings to determine
whether the proposed rule change
should be 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:
4 15
5 15
U.S.C. 78f(b)(4).
U.S.C. 78f(b)(5).
VerDate Aug<31>2005
15:17 Mar 02, 2007
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–NYSE–2007–15 on the
subject line.
Paper Comments
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–55354; File No. SR–NYSE–
2007–04]
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Filing of Proposed Rule Change
Relating to Approval of Fee for NYSE
Real-Time Trade Prices
• Send paper comments in triplicate
to Nancy M. Morris, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
February 26, 2007.
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.6
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7–3743 Filed 3–2–07; 8:45 am]
the most significant aspects of such
statements.
BILLING CODE 8010–01–P
1. Purpose
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
notice is hereby given that on January
12, 2007, the New York Stock Exchange
All submissions should refer to File
LLC (‘‘NYSE’’ or ‘‘Exchange’’) filed with
Number SR–NYSE–2007–15. This file
the Securities and Exchange
Commission (‘‘Commission’’) the
number should be included on the
subject line if e-mail is used. To help the proposed rule change as described in
Items I, II, and III below, which Items
Commission process and review your
have been substantially prepared by the
comments more efficiently, please use
only one method. The Commission will NYSE. The Commission is publishing
post all comments on the Commission’s this notice to solicit comments on the
proposed rule change from interested
Internet Web site (https://www.sec.gov/
persons.
rules/sro.shtml). Copies of the
submission, all subsequent
I. Self-Regulatory Organization’s
amendments, all written statements
Statement of the Terms of Substance of
with respect to the proposed rule
the Proposed Rule Change
change that are filed with the
The Exchange proposes to establish as
Commission, and all written
a one-year pilot test NYSE Real-Time
communications relating to the
Trade Prices, a new NYSE-only market
proposed rule change between the
data service that allows a vendor to
Commission and any person, other than redistribute on a real-time basis last sale
those that may be withheld from the
prices of transactions that take place on
public in accordance with the
the Exchange (‘‘NYSE Trade Prices’’)
provisions of 5 U.S.C. 552, will be
and to establish a flat monthly fee for
available for inspection and copying in
that service.
the Commission’s Public Reference
II. Self-Regulatory Organization’s
Room. Copies of such filing also will be
Statement of the Purpose of, and
available for inspection and copying at
Statutory Basis for, the Proposed Rule
the principal office of NYSE. All
Change
comments received will be posted
In its filing with the Commission, the
without change; the Commission does
Exchange included statements
not edit personal identifying
concerning the purpose of, and basis for,
information from submissions. You
the proposed rule change and discussed
should submit only information that
any comments it received on the
you wish to make available publicly. All
proposed rule change. The text of these
submissions should refer to File
statements may be examined at the
Number SR–NYSE–2007–15 and should places specified in Item IV below. The
be submitted on or before March 26,
Exchange has prepared summaries, set
2007.
forth in sections A, B, and C below, of
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
i. The Service. The Exchange proposes
to conduct a one-year pilot program that
1 15
6 17
Jkt 211001
9817
PO 00000
CFR 200.30–3(a)(12).
Frm 00093
Fmt 4703
2 17
Sfmt 4703
U.S.C. 78s(b)(1).
CFR 240.19b–4.
E:\FR\FM\05MRN1.SGM
05MRN1
erjones on PRODPC74 with NOTICES
9818
Federal Register / Vol. 72, No. 42 / Monday, March 5, 2007 / Notices
will allow the Exchange to test the
viability of NYSE Real-Time Trade
Prices. The Exchange intends for the
NYSE Real-Time Trade Prices service to
accomplish three goals:
a. To provide a low-cost service that
will make real-time prices widely
available to many millions of casual
investors;
b. to provide vendors with a real-time
substitute for delayed prices; and
c. to relieve vendors of all
administrative burdens.
During the one-year pilot program, the
NYSE Real-Time Trade Prices service
would allow internet service providers,
traditional market data vendors, and
others (‘‘NYSE-Only Vendors’’) to make
available NYSE Trade Prices on a realtime basis.3 The NYSE Real-Time Trade
Prices information would include last
sale prices for all securities that are
traded on the Exchange. It would
include only prices. It would not
include the size of each trade and would
not include bid/asked quotations.
As with most of its market data
products, the Exchange is proposing to
conduct the one-year pilot program for
NYSE Real-Time Trade Prices to
respond to the desires of its
constituents. In this case, the product
responds to the requirements for
distribution of real-time last sale prices
over the Internet for reference purposes,
rather than as a basis for making trading
decisions. The Exchange contemplates
that internet service providers with a
substantial customer base and
traditional vendors with large numbers
of less active investors are potential
subscribers to NYSE Real-Time Trade
Prices.
