Self-Regulatory Organizations; NYSE MKT LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend the NYSE Amex Options LLC Fee Schedule To Amend the Fees for Specialists and eSpecialists Relating to Qualified Contingent Cross Orders, 66902-66904 [2012-27222]
Download as PDF
66902
Federal Register / Vol. 77, No. 216 / Wednesday, November 7, 2012 / Notices
shall post notice on its Web site of
proposed changes that are implemented.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing.
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–OCC–2012–19 on the
subject line.
pmangrum on DSK3VPTVN1PROD with NOTICES
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–OCC–2012–19. 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, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filings will also be available for
inspection and copying at the principal
office of OCC and on OCC’s Web site at
https://www.optionsclearing.com/
components/docs/legal/
rules_and_bylaws/sr_occ_12_19.pdf. 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–OCC–2012–19 and should
be submitted on or before November 28,
2012.
VerDate Mar<15>2010
15:43 Nov 06, 2012
Jkt 229001
For the Commission by the Division of
Trading and Markets, pursuant to delegated
authority.11
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–27130 Filed 11–6–12; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–68139; File No. SR–
NYSEMKT–2012–56]
Self-Regulatory Organizations; NYSE
MKT LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Amend the NYSE
Amex Options LLC Fee Schedule To
Amend the Fees for Specialists and
eSpecialists Relating to Qualified
Contingent Cross Orders
November 2, 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 October
19, 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 amend the
NYSE Amex Options Fee Schedule (the
‘‘Fee Schedule’’) to amend the fees for
Specialists and eSpecialists relating to
Qualified Contingent Cross (‘‘QCC’’)
orders. 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
11 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
PO 00000
Frm 00110
Fmt 4703
Sfmt 4703
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 to amend the fees for
Specialists and eSpecialists relating to
QCC orders.4 The Exchange proposes to
implement these changes on November
1, 2012.
Current Fees
Currently, the Exchange does not
charge an order fee for Customer orders
that comprise all or part of a QCC order.
The Exchange charges $0.20 per
contract for non-Customer orders for all
other participants.5 If a Specialist,
eSpecialist, Market Maker, or Firm has
reached its respective fee cap of
$350,000 for the month and has
executed volume in excess of
$3,500,000 for the month, then the
Exchange charges an incremental
service fee of $0.05 per contract for a
QCC order executed against a nonCustomer and $0.10 per contract for a
QCC order executed against a Customer.
Proposed Fees
For a Specialist or eSpecialist
executing a QCC order that has not
reached its fee cap for the month under
the Fee Schedule, the Exchange
proposes to charge $0.13 per contract if
the Specialist or eSpecialist executes an
average daily volume (‘‘ADV’’) of fewer
than 50,000 contracts during the month,
and $0.10 per contract if the Specialist
or eSpecialist executes an ADV of
50,000 or more contracts during the
month. In calculating the threshold of
50,000 contracts, the Exchange will
exclude both Strategy Trades 6 and QCC
4 The QCC order permits an ATP Holder to effect
a qualified contingent trade (‘‘QCT’’) in a
Regulation NMS stock and cross the options leg of
the trade on the Exchange immediately upon entry
and without order exposure if the order is for at
least 1,000 contracts, is part of a QCT, and is
executed at a price at least equal to the national best
bid and offer, as long as there are no Customer
orders in the Exchange’s Consolidated Book at the
same price.
5 This includes Specialists, eSpecialists, NYSE
Amex Options Market Makers, Non-NYSE Amex
Options Market Makers, Broker Dealers,
Professional Customers, and Firms.
6 Strategy Trades include reversals and
conversions, dividend spreads, box spreads, short
stock interest spreads, merger spreads, and jelly
rolls.
E:\FR\FM\07NON1.SGM
07NON1
Federal Register / Vol. 77, No. 216 / Wednesday, November 7, 2012 / Notices
trades. These are the same fees that the
Exchange currently charges to
Specialists and eSpecialists for nonQCC transactions.
The Exchange is proposing the fee
reduction because Specialists and
eSpecialists that are solicited to take
part in a trade do not know, and have
no control over, whether the trade is
going to be executed as a QCC trade or
through some other means.7 Therefore,
if the trade is executed as a QCC trade,
Specialists and eSpecialists may incur a
transaction fee that is more per contract
than they would pay if the trade were
executed as a non-QCC trade. Currently,
participants other than Specialists and
eSpecialists may trade at a discount to
their regular transaction fees when they
execute a QCC trade. However, noncapped Specialists and eSpecialists pay
a premium for QCC trades under the
current Fee Schedule, which the
Exchange does not believe is
warranted.8 The proposed change is not
otherwise intended to address any other
problem, and the Exchange is not aware
of any significant problem that the
affected Specialists and eSpecialists
would have in complying with the
proposed change.
