Self-Regulatory Organizations; New York Stock Exchange LLC; Notice of Filing of Proposed Rule Change Relating to Changes in NYSE Realtime Reference Prices Service, 67287-67290 [E9-30080]
Download as PDF
Federal Register / Vol. 74, No. 242 / Friday, December 18, 2009 / Notices
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the public disclosure of such
contributions, including cash and inkind services, will allow public scrutiny
of such contributions and the potential
connection between such contributions
and the awarding of municipal
securities business.
Constitutionality. Baum and the
RBDA did not support the proposed
change that would require disclosure of
bond ballot campaign contributions and
noted that such contributions do not
have an element of pay-to-play that may
exist for contributions to campaigns for
political office because, for bond ballot
measures, no individual politician
benefits directly from the outcome of a
bond ballot election. They also asserted
that bond ballot campaign contributions
are subject to strict scrutiny for possible
violations of the First Amendment,
citing Dallman et al. v. Ritter et al.11
Dallman concerned the
constitutionality of an amendment to
Colorado’s constitution, passed by voter
election in Colorado in November 2008,
which prohibits contributions to
promote or influence a bond ballot issue
election by a person wishing to qualify
for a sole source government contract
relating to the ballot issue. Plaintiffs
claimed that the amendment violated
their First Amendment rights to free
speech and association. The court stated
that, ‘‘the part of Amendment 54 that
bans those subject to it from
contributing to ballot measure
campaigns is subject to strict scrutiny. A
vote for or against a ballot measure is an
exercise of free speech, and an
economic contribution to a committee
designed to support or oppose a ballot
measure is similarly of constitutional
magnitude.’’ 12 The court then
determined that the amendment to
prohibit bond ballot measure
contributions was not narrowly tailored
to advance a compelling state interest
and was unconstitutional.
The MSRB believes that the
requirement to provide public
disclosure of contributions to bond
ballot campaigns does not hamper or
interfere with an individual’s ability to
be involved with and/or support issues
related to bond ballot campaigns. The
MSRB does not believe the proposed
rule change will impinge upon the First
Amendment rights of individuals and/or
firms that will be responsible for
individuals providing volunteer services in
connection with a bond ballot campaign.
11 Findings of Fact, Conclusions of Law and Order
Entering Preliminary Injunction issued in Dallman
et al. v. William Ritter and Rich L. Gonzales and
Daniel Ritchie et al. v. Bill Ritter and Rich Gonzales
(Case No. 09CV1188 consolidated with 09CV1200),
(D. Colo. 2009) [hereinafter Dallman].
12 Dallman, p. 19.
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17:33 Dec 17, 2009
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providing disclosure of bond ballot
measure contributions 13 because the
proposed rule change would only
require disclosure and would not
prohibit contributions, as was at issue in
Dallman. Disclosure obligations do not
present the same constitutional issues as
do direct or indirect prohibitions or
limitations on contributions.
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 self-regulatory
organization 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 rulecomments@sec.gov. Please include File
Number SR–MSRB–2009–18 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–MSRB–2009–18. 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
13 In Blount v. Securities and Exchange
Commission, 61 F.3d 938, 948 (DC Cir. 1995), the
District Court determined that existing Rule G–37
advanced a compelling governmental interest to
protect investors that did not abridge First
Amendment rights and stated that ‘‘municipal
finance professionals are not in any way restricted
from engaging in the vast majority of political
activities, including making direct expenditures for
the expression of their views.’’
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67287
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, 100 F Street, NE., Washington,
DC 20549, on official business days
between the hours of 10 a.m. and 3 p.m.
Copies of such filing also will be
available for inspection and copying at
the principal office of the MSRB. 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–MSRB–2009–18 and should
be submitted on or before January 8,
2010.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9–30084 Filed 12–17–09; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–61145; File No. SR–NYSE–
2009–120]
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Filing of Proposed Rule Change
Relating to Changes in NYSE Realtime
Reference Prices Service
December 10, 2009.
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 November
27, 2009, 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 prepared by the Exchange.
14 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
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Federal Register / Vol. 74, No. 242 / Friday, December 18, 2009 / Notices
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
NYSE proposes (1) To add data
elements to its ‘‘NYSE Realtime
Reference Prices’’ service, (2) to reduce
the fixed monthly fee that applies to
that service and (3) to add a usage-based
fee alternative for that service. The text
of the proposed rule change is available
at the Exchange, the Commission’s
Public Reference Room, and https://
www.nyse.com.
