Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Amending the NYSE Arca Equities Schedule of Fees and Charges for Exchange Services, 43408-43410 [2012-17979]
Download as PDF
43408
Federal Register / Vol. 77, No. 142 / Tuesday, July 24, 2012 / Notices
rules and regulations thereunder
applicable to such organization.7
Section 17A(b)(3)(F) of the Act requires
that a clearing agency, among other
things, have the capacity to facilitate the
prompt and accurate clearance and
settlement of securities transactions for
which it is responsible.8
The Commission believes that the
change is consistent with the purposes
and requirements of Section 17A of the
Act 9 and the rules and regulations
thereunder applicable to OCC. In
particular, the Commission believes that
clarifying the applicability of OCC’s ByLaws and Rules to security futures on
index-linked securities should facilitate
the clearance and settlement of such
products and, thus, should help
promote the prompt and accurate
clearance and settlement of securities
transactions for which OCC is
responsible.
IV. Conclusion
On the basis of the foregoing, the
Commission finds that the proposal is
consistent with the requirements of the
Act and in particular with the
requirements of Section 17A of the
Act 10 and the rules and regulations
thereunder.
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,11 that the
proposed rule change (File No. SR–
OCC–2012–08) be, and hereby is,
approved.12
For the Commission by the Division of
Trading and Markets, pursuant to delegated
authority.13
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–17978 Filed 7–23–12; 8:45 am]
BILLING CODE 8011–01–P
U.S.C. 78s(b)(2)(B).
U.S.C. 78q–1(b)(3)(F).
9 15 U.S.C. 78q–1.
10 15 U.S.C. 78q–1.
11 15 U.S.C. 78s(b)(2).
12 In approving the proposed rule change, the
Commission considered the proposal’s impact on
efficiency, competition, and capital formation. 15
U.S.C. 78c(f).
13 17 CFR 200.30–3(a)(12).
sroberts on DSK5SPTVN1PROD with NOTICES
8 15
21:06 Jul 23, 2012
[Release No. 34–67461; File No. SR–
NYSEArca–2012–69]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Amending the NYSE Arca
Equities Schedule of Fees and
Charges for Exchange Services
July 18, 2012.
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 July 12,
2012, NYSE Arca, Inc. (the ‘‘Exchange’’
or ‘‘NYSE Arca’’) filed with the
Securities and Exchange Commission
(the ‘‘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 Equities Schedule of Fees
and Charges for Exchange Services
(‘‘Fee Schedule’’). The Exchange
proposes to implement the fee changes
on July 12, 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
7 15
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SECURITIES AND EXCHANGE
COMMISSION
Jkt 226001
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.
PO 00000
1 15
U.S.C. 78s(b)(1).
U.S.C. 78a.
3 17 CFR 240.19b–4.
2 15
Frm 00181
Fmt 4703
Sfmt 4703
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend the
Fee Schedule, as described below, and
implement the fee changes on July 12,
2012.
ETP Holders, including Market
Makers, are currently eligible to qualify
for the Tape C Step Up Tier and the
corresponding reduced execution fee of
$0.0029 per share for orders that take
liquidity from the Exchange in Tape C
securities.
The Exchange proposes to introduce a
Tape C Step Up Tier 2 for ETP Holders,
including Market Makers, that, on a
daily basis, measured monthly, directly
execute providing volume in Tape C
Securities (‘‘Tape C Adding ADV’’)
during the billing month that is at least
2 million shares greater than the ETP
Holder’s or Market Maker’s Tape C
Adding ADV during the second
calendar quarter of 2012 (‘‘Q2 2012’’),
subject to the ETP Holder’s or Market
Maker’s combined providing ADV in
Tape A, Tape B, and Tape C securities
during the billing month as a percentage
of CADV being no less than during Q2
2012.4
ETP Holders and Market Makers that
satisfy the requirements for the Tape C
Step Up Tier 2 will receive a $0.0002
per share credit for orders that provide
liquidity to the Exchange in Tape C
Securities, which shall be in addition to
the ETP Holder’s or Market Maker’s
Tiered or Basic Rate credit(s).5 As
4 For purposes of determining whether a firm that
becomes an ETP Holder after Q2 2012 qualifies for
the Tape C Step Up Tier 2, the new ETP Holder’s
Tape C Adding ADV during Q2 2012 would be zero.