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’’),9 in general, and
furthers the objectives of Section 6(b)(4)
of the Act,10 in particular, because it
provides for the equitable allocation of
reasonable dues, fees, and other charges
among its members and issuers and
other persons using its facilities and
does not unfairly discriminate between
customers, issuers, brokers or dealers.
The Exchange believes that reducing
the QCC non-Customer order fee for
non-capped Specialists and eSpecialists
is reasonable because Specialists and
eSpecialists that are solicited to take
part in a trade do not know in advance
whether the trade is going to be
pmangrum on DSK3VPTVN1PROD with NOTICES
7 The
Exchange notes that, at the time it proposed
the QCC fees prior to the implementation of the
QCC order type, the Exchange believed that nonCustomer participants would know in advance that
they were being solicited to take part in a QCC
order. See Securities Exchange Act Release No.
65472 (Oct. 3, 2011), 76 FR 62887 (Oct. 11, 2011)
(SR–NYSEAmex–2011–72), at 62888. However,
with the implementation of the QCC order type, the
Exchange has determined that a participant that is
solicited to take part in a trade will not necessarily
know whether the trade is going to be executed as
a QCC trade or through some other means.
8 For example, non-NYSE Amex Options Market
Makers trading electronically are charged $0.43 per
contract for non-QCC trades and $0.20 per contract
for QCC trades.
9 15 U.S.C. 78f(b).
10 15 U.S.C. 78f(b)(4).
VerDate Mar<15>2010
15:43 Nov 06, 2012
Jkt 229001
executed as a QCC trade or through
some other means and may incur a
transaction fee that is more per contract
than they would pay if the trade were
executed as a non-QCC trade, which the
Exchange does not believe is warranted.
For these reasons, the Exchange believes
that it is reasonable to charge Specialists
and eSpecialists the same transaction
fee for QCC or non-QCC transactions.
In addition, the Exchange believes
that lowering the fee for Specialists and
eSpecialists is equitable and not
unfairly discriminatory because under
the current Fee Schedule, other
participants, including non-NYSE Amex
Options Market Makers, Professional
Customers, Broker Dealers, and Firms,
may trade at a discount to their regular
transaction fees when they execute QCC
trades. As such, the proposed rule
change would put Specialists and
eSpecialists on more equal footing with
other participants.
However, the Exchange notes that
non-Directed NYSE Amex Options
Market Maker orders are currently
charged $0.20 per contract and $0.17
per contract if the NYSE Amex Options
Market Maker executes 50,000 or more
contracts ADV each day in a month.
Therefore, NYSE Amex Options Market
Makers pay an amount equal to or
greater than their regular transaction fee
when they execute QCC trades.11 The
Exchange believes that reducing the fee,
as proposed, for Specialists and
eSpecialists, but not reducing the fee for
non-Directed NYSE Amex Options
Market Makers, is equitable and not
unfairly discriminatory because
Specialists and eSpecialists are required
to pay a monthly Rights Fee based on
their prorated share of contract volume
on the Exchange in each issue, unlike
non-Directed NYSE Amex Options
Market Makers, who do not pay any
portion of the monthly Rights Fee.12
Any QCC volume executed by a
Specialist or eSpecialist will
proportionally increase the amount of
the monthly Rights Fee that they pay,
whereas any QCC volume executed by
a non-Directed NYSE Amex Options
Market Maker does not result in an
additional charge in the form of the
monthly Rights Fee. As such, the
Exchange believes that it is equitable
and not unfairly discriminatory to
require non-Directed NYSE Amex
Options Market Makers to pay an
amount equal to or slightly more for a
QCC trade than their regular transaction
fee. In addition, NYSE Amex Options
11 The Exchange notes that Directed NYSE Amex
Options Market Maker orders do not apply to QCC
trades.
12 See endnote 1 of the Fee Schedule.
PO 00000
Frm 00111
Fmt 4703
Sfmt 4703
66903
Market Makers continue to be eligible
for the lower service fee for QCC trades
if they exceed their monthly cap. The
Exchange also notes that Specialists and
eSpecialists have higher quoting
obligations than NYSE Amex Options
Market Makers, and in recognition of
the additional liquidity and
transparency they provide, the
difference in treatment is warranted.