Many internet service providers and
vendors distribute data to large numbers
of casual market data consumers, who
access the data in order to ‘‘get a feel’’
for the market in a security or to price
the value of a portfolio, rather than to
make investment decisions. The
Exchange has designed the NYSE RealTime Trade Prices service to appeal to
that community, significant segments of
which have historically relied upon
delayed last sale prices. That is, the
Exchange believes that NYSE Real-Time
Trade Prices will replace delayed last
sale prices for many casual investors.
During the one-year pilot program, the
Exchange will not permit NYSE-Only
Vendors to provide NYSE Trade Prices
in a context in which a trading or orderrouting decision can be implemented
unless the NYSE-Only Vendor also
3 The Exchange notes that it will make the NYSE
Trade Prices available to vendors no earlier than it
makes those prices available to the processor under
the CTA Plan.
VerDate Aug<31>2005
15:17 Mar 02, 2007
Jkt 211001
provides consolidated displays of
Network A last sale prices available in
an equivalent manner, as Rule 603(c)(1)
of Regulation NMS requires.
During our discussions with potential
vendors, vendors requested NYSE realtime, last sale prices for widespread
internet distribution, but wanted to
eliminate the administrative burdens
associated with the current distribution
of real-time CTA prices. In addition,
because these vendor services do not
support trading or order routing
functionality, the vendors do not
require, nor do they wish to pay for, the
full spectrum of consolidated CTA
information. At the same time, they
recognize the quality and branding
value of an NYSE print. In response, the
NYSE Trade Price pilot program
features a flat, fixed monthly vendor fee,
no user-based fees, no vendor reporting
requirements, and no professional or
non-professional subscriber agreements.
The Commission and the industry
have long recognized CTA’s success in
making market data available on an
affordable and widespread basis to a
large number of investors. NYSE’s
proposed pilot program will test out a
potential supplement to CTA’s success,
as the pilot program will make NYSE
Trade Prices widely available and
without charge to an even larger
universe of investors.
ii. The Fees. For the duration of the
one-year pilot program, the Exchange
proposes to establish a monthly flat fee
that will entitle an NYSE-Only Vendor
to receive access to the NYSE Real-Time
Trade Prices datafeed. The NYSE-Only
Vendor may use that access to provide
unlimited NYSE Trade Prices to an
unlimited number of the NYSE-Only
Vendor’s subscribers and customers. It
may also syndicate the service to an
unlimited number of other Web site
proprietors (as described below). The
Exchange will not impose any device or
end-user fee for the NYSE-Only
Vendors’ distribution of NYSE Trade
Prices.
The Exchange proposes to set the flat
fee at $100,000 per month. The NYSEOnly Vendor would agree to identify the
NYSE trade price by placing the text
‘‘NYSE Data’’ in close proximity to the
display of each NYSE Trade Price or
series of NYSE Trade Prices.
The flat fee enables the NYSE-Only
Vendor to make NYSE Trade Prices
available without having to differentiate
between professional subscribers and
nonprofessional subscribers, without
having to account for the extent of
access to the data, and without having
to report the number of users.
The flat fee enables internet service
providers and traditional vendors that
PO 00000
Frm 00094
Fmt 4703
Sfmt 4703
have large numbers of casual investors
as subscribers and customers to
contribute to the Exchange’s operating
costs in a manner that is appropriate for
their means of distribution.
In setting the level of the NYSE RealTime Trade Prices pilot program fees,
the Exchange took into consideration
several factors, including:
a. Consultation with some of the
entities that the Exchange anticipates
will be the most likely to take advantage
of the proposed fees;
b. the contribution of market data
revenues that the Exchange’s
independent Board of Directors believes
is appropriate for entities that provide
market data to large numbers of
investors, which are the entities most
likely to take advantage of the proposed
fees;
c. the contribution that revenues
accruing from the proposed fees will
make to meeting the overall costs of the
Exchange’s operations;
d. projected losses to the Exchange’s
other sources of market data revenues
(e.g., from its share of revenues derived
from Network A nonprofessional
subscriber fees), which losses are likely
to result from the ability of NYSE-Only
Vendors to distribute unlimited
quantities of NYSE Trade Prices to an
unlimited number of investors at no cost
to the investors;
e. the savings in administrative and
reporting costs that the NYSE Real-Time
Trade Prices service will provide to
NYSE-Only Vendors; and
f. the fact that the proposed fees
provide an alternative to existing
Network A fees under the CTA Plan, an
alternative that vendors will purchase
only if they determine that the
perceived benefits outweigh the cost.
In short, the Exchange believes that
the proposed NYSE Real-Time Trade
Prices pilot program fees would reflect
an equitable allocation of its overall
costs to users of its facilities.
iii. Contracts. After consultation with
potential NYSE-Only Vendors, the
Exchange has determined to allow
NYSE-Only Vendors to provide NYSE
Real-Time Trade Prices to their
subscribers and customers without
requiring the end-users to enter into
contracts for the benefit of the
Exchange. This pilot program marks the
first real-time interrogation service for
which the Exchange has not required
end-users to enter into agreements.