Similarly, the ETP Holder’s combined providing
ADV in Tape A, Tape B, and Tape C securities
during Q2 2012 would be zero. Additionally, the
ADV of a firm that becomes an ETP Holder during
Q2 2012 would be calculated based on the number
of trading days during Q2 2012, not the number of
trading days during which the firm was an ETP
Holder.
5 The Exchange notes that, for purposes of
determining whether an ETP Holder or Market
Maker qualifies for the Tape C Step Up Tier 2 for
the month of July 2012, the ETP Holder’s or Market
Maker’s Tape C Adding ADV during the billing
month would be measured beginning on July 12,
2012, the effective and operative date of this
proposed change, through the end of the month and
would not take into account the activity or trading
days prior to that date. Similarly, the ETP Holder’s
or Market Maker’s combined providing ADV in
Tape A, Tape B, and Tape C securities during the
billing month as a percentage of CADV would be
calculated using the period beginning on July 12,
2012 through the end of the month and would not
take into account the activity or trading days prior
to that date. For an ETP Holder or Market Maker
that qualifies for the $0.0002 per share credit for
July 2012, the credit would not apply to the ETP
Holder’s or Market Maker’s orders that provide
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sroberts on DSK5SPTVN1PROD with NOTICES
proposed, Investor Tier 1 and Investor
Tier 2 ETP Holders and Market Makers
could not qualify for the Tape C Step Up
Tier 2. However, Investor Tier 3 ETP
Holders and Market Makers could
qualify for the Tape C Step Up Tier 2
credit. For all other fees and credits,
Tiered or Basic Rates would apply based
on a firm’s qualifying levels. The
Exchange proposes prohibiting Investor
Tier 1 and Investor Tier 2 ETP Holders
from qualifying for the Tape C Step Up
Tier 2 because the ETP Holders that
qualify for Investor Tier 1 and Investor
Tier 2 would already receive a higher
credit for such executions. In contrast,
the Exchange proposes permitting
Investor Tier 3 ETP Holders to qualify
for the Tape C Step Up Tier 2 credit
because, even when combined with the
$0.0002 Tape C Step Up Tier 2 credit,
the ETP Holders that qualify for Investor
Tier 3 would not achieve an overall
credit rate that is higher than that which
is available under Investor Tiers 1 or 2.
For example, assume that a particular
ETP Holder’s Tape C Adding ADV
during the billing month is 4 million
shares and that its Tape C Adding ADV
during Q2 2012 was 1.5 million shares.
Additionally, assume that the ETP
Holder’s combined providing ADV in
Tape A, Tape B, and Tape C securities
during the billing month was 0.25% of
CADV and that its combined providing
ADV in Tape A, Tape B, and Tape C
securities during Q2 2012 was 0.23% of
CADV. In this example, the ETP Holder
would qualify for the Tape C Step Up
Tier 2 and would receive a credit of
$0.0002 per share for its orders that
provide liquidity to the Exchange in
Tape C securities, which would be in
addition to the ETP Holder’s Tiered or
Basic Rate credit(s).6 However, if the
ETP Holder’s Tape C Adding ADV
during the billing month were 3 million
shares, i.e., less than 2 million shares
greater than the Q2 2012 amount, then
the ETP Holder would not qualify for
the Tape C Step Up Tier 2. Similarly, if
the ETP Holder’s combined providing
ADV in Tape A, Tape B, and Tape C
securities during the billing month were
0.20% of CADV, i.e., less than the Q2
2012 percentage, then the ETP Holder
would not qualify for the Tape C Step
Up Tier 2.
liquidity to the Exchange in Tape C Securities prior
to July 12, 2012.
6 For example, if the ETP Holder submits a MidPoint Passive Liquidity Order that provides
liquidity on the Exchange and the ETP Holder is
billed according to Basic Rates, the ETP Holder
would receive a total credit of $0.0017 per share
(i.e., $0.0015 per share pursuant to the Basic Rates
plus $0.0002 per share pursuant to the Tape C Step
Up Tier 2).
