Self-Regulatory Organizations; NYSE MKT LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Amending NYSE Amex Options Fee Schedule for Firms To Increase the Transaction Fee for Certain Proprietary Electronic Executions and To Introduce Volume-Based Tiers for Certain Proprietary Electronic Executions, 26675-26677 [2013-10741]
Download as PDF
Federal Register / Vol. 78, No. 88 / Tuesday, May 7, 2013 / Notices
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were solicited
or received with respect to the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change is effective
upon filing pursuant to Section
19(b)(3)(A) 10 of the Act and
subparagraph (f)(2) of Rule 19b–4 11
thereunder, because it establishes a due,
fee, or other charge imposed by the
Exchange.
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. If the
Commission takes such action, the
Commission shall institute proceedings
under Section 19(b)(2)(B) 12 of the Act to
determine whether the proposed rule
change should be approved or
disapproved.
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:
tkelley on DSK3SPTVN1PROD 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–NYSEARCA–2013–46 on
the subject line.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–NYSEARCA–2013–46. This
file number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
publicly available. All submissions
should refer to File Number SR–
NYSEARCA–2013–46 and should be
submitted on or before May 28, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–10740 Filed 5–6–13; 8:45 am]
BILLING CODE 8011–01–P
VerDate Mar<15>2010
15:24 May 06, 2013
The Exchange proposes to amend the
NYSE Amex Options Fee Schedule
(‘‘Fee Schedule’’). 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.
[Release No. 34–69488; File No. SR–
NYSEMKT–2013–38]
1. Purpose
Self-Regulatory Organizations; NYSE
MKT LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Amending NYSE Amex
Options Fee Schedule for Firms To
Increase the Transaction Fee for
Certain Proprietary Electronic
Executions and To Introduce VolumeBased Tiers for Certain Proprietary
Electronic Executions
May 1, 2013.
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 April 19,
2013, NYSE MKT LLC (the ‘‘Exchange’’
or ‘‘NYSE MKT’’) filed with the
1 15
Jkt 229001
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
U.S.C. 78s(b)(3)(A).
11 17 CFR 240.19b–4(f)(2).
12 15 U.S.C. 78s(b)(2)(B).
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.
SECURITIES AND EXCHANGE
COMMISSION
13 17
10 15
26675
PO 00000
Frm 00065
Fmt 4703
Sfmt 4703
The Exchange proposes to amend the
Fee Schedule for Firms to (1) increase
the transaction fee for certain
proprietary electronic executions of
standard option contracts and (2)
introduce volume-based tiers for certain
proprietary electronic executions of
standard option contracts that will be
charged a lower per contract rate. The
proposed change will be operative on
May 1, 2013.
Specifically, the Exchange proposes to
increase the per contract transaction fee
for proprietary electronically executed
orders for Firms from $.20 to $.25 per
contract. The Exchange notes that the
proposed fee is within the range of Firm
fees presently assessed in the industry,
which range from $.17 per contract for
high volume (over 500,000 contracts per
month) Firms in Multiply Listed, nonSelect Symbols on NASDAQ OMX
E:\FR\FM\07MYN1.SGM
07MYN1
26676
Federal Register / Vol. 78, No. 88 / Tuesday, May 7, 2013 / Notices
PHLX (‘‘PHLX’’) 4 to $.89 per contract to
take liquidity on The NASDAQ Options
Market (‘‘NOM’’) for non-Penny Pilot
securities.5
At the same time, the Exchange
proposes to establish volume-based tiers
for Firms that trade electronically on the
Exchange. Upon achieving a higher
volume tier, a Firm will automatically
become eligible for a lower per contract
rate on all of its electronic executions in
that month. The proposed volume-based
tiers will be based on a percentage of the
Total Industry Customer equity and
exchange-traded fund (‘‘ETF’’) option
average daily volume (‘‘ADV’’).6 By
doing so, the tiers will float with the
level of overall activity in the
marketplace. The tiers will be as
follows:
tkelley on DSK3SPTVN1PROD with NOTICES
Tiers for firm proprietary
electronic transactions
Rate per
contract
(retroactive to
the first contract traded
during the
month)
electronic volume on PHLX is available
if a Firm executes more than 500,000
contracts per month (which would be an
average of 23,810 contracts per day if
measured daily, assuming 21 trading
days per month). The PHLX fee is $.45
if the Firm executes 500,000 or fewer
contracts or $.17 if the Firm executes
more than 500,000 contracts. While the
highest volume tier that the Exchange is
proposing is higher than the one on
PHLX, the Exchange notes that the base
rate on PHLX is substantially higher at
$.45 per contract 7 as compared to the
Exchange’s base rate of $.25 per
contract.
