Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to Amendments to the NYSE Arca Options Fee Schedule To Increase the Posted Liquidity Credit for Market Makers, 42343-42345 [2012-17418]
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Federal Register / Vol. 77, No. 138 / Wednesday, July 18, 2012 / Notices
procedural history of the proceeding,
includes three attachments. Attachment
A discusses the service enhancements’
compliance with the requirements listed
in 39 CFR 3020.31. Attachment B
provides a statement of supporting
justification addressing the criteria set
forth in 39 CFR 3020.32. Attachment C
is a copy of the customer agreement for
Post Office Box service which describes
the service enhancements and explains
the customer’s responsibilities.
By the Commission.
Ruth Ann Abrams,
Acting Secretary.
II. Notice of Filings
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Relating to Amendments
to the NYSE Arca Options Fee
Schedule To Increase the Posted
Liquidity Credit for Market Makers
Pursuant to Commission Order No.
1366, Docket No. MC2012–26 has been
established to consider the Postal
Service’s filing under 39 CFR 3020.30.
Interested persons may submit
comments on issues raised by the
Response, including its consistency
with the policies of 39 U.S.C. 3633 and
3642, 39 CFR 3015.4, and 39 CFR part
3020, subpart B. Comments are due no
later than July 31, 2012. Reply
comments may be filed no later than
August 8, 2012.
The Response and all filings in this
proceeding and Docket No. C2012–1 can
be accessed via the Commission’s Web
site (https://www.prc.gov).
The Commission appoints Robert N.
Sidman to serve as Public
Representative in these dockets.
III. Ordering Paragraphs
It is ordered:
1. Comments concerning the Postal
Service’s filing are due no later than
July 31, 2012.
2. Reply comments are due no later
than August 8, 2012.
3. Pursuant to 39 U.S.C. 505, Robert
N. Sidman is appointed to serve as an
officer of the Commission (Public
Representative) to represent the
interests of the general public in these
proceedings.
4. The Secretary shall arrange for
publication of this order in the Federal
Register.
BILLING CODE 7710–FW–P
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–67419; File No. SR–
NYSEArca–2012–71]
July 12, 2012.
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 June 29,
2012, NYSE Arca, Inc. (the ‘‘Exchange’’
or ‘‘NYSE Arca’’) 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 self-regulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend the
NYSE Arca Options Fee Schedule (‘‘Fee
Schedule’’) to increase the posted
liquidity credit for Market Makers who
achieve certain average electronic
execution thresholds per day in Penny
Pilot issues, including an additional
credit for posting liquidity in options on
the SPDR S&P 500 ETF (‘‘SPY’’), and to
amend the fees for certain broker-dealer
transactions. The Exchange proposes to
make the changes operative on July 1,
Qualification basis (average electronic executions per day)
Base ...................
Tier 1 ..................
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
The Exchange proposes to amend the
Fee Schedule to increase the posted
liquidity credit for Market Makers who
achieve certain average electronic
execution thresholds per day in Penny
Pilot issues,3 including an additional
credit for posting liquidity in options on
SPY, and to amend fees for certain
broker-dealer transactions.
Penny Pilot Issues
Currently, Market Makers receive a
$0.32 per contract credit for posted
electronic executions in Penny Pilot
issues, regardless of the number of
electronic executions per day. The
Exchange proposes to increase the credit
for posted electronic executions based
on certain volume thresholds in Penny
Pilot issues, with an additional credit
for posted electronic executions in SPY,
as follows:
Credit applied to posted
electronic market maker
executions in penny pilot
issues (except SPY)
Credit applied to posted
electronic market maker
executions in SPY
($0.32)
($0.34)
($0.34)
($0.36)
($0.38)
($0.40)
($0.40)
($0.42)
.................................................................................................................
30,000 Contracts from Market Maker Posted Orders in Penny Pilot
Issues.
80,000 Contracts from Market Maker Posted Orders in Penny Pilot
Issues.
150,000 Contracts from Market Maker Posted Orders in Penny Pilot
Issues.
