Self-Regulatory Organizations; New York Stock Exchange LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Proposing To Make Changes to Certain Fees and Credits Within the New York Stock Exchange LLC Price List, 67431-67433 [2012-27353]
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Federal Register / Vol. 77, No. 218 / Friday, November 9, 2012 / Notices
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–2012–20 and should
be submitted on or before November 30,
2012.
For the Commission by the Division of
Trading and Markets, pursuant to delegated
authority.9
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–27354 Filed 11–8–12; 8:45 am]
BILLING CODE 8011–01–P
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.
SECURITIES AND EXCHANGE
COMMISSION
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
[Release No. 34–68150; File No. SR–NYSE–
2012–56]
1. Purpose
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Proposing To
Make Changes to Certain Fees and
Credits Within the New York Stock
Exchange LLC Price List
November 5, 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
22, 2012, New York Stock Exchange
LLC (the ‘‘Exchange’’ or ‘‘NYSE’’) filed
with the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I, II and III below, which Items
have been prepared by the Exchange.
The Commission is publishing this
notice to solicit comments on the
proposed rule change from interested
persons.
tkelley on DSK3SPTVN1PROD with NOTICES
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to make
changes to certain fees and credits
within its Price List, which the
Exchange proposes to become operative
on November 1, 2012. The text of the
proposed rule change is available on the
Exchange’s Web site at www.nyse.com,
at the principal office of the Exchange,
and at the Commission’s Public
Reference Room.
9 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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The Exchange proposes to make
changes to certain fees and credits
within its Price List, which the
Exchange proposes to become operative
on November 1, 2012.
Currently, for transactions in stocks
with a per share stock price of $1.00 or
more, the Exchange charges a
transaction fee of $0.00055 per share for
all market at-the-close (‘‘MOC’’) and
limit at-the-close (‘‘LOC’’) orders from
any member organizations that execute
an average daily trading volume
(‘‘ADV’’) of MOC and LOC activity on
the Exchange in that month of at least
14 million shares. Member
organizations that do not execute an
ADV of MOC and LOC activity on the
Exchange of at least 14 million shares
are charged a transaction fee of $0.00095
per share. The Exchange proposes to
modify the threshold for the $0.00055
transaction fee for MOC and LOC orders
from an ADV of at least 14 million
shares to an ADV of at least 0.375% of
consolidated average daily volume in
NYSE-listed securities during the billing
month (‘‘NYSE CADV’’).
The Exchange believes that modifying
the transaction fee threshold for MOC
and LOC orders with a per share stock
price of $1.00 or more as proposed
would provide a more flexible method
by which member organizations may
qualify for the lower fee for MOC and
LOC orders by changing from a fixed
volume to one that will adjust
automatically based on higher or lower
NYSE CADV. The Exchange believes
that the proposed change would
continue to allocate a lower fee to
member organizations that make
significant contributions to market
quality by providing higher volumes of
liquidity.
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Sfmt 4703
67431
Currently, the Exchange provides a
credit of $0.0018 per share for
transactions in stocks with a per share
stock price of $1.00 or more when
adding displayed liquidity to the
Exchange if either:
(i) The member organization has ADV
that adds liquidity to the Exchange
during the billing month (‘‘Adding
ADV,’’ which excludes any liquidity
added by a Designated Market Maker
(‘‘DMM’’)) that is at least 1.5% of NYSE
CADV, and executes MOC and LOC
orders of at least 0.375% of NYSE
CADV; or
(ii) The member organization has
Adding ADV that is at least 0.8% of
NYSE CADV, executes MOC and LOC
orders of at least 0.12% of NYSE CADV,
and adds liquidity to the Exchange as a
Supplemental Liquidity Provider
(‘‘SLP’’) for all assigned SLP securities
in the aggregate (including shares of
both an SLP proprietary trading unit
(‘‘SLP-Prop’’) and an SLP market maker
(‘‘SLMM’’) of the same member
organization) of more than 0.25% of
NYSE CADV.
