Self-Regulatory Organizations; NYSE MKT LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Proposing to Offer Certain Proprietary Options Data Products, 52767-52769 [2012-21385]
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Federal Register / Vol. 77, No. 169 / Thursday, August 30, 2012 / Notices
regarding issues addressed at the
roundtable until October 5, 2012.
SECURITIES AND EXCHANGE
COMMISSION
Comments may be
submitted by any of the following
methods:
Self-Regulatory Organizations; NYSE
MKT LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Proposing to Offer
Certain Proprietary Options Data
Products
ADDRESSES:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/other.shtml); or
• Send an email to rulecomments@sec.gov. Please include File
Number 4–652 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 submission should refer to File
Number 4–652. This file number should
be included on the subject line if email
is used. To help us 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/other.shtml).
Comments are also 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 a.m. and 3 p.m.
All comments received will be posted
without change; we do not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly.
FOR FURTHER INFORMATION CONTACT:
Arisa Tinaves, Special Counsel, at (202)
551–5676, Division of Trading and
Markets, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–7010.
By the Commission.
Dated: August 24, 2012.
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–21387 Filed 8–29–12; 8:45 am]
mstockstill on DSK4VPTVN1PROD with NOTICES
BILLING CODE 8011–01–P
August 23 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 August
13, 2012, NYSE MKT LLC (the
‘‘Exchange’’ or ‘‘NYSE MKT’’) 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 selfregulatory 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 offer
certain proprietary options data
products. 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, Proposed Rule
Change
1. Purpose
The Exchange proposes to offer
certain proprietary options data
products. Specifically, the products are
ArcaBook for Amex Options—Trades,
1 15
U.S.C.78s(b)(1).
U.S.C. 78a.
3 17 CFR 240.19b–4.
2 15
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52767
ArcaBook for Amex Options—Top of
Book, ArcaBook for Amex Options—
Depth of Book, ArcaBook for Amex
Options—Complex, ArcaBook for Amex
Options—Series Status, and ArcaBook
for Amex Options—Order Imbalance.4
Each of these products, which are
described in more detail below, is either
identical or substantially similar to
products offered by other exchanges.
ArcaBook for Amex Options—Trades
would make available NYSE Amex
Options last sale information on a realtime basis as it is reported to the
Options Price Reporting Authority
(‘‘OPRA’’) and disseminated on a
consolidated basis under the OPRA
Plan.5 Other exchanges also offer this
product.6
ArcaBook for Amex Options—Top of
Book would make available NYSE Amex
Options best bids and offers (‘‘BBO’’)
(including orders and quotes) on a realtime basis as it is reported to OPRA and
disseminated on a consolidated basis
under the OPRA Plan. Other exchanges
also offer this product.7
ArcaBook for Amex Options—Depth
of Book would make available NYSE
Amex Options quotes and orders at the
first five price levels in each series on
a real-time basis as it is reported to
OPRA and disseminated on a
consolidated basis under the OPRA
Plan. One exchange offers an identical
4 For these products, the name ‘‘ArcaBook’’ is
used strictly for marketing purposes to describe the
technology used to support the product. All of the
data that will be distributed through the products
is solely NYSE Amex Options data.
5 The OPRA Plan is a national market system plan
approved by the Securities and Exchange
Commission (‘‘Commission’’) pursuant to Section
11A of the Securities Exchange Act of 1934 (the
‘‘Act’’) and Rule 608 thereunder (formerly Rule
11Aa3–2). See Securities Exchange Act Release No.
17638 (March 18, 1981), 22 SE.C. Docket 484
(March 31, 1981). The full text of the OPRA Plan
is available at https://www.opradata.com.
The OPRA Plan provides for the collection and
dissemination of last sale and quotation information
on options that are traded on the participant
exchanges. Section 5.2(c) of the OPRA Plan also
permits OPRA Plan participants to disseminate
unconsolidated market information to certain of
their members under certain circumstances. The
manner in which the Exchange proposes to
disseminate the proposed products would comply
with Section 5.2(c).