Instead, the Exchange will require
NYSE-Only Vendors to provide a
readily visible hyperlink that will send
the end-user to a warning notice about
the end-user’s receipt and use of market
data. The notice would be similar to the
E:\FR\FM\05MRN1.SGM
05MRN1
erjones on PRODPC74 with NOTICES
Federal Register / Vol. 72, No. 42 / Monday, March 5, 2007 / Notices
notice that vendors provide today when
providing CTA delayed data services.
The Exchange will require NYSEOnly Vendors to enter into the form of
‘‘vendor’’ agreement into which the
CTA and CQ Plans require recipients of
the Network A datafeeds to enter (the
‘‘Network A Vendor Form’’). The
Network A Vendor Form will authorize
the NYSE-Only Vendor to provide the
NYSE Real-Time Trade Prices service to
its subscribers and customers.
The Network A Participants drafted
the Network A Vendor Form as a onesize-fits-all form to capture most
categories of market data dissemination.
It is sufficiently generic to accommodate
NYSE Real-Time Trade Prices. The
Commission has approved the Network
A Vendor Form. 4
The Exchange will supplement the
Network A Vendor Form with an
Exhibit C that will provide abovedescribed terms and conditions that are
unique to the NYSE Real-Time Trade
Prices service. The supplemental terms
will govern such things as the
restriction against providing the service
in the context of a trading or orderrouting service, the replacement of enduser agreements with a hyperlink to a
notice, the substance of the notice, the
‘‘NYSE Data’’ labeling requirement and
the NYSE-Only Vendor’s obligation to
impose the below-described
Syndication Requirements on other Web
site proprietors. In addition, Exhibit C
will specify that the NYSE-Only
Vendor’s authorization to provide the
service will terminate at the expiration
date of the pilot program unless the
Exchange submits a proposed rule
change to extend the program or to
make it permanent and the Commission
approves that proposed rule change.
Finally, because of the experimental
nature of the program, Exhibit C will
require NYSE-Only Vendors to share
with the Exchange any research they
may conduct regarding the pilot
program or the results of their
experience with the program and to
consult with the Exchange regarding
their views of NYSE Real-Time Trade
Prices.
iv. Syndication. In addition to
allowing an NYSE-Only Vendor to make
NYSE Trade Prices available on its Web
site, the pilot program will also allow
NYSE-Only Vendors to syndicate the
service by arranging with other Web site
proprietors to link any such other
proprietor’s Web site to the NYSE-Only
Vendor’s NYSE Trade Prices service.
4 See Securities Exchange Act Release Nos. 28407
(September 6, 1990), 55 FR 37276 (September 10,
1990), and 49185 (February 4, 2004), 69 FR 6704
(February 11, 2004).
VerDate Aug<31>2005
15:17 Mar 02, 2007
Jkt 211001
NYSE will allow NYSE-Only Vendors to
syndicate their NYSE Trade Price
services in this manner at no additional
charge to the NYSE-Only Vendor or to
the other Web site proprietors, subject to
the following ‘‘Syndication
Requirements’’:
a. Each other Web site proprietor must
provide the same readily visible
hyperlink that the NYSE-Only Vendor
must provide on its Web site: The
hyperlink that will send the end-user to
a warning notice about the end-user’s
receipt and use of market data.
b. Each other Web site proprietor
must identify the NYSE trade price by
placing the text ‘‘NYSE Data’’ in close
proximity to the display of each NYSE
Trade Price or series of NYSE Trade
Prices, just as NYSE proposes to require
NYSE–Only Vendors to do.
c. Each other Web site proprietor must
identify the NYSE–Only Vendor as the
source of the NYSE Trade Price data in
close proximity to the display of each
NYSE Trade Price or series of NYSE
Trade Prices.
d. Each other Web site proprietor
must agree not to provide NYSE Trade
Prices in a context in which a trading or
order-routing decision can be
implemented unless the other Web site
proprietor also provides consolidated
displays of Network A last sale prices
available in an equivalent manner.
v. Duration of Pilot Program. The
innovative nature of the pricing
structure for NYSE Real-Time Trade
Prices and the absence of administrative
requirements pose potential regulatory
and financial risks for both the
Exchange and its customers.
On the regulatory side, in Rule
603(c)(1), the Commission specifies that
unconsolidated data should not support
trading and order routing functionality.
The Exchange agrees with the
Commission. It would be inappropriate
for market professionals and investors to
base trading and order-routing decisions
and investment advice on one market’s
last sale prices, which last sale prices
exclude national best bids and offers,
sizes and other data elements. The
Exchange did not design the NYSE RealTime Trade Prices service for the
purposes of trading and order-routing
decisions and investment advice, yet the
Exchange is concerned about its ability
to monitor and prevent those
unintended uses.