In calculating the amount of Firm
electronic volume that is counted in the
volume tier necessary to achieve the
lower per contract rate, the Exchange
will exclude qualified contingent cross
(‘‘QCC’’) volume because QCC volumes
are already eligible for a separate rebate.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the provisions of Section 6(b) 8 of the
Less than .21% of Total InAct, in general, and Section 6(b)(4) and
dustry Customer equity
9
and ETF option ADV .........
$.25 (5) of the Act, in particular, in that it
is designed to provide for the equitable
.21% to .32% of Total Indusallocation of reasonable dues, fees, and
try Customer equity and
ETF option ADV ................
.20 other charges among its members and
Greater than .32% of Total
other persons using its facilities and
Industry Customer equity
does not unfairly discriminate between
and ETF option ADV .........
.17 customers, issuers, brokers, or dealers.
The Exchange believes that the
Based on the past few months of
proposed fees are reasonable because
activity, .32% of Total Industry
they are within the range of similar fees
Customer equity and ETF option ADV
on other exchanges.10 They also are
would be approximately 38,750
reasonable because they are designed to
contracts per day (or 813,750 contracts
attract higher volumes of Firm
per month) and .21% would be
proprietary electronic equity and ETF
approximately 25,500 contracts per day
volume to the Exchange, which will
(or 536,550 contracts per month), in
benefit all participants by offering
each case assuming 21 trading days per
greater price discovery, increased
month.
transparency, and an increased
By way of comparison, the Exchange
opportunity to trade on the Exchange.
notes that the discounted fee for Firm
Encouraging Firms to send higher
volumes of orders to the Exchange will
4 See PHLX Fee Schedule, available at https://
contribute to the Exchange’s depth of
www.nasdaqtrader.com/
Micro.aspx?id=PHLXPricing.
book as well as to the top of book
5 See NOM Fee Schedule, available at https://
liquidity. The Exchange also believes
www.nasdaqtrader.com/
that proposed thresholds for the tiers for
Micro.aspx?id=OptionsPricing.
the lower rates are reasonable because
6 Total Industry Customer equity and ETF option
they are comparable to at least one other
ADV will be that which is reported for the month
by The Options Clearing Corporation (‘‘OCC’’) in
exchange (PHLX) and will reward Firms
the month in which the discounted rate may apply.
with lower fees when they bring a larger
For example, May 2013 Total Industry Customer
number of equity and ETF orders to the
equity and ETF option ADV will be used in
determining what, if any, discount a Firm may be
Exchange. The proposed fee increase for
eligible for on its electronic Firm transactions based lower volume Firms is reasonable and
on the amount of electronic Firm volume it
equitable because it will reasonably
executes in May 2013 relative to Total Industry
ensure that the Exchange will derive
Customer equity and ETF option ADV. Total
Industry Customer equity and ETF option ADV
sufficient revenue to continue to fund
comprises those equity and ETF contracts that clear
in the customer account type at OCC and does not
include contracts that clear in either the firm or
market maker account type at OCC or contracts
overlying a security other than an equity or ETF
security.
VerDate Mar<15>2010
15:24 May 06, 2013
Jkt 229001
supra, notes 4–5.
U.S.C. 78f(b).
9 15 U.S.C. 78f(b)(4) and (5).
10 See supra, notes 4–5.
the fee reductions at the higher volumes
for the benefit of all participants.
Moreover, the Exchange believes that
the proposed fees are equitable and not
unfairly discriminatory because they
will apply to all Firms that execute
proprietary electronic equity and ETF
orders on the Exchange on an equal and
non-discriminatory basis.
The Exchange believes that excluding
the volumes attributable to QCC
executions is reasonable, equitable, and
not unfairly discriminatory. QCC
volumes are already counted toward a
separate rebate that the Exchange pays
to Floor Brokers who transact QCC
trades.11 If the Exchange were to count
QCC volumes toward Firm electronic
volumes for discounted rates, the
Exchange would have to raise fees for
all other participants. The Exchange
does not believe such a result would be
reasonable or equitable. Because all
Firms will be treated equally with
respect to QCC volume, the proposal to
exclude this volume from the tiers is not
inequitable or unfairly discriminatory.