Tier 2 ..................
tkelley on DSK3SPTVN1PROD with NOTICES
2012. The text of the proposed rule
change is available on the Exchange’s
Web site at www.nyse.com, at the
principal office of the Exchange, and at
the Commission’s Public Reference
Room.
[FR Doc. 2012–17457 Filed 7–17–12; 8:45 am]
Tier
Tier 3 ..................
1 15
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
VerDate Mar<15>2010
17:27 Jul 17, 2012
3 Under NYSE Arca Options Rule 6.72, options on
certain issues have been approved to trade with a
minimum price variation of $0.01 as part of a pilot
Jkt 226001
PO 00000
Frm 00089
Fmt 4703
Sfmt 4703
42343
program that is currently scheduled to expire on
December 31, 2012. See SR–NYSEArca–2012–65.
E:\FR\FM\18JYN1.SGM
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Federal Register / Vol. 77, No. 138 / Wednesday, July 18, 2012 / Notices
For example, if a Market Maker has
average electronic executions per day of
40,000 contracts from posted orders in
Penny Pilot issues, the Market Maker
would receive a credit of $0.34 per
contract for posted electronic executions
in non-SPY Penny Pilot issues, and a
credit of $0.36 per contract for posted
electronic executions in SPY.
Manual Broker-Dealer Fees
Currently, broker-dealers are charged
a fee of $0.25 per contract for manual
standard executions. There is no charge
for Customer 4 electronic executions in
non-Penny Pilot issues or Customer
manual executions or a manual Firm
facilitation 5 of a Customer order. The
Exchange believes that a transaction in
which a broker-dealer clearing in the
customer range facilitates a Customer
order should be treated in the same
manner as a manual Firm Facilitation
transaction, and therefore proposes that
there be no charge for such transactions
under the Fee Schedule. On occasion,
broker-dealers will facilitate orders on
behalf of Customers. The broker-dealer
may or may not be an Options Trading
Permit (‘‘OTP’’) Holder or OTP Firm,
but places both the Customer order and
the broker-dealer’s order with a Floor
Brokerage firm for execution in open
outcry. If, for instance, the broker-dealer
is executing on behalf of its foreign
subsidiary, the order will be marked as
broker-dealer but must clear in the
customer range at OCC. To qualify for
the free execution, the broker-dealer’s
proprietary trade must be handled by an
OTP Holder or an OTP Firm on an
agency basis and the broker-dealer and
the Customer must both clear through
the same clearing firm.
tkelley on DSK3SPTVN1PROD with NOTICES
Fee Cap
Currently, there is a $75,000 per
month fee cap on Firm manual
executions, which excludes Strategy
Executions, Royalty Fees, and firm
trades executed via a Joint Back Office
agreement.6 The Exchange proposes also
to apply the same $75,000 cap (with the
same exclusions) on broker-dealer fees
for manual executions clearing in the
customer range. For example a broker4 The term ‘‘Customer’’ excludes a broker-dealer.
See NYSE Arca Rule 6.1A(a)(4).
5 The term ‘‘Firm’’ means a broker-dealer that is
not registered as a dealer-specialist or market maker
on a registered national securities exchange or
association. See NYSE Arca Rule 6.1(b)(36). The fee
for a manual Firm Facilitation transaction applies
to any transaction involving a Firm proprietary
trading account that has a customer of that same
Firm on the contra side of the transaction. See
endnote 7 of the Fee Schedule.
6 The Fee Schedule currently does not specify
that such cap is applied monthly; the Exchange
proposes to specify that in the Fee Schedule.
VerDate Mar<15>2010
17:27 Jul 17, 2012
Jkt 226001
dealer who trades in the customer range
and does not have a Customer on the
contra side of the manual transaction
would continue to be subject to a $0.25
manual broker-dealer charge. In said
instances, those trades would continue
to get billed at the $0.25 rate but would
benefit from the new $75,000 cap.
The Exchange proposes to make all of
the changes described above operative
on July 1, 2012.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6(b) of the Act,7 in general, and
furthers the objectives of Section 6(b)(4)
of the Act,8 in particular, because it
provides for the equitable allocation of
reasonable dues, fees, and other charges
among its members, issuers and other
persons using its facilities and does not
unfairly discriminate between
customers, issuers, brokers or dealers.