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. Data Elements
Currently, the NYSE Realtime
Reference Price Service includes only
prices. It does not include the size of
each trade and does not include bid/
asked quotations. For each security, the
Exchange is proposing to add the
following data elements to the service:
• High price.
• Low price.
• Cumulative volume.
The Exchange anticipates that it will
update these data elements every
second, though initially it will update
them once per minute. A security’s high
(low) price will reflect the highest
(lowest) price at which the security has
traded on the Exchange during the
trading session through the point in
time at which it is disseminated.
Further, the cumulative volume will
reflect a security’s aggregate volume
during a trading session through the
point in time at which it is last
disseminated. The Exchange believes
that adding these data elements will
make the product more attractive to the
customers of NYSE-Only Vendors.
In File No. SR–NYSE–2009–42 (the
‘‘NYSE Realtime Reference Prices
Filing’’),4 the Exchange established a
fixed monthly fee for its 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. The NYSE
Realtime Reference Prices service
provides a low-cost service that makes
real-time prices widely available to
many millions of casual investors,
provides vendors with a real-time
substitute for delayed prices, and
relieves vendors of all administrative
burdens.
The service allows Internet service
providers, traditional market data
vendors, and others (‘‘NYSE-Only
Vendors’’) to make available NYSE
Realtime Reference Prices on a real-time
b. Reduction in the Fixed Monthly Fee
The NYSE Realtime Reference Price
service features a flat, fixed monthly
vendor fee of $70,000 and no user-based
fees. For that fee, the NYSE-Only
Vendor may provide unlimited NYSE
Realtime Reference Prices to an
unlimited number of the NYSE-Only
Vendor’s subscribers and customers
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 Exchange has now had
experience with the product and has
received feedback from its customers.
As a result of the comments of the
Exchange’s customers, the response to
the product from the vendors most
likely to subscribe to the product, and
the past year’s market corrections, the
Exchange is now proposing to reduce
the fixed monthly fee to $60,000. In
addition, in combination with the
proposed usage-based fee and the
proposed addition of new data elements
4 See Securities Exchange Act Release No. 34–
60004 (May 29, 2009), 74 FR 26905 (June 4, 2009)
(File No. SR–NYSE–2009–42) (the ‘‘Approval
Order’’).
5 The Exchange notes that it makes the NYSE
Realtime Reference Prices available to vendors no
earlier than it makes those prices available to the
processor under the CTA Plan.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
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basis.5 NYSE Realtime Reference Prices
information includes last sale prices for
all securities that are traded on the
Exchange.
The Exchange proposes to make the
following changes to the service and its
fees:
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to the product, the Exchange hopes that
the fee reduction will allow the
Exchange to broaden the universe of
vendors that will find the product
appropriate for their business models.
The Exchange believes that the
proposed reduced fee will enable
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. The Exchange
further believes that the proposed
reduction in the fixed monthly fee for
the NYSE Realtime Reference Prices
service will make the product more
attractive to vendors. An increase in the
number of vendors that determine to
provide free access to NYSE Realtime
Reference prices to their Internet users
would benefit the investment
community. The fee reduction will also
respond to the price competition
provided by alternative exchanges,
ECNs and the market for delayed data.
In addition, it will better reflect the
perceived value of the NYSE product
and provide a more equitable allocation
of the Exchange’s overall costs to users
of its facilities.
c. Usage-Based Fee
The Exchange proposes to establish as
an alternative to the fixed monthly fee
a fee of $.004 for each real-time
reference price that a NYSE-Only
Vendor disseminates to its customers.
The Exchange proposes to limit a NYSEOnly Vendor’s exposure under this
alternative fee by setting $60,000, the
same amount as the proposed fixed
monthly rate, as the maximum fee that
an NYSE-Only Vendor would have to
pay for real-time reference prices that it
disseminates in any calendar month
pursuant to the per-query fee.
In order to take advantage of the perquery fee, a NYSE-Only Vendor must
document in its Exhibit A that it has the
ability to measure accurately the
number of queries and must have the
ability to report aggregate query
quantities on a monthly basis.