The Exchange proposes to modify the
second method by which member
organizations may qualify for the credit
and add a third method by which
member organizations may qualify for
the credit when adding displayed
liquidity. More specifically, the
Exchange proposes to revise the second
method to qualify for the credit such
that a member organization would
qualify for the credit if the member
organization has Adding ADV that is at
least 0.8% of NYSE CADV, executes
MOC and LOC orders of at least 0.12%
of NYSE CADV, and adds liquidity to
the Exchange as a SLP for all assigned
SLP securities in the aggregate
(including shares of both an SLP-Prop
and an SLMM of the same member
organization) of more than 0.15% of
NYSE CADV. Currently, a member
organization would have to provide
liquidity to the Exchange as an SLP for
all assigned SLP securities in the
aggregate of more than 0.25% of NYSE
CADV, as opposed to the proposed
0.15% of NYSE CADV. The Exchange
believes that reducing the threshold to
0.15% of NYSE CADV would allow
more member organizations to qualify
for the higher credit, and therefore, in
turn, attract multiple sources of
liquidity to the Exchange.
Finally, the Exchange proposes that a
member organization would qualify for
the credit of $0.0018 per share if the
member organization has ADV that adds
liquidity in customer electronic orders
to the Exchange (‘‘Customer Electronic
Adding ADV,’’ which would exclude
any liquidity added by a Floor broker,
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Federal Register / Vol. 77, No. 218 / Friday, November 9, 2012 / Notices
DMM, or SLP) during the billing month
that is at least 0.5% of NYSE CADV,
executes MOC and LOC orders of at
least 0.12% of NYSE CADV, and has
Customer Electronic Adding ADV
during the billing month that, taken as
a percentage of NYSE CADV, is at least
equal to the member organization’s
Customer Electronic Adding ADV
during September 2012 as a percentage
of consolidated average daily volume in
NYSE-listed securities during
September 2012 (‘‘September 2012
NYSE CADV’’) plus 15%.3 For example,
if a member organization’s Customer
Electronic Adding ADV during
September 2012 was 0.10% of
September 2012 NYSE CADV, then the
member organization’s Customer
Electronic Adding ADV during the
billing month must be at least 0.115%
of NYSE CADV in order to qualify for
the proposed credit.
The Exchange believes that adding
this third method by which member
organizations may qualify for the
$0.0018 per share credit would
encourage additional displayed
liquidity on the Exchange. In addition,
the method would provide discounts
that are reasonably related to the value
to the Exchange’s market quality
associated with higher volumes and
would encourage multiple sources of
liquidity by providing member
organizations without a DMM, SLP, or
Floor broker unit an alternative method
to qualify for the credit when adding
displayed liquidity.
The proposed changes are not
otherwise intended to address any other
problem, and the Exchange is not aware
of any significant problem that the
affected member organizations would
have in complying with the proposed
changes.
tkelley on DSK3SPTVN1PROD with NOTICES
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’’),4 in general, and
3 For purposes of determining whether a firm that
becomes a member organization after September
2012 qualifies for this proposed third method by
which member organizations may qualify for the
$0.0018 per share credit, the new member
organization’s September 2012 NYSE CADV would
be zero, and therefore, the member organization
would only need to have Customer Electronic
Adding ADV of at least 0.5% of NYSE CADV and
execute MOC and LOC orders of at least 0.12% of
NYSE CADV to qualify for the credit of $0.0018 per
share. Additionally, the September 2012 NYSE
CADV of a firm that becomes a member
organization during September 2012 would be
calculated based on the number of trading days
during September 2012, not the number of trading
days during September 2012 during which the firm
was a member organization.
4 15 U.S.C. 78f(b).
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17:34 Nov 08, 2012
Jkt 229001
furthers the objectives of Section 6(b)(4)
of the Act,5 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 modifying
the transaction fee threshold for MOC
and LOC orders with a per share stock
price of $1.00 or more is reasonable
because it provides a more flexible
method by which member organizations
may qualify for the lower fee for MOC
and LOC orders. In addition, the
proposed change is reasonable because
the threshold would adjust
automatically based on higher or lower
NYSE CADV. The Exchange believes
that the proposed change to MOC and
LOC orders is equitable and not unfairly
discriminatory because all similarly
situated member organizations would be
subject to the same fee structure, which
automatically adjusts based on
prevailing market conditions, and
would continue to allocate a lower fee
to member organizations that make
significant contributions to market
quality by providing higher volumes of
liquidity.