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21:06 Jul 23, 2012
Jkt 226001
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6(b) of the Securities Exchange
Act of 1934 (the ‘‘Act’’), in general, and
furthers the objectives of Section 6(b)(4)
of the Act, 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
proposed rule change is reasonable,
equitable and not unfairly
discriminatory because it would
encourage ETP Holders to send
additional orders in Tape C securities to
the Exchange for execution in order to
qualify for an incrementally higher
credit for such executions that add
liquidity on the Exchange. In this
regard, the Exchange believes that this
may incentivize ETP Holders to increase
the orders sent directly to the Exchange
and therefore provide liquidity that
supports the quality of price discovery
and promotes market transparency.
The Exchange believes that the rate
proposed for the Tape C Step Up Tier
2 credit is reasonable because it is
directly related to an ETP Holder’s level
of executions in Tape C securities
during the month. The Exchange also
believes that the proposed rate is
reasonable because, when combined
with other Tier or Basic Rate credits that
are available to ETP Holders, it is
consistent with certain other credits,
such as the Investor Tier 2 credit of
$0.0032, which are available to ETP
Holders that satisfy certain criteria
related to the ETP Holder’s level of
trading activity on the Exchange.
Additionally, the Exchange believes that
the proposed Tape C Step Up Tier 2
credit is equitable and not unfairly
discriminatory because it would
incentivize ETP Holders to submit
orders in Tape C securities to the
Exchange and would result in a credit
that is reasonably related to an
exchange’s market quality that is
associated with higher volumes.
Moreover, like existing pricing on the
Exchange that is tied to ETP Holder
volume levels, the Exchange believes
that the proposed Tape C Step Up Tier
2 credit is equitable and not unfairly
discriminatory because it would be
available for all ETP Holders, including
Market Makers, on an equal and nondiscriminatory basis.
Additionally, the Exchange believes
that prohibiting Investor Tier 1 and
Investor Tier 2 ETP Holders from
qualifying for the Tape C Step Up Tier
PO 00000
Frm 00182
Fmt 4703
Sfmt 4703
43409
2 is reasonable, equitable and not
unfairly discriminatory because the ETP
Holders that qualify for Investor Tier 1
and Investor Tier 2 would already
receive a higher credit for such
executions. In contrast, the Exchange
believes that permitting Investor Tier 3
ETP Holders to qualify for the Tape C
Step Up Tier 2 credit is reasonable,
equitable and not unfairly
discriminatory because, even when
combined with the $0.0002 Tape C Step
Up Tier 2 credit, the ETP Holders that
qualify for Investor Tier 3 would not
achieve an overall credit rate that is
higher than that which is available
under Investor Tiers 1 or 2.
Finally, the Exchange notes that it
operates in a highly competitive market
in which market participants can
readily favor competing venues. In such
an environment, the Exchange must
continually review, and consider
adjusting, its fees and credits to remain
competitive with other exchanges. For
the reasons described above, the
Exchange believes that the proposed
rule change reflects this competitive
environment.
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) 7 of the Act and
subparagraph (f)(2) of Rule 19b–4 8
thereunder, because it establishes a due,
fee, or other charge imposed by 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.
7 15
8 17
E:\FR\FM\24JYN1.SGM
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(2).
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Federal Register / Vol. 77, No. 142 / Tuesday, July 24, 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:
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.9
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–17979 Filed 7–23–12; 8:45 am]
BILLING CODE 8011–01–P
Electronic Comments
SMALL BUSINESS ADMINISTRATION
• 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–2012–69 on
the subject line.
Data Collection Available for Public
Comments and Recommendations
Paper Comments
sroberts on DSK5SPTVN1PROD 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–2012–69. 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 Section, 100 F Street NE.,
Washington, DC 20549–1090. Copies of
the filing will also be available for
inspection and copying at the NYSE’s
principal office and on its Internet Web
site at www.nyse.com. 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–2012–69 and should be
submitted on or before August 14, 2012.
60-Day notice and request for
comments. 8(a) Business Development
Program.
ACTION:
In accordance with the
Paperwork Reduction Act of 1995, this
notice announces the Small Business
Administration’s intentions to request
approval on a new and/or currently
approved information collection.
DATES: Submit comments on or before
September 24, 2012.
ADDRESSES: Send all comments
regarding whether these information
collections are necessary for the proper
performance of the function of the
agency, whether the burden estimates
are accurate, and if there are ways to
minimize the estimated burden and
enhance the quality of the collections, to
Sandra Johnston, Program Analyst,
Office of Financial Assistance, Small
Business Administration, 409 3rd Street,
8th Floor, Washington, DC 20416.