The Exchange further notes that nonFirm market participants pay
substantially more for the ability to
trade on the Exchange, and as such, the
proposed amount of the increase for
Firms that contribute relatively lower
levels of volume is reasonable. For
example, Market Makers have much
higher fixed monthly costs as compared
to Firms. A Market Maker seeking to
stream quotes in the entire universe of
names traded on the Exchange must pay
$26,000 per month in Amex Trading
Permit (‘‘ATP’’) fees. In addition, a
Market Maker acting as a Specialist, eSpecialist, or Directed Order Market
Maker incurs monthly Rights Fees that
range from $75 per option to $1,500 per
option along with Premium Product
Fees that can be as high as $7,000 per
month. Firms pay only $1,000 per
month in ATP fees and for that low
monthly cost are able to send orders in
all issues traded on the Exchange. Other
participants have a much higher per
contract cost to trade on the Exchange,
such as Non-NYSE Amex Options
Market Makers, who pay $.43 per
contract to transact on the Exchange
electronically.
Firms also are free to change the
manner in which they access the
Exchange. Firms may apply to become
Market Makers to transact on a
proprietary basis as Market Makers. In
light of the ability to access the
Exchange in a variety of ways, each of
which is priced differently, Firms and
7 See
8 15
PO 00000
Frm 00066
Fmt 4703
Sfmt 4703
11 See Securities Exchange Act Release No. 65472
(Oct. 3, 2011), 76 FR 62887 (Oct. 11, 2011) (SR–
NYSEAmex–2011–72).
E:\FR\FM\07MYN1.SGM
07MYN1
Federal Register / Vol. 78, No. 88 / Tuesday, May 7, 2013 / Notices
IV. Solicitation of Comments
other participants may access the
Exchange in a manner that makes the
most economic sense for them.
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
Exchange believes that the proposed
change will encourage Firms to send
higher volumes of order flow to the
Exchange to qualify for the lower
transaction fees. 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.
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.
tkelley on DSK3SPTVN1PROD with NOTICES
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) 12 of the Act and
subparagraph (f)(2) of Rule 19b–4 13
thereunder, because it establishes a due,
fee, or other charge imposed by the
Exchange.
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. If the
Commission takes such action, the
Commission shall institute proceedings
under Section 19(b)(2)(B) 14 of the Act to
determine whether the proposed rule
change should be approved or
disapproved.
12 15
U.S.C. 78s(b)(3)(A).
13 17 CFR 240.19b–4(f)(2).
14 15 U.S.C. 78s(b)(2)(B).
VerDate Mar<15>2010
15:24 May 06, 2013
Jkt 229001
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:
• 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–2013–38 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–2013–38. This
file number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
publicly available. All submissions
should refer to File Number SR–
NYSEMKT–2013–38 and should be
submitted on or before May 28, 2013.
Frm 00067
Fmt 4703
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–10741 Filed 5–6–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
Electronic Comments
PO 00000
26677
Sfmt 4703
[Release No. 34–69489; File No. SR–
NYSEMKT–2013–39]
Self-Regulatory Organizations; NYSE
MKT LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Amend the NYSE
Amex Options Fee Schedule To Modify
the Existing Floor Broker Rebate for
Executed Qualified Contingent Cross
Orders
May 1, 2013.
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 April 19,
2013, 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.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend the
NYSE Amex Options Fee Schedule
(‘‘Fee Schedule’’) to modify the existing
Floor Broker rebate for executed
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
15 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
E:\FR\FM\07MYN1.SGM
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Agencies
[Federal Register Volume 78, Number 88 (Tuesday, May 7, 2013)]
[Notices]
[Pages 26675-26677]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-10741]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-69488; File No. SR-NYSEMKT-2013-38]
Self-Regulatory Organizations; NYSE MKT LLC; Notice of Filing and
Immediate Effectiveness of Proposed Rule Change Amending NYSE Amex
Options Fee Schedule for Firms To Increase the Transaction Fee for
Certain Proprietary Electronic Executions and To Introduce Volume-Based
Tiers for Certain Proprietary Electronic Executions
May 1, 2013.
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 April 19, 2013, 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
(``Fee Schedule''). 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 for Firms to (1)
increase the transaction fee for certain proprietary electronic
executions of standard option contracts and (2) introduce volume-based
tiers for certain proprietary electronic executions of standard option
contracts that will be charged a lower per contract rate. The proposed
change will be operative on May 1, 2013.