The Exchange will impose the perquery fee only on the dissemination of
real-time reference prices. NYSE-Only
Vendors may provide delayed data
services in the same manner as they do
today.
The per-query charge is imposed on
NYSE-Only Vendors, not end-users, and
is payable on a monthly basis. Because
it represents a new and additional
alternative to the monthly fixed fee,
NYSE-Only Vendors may elect to
disseminate NYSE Realtime Reference
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Federal Register / Vol. 74, No. 242 / Friday, December 18, 2009 / Notices
Prices pursuant to the per-query fee
rather than the fixed monthly fee.
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d. Justification of Fees
The NYSE Realtime Reference Prices
service 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. Reducing
the flat monthly fee and adding a perquery payment option will reduce the
costs of the service to those Internet
service providers and traditional
vendors. For the reasons explained
above, the Exchange believes that this
will enable NYSE Realtime Reference
Prices vendors to make a more
appropriate contribution to the
Exchange’s operating costs.
In re-setting the level of the NYSE
Realtime Reference Prices flat monthly
fee and in establishing the per-query fee,
the Exchange took into consideration
several factors, including:
(1) The fees that Nasdaq and NYSE
Arca are charging for similar services
and that NYSE Amex has proposed to
charge;
(2) Consultation with some of the
entities that currently receive the
service or that the Exchange anticipates
may commence to take advantage of the
service;
(3) The contribution of market data
revenues that the Exchange believes is
appropriate for entities that are most
likely to take advantage of the proposed
service;
(4) The contribution that revenues
accruing from the proposed fees will
make to meet the overall costs of the
Exchange’s operations;
(5) The savings in administrative and
reporting costs that the NYSE Realtime
Reference Prices service will provide to
NYSE-Only Vendors; and
(6) The fact that the proposed fees
provide even more attractive
alternatives to existing fees under the
CTA Plan than the current flat fee,
alternatives that vendors will purchase
only if they determine that the
perceived benefits outweigh the cost.
The Exchange believes that the levels
of the fixed monthly fee and the perquery fee are consistent with the
approach set forth in the order by which
the Commission approved ArcaBook
fees for NYSE Arca.6 In the ArcaBook
Approval Order, the Commission stated
that ‘‘when possible, reliance on
competitive forces is the most
6 See Release [sic] No. 59039 (December 2, 2008),
73 FR 74770 (December 9, 2008) (SR–NYSEArca2006–21) (the ‘‘ArcaBook Approval Order’’).
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appropriate and effective means to
assess whether the terms for the
distribution of non-core data are
equitable, fair and reasonable, and not
unreasonably discriminatory.’’ 7 It noted
that if significant competitive forces
apply to a proposal, the Commission
will approve it unless a substantial
countervailing basis exists.
NYSE Realtime Reference Prices
constitute ‘‘non-core data.’’ The
Exchange does not require a central
processor to consolidate and distribute
the product to the public pursuant to
joint-SRO plans. Rather, the Exchange
distributes the product voluntarily.
In the case of NYSE Realtime
Reference Prices, both of the two types
of competitive forces that the
Commission described in the ArcaBook
Approval Order are present: The
Exchange has a compelling need to
attract order flow and the product
competes with a number of alternative
products.
The Exchange must compete
vigorously for order flow to maintain its
share of trading volume. This requires
the Exchange to act reasonably in setting
market data fees for non-core products
such as NYSE Realtime Reference
Prices. The Exchange hopes that NYSE
Realtime Reference Prices will enable
vendors to distribute NYSE last sale
price data widely among investors, and
thereby provide a means for promoting
the Exchange’s visibility in the
marketplace.
In addition to the need to attract order
flow, the availability of alternatives to
NYSE Realtime Reference Prices
significantly constrain the prices at
which the Exchange can market NYSE
Realtime Reference Prices. All national
securities exchanges, the several Trade
Reporting Facilities of FINRA, and ECNs
that produce proprietary data, as well as
the core data feed, are all sources of
competition for NYSE Realtime
Reference Prices. Currently, NYSE Arca
and Nasdaq offer similar services. (In
addition, the Exchange anticipates that
NYSE Amex will soon file for approval
of a counterpart product.)