FOR FURTHER INFORMATION CONTACT:
Sandra Johnston, Program Analyst, 202–
205–7528 sandra.johnston@sba.gov;
Curtis B. Rich, Management Analyst,
202–205–7030 curtis.rich@sba.gov.
SUPPLEMENTARY INFORMATION:
Information necessary for Small
Business Administration (SBA) to
determine whether loan applicant meets
SBA’s credit and regulatory criteria.
Respondents are small business
concerns and Development Companies
which are certified by SBA to package
504 loans.
Title: ‘‘U.S. Small Business
Administration Application for Section
504 Loan’’.
Description of Respondents:
Applicants applying for a SBA Loan.
Form Number: 1244.
Annual Responses: 6,800.
Annual Burden: 15,735.
SUPPLEMENTARY INFORMATION: The
servicing agent agreement is executed
by the borrower, certified development
company and the loan servicing agent.
The agreement is primarily used to
certify use of loan proceeds, appoint a
SUMMARY:
9 17
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21:06 Jul 23, 2012
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PO 00000
CFR 200.30–3(a)(12).
Frm 00183
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Sfmt 4703
servicing agent and acknowledge the
imposition of various fees.
Title: ‘‘Servicing Agent Agreement’’.
Description of Respondents:
Applicants applying for a SBA Loan.
Form Number: 1506.
Annual Responses: 7,830.
Annual Burden: 7,830.
SUPPLEMENTARY INFORMATION: Small
Business Administration SBA’s Premier
Certified Lenders Program (PCLP)
transfers considerable authority and
autonomy to Premier Certified
Development Companies (Premier
CDCs). The PCLP forms (Forms 2233
and 2234) collect loan information to
assist the agency in carrying-out its
lender, portfolio and program oversight
responsibilities. Form 2233 will collect
loan loss reserve information to ensure
Premier CDC compliance with statutory
requirements. SBA will use Form 2234
to approve loan eligibility and track
portfolio performance.
Title: ‘‘PCLP Quarterly Loan Reserve
Report and PCLP Guarantee Request’’.
Description of Respondents: CDC’s
applicants applying for a SBA Loan.
Form Numbers: 2333, 2334, Parts A,
B, C.
Annual Responses: 1,700.
Annual Burden: 1,558.
SUPPLEMENTARY INFORMATION:
Information collection is needed to
ensure that Microloan Program activity
meets the statutory goals of assisting
mandated target market. The
information is used by the reporting
participants and the SBA to assist with
portfolio management, risk
management, loan servicing, oversight
and compliance, data management and
understanding of short and loan term
trends and development of outcome
measures.
Title: ‘‘Microloan Program Electronic
Reporting System (MPERS)
(MPERSystem)’’.
Description of Respondents:
Participants for the Microloan program.
Form Number: N/A.
Annual Responses: 2,500.
Annual Burden: 625.
ADDRESSES: Send all comments
regarding whether this information
collection is necessary for the proper
performance of the function of the
agency, whether the burden estimates
are accurate, and if there are ways to
minimize the estimated burden and
enhance the quality of the collection, to
Carol Fendler, Director, License &
Program, Office of Investment, Small
Business Administration, 409 3rd Street,
6th Floor, Washington, DC 20416.
FOR FURTHER INFORMATION CONTACT:
Carol Fendler, License & Program, 202–
205–7559 carol.fendler@sba.gov; Curtis
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Agencies
[Federal Register Volume 77, Number 142 (Tuesday, July 24, 2012)]
[Notices]
[Pages 43408-43410]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-17979]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-67461; File No. SR-NYSEArca-2012-69]
Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change Amending the NYSE
Arca Equities Schedule of Fees and Charges for Exchange Services
July 18, 2012.
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 July 12, 2012, NYSE Arca, Inc. (the ``Exchange'' or
``NYSE Arca'') filed with the Securities and Exchange Commission (the
``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\ 15 U.S.C. 78a.
\3\ 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 Equities Schedule of
Fees and Charges for Exchange Services (``Fee Schedule''). The Exchange
proposes to implement the fee changes on July 12, 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 the
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend the Fee Schedule, as described
below, and implement the fee changes on July 12, 2012.
ETP Holders, including Market Makers, are currently eligible to
qualify for the Tape C Step Up Tier and the corresponding reduced
execution fee of $0.0029 per share for orders that take liquidity from
the Exchange in Tape C securities.