The Exchange believes that the
increase in credits for Market Makers’
posted electronic executions in Penny
Pilot issues and SPY is reasonable
because it would incent Market Makers
to post higher volumes on the Exchange,
which will promote liquidity. In
addition, the increased credit for
electronic executions in SPY is
reasonable because it is comparable to
rate differentials applied to certain
symbols offered on at least one other
exchange,9 and it will attract additional
order flow in SPY to the Exchange.
Moreover, the Exchange believes that it
is reasonable, equitable, and not
unfairly discriminatory to pay Market
Makers a higher credit because Market
Makers have higher obligations than
other market participants, and the
Exchange would allocate the higher
credit to Market Makers that make
significant contributions to market
quality by providing more liquidity at
the National Best Bid and Offer.
The Exchange believes that not
charging a broker-dealer that clears in
the customer range for facilitating a
Customer order is reasonable because it
will encourage this type of broker-dealer
to facilitate Customer orders and
increase participation in open outcry,
which will in turn promote liquidity on
the Exchange. In addition, the proposed
rule change is reasonable, equitable, and
U.S.C. 78f(b).
U.S.C. 78f(b)(4).
9 See NASDAQ OMX PHLX LLC Pricing Schedule
as of June 1, 2012, Rebates and Fees for Adding and
Removing Liquidity in Select Symbols, available at
https://nasdaqomxphlx.cchwallstreet.com/
NASDAQOMXPHLXTools/PlatformViewer.
asp?selectednode=chp%5F1%5F4%5F1&
manual=%2Fnasdaqomxphlx%
2Fphlx%2Fphlx%2Drulesbrd%2F.
PO 00000
7 15
8 15
Frm 00090
Fmt 4703
Sfmt 4703
not unfairly discriminatory because
broker-dealers facilitating Customer
orders that clear in the customer range
are performing essentially the same
business as Firm facilitation orders, in
addition to maintaining Customer
margin on the account, and it is open to
all broker-dealers on an equal basis.
The Exchange also believes that
including broker-dealer transactions
that clear in the customer range in the
$75,000 limit on fees for open outcry
transactions for both Firms and brokerdealers is reasonable, equitable, and not
unfairly discriminatory because brokerdealers entering orders that clear in the
customer range are performing
essentially the same business as Firm
proprietary orders, in addition to
maintaining Customer margin on the
account.
The Exchange notes that it operates in
a highly competitive market in which
market participants can readily favor
competing venues if they deem fee
levels at a particular venue to be
excessive. In such an environment, the
Exchange must continually adjust its
fees to remain competitive with other
exchanges.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were solicited
or received with respect to the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change is effective
upon filing pursuant to Section
19(b)(3)(A) 10 of the Act and
subparagraph (f)(2) of Rule 19b–4 11
thereunder, because it establishes a due,
fee, or other charge imposed by the
NYSE Arca.
At any time within 60 days of the
filing of such proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act.
10 15
11 17
E:\FR\FM\18JYN1.SGM
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(2).
18JYN1
Federal Register / Vol. 77, No. 138 / Wednesday, July 18, 2012 / Notices
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rulecomments@sec.gov. Please include File
Number SR–NYSEArca–2012–71 on the
subject line.
Paper Comments
tkelley on DSK3SPTVN1PROD with NOTICES
• 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–NYSEArca–2012–71. This
file number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of 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–
NYSEArca–2012–71 and should be
submitted on or before August 8, 2012.
VerDate Mar<15>2010
17:27 Jul 17, 2012
Jkt 226001
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–17418 Filed 7–17–12; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–67420; File No. SR–
NYSEMKT–2012–17]
Self-Regulatory Organizations; NYSE
MKT LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Amending the NYSE
Amex Options Fee Schedule for
Professional Customers and BrokerDealers To Increase the Transaction
Fee for Electronic Executions and
Introduce Volume-Based Tiers for
Certain Electronic Executions That
Would Be Charged a Lower per
Contract Rate
July 12, 2012.