On the financial side, the Exchange
designed NYSE Real-Time Trade Prices
as a low-cost service that will make realtime prices widely available to many
millions of casual investors, will allow
vendors to replace delayed prices
services with real-time services, and
will relieve vendors of all
PO 00000
Frm 00095
Fmt 4703
Sfmt 4703
9819
administrative burdens. However, the
Exchange is concerned about the
potential financial risk associated with
market participants’ use of NYSE RealTime Trade Prices for the unintended
purposes described above.
Therefore, the Exchange proposes to
test the NYSE Real-Time Trade Prices
service for one year. The Exchange
proposes to commence the pilot
program at the end of the month in
which the Commission approves the
proposed rule change and to end the
program one year from that date. During
that year, the Exchange will closely
monitor the use of the NYSE Real-Time
Trade Prices service, including for any
unintended uses of the product. Among
other functions, the Exchange will
consult with NYSE–Only vendors, will
monitor the impact of the program on
other market data services, will examine
any abuses arising from the absence of
contractual relationships with end-users
and will assess whether the flat fee is set
at the appropriate level and whether a
different pricing metric would be
preferable.
Prior to the end of the one-year
period, the Exchange will assess its
experience with the product. It either
will submit a proposed rule change that
seeks to extend or modify the pilot
program or to make it permanent, or
will announce publicly that it does not
seek to extend the pilot program beyond
the one-year termination date.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act 5 in general, and furthers the
objectives of Section 6(b)(4) of the Act 6
in particular, in that it is designed to
provide for the equitable allocation of
reasonable dues, fees and other charges
among Exchange participants, issuers
and other persons using its facilities.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
In proposing and adopting Regulation
NMS, the Commission rescinded the
prior prohibition on SROs from
disseminating their trade reports
independently,7 subjecting that
distribution to the ‘‘fair and reasonable’’
and ‘‘not unreasonably discriminatory’’
standards that have historically
governed the distribution of
consolidated data.8 The Commission
stated, ‘‘Given that * * * SROs will
continue to transmit trades to the
Networks pursuant to the Plans * * *,
5 15
U.S.C. 78f(b).
U.S.C. 78f(b)(4).
7 See Rule 601 of Regulation NMS.
8 See Rule 603(a) of Regulation NMS.
6 15
E:\FR\FM\05MRN1.SGM
05MRN1
9820
Federal Register / Vol. 72, No. 42 / Monday, March 5, 2007 / Notices
the Commission believe [sic] that SROs
and their members also should be free
to distribute their trades
independently.’’ 9
The Commission rescinded the
prohibition in recognition of the fact
that competition in the realm of SRO
trade-report distribution would produce
market forces and innovation that
would benefit the investing public. By
means of the pilot program, the
Exchange would allow internet service
providers and traditional vendors to test
the viability of an alternative market
data fee structure that does not exist
today and to do so without the burden
of the reporting, contracting and other
administrative obligations associated
with most other market data services. If
they believe that the proposed fees
would enable them to make market data
available in the most cost-effective
manner for them and their subscribers
and customers, they will embrace the
pilot program’s proposed fees. If not,
they will continue to make consolidated
last sale prices available pursuant to the
Network A fees currently in effect under
the CTA Plan.
Given that the pilot program proposes
to provide an alternative to existing fees
and does not alter or rescind any
existing fees, the Exchange does not
believe that the proposed rule change
will result in any burden on
competition that is not necessary or
appropriate in furtherance of the
purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has discussed the
proposed rules change with those
entities that the Exchange believes
would be the most likely to take
advantage of the proposed NYSE RealTime Trade Prices service by becoming
NYSE–Only Vendors. While those
entities have not submitted formal,
written comments on the proposal, the
Exchange has incorporated some of their
ideas into the proposal and the
proposed rule change reflects their
input. The Exchange has not received
any unsolicited written comments from
members or other interested parties.
erjones on PRODPC74 with NOTICES
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within 35 days of the date of
publication of this notice in the Federal
Register or within such longer period (i)
9 See Footnote 638 to Regulation NMS (Securities
Exchange Act Release No. 51808; File No. S7–10–
04 (June 9, 2005), 70 FR 37495 (June 29, 2005)).
VerDate Aug<31>2005
15:17 Mar 02, 2007
Jkt 211001
as the Commission may designate up to
90 days of such date if it finds such
longer period to be appropriate and
publishes its reasons for so finding, or
(ii) as to which the NYSE consents, the
Commission will:
A. By order approve such proposed
rule change; or
B. institute proceedings to determine
whether the proposed rule change
should be 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 e-mail to
rule-comments@sec.gov. Please include
File Number SR–NYSE–2007–04 on the
subject line.