6 For example, Chicago Board Options Exchange
(‘‘CBOE’’), NASDAQ Options Market (‘‘NOM’’), and
NASDAQ OMX PHLX LLC (‘‘PHLX’’) offer
proprietary products that include their last sale data
as reported to OPRA. See Securities Exchange Act
Release No. 66486 (February 28, 2012), 77 FR 13166
(March 5, 2012) (SR–CBOE–2012–016); NOM Rules,
Chapter VI, Section 1(a)(3) and Securities Exchange
Act Release No. 64652 (June 13, 2011), 76 FR 35498
(June 17, 2011) (SR–NASDAQ–2011–075); and
Securities Exchange Act Release No. 67352 (July 5,
2012), 77 FR 40930 (July 11, 2012) (SR–Phlx–2012–
83), respectively.
7 See id. See also Securities Exchange Act Release
No. 65000 (August 1, 2011), 76 FR 47627 (August
5, 2011) (SR–ISE–2011–44).
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product; other exchanges also offer
similar products.8
ArcaBook for Amex Options—
Complex would make available NYSE
Amex Options quote and trade
information (including orders/quotes,
requests for responses, and trades) for
the complex order book on a real-time
basis.9 Other exchanges also offer
similar data feeds related to their
complex order execution facilities.10
ArcaBook for Amex Options—Series
Status would make available series
status messages for each individual
options series in the event of a delayed
opening or trading halt. The equity
trading facility of NYSE Arca, Inc.
(‘‘NYSE Arca Equities’’) currently makes
this information available via one of its
market data products.11
Finally, ArcaBook for Amex
Options—Order Imbalance would make
available a data feed that includes order
imbalance information prior to the
opening and closing of the market, a
data product that is offered by NYSE
Arca Equities 12 and is similar to
products offered by other options
exchanges.13
Each of these options data products
will be offered through the Exchange’s
Liquidity Center Network (‘‘LCN’’), a
local area network in the Exchange’s
Mahwah, New Jersey data center that is
available to users of the Exchange’s colocation services. The Exchange would
also offer the products through the
Exchange’s Secure Financial
Transaction Infrastructure (‘‘SFTI’’)
network, through which all other Users
and member organizations access the
Exchange’s trading and execution
systems and other proprietary market
data products.
8 International Securities Exchange (‘‘ISE’’)
currently offers ISE Depth of Market Feed, which
includes the first five price levels on ISE’s limit
order book. See Securities Exchange Act Release
No. 59949 (May 20, 2009), 74 FR 25593 (May 28,
2009) (SR–ISE–2007–97). NOM and PHLX also offer
full depth of market feeds. See supra note 6.
9 See Rule 900.3NY, which defines complex
orders, and Rule 980NY, which describes electronic
complex order trading, including requests for
responses.
10 See, e.g., description of ISE Spread Feed in SR–
ISE–2011–44, supra note 7, and description of
TOPO of PHLX Options Plus Orders feed in SR–
Phlx–2012–83, supra note 6.
11 See Securities Exchange Act Release No. 65669
(November 2, 2011), 76 FR 69311 (November 8,
2011) (SR–NYSEArca–2011–78).
12 See id.
13 See, e.g., SR–Phlx–2012–83 and SR–NASDAQ–
2011–075, supra note 3 [sic]. PHLX disseminates an
Imbalance Message during the PHLX Opening
Process. See Securities Exchange Act Release No.
66967 (May 11, 2012); 77 FR 29400 [sic] (May 17,
2012) (SR–Phlx–2012–60). NASDAQ’s ITTO data
product includes the order imbalance information
relating to the opening as described in NASDAQ
Options Market Rules Chapter VI, Section 8.
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The Exchange will submit a separate
rule filing to establish fees for the data
products.
2. Statutory Basis
The proposed rule change is
consistent with Section 6(b) 14 of the
Act, in general, and furthers the
objectives of Section 6(b)(5) 15 of the
Act, in particular, in that it is designed
to prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, to foster
cooperation and coordination with
persons engaged in facilitating
transactions in securities, to remove
impediments to and perfect the
mechanism of a free and open market
and a national market system and, in
general, to protect investors and the
public interest, and it is not designed to
permit unfair discrimination among
customers, brokers, or dealers.