Specifically, the Exchange proposes to increase the per contract
transaction fee for proprietary electronically executed orders for
Firms from $.20 to $.25 per contract. The Exchange notes that the
proposed fee is within the range of Firm fees presently assessed in the
industry, which range from $.17 per contract for high volume (over
500,000 contracts per month) Firms in Multiply Listed, non-Select
Symbols on NASDAQ OMX
[[Page 26676]]
PHLX (``PHLX'') \4\ to $.89 per contract to take liquidity on The
NASDAQ Options Market (``NOM'') for non-Penny Pilot securities.\5\
---------------------------------------------------------------------------
\4\ See PHLX Fee Schedule, available at https://www.nasdaqtrader.com/Micro.aspx?id=PHLXPricing.
\5\ See NOM Fee Schedule, available at https://www.nasdaqtrader.com/Micro.aspx?id=OptionsPricing.
---------------------------------------------------------------------------
At the same time, the Exchange proposes to establish volume-based
tiers for Firms that trade electronically on the Exchange. Upon
achieving a higher volume tier, a Firm will automatically become
eligible for a lower per contract rate on all of its electronic
executions in that month. The proposed volume-based tiers will be based
on a percentage of the Total Industry Customer equity and exchange-
traded fund (``ETF'') option average daily volume (``ADV'').\6\ By
doing so, the tiers will float with the level of overall activity in
the marketplace. The tiers will be as follows:
---------------------------------------------------------------------------
\6\ Total Industry Customer equity and ETF option ADV will be
that which is reported for the month by The Options Clearing
Corporation (``OCC'') in the month in which the discounted rate may
apply. For example, May 2013 Total Industry Customer equity and ETF
option ADV will be used in determining what, if any, discount a Firm
may be eligible for on its electronic Firm transactions based on the
amount of electronic Firm volume it executes in May 2013 relative to
Total Industry Customer equity and ETF option ADV. Total Industry
Customer equity and ETF option ADV comprises those equity and ETF
contracts that clear in the customer account type at OCC and does
not include contracts that clear in either the firm or market maker
account type at OCC or contracts overlying a security other than an
equity or ETF security.
------------------------------------------------------------------------
Rate per
contract
(retroactive
Tiers for firm proprietary electronic transactions to the first
contract
traded during
the month)
------------------------------------------------------------------------
Less than .21% of Total Industry Customer equity and ETF $.25
option ADV.............................................
.21% to .32% of Total Industry Customer equity and ETF .20
option ADV.............................................
Greater than .32% of Total Industry Customer equity and .17
ETF option ADV.........................................
------------------------------------------------------------------------
Based on the past few months of activity, .32% of Total Industry
Customer equity and ETF option ADV would be approximately 38,750
contracts per day (or 813,750 contracts per month) and .21% would be
approximately 25,500 contracts per day (or 536,550 contracts per
month), in each case assuming 21 trading days per month.
By way of comparison, the Exchange notes that the discounted fee
for Firm electronic volume on PHLX is available if a Firm executes more
than 500,000 contracts per month (which would be an average of 23,810
contracts per day if measured daily, assuming 21 trading days per
month). The PHLX fee is $.45 if the Firm executes 500,000 or fewer
contracts or $.17 if the Firm executes more than 500,000 contracts.
While the highest volume tier that the Exchange is proposing is higher
than the one on PHLX, the Exchange notes that the base rate on PHLX is
substantially higher at $.45 per contract \7\ as compared to the
Exchange's base rate of $.25 per contract.
---------------------------------------------------------------------------
\7\ See supra, notes 4-5.
---------------------------------------------------------------------------
In calculating the amount of Firm electronic volume that is counted
in the volume tier necessary to achieve the lower per contract rate,
the Exchange will exclude qualified contingent cross (``QCC'') volume
because QCC volumes are already eligible for a separate rebate.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the provisions of Section 6(b) \8\ of the Act, in general, and
Section 6(b)(4) and (5) \9\ of the Act, in particular, in that it is
designed to provide for the equitable allocation of reasonable dues,
fees, and other charges among its members and other persons using its
facilities and does not unfairly discriminate between customers,
issuers, brokers, or dealers.
---------------------------------------------------------------------------
\8\ 15 U.S.C. 78f(b).