Number SR–NYSE–2007–04 and should
be submitted on or before March 26,
2007.
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.10
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7–3750 Filed 3–2–07; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–55339; File No. SR–
NYSEArca–2007–14]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing of Proposed
Rule Change to Amend Existing Rules
for Investment Company Units
February 23, 2007.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on February
Paper Comments
8, 2007, NYSE Arca, Inc. (‘‘NYSE Arca’’
• Send paper comments in triplicate
or ‘‘Exchange’’), through its wholly
to Nancy M. Morris, Secretary,
owned subsidiary NYSE Arca Equities,
Securities and Exchange Commission,
Inc. (‘‘NYSE Arca Equities’’), filed with
Station Place, 100 F Street, NE.,
the Securities and Exchange
Washington, DC 20549–1090.
Commission (‘‘Commission’’) the
All submissions should refer to File
proposed rule change as described in
Number SR–NYSE–2007–04. This file
Items I, II and III below, which Items
number should be included on the
subject line if e-mail is used. To help the have been substantially prepared by the
Exchange. The Commission is
Commission process and review your
publishing this notice and order to
comments more efficiently, please use
only one method. The Commission will solicit comment on the proposed rule
post all comments on the Commission’s change from interested persons.
Internet Web site (https://www.sec.gov/
I. Self-Regulatory Organization’s
rules/sro.shtml). Copies of the
Statement of the Terms of Substance of
submission, all subsequent
the Proposed Rule Change
amendments, all written statements
with respect to the proposed rule
NYSE Arca, proposes to modify its
change that are filed with the
listing standards applicable to
Commission, and all written
Investment Company Units
communications relating to the
(‘‘Investment Company Units’’ or
proposed rule change between the
‘‘ICUs’’) by amending Commentary
Commission and any person, other than .01(b)(1) to NYSE Arca Equities Rule
those that may be withheld from the
5.2(j)(3) to eliminate the requirement
public in accordance with the
that the calculation methodology for the
provisions of 5 U.S.C. 552, will be
index underlying a series of ICUs must
available for inspection and copying in
be one of those enumerated in the
the Commission’s Public Reference
Room. Copies of such filing also will be commentary. The text of the proposed
rule change is available at NYSE Arca,
available for inspection and copying at
the principal office of the Exchange. All the Commission’s Public Reference
Room, and https://www.nysearca.com/
comments received will be posted
regulation/filings.asp.
without change; the Commission does
not edit personal identifying
information from submissions. You
10 17 CFR 200.30–3(a)(12).
should submit only information that
1 15 U.S.C. 78s(b)(1).
you wish to make publicly available. All
2 17 CFR 240.19b–4.
submissions should refer to File
PO 00000
Frm 00096
Fmt 4703
Sfmt 4703
E:\FR\FM\05MRN1.SGM
05MRN1
Agencies
[Federal Register Volume 72, Number 42 (Monday, March 5, 2007)]
[Notices]
[Pages 9817-9820]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E7-3750]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-55354; File No. SR-NYSE-2007-04]
Self-Regulatory Organizations; New York Stock Exchange LLC;
Notice of Filing of Proposed Rule Change Relating to Approval of Fee
for NYSE Real-Time Trade Prices
February 26, 2007.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act'') \1\ and Rule 19b-4 thereunder,\2\ notice is hereby given that
on January 12, 2007, the New York Stock Exchange LLC (``NYSE'' or
``Exchange'') 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 substantially prepared by the
NYSE. The Commission is publishing this notice to solicit comments on
the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to establish as a one-year pilot test NYSE
Real-Time Trade Prices, a new NYSE-only market data service that allows
a vendor to redistribute on a real-time basis last sale prices of
transactions that take place on the Exchange (``NYSE Trade Prices'')
and to establish a flat monthly fee for that service.
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 aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
i. The Service. The Exchange proposes to conduct a one-year pilot
program that
[[Page 9818]]
will allow the Exchange to test the viability of NYSE Real-Time Trade
Prices. The Exchange intends for the NYSE Real-Time Trade Prices
service to accomplish three goals:
a. To provide a low-cost service that will make real-time prices
widely available to many millions of casual investors;
b. to provide vendors with a real-time substitute for delayed
prices; and
c. to relieve vendors of all administrative burdens.
During the one-year pilot program, the NYSE Real-Time Trade Prices
service would allow internet service providers, traditional market data
vendors, and others (``NYSE-Only Vendors'') to make available NYSE
Trade Prices on a real-time basis.\3\ The NYSE Real-Time Trade Prices
information would include last sale prices for all securities that are
traded on the Exchange. It would include only prices. It would not
include the size of each trade and would not include bid/asked
quotations.
---------------------------------------------------------------------------
\3\ The Exchange notes that it will make the NYSE Trade Prices
available to vendors no earlier than it makes those prices available
to the processor under the CTA Plan.