The information available in NYSE
Realtime Reference is included in the
CTA core data feed, which also includes
the size of trades, as well as last sale
information from other markets. Even
though NYSE Realtime Reference Prices
omits size and provides prices that are
not consolidated with those of other
markets, investors may select it as a less
expensive alternative to the CTA Plan’s
consolidated last sale price services for
certain purposes. (Rule 603(c) of
Regulation NMS requires vendors to
make the core data feeds available to
customers when trading and orderrouting decisions can be implemented.)
e. Amendment to Exhibit C
In providing NYSE Realtime
Reference Prices, the Exchange
supplements the standard Network A
Vendor Form with an Exhibit C that
provides certain terms and conditions
that are unique to the NYSE Realtime
Reference Prices service, such as the
replacement of end-user agreements
with a hyperlink to a notice and a
labeling requirement. One of those
supplemental conditions provides that
the NYSE-Only Vendor will only
distribute last sale prices as part of the
service. Because this filing proposes to
expand the permissible universe of data
elements that a NYSE-Only Vendor may
disseminate, the Exchange proposes to
amend the Exhibit C. The proposed
revised version of Exhibit C is attached
to the proposed rule change as Exhibit
4 and Exhibit 5. Exhibit 4 is marked to
show the proposed changes to the
current version of Exhibit C. Exhibit 5 is
a clean, unmarked version.
2. Statutory Basis
The basis under the Securities
Exchange Act of 1934 (the ‘‘Act’’) for the
proposed rule change is the requirement
under Section 6(b)(4) 8 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
requirements under Section 6(b)(5) 9
that the rules of an exchange be
designed to promote just and equitable
principles of trade and not to permit
unfair discrimination between
customers, issuers, brokers or dealers.
The proposed rule change would
benefit investors by facilitating their
prompt access to widespread, free, realtime pricing information contained in
the NYSE Realtime Reference Prices
service. In addition, the Exchange
believes (1) that the proposed fee
reduction would allow entities that
provide market data to large numbers of
investors to make an appropriate
contribution towards meeting the
overall costs of the Exchange’s
operations and (2) that the proposed
per-query fee would provide pricing
flexibility to entities that determine to
provide the NYSE Realtime Reference
Prices service.
8 15
7 Id.
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U.S.C. 78f(b)(4).
U.S.C. 78f(b)(5).
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Federal Register / Vol. 74, No. 242 / Friday, December 18, 2009 / Notices
B. Self-Regulatory Organization’s
Statement on Burden on Competition
NYSE Realtime Reference Prices
proposes to reduce an existing fee of the
Exchange (the flat monthly fee) and to
provide an alternative (the per-query
fee) to the existing fee. It would not
raise or rescind any existing fees. It
amounts to a competitive response to
the products that Nasdaq and NYSE
Arca make available and that NYSE
Amex has proposed to make available.
For those reasons, 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 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 Exchange consents,
the Commission will:
(A) By order approve the proposed
rule change, or
(B) Institute proceedings to determine
whether the proposed rule change
should be disapproved.
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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 rulecomments@sec.gov. Please include File
No. SR–NYSE–2009–120 on the subject
line.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
Station Place, 100 F Street, NE.,
Washington, DC 20549–1090.
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17:33 Dec 17, 2009
Jkt 220001
All submissions should refer to File
Number SR–NYSE–2009–120. 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, on official business days between
the hours of 10 a.m. and 3 p.m. 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
available publicly. All submissions
should refer to File Number SR–NYSE–
2009–120 and should be submitted on
or before January 8, 2010.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9–30080 Filed 12–17–09; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–61143; File No. SR–
NYSEArca–2009–108]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing of Proposed
Rule Change Modifying the NYSE Arca
Realtime Reference Prices Service
December 10, 2009.
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 December
1, 2009, NYSE Arca, Inc. (‘‘NYSE Arca’’
or ‘‘Exchange’’), filed with the Securities
and Exchange Commission
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
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‘‘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
NYSE Arca proposes (1) to add data
elements to its ‘‘NYSE Arca Realtime
Reference Prices’’ service and (2) to add
a usage-based fee alternative for that
service. The text of the proposed rule
change is available at the Exchange, the
Commission’s Public Reference Room,
and https://www.nyse.com at the
Exchange’s principal office 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
Statutory Basis for, the Proposed Rule
Change
1. Purpose
In File No. SR–NYSEArca–2009–32
(the ‘‘NYSE Arca Realtime Reference
Prices Filing’’),4 the Exchange
established a fixed monthly fee for its
NYSE Arca-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. The NYSE Arca Realtime
Reference Prices service provides a lowcost service that makes real-time prices
widely available to many millions of
casual investors, provides vendors with
a real-time substitute for delayed prices,
and relieves vendors of all
administrative burdens.