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 June 29,
2012, NYSE MKT LLC (the ‘‘Exchange’’
or ‘‘NYSE MKT’’) 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 self-regulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend the
NYSE Amex Options Fee Schedule
(‘‘Fee Schedule’’) for Professional
Customers and Broker-Dealers to
increase the transaction fee for
electronic executions and introduce
volume-based tiers for certain electronic
executions that would be charged a
lower per contract rate. The proposed
rule change will be operative on July 1,
2012. The text of the proposed rule
change is available on the Exchange’s
Web site at www.nyse.com, at the
principal office of the Exchange, and at
the Commission’s Public Reference
Room.
PO 00000
12 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
Frm 00091
Fmt 4703
Sfmt 4703
42345
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
The Exchange proposes to amend the
Fee Schedule for Professional
Customers and Broker-Dealers to
increase the transaction fee for
electronic executions and introduce
volume-based tiers for certain electronic
executions that would be charged a
lower per contract rate.
Specifically, the Exchange proposes to
increase the per contract transaction fee
for electronically executed orders for
Professional Customers and BrokerDealers from $.23 and $.20, respectively,
to $.28 per contract for both categories
of market participant.3 The Exchange
notes that the proposed fee is within the
range of Professional Customer fees
presently assessed in the industry,
which range from $.20 per contract for
non-Select Symbols on the International
Securities Exchange (‘‘ISE’’) 4 to $.50 per
contract to take liquidity on The
NASDAQ Options Market (‘‘NOM’’) for
non-Penny Pilot securities.5 Similarly,
the proposed fee for electronic BrokerDealer transactions is within the range
of fees assessed in the industry, which
range from $.20 to add liquidity in
Complex Orders on NASDAQ OMX
3 In March 2012, the Exchange increased the per
contract execution costs for certain participants. See
Securities Exchange Act Release No. 66561 (Mar. 9,
2012), 77 FR 15429 (Mar. 15, 2012) (SR–
NYSEAmex–2012–16). However, the Exchange
inadvertently did not increase Broker-Dealer fees to
the same level as Professional Customer fees, as
required by the definition of Professional Customer
in Rule 902.NY(18A), which provides that
Professional Customer and Broker-Dealer fees must
be the same. The proposed change would make the
fees for Professional Customers and Broker-Dealers
the same level, as they were prior to March 2012.
4 See ISE fee schedule dated June 1, 2012,
available at https://www.ise.com/assets/documents/
OptionsExchange/legal/fee/fee_schedule.pdf.
5 See NOM Fee Schedule, available at https://
www.nasdaqtrader.com/
Micro.aspx?id=OptionsPricing.
E:\FR\FM\18JYN1.SGM
18JYN1
Agencies
[Federal Register Volume 77, Number 138 (Wednesday, July 18, 2012)]
[Notices]
[Pages 42343-42345]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-17418]
=======================================================================
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-67419; File No. SR-NYSEArca-2012-71]
Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change Relating to
Amendments to the NYSE Arca Options Fee Schedule To Increase the Posted
Liquidity Credit for Market Makers
July 12, 2012.
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 June 29, 2012, NYSE Arca, Inc. (the ``Exchange'' or ``NYSE Arca'')
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 self-regulatory organization. The
Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend the NYSE Arca Options Fee Schedule
(``Fee Schedule'') to increase the posted liquidity credit for Market
Makers who achieve certain average electronic execution thresholds per
day in Penny Pilot issues, including an additional credit for posting
liquidity in options on the SPDR S&P 500 ETF (``SPY''), and to amend
the fees for certain broker-dealer transactions. The Exchange proposes
to make the changes operative on July 1, 2012. The text of the proposed
rule change is available on the Exchange's Web site at www.nyse.com, at
the principal office of the Exchange, and at the Commission's Public
Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the self-regulatory organization
included statements concerning the purpose of, and basis for, the
proposed rule change and discussed any comments it received on the
proposed rule change. The text of those statements may be examined at
the places specified in Item IV below. The Exchange has prepared
summaries, set forth in sections A, B, and C below, of the most
significant parts of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend the Fee Schedule to increase the
posted liquidity credit for Market Makers who achieve certain average
electronic execution thresholds per day in Penny Pilot issues,\3\
including an additional credit for posting liquidity in options on SPY,
and to amend fees for certain broker-dealer transactions.