---------------------------------------------------------------------------
As with most of its market data products, the Exchange is proposing
to conduct the one-year pilot program for NYSE Real-Time Trade Prices
to respond to the desires of its constituents. In this case, the
product responds to the requirements for distribution of real-time last
sale prices over the Internet for reference purposes, rather than as a
basis for making trading decisions. The Exchange contemplates that
internet service providers with a substantial customer base and
traditional vendors with large numbers of less active investors are
potential subscribers to NYSE Real-Time Trade Prices.
Many internet service providers and vendors distribute data to
large numbers of casual market data consumers, who access the data in
order to ``get a feel'' for the market in a security or to price the
value of a portfolio, rather than to make investment decisions. The
Exchange has designed the NYSE Real-Time Trade Prices service to appeal
to that community, significant segments of which have historically
relied upon delayed last sale prices. That is, the Exchange believes
that NYSE Real-Time Trade Prices will replace delayed last sale prices
for many casual investors.
During the one-year pilot program, the Exchange will not permit
NYSE-Only Vendors to provide NYSE Trade Prices in a context in which a
trading or order-routing decision can be implemented unless the NYSE-
Only Vendor also provides consolidated displays of Network A last sale
prices available in an equivalent manner, as Rule 603(c)(1) of
Regulation NMS requires.
During our discussions with potential vendors, vendors requested
NYSE real-time, last sale prices for widespread internet distribution,
but wanted to eliminate the administrative burdens associated with the
current distribution of real-time CTA prices. In addition, because
these vendor services do not support trading or order routing
functionality, the vendors do not require, nor do they wish to pay for,
the full spectrum of consolidated CTA information. At the same time,
they recognize the quality and branding value of an NYSE print. In
response, the NYSE Trade Price pilot program features a flat, fixed
monthly vendor fee, no user-based fees, no vendor reporting
requirements, and no professional or non-professional subscriber
agreements.
The Commission and the industry have long recognized CTA's success
in making market data available on an affordable and widespread basis
to a large number of investors. NYSE's proposed pilot program will test
out a potential supplement to CTA's success, as the pilot program will
make NYSE Trade Prices widely available and without charge to an even
larger universe of investors.
ii. The Fees. For the duration of the one-year pilot program, the
Exchange proposes to establish a monthly flat fee that will entitle an
NYSE-Only Vendor to receive access to the NYSE Real-Time Trade Prices
datafeed. The NYSE-Only Vendor may use that access to provide unlimited
NYSE Trade Prices to an unlimited number of the NYSE-Only Vendor's
subscribers and customers. It may also syndicate the service to an
unlimited number of other Web site proprietors (as described below).
The Exchange will not impose any device or end-user fee for the NYSE-
Only Vendors' distribution of NYSE Trade Prices.
The Exchange proposes to set the flat fee at $100,000 per month.
The NYSE-Only Vendor would agree to identify the NYSE trade price by
placing the text ``NYSE Data'' in close proximity to the display of
each NYSE Trade Price or series of NYSE Trade Prices.
The flat fee enables the NYSE-Only Vendor to make NYSE Trade Prices
available without having to differentiate between professional
subscribers and nonprofessional subscribers, without having to account
for the extent of access to the data, and without having to report the
number of users.
The flat fee enables internet service providers and traditional
vendors that have large numbers of casual investors as subscribers and
customers to contribute to the Exchange's operating costs in a manner
that is appropriate for their means of distribution.
In setting the level of the NYSE Real-Time Trade Prices pilot
program fees, the Exchange took into consideration several factors,
including:
a. Consultation with some of the entities that the Exchange
anticipates will be the most likely to take advantage of the proposed
fees;
b. the contribution of market data revenues that the Exchange's
independent Board of Directors believes is appropriate for entities
that provide market data to large numbers of investors, which are the
entities most likely to take advantage of the proposed fees;
c. the contribution that revenues accruing from the proposed fees
will make to meeting the overall costs of the Exchange's operations;
d. projected losses to the Exchange's other sources of market data
revenues (e.g., from its share of revenues derived from Network A
nonprofessional subscriber fees), which losses are likely to result
from the ability of NYSE-Only Vendors to distribute unlimited
quantities of NYSE Trade Prices to an unlimited number of investors at
no cost to the investors;
e. the savings in administrative and reporting costs that the NYSE
Real-Time Trade Prices service will provide to NYSE-Only Vendors; and
f. the fact that the proposed fees provide an alternative to
existing Network A fees under the CTA Plan, an alternative that vendors
will purchase only if they determine that the perceived benefits
outweigh the cost.