In adopting Regulation NMS, the
Commission granted self-regulatory
organizations and broker-dealers
increased authority and flexibility to
offer new and unique market data to
consumers of such data. It was believed
that this authority would expand the
amount of data available to users and
consumers of such data and also spur
innovation and competition for the
provision of market data. The Exchange
believes that the options data products
proposed herein are precisely the sort of
market data products that the
Commission envisioned when it
adopted Regulation NMS. The
Commission concluded that Regulation
NMS—by lessening regulation of the
market in proprietary data—would itself
further the Act’s goals of facilitating
efficiency and competition:
[E]fficiency is promoted when brokerdealers who do not need the data
beyond the prices, sizes, market center
identifications of the NBBO and
consolidated last sale information are
not required to receive (and pay for)
such data. The Commission also
believes that efficiency is promoted
when broker-dealers may choose to
receive (and pay for) additional market
data based on their own internal
analysis of the need for such data.16
By removing ‘‘unnecessary regulatory
restrictions’’ on the ability of exchanges
to sell their own data, Regulation NMS
advanced the goals of the Act and the
principles reflected in its legislative
history.
The Exchange further notes that the
existence of alternatives to the
14 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
16 See Securities Exchange Act Release No. 51808
(June 9, 2005), 70 FR 37496 (June 29, 2005).
Exchange’s products, including realtime consolidated data, free delayed
consolidated data, and proprietary data
from other sources, ensures that the
Exchange is not unreasonably
discriminatory because vendors and
subscribers can elect these alternatives.
The proposed options data products
will help to protect a free and open
market by providing additional data to
the marketplace and give investors
greater choices. In addition, the
proposal would not permit unfair
discrimination because the products
will be available to all of the Exchange’s
customers and broker-dealers through
both the LCN and SFTI.
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. The market
for proprietary data products is
currently competitive and inherently
contestable because there is fierce
competition for the inputs necessary to
the creation of proprietary data.
Numerous exchanges compete with
each other for listings, trades, and
market data itself, providing virtually
limitless opportunities for entrepreneurs
who wish to produce and distribute
their own market data. This proprietary
data is produced by each individual
exchange, as well as other entities (such
as internalizing broker-dealers and
various forms of alternative trading
systems, including dark pools and
electronic communication networks), in
a vigorously competitive market. It is
common for market participants to
further and exploit this competition by
sending their order flow and transaction
reports to multiple markets, rather than
providing them all to a single market.
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 Exchange has filed the proposed
rule change pursuant to Section
19(b)(3)(A)(iii) of the Act 17 and Rule
19b–4(f)(6) thereunder.18 Because the
proposed rule change does not: (i)
Significantly affect the protection of
15 15
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17 15
18 17
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U.S.C. 78s(b)(3)(A)(iii).
CFR 240.19b–4(f)(6).
30AUN1
Federal Register / Vol. 77, No. 169 / Thursday, August 30, 2012 / Notices
investors or the public interest; (ii)
impose any significant burden on
competition; and (iii) become operative
prior to 30 days from the date on which
it was filed, or such shorter time as the
Commission may designate, if
consistent with the protection of
investors and the public interest, the
proposed rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act and Rule 19b–4(f)(6)(iii)
thereunder.
A proposed rule change filed under
Rule 19b–4(f)(6) 19 normally does not
become operative prior to 30 days after
the date of the filing. However, pursuant
to Rule 19b4(f)(6)(iii),20 [sic] the
Commission may designate a shorter
time if such action is consistent with the
protection of investors and the public
interest.
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.
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:
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
a.m. and 3 p.m. Copies of such filing
also will be available for inspection and
copying at the principal office of NYSE
MKT. 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–NYSEMKT–2012–40 and
should be submitted on or before
September 20, 2012.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.21
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–21385 Filed 8–29–12; 8:45 am]
BILLING CODE 8011–01–P
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–NYSEMKT–2012–40 on the
subject line.
mstockstill on DSK4VPTVN1PROD with NOTICES
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street NE., Washington, DC
20549.
All submissions should refer to File
Number SR–NYSEMKT–2012–40. 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
SECURITIES AND EXCHANGE
COMMISSION
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Proposing To Offer
Certain Proprietary Options Data
Products
August 23, 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 August
16, 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
21 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
19 17
20 17
CFR 240.19b–4(f)(6).