---------------------------------------------------------------------------
\3\ Under NYSE Arca Options Rule 6.72, options on certain issues
have been approved to trade with a minimum price variation of $0.01
as part of a pilot program that is currently scheduled to expire on
December 31, 2012. See SR-NYSEArca-2012-65.
---------------------------------------------------------------------------
Penny Pilot Issues
Currently, Market Makers receive a $0.32 per contract credit for
posted electronic executions in Penny Pilot issues, regardless of the
number of electronic executions per day. The Exchange proposes to
increase the credit for posted electronic executions based on certain
volume thresholds in Penny Pilot issues, with an additional credit for
posted electronic executions in SPY, as follows:
----------------------------------------------------------------------------------------------------------------
Credit applied to
Qualification basis posted electronic Credit applied to
Tier (average electronic market maker executions posted electronic
executions per day) in penny pilot issues market maker executions
(except SPY) in SPY
----------------------------------------------------------------------------------------------------------------
Base.............................. .......................... ($0.32) ($0.34)
Tier 1............................ 30,000 Contracts from ($0.34) ($0.36)
Market Maker Posted
Orders in Penny Pilot
Issues.
Tier 2............................ 80,000 Contracts from ($0.38) ($0.40)
Market Maker Posted
Orders in Penny Pilot
Issues.
Tier 3............................ 150,000 Contracts from ($0.40) ($0.42)
Market Maker Posted
Orders in Penny Pilot
Issues.
----------------------------------------------------------------------------------------------------------------
[[Page 42344]]
For example, if a Market Maker has average electronic executions
per day of 40,000 contracts from posted orders in Penny Pilot issues,
the Market Maker would receive a credit of $0.34 per contract for
posted electronic executions in non-SPY Penny Pilot issues, and a
credit of $0.36 per contract for posted electronic executions in SPY.
Manual Broker-Dealer Fees
Currently, broker-dealers are charged a fee of $0.25 per contract
for manual standard executions. There is no charge for Customer \4\
electronic executions in non-Penny Pilot issues or Customer manual
executions or a manual Firm facilitation \5\ of a Customer order. The
Exchange believes that a transaction in which a broker-dealer clearing
in the customer range facilitates a Customer order should be treated in
the same manner as a manual Firm Facilitation transaction, and
therefore proposes that there be no charge for such transactions under
the Fee Schedule. On occasion, broker-dealers will facilitate orders on
behalf of Customers. The broker-dealer may or may not be an Options
Trading Permit (``OTP'') Holder or OTP Firm, but places both the
Customer order and the broker-dealer's order with a Floor Brokerage
firm for execution in open outcry. If, for instance, the broker-dealer
is executing on behalf of its foreign subsidiary, the order will be
marked as broker-dealer but must clear in the customer range at OCC. To
qualify for the free execution, the broker-dealer's proprietary trade
must be handled by an OTP Holder or an OTP Firm on an agency basis and
the broker-dealer and the Customer must both clear through the same
clearing firm.
---------------------------------------------------------------------------
\4\ The term ``Customer'' excludes a broker-dealer. See NYSE
Arca Rule 6.1A(a)(4).
\5\ The term ``Firm'' means a broker-dealer that is not
registered as a dealer-specialist or market maker on a registered
national securities exchange or association. See NYSE Arca Rule
6.1(b)(36). The fee for a manual Firm Facilitation transaction
applies to any transaction involving a Firm proprietary trading
account that has a customer of that same Firm on the contra side of
the transaction. See endnote 7 of the Fee Schedule.
---------------------------------------------------------------------------
Fee Cap
Currently, there is a $75,000 per month fee cap on Firm manual
executions, which excludes Strategy Executions, Royalty Fees, and firm
trades executed via a Joint Back Office agreement.\6\ The Exchange
proposes also to apply the same $75,000 cap (with the same exclusions)
on broker-dealer fees for manual executions clearing in the customer
range. For example a broker-dealer who trades in the customer range and
does not have a Customer on the contra side of the manual transaction
would continue to be subject to a $0.25 manual broker-dealer charge. In
said instances, those trades would continue to get billed at the $0.25
rate but would benefit from the new $75,000 cap.