The Exchange believes that modifying
the second method by which member
organizations may qualify for the credit
of $0.0018 per share for transactions in
stocks with a per share stock price of
$1.00 or more when adding displayed
liquidity is reasonable because lowering
the threshold for SLP provide volume to
0.15% of NYSE CADV would allow
more member organizations to qualify
for the reduced fee, which in turn
would attract multiple sources of
liquidity to the Exchange. In addition,
the proposed change is equitable and
not unfairly discriminatory because it
would continue to provide a higher
credit to member organizations that is
reasonably related to the value to the
Exchange’s market quality associated
with higher volumes.
The Exchange believes the new
method by which member organizations
may qualify for the credit for
transactions in stocks with a per share
stock price of $1.00 or more when
adding displayed liquidity is reasonable
because it would encourage additional
displayed liquidity on the Exchange.
The Exchange believes the new method
is equitable and not unfairly
discriminatory because it is open to all
member organizations on an equal basis
and provides discounts that are
reasonably related to the value to the
Exchange’s market quality associated
with higher volumes. In addition, the
Exchange believes that the proposed
change is equitable and not unfairly
discriminatory because it would
encourage multiple sources of liquidity
by providing member organizations
without a DMM, SLP, or Floor broker
unit an alternative method to qualify for
the credit.
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) 6 of the Act and
subparagraph (f)(2) of Rule 19b–4 7
thereunder, because it establishes a due,
fee, or other charge imposed by the
NYSE.
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:
6 15
5 15
PO 00000
U.S.C. 78f(b)(4).
Frm 00104
Fmt 4703
7 17
Sfmt 4703
E:\FR\FM\09NON1.SGM
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(2).
09NON1
Federal Register / Vol. 77, No. 218 / Friday, November 9, 2012 / Notices
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–NYSE–2012–56 on the
subject line.
Community Advantage Pilot Program
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street NE., Washington, DC
20549–1090.
tkelley on DSK3SPTVN1PROD with NOTICES
All submissions should refer to File
Number SR–NYSE–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, 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 the
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–NYSE–
2012–56 and should be submitted on or
before November 30, 2012.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.8
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–27353 Filed 11–8–12; 8:45 am]
BILLING CODE 8011–01–P
CFR 200.30–3(a)(12).
VerDate Mar<15>2010
17:34 Nov 08, 2012
The Community Advantage
(‘‘CA’’) Pilot Program is a pilot program
to increase SBA-guaranteed loans to
small businesses in underserved areas.
SBA continues to refine and improve
the design of the Community Advantage
Pilot Program. To support SBA’s
commitment to expanding access to
capital for small businesses and
entrepreneurs in underserved markets,
SBA is issuing this Notice to extend the
term of the CA Pilot Program, to modify
the loan loss reserve requirements for
CA loans, and to revise other program
requirements, including certain of the
regulatory waivers.
DATES: Effective Date: The changes to
the CA Pilot Program identified in this
Notice will be effective November 9,
2012, and the CA Pilot Program will
remain in effect until March 15, 2017.
Comment Date: Comments must be
received on or before January 8, 2013.
ADDRESSES: You may submit comments,
identified by SBA docket number SBA–
2012–0016 by any of the following
methods:
• Federal eRulemaking Portal: https://
www.regulations.gov. Follow the
instructions for submitting comments.
• Mail: Community Advantage Pilot
Program Comments—Office of Financial
Assistance, U.S. Small Business
Administration, 409 Third Street SW.,
Suite 8300, Washington, DC 20416.
• Hand Delivery/Courier: Grady B.
Hedgespeth, Director, Office of
Financial Assistance, U.S. Small
Business Administration, 409 Third
Street SW., Washington, DC 20416.
SBA will post all comments on
www.regulations.gov. If you wish to
submit confidential business
information (CBI) as defined in the User
Notice at www.regulations.gov, please
submit the information to Grady B.
Hedgespeth, Director, Office of
Financial Assistance, U.S. Small
Business Administration, 409 Third
Street SW., Washington, DC 20416, or
send an email to
communityadvantage@sba.gov.