CFR 240.19b–4(f)(6)(iii).
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52769
Items I, II, and III below, which Items
have been prepared by the selfregulatory 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 rule change
will have any direct effect, or any
significant indirect effect, on any other
Exchange rule in effect at the time of
this filing. [sic] 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, Proposed Rule
Change
1. Purpose
The Exchange proposes to offer
certain proprietary options data
products. Specifically, the products are
ArcaBook for Arca Options—Trades,
ArcaBook for Arca Options—Top of
Book, ArcaBook for Arca Options—
Depth of Book, ArcaBook for Arca
Options—Complex, ArcaBook for Arca
Options—Series Status, and ArcaBook
for Arca Options—Order Imbalance.
Each of these products, which are
described in more detail below, is either
identical or substantially similar to
products offered by other exchanges.
ArcaBook for Arca Options—Trades
would make available NYSE Arca
Options last sale information on a realtime basis as it is reported to the
Options Price
Reporting Authority (‘‘OPRA’’) and
disseminated on a consolidated basis
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[Federal Register Volume 77, Number 169 (Thursday, August 30, 2012)]
[Notices]
[Pages 52767-52769]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-21385]
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SECURITIES AND EXCHANGE COMMISSION
Self-Regulatory Organizations; NYSE MKT LLC; Notice of Filing and
Immediate Effectiveness of Proposed Rule Change Proposing to Offer
Certain Proprietary Options Data Products
August 23 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 August 13, 2012, NYSE MKT LLC (the ``Exchange'' or ``NYSE
MKT'') 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 offer certain proprietary options data
products. 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, Proposed Rule Change
1. Purpose
The Exchange proposes to offer certain proprietary options data
products. Specifically, the products are ArcaBook for Amex Options--
Trades, ArcaBook for Amex Options--Top of Book, ArcaBook for Amex
Options--Depth of Book, ArcaBook for Amex Options--Complex, ArcaBook
for Amex Options--Series Status, and ArcaBook for Amex Options--Order
Imbalance.\4\ Each of these products, which are described in more
detail below, is either identical or substantially similar to products
offered by other exchanges.
---------------------------------------------------------------------------
\4\ For these products, the name ``ArcaBook'' is used strictly
for marketing purposes to describe the technology used to support
the product. All of the data that will be distributed through the
products is solely NYSE Amex Options data.
---------------------------------------------------------------------------
ArcaBook for Amex Options--Trades would make available NYSE Amex
Options last sale information on a real-time basis as it is reported to
the Options Price Reporting Authority (``OPRA'') and disseminated on a
consolidated basis under the OPRA Plan.\5\ Other exchanges also offer
this product.\6\
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\5\ The OPRA Plan is a national market system plan approved by
the Securities and Exchange Commission (``Commission'') pursuant to
Section 11A of the Securities Exchange Act of 1934 (the ``Act'') and
Rule 608 thereunder (formerly Rule 11Aa3-2). See Securities Exchange
Act Release No. 17638 (March 18, 1981), 22 SE.C. Docket 484 (March
31, 1981). The full text of the OPRA Plan is available at https://www.opradata.com.
The OPRA Plan provides for the collection and dissemination of
last sale and quotation information on options that are traded on
the participant exchanges. Section 5.2(c) of the OPRA Plan also
permits OPRA Plan participants to disseminate unconsolidated market
information to certain of their members under certain circumstances.
The manner in which the Exchange proposes to disseminate the
proposed products would comply with Section 5.2(c).
\6\ For example, Chicago Board Options Exchange (``CBOE''),
NASDAQ Options Market (``NOM''), and NASDAQ OMX PHLX LLC (``PHLX'')
offer proprietary products that include their last sale data as
reported to OPRA. See Securities Exchange Act Release No. 66486
(February 28, 2012), 77 FR 13166 (March 5, 2012) (SR-CBOE-2012-016);
NOM Rules, Chapter VI, Section 1(a)(3) and Securities Exchange Act
Release No. 64652 (June 13, 2011), 76 FR 35498 (June 17, 2011) (SR-
NASDAQ-2011-075); and Securities Exchange Act Release No. 67352
(July 5, 2012), 77 FR 40930 (July 11, 2012) (SR-Phlx-2012-83),
respectively.