The service allows internet service
providers, traditional market data
vendors, and others (‘‘NYSE Arca-Only
Vendors’’) to make available NYSE Arca
4 See Securities Exchange Act Release No. 34–
60002 (May 29, 2009), 74 FR 26901 (June 4, 2009)
(File No. SR–NYSEArca–2009–32) (the ‘‘Approval
Order’’).
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Agencies
[Federal Register Volume 74, Number 242 (Friday, December 18, 2009)]
[Notices]
[Pages 67287-67290]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E9-30080]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-61145; File No. SR-NYSE-2009-120]
Self-Regulatory Organizations; New York Stock Exchange LLC;
Notice of Filing of Proposed Rule Change Relating to Changes in NYSE
Realtime Reference Prices Service
December 10, 2009.
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 November 27, 2009, 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 prepared by the
Exchange.
[[Page 67288]]
The Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 15 U.S.C. 78a.
\3\ 17 CFR 240.19b-4.
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
NYSE proposes (1) To add data elements to its ``NYSE Realtime
Reference Prices'' service, (2) to reduce the fixed monthly fee that
applies to that service and (3) to add a usage-based fee alternative
for that service. The text of the proposed rule change is available at
the Exchange, the Commission's Public Reference Room, and https://www.nyse.com.
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
Statutory Basis for, the Proposed Rule Change
1. Purpose
In File No. SR-NYSE-2009-42 (the ``NYSE Realtime Reference Prices
Filing''),\4\ the Exchange established a fixed monthly fee for its
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. The NYSE Realtime Reference Prices service provides a low-
cost service that makes real-time prices widely available to many
millions of casual investors, provides vendors with a real-time
substitute for delayed prices, and relieves vendors of all
administrative burdens.
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\4\ See Securities Exchange Act Release No. 34-60004 (May 29,
2009), 74 FR 26905 (June 4, 2009) (File No. SR-NYSE-2009-42) (the
``Approval Order'').
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The service allows Internet service providers, traditional market
data vendors, and others (``NYSE-Only Vendors'') to make available NYSE
Realtime Reference Prices on a real-time basis.\5\ NYSE Realtime
Reference Prices information includes last sale prices for all
securities that are traded on the Exchange.
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\5\ The Exchange notes that it makes the NYSE Realtime Reference
Prices available to vendors no earlier than it makes those prices
available to the processor under the CTA Plan.
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The Exchange proposes to make the following changes to the service
and its fees:
a. Data Elements
Currently, the NYSE Realtime Reference Price Service includes only
prices. It does not include the size of each trade and does not include
bid/asked quotations. For each security, the Exchange is proposing to
add the following data elements to the service:
High price.
Low price.
Cumulative volume.
The Exchange anticipates that it will update these data elements
every second, though initially it will update them once per minute. A
security's high (low) price will reflect the highest (lowest) price at
which the security has traded on the Exchange during the trading
session through the point in time at which it is disseminated. Further,
the cumulative volume will reflect a security's aggregate volume during
a trading session through the point in time at which it is last
disseminated. The Exchange believes that adding these data elements
will make the product more attractive to the customers of NYSE-Only
Vendors.
b. Reduction in the Fixed Monthly Fee
The NYSE Realtime Reference Price service features a flat, fixed
monthly vendor fee of $70,000 and no user-based fees. For that fee, the
NYSE-Only Vendor may provide unlimited NYSE Realtime Reference Prices
to an unlimited number of the NYSE-Only Vendor's subscribers and
customers 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 Exchange has now had experience with the product and has
received feedback from its customers. As a result of the comments of
the Exchange's customers, the response to the product from the vendors
most likely to subscribe to the product, and the past year's market
corrections, the Exchange is now proposing to reduce the fixed monthly
fee to $60,000. In addition, in combination with the proposed usage-
based fee and the proposed addition of new data elements to the
product, the Exchange hopes that the fee reduction will allow the
Exchange to broaden the universe of vendors that will find the product
appropriate for their business models.