Highlight the information that you
consider to be CBI and explain why you
believe SBA should hold this
information as confidential. SBA will
review the information and make the
final determination whether it will
publish the information.
SUMMARY:
Paper Comments
8 17
U.S. Small Business
Administration.
ACTION: Notice of extension of and
changes to Community Advantage Pilot
Program and request for comments.
AGENCY:
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67433
FOR FURTHER INFORMATION CONTACT:
Grady B. Hedgespeth, Director, Office of
Financial Assistance, U.S. Small
Business Administration, 409 Third
Street SW., Washington DC 20416; (202)
205–7562; grady.hedgespeth@sba.gov.
For information regarding revisions to
the loan loss reserve requirements,
contact Brent Ciurlino, Director, Office
of Credit Risk Management, U.S. Small
Business Administration, 409 Third
Street SW., Washington DC 20416; (202)
205–6538; brent.ciurlino@sba.gov.
SUPPLEMENTARY INFORMATION:
1. Background
On February 18, 2011, SBA issued a
notice and request for comments
introducing the CA Pilot Program (76 FR
9626). The CA Pilot Program was
introduced to increase the number of
SBA-guaranteed loans made to small
businesses in underserved markets. The
February 18, 2011 notice provided an
overview of the CA Pilot Program
requirements and, pursuant to the
authority provided to SBA under 13
CFR 120.3 to suspend, modify or waive
certain regulations in establishing and
testing pilot loan initiatives, SBA
modified or waived as appropriate
certain regulations which otherwise
apply to 7(a) loans for the CA Pilot
Program. On September 12, 2011, SBA
issued a second notice modifying
certain of those regulatory waivers in
order to permit Community Advantage
Lenders (‘‘CA Lenders’’) to pledge loans
made under the CA Pilot Program (‘‘CA
loans’’) as collateral for certain lender
financings approved by SBA. (76 FR
56262).
SBA continues to refine and improve
the design of the CA Pilot Program and,
on February 8, 2012, SBA issued a third
notice revising certain program
requirements in order to, among other
things, change the maximum allowable
interest rate for CA loans and permit CA
Lenders to contract with Lender Service
Providers. (77 FR 6619). To further
support SBA’s commitment to
expanding access to capital for small
businesses and entrepreneurs in
underserved markets, SBA is issuing
this fourth notice to further revise
program requirements as described
more fully below.
2. Comments
Although the extension of and
changes to the CA Pilot Program will be
effective November 9, 2012, comments
are solicited from interested members of
the public on all aspects of the CA Pilot
Program. Comments must be submitted
on or before the deadline for comments
listed in the DATES section. The SBA
will consider these comments and the
E:\FR\FM\09NON1.SGM
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Agencies
[Federal Register Volume 77, Number 218 (Friday, November 9, 2012)]
[Notices]
[Pages 67431-67433]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-27353]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-68150; File No. SR-NYSE-2012-56]
Self-Regulatory Organizations; New York Stock Exchange LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change
Proposing To Make Changes to Certain Fees and Credits Within the New
York Stock Exchange LLC Price List
November 5, 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 22, 2012, New York Stock Exchange LLC (the
``Exchange'' or ``NYSE'') filed with the Securities and Exchange
Commission (``Commission'') the proposed rule change as described in
Items I, II and III below, which Items have been prepared by the
Exchange. The Commission is publishing this notice to solicit comments
on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to make changes to certain fees and credits
within its Price List, which the Exchange proposes to become operative
on November 1, 2012. The text of the proposed rule change is available
on the Exchange's Web site at www.nyse.com, at the principal office of
the Exchange, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the self-regulatory organization
included statements concerning the purpose of, and basis for, the
proposed rule change and discussed any comments it received on the
proposed rule change. The text of those statements may be examined at
the places specified in Item IV below. The Exchange has prepared
summaries, set forth in sections A, B, and C below, of the most
significant parts of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to make changes to certain fees and credits
within its Price List, which the Exchange proposes to become operative
on November 1, 2012.