In short, the Exchange believes that the proposed NYSE Real-Time
Trade Prices pilot program fees would reflect an equitable allocation
of its overall costs to users of its facilities.
iii. Contracts. After consultation with potential NYSE-Only
Vendors, the Exchange has determined to allow NYSE-Only Vendors to
provide NYSE Real-Time Trade Prices to their subscribers and customers
without requiring the end-users to enter into contracts for the benefit
of the Exchange. This pilot program marks the first real-time
interrogation service for which the Exchange has not required end-users
to enter into agreements.
Instead, the Exchange will require NYSE-Only Vendors to provide a
readily visible hyperlink that will send the end-user to a warning
notice about the end-user's receipt and use of market data. The notice
would be similar to the
[[Page 9819]]
notice that vendors provide today when providing CTA delayed data
services.
The Exchange will require NYSE-Only Vendors to enter into the form
of ``vendor'' agreement into which the CTA and CQ Plans require
recipients of the Network A datafeeds to enter (the ``Network A Vendor
Form''). The Network A Vendor Form will authorize the NYSE-Only Vendor
to provide the NYSE Real-Time Trade Prices service to its subscribers
and customers.
The Network A Participants drafted the Network A Vendor Form as a
one-size-fits-all form to capture most categories of market data
dissemination. It is sufficiently generic to accommodate NYSE Real-Time
Trade Prices. The Commission has approved the Network A Vendor Form.
\4\
---------------------------------------------------------------------------
\4\ See Securities Exchange Act Release Nos. 28407 (September 6,
1990), 55 FR 37276 (September 10, 1990), and 49185 (February 4,
2004), 69 FR 6704 (February 11, 2004).
---------------------------------------------------------------------------
The Exchange will supplement the Network A Vendor Form with an
Exhibit C that will provide above-described terms and conditions that
are unique to the NYSE Real-Time Trade Prices service. The supplemental
terms will govern such things as the restriction against providing the
service in the context of a trading or order-routing service, the
replacement of end-user agreements with a hyperlink to a notice, the
substance of the notice, the ``NYSE Data'' labeling requirement and the
NYSE-Only Vendor's obligation to impose the below-described Syndication
Requirements on other Web site proprietors. In addition, Exhibit C will
specify that the NYSE-Only Vendor's authorization to provide the
service will terminate at the expiration date of the pilot program
unless the Exchange submits a proposed rule change to extend the
program or to make it permanent and the Commission approves that
proposed rule change. Finally, because of the experimental nature of
the program, Exhibit C will require NYSE-Only Vendors to share with the
Exchange any research they may conduct regarding the pilot program or
the results of their experience with the program and to consult with
the Exchange regarding their views of NYSE Real-Time Trade Prices.
iv. Syndication. In addition to allowing an NYSE-Only Vendor to
make NYSE Trade Prices available on its Web site, the pilot program
will also allow NYSE-Only Vendors to syndicate the service by arranging
with other Web site proprietors to link any such other proprietor's Web
site to the NYSE-Only Vendor's NYSE Trade Prices service. NYSE will
allow NYSE-Only Vendors to syndicate their NYSE Trade Price services in
this manner at no additional charge to the NYSE-Only Vendor or to the
other Web site proprietors, subject to the following ``Syndication
Requirements'':
a. Each other Web site proprietor must provide the same readily
visible hyperlink that the NYSE-Only Vendor must provide on its Web
site: The hyperlink that will send the end-user to a warning notice
about the end-user's receipt and use of market data.
b. Each other Web site proprietor must identify the NYSE trade
price by placing the text ``NYSE Data'' in close proximity to the
display of each NYSE Trade Price or series of NYSE Trade Prices, just
as NYSE proposes to require NYSE-Only Vendors to do.
c. Each other Web site proprietor must identify the NYSE-Only
Vendor as the source of the NYSE Trade Price data in close proximity to
the display of each NYSE Trade Price or series of NYSE Trade Prices.
d. Each other Web site proprietor must agree not to provide NYSE
Trade Prices in a context in which a trading or order-routing decision
can be implemented unless the other Web site proprietor also provides
consolidated displays of Network A last sale prices available in an
equivalent manner.
v. Duration of Pilot Program. The innovative nature of the pricing
structure for NYSE Real-Time Trade Prices and the absence of
administrative requirements pose potential regulatory and financial
risks for both the Exchange and its customers.
On the regulatory side, in Rule 603(c)(1), the Commission specifies
that unconsolidated data should not support trading and order routing
functionality. The Exchange agrees with the Commission. It would be
inappropriate for market professionals and investors to base trading
and order-routing decisions and investment advice on one market's last
sale prices, which last sale prices exclude national best bids and
offers, sizes and other data elements. The Exchange did not design the
NYSE Real-Time Trade Prices service for the purposes of trading and
order-routing decisions and investment advice, yet the Exchange is
concerned about its ability to monitor and prevent those unintended
uses.