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ArcaBook for Amex Options--Top of Book would make available NYSE
Amex Options best bids and offers (``BBO'') (including orders and
quotes) on a real-time basis as it is reported to OPRA and disseminated
on a consolidated basis under the OPRA Plan. Other exchanges also offer
this product.\7\
---------------------------------------------------------------------------
\7\ See id. See also Securities Exchange Act Release No. 65000
(August 1, 2011), 76 FR 47627 (August 5, 2011) (SR-ISE-2011-44).
---------------------------------------------------------------------------
ArcaBook for Amex Options--Depth of Book would make available NYSE
Amex Options quotes and orders at the first five price levels in each
series on a real-time basis as it is reported to OPRA and disseminated
on a consolidated basis under the OPRA Plan. One exchange offers an
identical
[[Page 52768]]
product; other exchanges also offer similar products.\8\
---------------------------------------------------------------------------
\8\ International Securities Exchange (``ISE'') currently offers
ISE Depth of Market Feed, which includes the first five price levels
on ISE's limit order book. See Securities Exchange Act Release No.
59949 (May 20, 2009), 74 FR 25593 (May 28, 2009) (SR-ISE-2007-97).
NOM and PHLX also offer full depth of market feeds. See supra note
6.
---------------------------------------------------------------------------
ArcaBook for Amex Options--Complex would make available NYSE Amex
Options quote and trade information (including orders/quotes, requests
for responses, and trades) for the complex order book on a real-time
basis.\9\ Other exchanges also offer similar data feeds related to
their complex order execution facilities.\10\
---------------------------------------------------------------------------
\9\ See Rule 900.3NY, which defines complex orders, and Rule
980NY, which describes electronic complex order trading, including
requests for responses.
\10\ See, e.g., description of ISE Spread Feed in SR-ISE-2011-
44, supra note 7, and description of TOPO of PHLX Options Plus
Orders feed in SR-Phlx-2012-83, supra note 6.
---------------------------------------------------------------------------
ArcaBook for Amex Options--Series Status would make available
series status messages for each individual options series in the event
of a delayed opening or trading halt. The equity trading facility of
NYSE Arca, Inc. (``NYSE Arca Equities'') currently makes this
information available via one of its market data products.\11\
---------------------------------------------------------------------------
\11\ See Securities Exchange Act Release No. 65669 (November 2,
2011), 76 FR 69311 (November 8, 2011) (SR-NYSEArca-2011-78).
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Finally, ArcaBook for Amex Options--Order Imbalance would make
available a data feed that includes order imbalance information prior
to the opening and closing of the market, a data product that is
offered by NYSE Arca Equities \12\ and is similar to products offered
by other options exchanges.\13\
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\12\ See id.
\13\ See, e.g., SR-Phlx-2012-83 and SR-NASDAQ-2011-075, supra
note 3 [sic]. PHLX disseminates an Imbalance Message during the PHLX
Opening Process. See Securities Exchange Act Release No. 66967 (May
11, 2012); 77 FR 29400 [sic] (May 17, 2012) (SR-Phlx-2012-60).
NASDAQ's ITTO data product includes the order imbalance information
relating to the opening as described in NASDAQ Options Market Rules
Chapter VI, Section 8.
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Each of these options data products will be offered through the
Exchange's Liquidity Center Network (``LCN''), a local area network in
the Exchange's Mahwah, New Jersey data center that is available to
users of the Exchange's co-location services. The Exchange would also
offer the products through the Exchange's Secure Financial Transaction
Infrastructure (``SFTI'') network, through which all other Users and
member organizations access the Exchange's trading and execution
systems and other proprietary market data products.
The Exchange will submit a separate rule filing to establish fees
for the data products.
2. Statutory Basis
The proposed rule change is consistent with Section 6(b) \14\ of
the Act, in general, and furthers the objectives of Section 6(b)(5)
\15\ of the Act, in particular, in that it is designed to prevent
fraudulent and manipulative acts and practices, to promote just and
equitable principles of trade, to foster cooperation and coordination
with persons engaged in facilitating transactions in securities, to
remove impediments to and perfect the mechanism of a free and open
market and a national market system and, in general, to protect
investors and the public interest, and it is not designed to permit
unfair discrimination among customers, brokers, or dealers.