The Exchange believes that the proposed reduced fee will enable
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. The Exchange further believes that the
proposed reduction in the fixed monthly fee for the NYSE Realtime
Reference Prices service will make the product more attractive to
vendors. An increase in the number of vendors that determine to provide
free access to NYSE Realtime Reference prices to their Internet users
would benefit the investment community. The fee reduction will also
respond to the price competition provided by alternative exchanges,
ECNs and the market for delayed data. In addition, it will better
reflect the perceived value of the NYSE product and provide a more
equitable allocation of the Exchange's overall costs to users of its
facilities.
c. Usage-Based Fee
The Exchange proposes to establish as an alternative to the fixed
monthly fee a fee of $.004 for each real-time reference price that a
NYSE-Only Vendor disseminates to its customers. The Exchange proposes
to limit a NYSE-Only Vendor's exposure under this alternative fee by
setting $60,000, the same amount as the proposed fixed monthly rate, as
the maximum fee that an NYSE-Only Vendor would have to pay for real-
time reference prices that it disseminates in any calendar month
pursuant to the per-query fee.
In order to take advantage of the per-query fee, a NYSE-Only Vendor
must document in its Exhibit A that it has the ability to measure
accurately the number of queries and must have the ability to report
aggregate query quantities on a monthly basis.
The Exchange will impose the per-query fee only on the
dissemination of real-time reference prices. NYSE-Only Vendors may
provide delayed data services in the same manner as they do today.
The per-query charge is imposed on NYSE-Only Vendors, not end-
users, and is payable on a monthly basis. Because it represents a new
and additional alternative to the monthly fixed fee, NYSE-Only Vendors
may elect to disseminate NYSE Realtime Reference
[[Page 67289]]
Prices pursuant to the per-query fee rather than the fixed monthly fee.
d. Justification of Fees
The NYSE Realtime Reference Prices service 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. Reducing the flat monthly fee and adding a per-query
payment option will reduce the costs of the service to those Internet
service providers and traditional vendors. For the reasons explained
above, the Exchange believes that this will enable NYSE Realtime
Reference Prices vendors to make a more appropriate contribution to the
Exchange's operating costs.
In re-setting the level of the NYSE Realtime Reference Prices flat
monthly fee and in establishing the per-query fee, the Exchange took
into consideration several factors, including:
(1) The fees that Nasdaq and NYSE Arca are charging for similar
services and that NYSE Amex has proposed to charge;
(2) Consultation with some of the entities that currently receive
the service or that the Exchange anticipates may commence to take
advantage of the service;
(3) The contribution of market data revenues that the Exchange
believes is appropriate for entities that are most likely to take
advantage of the proposed service;
(4) The contribution that revenues accruing from the proposed fees
will make to meet the overall costs of the Exchange's operations;
(5) The savings in administrative and reporting costs that the NYSE
Realtime Reference Prices service will provide to NYSE-Only Vendors;
and
(6) The fact that the proposed fees provide even more attractive
alternatives to existing fees under the CTA Plan than the current flat
fee, alternatives that vendors will purchase only if they determine
that the perceived benefits outweigh the cost.
The Exchange believes that the levels of the fixed monthly fee and
the per-query fee are consistent with the approach set forth in the
order by which the Commission approved ArcaBook fees for NYSE Arca.\6\
In the ArcaBook Approval Order, the Commission stated that ``when
possible, reliance on competitive forces is the most appropriate and
effective means to assess whether the terms for the distribution of
non-core data are equitable, fair and reasonable, and not unreasonably
discriminatory.'' \7\ It noted that if significant competitive forces
apply to a proposal, the Commission will approve it unless a
substantial countervailing basis exists.
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\6\ See Release [sic] No. 59039 (December 2, 2008), 73 FR 74770
(December 9, 2008) (SR-NYSEArca-2006-21) (the ``ArcaBook Approval
Order'').
\7\ Id. at 74771.
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NYSE Realtime Reference Prices constitute ``non-core data.'' The
Exchange does not require a central processor to consolidate and
distribute the product to the public pursuant to joint-SRO plans.
Rather, the Exchange distributes the product voluntarily.
In the case of NYSE Realtime Reference Prices, both of the two
types of competitive forces that the Commission described in the
ArcaBook Approval Order are present: The Exchange has a compelling need
to attract order flow and the product competes with a number of
alternative products.