On the financial side, the Exchange designed NYSE Real-Time Trade
Prices as a low-cost service that will make real-time prices widely
available to many millions of casual investors, will allow vendors to
replace delayed prices services with real-time services, and will
relieve vendors of all administrative burdens. However, the Exchange is
concerned about the potential financial risk associated with market
participants' use of NYSE Real-Time Trade Prices for the unintended
purposes described above.
Therefore, the Exchange proposes to test the NYSE Real-Time Trade
Prices service for one year. The Exchange proposes to commence the
pilot program at the end of the month in which the Commission approves
the proposed rule change and to end the program one year from that
date. During that year, the Exchange will closely monitor the use of
the NYSE Real-Time Trade Prices service, including for any unintended
uses of the product. Among other functions, the Exchange will consult
with NYSE-Only vendors, will monitor the impact of the program on other
market data services, will examine any abuses arising from the absence
of contractual relationships with end-users and will assess whether the
flat fee is set at the appropriate level and whether a different
pricing metric would be preferable.
Prior to the end of the one-year period, the Exchange will assess
its experience with the product. It either will submit a proposed rule
change that seeks to extend or modify the pilot program or to make it
permanent, or will announce publicly that it does not seek to extend
the pilot program beyond the one-year termination date.
2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act \5\ in general, and furthers the objectives of Section
6(b)(4) of the Act \6\ in particular, in that it is designed to provide
for the equitable allocation of reasonable dues, fees and other charges
among Exchange participants, issuers and other persons using its
facilities.
---------------------------------------------------------------------------
\5\ 15 U.S.C. 78f(b).
\6\ 15 U.S.C. 78f(b)(4).
---------------------------------------------------------------------------
B. Self-Regulatory Organization's Statement on Burden on Competition
In proposing and adopting Regulation NMS, the Commission rescinded
the prior prohibition on SROs from disseminating their trade reports
independently,\7\ subjecting that distribution to the ``fair and
reasonable'' and ``not unreasonably discriminatory'' standards that
have historically governed the distribution of consolidated data.\8\
The Commission stated, ``Given that * * * SROs will continue to
transmit trades to the Networks pursuant to the Plans * * *,
[[Page 9820]]
the Commission believe [sic] that SROs and their members also should be
free to distribute their trades independently.'' \9\
---------------------------------------------------------------------------
\7\ See Rule 601 of Regulation NMS.
\8\ See Rule 603(a) of Regulation NMS.
\9\ See Footnote 638 to Regulation NMS (Securities Exchange Act
Release No. 51808; File No. S7-10-04 (June 9, 2005), 70 FR 37495
(June 29, 2005)).
---------------------------------------------------------------------------
The Commission rescinded the prohibition in recognition of the fact
that competition in the realm of SRO trade-report distribution would
produce market forces and innovation that would benefit the investing
public. By means of the pilot program, the Exchange would allow
internet service providers and traditional vendors to test the
viability of an alternative market data fee structure that does not
exist today and to do so without the burden of the reporting,
contracting and other administrative obligations associated with most
other market data services. If they believe that the proposed fees
would enable them to make market data available in the most cost-
effective manner for them and their subscribers and customers, they
will embrace the pilot program's proposed fees. If not, they will
continue to make consolidated last sale prices available pursuant to
the Network A fees currently in effect under the CTA Plan.
Given that the pilot program proposes to provide an alternative to
existing fees and does not alter or rescind any existing fees, the
Exchange does not believe that the proposed rule change will result in
any burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange has discussed the proposed rules change with those
entities that the Exchange believes would be the most likely to take
advantage of the proposed NYSE Real-Time Trade Prices service by
becoming NYSE-Only Vendors. While those entities have not submitted
formal, written comments on the proposal, the Exchange has incorporated
some of their ideas into the proposal and the proposed rule change
reflects their input. The Exchange has not received any unsolicited
written comments from members or other interested parties.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Within 35 days of the date of publication of this notice in the
Federal Register or within such longer period (i) as the Commission may
designate up to 90 days of such date if it finds such longer period to
be appropriate and publishes its reasons for so finding, or (ii) as to
which the NYSE consents, the Commission will:
A. By order approve such proposed rule change; or
B. institute proceedings to determine whether the proposed rule
change should be 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 e-mail to rule-comments@sec.gov. Please include
File Number SR-NYSE-2007-04 on the subject line.
Paper Comments
Send paper comments in triplicate to Nancy M. Morris,
Secretary, Securities and Exchange Commission, Station Place, 100 F
Street, NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-NYSE-2007-04. This file
number should be included on the subject line if e-mail 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 inspection and
copying in the Commission's Public Reference Room. Copies of such
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 publicly available. All submissions should refer to
File Number SR-NYSE-2007-04 and should be submitted on or before March
26, 2007.
---------------------------------------------------------------------------
\10\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Market Regulation,
pursuant to delegated authority.\10\
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7-3750 Filed 3-2-07; 8:45 am]
BILLING CODE 8010-01-P