---------------------------------------------------------------------------
\6\ The Fee Schedule currently does not specify that such cap is
applied monthly; the Exchange proposes to specify that in the Fee
Schedule.
---------------------------------------------------------------------------
The Exchange proposes to make all of the changes described above
operative on July 1, 2012.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with Section 6(b) of the Act,\7\ in general, and furthers the
objectives of Section 6(b)(4) of the Act,\8\ in particular, because it
provides for the equitable allocation of reasonable dues, fees, and
other charges among its members, issuers and other persons using its
facilities and does not unfairly discriminate between customers,
issuers, brokers or dealers.
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\7\ 15 U.S.C. 78f(b).
\8\ 15 U.S.C. 78f(b)(4).
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The Exchange believes that the increase in credits for Market
Makers' posted electronic executions in Penny Pilot issues and SPY is
reasonable because it would incent Market Makers to post higher volumes
on the Exchange, which will promote liquidity. In addition, the
increased credit for electronic executions in SPY is reasonable because
it is comparable to rate differentials applied to certain symbols
offered on at least one other exchange,\9\ and it will attract
additional order flow in SPY to the Exchange. Moreover, the Exchange
believes that it is reasonable, equitable, and not unfairly
discriminatory to pay Market Makers a higher credit because Market
Makers have higher obligations than other market participants, and the
Exchange would allocate the higher credit to Market Makers that make
significant contributions to market quality by providing more liquidity
at the National Best Bid and Offer.
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\9\ See NASDAQ OMX PHLX LLC Pricing Schedule as of June 1, 2012,
Rebates and Fees for Adding and Removing Liquidity in Select
Symbols, available at https://nasdaqomxphlx.cchwallstreet.com/NASDAQOMXPHLXTools/PlatformViewer.asp?selectednode=chp%5F1%5F4%5F1&manual=%2Fnasdaqomxphlx%2Fphlx%2Fphlx%2Drulesbrd%2F.
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The Exchange believes that not charging a broker-dealer that clears
in the customer range for facilitating a Customer order is reasonable
because it will encourage this type of broker-dealer to facilitate
Customer orders and increase participation in open outcry, which will
in turn promote liquidity on the Exchange. In addition, the proposed
rule change is reasonable, equitable, and not unfairly discriminatory
because broker-dealers facilitating Customer orders that clear in the
customer range are performing essentially the same business as Firm
facilitation orders, in addition to maintaining Customer margin on the
account, and it is open to all broker-dealers on an equal basis.
The Exchange also believes that including broker-dealer
transactions that clear in the customer range in the $75,000 limit on
fees for open outcry transactions for both Firms and broker-dealers is
reasonable, equitable, and not unfairly discriminatory because broker-
dealers entering orders that clear in the customer range are performing
essentially the same business as Firm proprietary orders, in addition
to maintaining Customer margin on the account.
The Exchange notes that it operates in a highly competitive market
in which market participants can readily favor competing venues if they
deem fee levels at a particular venue to be excessive. In such an
environment, the Exchange must continually adjust its fees to remain
competitive with other exchanges.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition that is not necessary or appropriate
in furtherance of the purposes of the Act.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were solicited or received with respect to the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change is effective upon filing pursuant to
Section 19(b)(3)(A) \10\ of the Act and subparagraph (f)(2) of Rule
19b-4 \11\ thereunder, because it establishes a due, fee, or other
charge imposed by the NYSE Arca.
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\10\ 15 U.S.C. 78s(b)(3)(A).
\11\ 17 CFR 240.19b-4(f)(2).
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At any time within 60 days of the filing of such proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act.
[[Page 42345]]
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-NYSEArca-2012-71 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-NYSEArca-2012-71. This
file number should be included on the subject line if email is used. To
help the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549, on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of 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-NYSEArca-2012-71 and should
be submitted on or before August 8, 2012.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\12\
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\12\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-17418 Filed 7-17-12; 8:45 am]
BILLING CODE 8011-01-P