The Exchange must compete vigorously for order flow to maintain its
share of trading volume. This requires the Exchange to act reasonably
in setting market data fees for non-core products such as NYSE Realtime
Reference Prices. The Exchange hopes that NYSE Realtime Reference
Prices will enable vendors to distribute NYSE last sale price data
widely among investors, and thereby provide a means for promoting the
Exchange's visibility in the marketplace.
In addition to the need to attract order flow, the availability of
alternatives to NYSE Realtime Reference Prices significantly constrain
the prices at which the Exchange can market NYSE Realtime Reference
Prices. All national securities exchanges, the several Trade Reporting
Facilities of FINRA, and ECNs that produce proprietary data, as well as
the core data feed, are all sources of competition for NYSE Realtime
Reference Prices. Currently, NYSE Arca and Nasdaq offer similar
services. (In addition, the Exchange anticipates that NYSE Amex will
soon file for approval of a counterpart product.)
The information available in NYSE Realtime Reference is included in
the CTA core data feed, which also includes the size of trades, as well
as last sale information from other markets. Even though NYSE Realtime
Reference Prices omits size and provides prices that are not
consolidated with those of other markets, investors may select it as a
less expensive alternative to the CTA Plan's consolidated last sale
price services for certain purposes. (Rule 603(c) of Regulation NMS
requires vendors to make the core data feeds available to customers
when trading and order-routing decisions can be implemented.)
e. Amendment to Exhibit C
In providing NYSE Realtime Reference Prices, the Exchange
supplements the standard Network A Vendor Form with an Exhibit C that
provides certain terms and conditions that are unique to the NYSE
Realtime Reference Prices service, such as the replacement of end-user
agreements with a hyperlink to a notice and a labeling requirement. One
of those supplemental conditions provides that the NYSE-Only Vendor
will only distribute last sale prices as part of the service. Because
this filing proposes to expand the permissible universe of data
elements that a NYSE-Only Vendor may disseminate, the Exchange proposes
to amend the Exhibit C. The proposed revised version of Exhibit C is
attached to the proposed rule change as Exhibit 4 and Exhibit 5.
Exhibit 4 is marked to show the proposed changes to the current version
of Exhibit C. Exhibit 5 is a clean, unmarked version.
2. Statutory Basis
The basis under the Securities Exchange Act of 1934 (the ``Act'')
for the proposed rule change is the requirement under Section 6(b)(4)
\8\ 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 requirements under
Section 6(b)(5) \9\ that the rules of an exchange be designed to
promote just and equitable principles of trade and not to permit unfair
discrimination between customers, issuers, brokers or dealers.
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\8\ 15 U.S.C. 78f(b)(4).
\9\ 15 U.S.C. 78f(b)(5).
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The proposed rule change would benefit investors by facilitating
their prompt access to widespread, free, real-time pricing information
contained in the NYSE Realtime Reference Prices service. In addition,
the Exchange believes (1) that the proposed fee reduction would allow
entities that provide market data to large numbers of investors to make
an appropriate contribution towards meeting the overall costs of the
Exchange's operations and (2) that the proposed per-query fee would
provide pricing flexibility to entities that determine to provide the
NYSE Realtime Reference Prices service.
[[Page 67290]]
B. Self-Regulatory Organization's Statement on Burden on Competition
NYSE Realtime Reference Prices proposes to reduce an existing fee
of the Exchange (the flat monthly fee) and to provide an alternative
(the per-query fee) to the existing fee. It would not raise or rescind
any existing fees. It amounts to a competitive response to the products
that Nasdaq and NYSE Arca make available and that NYSE Amex has
proposed to make available. For those reasons, 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 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 Exchange consents, the Commission will:
(A) By order approve the 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 No. SR-NYSE-2009-120 on the subject line.
Paper Comments
Send paper comments in triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange Commission, Station Place, 100 F
Street, NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-NYSE-2009-120. 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, on official business
days between the hours of 10 a.m. and 3 p.m. 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
available publicly. All submissions should refer to File Number SR-
NYSE-2009-120 and should be submitted on or before January 8, 2010.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\10\
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\10\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9-30080 Filed 12-17-09; 8:45 am]
BILLING CODE 8011-01-P