The Exchange proposes to introduce a Tape C Step Up Tier 2 for ETP
Holders, including Market Makers, that, on a daily basis, measured
monthly, directly execute providing volume in Tape C Securities (``Tape
C Adding ADV'') during the billing month that is at least 2 million
shares greater than the ETP Holder's or Market Maker's Tape C Adding
ADV during the second calendar quarter of 2012 (``Q2 2012''), subject
to the ETP Holder's or Market Maker's combined providing ADV in Tape A,
Tape B, and Tape C securities during the billing month as a percentage
of CADV being no less than during Q2 2012.\4\
---------------------------------------------------------------------------
\4\ For purposes of determining whether a firm that becomes an
ETP Holder after Q2 2012 qualifies for the Tape C Step Up Tier 2,
the new ETP Holder's Tape C Adding ADV during Q2 2012 would be zero.
Similarly, the ETP Holder's combined providing ADV in Tape A, Tape
B, and Tape C securities during Q2 2012 would be zero. Additionally,
the ADV of a firm that becomes an ETP Holder during Q2 2012 would be
calculated based on the number of trading days during Q2 2012, not
the number of trading days during which the firm was an ETP Holder.
---------------------------------------------------------------------------
ETP Holders and Market Makers that satisfy the requirements for the
Tape C Step Up Tier 2 will receive a $0.0002 per share credit for
orders that provide liquidity to the Exchange in Tape C Securities,
which shall be in addition to the ETP Holder's or Market Maker's Tiered
or Basic Rate credit(s).\5\ As
[[Page 43409]]
proposed, Investor Tier 1 and Investor Tier 2 ETP Holders and Market
Makers could not qualify for the Tape C Step Up Tier 2. However,
Investor Tier 3 ETP Holders and Market Makers could qualify for the
Tape C Step Up Tier 2 credit. For all other fees and credits, Tiered or
Basic Rates would apply based on a firm's qualifying levels. The
Exchange proposes prohibiting Investor Tier 1 and Investor Tier 2 ETP
Holders from qualifying for the Tape C Step Up Tier 2 because the ETP
Holders that qualify for Investor Tier 1 and Investor Tier 2 would
already receive a higher credit for such executions. In contrast, the
Exchange proposes permitting Investor Tier 3 ETP Holders to qualify for
the Tape C Step Up Tier 2 credit because, even when combined with the
$0.0002 Tape C Step Up Tier 2 credit, the ETP Holders that qualify for
Investor Tier 3 would not achieve an overall credit rate that is higher
than that which is available under Investor Tiers 1 or 2.
---------------------------------------------------------------------------
\5\ The Exchange notes that, for purposes of determining whether
an ETP Holder or Market Maker qualifies for the Tape C Step Up Tier
2 for the month of July 2012, the ETP Holder's or Market Maker's
Tape C Adding ADV during the billing month would be measured
beginning on July 12, 2012, the effective and operative date of this
proposed change, through the end of the month and would not take
into account the activity or trading days prior to that date.
Similarly, the ETP Holder's or Market Maker's combined providing ADV
in Tape A, Tape B, and Tape C securities during the billing month as
a percentage of CADV would be calculated using the period beginning
on July 12, 2012 through the end of the month and would not take
into account the activity or trading days prior to that date. For an
ETP Holder or Market Maker that qualifies for the $0.0002 per share
credit for July 2012, the credit would not apply to the ETP Holder's
or Market Maker's orders that provide liquidity to the Exchange in
Tape C Securities prior to July 12, 2012.
---------------------------------------------------------------------------
For example, assume that a particular ETP Holder's Tape C Adding
ADV during the billing month is 4 million shares and that its Tape C
Adding ADV during Q2 2012 was 1.5 million shares. Additionally, assume
that the ETP Holder's combined providing ADV in Tape A, Tape B, and
Tape C securities during the billing month was 0.25% of CADV and that
its combined providing ADV in Tape A, Tape B, and Tape C securities
during Q2 2012 was 0.23% of CADV. In this example, the ETP Holder would
qualify for the Tape C Step Up Tier 2 and would receive a credit of
$0.0002 per share for its orders that provide liquidity to the Exchange
in Tape C securities, which would be in addition to the ETP Holder's
Tiered or Basic Rate credit(s).\6\ However, if the ETP Holder's Tape C
Adding ADV during the billing month were 3 million shares, i.e., less
than 2 million shares greater than the Q2 2012 amount, then the ETP
Holder would not qualify for the Tape C Step Up Tier 2. Similarly, if
the ETP Holder's combined providing ADV in Tape A, Tape B, and Tape C
securities during the billing month were 0.20% of CADV, i.e., less than
the Q2 2012 percentage, then the ETP Holder would not qualify for the
Tape C Step Up Tier 2.