In addition, the Exchange believes
that the proposed fee change is
equitable and not unfairly discriminator
[sic] because it would make Specialists
and eSpecialists more likely to continue
to respond to solicitations to trade,
thereby attracting additional order flow
to the Exchange, which can help price
discovery, transparency, and liquidity,
all of which are beneficial to Exchange
participants.
For these reasons, the Exchange
believes that the entire proposal is
reasonable, equitable and not unfairly
discriminatory. Finally, 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 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) 13 of the Act and
subparagraph (f)(2) of Rule 19b–4 14
thereunder, because it establishes a due,
fee, or other charge imposed by the
NYSE MKT.
13 15
14 17
E:\FR\FM\07NON1.SGM
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(2).
07NON1
66904
Federal Register / Vol. 77, No. 216 / Wednesday, November 7, 2012 / Notices
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:
pmangrum on DSK3VPTVN1PROD with NOTICES
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–2012–56 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–NYSEMKT–2012–56. 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 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 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
VerDate Mar<15>2010
15:43 Nov 06, 2012
Jkt 229001
available publicly. All submissions
should refer to File Number SR–
NYSEMKT–2012–56, and should be
submitted on or before November 28,
2012.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–27222 Filed 11–6–12; 8:45 am]
BILLING CODE 8011–01–P
[Release No. 34–68132; File No. SR-Phlx2012–126]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To List and
Trade Option Contracts Overlying 10
Shares of Certain Securities
November 1, 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 October
19, 2012, NASDAQ OMX PHLX LLC
(‘‘Phlx’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the Exchange. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to list and
trade option contracts overlying 10
shares of a security (‘‘Mini Options’’).
The text of the proposed rule change
is available on the Exchange’s Web site
at https://www.nasdaqtrader.com/
micro.aspx?id=PHLXRulefilings, 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
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
15 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
Frm 00112
Fmt 4703
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
SECURITIES AND EXCHANGE
COMMISSION
PO 00000
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
Sfmt 4703
The purpose of the proposed rule
change is to amend Rule 1001 (Position
Limits), Rule 1012 (Series of Options
Open for Trading) and 1033 (Bids and
Offers—Premium) to list and trade Mini
Options overlying five (5) high-priced
securities for which the standard
contract overlying the same security
exhibits significant liquidity.
Specifically, the Exchange proposes to
list Mini Options on SPDR S&P 500
(‘‘SPY’’), Apple, Inc. (‘‘AAPL’’), SPDR
Gold Trust (‘‘GLD’’), Google Inc.
(‘‘GOOG’’) and Amazon.com Inc.
(‘‘AMZN’’).3 The Exchange believes that
this proposal would allow investors to
select among options on various highpriced and actively traded securities,
each with a unit of trading ten times
lower than those of the regular-sized
options contracts, or 10 shares.
For example, with Apple Inc.
(‘‘AAPL’’) trading at $605.85 on March
21, 2012, ($60,585 for 100 shares
underlying a standard contract), the 605
level call expiring on March 23 was
trading at $7.65. The cost of the
standard contract overlying 100 shares
would be $765, which is substantially
higher in notional terms than the
average equity option price of $250.89.4
Proportionately equivalent mini-options
contracts on AAPL would provide
investors with the ability to manage and
hedge their portfolio risk on their
underlying investment, at a price of
$76.50 per contract. In addition,
investors who hold a position in AAPL
at less than the round lot size would
still be able to avail themselves of
3 These issues were selected because they are
priced greater than $100 and are among the most
actively traded issues, in that the standard contract
exhibits average daily volume (‘‘ADV’’) over the
previous three calendar months of at least 45,000
contracts, excluding LEAPS and FLEX series. The
Exchange notes that any expansion of the program
would require that a subsequent proposed rule
change be submitted to the Commission.
4 A high priced underlying security may have
relatively expensive options, because a low
percentage move in the share price may mean a
large movement in the options in terms of absolute
dollars. Average non-FLEX equity option premium
per contract January 1–December 31, 2011. See
https://www.theocc.com/webapps/monthly-volumereports?reportClass=equity.