Currently, for transactions in stocks with a per share stock price
of $1.00 or more, the Exchange charges a transaction fee of $0.00055
per share for all market at-the-close (``MOC'') and limit at-the-close
(``LOC'') orders from any member organizations that execute an average
daily trading volume (``ADV'') of MOC and LOC activity on the Exchange
in that month of at least 14 million shares. Member organizations that
do not execute an ADV of MOC and LOC activity on the Exchange of at
least 14 million shares are charged a transaction fee of $0.00095 per
share. The Exchange proposes to modify the threshold for the $0.00055
transaction fee for MOC and LOC orders from an ADV of at least 14
million shares to an ADV of at least 0.375% of consolidated average
daily volume in NYSE-listed securities during the billing month (``NYSE
CADV'').
The Exchange believes that modifying the transaction fee threshold
for MOC and LOC orders with a per share stock price of $1.00 or more as
proposed would provide a more flexible method by which member
organizations may qualify for the lower fee for MOC and LOC orders by
changing from a fixed volume to one that will adjust automatically
based on higher or lower NYSE CADV. The Exchange believes that the
proposed change would continue to allocate a lower fee to member
organizations that make significant contributions to market quality by
providing higher volumes of liquidity.
Currently, the Exchange provides a credit of $0.0018 per share for
transactions in stocks with a per share stock price of $1.00 or more
when adding displayed liquidity to the Exchange if either:
(i) The member organization has ADV that adds liquidity to the
Exchange during the billing month (``Adding ADV,'' which excludes any
liquidity added by a Designated Market Maker (``DMM'')) that is at
least 1.5% of NYSE CADV, and executes MOC and LOC orders of at least
0.375% of NYSE CADV; or
(ii) The member organization has Adding ADV that is at least 0.8%
of NYSE CADV, executes MOC and LOC orders of at least 0.12% of NYSE
CADV, and adds liquidity to the Exchange as a Supplemental Liquidity
Provider (``SLP'') for all assigned SLP securities in the aggregate
(including shares of both an SLP proprietary trading unit (``SLP-
Prop'') and an SLP market maker (``SLMM'') of the same member
organization) of more than 0.25% of NYSE CADV.
The Exchange proposes to modify the second method by which member
organizations may qualify for the credit and add a third method by
which member organizations may qualify for the credit when adding
displayed liquidity. More specifically, the Exchange proposes to revise
the second method to qualify for the credit such that a member
organization would qualify for the credit if the member organization
has Adding ADV that is at least 0.8% of NYSE CADV, executes MOC and LOC
orders of at least 0.12% of NYSE CADV, and adds liquidity to the
Exchange as a SLP for all assigned SLP securities in the aggregate
(including shares of both an SLP-Prop and an SLMM of the same member
organization) of more than 0.15% of NYSE CADV. Currently, a member
organization would have to provide liquidity to the Exchange as an SLP
for all assigned SLP securities in the aggregate of more than 0.25% of
NYSE CADV, as opposed to the proposed 0.15% of NYSE CADV. The Exchange
believes that reducing the threshold to 0.15% of NYSE CADV would allow
more member organizations to qualify for the higher credit, and
therefore, in turn, attract multiple sources of liquidity to the
Exchange.
Finally, the Exchange proposes that a member organization would
qualify for the credit of $0.0018 per share if the member organization
has ADV that adds liquidity in customer electronic orders to the
Exchange (``Customer Electronic Adding ADV,'' which would exclude any
liquidity added by a Floor broker,
[[Page 67432]]
DMM, or SLP) during the billing month that is at least 0.5% of NYSE
CADV, executes MOC and LOC orders of at least 0.12% of NYSE CADV, and
has Customer Electronic Adding ADV during the billing month that, taken
as a percentage of NYSE CADV, is at least equal to the member
organization's Customer Electronic Adding ADV during September 2012 as
a percentage of consolidated average daily volume in NYSE-listed
securities during September 2012 (``September 2012 NYSE CADV'') plus
15%.\3\ For example, if a member organization's Customer Electronic
Adding ADV during September 2012 was 0.10% of September 2012 NYSE CADV,
then the member organization's Customer Electronic Adding ADV during
the billing month must be at least 0.115% of NYSE CADV in order to
qualify for the proposed credit.