\9\ 15 U.S.C. 78f(b)(4) and (5).
---------------------------------------------------------------------------
The Exchange believes that the proposed fees are reasonable because
they are within the range of similar fees on other exchanges.\10\ They
also are reasonable because they are designed to attract higher volumes
of Firm proprietary electronic equity and ETF volume to the Exchange,
which will benefit all participants by offering greater price
discovery, increased transparency, and an increased opportunity to
trade on the Exchange. Encouraging Firms to send higher volumes of
orders to the Exchange will contribute to the Exchange's depth of book
as well as to the top of book liquidity. The Exchange also believes
that proposed thresholds for the tiers for the lower rates are
reasonable because they are comparable to at least one other exchange
(PHLX) and will reward Firms with lower fees when they bring a larger
number of equity and ETF orders to the Exchange. The proposed fee
increase for lower volume Firms is reasonable and equitable because it
will reasonably ensure that the Exchange will derive sufficient revenue
to continue to fund the fee reductions at the higher volumes for the
benefit of all participants. Moreover, the Exchange believes that the
proposed fees are equitable and not unfairly discriminatory because
they will apply to all Firms that execute proprietary electronic equity
and ETF orders on the Exchange on an equal and non-discriminatory
basis.
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\10\ See supra, notes 4-5.
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The Exchange believes that excluding the volumes attributable to
QCC executions is reasonable, equitable, and not unfairly
discriminatory. QCC volumes are already counted toward a separate
rebate that the Exchange pays to Floor Brokers who transact QCC
trades.\11\ If the Exchange were to count QCC volumes toward Firm
electronic volumes for discounted rates, the Exchange would have to
raise fees for all other participants. The Exchange does not believe
such a result would be reasonable or equitable. Because all Firms will
be treated equally with respect to QCC volume, the proposal to exclude
this volume from the tiers is not inequitable or unfairly
discriminatory.
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\11\ See Securities Exchange Act Release No. 65472 (Oct. 3,
2011), 76 FR 62887 (Oct. 11, 2011) (SR-NYSEAmex-2011-72).
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The Exchange further notes that non-Firm market participants pay
substantially more for the ability to trade on the Exchange, and as
such, the proposed amount of the increase for Firms that contribute
relatively lower levels of volume is reasonable. For example, Market
Makers have much higher fixed monthly costs as compared to Firms. A
Market Maker seeking to stream quotes in the entire universe of names
traded on the Exchange must pay $26,000 per month in Amex Trading
Permit (``ATP'') fees. In addition, a Market Maker acting as a
Specialist, e-Specialist, or Directed Order Market Maker incurs monthly
Rights Fees that range from $75 per option to $1,500 per option along
with Premium Product Fees that can be as high as $7,000 per month.
Firms pay only $1,000 per month in ATP fees and for that low monthly
cost are able to send orders in all issues traded on the Exchange.
Other participants have a much higher per contract cost to trade on the
Exchange, such as Non-NYSE Amex Options Market Makers, who pay $.43 per
contract to transact on the Exchange electronically.
Firms also are free to change the manner in which they access the
Exchange. Firms may apply to become Market Makers to transact on a
proprietary basis as Market Makers. In light of the ability to access
the Exchange in a variety of ways, each of which is priced differently,
Firms and
[[Page 26677]]
other participants may access the Exchange in a manner that makes the
most economic sense for them.
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 Exchange believes that
the proposed change will encourage Firms to send higher volumes of
order flow to the Exchange to qualify for the lower transaction fees.
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.
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) \12\ of the Act and subparagraph (f)(2) of Rule
19b-4 \13\ thereunder, because it establishes a due, fee, or other
charge imposed by the Exchange.
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\12\ 15 U.S.C. 78s(b)(3)(A).
\13\ 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. If the Commission
takes such action, the Commission shall institute proceedings under
Section 19(b)(2)(B) \14\ of the Act to determine whether the proposed
rule change should be approved or disapproved.
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\14\ 15 U.S.C. 78s(b)(2)(B).
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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-2013-38 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-2013-38. This
file number should be included on the subject line if email is used. To
help the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549, on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such filing also will be available
for inspection and copying at the principal office of the Exchange. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make publicly available. All
submissions should refer to File Number SR-NYSEMKT-2013-38 and should
be submitted on or before May 28, 2013.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\15\
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\15\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-10741 Filed 5-6-13; 8:45 am]
BILLING CODE 8011-01-P