E:\FR\FM\07NON1.SGM
07NON1
Agencies
[Federal Register Volume 77, Number 216 (Wednesday, November 7, 2012)]
[Notices]
[Pages 66902-66904]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-27222]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-68139; File No. SR-NYSEMKT-2012-56]
Self-Regulatory Organizations; NYSE MKT LLC; Notice of Filing and
Immediate Effectiveness of Proposed Rule Change To Amend the NYSE Amex
Options LLC Fee Schedule To Amend the Fees for Specialists and
eSpecialists Relating to Qualified Contingent Cross Orders
November 2, 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 October 19, 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 amend the NYSE Amex Options Fee Schedule
(the ``Fee Schedule'') to amend the fees for Specialists and
eSpecialists relating to Qualified Contingent Cross (``QCC'') orders.
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 to amend the fees
for Specialists and eSpecialists relating to QCC orders.\4\ The
Exchange proposes to implement these changes on November 1, 2012.
---------------------------------------------------------------------------
\4\ The QCC order permits an ATP Holder to effect a qualified
contingent trade (``QCT'') in a Regulation NMS stock and cross the
options leg of the trade on the Exchange immediately upon entry and
without order exposure if the order is for at least 1,000 contracts,
is part of a QCT, and is executed at a price at least equal to the
national best bid and offer, as long as there are no Customer orders
in the Exchange's Consolidated Book at the same price.
---------------------------------------------------------------------------
Current Fees
Currently, the Exchange does not charge an order fee for Customer
orders that comprise all or part of a QCC order. The Exchange charges
$0.20 per contract for non-Customer orders for all other
participants.\5\ If a Specialist, eSpecialist, Market Maker, or Firm
has reached its respective fee cap of $350,000 for the month and has
executed volume in excess of $3,500,000 for the month, then the
Exchange charges an incremental service fee of $0.05 per contract for a
QCC order executed against a non-Customer and $0.10 per contract for a
QCC order executed against a Customer.
---------------------------------------------------------------------------
\5\ This includes Specialists, eSpecialists, NYSE Amex Options
Market Makers, Non-NYSE Amex Options Market Makers, Broker Dealers,
Professional Customers, and Firms.
---------------------------------------------------------------------------
Proposed Fees
For a Specialist or eSpecialist executing a QCC order that has not
reached its fee cap for the month under the Fee Schedule, the Exchange
proposes to charge $0.13 per contract if the Specialist or eSpecialist
executes an average daily volume (``ADV'') of fewer than 50,000
contracts during the month, and $0.10 per contract if the Specialist or
eSpecialist executes an ADV of 50,000 or more contracts during the
month. In calculating the threshold of 50,000 contracts, the Exchange
will exclude both Strategy Trades \6\ and QCC
[[Page 66903]]
trades. These are the same fees that the Exchange currently charges to
Specialists and eSpecialists for non-QCC transactions.
---------------------------------------------------------------------------
\6\ Strategy Trades include reversals and conversions, dividend
spreads, box spreads, short stock interest spreads, merger spreads,
and jelly rolls.
---------------------------------------------------------------------------
The Exchange is proposing the fee reduction because Specialists and
eSpecialists that are solicited to take part in a trade do not know,
and have no control over, whether the trade is going to be executed as
a QCC trade or through some other means.\7\ Therefore, if the trade is
executed as a QCC trade, Specialists and eSpecialists may incur a
transaction fee that is more per contract than they would pay if the
trade were executed as a non-QCC trade. Currently, participants other
than Specialists and eSpecialists may trade at a discount to their
regular transaction fees when they execute a QCC trade. However, non-
capped Specialists and eSpecialists pay a premium for QCC trades under
the current Fee Schedule, which the Exchange does not believe is
warranted.\8\ The proposed change is not otherwise intended to address
any other problem, and the Exchange is not aware of any significant
problem that the affected Specialists and eSpecialists would have in
complying with the proposed change.
---------------------------------------------------------------------------
\7\ The Exchange notes that, at the time it proposed the QCC
fees prior to the implementation of the QCC order type, the Exchange
believed that non-Customer participants would know in advance that
they were being solicited to take part in a QCC order. See
Securities Exchange Act Release No. 65472 (Oct. 3, 2011), 76 FR
62887 (Oct. 11, 2011) (SR-NYSEAmex-2011-72), at 62888. However, with
the implementation of the QCC order type, the Exchange has
determined that a participant that is solicited to take part in a
trade will not necessarily know whether the trade is going to be
executed as a QCC trade or through some other means.
\8\ For example, non-NYSE Amex Options Market Makers trading
electronically are charged $0.43 per contract for non-QCC trades and
$0.20 per contract for QCC trades.