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\14\ 15 U.S.C. 78f(b).
\15\ 15 U.S.C. 78f(b)(5).
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In adopting Regulation NMS, the Commission granted self-regulatory
organizations and broker-dealers increased authority and flexibility to
offer new and unique market data to consumers of such data. It was
believed that this authority would expand the amount of data available
to users and consumers of such data and also spur innovation and
competition for the provision of market data. The Exchange believes
that the options data products proposed herein are precisely the sort
of market data products that the Commission envisioned when it adopted
Regulation NMS. The Commission concluded that Regulation NMS--by
lessening regulation of the market in proprietary data--would itself
further the Act's goals of facilitating efficiency and competition:
[E]fficiency is promoted when broker-dealers who do not need the
data beyond the prices, sizes, market center identifications of the
NBBO and consolidated last sale information are not required to receive
(and pay for) such data. The Commission also believes that efficiency
is promoted when broker-dealers may choose to receive (and pay for)
additional market data based on their own internal analysis of the need
for such data.\16\
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\16\ See Securities Exchange Act Release No. 51808 (June 9,
2005), 70 FR 37496 (June 29, 2005).
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By removing ``unnecessary regulatory restrictions'' on the ability
of exchanges to sell their own data, Regulation NMS advanced the goals
of the Act and the principles reflected in its legislative history.
The Exchange further notes that the existence of alternatives to
the Exchange's products, including real-time consolidated data, free
delayed consolidated data, and proprietary data from other sources,
ensures that the Exchange is not unreasonably discriminatory because
vendors and subscribers can elect these alternatives.
The proposed options data products will help to protect a free and
open market by providing additional data to the marketplace and give
investors greater choices. In addition, the proposal would not permit
unfair discrimination because the products will be available to all of
the Exchange's customers and broker-dealers through both the LCN and
SFTI.
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. The market for proprietary
data products is currently competitive and inherently contestable
because there is fierce competition for the inputs necessary to the
creation of proprietary data. Numerous exchanges compete with each
other for listings, trades, and market data itself, providing virtually
limitless opportunities for entrepreneurs who wish to produce and
distribute their own market data. This proprietary data is produced by
each individual exchange, as well as other entities (such as
internalizing broker-dealers and various forms of alternative trading
systems, including dark pools and electronic communication networks),
in a vigorously competitive market. It is common for market
participants to further and exploit this competition by sending their
order flow and transaction reports to multiple markets, rather than
providing them all to a single market.
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 Exchange has filed the proposed rule change pursuant to Section
19(b)(3)(A)(iii) of the Act \17\ and Rule 19b-4(f)(6) thereunder.\18\
Because the proposed rule change does not: (i) Significantly affect the
protection of
[[Page 52769]]
investors or the public interest; (ii) impose any significant burden on
competition; and (iii) become operative prior to 30 days from the date
on which it was filed, or such shorter time as the Commission may
designate, if consistent with the protection of investors and the
public interest, the proposed rule change has become effective pursuant
to Section 19(b)(3)(A) of the Act and Rule 19b-4(f)(6)(iii) thereunder.
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\17\ 15 U.S.C. 78s(b)(3)(A)(iii).
\18\ 17 CFR 240.19b-4(f)(6).
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A proposed rule change filed under Rule 19b-4(f)(6) \19\ normally
does not become operative prior to 30 days after the date of the
filing. However, pursuant to Rule 19b4(f)(6)(iii),\20\ [sic] the
Commission may designate a shorter time if such action is consistent
with the protection of investors and the public interest.
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\19\ 17 CFR 240.19b-4(f)(6).
\20\ 17 CFR 240.19b-4(f)(6)(iii).
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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.
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-NYSEMKT-2012-40 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.
All submissions should refer to File Number SR-NYSEMKT-2012-40. 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
a.m. and 3 p.m. Copies of such filing also will be available for
inspection and copying at the principal office of NYSE MKT. 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-NYSEMKT-2012-40 and should
be submitted on or before September 20, 2012.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\21\
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\21\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-21385 Filed 8-29-12; 8:45 am]
BILLING CODE 8011-01-P