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\6\ For example, if the ETP Holder submits a Mid-Point Passive
Liquidity Order that provides liquidity on the Exchange and the ETP
Holder is billed according to Basic Rates, the ETP Holder would
receive a total credit of $0.0017 per share (i.e., $0.0015 per share
pursuant to the Basic Rates plus $0.0002 per share pursuant to the
Tape C Step Up Tier 2).
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2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with Section 6(b) of the Securities Exchange Act of 1934 (the ``Act''),
in general, and furthers the objectives of Section 6(b)(4) of the Act,
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 proposed rule change is reasonable,
equitable and not unfairly discriminatory because it would encourage
ETP Holders to send additional orders in Tape C securities to the
Exchange for execution in order to qualify for an incrementally higher
credit for such executions that add liquidity on the Exchange. In this
regard, the Exchange believes that this may incentivize ETP Holders to
increase the orders sent directly to the Exchange and therefore provide
liquidity that supports the quality of price discovery and promotes
market transparency.
The Exchange believes that the rate proposed for the Tape C Step Up
Tier 2 credit is reasonable because it is directly related to an ETP
Holder's level of executions in Tape C securities during the month. The
Exchange also believes that the proposed rate is reasonable because,
when combined with other Tier or Basic Rate credits that are available
to ETP Holders, it is consistent with certain other credits, such as
the Investor Tier 2 credit of $0.0032, which are available to ETP
Holders that satisfy certain criteria related to the ETP Holder's level
of trading activity on the Exchange. Additionally, the Exchange
believes that the proposed Tape C Step Up Tier 2 credit is equitable
and not unfairly discriminatory because it would incentivize ETP
Holders to submit orders in Tape C securities to the Exchange and would
result in a credit that is reasonably related to an exchange's market
quality that is associated with higher volumes. Moreover, like existing
pricing on the Exchange that is tied to ETP Holder volume levels, the
Exchange believes that the proposed Tape C Step Up Tier 2 credit is
equitable and not unfairly discriminatory because it would be available
for all ETP Holders, including Market Makers, on an equal and non-
discriminatory basis.
Additionally, the Exchange believes that prohibiting Investor Tier
1 and Investor Tier 2 ETP Holders from qualifying for the Tape C Step
Up Tier 2 is reasonable, equitable and not unfairly discriminatory
because the ETP Holders that qualify for Investor Tier 1 and Investor
Tier 2 would already receive a higher credit for such executions. In
contrast, the Exchange believes that permitting Investor Tier 3 ETP
Holders to qualify for the Tape C Step Up Tier 2 credit is reasonable,
equitable and not unfairly discriminatory because, even when combined
with the $0.0002 Tape C Step Up Tier 2 credit, the ETP Holders that
qualify for Investor Tier 3 would not achieve an overall credit rate
that is higher than that which is available under Investor Tiers 1 or
2.
Finally, the Exchange notes that it operates in a highly
competitive market in which market participants can readily favor
competing venues. In such an environment, the Exchange must continually
review, and consider adjusting, its fees and credits to remain
competitive with other exchanges. For the reasons described above, the
Exchange believes that the proposed rule change reflects this
competitive environment.
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) \7\ of the Act and subparagraph (f)(2) of Rule 19b-
4 \8\ thereunder, because it establishes a due, fee, or other charge
imposed by NYSE Arca.
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\7\ 15 U.S.C. 78s(b)(3)(A).
\8\ 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 43410]]
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-2012-69 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-2012-69. 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 Section, 100 F Street
NE., Washington, DC 20549-1090. Copies of the filing will also be
available for inspection and copying at the NYSE's principal office and
on its Internet Web site at www.nyse.com. 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-2012-69 and should be submitted
on or before August 14, 2012.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\9\
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\9\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-17979 Filed 7-23-12; 8:45 am]
BILLING CODE 8011-01-P