---------------------------------------------------------------------------
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''),\9\ in general, and furthers the objectives of Section 6(b)(4)
of the Act,\10\ in particular, because it provides for the equitable
allocation of reasonable dues, fees, and other charges among its
members and issuers and other persons using its facilities and does not
unfairly discriminate between customers, issuers, brokers or dealers.
---------------------------------------------------------------------------
\9\ 15 U.S.C. 78f(b).
\10\ 15 U.S.C. 78f(b)(4).
---------------------------------------------------------------------------
The Exchange believes that reducing the QCC non-Customer order fee
for non-capped Specialists and eSpecialists is reasonable because
Specialists and eSpecialists that are solicited to take part in a trade
do not know in advance whether the trade is going to be executed as a
QCC trade or through some other means and may incur a transaction fee
that is more per contract than they would pay if the trade were
executed as a non-QCC trade, which the Exchange does not believe is
warranted. For these reasons, the Exchange believes that it is
reasonable to charge Specialists and eSpecialists the same transaction
fee for QCC or non-QCC transactions.
In addition, the Exchange believes that lowering the fee for
Specialists and eSpecialists is equitable and not unfairly
discriminatory because under the current Fee Schedule, other
participants, including non-NYSE Amex Options Market Makers,
Professional Customers, Broker Dealers, and Firms, may trade at a
discount to their regular transaction fees when they execute QCC
trades. As such, the proposed rule change would put Specialists and
eSpecialists on more equal footing with other participants.
However, the Exchange notes that non-Directed NYSE Amex Options
Market Maker orders are currently charged $0.20 per contract and $0.17
per contract if the NYSE Amex Options Market Maker executes 50,000 or
more contracts ADV each day in a month. Therefore, NYSE Amex Options
Market Makers pay an amount equal to or greater than their regular
transaction fee when they execute QCC trades.\11\ The Exchange believes
that reducing the fee, as proposed, for Specialists and eSpecialists,
but not reducing the fee for non-Directed NYSE Amex Options Market
Makers, is equitable and not unfairly discriminatory because
Specialists and eSpecialists are required to pay a monthly Rights Fee
based on their prorated share of contract volume on the Exchange in
each issue, unlike non-Directed NYSE Amex Options Market Makers, who do
not pay any portion of the monthly Rights Fee.\12\ Any QCC volume
executed by a Specialist or eSpecialist will proportionally increase
the amount of the monthly Rights Fee that they pay, whereas any QCC
volume executed by a non-Directed NYSE Amex Options Market Maker does
not result in an additional charge in the form of the monthly Rights
Fee. As such, the Exchange believes that it is equitable and not
unfairly discriminatory to require non-Directed NYSE Amex Options
Market Makers to pay an amount equal to or slightly more for a QCC
trade than their regular transaction fee. In addition, NYSE Amex
Options Market Makers continue to be eligible for the lower service fee
for QCC trades if they exceed their monthly cap. The Exchange also
notes that Specialists and eSpecialists have higher quoting obligations
than NYSE Amex Options Market Makers, and in recognition of the
additional liquidity and transparency they provide, the difference in
treatment is warranted.
---------------------------------------------------------------------------
\11\ The Exchange notes that Directed NYSE Amex Options Market
Maker orders do not apply to QCC trades.
\12\ See endnote 1 of the Fee Schedule.
---------------------------------------------------------------------------
In addition, the Exchange believes that the proposed fee change is
equitable and not unfairly discriminator [sic] because it would make
Specialists and eSpecialists more likely to continue to respond to
solicitations to trade, thereby attracting additional order flow to the
Exchange, which can help price discovery, transparency, and liquidity,
all of which are beneficial to Exchange participants.
For these reasons, the Exchange believes that the entire proposal
is reasonable, equitable and not unfairly discriminatory. Finally, 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 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) \13\ of the Act and subparagraph (f)(2) of Rule
19b-4 \14\ thereunder, because it establishes a due, fee, or other
charge imposed by the NYSE MKT.
---------------------------------------------------------------------------
\13\ 15 U.S.C. 78s(b)(3)(A).
\14\ 17 CFR 240.19b-4(f)(2).
---------------------------------------------------------------------------
[[Page 66904]]
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-2012-56 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-NYSEMKT-2012-56. 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 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 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-NYSEMKT-2012-56, and should
be submitted on or before November 28, 2012.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\15\
---------------------------------------------------------------------------
\15\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-27222 Filed 11-6-12; 8:45 am]
BILLING CODE 8011-01-P