---------------------------------------------------------------------------
\3\ For purposes of determining whether a firm that becomes a
member organization after September 2012 qualifies for this proposed
third method by which member organizations may qualify for the
$0.0018 per share credit, the new member organization's September
2012 NYSE CADV would be zero, and therefore, the member organization
would only need to have Customer Electronic Adding ADV of at least
0.5% of NYSE CADV and execute MOC and LOC orders of at least 0.12%
of NYSE CADV to qualify for the credit of $0.0018 per share.
Additionally, the September 2012 NYSE CADV of a firm that becomes a
member organization during September 2012 would be calculated based
on the number of trading days during September 2012, not the number
of trading days during September 2012 during which the firm was a
member organization.
---------------------------------------------------------------------------
The Exchange believes that adding this third method by which member
organizations may qualify for the $0.0018 per share credit would
encourage additional displayed liquidity on the Exchange. In addition,
the method would provide discounts that are reasonably related to the
value to the Exchange's market quality associated with higher volumes
and would encourage multiple sources of liquidity by providing member
organizations without a DMM, SLP, or Floor broker unit an alternative
method to qualify for the credit when adding displayed liquidity.
The proposed changes are not otherwise intended to address any
other problem, and the Exchange is not aware of any significant problem
that the affected member organizations would have in complying with the
proposed changes.
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''),\4\ in general, and furthers the objectives of Section 6(b)(4)
of the Act,\5\ 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.
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\4\ 15 U.S.C. 78f(b).
\5\ 15 U.S.C. 78f(b)(4).
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The Exchange believes that modifying the transaction fee threshold
for MOC and LOC orders with a per share stock price of $1.00 or more is
reasonable because it provides a more flexible method by which member
organizations may qualify for the lower fee for MOC and LOC orders. In
addition, the proposed change is reasonable because the threshold would
adjust automatically based on higher or lower NYSE CADV. The Exchange
believes that the proposed change to MOC and LOC orders is equitable
and not unfairly discriminatory because all similarly situated member
organizations would be subject to the same fee structure, which
automatically adjusts based on prevailing market conditions, and would
continue to allocate a lower fee to member organizations that make
significant contributions to market quality by providing higher volumes
of liquidity.
The Exchange believes that modifying the second method by which
member organizations may qualify for the credit of $0.0018 per share
for transactions in stocks with a per share stock price of $1.00 or
more when adding displayed liquidity is reasonable because lowering the
threshold for SLP provide volume to 0.15% of NYSE CADV would allow more
member organizations to qualify for the reduced fee, which in turn
would attract multiple sources of liquidity to the Exchange. In
addition, the proposed change is equitable and not unfairly
discriminatory because it would continue to provide a higher credit to
member organizations that is reasonably related to the value to the
Exchange's market quality associated with higher volumes.
The Exchange believes the new method by which member organizations
may qualify for the credit for transactions in stocks with a per share
stock price of $1.00 or more when adding displayed liquidity is
reasonable because it would encourage additional displayed liquidity on
the Exchange. The Exchange believes the new method is equitable and not
unfairly discriminatory because it is open to all member organizations
on an equal basis and provides discounts that are reasonably related to
the value to the Exchange's market quality associated with higher
volumes. In addition, the Exchange believes that the proposed change is
equitable and not unfairly discriminatory because it would encourage
multiple sources of liquidity by providing member organizations without
a DMM, SLP, or Floor broker unit an alternative method to qualify for
the credit.
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) \6\ of the Act and subparagraph (f)(2) of Rule 19b-
4 \7\ thereunder, because it establishes a due, fee, or other charge
imposed by the NYSE.
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\6\ 15 U.S.C. 78s(b)(3)(A).
\7\ 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.
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:
[[Page 67433]]
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-NYSE-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-NYSE-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, 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 the filing also will be available
for inspection and copying at the principal office of the Exchange. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make available publicly. All
submissions should refer to File Number SR-NYSE-2012-56 and should be
submitted on or before November 30, 2012.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\8\
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\8\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-27353 Filed 11-8-12; 8:45 am]
BILLING CODE 8011-01-P